Initial commit of code and documentation

Author: lindonroberts

.gitignore

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+*.pyc
+*/__pycache__
+*.egg-info

LICENSE.txt

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+==================================================================
+DFO-LS: Derivative-Free Optimizer for Least-Squares |PyPI Version|
+==================================================================
+DFO-LS is a flexible package for solving nonlinear least-squares minimisation, without requiring derivatives of the objective.
+
+This is an implementation of the algorithm from our paper: C. Cartis, J. Fiala, B. Marteau and L. Roberts, Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers, technical report, University of Oxford, (2018).
+
+Documentation
+-------------
+See manual.pdf or `here <http://people.maths.ox.ac.uk/robertsl/dfols>`_.
+
+Requirements
+------------
+DFO-LS requires the following software to be installed:
+
+* Python 2.7 or Python 3 (http://www.python.org/)
+
+Additionally, the following python packages should be installed (these will be installed automatically if using *pip*, see `Installation using pip`_):
+
+* NumPy 1.11 or higher (http://www.numpy.org/)
+* SciPy 0.18 or higher (http://www.scipy.org/)
+* Pandas 0.17 or higher (http://pandas.pydata.org/)
+
+Installation using pip
+----------------------
+For easy installation, use *pip* (http://www.pip-installer.org/) as root::
+
+    $ [sudo] pip install dfols
+
+or alternatively *easy_install*::
+
+    $ [sudo] easy_install dfols
+
+If you do not have root privileges or you want to install DFO-LS for your private use, you can use::
+
+    $ pip install --user dfols
+
+which will install DFO-LS in your home directory.
+
+Note that if an older install of DFO-LS is present on your system you can use::
+
+    $ [sudo] pip install --upgrade dfols
+
+to upgrade DFO-LS to the latest version.
+
+Manual installation
+-------------------
+Alternatively, you can download the source code from `Github <https://github.com/numericalalgorithmsgroup/dfols>`_ and unpack as follows:
+
+ .. code-block:: bash
+
+    $ git clone https://github.com/numericalalgorithmsgroup/dfols
+    $ cd dfols
+
+DFO-LS is written in pure Python and requires no compilation. It can be installed using:
+
+ .. code-block:: bash
+
+    $ [sudo] pip install .
+
+If you do not have root privileges or you want to install DFO-LS for your private use, you can use:
+
+ .. code-block:: bash
+
+    $ pip install --user .
+
+instead.
+
+Testing
+-------
+If you installed DFO-LS manually, you can test your installation by running:
+
+ .. code-block:: bash
+
+    $ python setup.py test
+
+Alternatively, the HTML documentation provides some simple examples of how to run DFO-LS.
+
+Examples
+--------
+Examples of how to run DFO-LS are given in the `documentation <http://people.maths.ox.ac.uk/robertsl/dfols>`_, and the `examples <https://github.com/numericalalgorithmsgroup/dfols/examples>`_ directory in Github.
+
+Uninstallation
+--------------
+If DFO-LS was installed using *pip* you can uninstall as follows:
+
+ .. code-block:: bash
+
+    $ [sudo] pip uninstall dfols
+
+If DFO-LS was installed manually you have to remove the installed files by hand (located in your python site-packages directory).
+
+Bugs
+----
+Please report any bugs using GitHub's issue tracker.
+
+License
+-------
+This algorithm is released under the GNU GPL license.
+
+.. |PyPI Version| image:: https://img.shields.io/pypi/v/DFOLS.svg
+                  :target: https://pypi.python.org/pypi/DFOLS

README.md

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+"""
+DFO-LS
+====
+
+Derivative-Free Optimization for Least-Squares (DFO-LS) is a
+nonlinear least-squares solver which only requires function values.
+
+It solves the nonlinear least-squares problem:
+    min_{x}  f(x) = r1(x)**2 + ... + rm(x)**2,
+subject to the (optional) bounds
+    lb <= x <= ub,
+where each function ri(x) is differentiable, possibly nonconvex.
+Since the derivatives of ri(x) are never required or approximated,
+the solver works when the evaluation of ri(x) is noisy.
+
+----
+
+This program is free software: you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation, either version 3 of the License, or
+(at your option) any later version.
+
+This program is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License
+along with this program. If not, see <http://www.gnu.org/licenses/>.
+
+The development of this software was sponsored by NAG Ltd. (http://www.nag.co.uk)
+and the EPSRC Centre For Doctoral Training in Industrially Focused Mathematical
+Modelling (EP/L015803/1) at the University of Oxford. Please contact NAG for
+alternative licensing.
+
+
+"""
+
+# Ensure compatibility with Python 2
+from __future__ import absolute_import, division, print_function, unicode_literals
+
+from .version import __version__
+__all__ = ['__version__']
+
+# Main solver & exit flags
+from .solver import *
+__all__ += ['solve']
+