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## Introduction

optimagic is a Python package for nonlinear optimization with or without constraints. It
is particularly suited to solve difficult nonlinear estimation problems. On top, it
provides functionality to perform statistical inference on estimated parameters.
*optimagic* is a Python package for numerical optimization. It is a unified interface to
optimizers from SciPy, NlOpt and many other Python packages.

### Optimization
*optimagic*'s `minimize` function works just like SciPy's, so you don't have to adjust
your code. You simply get more optimizers for free. On top you get powerful diagnostic
tools, parallel numerical derivatives and more. If you want to see what *optimagic* can
do, check out this [tutorial](tutorials/optimization_overview.ipynb)

- optimagic wraps algorithms from *scipy.optimize*, *nlopt*, *pygmo* and more.
- optimagic implements constraints efficiently via reparametrization, so you can solve
constrained problems with any optimizer that supports bounds.
- The parameters of an optimization problem can be arbitrary pytrees
- The complete history of parameters and function evaluations can be saved in a database
for maximum reproducibility.
- Painless and efficient multistart optimization.
- The progress of the optimization can be displayed in `criterion_plot` and
`params_plot` while the optimization is still running.

### Estimation and Inference

- You can estimate a model using method of simulated moments (MSM), calculate standard
errors and do sensitivity analysis with just one function call.
- Asymptotic standard errors for maximum likelihood estimation.
- estimagic also provides bootstrap confidence intervals and standard errors. Of course
the bootstrap procedures are parallelized.

### Numerical differentiation

- optimagic can calculate precise numerical derivatives using
[Richardson extrapolations](https://en.wikipedia.org/wiki/Richardson_extrapolation).
- Function evaluations needed for numerical derivatives can be done in parallel with
pre-implemented or user provided batch evaluators.
*optimagic* was formerly called *estimagic*, because it also provides functionality to
perform statistical inference on estimated parameters. *estimagic* is now a subpackage
of *optimagic*.

## Installation

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