UnconstrainedOptimizationAlgorithm

class pybrops.opt.algo.UnconstrainedOptimizationAlgorithm.UnconstrainedOptimizationAlgorithm(**kwargs)

Bases: object

An abstract class for optimization algorithms.

The purpose of this abstract class is to provide functionality for:

1. Optimization of objective functions.

Constructor for the abstract class OptimizationAlgorithm.

Parameters:

kwargs (dict) – Additional keyword arguments.

Methods

optimize

Optimize an objective function.

optimize(objfn, k, sspace, objfn_wt, **kwargs)

Optimize an objective function.

Parameters:

• objfn (callable) – Objective function which to optimize.

• k (int) – Number of decision variables in the search space. A vector is formed as sspace^k

• sspace (numpy.ndarray) – Search space that the OptimizationAlgorithm searches in.

• objfn_wt (numpy.ndarray) – Weight(s) applied to output(s) from the objfn.

• kwargs (dict) – Additional keyword arguments

Returns:

out – A tuple of length 3 (soln, decn, misc)

Return type:

tuple