PySLSQP: A transparent Python package for the SLSQP optimization algorithm modernized with utilities for visualization and post-processing (2408.13420v1)

Abstract: PySLSQP is a seamless interface for using the SLSQP algorithm from Python. It wraps the original SLSQP Fortran code sourced from the SciPy repository and provides a host of new features to improve the research utility of the original algorithm. Some of the additional features offered by PySLSQP include auto-generation of unavailable derivatives using finite differences, independent scaling of the problem variables and functions, access to internal optimization data, live-visualization, saving optimization data from each iteration, warm/hot restarting of optimization, and various other utilities for post-processing.