genopt

Non-Gaussian generalisation of EnOpt.

GenOpt

Bases: Optimize

__init__(fun, x, args, jac, jac_mut, corr_adapt=None, bounds=None, **options)

Parameters:

Name	Type	Description	Default
fun	callable	objective function	required
x	ndarray	Initial state	required
args	tuple	Initial covariance	required
jac	callable	Gradient function	required
jac_mut	callable	Mutation gradient function	required
corr_adapt	callable	Function for correalation matrix adaption	None
bounds	list	(min, max) pairs for each element in x. None is used to specify no bound.	None
options	dict	Optimization options	{}

calc_update()

Update using steepest descent method with ensemble gradients