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Description:
shgofast 0.1.3
SHGOFAST
A monkey-patched Cython/C++ backend for bottleneck functions and classes
of the scipy.optimize.shgo code using the simplicial sampling method.
Install
The module can be installed using your preferred pip command from the
source archives root directory (where this README resides).
The installation requires a reasonably modern C++ compiler (tested with g++
13.1.1) and the boost software library (tested with version 1.81.0). If boost
is not available, defining the C++ macro STD_SET_ONLY will use only standard
library components.
Use
Simply import the patch and unpatch functions from shgofast:
from scipy.optimize import shgo
from shgofast import patch
patch()
# This should run faster now if cost_fun is not the bottleneck:
shgo(cost_fun, sampling_method='simplicial', **kwargs)
Improvement
From a one-shot measurement, execution time of identical shgo calls has
been reduced from 13 seconds to 2.5 seconds for a four-dimensional problem
in which shgo was not limited by the function but foremost by the
VertexCacheField.proc_minimisers method.
Changelog
The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.
[0.1.3] - 2024-09-22
Add missing NumPy dependency to build environment.
[0.1.2] - 2023-12-29
Add missing shgofast/vertex.pyx to MANIFEST.in.
[0.1.1] - 2023-12-29
Fix inclusion of build files using MANIFEST.in.
[0.1.0] - 2023-12-29
Initial version.
License
For personal and professional use. You cannot resell or redistribute these repositories in their original state.
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