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bundles / scipy 1.18.0 / scipy / optimize / _lbfgsb / setulb

built-in

scipy.optimize._lbfgsb:setulb

Signature

built-insetulb(m, x, l, u, nbd, f, g, factr, pgtol, wa, iwa, task, lsave, isave, dsave, maxls, ln_task)

Summary

Limited-memory Broyden-Fletcher-Goldfarb-Shanno with bounds.

Extended Summary

Low-level interface to the L-BFGS-B optimization algorithm. Performs a single iteration step.

Parameters

m : int

Number of limited-memory variable metric corrections.

x : ndarray, shape (n,)

Current solution vector, float64. Modified in-place.

l : ndarray, shape (n,)

Lower bounds on variables, float64.

u : ndarray, shape (n,)

Upper bounds on variables, float64.

nbd : ndarray, shape (n,)

Bound type for each variable, int32. 0: unbounded, 1: only lower, 2: both, 3: only upper.

f : float

Current objective function value.

g : ndarray, shape (n,)

Gradient of objective function at current point, float64.

factr : float

Factor for convergence test on objective function.

pgtol : float

Projected gradient tolerance for convergence.

wa : ndarray

Workspace array for internal computations, float64.

iwa : ndarray

Integer workspace array for internal computations, int32.

task : ndarray

Task control array encoding algorithm state, int32. Modified in-place.

lsave : ndarray

Logical state array, int32. Modified in-place.

isave : ndarray

Integer state array, int32. Modified in-place.

dsave : ndarray

Real state array, float64. Modified in-place.

maxls : int

Maximum number of line search steps per iteration.

ln_task : ndarray

Task string length array, int32.

Returns

: None

Modifies x, task, lsave, isave, and dsave in-place.

Aliases

  • scipy.optimize._lbfgsb.setulb