optipoly: A Python package for boxed-constrained multi-variable polynomial cost functions optimization

Fuente: arXiv
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Autore principale: Alamir, Mazen
Natura: Preprint
Pubblicazione: 2024
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author Alamir, Mazen
author_facet Alamir, Mazen
contents In this paper, a new python package (optipoly) is described that solves box-constrained optimization problem over multivariate polynomial cost functions. The principle of the algorithm is described before its performance is compared to three general purpose NLP solvers implemented in the state-of-the-art Gekko and scipy packages. The comparison show statistically better best solution provided by the algorithm with significantly less computation times. The package will be shortly made freely and easily available through the simple (pip install) process.
format Preprint
id arxiv_https___arxiv_org_abs_2411_05689
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle optipoly: A Python package for boxed-constrained multi-variable polynomial cost functions optimization
Alamir, Mazen
Computational Engineering, Finance, and Science
In this paper, a new python package (optipoly) is described that solves box-constrained optimization problem over multivariate polynomial cost functions. The principle of the algorithm is described before its performance is compared to three general purpose NLP solvers implemented in the state-of-the-art Gekko and scipy packages. The comparison show statistically better best solution provided by the algorithm with significantly less computation times. The package will be shortly made freely and easily available through the simple (pip install) process.
title optipoly: A Python package for boxed-constrained multi-variable polynomial cost functions optimization
topic Computational Engineering, Finance, and Science
url https://arxiv.org/abs/2411.05689