L_BFGS_B¶
- class L_BFGS_B(maxfun=1000, maxiter=15000, ftol=2.220446049250313e-15, factr=None, iprint=- 1, epsilon=1e-08, eps=1e-08, options=None, max_evals_grouped=1, **kwargs)[Quellcode]¶
Bases:
qiskit.algorithms.optimizers.scipy_optimizer.SciPyOptimizer
Limited-memory BFGS Bound optimizer.
The target goal of Limited-memory Broyden-Fletcher-Goldfarb-Shanno Bound (L-BFGS-B) is to minimize the value of a differentiable scalar function \(f\). This optimizer is a quasi-Newton method, meaning that, in contrast to Newtons’s method, it does not require \(f\)’s Hessian (the matrix of \(f\)’s second derivatives) when attempting to compute \(f\)’s minimum value.
Like BFGS, L-BFGS is an iterative method for solving unconstrained, non-linear optimization problems, but approximates BFGS using a limited amount of computer memory. L-BFGS starts with an initial estimate of the optimal value, and proceeds iteratively to refine that estimate with a sequence of better estimates.
The derivatives of \(f\) are used to identify the direction of steepest descent, and also to form an estimate of the Hessian matrix (second derivative) of \(f\). L-BFGS-B extends L-BFGS to handle simple, per-variable bound constraints.
Uses scipy.optimize.fmin_l_bfgs_b. For further detail, please refer to https://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html
- Parameter
maxfun (
int
) – Maximum number of function evaluations.maxiter (
int
) – Maximum number of iterations.ftol (
float
) – The iteration stops when (f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= ftol.factr (
Optional
[float
]) – (DEPRECATED) The iteration steps when (f^k - f^{k+1})/max{|f^k|, |f^{k+1}|,1} <= factr * eps, where eps is the machine precision, which is automatically generated by the code. Typical values for factr are: 1e12 for low accuracy; 1e7 for moderate accuracy; 10.0 for extremely high accuracy. See Notes for relationship to ftol, which is exposed (instead of factr) by the scipy.optimize.minimize interface to L-BFGS-B.iprint (
int
) – Controls the frequency of output. iprint < 0 means no output; iprint = 0 print only one line at the last iteration; 0 < iprint < 99 print also f and |proj g| every iprint iterations; iprint = 99 print details of every iteration except n-vectors; iprint = 100 print also the changes of active set and final x; iprint > 100 print details of every iteration including x and g.eps (
float
) – If jac is approximated, use this value for the step size.epsilon (
float
) – (DEPRECATED) Step size used when approx_grad is True, for numerically calculating the gradientoptions (
Optional
[dict
]) – A dictionary of solver options.max_evals_grouped (
int
) – Max number of default gradient evaluations performed simultaneously.kwargs – additional kwargs for scipy.optimize.minimize.
Methods
Return support level dictionary
We compute the gradient with the numeric differentiation in the parallel way, around the point x_center.
Minimize the scalar function.
Perform optimization.
Print algorithm-specific options.
Set max evals grouped
Sets or updates values in the options dictionary.
Wrap the function to implicitly inject the args at the call of the function.
Attributes
- bounds_support_level¶
Returns bounds support level
- gradient_support_level¶
Returns gradient support level
- initial_point_support_level¶
Returns initial point support level
- is_bounds_ignored¶
Returns is bounds ignored
- is_bounds_required¶
Returns is bounds required
- is_bounds_supported¶
Returns is bounds supported
- is_gradient_ignored¶
Returns is gradient ignored
- is_gradient_required¶
Returns is gradient required
- is_gradient_supported¶
Returns is gradient supported
- is_initial_point_ignored¶
Returns is initial point ignored
- is_initial_point_required¶
Returns is initial point required
- is_initial_point_supported¶
Returns is initial point supported
- setting¶
Return setting
- settings¶
- Rückgabetyp
Dict
[str
,Any
]