AdaRankOpt

class gob.optimizers.decision.AdaRankOpt.AdaRankOpt(bounds, n_eval=1000, max_trials=50000, max_degree=15, trust_region_radius=0.1, bobyqa_eval=20, it_lim=100, verbose=False)[source]

Bases: Optimizer

Interface for the AdaRankOpt optimizer.

Parameters:

  • bounds (ndarray) – The bounds of the search space.

  • n_eval (int) – The maximum number of function evaluations.

  • max_trials (int) – The maximum number of potential candidates sampled at each iteration.

  • max_degree (int) – The maximum degree of the polynomial kernel.

  • trust_region_radius (float) – The trust region radius.

  • bobyqa_eval (int) – The number of evaluations for the BOBYQA optimizer.

  • it_lim (int) – The iteration limit for the BOBYQA optimizer.

  • verbose (bool) – Whether to print information about the optimization process.

minimize(f)[source]

Minimize a function using the optimizer.

Parameters:

f (Function) – The objective function.

Returns:

The minimum point and the minimum value.

Return type:

pair

set_stop_criterion(stop_criterion)[source]

Set a stop criterion for the optimizer.

Parameters:

stop_criterion (float) – The stop criterion.