Optimizers Supported

The table below contains a list of different optimzers that DESC is interfaced to. New optimizers can be added easily, see Adding new optimizers.

• Name : Name of the optimizer method. Pass this string to desc.optimze.Optimizer to use the method.

• Scalar : Whether the method assumes a scalar residual, or a vector of residuals for least squares.

• Equality constraints : Whether the method handles equality constraints.

• Inequality constraints : Whether the method handles inequality constraints.

• Stochastic : Whether the method can handle noisy objectives.

• Hessian : Whether the method requires calculation of the full hessian matrix.

• GPU : Whether the method supports running on GPU

• Description : Short description of the optimizer method.

List of Optimizers

Name	Scalar	Equality Constraints	Inequality Constraints	Stochastic	Hessian	GPU	Description
fmin-auglag	True	True	True	False	True	True	Augmented Lagrangian trust region method for minimizing scalar valued multivariate function. See https://desc-docs.readthedocs.io/en/stable/_api/optimize/desc.optimize.fmin_auglag.html
fmin-auglag-bfgs	True	True	True	False	False	True	Augmented Lagrangian trust region method for minimizing scalar valued multivariate function. Uses BFGS to approximate Hessian. See https://desc-docs.readthedocs.io/en/stable/_api/optimize/desc.optimize.fmin_auglag.html
lsq-auglag	False	True	True	False	False	True	Least squares augmented Lagrangian for constrained optimizationSee https://desc-docs.readthedocs.io/en/stable/_api/optimize/desc.optimize.lsq_auglag.html
lsq-exact	False	False	False	False	False	True	Trust region least squares, similar to the trf method in scipySee https://desc-docs.readthedocs.io/en/stable/_api/optimize/desc.optimize.lsqtr.html
fmintr	True	False	False	False	True	True	Trust region method for minimizing scalar valued multivariate function. See https://desc-docs.readthedocs.io/en/stable/_api/optimize/desc.optimize.fmintr.html
fmintr-bfgs	True	False	False	False	False	True	Trust region method for minimizing scalar valued multivariate function. Uses BFGS to approximate the Hessian. See https://desc-docs.readthedocs.io/en/stable/_api/optimize/desc.optimize.fmintr.html
sgd	True	False	False	True	False	True	Stochastic gradient descent with Nesterov momentumSee https://desc-docs.readthedocs.io/en/stable/_api/optimize/desc.optimize.sgd.html
scipy-bfgs	True	False	False	False	False	False	BFGS quasi-newton method with line search. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-bfgs.html
scipy-CG	True	False	False	False	False	False	Nonlinear conjugate gradient method. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-cg.html
scipy-Newton-CG	True	False	False	False	True	False	Newton conjugate gradient method. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-newtoncg.html
scipy-dogleg	True	False	False	False	True	False	Trust region method with dogleg step. Hessian must be positive definite. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-dogleg.html
scipy-trust-exact	True	False	False	False	True	False	Trust region method using ‘exact’ method to solve subproblem. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-trustexact.html
scipy-trust-ncg	True	False	False	False	True	False	Trust region method using conjugate gradient to solve subproblem. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-trustncg.html
scipy-trust-krylov	True	False	False	False	True	False	Trust region method using Krylov iterations to solve subproblem. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-trustkrylov.html
scipy-trf	False	False	False	False	False	False	Trust region least squares method. See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.least_squares.html
scipy-lm	False	False	False	False	False	False	Levenberg-Marquardt implicit trust region method. See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.least_squares.html
scipy-dogbox	False	False	False	False	False	False	Dogleg method with box shaped trust region. See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.least_squares.html
scipy-trust-constr	True	True	True	False	True	False	Trust region interior point method. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-trustconstr.html
scipy-SLSQP	True	True	True	False	False	False	Sequential least squares programming method. See https://docs.scipy.org/doc/scipy/reference/optimize.minimize-slsqp.html