Py-mystic

Highly-constrained non-convex optimization and uncertainty quantification

The mystic framework provides a collection of optimization algorithms and tools that allows the user to more robustly and easily solve hard optimization problems. All optimization algorithms included in mystic provide workflow at the fitting layer, not just access to the algorithms as function calls. mystic gives the user fine-grained power to both monitor and steer optimizations as the fit processes are running. Optimizers can advance one iteration with Step, or run to completion with Solve. Users can customize optimizer stop conditions, where both compound and user-provided conditions may be used. Optimizers can save state, can be reconfigured dynamically, and can be restarted from a saved solver or from a results file. All solvers can also leverage parallel computing, either within each iteration or as an ensemble of solvers.