SPSA.optimize

SPSA.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) – A function that computes the objective function.

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

  • variable_bounds (list[(float, float)]) – List of variable bounds, given as pairs (lower, upper). None means unbounded.

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

Returns

point, value, nfev

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

Raises

ValueError – invalid input