Optimizer
Optimizer
Base class for optimization algorithm.
Initialize the optimization algorithm, setting the support level for _gradient_support_level, _bound_support_level, _initial_point_support_level, and empty options.
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
Methods
get_support_level
abstract Optimizer.get_support_level()
Return support level dictionary
gradient_num_diff
static Optimizer.gradient_num_diff(x_center, f, epsilon, max_evals_grouped=1)
We compute the gradient with the numeric differentiation in the parallel way, around the point x_center.
Parameters
- x_center (ndarray) – point around which we compute the gradient
- f (func) – the function of which the gradient is to be computed.
- epsilon (float) – the epsilon used in the numeric differentiation.
- max_evals_grouped (int) – max evals grouped
Returns
the gradient computed
Return type
grad
optimize
abstract Optimizer.optimize(num_vars, objective_function, gradient_function=None, variable_bounds=None, initial_point=None)
Perform optimization.
Parameters
- num_vars (int) – Number of parameters to be optimized.
- objective_function (callable) – A function that computes the objective function.
- gradient_function (callable) – A function that computes the gradient of the objective function, or None if not available.
- variable_bounds (list[(float, float)]) – List of variable bounds, given as pairs (lower, upper). None means unbounded.
- initial_point (numpy.ndarray[float]) – Initial point.
Returns
point, value, nfev
point: is a 1D numpy.ndarray[float] containing the solution value: is a float with the objective function value nfev: number of objective function calls made if available or None
Raises
ValueError – invalid input
print_options
Optimizer.print_options()
Print algorithm-specific options.
set_max_evals_grouped
Optimizer.set_max_evals_grouped(limit)
Set max evals grouped
set_options
Optimizer.set_options(**kwargs)
Sets or updates values in the options dictionary.
The options dictionary may be used internally by a given optimizer to pass additional optional values for the underlying optimizer/optimization function used. The options dictionary may be initially populated with a set of key/values when the given optimizer is constructed.
Parameters
kwargs (dict) – options, given as name=value.
wrap_function
static Optimizer.wrap_function(function, args)
Wrap the function to implicitly inject the args at the call of the function.
Parameters
- function (func) – the target function
- args (tuple) – the args to be injected
Returns
wrapper
Return type
function_wrapper