simopt.solvers.adam
===================

.. py:module:: simopt.solvers.adam

.. autoapi-nested-parse::

   First-order gradient-based optimization of stochastic objective functions.

   An algorithm for first-order gradient-based optimization of
   stochastic objective functions, based on adaptive estimates of lower-order moments.





Module Contents
---------------

.. py:class:: ADAMConfig

   Bases: :py:obj:`simopt.base.SolverConfig`


   Configuration for ADAM solver.


   .. py:attribute:: r
      :type:  Annotated[int, Field(default=30, gt=0, description='number of replications taken at each solution')]


   .. py:attribute:: beta_1
      :type:  Annotated[float, Field(default=0.9, gt=0, lt=1, description='exponential decay of the rate for the first moment estimates')]


   .. py:attribute:: beta_2
      :type:  Annotated[float, Field(default=0.999, lt=1, description='exponential decay rate for the second-moment estimates')]


   .. py:attribute:: alpha
      :type:  Annotated[float, Field(default=0.5, gt=0, description='step size')]


   .. py:attribute:: epsilon
      :type:  Annotated[float, Field(default=1e-08, gt=0, description='a small value to prevent zero-division')]


   .. py:attribute:: sensitivity
      :type:  Annotated[float, Field(default=1e-07, gt=0, description='shrinking scale for variable bounds')]


.. py:class:: ADAM(name: str = '', fixed_factors: dict | None = None)

   Bases: :py:obj:`simopt.base.Solver`


   First-order gradient-based optimization of stochastic objective functions.

   An algorithm for first-order gradient-based optimization of
   stochastic objective functions, based on adaptive estimates of lower-order moments.

   Initialize a solver object.

   :param name: Name of the solver. Defaults to an empty string.
   :type name: str, optional
   :param fixed_factors: Dictionary of user-specified solver
                         factors. Defaults to None.
   :type fixed_factors: dict | None, optional


   .. py:attribute:: name
      :type:  str
      :value: 'ADAM'



   .. py:attribute:: config_class
      :type:  ClassVar[type[simopt.base.SolverConfig]]

      Configuration class for the solver.


   .. py:attribute:: class_name_abbr
      :type:  ClassVar[str]
      :value: 'ADAM'


      Short name of the solver class.


   .. py:attribute:: class_name
      :type:  ClassVar[str]
      :value: 'ADAM'


      Long name of the solver class.


   .. py:attribute:: objective_type
      :type:  ClassVar[simopt.base.ObjectiveType]

      Description of objective types.


   .. py:attribute:: constraint_type
      :type:  ClassVar[simopt.base.ConstraintType]

      Description of constraint types.


   .. py:attribute:: variable_type
      :type:  ClassVar[simopt.base.VariableType]

      Description of variable types.


   .. py:attribute:: gradient_needed
      :type:  ClassVar[bool]
      :value: False


      True if gradient of objective function is needed, otherwise False.


   .. py:method:: solve(problem: simopt.base.Problem) -> None

      Run a single macroreplication of a solver on a problem.

      :param problem: Simulation-optimization problem to solve.
      :type problem: Problem

      :returns:     - list [Solution]: List of solutions recommended throughout the budget.
                    - list [int]: List of intermediate budgets when recommended solutions
                        change.
      :rtype: tuple