qiskit.algorithms.optimizers.NELDER_MEAD¶
-
class
NELDER_MEAD
(maxiter=None, maxfev=1000, disp=False, xatol=0.0001, tol=None, adaptive=False)[source]¶ Nelder-Mead optimizer.
The Nelder-Mead algorithm performs unconstrained optimization; it ignores bounds or constraints. It is used to find the minimum or maximum of an objective function in a multidimensional space. It is based on the Simplex algorithm. Nelder-Mead is robust in many applications, especially when the first and second derivatives of the objective function are not known.
However, if the numerical computation of the derivatives can be trusted to be accurate, other algorithms using the first and/or second derivatives information might be preferred to Nelder-Mead for their better performance in the general case, especially in consideration of the fact that the Nelder–Mead technique is a heuristic search method that can converge to non-stationary points.
Uses scipy.optimize.minimize Nelder-Mead. For further detail, please refer to See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html
- Parameters
maxiter (
Optional
[int
]) – Maximum allowed number of iterations. If both maxiter and maxfev are set, minimization will stop at the first reached.maxfev (
int
) – Maximum allowed number of function evaluations. If both maxiter and maxfev are set, minimization will stop at the first reached.disp (
bool
) – Set to True to print convergence messages.xatol (
float
) – Absolute error in xopt between iterations that is acceptable for convergence.tol (
Optional
[float
]) – Tolerance for termination.adaptive (
bool
) – Adapt algorithm parameters to dimensionality of problem.
-
__init__
(maxiter=None, maxfev=1000, disp=False, xatol=0.0001, tol=None, adaptive=False)[source]¶ - Parameters
maxiter (
Optional
[int
]) – Maximum allowed number of iterations. If both maxiter and maxfev are set, minimization will stop at the first reached.maxfev (
int
) – Maximum allowed number of function evaluations. If both maxiter and maxfev are set, minimization will stop at the first reached.disp (
bool
) – Set to True to print convergence messages.xatol (
float
) – Absolute error in xopt between iterations that is acceptable for convergence.tol (
Optional
[float
]) – Tolerance for termination.adaptive (
bool
) – Adapt algorithm parameters to dimensionality of problem.
Methods
__init__
([maxiter, maxfev, disp, xatol, …])- type maxiter
Optional
[int
]
Return support level dictionary
gradient_num_diff
(x_center, f, epsilon[, …])We compute the gradient with the numeric differentiation in the parallel way, around the point x_center.
optimize
(num_vars, objective_function[, …])Perform optimization.
Print algorithm-specific options.
set_max_evals_grouped
(limit)Set max evals grouped
set_options
(**kwargs)Sets or updates values in the options dictionary.
wrap_function
(function, args)Wrap the function to implicitly inject the args at the call of the function.
Attributes
Returns bounds support level
Returns gradient support level
Returns initial point support level
Returns is bounds ignored
Returns is bounds required
Returns is bounds supported
Returns is gradient ignored
Returns is gradient required
Returns is gradient supported
Returns is initial point ignored
Returns is initial point required
Returns is initial point supported
Return setting
-
property
bounds_support_level
¶ Returns bounds support level
-
static
gradient_num_diff
(x_center, f, epsilon, max_evals_grouped=1)¶ 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
- Returns
the gradient computed
- Return type
grad
-
property
gradient_support_level
¶ Returns gradient support level
-
property
initial_point_support_level
¶ Returns initial point support level
-
property
is_bounds_ignored
¶ Returns is bounds ignored
-
property
is_bounds_required
¶ Returns is bounds required
-
property
is_bounds_supported
¶ Returns is bounds supported
-
property
is_gradient_ignored
¶ Returns is gradient ignored
-
property
is_gradient_required
¶ Returns is gradient required
-
property
is_gradient_supported
¶ Returns is gradient supported
-
property
is_initial_point_ignored
¶ Returns is initial point ignored
-
property
is_initial_point_required
¶ Returns is initial point required
-
property
is_initial_point_supported
¶ Returns is initial point supported
-
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
-
print_options
()¶ Print algorithm-specific options.
-
set_max_evals_grouped
(limit)¶ Set max evals grouped
-
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.
-
property
setting
¶ Return setting
-
static
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