Fides is a software tool for reliable optimization of continuously
differentiable problems. It implements an Interior Trust Region Reflective for
boundary constrained optimization problems based on the papers
ColemanLi1996. These methods are
complemented by a plethora of Hessian approximation schemes and different
trust-region subproblem solver routines.
Users can directly call fides or use the interface provided in [pyPESTO].
The software is written in python and named after the Roman goddess of trust
Development of fides is described in the following paper: