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Source code for qiskit_optimization.algorithms.slsqp_optimizer

# This code is part of Qiskit.
#
# (C) Copyright IBM 2020, 2021.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.

"""The SLSQP optimizer wrapped to be used within Qiskit's optimization module."""
from typing import List, cast, Tuple, Any, Union, Optional

import numpy as np
from scipy.optimize import fmin_slsqp

from .multistart_optimizer import MultiStartOptimizer
from .optimization_algorithm import OptimizationResultStatus, OptimizationResult
from ..exceptions import QiskitOptimizationError
from ..problems import Variable
from ..problems.constraint import Constraint
from ..problems.quadratic_program import QuadraticProgram
from ..converters import MaximizeToMinimize


[docs]class SlsqpOptimizationResult(OptimizationResult): """ SLSQP optimization result, defines additional properties that may be returned by the optimizer. """ def __init__( self, x: Union[List[float], np.ndarray], fval: float, variables: List[Variable], status: OptimizationResultStatus, fx: Optional[np.ndarray] = None, its: Optional[int] = None, imode: Optional[int] = None, smode: Optional[str] = None, ) -> None: """ Constructs a result object with properties specific to SLSQP. Args: x: The solution of the problem fval: The value of the objective function of the solution variables: A list of variables defined in the problem fx: The value of the objective function being optimized, may be different from ``fval`` its: The number of iterations. imode: The exit mode from the optimizer (see the documentation of ``scipy.optimize.fmin_slsqp``). smode: Message describing the exit mode from the optimizer. status: the termination status of the optimization algorithm. """ super().__init__(x, fval, variables, status, None) self._fx = fx self._its = its self._imode = imode self._smode = smode # pylint:disable=invalid-name @property def fx(self) -> Optional[np.ndarray]: """Returns the final value of the objective function being actually optimized.""" return self._fx @property def its(self) -> Optional[int]: """Returns the number of iterations""" return self._its @property def imode(self) -> Optional[int]: """Returns the exit mode from the optimizer.""" return self._imode @property def smode(self) -> Optional[str]: """Returns message describing the exit mode from the optimizer.""" return self._smode
[docs]class SlsqpOptimizer(MultiStartOptimizer): """The SciPy SLSQP optimizer wrapped as an Qiskit :class:`OptimizationAlgorithm`. This class provides a wrapper for ``scipy.optimize.fmin_slsqp`` (https://docs.scipy.org/doc/scipy-0.13.0/reference/generated/scipy.optimize.fmin_slsqp.html) to be used within the optimization module. The arguments for ``fmin_slsqp`` are passed via the constructor. Examples: >>> from qiskit_optimization.problems import QuadraticProgram >>> from qiskit_optimization.algorithms import SlsqpOptimizer >>> problem = QuadraticProgram() >>> # specify problem here >>> x = problem.continuous_var(name="x") >>> y = problem.continuous_var(name="y") >>> problem.maximize(linear=[2, 0], quadratic=[[-1, 2], [0, -2]]) >>> optimizer = SlsqpOptimizer() >>> result = optimizer.solve(problem) """ # pylint: disable=redefined-builtin def __init__( self, iter: int = 100, acc: float = 1.0e-6, iprint: int = 0, trials: int = 1, clip: float = 100.0, full_output: bool = False, ) -> None: """Initializes the SlsqpOptimizer. This initializer takes the algorithmic parameters of SLSQP and stores them for later use of ``fmin_slsqp`` when :meth:`solve` is invoked. This optimizer can be applied to find a (local) optimum for problems consisting of only continuous variables. Args: iter: The maximum number of iterations. acc: Requested accuracy. iprint: The verbosity of fmin_slsqp : - iprint <= 0 : Silent operation - iprint == 1 : Print summary upon completion (default) - iprint >= 2 : Print status of each iterate and summary trials: The number of trials for multi-start method. The first trial is solved with the initial guess of zero. If more than one trial is specified then initial guesses are uniformly drawn from ``[lowerbound, upperbound]`` with potential clipping. clip: Clipping parameter for the initial guesses in the multi-start method. If a variable is unbounded then the lower bound and/or upper bound are replaced with the ``-clip`` or ``clip`` values correspondingly for the initial guesses. full_output: If ``False``, return only the minimizer of func (default). Otherwise, output final objective function and summary information. """ super().__init__(trials, clip) self._iter = iter self._acc = acc self._iprint = iprint self._trials = trials self._clip = clip self._full_output = full_output
[docs] def get_compatibility_msg(self, problem: QuadraticProgram) -> str: """Checks whether a given problem can be solved with this optimizer. Checks whether the given problem is compatible, i.e., whether the problem contains only continuous variables, and otherwise, returns a message explaining the incompatibility. Args: problem: The optimization problem to check compatibility. Returns: Returns a string describing the incompatibility. """ # check whether there are variables of type other than continuous if len(problem.variables) > problem.get_num_continuous_vars(): return "The SLSQP optimizer supports only continuous variables" return ""
[docs] def solve(self, problem: QuadraticProgram) -> OptimizationResult: """Tries to solves the given problem using the optimizer. Runs the optimizer to try to solve the optimization problem. Args: problem: The problem to be solved. Returns: The result of the optimizer applied to the problem. Raises: QiskitOptimizationError: If the problem is incompatible with the optimizer. """ self._verify_compatibility(problem) # we deal with minimization in the optimizer, so turn the problem to minimization max2min = MaximizeToMinimize() original_problem = problem problem = self._convert(problem, max2min) # initialize constraints and bounds slsqp_bounds = [] slsqp_eq_constraints = [] slsqp_ineq_constraints = [] # add lower/upper bound constraints for variable in problem.variables: lowerbound = variable.lowerbound upperbound = variable.upperbound slsqp_bounds.append((lowerbound, upperbound)) # pylint: disable=no-member # add linear and quadratic constraints for constraint in cast(List[Constraint], problem.linear_constraints) + cast( List[Constraint], problem.quadratic_constraints ): rhs = constraint.rhs sense = constraint.sense if sense == Constraint.Sense.EQ: slsqp_eq_constraints += [lambda x, rhs=rhs, c=constraint: rhs - c.evaluate(x)] elif sense == Constraint.Sense.LE: slsqp_ineq_constraints += [lambda x, rhs=rhs, c=constraint: rhs - c.evaluate(x)] elif sense == Constraint.Sense.GE: slsqp_ineq_constraints += [lambda x, rhs=rhs, c=constraint: c.evaluate(x) - rhs] else: raise QiskitOptimizationError("Unsupported constraint type!") # actual minimization function to be called by multi_start_solve def _minimize(x_0: np.ndarray) -> Tuple[np.ndarray, Any]: output = fmin_slsqp( problem.objective.evaluate, x_0, eqcons=slsqp_eq_constraints, ieqcons=slsqp_ineq_constraints, bounds=slsqp_bounds, fprime=problem.objective.evaluate_gradient, iter=self._iter, acc=self._acc, iprint=self._iprint, full_output=self._full_output, ) if self._full_output: x, *rest = output else: x, rest = output, None return np.asarray(x), rest # actual optimization goes here result = self.multi_start_solve(_minimize, problem) # eventually convert back minimization to maximization result = self._interpret( x=result.x, problem=original_problem, converters=max2min, raw_results=result.raw_results ) if self._full_output: return SlsqpOptimizationResult( x=result.x, fval=result.fval, variables=result.variables, status=self._get_feasibility_status(problem, result.x), fx=result.raw_results[0], its=result.raw_results[1], imode=result.raw_results[2], smode=result.raw_results[3], ) else: return SlsqpOptimizationResult( x=result.x, fval=result.fval, variables=result.variables, status=self._get_feasibility_status(problem, result.x), )

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