TNC¶

class TNC(maxiter=100, disp=False, accuracy=0, ftol=-1, xtol=-1, gtol=-1, tol=None, eps=1e-08, options=None, max_evals_grouped=1, **kwargs)[source]¶

Bases: SciPyOptimizer

Truncated Newton (TNC) optimizer.

TNC uses a truncated Newton algorithm to minimize a function with variables subject to bounds. This algorithm uses gradient information; it is also called Newton Conjugate-Gradient. It differs from the CG method as it wraps a C implementation and allows each variable to be given upper and lower bounds.

Uses scipy.optimize.minimize TNC For further detail, please refer to See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html

Parameters:

maxiter (int) – Maximum number of function evaluation.
disp (bool) – Set to True to print convergence messages.
accuracy (float) – Relative precision for finite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0.
ftol (float) – Precision goal for the value of f in the stopping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1.
xtol (float) – Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1.
gtol (float) – Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If gtol < 0.0, gtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1.
tol (float | None) – Tolerance for termination.
eps (float) – Step size used for numerical approximation of the Jacobian.
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¶: Returns bounds support level

gradient_support_level¶: Returns gradient support level

initial_point_support_level¶: Returns initial point support level

is_bounds_ignored¶: Returns is bounds ignored

is_bounds_required¶: Returns is bounds required

is_bounds_supported¶: Returns is bounds supported

is_gradient_ignored¶: Returns is gradient ignored

is_gradient_required¶: Returns is gradient required

is_gradient_supported¶: Returns is gradient supported

is_initial_point_ignored¶: Returns is initial point ignored

is_initial_point_required¶: Returns is initial point required

is_initial_point_supported¶: Returns is initial point supported

setting¶: Return setting

settings¶

Methods

get_support_level()¶: Return support level dictionary

static gradient_num_diff(x_center, f, epsilon, max_evals_grouped=None)¶

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, defaults to 1 (i.e. no batching).

Returns:

the gradient computed

Return type:

grad

minimize(fun, x0, jac=None, bounds=None)¶

Minimize the scalar function.

Parameters:

fun (Callable[[float | ndarray], float]) – The scalar function to minimize.
x0 (float | ndarray) – The initial point for the minimization.
jac (Callable[[float | ndarray], float | ndarray] | None) – The gradient of the scalar function fun.
bounds (list[tuple[float, float]] | None) – Bounds for the variables of fun. This argument might be ignored if the optimizer does not support bounds.

Returns:

The result of the optimization, containing e.g. the result as attribute x.

Return type:

OptimizerResult

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.

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