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tf.contrib.constrained_optimization.ConstrainedOptimizer

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Class ConstrainedOptimizer

Base class representing a constrained optimizer.

A ConstrainedOptimizer wraps a tf.compat.v1.train.Optimizer (or more than one), and applies it to a ConstrainedMinimizationProblem. Unlike a tf.compat.v1.train.Optimizer, which takes a tensor to minimize as a parameter to its minimize() method, a constrained optimizer instead takes a ConstrainedMinimizationProblem.

__init__

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__init__(optimizer)

Constructs a new ConstrainedOptimizer.

Args:

  • optimizer: tf.compat.v1.train.Optimizer, used to optimize the ConstraintedMinimizationProblem.

Returns:

A new ConstrainedOptimizer.

Properties

optimizer

Returns the tf.compat.v1.train.Optimizer used for optimization.

Methods

minimize

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minimize(
    minimization_problem,
    unconstrained_steps=None,
    global_step=None,
    var_list=None,
    gate_gradients=train_optimizer.Optimizer.GATE_OP,
    aggregation_method=None,
    colocate_gradients_with_ops=False,
    name=None,
    grad_loss=None
)

Returns an Operation for minimizing the constrained problem.

This method combines the functionality of minimize_unconstrained and minimize_constrained. If global_step < unconstrained_steps, it will perform an unconstrained update, and if global_step >= unconstrained_steps, it will perform a constrained update.

The reason for this functionality is that it may be best to initialize the constrained optimizer with an approximate optimum of the unconstrained problem.

Args:

Returns:

Operation, the train_op.

Raises:

  • ValueError: If unconstrained_steps is provided, but global_step is not.

minimize_constrained

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minimize_constrained(
    minimization_problem,
    global_step=None,
    var_list=None,
    gate_gradients=train_optimizer.Optimizer.GATE_OP,
    aggregation_method=None,
    colocate_gradients_with_ops=False,
    name=None,
    grad_loss=None
)

Returns an Operation for minimizing the constrained problem.

Unlike minimize_unconstrained, this function attempts to find a solution that minimizes the objective portion of the minimization problem while satisfying the constraints portion.

Args:

Returns:

Operation, the train_op.

minimize_unconstrained

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minimize_unconstrained(
    minimization_problem,
    global_step=None,
    var_list=None,
    gate_gradients=train_optimizer.Optimizer.GATE_OP,
    aggregation_method=None,
    colocate_gradients_with_ops=False,
    name=None,
    grad_loss=None
)

Returns an Operation for minimizing the unconstrained problem.

Unlike minimize_constrained, this function ignores the constraints (and proxy_constraints) portion of the minimization problem entirely, and only minimizes objective.

Args:

Returns:

Operation, the train_op.