COBYLA

cobyla(fun, x0, args, maxiter=50, cons=[], rhobeg=1.0, rhoend=1e-06, seed=3)

Minimize a scalar function of one or more variables using the Constrained Optimization By Linear Approximation (COBYLA) algorithm.

See minimize() for a description of fun, x0, and args.

Parameters:

maxiterint

Maximum number of iterations to perform. Each iteration requires several function evaluations.

conslist[callable], optional

A list of constraint functions.

rhobegfloat

Initial simplex size. Determines how far from the initial guess the algorithm first explores.

rhoendfloat

Ending simplex size. When the simplex contracts to around this scale, the algorithm terminates.

seedint, optional

Accepted for API symmetry with spsa(), but currently has no effect.

Returns:

results

An OptimizeResults object.