scipy_optimizer.py

# This code is part of a Qiskit project.
#
# (C) Copyright IBM 2018, 2024.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.

"""Wrapper class of scipy.optimize.minimize."""
from __future__ import annotations

from collections.abc import Callable
from typing import Any

import numpy as np
from scipy.optimize import minimize

from qiskit_algorithms.exceptions import QiskitAlgorithmsOptimizersWarning
from qiskit_algorithms.utils.validation import validate_min
from .optimizer import Optimizer, OptimizerSupportLevel, OptimizerResult, POINT


class SciPyOptimizer(Optimizer):
    """A general Qiskit Optimizer wrapping scipy.optimize.minimize.

    For further detail, please refer to
    https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html
    """

    _bounds_support_methods = {"l-bfgs-b", "tnc", "slsqp", "powell", "trust-constr"}
    _gradient_support_methods = {
        "cg",
        "bfgs",
        "newton-cg",
        "l-bfgs-b",
        "tnc",
        "slsqp",
        "dogleg",
        "trust-ncg",
        "trust-krylov",
        "trust-exact",
        "trust-constr",
    }

    def __init__(
        self,
        method: str | Callable,
        options: dict[str, Any] | None = None,
        max_evals_grouped: int = 1,
        **kwargs,
    ):
        """
        Args:
            method: Type of solver.
            options: A dictionary of solver options.
            kwargs: additional kwargs for scipy.optimize.minimize.
            max_evals_grouped: Max number of default gradient evaluations performed simultaneously.
        """
        self._method = method.lower() if isinstance(method, str) else method
        # Set support level
        if self._method in self._bounds_support_methods:
            self._bounds_support_level = OptimizerSupportLevel.supported
        else:
            self._bounds_support_level = OptimizerSupportLevel.ignored
        if self._method in self._gradient_support_methods:
            self._gradient_support_level = OptimizerSupportLevel.supported
        else:
            self._gradient_support_level = OptimizerSupportLevel.ignored
        self._initial_point_support_level = OptimizerSupportLevel.required

        self._options = options if options is not None else {}
        validate_min("max_evals_grouped", max_evals_grouped, 1)
        self._max_evals_grouped = max_evals_grouped
        self._kwargs = kwargs

    def get_support_level(self):
        """Return support level dictionary"""
        return {
            "gradient": self._gradient_support_level,
            "bounds": self._bounds_support_level,
            "initial_point": self._initial_point_support_level,
        }

    @property
    def settings(self) -> dict[str, Any]:
        options = self._options.copy()
        if hasattr(self, "_OPTIONS"):
            # all _OPTIONS should be keys in self._options, but add a failsafe here
            attributes = [
                option
                for option in self._OPTIONS  # pylint: disable=no-member
                if option in options.keys()
            ]

            settings = {attr: options.pop(attr) for attr in attributes}
        else:
            settings = {}

        settings["max_evals_grouped"] = self._max_evals_grouped
        settings["options"] = options
        settings.update(self._kwargs)

        # the subclasses don't need the "method" key as the class type specifies the method
        if self.__class__ == SciPyOptimizer:
            settings["method"] = self._method

        return settings

    def minimize(
        self,
        fun: Callable[[POINT], float],
        x0: POINT,
        jac: Callable[[POINT], POINT] | None = None,
        bounds: list[tuple[float, float]] | None = None,
    ) -> OptimizerResult:
        # Loop up for bounds specified in options or kwargs
        if 'bounds' in self._kwargs:
            bounds = self._kwargs['bounds']
            del self._kwargs['bounds']

        if 'bounds' in self._options:
            bounds = self._options['bounds']
            del self._options['bounds']

        # Remove ignored bounds to suppress the warning of scipy.optimize.minimize
        if self.is_bounds_ignored and bounds is not None:
            warnings.warn(
                (f'Optimizer method {self._method:s} does not support bounds. '
                 f'Got bounds={bounds}, setting bounds=None.'),
                QiskitAlgorithmsOptimizersWarning
            )
            bounds = None
            
        # Remove ignored gradient to suppress the warning of scipy.optimize.minimize
        if self.is_gradient_ignored:
            jac = None

        if self.is_gradient_supported and jac is None and self._max_evals_grouped > 1:
            if "eps" in self._options:
                epsilon = self._options["eps"]
            else:
                epsilon = (
                    1e-8 if self._method in {"l-bfgs-b", "tnc"} else np.sqrt(np.finfo(float).eps)
                )
            jac = Optimizer.wrap_function(
                Optimizer.gradient_num_diff, (fun, epsilon, self._max_evals_grouped)
            )

        # Workaround for L_BFGS_B because it does not accept np.ndarray.
        # See https://github.com/Qiskit/qiskit/pull/6373.
        if jac is not None and self._method == "l-bfgs-b":
            jac = self._wrap_gradient(jac)

        # Starting in scipy 1.9.0 maxiter is deprecated and maxfun (added in 1.5.0)
        # should be used instead
        swapped_deprecated_args = False
        if self._method == "tnc" and "maxiter" in self._options:
            swapped_deprecated_args = True
            self._options["maxfun"] = self._options.pop("maxiter")

        raw_result = minimize(
            fun=fun,
            x0=x0,
            method=self._method,
            jac=jac,
            bounds=bounds,
            options=self._options,
            **self._kwargs,
        )
        if swapped_deprecated_args:
            self._options["maxiter"] = self._options.pop("maxfun")

        result = OptimizerResult()
        result.x = raw_result.x
        result.fun = raw_result.fun
        result.nfev = raw_result.nfev
        result.njev = raw_result.get("njev", None)
        result.nit = raw_result.get("nit", None)

        return result

    @staticmethod
    def _wrap_gradient(gradient_function):
        def wrapped_gradient(x):
            gradient = gradient_function(x)
            if isinstance(gradient, np.ndarray):
                return gradient.tolist()
            return gradient

        return wrapped_gradient