ECP+TR

class gob.optimizers.decision.ECP.ECP(bounds, n_eval=50, epsilon=0.01, theta_init=1.001, C=1000, max_trials=10000000, trust_region_radius=0.1, bobyqa_eval=20, verbose=False)[source]

Bases: Optimizer

Interface for the ECP+TR optimizer.

Parameters:

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

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

  • epsilon (float) – The initial Lipschitz constant estimate.

  • theta_init (float) – The scaling factor for epsilon.

  • C (float) – How many candidates to sample before increasing epsilon.

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

  • trust_region_radius (float) – The trust region radius.

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

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

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.