P_BFGS
class P_BFGS(maxfun=1000, ftol=2.220446049250313e-15, factr=None, iprint=- 1, max_processes=None, options=None, max_evals_grouped=1, **kwargs)
Bases: qiskit.algorithms.optimizers.scipy_optimizer.SciPyOptimizer
Parallelized Limited-memory BFGS optimizer.
P-BFGS is a parallelized version of L_BFGS_B
with which it shares the same parameters. P-BFGS can be useful when the target hardware is a quantum simulator running on a classical machine. This allows the multiple processes to use simulation to potentially reach a minimum faster. The parallelization may also help the optimizer avoid getting stuck at local optima.
Uses scipy.optimize.fmin_l_bfgs_b. For further detail, please refer to https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_l_bfgs_b.html
Parameters
- maxfun (
int
) – Maximum number of function evaluations. - ftol (
float
) – The iteration stops when (f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= ftol. - factr (
Optional
[float
]) – (DEPRECATED) The iteration stops when (f^k - f^{k+1})/max{|f^k|, |f^{k+1}|,1} <= factr * eps, where eps is the machine precision, which is automatically generated by the code. Typical values for factr are: 1e12 for low accuracy; 1e7 for moderate accuracy; 10.0 for extremely high accuracy. See Notes for relationship to ftol, which is exposed (instead of factr) by the scipy.optimize.minimize interface to L-BFGS-B. - iprint (
int
) – Controls the frequency of output. iprint < 0 means no output; iprint = 0 print only one line at the last iteration; 0 < iprint < 99 print also f and |proj g| every iprint iterations; iprint = 99 print details of every iteration except n-vectors; iprint = 100 print also the changes of active set and final x; iprint > 100 print details of every iteration including x and g. - max_processes (
Optional
[int
]) – maximum number of processes allowed, has a min. value of 1 if not None. - options (
Optional
[dict
]) – A dictionary of solver options. - max_evals_grouped (
int
) – Max number of default gradient evaluations performed simultaneously. - kwargs – additional kwargs for scipy.optimize.minimize.
Methods
get_support_level
P_BFGS.get_support_level()
Return support level dictionary
gradient_num_diff
static P_BFGS.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
minimize
P_BFGS.minimize(fun, x0, jac=None, bounds=None)
Minimize the scalar function.
Parameters
- fun (
Callable
[[Union
[float
,ndarray
]],float
]) – The scalar function to minimize. - x0 (
Union
[float
,ndarray
]) – The initial point for the minimization. - jac (
Optional
[Callable
[[Union
[float
,ndarray
]],Union
[float
,ndarray
]]]) – The gradient of the scalar functionfun
. - bounds (
Optional
[List
[Tuple
[float
,float
]]]) – Bounds for the variables offun
. This argument might be ignored if the optimizer does not support bounds.
Return type
OptimizerResult
Returns
The result of the optimization, containing e.g. the result as attribute x
.
optimize
P_BFGS.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
P_BFGS.print_options()
Print algorithm-specific options.
set_max_evals_grouped
P_BFGS.set_max_evals_grouped(limit)
Set max evals grouped
set_options
P_BFGS.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 P_BFGS.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
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
settings
Return type
Dict
[str
, Any
]