Optimization (relentless.optimize)

Objectives

RelativeEntropy(target, simulation, ...[, ...])

Relative entropy.

Algorithms

SteepestDescent(stop, max_iter, step_size[, ...])	Steepest descent algorithm.
FixedStepDescent(stop, max_iter, step_size)	Fixed-step steepest descent algorithm.
LineSearch(tolerance, max_iter)	Line search algorithm

Convergence criteria

Tolerance(absolute, relative)	Tolerance for convergence tests.
ValueTest(value[, absolute, relative])	Value test for convergence.
GradientTest(tolerance, variables)	Gradient test for convergence using absolute tolerance.
AllTest(*tests)	Logic test if all specified tests return convergence.
AndTest(a, b)	Logic test if both specified tests return convergence.
AnyTest(*tests)	Logic test if any specified test returns convergence.
OrTest(a, b)	Logic test if either of the specified tests return convergence.

Developer classes

ObjectiveFunction()	Abstract base class for the optimization objective function.
ObjectiveFunctionResult([variables, value, ...])	Class storing the value and gradient of a ObjectiveFunction.
Optimizer(stop)	Abstract base class for optimization algorithm.
ConvergenceTest()	Abstract base class for optimization convergence tests.
LogicTest(*tests)	Abstract base class for logical convergence tests.