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=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
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 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
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]