gemseo / algos / opt / core

trust_updater module

Updates a trust parameter according to a decreases ratio

Classes:

BoundsUpdater(lower_bounds, upper_bounds[, ...])	Updates trust bounds, i.e. trust ball w.r.t.
PenaltyUpdater([thresholds, multipliers, bound])	Updates the penalty parameter.
RadiusUpdater([thresholds, multipliers, bound])	Updates the trust region radius.
TrustUpdater([thresholds, multipliers, bound])	Updates the trust parameter.

class gemseo.algos.opt.core.trust_updater.BoundsUpdater(lower_bounds, upper_bounds, normalize=False)

Bases: object

Updates trust bounds, i.e. trust ball w.r.t.

the infinity norm.

Initializer.

Parameters

• lower_bounds (ndarray) – reference lower bounds

• upper_bounds (ndarray) – reference upper bounds

• normalize –

  if True the radius is applied to the normalized bounds

  By default it is set to False.

• normalize –

  bool, optional

  By default it is set to False.

Methods:

update(radius, center)

Updates the trust bounds.

update(radius, center)

Updates the trust bounds.

Parameters

• radius (float) – region radius w.r.t. the infinity norm

• center (ndarray) – region center

Returns

new region radius, iteration success (boolean)

class gemseo.algos.opt.core.trust_updater.PenaltyUpdater(thresholds=(0.0, 0.25), multipliers=(0.5, 2.0), bound=1e-06)

Bases: gemseo.algos.opt.core.trust_updater.TrustUpdater

Updates the penalty parameter.

Initializer.

Parameters

• thresholds (tuple) –

  thresholds for the decreases ratio

  By default it is set to (0.0, 0.25).

• multipliers (tuple) –

  multipliers for the penalty parameter

  By default it is set to (0.5, 2.0).

• bound –

  lower bound for the penalty parameter

  By default it is set to 1e-06.

Methods:

update(ratio, parameter)

Updates the penalty parameter.

update(ratio, parameter)

Updates the penalty parameter.

Parameters

• ratio – decreases ratio

• parameter – penalty parameter

Returns

new penalty parameter, iteration success (boolean)

class gemseo.algos.opt.core.trust_updater.RadiusUpdater(thresholds=(0.0, 0.25), multipliers=(0.5, 2.0), bound=1000.0)

Bases: gemseo.algos.opt.core.trust_updater.TrustUpdater

Updates the trust region radius.

Initializer.

Parameters

• thresholds (tuple) –

  thresholds for the decreases ratio

  By default it is set to (0.0, 0.25).

• multipliers (tuple) –

  multipliers for the region radius

  By default it is set to (0.5, 2.0).

• bound –

  lower bound for the region radius

  By default it is set to 1000.0.

Methods:

update(ratio, parameter)

Updates the trust radius.

update(ratio, parameter)

Updates the trust radius.

Parameters

• ratio – decreases ratio

• parameter – region radius

Returns

new region radius, iteration success (boolean)

class gemseo.algos.opt.core.trust_updater.TrustUpdater(thresholds=None, multipliers=None, bound=None)

Bases: object

Updates the trust parameter.

Initializer.

Parameters

• thresholds (tuple) –

  thresholds for the decreases ratio

  By default it is set to None.

• multipliers (tuple) –

  multipliers for the trust parameter

  By default it is set to None.

• bound –

  (lower or upper) bound for the trust parameter

  By default it is set to None.

Methods:

update(ratio, parameter)

Updates the trust parameter relative to the decreases ratio value.

update(ratio, parameter)

Updates the trust parameter relative to the decreases ratio value. Method to be overidden by subclasses.

Parameters

• ratio – decreases ratio

• parameter – trust parameter (radius or penalty)

Returns

new trust parameter, iteration success

Return type

bool