struct MinimizationProblem{F, T}

Wrapper for a minimization problem.


  • objective

    The function to be minimized.

  • lower_bounds

    Lower bounds (a vector of real numbers).

  • upper_bounds

    Upper bounds (a vector of real numbers).

struct LocationValue{T<:(AbstractArray{#s280,1} where #s280<:Real), S<:Real}

A location-value pair.


  • location

    Location (a vector of real numbers).

  • value

    The value of the objective at location.

NLoptLocalMethod(algorithm; options...)

A wrapper for algorithms supported by NLopt. Used to construct the corresponding optimization problem.

See the NLopt documentation for the options. Defaults are changed slightly.

TikTak(quasirandom_N; keep_ratio, θ_min, θ_max, θ_pow)

The “TikTak” multistart method, as described in Arnoud, Guvenen, and Kleineberg (2019).

This implements the multistart part, can be called with arbitrary local methods, see multistart_minimization.


  • quasirandom_N: the number of quasirandom points for the first pass (using a Sobol sequence).

Keyword arguments

  • keep_ratio: the fraction of best quasirandom points which are kept

  • θ_min and θ_max clamp the weight parameter, θ_pow determines the power it is raised to.

The defaults are from the paper cited above.