# GalacticOptim.jl

*Important:* Please note that `sciml_train`

has now been replaced by GalacticOptim.jl. The conversion to GalacitcOptim.jl-style should not pose too many problems! Consult this tutorial to see how an optimization problem can be set up and/or also read the updated GalacticOptim.jl documentation to explore more options in detail.

GalacticOptim.jl is a package with a scope that is beyond your normal global optimization package. GalacticOptim.jl seeks to bring together all of the optimization packages it can find, local and global, into one unified Julia interface. This means, you learn one package and you learn them all! GalacticOptim.jl adds a few high-level features, such as integrating with automatic differentiation, to make its usage fairly simple for most cases, while allowing all of the options in a single unified interface.

##### Note: This package is still in active development.

## Installation

Assuming that you already have Julia correctly installed, it suffices to import GalacticOptim.jl in the standard way:

`import Pkg; Pkg.add("GalacticOptim")`

The packages relevant to the core functionality of GalacticOptim.jl will be imported accordingly and, in most cases, you do not have to worry about the manual installation of dependencies. Below is the list of packages that need to be installed explicitly if you intend to use the specific optimization algorithms offered by them:

- BlackBoxOptim.jl (solver:
`BBO()`

) - NLopt.jl (usage via the NLopt API;

see also the available algorithms)

(see also this documentation)

## Tutorials and Documentation

For information on using the package, see the stable documentation. Use the in-development documentation for the version of the documentation, which contains the unreleased features.

## Examples

```
using GalacticOptim, Optim
rosenbrock(x,p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
x0 = zeros(2)
p = [1.0,100.0]
prob = OptimizationProblem(rosenbrock,x0,p)
sol = solve(prob,NelderMead())
using BlackBoxOptim
prob = OptimizationProblem(rosenbrock, x0, p, lb = [-1.0,-1.0], ub = [1.0,1.0])
sol = solve(prob,BBO())
```

Note that Optim.jl is a core dependency of GalaticOptim.jl. However, BlackBoxOptim.jl is not and must already be installed (see the list above).

The output of the first optimization task (with the `NelderMead()`

algorithm) is given below:

```
* Status: success
* Candidate solution
Final objective value: 3.525527e-09
* Found with
Algorithm: Nelder-Mead
* Convergence measures
√(Σ(yᵢ-ȳ)²)/n ≤ 1.0e-08
* Work counters
Seconds run: 0 (vs limit Inf)
Iterations: 60
f(x) calls: 118
```

We can also explore other methods in a similar way:

```
f = OptimizationFunction(rosenbrock, GalacticOptim.AutoForwardDiff())
prob = OptimizationProblem(f, x0, p)
sol = solve(prob,BFGS())
```

For instance, the above optimization task produces the following output:

```
* Status: success
* Candidate solution
Final objective value: 7.645684e-21
* Found with
Algorithm: BFGS
* Convergence measures
|x - x'| = 3.48e-07 ≰ 0.0e+00
|x - x'|/|x'| = 3.48e-07 ≰ 0.0e+00
|f(x) - f(x')| = 6.91e-14 ≰ 0.0e+00
|f(x) - f(x')|/|f(x')| = 9.03e+06 ≰ 0.0e+00
|g(x)| = 2.32e-09 ≤ 1.0e-08
* Work counters
Seconds run: 0 (vs limit Inf)
Iterations: 16
f(x) calls: 53
∇f(x) calls: 53
```

```
prob = OptimizationProblem(f, x0, p, lb = [-1.0,-1.0], ub = [1.0,1.0])
sol = solve(prob, Fminbox(GradientDescent()))
```

The examples clearly demonstrate that GalacticOptim.jl provides an intuitive way of specifying optimization tasks and offers a relatively easy access to a wide range of optimization algorithms.