qiskit.algorithms.optimizers.GSLS
class GSLS(maxiter=10000, max_eval=10000, disp=False, sampling_radius=1e-06, sample_size_factor=1, initial_step_size=0.01, min_step_size=1e-10, step_size_multiplier=0.4, armijo_parameter=0.1, min_gradient_norm=1e-08, max_failed_rejection_sampling=50)
Gaussian-smoothed Line Search.
An implementation of the line search algorithm described in https://arxiv.org/pdf/1905.01332.pdf, using gradient approximation based on Gaussian-smoothed samples on a sphere.
Parameters
- maxiter (
int
) – Maximum number of iterations. - max_eval (
int
) – Maximum number of evaluations. - disp (
bool
) – Set to True to display convergence messages. - sampling_radius (
float
) – Sampling radius to determine gradient estimate. - sample_size_factor (
int
) – The size of the sample set at each iteration is this number multiplied by the dimension of the problem, rounded to the nearest integer. - initial_step_size (
float
) – Initial step size for the descent algorithm. - min_step_size (
float
) – Minimum step size for the descent algorithm. - step_size_multiplier (
float
) – Step size reduction after unsuccessful steps, in the interval (0, 1). - armijo_parameter (
float
) – Armijo parameter for sufficient decrease criterion, in the interval (0, 1). - min_gradient_norm (
float
) – If the gradient norm is below this threshold, the algorithm stops. - max_failed_rejection_sampling (
int
) – Maximum number of attempts to sample points within bounds.
__init__
__init__(maxiter=10000, max_eval=10000, disp=False, sampling_radius=1e-06, sample_size_factor=1, initial_step_size=0.01, min_step_size=1e-10, step_size_multiplier=0.4, armijo_parameter=0.1, min_gradient_norm=1e-08, max_failed_rejection_sampling=50)
Parameters
- maxiter (
int
) – Maximum number of iterations. - max_eval (
int
) – Maximum number of evaluations. - disp (
bool
) – Set to True to display convergence messages. - sampling_radius (
float
) – Sampling radius to determine gradient estimate. - sample_size_factor (
int
) – The size of the sample set at each iteration is this number multiplied by the dimension of the problem, rounded to the nearest integer. - initial_step_size (
float
) – Initial step size for the descent algorithm. - min_step_size (
float
) – Minimum step size for the descent algorithm. - step_size_multiplier (
float
) – Step size reduction after unsuccessful steps, in the interval (0, 1). - armijo_parameter (
float
) – Armijo parameter for sufficient decrease criterion, in the interval (0, 1). - min_gradient_norm (
float
) – If the gradient norm is below this threshold, the algorithm stops. - max_failed_rejection_sampling (
int
) – Maximum number of attempts to sample points within bounds.
Methods
__init__ ([maxiter, max_eval, disp, …]) | type maxiterint |
get_support_level () | Return support level dictionary. |
gradient_approximation (n, x, x_value, …) | Construct gradient approximation from given sample. |
gradient_num_diff (x_center, f, epsilon[, …]) | We compute the gradient with the numeric differentiation in the parallel way, around the point x_center. |
ls_optimize (n, obj_fun, initial_point, …) | Run the line search optimization. |
optimize (num_vars, objective_function[, …]) | Perform optimization. |
print_options () | Print algorithm-specific options. |
sample_points (n, x, num_points) | Sample num_points points around x on the n -sphere of specified radius. |
sample_set (n, x, var_lb, var_ub, num_points) | Construct sample set of given size. |
set_max_evals_grouped (limit) | Set max evals grouped |
set_options (**kwargs) | Sets or updates values in the options dictionary. |
wrap_function (function, args) | 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 |
bounds_support_level
Returns bounds support level
get_support_level
get_support_level()
Return support level dictionary.
Return type
Dict
[str
, int
]
Returns
A dictionary containing the support levels for different options.
gradient_approximation
gradient_approximation(n, x, x_value, directions, sample_set_x, sample_set_y)
Construct gradient approximation from given sample.
Parameters
- n (
int
) – Dimension of the problem. - x (
ndarray
) – Point around which the sample set was constructed. - x_value (
float
) – Objective function value at x. - directions (
ndarray
) – Directions of the sample points wrt the central point x, as a 2D array. - sample_set_x (
ndarray
) – x-coordinates of the sample set, one point per row, as a 2D array. - sample_set_y (
ndarray
) – Objective function values of the points in sample_set_x, as a 1D array.
Return type
ndarray
Returns
Gradient approximation at x, as a 1D array.
gradient_num_diff
static 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
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
ls_optimize
ls_optimize(n, obj_fun, initial_point, var_lb, var_ub)
Run the line search optimization.
Parameters
- n (
int
) – Dimension of the problem. - obj_fun (
Callable
) – Objective function. - initial_point (
ndarray
) – Initial point. - var_lb (
ndarray
) – Vector of lower bounds on the decision variables. Vector elements can be -np.inf if the corresponding variable is unbounded from below. - var_ub (
ndarray
) – Vector of upper bounds on the decision variables. Vector elements can be np.inf if the corresponding variable is unbounded from below.
Return type
Tuple
[ndarray
, float
, int
, float
]
Returns
Final iterate as a vector, corresponding objective function value, number of evaluations, and norm of the gradient estimate.
Raises
ValueError – If the number of dimensions mismatches the size of the initial point or the length of the lower or upper bound.
optimize
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.
Return type
Tuple
[ndarray
, float
, int
]
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
print_options()
Print algorithm-specific options.
sample_points
sample_points(n, x, num_points)
Sample num_points
points around x
on the n
-sphere of specified radius.
The radius of the sphere is self._options['sampling_radius']
.
Parameters
- n (
int
) – Dimension of the problem. - x (
ndarray
) – Point around which the sample set is constructed. - num_points (
int
) – Number of points in the sample set.
Return type
Tuple
[ndarray
, ndarray
]
Returns
A tuple containing the sampling points and the directions.
sample_set
sample_set(n, x, var_lb, var_ub, num_points)
Construct sample set of given size.
Parameters
- n (
int
) – Dimension of the problem. - x (
ndarray
) – Point around which the sample set is constructed. - var_lb (
ndarray
) – Vector of lower bounds on the decision variables. Vector elements can be -np.inf if the corresponding variable is unbounded from below. - var_ub (
ndarray
) – Vector of lower bounds on the decision variables. Vector elements can be np.inf if the corresponding variable is unbounded from above. - num_points (
int
) – Number of points in the sample set.
Return type
Tuple
[ndarray
, ndarray
]
Returns
Matrices of (unit-norm) sample directions and sample points, one per row. Both matrices are 2D arrays of floats.
Raises
RuntimeError – If not enough samples could be generated within the bounds.
set_max_evals_grouped
set_max_evals_grouped(limit)
Set max evals grouped
set_options
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.
setting
Return setting
wrap_function
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