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jorenhamjorenham
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Merge pull request #223 from jorenham/optimize.line_search
`optimize`: complete `line_search`
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‎scipy-stubs/optimize/_linesearch.pyi

+101-80
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,8 @@
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from scipy._typing import Untyped, UntypedCallable
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from collections.abc import Callable
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from typing import Concatenate, Literal, TypeAlias, TypeVar
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import numpy as np
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import optype.numpy as onp
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__all__ = [
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"LineSearchWarning",
@@ -9,90 +13,107 @@ __all__ = [
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"scalar_search_wolfe2",
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]
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_Float: TypeAlias = float | np.float64
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_Float1D: TypeAlias = onp.Array1D[np.float64]
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_RT = TypeVar("_RT")
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_Fun1D: TypeAlias = Callable[Concatenate[_Float1D, ...], _RT]
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###
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class LineSearchWarning(RuntimeWarning): ...
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def line_search_wolfe1(
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f: UntypedCallable,
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fprime: Untyped,
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xk: Untyped,
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pk: Untyped,
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gfk: Untyped | None = None,
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old_fval: Untyped | None = None,
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old_old_fval: Untyped | None = None,
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args: Untyped = (),
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c1: float = 0.0001,
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c2: float = 0.9,
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amax: int = 50,
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amin: float = 1e-08,
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xtol: float = 1e-14,
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) -> Untyped: ...
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def scalar_search_wolfe1(
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phi: Untyped,
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derphi: Untyped,
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phi0: Untyped | None = None,
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old_phi0: Untyped | None = None,
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derphi0: Untyped | None = None,
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c1: float = 0.0001,
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c2: float = 0.9,
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amax: int = 50,
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amin: float = 1e-08,
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xtol: float = 1e-14,
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) -> Untyped: ...
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line_search = line_search_wolfe1
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f: _Fun1D[onp.ToFloat],
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fprime: _Fun1D[onp.ToFloat1D],
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xk: onp.ToFloat1D,
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pk: onp.ToFloat1D,
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gfk: onp.ToFloat1D | None = None,
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old_fval: onp.ToFloat | None = None,
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old_old_fval: onp.ToFloat | None = None,
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args: tuple[object, ...] = (),
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c1: onp.ToFloat = 1e-4,
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c2: onp.ToFloat = 0.9,
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amax: onp.ToJustInt = 50,
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amin: onp.ToFloat = 1e-08,
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xtol: onp.ToFloat = 1e-14,
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) -> tuple[_Float | None, int, int, _Float | None, _Float, _Float | None]: ...
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# NOTE: exported as `scipy.optimize.line_search`
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def line_search_wolfe2(
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f: UntypedCallable,
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myfprime: Untyped,
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xk: Untyped,
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pk: Untyped,
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gfk: Untyped | None = None,
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old_fval: Untyped | None = None,
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old_old_fval: Untyped | None = None,
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args: Untyped = (),
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c1: float = 0.0001,
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c2: float = 0.9,
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amax: Untyped | None = None,
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extra_condition: Untyped | None = None,
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maxiter: int = 10,
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) -> Untyped: ...
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def scalar_search_wolfe2(
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phi: Untyped,
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derphi: Untyped,
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phi0: Untyped | None = None,
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old_phi0: Untyped | None = None,
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derphi0: Untyped | None = None,
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c1: float = 0.0001,
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c2: float = 0.9,
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amax: Untyped | None = None,
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extra_condition: Untyped | None = None,
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maxiter: int = 10,
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) -> Untyped: ...
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f: _Fun1D[onp.ToFloat],
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myfprime: _Fun1D[onp.ToFloat1D],
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xk: onp.ToFloat1D,
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pk: onp.ToFloat1D,
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gfk: onp.ToFloat1D | None = None,
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old_fval: onp.ToFloat | None = None,
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old_old_fval: onp.ToFloat | None = None,
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args: tuple[object, ...] = (),
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c1: onp.ToFloat = 1e-4,
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c2: onp.ToFloat = 0.9,
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amax: onp.ToFloat | None = None,
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extra_condition: Callable[[float, _Float1D, float, _Float1D], onp.ToBool] | None = None,
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maxiter: onp.ToJustInt = 10,
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) -> tuple[_Float | None, int, int, _Float | None, _Float, _Float | None]: ...
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#
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def line_search_armijo(
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f: UntypedCallable,
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xk: Untyped,
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pk: Untyped,
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gfk: Untyped,
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old_fval: Untyped,
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args: Untyped = (),
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c1: float = 0.0001,
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alpha0: int = 1,
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) -> Untyped: ...
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f: _Fun1D[onp.ToFloat],
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xk: onp.ToFloat1D,
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pk: onp.ToFloat1D,
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gfk: onp.ToFloat1D,
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old_fval: onp.ToFloat,
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args: tuple[object, ...] = (),
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c1: onp.ToFloat = 1e-4,
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alpha0: onp.ToFloat = 1,
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) -> tuple[_Float | None, int, _Float]: ...
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# undocumented
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def line_search_BFGS(
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f: UntypedCallable,
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xk: Untyped,
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pk: Untyped,
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gfk: Untyped,
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old_fval: Untyped,
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args: Untyped = (),
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c1: float = 0.0001,
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alpha0: int = 1,
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) -> Untyped: ...
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f: _Fun1D[onp.ToFloat],
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xk: onp.ToFloat1D,
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pk: onp.ToFloat1D,
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gfk: onp.ToFloat1D,
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old_fval: onp.ToFloat,
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args: tuple[object, ...] = (),
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c1: onp.ToFloat = 1e-4,
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alpha0: onp.ToFloat = 1,
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) -> tuple[_Float | None, int, Literal[0], _Float]: ...
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#
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def scalar_search_wolfe1(
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phi: Callable[[float], onp.ToFloat],
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derphi: Callable[[float], onp.ToFloat],
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phi0: onp.ToFloat | None = None,
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old_phi0: onp.ToFloat | None = None,
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derphi0: onp.ToFloat | None = None,
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c1: onp.ToFloat = 1e-4,
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c2: onp.ToFloat = 0.9,
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amax: onp.ToJustInt = 50,
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amin: onp.ToFloat = 1e-08,
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xtol: onp.ToFloat = 1e-14,
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) -> tuple[_Float | None, _Float, _Float]: ...
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#
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def scalar_search_wolfe2(
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phi: Callable[[float], onp.ToFloat],
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derphi: Callable[[float], onp.ToFloat],
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phi0: onp.ToFloat | None = None,
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old_phi0: onp.ToFloat | None = None,
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derphi0: onp.ToFloat | None = None,
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c1: onp.ToFloat = 1e-4,
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c2: onp.ToFloat = 0.9,
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amax: onp.ToFloat | None = None,
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extra_condition: Callable[[float, float], onp.ToBool] | None = None,
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maxiter: onp.ToJustInt = 10,
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) -> tuple[_Float | None, _Float, _Float, _Float | None]: ...
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# undocumented
91112
def scalar_search_armijo(
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phi: Untyped,
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phi0: Untyped,
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derphi0: Untyped,
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c1: float = 0.0001,
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alpha0: int = 1,
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amin: int = 0,
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) -> Untyped: ...
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phi: Callable[[float], onp.ToFloat],
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phi0: onp.ToFloat,
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derphi0: onp.ToFloat,
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c1: onp.ToFloat = 1e-4,
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alpha0: onp.ToFloat = 1,
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amin: onp.ToJustInt = 0,
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) -> tuple[_Float | None, _Float]: ...

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