optimization.optimizer.scipy.shgo#

SciPy SHGO optimizer wrapper.

Classes

SHGO(problem)

Simplicity Homology Global Optimization (SHGO).
class SHGO(problem: OptimizationProblem)[source]#

Simplicity Homology Global Optimization (SHGO).

Parameters:

problem (OptimizationProblem) – The optimization problem to be solved.

Methods:

optimize (workers=-1, *args, **kwargs) – Runs the SHGO algorithm.

optimize(workers: int = -1, plot: bool = False, callback: Any = None, *args, **kwargs)[source]#

Runs the SHGO algorithm. Note that the SHGO algorithm accepts the same arguments as the scipy.optimize.shgo function.

Parameters:

  • workers (int) – Number of parallel workers to use. Set to -1 to use all available CPU processors. Default is -1.

  • plot – If True, update live plots during optimization.

  • callback (callable) – A callable called after each iteration.

  • *args – Variable length argument list.

  • **kwargs – Arbitrary keyword arguments.

Returns:

The optimization result.

Return type:

result (OptimizeResult)

Raises:

ValueError – If any variable in the problem does not have bounds.

undo()#

Undo the last optimization step.