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qiskit-terra / algorithms / optimizers / l_bfgs_b.py
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# This code is part of Qiskit.
#
# (C) Copyright IBM 2018, 2020.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.

"""Limited-memory BFGS Bound optimizer."""

from __future__ import annotations
from typing import SupportsFloat

import numpy as np

from .scipy_optimizer import SciPyOptimizer


class L_BFGS_B(SciPyOptimizer):  # pylint: disable=invalid-name
    """
    Limited-memory BFGS Bound optimizer.

    The target goal of Limited-memory Broyden-Fletcher-Goldfarb-Shanno Bound (L-BFGS-B)
    is to minimize the value of a differentiable scalar function :math:`f`.
    This optimizer is a quasi-Newton method, meaning that, in contrast to Newtons's method,
    it does not require :math:`f`'s Hessian (the matrix of :math:`f`'s second derivatives)
    when attempting to compute :math:`f`'s minimum value.

    Like BFGS, L-BFGS is an iterative method for solving unconstrained, non-linear optimization
    problems, but approximates BFGS using a limited amount of computer memory.
    L-BFGS starts with an initial estimate of the optimal value, and proceeds iteratively
    to refine that estimate with a sequence of better estimates.

    The derivatives of :math:`f` are used to identify the direction of steepest descent,
    and also to form an estimate of the Hessian matrix (second derivative) of :math:`f`.
    L-BFGS-B extends L-BFGS to handle simple, per-variable bound constraints.

    Uses ``scipy.optimize.fmin_l_bfgs_b``.
    For further detail, please refer to
    https://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html
    """

    _OPTIONS = ["maxfun", "maxiter", "ftol", "iprint", "eps"]

    # pylint: disable=unused-argument
    def __init__(
        self,
        maxfun: int = 15000,
        maxiter: int = 15000,
        ftol: SupportsFloat = 10 * np.finfo(float).eps,
        iprint: int = -1,
        eps: float = 1e-08,
        options: dict | None = None,
        max_evals_grouped: int = 1,
        **kwargs,
    ):
        r"""
        Args:
            maxfun: Maximum number of function evaluations.
            maxiter: Maximum number of iterations.
            ftol: The iteration stops when
                :math:`(f^k - f^{k+1}) / \max\{|f^k|, |f^{k+1}|,1\} \leq \text{ftol}`.
            iprint: Controls the frequency of output. ``iprint < 0`` means no output;
                ``iprint = 0`` print only one line at the last iteration; ``0 < iprint < 99``
                print also :math:`f` and :math:`|\text{proj} g|` every iprint iterations;
                ``iprint = 99`` print details of every iteration except n-vectors; ``iprint = 100``
                print also the changes of active set and final :math:`x`; ``iprint > 100`` print
                details of every iteration including :math:`x` and :math:`g`.
            eps: If jac is approximated, use this value for the step size.
            options: A dictionary of solver options.
            max_evals_grouped: Max number of default gradient evaluations performed simultaneously.
            kwargs: additional kwargs for ``scipy.optimize.minimize``.
        """
        if options is None:
            options = {}
        for k, v in list(locals().items()):
            if k in self._OPTIONS:
                options[k] = v
        super().__init__(
            method="L-BFGS-B",
            options=options,
            max_evals_grouped=max_evals_grouped,
            **kwargs,
        )