ADAM.optimize

ADAM.optimize(num_vars, objective_function, gradient_function=None, variable_bounds=None, initial_point=None)[source]

Perform optimization.

Parameters

  • num_vars (int) – number of parameters to be optimized.

  • objective_function (callable) – handle to a function that computes the objective function.

  • gradient_function (callable) – handle to a function that computes the gradient of the objective function, or None if not available.

  • variable_bounds (list[(float, float)]) – deprecated

  • initial_point (numpy.ndarray[float]) – initial point.

Returns

tuple has (point, value, nfev) where

point: is a 1D numpy.ndarray[float] containing the solution

value: is a float with the objective function value

nfev: number of objective function calls made if available or None

Return type

tuple(numpy.ndarray, float, int)