Constants¶
This module provides a central place to define native python enums and constants that are used in multiple other modules
Classes Summary
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Defines possible exitflag values for the optimizer to indicate why optimization exited. |
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Defines all the fields that can be specified in Options to |
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Defines the possible choices of search refinement if proposed step reaches optimization boundary |
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Defines the possible choices of subspace dimension in which the subproblem will be solved. |
Classes
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class
fides.constants.
ExitFlag
(value)[source]¶ Defines possible exitflag values for the optimizer to indicate why optimization exited. Negative value indicate errors while positive values indicate convergence.
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DELTA_TOO_SMALL
= -5¶ Trust Region Radius too small to proceed
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DID_NOT_RUN
= 0¶ Optimizer did not run
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EXCEEDED_BOUNDARY
= -4¶ Exceeded specified boundaries
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FTOL
= 1¶ Converged according to fval difference
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GTOL
= 3¶ Converged according to gradient norm
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MAXITER
= -1¶ Reached maximum number of allowed iterations
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MAXTIME
= -2¶ Expected to reach maximum allowed time in next iteration
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NOT_FINITE
= -3¶ Encountered non-finite fval/grad/hess
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XTOL
= 2¶ Converged according to x difference
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class
fides.constants.
Options
(value)[source]¶ Defines all the fields that can be specified in Options to
Optimizer
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DELTA_INIT
= 'delta_init'¶ initial trust region radius
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FATOL
= 'fatol'¶ absolute tolerance for convergence based on fval
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FRTOL
= 'frtol'¶ relative tolerance for convergence based on fval
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GATOL
= 'gatol'¶ absolute tolerance for convergence based on grad
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GRTOL
= 'grtol'¶ relative tolerance for convergence based on grad
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MAXITER
= 'maxiter'¶ maximum number of allowed iterations
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MAXTIME
= 'maxtime'¶ maximum amount of walltime in seconds
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STEPBACK_STRAT
= 'stepback_strategy'¶ method to use for stepback
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SUBSPACE_DIM
= 'subspace_solver'¶ trust region subproblem subspace
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THETA_MAX
= 'theta_max'¶ maximal fraction of step that would hit bounds
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XTOL
= 'xtol'¶ tolerance for convergence based on x
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class
fides.constants.
StepBackStrategy
(value)[source]¶ Defines the possible choices of search refinement if proposed step reaches optimization boundary
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MIXED
= 'mixed'¶ mix reflections and truncations
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REFLECT
= 'reflect'¶ recursive reflections at boundary
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SINGLE_REFLECT
= 'reflect_single'¶ single reflection at boundary
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TRUNCATE
= 'truncate'¶ truncate step at boundary and resolve subproblem
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