On Sat, Jan 20, 2024 at 1:07 PM RAGONNEAU, Tom [AMA] < tom.ragonn...@polyu.edu.hk> wrote:
> 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. > Thank you for proposing this inclusion Tom. It looks promising. The comments in #18118 are on target I think. For optimization methods we have a set of benchmarks that show the number of successful problems solved and number of function evaluations. If COBYQA is, as we'd expect from your comments, shows that it is an improvement on average and/or performs significantly better on some class of problems, then it looks like inclusion into SciPy is a good idea. Cheers, Ralf > > I would be happy to share our thoughts on this inclusion. > > Cheers, > Tom, www.tomragonneau.com. >
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