OptimizationHyperparameters#

class OptimizationHyperparameters(opttol=0.01, gradConverge=False, min_inner_iter=5, max_restart=inf, penalty_ratio=0.01, penalty_reduction=0.1, break_iter_period=50, verbose=0)[source]#

Bases: object

Hyperparameters for optimization algorithms.

Parameters:
  • opttol (float)

  • gradConverge (bool)

  • min_inner_iter (int)

  • max_restart (float)

  • penalty_ratio (float)

  • penalty_reduction (float)

  • break_iter_period (int)

  • verbose (int)

opttol#

Optimization tolerance for convergence. Default: 1e-2.

Type:

float

gradConverge#

Whether to check for gradient convergence. Default: False.

Type:

bool

min_inner_iter#

Minimum number of inner iterations for fixed penalty convergence. Default: 5.

Type:

int

max_restart#

Maximum number of outer iterations that reduce penalties. Default: np.inf.

Type:

float

penalty_ratio#

Initial boundary penalty values, as a factor of dualvalue. Default: 1e-2.

Type:

float

penalty_reduction#

Factor by which penalty ratio is reduced per outer iteration. Default: 0.1.

Type:

float

break_iter_period#

Period of iterations for checking break conditions. Default: 50.

Type:

int

verbose#

Verbosity level (0 = silent). Default: 0.

Type:

int

Attributes Summary

Attributes Documentation

break_iter_period: int = 50#
gradConverge: bool = False#
max_restart: float = inf#
min_inner_iter: int = 5#
opttol: float = 0.01#
penalty_ratio: float = 0.01#
penalty_reduction: float = 0.1#
verbose: int = 0#