# -*- coding: utf-8 -*-
# This code is part of Qiskit.
#
# (C) Copyright IBM 2018, 2020.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.
"""Parallelized Limited-memory BFGS optimizer"""
from typing import Optional
import multiprocessing
import platform
import logging
import numpy as np
from scipy import optimize as sciopt
from qiskit.aqua import aqua_globals
from qiskit.aqua.utils.validation import validate_min
from .optimizer import Optimizer
logger = logging.getLogger(__name__)
# pylint: disable=invalid-name
[docs]class P_BFGS(Optimizer):
"""
Parallelized Limited-memory BFGS optimizer.
P-BFGS is a parallelized version of :class:`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
"""
_OPTIONS = ['maxfun', 'factr', 'iprint']
# pylint: disable=unused-argument
def __init__(self,
maxfun: int = 1000,
factr: float = 10,
iprint: int = -1,
max_processes: Optional[int] = None) -> None:
r"""
Args:
maxfun: Maximum number of function evaluations.
factr : 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: 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: maximum number of processes allowed, has a min. value of 1 if not None.
"""
if max_processes:
validate_min('max_processes', max_processes, 1)
super().__init__()
for k, v in locals().items():
if k in self._OPTIONS:
self._options[k] = v
self._max_processes = max_processes
[docs] def get_support_level(self):
""" return support level dictionary """
return {
'gradient': Optimizer.SupportLevel.supported,
'bounds': Optimizer.SupportLevel.supported,
'initial_point': Optimizer.SupportLevel.required
}
[docs] def optimize(self, num_vars, objective_function, gradient_function=None,
variable_bounds=None, initial_point=None):
num_procs = multiprocessing.cpu_count() - 1
num_procs = \
num_procs if self._max_processes is None else min(num_procs, self._max_processes)
num_procs = num_procs if num_procs >= 0 else 0
if platform.system() == "Windows":
num_procs = 0
logger.warning("Using only current process. Multiple core use not supported in Windows")
queue = multiprocessing.Queue()
# bounds for additional initial points in case bounds has any None values
threshold = 2 * np.pi
if variable_bounds is None:
variable_bounds = [(-threshold, threshold)] * num_vars
low = [(l if l is not None else -threshold) for (l, u) in variable_bounds]
high = [(u if u is not None else threshold) for (l, u) in variable_bounds]
def optimize_runner(_queue, _i_pt): # Multi-process sampling
_sol, _opt, _nfev = self._optimize(num_vars, objective_function,
gradient_function, variable_bounds, _i_pt)
_queue.put((_sol, _opt, _nfev))
# Start off as many other processes running the optimize (can be 0)
processes = []
for _ in range(num_procs):
i_pt = aqua_globals.random.uniform(low, high) # Another random point in bounds
p = multiprocessing.Process(target=optimize_runner, args=(queue, i_pt))
processes.append(p)
p.start()
# While the one _optimize in this process below runs the other processes will
# be running to. This one runs
# with the supplied initial point. The process ones have their own random one
sol, opt, nfev = self._optimize(num_vars, objective_function,
gradient_function, variable_bounds, initial_point)
for p in processes:
# For each other process we wait now for it to finish and see if it has
# a better result than above
p.join()
p_sol, p_opt, p_nfev = queue.get()
if p_opt < opt:
sol, opt = p_sol, p_opt
nfev += p_nfev
return sol, opt, nfev
def _optimize(self, num_vars, objective_function, gradient_function=None,
variable_bounds=None, initial_point=None):
super().optimize(num_vars, objective_function, gradient_function,
variable_bounds, initial_point)
approx_grad = bool(gradient_function is None)
sol, opt, info = sciopt.fmin_l_bfgs_b(objective_function, initial_point,
bounds=variable_bounds,
fprime=gradient_function,
approx_grad=approx_grad, **self._options)
return sol, opt, info['funcalls']