Improve trust region sampling in tranquilo (#388)

optimagic-dev · Nov 6, 2022 · a7c0232 · a7c0232
1 parent e0b5b6c
commit a7c0232
Show file tree

Hide file tree

Showing 6 changed files with 480 additions and 40 deletions.
diff --git a/src/estimagic/optimization/tranquilo/options.py b/src/estimagic/optimization/tranquilo/options.py
@@ -56,3 +56,10 @@ class RadiusOptions(NamedTuple):
 class TrustRegion(NamedTuple):
     center: np.ndarray
     radius: float
+
+
+class RadiusFactors(NamedTuple):
+    accepatance: float = 0.02
+    centric: float = 0.1
+    outer: float = 0.6
+    neighborhood: float = 1.5