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)
Bases: qiskit.algorithms.optimizers.optimizer.Optimizer
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.
This component has some function that is normally random. If you want to reproduce behavior then you should set the random number generator seed in the algorithm_globals (qiskit.utils.algorithm_globals.random_seed = seed
).
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
get_support_level
GSLS.get_support_level()
Return support level dictionary.
Return type
Dict
[str
, int
]
Returns
A dictionary containing the support levels for different options.
gradient_approximation
GSLS.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 GSLS.gradient_num_diff(x_center, f, epsilon, max_evals_grouped=None)
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
the gradient computed
Return type
grad
ls_optimize
GSLS.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.
minimize
GSLS.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
Returns
The result of the optimization, containing e.g. the result as attribute x
.
print_options
GSLS.print_options()
Print algorithm-specific options.
sample_points
GSLS.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
GSLS.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
GSLS.set_max_evals_grouped(limit)
Set max evals grouped
set_options
GSLS.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 GSLS.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
]