Scipy Minimize Generator¶
ScipyGenerator exposes scipy's optimize.minimize methods through Xopt's sequential ingest/suggest interface.
Integration Model¶
Xopt evaluates objective functions externally, one point at a time. scipy.optimize.minimize expects an in-process callable objective. ScipyGenerator bridges this mismatch by running one persistent scipy session in a worker thread:
- A cache is built from prior evaluations (
data) keyed by rounded variable values. - A single
minimizecall starts in a background thread. - The objective callback first checks the cache.
- For an uncached point, that point is pushed to Xopt via a request queue.
- Xopt evaluates the point externally and calls
add_data. - The objective value is sent back through a response queue, and the same scipy run continues from in-memory state.
Only the first add_data call answering a pending request sends a response to
scipy. Repeated submissions of the same candidate remain in the data history,
but cannot answer a later request. Values are also cached under the requested
coordinates, so small readback differences accepted by sequential point
validation do not cause cache misses after a session restart.
Performance Notes¶
- Cache reconstruction is O(N) when a session starts or data is reloaded.
- The active scipy run is maintained between
stepcalls;minimizeis not restarted each step. - Keys are rounded to 12 decimals before cache lookup to reduce floating-point key mismatch issues.
Supported Methods¶
method is validated against bounded scipy methods supported by this wrapper:
Nelder-MeadPowellL-BFGS-BTNCSLSQPtrust-constrCOBYLACOBYQA
Invalid or empty method names fail validation.
Session Lifecycle and Errors¶
reset()stops the active worker session and clears the result and completion state.set_data(...)stops any active session, clears completion state, reloads data, and rebuilds the cache.- Each worker retains its own stop event, queues, and cache. Shutdown waits up to two seconds and warns if the worker is still running in scipy; that worker cannot consume responses or publish requests, results, or errors into a subsequent session.
resultexposes scipy'sOptimizeResultafter termination, includingsuccess,message, and solver-specific fields such asnit. It isNonebefore termination.is_doneis true once scipy terminates, including unsuccessful termination (for example, reaching an iteration limit). Checkresult.successto distinguish successful convergence.- Once terminated, later
generate()calls do not restart scipy or rebuild the cache. For compatibility, they still return the latest known data row, with aRuntimeWarningemitted once per session on this fallback path. Further explicitXopt.step()calls will re-evaluate and append this duplicate; stop stepping whengenerator.is_doneis true. - Common scipy
ValueErrormessages are remapped to clearer runtime errors (for example unsupported solver availability or bound handling).
State Restoration¶
For model-level roundtrips, use pydantic serialization:
model_dump()model_validate(...)
Then restore the evaluation history with set_data(...) so the cache and last outcome are reconstructed before continuing optimization.
The class also defines __getstate__ and __setstate__ for explicit state handling of non-picklable runtime thread objects.
Pickling does not stop the original worker. Pickle and deep-copy roundtrips retain
completed results and the completion latch without sharing runtime thread objects;
model-level roundtrips restart from the restored evaluation history instead.
Requested-coordinate cache entries are retained through reset(), pickle, and
deep-copy roundtrips. Replacing the dataset with set_data(...) clears these
entries; model-level roundtrips rebuild from observed coordinates in the restored
history.
Configuration¶
Typical fields:
method: scipy minimization method name, e.g.Powell,Nelder-Mead,L-BFGS-B.initial_point: optional starting point dictionary.tol,options: passed directly toscipy.optimize.minimize.scipy_kwargs: additional keyword arguments forwarded to scipy.
ScipyGenerator
¶
Bases: SequentialGenerator
Sequential wrapper around scipy.optimize.minimize.
Integration model
Xopt uses ingest/suggest semantics (one new point per step), while scipy
minimize expects direct access to objective evaluations. This class bridges
the two by running one persistent minimize call in a worker thread:
- Build a cache from existing Xopt observations.
- Start
scipy.optimize.minimizeonce with an objective function that first checks the cache. - If scipy asks for an unseen point, send that point to Xopt and block until Xopt provides the external objective value.
- Continue the same scipy run from in-memory state until termination.
Performance implications
_build_cacheis O(N + R), where N counts history rows and R counts requested-coordinate cache entries. It runs when a session starts, data is replaced, or state is copied or serialized.- The active scipy run is maintained in memory between
stepcalls. - Point keys are rounded (12 decimals) before cache lookup to avoid fragile floating-point equality checks.
Session lifecycle
Each worker retains its own stop event, queues, and cache; the cache lock is
shared across sessions. A stopped worker may finish numeric work later, but
cannot publish status or exchange requests/responses with a newer session.
Each delivered worker request has at most one response sent back to scipy.
A returned OptimizeResult is latched through result and is_done until
reset or data replacement. Subsequent generation warns once and returns the
last data row, or raises if no evaluated data is available.
Source code in xopt/generators/sequential/scipy.py
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is_done
property
¶
Whether scipy returned an OptimizeResult, successful or otherwise.
Worker exceptions and cooperative shutdown do not produce a result and therefore do not set this flag.
result
property
¶
Return scipy's termination result, or None before it is available.
Inspect success and message to distinguish convergence from
iteration limits or other solver-reported failures.
x0
property
¶
Return the optimization start point from config or from the latest dataset row.
__init__(**kwargs)
¶
Initialize the generator.
Source code in xopt/generator.py
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add_data(new_data)
¶
Add new data to the generator.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
new_data
|
DataFrame
|
The new data to add. |
required |
Raises:
| Type | Description |
|---|---|
ValueError
|
If the generator is active but no candidate was generated, or if the new data does not contain the last candidate. |
Source code in xopt/generators/sequential/sequential_generator.py
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generate(n_candidates=1)
¶
Generate a new candidate point.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
n_candidates
|
int
|
Number of candidates to generate, by default 1. |
1
|
Returns:
| Type | Description |
|---|---|
dict
|
A dictionary representing the candidate point. |
Raises:
| Type | Description |
|---|---|
ValueError
|
If more than one candidate is requested. |
Source code in xopt/generators/sequential/sequential_generator.py
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model_dump(*args, **kwargs)
¶
overwrite model dump to remove faux class attrs
Source code in xopt/generator.py
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reset()
¶
Reset the generator.
Source code in xopt/generators/sequential/sequential_generator.py
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set_data(data)
¶
Set the full dataset for the generator. Typically only used when loading from a save file. This skips active generator lockout.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
DataFrame
|
The data to set. |
required |
Source code in xopt/generators/sequential/sequential_generator.py
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validate_initial_point(v)
¶
Ensure that initial_point is either omitted or contains coordinates.
Source code in xopt/generators/sequential/scipy.py
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validate_method(v)
¶
Strip whitespace and require a method from the bounded-method allowlist.
Source code in xopt/generators/sequential/scipy.py
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validate_point(point)
¶
determine if an input point was generated by the generator
Source code in xopt/generators/sequential/sequential_generator.py
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yaml(**kwargs)
¶
serialize first then dump to yaml string
Source code in xopt/pydantic.py
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