Optimization Utilities (mango.optimize)

MPI related optimization, distributed function optimization and distributed mutli-start optimization.

Functions

distributed_minimize(fun, *args, **kwargs)

Wrapper for the scipy.optimize.minimize() function for distributed function evaluation on multiple MPI processors.

Classes

DistributedMetricEvaluator(funcObj[, comm, root])	Wrapper class for functions which are evaluated by combining (MPI-reducing) a result from each MPI process.
OptimizeResult()	Optimization result object returned by SingleStartOptimizer.optimize method.
SingleStartOptimizer()	Base class for single start optimizers.
MultiStartOptimizer(singleStartOptimizer[, ...])	Runs an optimization, using multiple starting values, in an attempt to find a global minimum.