As discussed in https://github.com/scipy/scipy/issues/18118, COBYLA is the only derivative-free optimization solver available in SciPy. COBYQA is a solver we developed with my colleague Zaikun Zhang from The Hong Kong Polytechnic University. It is designed to supersede COBYLA as a general solver.
I want to propose the inclusion of the COBYQA solver in scipy.optimize. A Python implementation of COBYQA is available at https://github.com/cobyqa/cobyqa, and the related Python package is available on PyPI. Numerical experiments we conducted show the clear superiority of COBYQA over COBYLA in general. I would be happy to share our thoughts on this inclusion. Cheers, Tom, www.tomragonneau.com. [https://www.polyu.edu.hk/emaildisclaimer/PolyU_Email_Signature.jpg]<http://www.polyu.edu.hk> www.polyu.edu.hk<http://www.polyu.edu.hk> [https://www.polyu.edu.hk/emaildisclaimer/Icons-02.jpg]<https://www.polyu.edu.hk/cpa/online-channels/#ipolyuapp> [https://www.polyu.edu.hk/emaildisclaimer/Icons-03.jpg] <https://www.facebook.com/HongKongPolyU> [https://www.polyu.edu.hk/emaildisclaimer/Icons-04.jpg] <https://www.youtube.com/user/HongKongPolyU> [https://www.polyu.edu.hk/emaildisclaimer/Icons-05.jpg] <https://www.instagram.com/hongkongpolyu/> [https://www.polyu.edu.hk/emaildisclaimer/Icons-06.jpg] <https://www.linkedin.com/school/hong-kong-polytechnic-university/> [https://www.polyu.edu.hk/emaildisclaimer/Icons-07.jpg] <https://twitter.com/HongKongPolyU> [https://www.polyu.edu.hk/emaildisclaimer/Icons-08.jpg] <https://www.polyu.edu.hk/-/media/department/home/setting/polyu-wechat_qr-code_20190903.jpg?bc=ffffff&h=150&w=150&hash=679EE95BCB1796F71B5A4149647785C9> [https://www.polyu.edu.hk/emaildisclaimer/Icons-09.jpg] <https://www.w eibo.com/hongkongpolyu> Disclaimer: This message (including any attachments) contains confidential information intended for a specific individual and purpose. If you are not the intended recipient, you should delete this message and notify the sender and The Hong Kong Polytechnic University (the University) immediately. Any disclosure, copying, or distribution of this message, or the taking of any action based on it, is strictly prohibited and may be unlawful. The University specifically denies any responsibility for the accuracy or quality of information obtained through University E-mail Facilities. Any views and opinions expressed are only those of the author(s) and do not necessarily represent those of the University and the University accepts no liability whatsoever for any losses or damages incurred or caused to any party as a result of the use of such information. _______________________________________________ SciPy-Dev mailing list -- scipy-dev@python.org To unsubscribe send an email to scipy-dev-le...@python.org https://mail.python.org/mailman3/lists/scipy-dev.python.org/ Member address: arch...@mail-archive.com
