L_BFGS_B

class qiskit.algorithms.optimizers.L_BFGS_B(maxfun=15000, maxiter=15000, ftol=2.220446049250313e-15, iprint=-1, eps=1e-08, options=None, max_evals_grouped=1, **kwargs)

Bases: SciPyOptimizer

Limited-memory BFGS Bound optimizer.

The target goal of Limited-memory Broyden-Fletcher-Goldfarb-Shanno Bound (L-BFGS-B) is to minimize the value of a differentiable scalar function $f$. This optimizer is a quasi-Newton method, meaning that, in contrast to Newtons’s method, it does not require $f$’s Hessian (the matrix of $f$’s second derivatives) when attempting to compute $f$’s minimum value.

Like BFGS, L-BFGS is an iterative method for solving unconstrained, non-linear optimization problems, but approximates BFGS using a limited amount of computer memory. L-BFGS starts with an initial estimate of the optimal value, and proceeds iteratively to refine that estimate with a sequence of better estimates.

The derivatives of $f$ are used to identify the direction of steepest descent, and also to form an estimate of the Hessian matrix (second derivative) of $f$. L-BFGS-B extends L-BFGS to handle simple, per-variable bound constraints.

Uses scipy.optimize.fmin_l_bfgs_b. For further detail, please refer to https://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html

Parameters

• maxfun (int) – Maximum number of function evaluations.
• maxiter (int) – Maximum number of iterations.
• ftol (SupportsFloat) – The iteration stops when $(f^k - f^{k+1}) / \max\{|f^k|, |f^{k+1}|,1\} \leq \text{ftol}$.
• 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 $|\text{proj} g|$ 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 $g$.
• eps (float) – If jac is approximated, use this value for the step size.
• options (dict | None) – A dictionary of solver options.
• max_evals_grouped (int) – Max number of default gradient evaluations performed simultaneously.
• kwargs – additional kwargs for scipy.optimize.minimize.

Attributes

bounds_support_level

gradient_support_level

initial_point_support_level

is_bounds_ignored

is_bounds_required

is_bounds_supported

is_gradient_ignored

is_gradient_required

is_gradient_supported

is_initial_point_ignored

is_initial_point_required

is_initial_point_supported

setting

settings

Methods

get_support_level

gradient_num_diff

minimize

print_options

set_max_evals_grouped

set_options

wrap_function