Optimizer

class Optimizer

Bases: abc.ABC

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.

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

minimize

abstract Optimizer.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 function fun.
bounds (Optional[List[Tuple[float, float]]]) – Bounds for the variables of fun. 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.

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

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

The optimizer settings in a dictionary format.

The settings can for instance be used for JSON-serialization (if all settings are serializable, which e.g. doesn’t hold per default for callables), such that the optimizer object can be reconstructed as

settings = optimizer.settings
# JSON serialize and send to another server
optimizer = OptimizerClass(**settings)

Return type

Dict[str, Any]

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