Reliable Trust-Region Optimization

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 ColemanLi1994 and 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 and reliability.

Development of fides is described in the following paper: