These plug-ins provide optimizers of many-to-one functions
Gradient descent with automatic step size correction.. Supported parameters are:
Name | Type | Default | Description |
---|---|---|---|
ftolr | double | 0 | Stop if the relative change of the criterion is below. in [0, INF] |
max-step | double | 2 | Minimal absolute step size in [1, INF] |
maxiter | uint | 200 | Stopping criterion: the maximum number of iterations in [1, 2147483647] |
min-step | double | 0.1 | Maximal absolute step size in [1e-10, INF] |
xtola | double | 0.01 | Stop if the inf-norm of the change applied to x is below this value. in [0, INF] |
Gradient descent with quadratic step estimation. Supported parameters are:
Name | Type | Default | Description |
---|---|---|---|
ftolr | double | 0 | Stop if the relative change of the criterion is below. in [0, INF] |
gtola | double | 0 | Stop if the inf-norm of the gradient is below this value. in [0, INF] |
maxiter | uint | 100 | Stopping criterion: the maximum number of iterations in [1, 2147483647] |
scale | double | 2 | Fallback fixed step size scaling in [1, INF] |
step | double | 0.1 | Initial step size in [0, INF] |
xtola | double | 0 | Stop if the inf-norm of x-update is below this value. in [0, INF] |
optimizer plugin based on the multimin optimizers ofthe GNU Scientific Library (GSL) https://www.gnu.org/software/gsl/. Supported parameters are:
Name | Type | Default | Description | ||||||||||||||
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eps | double | 0.01 | gradient based optimizers: stop when |grad| < eps, simplex: stop when simplex size < eps. in [1e-10, 10] | ||||||||||||||
iter | int | 100 | maximum number of iterations in [1, 2147483647] | ||||||||||||||
opt | dict | gd |
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step | double | 0.001 | initial step size in [0, 10] | ||||||||||||||
tol | double | 0.1 | some tolerance parameter in [0.001, 10] |
Minimizer algorithms using the NLOPT library, for a description of the optimizers please see 'http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms'. Supported parameters are:
Name | Type | Default | Description | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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ftola | double | 0 | Stopping criterion: the absolute change of the objective value is below this value in [0, INF] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
ftolr | double | 0 | Stopping criterion: the relative change of the objective value is below this value in [0, INF] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
higher | double | inf | Higher boundary (equal for all parameters) in [INF, INF] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
local-opt | dict | none |
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lower | double | -inf | Lower boundary (equal for all parameters) in [INF, INF] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
maxiter | int | 100 | Stopping criterion: the maximum number of iterations in [1, 2147483647] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
opt | dict | ld-lbfgs |
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step | double | 0 | Initial step size for gradient free methods in [0, INF] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
stop | double | -inf | Stopping criterion: function value falls below this value in [INF, INF] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
xtola | double | 0 | Stopping criterion: the absolute change of all x-values is below this value in [0, INF] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
xtolr | double | 0 | Stopping criterion: the relative change of all x-values is below this value in [0, INF] |
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