COBYQA: Constrained Optimization BY Quadratic Approximations

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COBYQA, an acronym for Constrained Optimization BY Quadratic Approximations, is designed to supersede COBYLA <https://docs.scipy.org/doc/scipy/reference/optimize.minimize-cobyla.html>_ as a general derivative-free optimization solver. It can handle unconstrained, bound-constrained, linearly constrained, and nonlinearly constrained problems. It uses only function values of the objective and constraint functions, if any. No derivative information is needed.

Documentation: https://www.cobyqa.com.

Installation

COBYQA can be installed for Python 3.8 or above <https://www.python.org>_.

Dependencies

The following Python packages are required by COBYQA:

* `NumPy <https://www.numpy.org>`_ 1.17.0 or higher, and
* `SciPy <https://www.scipy.org>`_ 1.10.0 or higher.

If you install COBYQA using ``pip`` or ``conda`` (see below), these dependencies will be installed automatically.


User installation

The easiest way to install COBYQA is using pip or conda. To install it using pip, run in a terminal or command window

.. code:: bash

pip install cobyqa

If you are using conda, you can install COBYQA from the conda-forge <https://anaconda.org/conda-forge/cobyqa>_ channel by running

.. code:: bash

conda install conda-forge::cobyqa

To check your installation, you can execute

.. code:: bash

python -c "import cobyqa; cobyqa.show_versions()"

If your python launcher is not python, you can replace it with the appropriate command (similarly for pip and conda). For example, you may need to use python3 instead of python and pip3 instead of pip.

Testing

To execute the test suite of COBYQA, you first need to install ``pytest``.
You can then run the test suite by executing

.. code:: bash

    pytest --pyargs cobyqa

The test suite takes several minutes to run.
It is unnecessary to run the test suite if you installed COBYQA using the recommended method described above.

Examples
--------

The folder ``examples`` contains a few examples of how to use COBYQA.
These files contain headers explaining what problems they solve.

Support
-------

To report a bug or request a new feature, please open a new issue using the `issue tracker <https://github.com/cobyqa/cobyqa/issues>`_.