L_BFGS_B#

class cuqi.solver.L_BFGS_B(func, x0, gradfunc=None, **kwargs)#

Wrapper for scipy.optimize.fmin_l_bfgs_b().

Minimize a function func using the L-BFGS-B algorithm.

Note, Scipy does not recommend using this method.

Parameters:

  • func (callable f(x,*args)) – Function to minimize.

  • x0 (ndarray) – Initial guess.

  • gradfunc (callable f(x,*args), optional) – The gradient of func. If None, then the solver approximates the gradient.

  • kwargs (keyword arguments passed to scipy's L-BFGS-B algorithm. See documentation for scipy.optimize.minimize)

:meth:`solve`: Runs the solver and returns the solution and info about the optimization.
__init__(func, x0, gradfunc=None, **kwargs)#

Methods

__init__(func, x0[, gradfunc])

solve()

Runs optimization algorithm and returns solution and info.