Source code for gemseo.algos.opt.scipy_local.settings.cobyqa
# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
"""Settings for the SciPy COBYQA algorithm."""
from __future__ import annotations
from typing import ClassVar
from numpy import inf
from pydantic import Field
from pydantic import PositiveFloat # noqa:TC002
from gemseo.algos.opt.scipy_local.settings.base_scipy_local_settings import (
BaseScipyLocalSettings,
)
[docs]
class COBYQA_Settings(BaseScipyLocalSettings): # noqa: N801
"""Settings for the SciPy COBYQA algorithm."""
_TARGET_CLASS_NAME = "COBYQA"
f_target: float = Field(
default=-inf,
description="""The target value for the objective function.
The optimization procedure is terminated when the objective function value
of a feasible point is less than or equal to this target.""",
)
initial_tr_radius: PositiveFloat = Field(
default=1.0,
description="""The initial trust-region radius.""",
)
final_tr_radius: PositiveFloat = Field(
default=1e-6,
description="""The final trust-region radius.""",
)
_redundant_settings: ClassVar[list[str]] = ["maxiter", "maxfev", "scale"]