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Cryoris avatar Cryoris commented on May 26, 2024

SPSA is an approximation of gradient descent and generally does not support setting bounds on the objective function. Interpreting bounds is not straightforward, for example bounds could be

  • periodic: re-enter the valid area on the other side
  • reflecting: re-enter on the same side
  • clipped: significantly increase the value of the objective function outside the bounds

-- and each choice impacts the behavior of the optimizer. I suggest you implement a small wrapper of SPSA that implements the bounds of your choice, e.g.

# bounds are set as [(lower_0, upper_0), (lower_1, upper_1), ...]
def spsa_with_periodic_bounds(fun, x0, bounds):
    def fun_with_bounds(x):
        # wrap x into [a, b) by transforming it to x % b + a
        x = [x_i % bounds[i][1] + bounds[i][0]]
        return fun(x)
    result = SPSA().minimize(fun_with_bounds, x0=x0)
    return result

from qiskit-algorithms.

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