non-Linear Programming Search

ScipySearch

Solver name is “Scipy”.

class flopt.solvers.scipy_searches.ScipySearch[source]

scipy optimize minimize API Solver

Parameters:

n_max_retry (int) – maximum number of retries to success the search
n_trial (int) – number of trials in scipy solver
should_continue_searching (bool) – if it is true, the searches continue to timelimit
calculate_jac_hess (bool) – if it is true, jac and hess is calculated and pass them into the solver, if it is possible

Examples

import flopt

# Variables
a = flopt.Variable("a", lowBound=-2, upBound=1, cat="Integer")
b = flopt.Variable("b", lowBound=1, upBound=4, cat="Continuous")
c = flopt.Variable("c", lowBound=0, upBound=3, cat="Continuous")

# Problem
prob = flopt.Problem()
prob += a*a + a*b + b + c + 2
prob += a + b >= 2
prob += b - c == 3

prob.solve(solver="Scipy", msg=True)

print(flopt.Value([a, b, c]))
>>> [0, 2.9999999999999996, 0.0]