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
- 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.
- DELTA_TOO_SMALL = -5¶
Trust Region Radius too small to proceed
- DID_NOT_RUN = 0¶
Optimizer did not run
- EXCEEDED_BOUNDARY = -4¶
Exceeded specified boundaries
- FTOL = 1¶
Converged according to fval difference
- GTOL = 3¶
Converged according to gradient norm
- MAXITER = -1¶
Reached maximum number of allowed iterations
- MAXTIME = -2¶
Expected to reach maximum allowed time in next iteration
- NOT_FINITE = -3¶
Encountered non-finite fval/grad/hess
- XTOL = 2¶
Converged according to x difference
- class fides.constants.Options(value)[source]¶
Defines all the fields that can be specified in Options to
Optimizer
- DELTA_INIT = 'delta_init'¶
initial trust region radius
- FATOL = 'fatol'¶
absolute tolerance for convergence based on fval
- FRTOL = 'frtol'¶
relative tolerance for convergence based on fval
- GATOL = 'gatol'¶
absolute tolerance for convergence based on grad
- GRTOL = 'grtol'¶
relative tolerance for convergence based on grad
- MAXITER = 'maxiter'¶
maximum number of allowed iterations
- MAXTIME = 'maxtime'¶
maximum amount of walltime in seconds
- STEPBACK_STRAT = 'stepback_strategy'¶
method to use for stepback
- SUBSPACE_DIM = 'subspace_solver'¶
trust region subproblem subspace
- THETA_MAX = 'theta_max'¶
maximal fraction of step that would hit bounds
- XTOL = 'xtol'¶
tolerance for convergence based on x
- class fides.constants.StepBackStrategy(value)[source]¶
Defines the possible choices of search refinement if proposed step reaches optimization boundary
- MIXED = 'mixed'¶
mix reflections and truncations
- REFLECT = 'reflect'¶
recursive reflections at boundary
- SINGLE_REFLECT = 'reflect_single'¶
single reflection at boundary
- TRUNCATE = 'truncate'¶
truncate step at boundary and re-solve