popt
Optimisation methods.
Python Optimization Problem Toolbox (POPT)
POPT is one part of the PET application. Here we solve the optimization problem. Currently, the following methods are implemented:
- EnOpt: The standard ensemble optimization method
- GenOpt: Generalized ensemble optimization (using non-Gaussian distributions)
- SmcOpt: Gradient-free optimization based on sequential Monte Carlo
- LineSearch: Gradient based method satisfying the strong Wolfie conditions
The gradient and Hessian methods are compatible with SciPy, and can be used as input to scipy.optimize.minimize. A POPT tutorial is found here.