simopt.solvers.utils
====================

.. py:module:: simopt.solvers.utils

.. autoapi-nested-parse::

   Utility functions for optimization solvers.





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

.. py:function:: finite_diff(solver: simopt.base.Solver, new_solution: simopt.base.Solution, bounds_check: numpy.ndarray, problem: simopt.base.Problem, stepsize: float, r: int) -> numpy.ndarray

   Compute the finite difference approximation of the gradient for a solution.

   :param solver: The solver instance used to create new solutions.
   :type solver: Solver
   :param new_solution: The current solution to perturb.
   :type new_solution: Solution
   :param bounds_check: Array indicating which perturbation method to
                        use per dimension.
   :type bounds_check: np.ndarray
   :param problem: The problem instance providing bounds and function
                   evaluations.
   :type problem: Problem
   :param stepsize: The step size used for finite difference calculations.
   :type stepsize: float
   :param r: The number of replications used for each function evaluation.
   :type r: int

   :returns: The approximated gradient of the function at the given solution.
   :rtype: np.ndarray


.. py:function:: bfgs_hessian_approx(solver: simopt.base.Solver, new_solution: simopt.base.Solution, bounds_check: numpy.ndarray, problem: simopt.base.Problem, r: int) -> numpy.ndarray

   Approximate Hessian using BFGS.

   This method applies BFGS updates to build or refine a Hessian approximation.

   :param solver: The solver instance used to create new solutions.
   :type solver: Solver
   :param new_solution: The solution at which derivatives are computed.
   :type new_solution: Solution
   :param bounds_check: Boolean mask indicating which variables are
                        within bounds and eligible for perturbation.
   :type bounds_check: np.ndarray
   :param problem: The simulation-optimization problem being solved.
   :type problem: Problem
   :param r: Number of replications used when estimating gradients.
   :type r: int

   :returns: Hessian approximation (updated via BFGS).
   :rtype: np.ndarray