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Scipy minimizer #12997

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@omazapa omazapa commented Jun 12, 2023 •
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This Pull request:

This is the Scipy plugin for ROOT math libraries for minimization

  • Implementation using Python C API that supports several methods such as
    Nelder-Mead, L-BFGS-B, Powell, CG, BFGS, TNC, COBYLA, SLSQP, trust-constr,
    Newton-CG, dogleg, trust-ncg, trust-exact and trust-krylov.
  • It supports:
    • Jacobian (Gradients)
    • Hessian
    • Bounds for the variables.
    • Constraints functions but not using NonlinearConstraint, this requires more design/development to be implemented.
  • The implementation of extra parameters was implemented.
  • This is part of the work presented in CHEP 2023 https://indico.jlab.org/event/459/contributions/11597/

Changes or fixes:

Checklist:

  • tested changes locally
  • updated the docs (if necessary)

This PR fixes #

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Starting build on ROOT-debian10-i386/soversion, ROOT-performance-centos8-multicore/cxx17, ROOT-ubuntu18.04/nortcxxmod, ROOT-ubuntu2004/python3, mac12/noimt, mac11/cxx14, windows10/cxx14
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Starting build on ROOT-debian10-i386/soversion, ROOT-performance-centos8-multicore/cxx17, ROOT-ubuntu18.04/nortcxxmod, ROOT-ubuntu2004/python3, mac12/noimt, mac11/cxx14, windows10/cxx14
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Build failed on ROOT-performance-centos8-multicore/cxx17.
Running on olbdw-01.cern.ch:/data/sftnight/workspace/root-pullrequests-build
See console output.

Failing tests:

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Build failed on mac11/cxx14.
Running on macphsft23.dyndns.cern.ch:/Users/sftnight/build/workspace/root-pullrequests-build
See console output.

Failing tests:

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github-actions bot commented Jun 13, 2023 •
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Test Results

         8 files           8 suites   1d 17h 35m 31s ⏱️
  2 473 tests   2 466 ✔️ 0 💤   7 ❌
18 737 runs  18 723 ✔️ 0 💤 14 ❌

For more details on these failures, see this check.

Results for commit 4765e7a.

♻️ This comment has been updated with latest results.

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Starting build on ROOT-debian10-i386/soversion, ROOT-performance-centos8-multicore/cxx17, ROOT-ubuntu2204/nortcxxmod, ROOT-ubuntu2004/python3, mac11/noimt, mac12arm/cxx20, windows10/cxx14
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Build failed on ROOT-performance-centos8-multicore/cxx17.
Running on olbdw-01.cern.ch:/data/sftnight/workspace/root-pullrequests-build
See console output.

Failing tests:

omazapa added 17 commits July 4, 2023 02:20
@omazapa
Math: working in the initial prototype for Scipy optimizers
11c552f
@omazapa
Math Scipy: extracted informatio for the results
3ee1c23
@omazapa
implemented support for jacobian
b8d5e20
@omazapa
Scipy: added support for extra options
9c2250c
@omazapa
Scipy: pointer to values in the jacobian can not be free, It belongs …
739dbad 
…to numpy
@omazapa
Scipy: printing python error when minimization fails
b51c5c3
@omazapa
Scipy: working in the hessian implementation
7bcd9d7
@omazapa
Scipy: added support for bounds
d2cd799
@omazapa
Scipy: removed compilation warnings
5637c05
@omazapa
added some documentations, removed some comments, added some deletes …
5b6d7a8 
…in the destructor
@omazapa
added scipy.C macro in fit tutorial
1dc8d65
@omazapa
Scipy: implemented method NCalls
592c6f1
@omazapa
Scipy: implemented maxiter and verbose option, returned the proper va…
23109f0 
…lues in the minimizer as well.
@omazapa
Scipy: working in Constraint functions, it was possible to load the f…
feff9a3 
…unction before call Py_Initilaize()
@omazapa
Scipy: passed constraints list to the minimizer function
d60808d
@omazapa
Scipy: removed Py_DECREF for lower and upper bounds, calling it to py…
fb25659 
…bounds is enogh
@omazapa
Scipy: assigned fStatus
a6a970b
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Starting build on ROOT-debian10-i386/soversion, ROOT-performance-centos8-multicore/cxx17, ROOT-ubuntu2204/nortcxxmod, ROOT-ubuntu2004/python3, mac11/noimt, mac12arm/cxx20, windows10/cxx14
How to customize builds

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Build failed on mac12arm/cxx20.
Running on macphsft26.dyndns.cern.ch:/Users/sftnight/build/workspace/root-pullrequests-build
See console output.

Failing tests:

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Build failed on ROOT-performance-centos8-multicore/cxx17.
Running on olbdw-01.cern.ch:/data/sftnight/workspace/root-pullrequests-build
See console output.

Failing tests:

@couet couet removed their request for review December 4, 2024 08:58
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