How to specify algorithms and algorithm specific options

The algorithm argument

The algorithm argument can either be a string with the name of an algorithm that is implemented in estimagic, or a function that fulfills the interface laid out in Internal optimizers for estimagic.

Which algorithms are available in estimagic depends on the packages a user has installed. We list all supported algorithms in Optimizers.

The algo_options argument

algo_options is a dictionary with options that are passed to the optimization algorithm.

We align the names of all algo_options across algorithms as far as that is possible.

To make it easier to understand which aspect of the optimization is influenced by an option, we group them with prefixes. For example, the name of all convergence criteria starts with "convergence.". In general, the prefix is separated from the option name by a dot.

Which options are supported, depends on the algorithm you selected and is documented in Optimizers.

An example could look like this:

algo_options = {
    "trustregion.threshold_successful": 0.2,
    "trustregion.threshold_very_successful": 0.9,
    "trustregion.shrinking_factor.not_successful": 0.4,
    "trustregion.shrinking_factor.lower_radius": 0.2,
    "trustregion.shrinking_factor.upper_radius": 0.8,
    "convergence.scaled_criterion_tolerance": 0.0,
    "convergence.noise_corrected_criterion_tolerance": 1.1,
}

To make it easier to switch between algorithms, we simply ignore non-supported options and issue a warning that explains which options have been ignored.

To find more information on algo_options that are supported by many optimizers, see The default algorithm options.