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consistent use of "optimization"

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robertmartin8
2021-02-19 14:10:06 +08:00
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pypfopt/objective_functions.py
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@@ -1,14 +1,14 @@
"""
The ``objective_functions`` module provides optimisation objectives, including the actual
objective functions called by the ``EfficientFrontier`` object's optimisation methods.
These methods are primarily designed for internal use during optimisation and each requires
The ``objective_functions`` module provides optimization objectives, including the actual
objective functions called by the ``EfficientFrontier`` object's optimization methods.
These methods are primarily designed for internal use during optimization and each requires
a different signature (which is why they have not been factored into a class).
For obvious reasons, any objective function must accept ``weights``
as an argument, and must also have at least one of ``expected_returns`` or ``cov_matrix``.
The objective functions either compute the objective given a numpy array of weights, or they
return a cvxpy *expression* when weights are a ``cp.Variable``. In this way, the same objective
function can be used both internally for optimisation and externally for computing the objective
function can be used both internally for optimization and externally for computing the objective
given weights. ``_objective_value()`` automatically chooses between the two behaviours.
``objective_functions`` defaults to objectives for minimisation. In the cases of objectives