# COBYLA#

class qiskit.algorithms.optimizers.COBYLA(maxiter=1000, disp=False, rhobeg=1.0, tol=None, options=None, **kwargs)[source]#

Bases: `SciPyOptimizer`

Constrained Optimization By Linear Approximation optimizer.

COBYLA is a numerical optimization method for constrained problems where the derivative of the objective function is not known.

Uses scipy.optimize.minimize COBYLA. For further detail, please refer to https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html

Parameters:
• maxiter (int) – Maximum number of function evaluations.

• disp (bool) – Set to True to print convergence messages.

• rhobeg (float) – Reasonable initial changes to the variables.

• tol (float | None) – Final accuracy in the optimization (not precisely guaranteed). This is a lower bound on the size of the trust region.

• options (dict | None) – A dictionary of solver options.

• kwargs – additional kwargs for scipy.optimize.minimize.

Attributes

bounds_support_level#

Returns bounds 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_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#

Methods

get_support_level()#

Return support level dictionary

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, defaults to 1 (i.e. no batching).

Returns:

Return type:

minimize(fun, x0, jac=None, bounds=None)#

Minimize the scalar function.

Parameters:
• fun (Callable[[POINT], float]) – The scalar function to minimize.

• x0 (POINT) – The initial point for the minimization.

• jac (Callable[[POINT], POINT] | None) – The gradient of the scalar function `fun`.

• bounds (list[tuple[float, float]] | None) – Bounds for the variables of `fun`. This argument might be ignored if the optimizer does not support bounds.

Returns:

The result of the optimization, containing e.g. the result as attribute `x`.

Return type:

OptimizerResult

print_options()#

Print algorithm-specific options.

set_max_evals_grouped(limit)#

Set max evals grouped

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.

static 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