PyBMF.solvers package

Submodules

PyBMF.solvers.line_search module

PyBMF.solvers.line_search.limit_step_size(x_min, x_max, x_last, xk, alpha, pk)

Limit the step size by limiting x_last by x_min and x_max.

This is similar to setting amax or extra_condition in scipy.optimize.line_search.

Parameters:

• x_min (array_like)

• x_max (array_like)

• x_last (array_like)

• xk (array_like)

• alpha (float)

• pk (array_like)

Returns:

• x_last (array_like)

• alpha_new (float)

PyBMF.solvers.line_search.line_search(f, myfprime, xk, pk, args=(), kwargs={}, maxiter=1000, c1=0.1, c2=0.4)

Re-implementation of SciPy’s Wolfe line search.

It’s compatible with scipy.optimize.line_search: >>> from scipy.optimize import line_search >>> line_search(f=f, myfprime=myfprime, xk=xk, pk=pk, maxiter=maxiter, c1=c1, c2=c2)

Parameters:

• f (function) – The objective function to be minimized.

• myfprime (function) – The gradient of the objective function to be minimized.

• xk (array_like) – The starting point for the line search.

• pk (array_like) – The search direction for the line search.

• args (tuple) – Additional arguments passed to f and myfprime.

• kwargs (dict) – Additional keyword arguments passed to f and myfprime.

• maxiter (int) – The maximum number of iterations.

• c1 (float)

• c2 (float)

Module contents

PyBMF.solvers.line_search(f, myfprime, xk, pk, args=(), kwargs={}, maxiter=1000, c1=0.1, c2=0.4)

Re-implementation of SciPy’s Wolfe line search.

It’s compatible with scipy.optimize.line_search: >>> from scipy.optimize import line_search >>> line_search(f=f, myfprime=myfprime, xk=xk, pk=pk, maxiter=maxiter, c1=c1, c2=c2)

Parameters:

• f (function) – The objective function to be minimized.

• myfprime (function) – The gradient of the objective function to be minimized.

• xk (array_like) – The starting point for the line search.

• pk (array_like) – The search direction for the line search.

• args (tuple) – Additional arguments passed to f and myfprime.

• kwargs (dict) – Additional keyword arguments passed to f and myfprime.

• maxiter (int) – The maximum number of iterations.

• c1 (float)

• c2 (float)