# This code is part of a Qiskit project.
#
# (C) Copyright IBM 2018, 2023.
#
# 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.
"""Nelder-Mead optimizer."""
from __future__ import annotations
from .scipy_optimizer import SciPyOptimizer
[docs]class NELDER_MEAD(SciPyOptimizer): # pylint: disable=invalid-name
"""
Nelder-Mead optimizer.
The Nelder-Mead algorithm performs unconstrained optimization; it ignores bounds
or constraints. It is used to find the minimum or maximum of an objective function
in a multidimensional space. It is based on the Simplex algorithm. Nelder-Mead
is robust in many applications, especially when the first and second derivatives of the
objective function are not known.
However, if the numerical computation of the derivatives can be trusted to be accurate,
other algorithms using the first and/or second derivatives information might be preferred to
Nelder-Mead for their better performance in the general case, especially in consideration of
the fact that the Nelder–Mead technique is a heuristic search method that can converge to
non-stationary points.
Uses scipy.optimize.minimize Nelder-Mead.
For further detail, please refer to
See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html
"""
_OPTIONS = ["maxiter", "maxfev", "disp", "xatol", "adaptive"]
# pylint: disable=unused-argument
def __init__(
self,
maxiter: int | None = None,
maxfev: int = 1000,
disp: bool = False,
xatol: float = 0.0001,
tol: float | None = None,
adaptive: bool = False,
options: dict | None = None,
**kwargs,
) -> None:
"""
Args:
maxiter: Maximum allowed number of iterations. If both maxiter and maxfev are set,
minimization will stop at the first reached.
maxfev: Maximum allowed number of function evaluations. If both maxiter and
maxfev are set, minimization will stop at the first reached.
disp: Set to True to print convergence messages.
xatol: Absolute error in xopt between iterations that is acceptable for convergence.
tol: Tolerance for termination.
adaptive: Adapt algorithm parameters to dimensionality of problem.
options: A dictionary of solver options.
kwargs: additional kwargs for scipy.optimize.minimize.
"""
if options is None:
options = {}
for k, v in list(locals().items()):
if k in self._OPTIONS:
options[k] = v
super().__init__(method="Nelder-Mead", options=options, tol=tol, **kwargs)