mindspore.scipy.optimize.minimize

mindspore.scipy.optimize.minimize(func, x0, args=(), method=None, jac=None, hess=None, hessp=None, bounds=None, constraints=(), tol=None, callback=None, options=None)[源代码]

Minimization of scalar function of one or more variables.

This API for this function matches SciPy with some minor deviations:

  • Gradients of func are calculated automatically using MindSpore’s autodiff support when the value of jac is None.

  • The method argument is required. A exception will be thrown if you don’t specify a solver.

  • Various optional arguments “hess” “hessp” “bounds” “constraints” “tol” “callback” in the SciPy interface have not yet been implemented.

  • Optimization results may differ from SciPy due to differences in the line search implementation.

说明

  • minimize does not yet support differentiation or arguments in the form of multi-dimensional Tensor, but support for both is planned.

  • minimize is not supported on Windows platform yet.

参数

  • func (Callable) – the objective function to be minimized, \(fun(x, *args) -> float\), where x is a 1-D array with shape \((n,)\) and args is a tuple of the fixed parameters needed to completely specify the function. fun must support differentiation if jac is None.

  • x0 (Tensor) – initial guess. Array of real elements of size \((n,)\), where n is the number of independent variables.

  • args (Tuple) – extra arguments passed to the objective function. Default: ().

  • method (str) – solver type. Should be one of “BFGS” and “LBFGS”.

  • jac (Callable, optional) – method for computing the gradient vector. Only for “BFGS” and “LBFGS”. if it is None, the gradient will be estimated with gradient of func. if it is a callable, it should be a function that returns the gradient vector: \(jac(x, *args) -> array\_like, shape (n,)\) where x is an array with shape (n,) and args is a tuple with the fixed parameters.

  • tol (float, optional) – tolerance for termination. For detailed control, use solver-specific options. Default: None.

  • options (Mapping[str, Any], optional) –

    a dictionary of solver options. All methods accept the following generic options, Default: None.

    • history_size (int): size of buffer used to help to update inv hessian, only used with method=”LBFGS”. Default: 20.

    • maxiter (int): Maximum number of iterations to perform. Depending on the method each iteration may use several function evaluations.

返回

OptimizeResults, object holding optimization results.

Supported Platforms:

GPU CPU

样例

>>> import numpy as onp
>>> from mindspore.scipy.optimize import minimize
>>> from mindspore.common import Tensor
>>> x0 = Tensor(onp.zeros(2).astype(onp.float32))
>>> def func(p):
>>>     x, y = p
>>>     return (x ** 2 + y - 11.) ** 2 + (x + y ** 2 - 7.) ** 2
>>> res = minimize(func, x0, method='BFGS', options=dict(maxiter=None, gtol=1e-6))
>>> print(res.x)
>>> l_res = minimize(func, x0, method='LBFGS', options=dict(maxiter=None, gtol=1e-6))
>>> print(res.x)
[3. 2.]
[3. 2.]