GCN-MSGD

class gob.optimizers.particles.common_noise.GCN.GCN_MSGD.GCN_MSGD(bounds, n_particles=200, iter=100, dt=0.1, sigma_noise=1, verbose=False)[source]

Bases: CPP_Optimizer

Interface for the Geometric Common Noise Multi-Start Gradient Descent optimizer.

Parameters:

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

  • n_particles (int) – The number of particles.

  • iter (int) – The number of iterations.

  • dt (float) – The time step.

  • sigma_noise (float) – The kernel bandwidth for the common noise.

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