peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/optimize
/tests
/test__shgo.py
import logging | |
import sys | |
import numpy | |
import numpy as np | |
import time | |
from multiprocessing import Pool | |
from numpy.testing import assert_allclose, IS_PYPY | |
import pytest | |
from pytest import raises as assert_raises, warns | |
from scipy.optimize import (shgo, Bounds, minimize_scalar, minimize, rosen, | |
rosen_der, rosen_hess, NonlinearConstraint) | |
from scipy.optimize._constraints import new_constraint_to_old | |
from scipy.optimize._shgo import SHGO | |
class StructTestFunction: | |
def __init__(self, bounds, expected_x, expected_fun=None, | |
expected_xl=None, expected_funl=None): | |
self.bounds = bounds | |
self.expected_x = expected_x | |
self.expected_fun = expected_fun | |
self.expected_xl = expected_xl | |
self.expected_funl = expected_funl | |
def wrap_constraints(g): | |
cons = [] | |
if g is not None: | |
if not isinstance(g, (tuple, list)): | |
g = (g,) | |
else: | |
pass | |
for g in g: | |
cons.append({'type': 'ineq', | |
'fun': g}) | |
cons = tuple(cons) | |
else: | |
cons = None | |
return cons | |
class StructTest1(StructTestFunction): | |
def f(self, x): | |
return x[0] ** 2 + x[1] ** 2 | |
def g(x): | |
return -(numpy.sum(x, axis=0) - 6.0) | |
cons = wrap_constraints(g) | |
test1_1 = StructTest1(bounds=[(-1, 6), (-1, 6)], | |
expected_x=[0, 0]) | |
test1_2 = StructTest1(bounds=[(0, 1), (0, 1)], | |
expected_x=[0, 0]) | |
test1_3 = StructTest1(bounds=[(None, None), (None, None)], | |
expected_x=[0, 0]) | |
class StructTest2(StructTestFunction): | |
""" | |
Scalar function with several minima to test all minimiser retrievals | |
""" | |
def f(self, x): | |
return (x - 30) * numpy.sin(x) | |
def g(x): | |
return 58 - numpy.sum(x, axis=0) | |
cons = wrap_constraints(g) | |
test2_1 = StructTest2(bounds=[(0, 60)], | |
expected_x=[1.53567906], | |
expected_fun=-28.44677132, | |
# Important: test that funl return is in the correct | |
# order | |
expected_xl=numpy.array([[1.53567906], | |
[55.01782167], | |
[7.80894889], | |
[48.74797493], | |
[14.07445705], | |
[42.4913859], | |
[20.31743841], | |
[36.28607535], | |
[26.43039605], | |
[30.76371366]]), | |
expected_funl=numpy.array([-28.44677132, -24.99785984, | |
-22.16855376, -18.72136195, | |
-15.89423937, -12.45154942, | |
-9.63133158, -6.20801301, | |
-3.43727232, -0.46353338]) | |
) | |
test2_2 = StructTest2(bounds=[(0, 4.5)], | |
expected_x=[1.53567906], | |
expected_fun=[-28.44677132], | |
expected_xl=numpy.array([[1.53567906]]), | |
expected_funl=numpy.array([-28.44677132]) | |
) | |
class StructTest3(StructTestFunction): | |
""" | |
Hock and Schittkowski 18 problem (HS18). Hoch and Schittkowski (1981) | |
http://www.ai7.uni-bayreuth.de/test_problem_coll.pdf | |
Minimize: f = 0.01 * (x_1)**2 + (x_2)**2 | |
Subject to: x_1 * x_2 - 25.0 >= 0, | |
(x_1)**2 + (x_2)**2 - 25.0 >= 0, | |
2 <= x_1 <= 50, | |
0 <= x_2 <= 50. | |
Approx. Answer: | |
f([(250)**0.5 , (2.5)**0.5]) = 5.0 | |
""" | |
# amended to test vectorisation of constraints | |
def f(self, x): | |
return 0.01 * (x[0]) ** 2 + (x[1]) ** 2 | |
def g1(x): | |
return x[0] * x[1] - 25.0 | |
def g2(x): | |
return x[0] ** 2 + x[1] ** 2 - 25.0 | |
# g = (g1, g2) | |
# cons = wrap_constraints(g) | |
def g(x): | |
return x[0] * x[1] - 25.0, x[0] ** 2 + x[1] ** 2 - 25.0 | |
# this checks that shgo can be sent new-style constraints | |
__nlc = NonlinearConstraint(g, 0, np.inf) | |
cons = (__nlc,) | |
test3_1 = StructTest3(bounds=[(2, 50), (0, 50)], | |
expected_x=[250 ** 0.5, 2.5 ** 0.5], | |
expected_fun=5.0 | |
) | |
class StructTest4(StructTestFunction): | |
""" | |
Hock and Schittkowski 11 problem (HS11). Hoch and Schittkowski (1981) | |
NOTE: Did not find in original reference to HS collection, refer to | |
Henderson (2015) problem 7 instead. 02.03.2016 | |
""" | |
def f(self, x): | |
return ((x[0] - 10) ** 2 + 5 * (x[1] - 12) ** 2 + x[2] ** 4 | |
+ 3 * (x[3] - 11) ** 2 + 10 * x[4] ** 6 + 7 * x[5] ** 2 + x[ | |
6] ** 4 | |
- 4 * x[5] * x[6] - 10 * x[5] - 8 * x[6] | |
) | |
def g1(x): | |
return -(2 * x[0] ** 2 + 3 * x[1] ** 4 + x[2] + 4 * x[3] ** 2 | |
+ 5 * x[4] - 127) | |
def g2(x): | |
return -(7 * x[0] + 3 * x[1] + 10 * x[2] ** 2 + x[3] - x[4] - 282.0) | |
def g3(x): | |
return -(23 * x[0] + x[1] ** 2 + 6 * x[5] ** 2 - 8 * x[6] - 196) | |
def g4(x): | |
return -(4 * x[0] ** 2 + x[1] ** 2 - 3 * x[0] * x[1] + 2 * x[2] ** 2 | |
+ 5 * x[5] - 11 * x[6]) | |
g = (g1, g2, g3, g4) | |
cons = wrap_constraints(g) | |
test4_1 = StructTest4(bounds=[(-10, 10), ] * 7, | |
expected_x=[2.330499, 1.951372, -0.4775414, | |
4.365726, -0.6244870, 1.038131, 1.594227], | |
expected_fun=680.6300573 | |
) | |
class StructTest5(StructTestFunction): | |
def f(self, x): | |
return (-(x[1] + 47.0) | |
* numpy.sin(numpy.sqrt(abs(x[0] / 2.0 + (x[1] + 47.0)))) | |
- x[0] * numpy.sin(numpy.sqrt(abs(x[0] - (x[1] + 47.0)))) | |
) | |
g = None | |
cons = wrap_constraints(g) | |
test5_1 = StructTest5(bounds=[(-512, 512), (-512, 512)], | |
expected_fun=[-959.64066272085051], | |
expected_x=[512., 404.23180542]) | |
class StructTestLJ(StructTestFunction): | |
""" | |
LennardJones objective function. Used to test symmetry constraints | |
settings. | |
""" | |
def f(self, x, *args): | |
print(f'x = {x}') | |
self.N = args[0] | |
k = int(self.N / 3) | |
s = 0.0 | |
for i in range(k - 1): | |
for j in range(i + 1, k): | |
a = 3 * i | |
b = 3 * j | |
xd = x[a] - x[b] | |
yd = x[a + 1] - x[b + 1] | |
zd = x[a + 2] - x[b + 2] | |
ed = xd * xd + yd * yd + zd * zd | |
ud = ed * ed * ed | |
if ed > 0.0: | |
s += (1.0 / ud - 2.0) / ud | |
return s | |
g = None | |
cons = wrap_constraints(g) | |
N = 6 | |
boundsLJ = list(zip([-4.0] * 6, [4.0] * 6)) | |
testLJ = StructTestLJ(bounds=boundsLJ, | |
expected_fun=[-1.0], | |
expected_x=None, | |
# expected_x=[-2.71247337e-08, | |
# -2.71247337e-08, | |
# -2.50000222e+00, | |
# -2.71247337e-08, | |
# -2.71247337e-08, | |
# -1.50000222e+00] | |
) | |
class StructTestS(StructTestFunction): | |
def f(self, x): | |
return ((x[0] - 0.5) ** 2 + (x[1] - 0.5) ** 2 | |
+ (x[2] - 0.5) ** 2 + (x[3] - 0.5) ** 2) | |
g = None | |
cons = wrap_constraints(g) | |
test_s = StructTestS(bounds=[(0, 2.0), ] * 4, | |
expected_fun=0.0, | |
expected_x=numpy.ones(4) - 0.5 | |
) | |
class StructTestTable(StructTestFunction): | |
def f(self, x): | |
if x[0] == 3.0 and x[1] == 3.0: | |
return 50 | |
else: | |
return 100 | |
g = None | |
cons = wrap_constraints(g) | |
test_table = StructTestTable(bounds=[(-10, 10), (-10, 10)], | |
expected_fun=[50], | |
expected_x=[3.0, 3.0]) | |
class StructTestInfeasible(StructTestFunction): | |
""" | |
Test function with no feasible domain. | |
""" | |
def f(self, x, *args): | |
return x[0] ** 2 + x[1] ** 2 | |
def g1(x): | |
return x[0] + x[1] - 1 | |
def g2(x): | |
return -(x[0] + x[1] - 1) | |
def g3(x): | |
return -x[0] + x[1] - 1 | |
def g4(x): | |
return -(-x[0] + x[1] - 1) | |
g = (g1, g2, g3, g4) | |
cons = wrap_constraints(g) | |
test_infeasible = StructTestInfeasible(bounds=[(2, 50), (-1, 1)], | |
expected_fun=None, | |
expected_x=None | |
) | |
def run_test(test, args=(), test_atol=1e-5, n=100, iters=None, | |
callback=None, minimizer_kwargs=None, options=None, | |
sampling_method='sobol', workers=1): | |
res = shgo(test.f, test.bounds, args=args, constraints=test.cons, | |
n=n, iters=iters, callback=callback, | |
minimizer_kwargs=minimizer_kwargs, options=options, | |
sampling_method=sampling_method, workers=workers) | |
print(f'res = {res}') | |
logging.info(f'res = {res}') | |
if test.expected_x is not None: | |
numpy.testing.assert_allclose(res.x, test.expected_x, | |
rtol=test_atol, | |
atol=test_atol) | |
# (Optional tests) | |
if test.expected_fun is not None: | |
numpy.testing.assert_allclose(res.fun, | |
test.expected_fun, | |
atol=test_atol) | |
if test.expected_xl is not None: | |
numpy.testing.assert_allclose(res.xl, | |
test.expected_xl, | |
atol=test_atol) | |
if test.expected_funl is not None: | |
numpy.testing.assert_allclose(res.funl, | |
test.expected_funl, | |
atol=test_atol) | |
return | |
# Base test functions: | |
class TestShgoSobolTestFunctions: | |
""" | |
Global optimisation tests with Sobol sampling: | |
""" | |
# Sobol algorithm | |
def test_f1_1_sobol(self): | |
"""Multivariate test function 1: | |
x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]""" | |
run_test(test1_1) | |
def test_f1_2_sobol(self): | |
"""Multivariate test function 1: | |
x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]""" | |
run_test(test1_2) | |
def test_f1_3_sobol(self): | |
"""Multivariate test function 1: | |
x[0]**2 + x[1]**2 with bounds=[(None, None),(None, None)]""" | |
options = {'disp': True} | |
run_test(test1_3, options=options) | |
def test_f2_1_sobol(self): | |
"""Univariate test function on | |
f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]""" | |
run_test(test2_1) | |
def test_f2_2_sobol(self): | |
"""Univariate test function on | |
f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]""" | |
run_test(test2_2) | |
def test_f3_sobol(self): | |
"""NLP: Hock and Schittkowski problem 18""" | |
run_test(test3_1) | |
def test_f4_sobol(self): | |
"""NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)""" | |
options = {'infty_constraints': False} | |
# run_test(test4_1, n=990, options=options) | |
run_test(test4_1, n=990 * 2, options=options) | |
def test_f5_1_sobol(self): | |
"""NLP: Eggholder, multimodal""" | |
# run_test(test5_1, n=30) | |
run_test(test5_1, n=60) | |
def test_f5_2_sobol(self): | |
"""NLP: Eggholder, multimodal""" | |
# run_test(test5_1, n=60, iters=5) | |
run_test(test5_1, n=60, iters=5) | |
# def test_t911(self): | |
# """1D tabletop function""" | |
# run_test(test11_1) | |
class TestShgoSimplicialTestFunctions: | |
""" | |
Global optimisation tests with Simplicial sampling: | |
""" | |
def test_f1_1_simplicial(self): | |
"""Multivariate test function 1: | |
x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]""" | |
run_test(test1_1, n=1, sampling_method='simplicial') | |
def test_f1_2_simplicial(self): | |
"""Multivariate test function 1: | |
x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]""" | |
run_test(test1_2, n=1, sampling_method='simplicial') | |
def test_f1_3_simplicial(self): | |
"""Multivariate test function 1: x[0]**2 + x[1]**2 | |
with bounds=[(None, None),(None, None)]""" | |
run_test(test1_3, n=5, sampling_method='simplicial') | |
def test_f2_1_simplicial(self): | |
"""Univariate test function on | |
f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]""" | |
options = {'minimize_every_iter': False} | |
run_test(test2_1, n=200, iters=7, options=options, | |
sampling_method='simplicial') | |
def test_f2_2_simplicial(self): | |
"""Univariate test function on | |
f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]""" | |
run_test(test2_2, n=1, sampling_method='simplicial') | |
def test_f3_simplicial(self): | |
"""NLP: Hock and Schittkowski problem 18""" | |
run_test(test3_1, n=1, sampling_method='simplicial') | |
def test_f4_simplicial(self): | |
"""NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)""" | |
run_test(test4_1, n=1, sampling_method='simplicial') | |
def test_lj_symmetry_old(self): | |
"""LJ: Symmetry-constrained test function""" | |
options = {'symmetry': True, | |
'disp': True} | |
args = (6,) # Number of atoms | |
run_test(testLJ, args=args, n=300, | |
options=options, iters=1, | |
sampling_method='simplicial') | |
def test_f5_1_lj_symmetry(self): | |
"""LJ: Symmetry constrained test function""" | |
options = {'symmetry': [0, ] * 6, | |
'disp': True} | |
args = (6,) # No. of atoms | |
run_test(testLJ, args=args, n=300, | |
options=options, iters=1, | |
sampling_method='simplicial') | |
def test_f5_2_cons_symmetry(self): | |
"""Symmetry constrained test function""" | |
options = {'symmetry': [0, 0], | |
'disp': True} | |
run_test(test1_1, n=200, | |
options=options, iters=1, | |
sampling_method='simplicial') | |
def test_f5_3_cons_symmetry(self): | |
"""Assymmetrically constrained test function""" | |
options = {'symmetry': [0, 0, 0, 3], | |
'disp': True} | |
run_test(test_s, n=10000, | |
options=options, | |
iters=1, | |
sampling_method='simplicial') | |
def test_f0_min_variance(self): | |
"""Return a minimum on a perfectly symmetric problem, based on | |
gh10429""" | |
avg = 0.5 # Given average value of x | |
cons = {'type': 'eq', 'fun': lambda x: numpy.mean(x) - avg} | |
# Minimize the variance of x under the given constraint | |
res = shgo(numpy.var, bounds=6 * [(0, 1)], constraints=cons) | |
assert res.success | |
assert_allclose(res.fun, 0, atol=1e-15) | |
assert_allclose(res.x, 0.5) | |
def test_f0_min_variance_1D(self): | |
"""Return a minimum on a perfectly symmetric 1D problem, based on | |
gh10538""" | |
def fun(x): | |
return x * (x - 1.0) * (x - 0.5) | |
bounds = [(0, 1)] | |
res = shgo(fun, bounds=bounds) | |
ref = minimize_scalar(fun, bounds=bounds[0]) | |
assert res.success | |
assert_allclose(res.fun, ref.fun) | |
assert_allclose(res.x, ref.x, rtol=1e-6) | |
# Argument test functions | |
class TestShgoArguments: | |
def test_1_1_simpl_iter(self): | |
"""Iterative simplicial sampling on TestFunction 1 (multivariate)""" | |
run_test(test1_2, n=None, iters=2, sampling_method='simplicial') | |
def test_1_2_simpl_iter(self): | |
"""Iterative simplicial on TestFunction 2 (univariate)""" | |
options = {'minimize_every_iter': False} | |
run_test(test2_1, n=None, iters=9, options=options, | |
sampling_method='simplicial') | |
def test_2_1_sobol_iter(self): | |
"""Iterative Sobol sampling on TestFunction 1 (multivariate)""" | |
run_test(test1_2, n=None, iters=1, sampling_method='sobol') | |
def test_2_2_sobol_iter(self): | |
"""Iterative Sobol sampling on TestFunction 2 (univariate)""" | |
res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons, | |
n=None, iters=1, sampling_method='sobol') | |
numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5, | |
atol=1e-5) | |
numpy.testing.assert_allclose(res.fun, test2_1.expected_fun, atol=1e-5) | |
def test_3_1_disp_simplicial(self): | |
"""Iterative sampling on TestFunction 1 and 2 (multi and univariate) | |
""" | |
def callback_func(x): | |
print("Local minimization callback test") | |
for test in [test1_1, test2_1]: | |
shgo(test.f, test.bounds, iters=1, | |
sampling_method='simplicial', | |
callback=callback_func, options={'disp': True}) | |
shgo(test.f, test.bounds, n=1, sampling_method='simplicial', | |
callback=callback_func, options={'disp': True}) | |
def test_3_2_disp_sobol(self): | |
"""Iterative sampling on TestFunction 1 and 2 (multi and univariate)""" | |
def callback_func(x): | |
print("Local minimization callback test") | |
for test in [test1_1, test2_1]: | |
shgo(test.f, test.bounds, iters=1, sampling_method='sobol', | |
callback=callback_func, options={'disp': True}) | |
shgo(test.f, test.bounds, n=1, sampling_method='simplicial', | |
callback=callback_func, options={'disp': True}) | |
def test_args_gh14589(self): | |
"""Using `args` used to cause `shgo` to fail; see #14589, #15986, | |
#16506""" | |
res = shgo(func=lambda x, y, z: x * z + y, bounds=[(0, 3)], args=(1, 2) | |
) | |
ref = shgo(func=lambda x: 2 * x + 1, bounds=[(0, 3)]) | |
assert_allclose(res.fun, ref.fun) | |
assert_allclose(res.x, ref.x) | |
def test_4_1_known_f_min(self): | |
"""Test known function minima stopping criteria""" | |
# Specify known function value | |
options = {'f_min': test4_1.expected_fun, | |
'f_tol': 1e-6, | |
'minimize_every_iter': True} | |
# TODO: Make default n higher for faster tests | |
run_test(test4_1, n=None, test_atol=1e-5, options=options, | |
sampling_method='simplicial') | |
def test_4_2_known_f_min(self): | |
"""Test Global mode limiting local evaluations""" | |
options = { # Specify known function value | |
'f_min': test4_1.expected_fun, | |
'f_tol': 1e-6, | |
# Specify number of local iterations to perform | |
'minimize_every_iter': True, | |
'local_iter': 1} | |
run_test(test4_1, n=None, test_atol=1e-5, options=options, | |
sampling_method='simplicial') | |
def test_4_4_known_f_min(self): | |
"""Test Global mode limiting local evaluations for 1D funcs""" | |
options = { # Specify known function value | |
'f_min': test2_1.expected_fun, | |
'f_tol': 1e-6, | |
# Specify number of local iterations to perform+ | |
'minimize_every_iter': True, | |
'local_iter': 1, | |
'infty_constraints': False} | |
res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons, | |
n=None, iters=None, options=options, | |
sampling_method='sobol') | |
numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5, | |
atol=1e-5) | |
def test_5_1_simplicial_argless(self): | |
"""Test Default simplicial sampling settings on TestFunction 1""" | |
res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons) | |
numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5, | |
atol=1e-5) | |
def test_5_2_sobol_argless(self): | |
"""Test Default sobol sampling settings on TestFunction 1""" | |
res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons, | |
sampling_method='sobol') | |
numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5, | |
atol=1e-5) | |
def test_6_1_simplicial_max_iter(self): | |
"""Test that maximum iteration option works on TestFunction 3""" | |
options = {'max_iter': 2} | |
res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons, | |
options=options, sampling_method='simplicial') | |
numpy.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5, | |
atol=1e-5) | |
numpy.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5) | |
def test_6_2_simplicial_min_iter(self): | |
"""Test that maximum iteration option works on TestFunction 3""" | |
options = {'min_iter': 2} | |
res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons, | |
options=options, sampling_method='simplicial') | |
numpy.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5, | |
atol=1e-5) | |
numpy.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5) | |
def test_7_1_minkwargs(self): | |
"""Test the minimizer_kwargs arguments for solvers with constraints""" | |
# Test solvers | |
for solver in ['COBYLA', 'SLSQP']: | |
# Note that passing global constraints to SLSQP is tested in other | |
# unittests which run test4_1 normally | |
minimizer_kwargs = {'method': solver, | |
'constraints': test3_1.cons} | |
run_test(test3_1, n=100, test_atol=1e-3, | |
minimizer_kwargs=minimizer_kwargs, | |
sampling_method='sobol') | |
def test_7_2_minkwargs(self): | |
"""Test the minimizer_kwargs default inits""" | |
minimizer_kwargs = {'ftol': 1e-5} | |
options = {'disp': True} # For coverage purposes | |
SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0], | |
minimizer_kwargs=minimizer_kwargs, options=options) | |
def test_7_3_minkwargs(self): | |
"""Test minimizer_kwargs arguments for solvers without constraints""" | |
for solver in ['Nelder-Mead', 'Powell', 'CG', 'BFGS', 'Newton-CG', | |
'L-BFGS-B', 'TNC', 'dogleg', 'trust-ncg', 'trust-exact', | |
'trust-krylov']: | |
def jac(x): | |
return numpy.array([2 * x[0], 2 * x[1]]).T | |
def hess(x): | |
return numpy.array([[2, 0], [0, 2]]) | |
minimizer_kwargs = {'method': solver, | |
'jac': jac, | |
'hess': hess} | |
logging.info(f"Solver = {solver}") | |
logging.info("=" * 100) | |
run_test(test1_1, n=100, test_atol=1e-3, | |
minimizer_kwargs=minimizer_kwargs, | |
sampling_method='sobol') | |
def test_8_homology_group_diff(self): | |
options = {'minhgrd': 1, | |
'minimize_every_iter': True} | |
run_test(test1_1, n=None, iters=None, options=options, | |
sampling_method='simplicial') | |
def test_9_cons_g(self): | |
"""Test single function constraint passing""" | |
SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0]) | |
def test_10_finite_time(self): | |
"""Test single function constraint passing""" | |
options = {'maxtime': 1e-15} | |
def f(x): | |
time.sleep(1e-14) | |
return 0.0 | |
res = shgo(f, test1_1.bounds, iters=5, options=options) | |
# Assert that only 1 rather than 5 requested iterations ran: | |
assert res.nit == 1 | |
def test_11_f_min_0(self): | |
"""Test to cover the case where f_lowest == 0""" | |
options = {'f_min': 0.0, | |
'disp': True} | |
res = shgo(test1_2.f, test1_2.bounds, n=10, iters=None, | |
options=options, sampling_method='sobol') | |
numpy.testing.assert_equal(0, res.x[0]) | |
numpy.testing.assert_equal(0, res.x[1]) | |
# @nottest | |
def test_12_sobol_inf_cons(self): | |
"""Test to cover the case where f_lowest == 0""" | |
# TODO: This test doesn't cover anything new, it is unknown what the | |
# original test was intended for as it was never complete. Delete or | |
# replace in the future. | |
options = {'maxtime': 1e-15, | |
'f_min': 0.0} | |
res = shgo(test1_2.f, test1_2.bounds, n=1, iters=None, | |
options=options, sampling_method='sobol') | |
numpy.testing.assert_equal(0.0, res.fun) | |
def test_13_high_sobol(self): | |
"""Test init of high-dimensional sobol sequences""" | |
def f(x): | |
return 0 | |
bounds = [(None, None), ] * 41 | |
SHGOc = SHGO(f, bounds, sampling_method='sobol') | |
# SHGOc.sobol_points(2, 50) | |
SHGOc.sampling_function(2, 50) | |
def test_14_local_iter(self): | |
"""Test limited local iterations for a pseudo-global mode""" | |
options = {'local_iter': 4} | |
run_test(test5_1, n=60, options=options) | |
def test_15_min_every_iter(self): | |
"""Test minimize every iter options and cover function cache""" | |
options = {'minimize_every_iter': True} | |
run_test(test1_1, n=1, iters=7, options=options, | |
sampling_method='sobol') | |
def test_16_disp_bounds_minimizer(self, capsys): | |
"""Test disp=True with minimizers that do not support bounds """ | |
options = {'disp': True} | |
minimizer_kwargs = {'method': 'nelder-mead'} | |
run_test(test1_2, sampling_method='simplicial', | |
options=options, minimizer_kwargs=minimizer_kwargs) | |
def test_17_custom_sampling(self): | |
"""Test the functionality to add custom sampling methods to shgo""" | |
def sample(n, d): | |
return numpy.random.uniform(size=(n, d)) | |
run_test(test1_1, n=30, sampling_method=sample) | |
def test_18_bounds_class(self): | |
# test that new and old bounds yield same result | |
def f(x): | |
return numpy.square(x).sum() | |
lb = [-6., 1., -5.] | |
ub = [-1., 3., 5.] | |
bounds_old = list(zip(lb, ub)) | |
bounds_new = Bounds(lb, ub) | |
res_old_bounds = shgo(f, bounds_old) | |
res_new_bounds = shgo(f, bounds_new) | |
assert res_new_bounds.nfev == res_old_bounds.nfev | |
assert res_new_bounds.message == res_old_bounds.message | |
assert res_new_bounds.success == res_old_bounds.success | |
x_opt = numpy.array([-1., 1., 0.]) | |
numpy.testing.assert_allclose(res_new_bounds.x, x_opt) | |
numpy.testing.assert_allclose(res_new_bounds.x, | |
res_old_bounds.x) | |
def test_19_parallelization(self): | |
"""Test the functionality to add custom sampling methods to shgo""" | |
with Pool(2) as p: | |
run_test(test1_1, n=30, workers=p.map) # Constrained | |
run_test(test1_1, n=30, workers=map) # Constrained | |
with Pool(2) as p: | |
run_test(test_s, n=30, workers=p.map) # Unconstrained | |
run_test(test_s, n=30, workers=map) # Unconstrained | |
def test_20_constrained_args(self): | |
"""Test that constraints can be passed to arguments""" | |
def eggholder(x): | |
return (-(x[1] + 47.0) | |
* numpy.sin(numpy.sqrt(abs(x[0] / 2.0 + (x[1] + 47.0)))) | |
- x[0] * numpy.sin(numpy.sqrt(abs(x[0] - (x[1] + 47.0)))) | |
) | |
def f(x): # (cattle-feed) | |
return 24.55 * x[0] + 26.75 * x[1] + 39 * x[2] + 40.50 * x[3] | |
bounds = [(0, 1.0), ] * 4 | |
def g1_modified(x, i): | |
return i * 2.3 * x[0] + i * 5.6 * x[1] + 11.1 * x[2] + 1.3 * x[ | |
3] - 5 # >=0 | |
def g2(x): | |
return (12 * x[0] + 11.9 * x[1] + 41.8 * x[2] + 52.1 * x[3] - 21 | |
- 1.645 * numpy.sqrt(0.28 * x[0] ** 2 + 0.19 * x[1] ** 2 | |
+ 20.5 * x[2] ** 2 + 0.62 * x[3] ** 2) | |
) # >=0 | |
def h1(x): | |
return x[0] + x[1] + x[2] + x[3] - 1 # == 0 | |
cons = ({'type': 'ineq', 'fun': g1_modified, "args": (0,)}, | |
{'type': 'ineq', 'fun': g2}, | |
{'type': 'eq', 'fun': h1}) | |
shgo(f, bounds, n=300, iters=1, constraints=cons) | |
# using constrain with arguments AND sampling method sobol | |
shgo(f, bounds, n=300, iters=1, constraints=cons, | |
sampling_method='sobol') | |
def test_21_1_jac_true(self): | |
"""Test that shgo can handle objective functions that return the | |
gradient alongside the objective value. Fixes gh-13547""" | |
# previous | |
def func(x): | |
return numpy.sum(numpy.power(x, 2)), 2 * x | |
shgo( | |
func, | |
bounds=[[-1, 1], [1, 2]], | |
n=100, iters=5, | |
sampling_method="sobol", | |
minimizer_kwargs={'method': 'SLSQP', 'jac': True} | |
) | |
# new | |
def func(x): | |
return numpy.sum(x ** 2), 2 * x | |
bounds = [[-1, 1], [1, 2], [-1, 1], [1, 2], [0, 3]] | |
res = shgo(func, bounds=bounds, sampling_method="sobol", | |
minimizer_kwargs={'method': 'SLSQP', 'jac': True}) | |
ref = minimize(func, x0=[1, 1, 1, 1, 1], bounds=bounds, | |
jac=True) | |
assert res.success | |
assert_allclose(res.fun, ref.fun) | |
assert_allclose(res.x, ref.x, atol=1e-15) | |
def test_21_2_derivative_options(self, derivative): | |
"""shgo used to raise an error when passing `options` with 'jac' | |
# see gh-12963. check that this is resolved | |
""" | |
def objective(x): | |
return 3 * x[0] * x[0] + 2 * x[0] + 5 | |
def gradient(x): | |
return 6 * x[0] + 2 | |
def hess(x): | |
return 6 | |
def hessp(x, p): | |
return 6 * p | |
derivative_funcs = {'jac': gradient, 'hess': hess, 'hessp': hessp} | |
options = {derivative: derivative_funcs[derivative]} | |
minimizer_kwargs = {'method': 'trust-constr'} | |
bounds = [(-100, 100)] | |
res = shgo(objective, bounds, minimizer_kwargs=minimizer_kwargs, | |
options=options) | |
ref = minimize(objective, x0=[0], bounds=bounds, **minimizer_kwargs, | |
**options) | |
assert res.success | |
numpy.testing.assert_allclose(res.fun, ref.fun) | |
numpy.testing.assert_allclose(res.x, ref.x) | |
def test_21_3_hess_options_rosen(self): | |
"""Ensure the Hessian gets passed correctly to the local minimizer | |
routine. Previous report gh-14533. | |
""" | |
bounds = [(0, 1.6), (0, 1.6), (0, 1.4), (0, 1.4), (0, 1.4)] | |
options = {'jac': rosen_der, 'hess': rosen_hess} | |
minimizer_kwargs = {'method': 'Newton-CG'} | |
res = shgo(rosen, bounds, minimizer_kwargs=minimizer_kwargs, | |
options=options) | |
ref = minimize(rosen, numpy.zeros(5), method='Newton-CG', | |
**options) | |
assert res.success | |
assert_allclose(res.fun, ref.fun) | |
assert_allclose(res.x, ref.x, atol=1e-15) | |
def test_21_arg_tuple_sobol(self): | |
"""shgo used to raise an error when passing `args` with Sobol sampling | |
# see gh-12114. check that this is resolved""" | |
def fun(x, k): | |
return x[0] ** k | |
constraints = ({'type': 'ineq', 'fun': lambda x: x[0] - 1}) | |
bounds = [(0, 10)] | |
res = shgo(fun, bounds, args=(1,), constraints=constraints, | |
sampling_method='sobol') | |
ref = minimize(fun, numpy.zeros(1), bounds=bounds, args=(1,), | |
constraints=constraints) | |
assert res.success | |
assert_allclose(res.fun, ref.fun) | |
assert_allclose(res.x, ref.x) | |
# Failure test functions | |
class TestShgoFailures: | |
def test_1_maxiter(self): | |
"""Test failure on insufficient iterations""" | |
options = {'maxiter': 2} | |
res = shgo(test4_1.f, test4_1.bounds, n=2, iters=None, | |
options=options, sampling_method='sobol') | |
numpy.testing.assert_equal(False, res.success) | |
# numpy.testing.assert_equal(4, res.nfev) | |
numpy.testing.assert_equal(4, res.tnev) | |
def test_2_sampling(self): | |
"""Rejection of unknown sampling method""" | |
assert_raises(ValueError, shgo, test1_1.f, test1_1.bounds, | |
sampling_method='not_Sobol') | |
def test_3_1_no_min_pool_sobol(self): | |
"""Check that the routine stops when no minimiser is found | |
after maximum specified function evaluations""" | |
options = {'maxfev': 10, | |
# 'maxev': 10, | |
'disp': True} | |
res = shgo(test_table.f, test_table.bounds, n=3, options=options, | |
sampling_method='sobol') | |
numpy.testing.assert_equal(False, res.success) | |
# numpy.testing.assert_equal(9, res.nfev) | |
numpy.testing.assert_equal(12, res.nfev) | |
def test_3_2_no_min_pool_simplicial(self): | |
"""Check that the routine stops when no minimiser is found | |
after maximum specified sampling evaluations""" | |
options = {'maxev': 10, | |
'disp': True} | |
res = shgo(test_table.f, test_table.bounds, n=3, options=options, | |
sampling_method='simplicial') | |
numpy.testing.assert_equal(False, res.success) | |
def test_4_1_bound_err(self): | |
"""Specified bounds ub > lb""" | |
bounds = [(6, 3), (3, 5)] | |
assert_raises(ValueError, shgo, test1_1.f, bounds) | |
def test_4_2_bound_err(self): | |
"""Specified bounds are of the form (lb, ub)""" | |
bounds = [(3, 5, 5), (3, 5)] | |
assert_raises(ValueError, shgo, test1_1.f, bounds) | |
def test_5_1_1_infeasible_sobol(self): | |
"""Ensures the algorithm terminates on infeasible problems | |
after maxev is exceeded. Use infty constraints option""" | |
options = {'maxev': 100, | |
'disp': True} | |
res = shgo(test_infeasible.f, test_infeasible.bounds, | |
constraints=test_infeasible.cons, n=100, options=options, | |
sampling_method='sobol') | |
numpy.testing.assert_equal(False, res.success) | |
def test_5_1_2_infeasible_sobol(self): | |
"""Ensures the algorithm terminates on infeasible problems | |
after maxev is exceeded. Do not use infty constraints option""" | |
options = {'maxev': 100, | |
'disp': True, | |
'infty_constraints': False} | |
res = shgo(test_infeasible.f, test_infeasible.bounds, | |
constraints=test_infeasible.cons, n=100, options=options, | |
sampling_method='sobol') | |
numpy.testing.assert_equal(False, res.success) | |
def test_5_2_infeasible_simplicial(self): | |
"""Ensures the algorithm terminates on infeasible problems | |
after maxev is exceeded.""" | |
options = {'maxev': 1000, | |
'disp': False} | |
res = shgo(test_infeasible.f, test_infeasible.bounds, | |
constraints=test_infeasible.cons, n=100, options=options, | |
sampling_method='simplicial') | |
numpy.testing.assert_equal(False, res.success) | |
def test_6_1_lower_known_f_min(self): | |
"""Test Global mode limiting local evaluations with f* too high""" | |
options = { # Specify known function value | |
'f_min': test2_1.expected_fun + 2.0, | |
'f_tol': 1e-6, | |
# Specify number of local iterations to perform+ | |
'minimize_every_iter': True, | |
'local_iter': 1, | |
'infty_constraints': False} | |
args = (test2_1.f, test2_1.bounds) | |
kwargs = {'constraints': test2_1.cons, | |
'n': None, | |
'iters': None, | |
'options': options, | |
'sampling_method': 'sobol' | |
} | |
warns(UserWarning, shgo, *args, **kwargs) | |
def test(self): | |
from scipy.optimize import rosen, shgo | |
bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)] | |
def fun(x): | |
fun.nfev += 1 | |
return rosen(x) | |
fun.nfev = 0 | |
result = shgo(fun, bounds) | |
print(result.x, result.fun, fun.nfev) # 50 | |
# Returns | |
class TestShgoReturns: | |
def test_1_nfev_simplicial(self): | |
bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)] | |
def fun(x): | |
fun.nfev += 1 | |
return rosen(x) | |
fun.nfev = 0 | |
result = shgo(fun, bounds) | |
numpy.testing.assert_equal(fun.nfev, result.nfev) | |
def test_1_nfev_sobol(self): | |
bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)] | |
def fun(x): | |
fun.nfev += 1 | |
return rosen(x) | |
fun.nfev = 0 | |
result = shgo(fun, bounds, sampling_method='sobol') | |
numpy.testing.assert_equal(fun.nfev, result.nfev) | |
def test_vector_constraint(): | |
# gh15514 | |
def quad(x): | |
x = np.asarray(x) | |
return [np.sum(x ** 2)] | |
nlc = NonlinearConstraint(quad, [2.2], [3]) | |
oldc = new_constraint_to_old(nlc, np.array([1.0, 1.0])) | |
res = shgo(rosen, [(0, 10), (0, 10)], constraints=oldc, sampling_method='sobol') | |
assert np.all(np.sum((res.x)**2) >= 2.2) | |
assert np.all(np.sum((res.x) ** 2) <= 3.0) | |
assert res.success | |
def test_trust_constr(): | |
def quad(x): | |
x = np.asarray(x) | |
return [np.sum(x ** 2)] | |
nlc = NonlinearConstraint(quad, [2.6], [3]) | |
minimizer_kwargs = {'method': 'trust-constr'} | |
# note that we don't supply the constraints in minimizer_kwargs, | |
# so if the final result obeys the constraints we know that shgo | |
# passed them on to 'trust-constr' | |
res = shgo( | |
rosen, | |
[(0, 10), (0, 10)], | |
constraints=nlc, | |
sampling_method='sobol', | |
minimizer_kwargs=minimizer_kwargs | |
) | |
assert np.all(np.sum((res.x)**2) >= 2.6) | |
assert np.all(np.sum((res.x) ** 2) <= 3.0) | |
assert res.success | |
def test_equality_constraints(): | |
# gh16260 | |
bounds = [(0.9, 4.0)] * 2 # Constrain probabilities to 0 and 1. | |
def faulty(x): | |
return x[0] + x[1] | |
nlc = NonlinearConstraint(faulty, 3.9, 3.9) | |
res = shgo(rosen, bounds=bounds, constraints=nlc) | |
assert_allclose(np.sum(res.x), 3.9) | |
def faulty(x): | |
return x[0] + x[1] - 3.9 | |
constraints = {'type': 'eq', 'fun': faulty} | |
res = shgo(rosen, bounds=bounds, constraints=constraints) | |
assert_allclose(np.sum(res.x), 3.9) | |
bounds = [(0, 1.0)] * 4 | |
# sum of variable should equal 1. | |
def faulty(x): | |
return x[0] + x[1] + x[2] + x[3] - 1 | |
# options = {'minimize_every_iter': True, 'local_iter':10} | |
constraints = {'type': 'eq', 'fun': faulty} | |
res = shgo( | |
lambda x: - np.prod(x), | |
bounds=bounds, | |
constraints=constraints, | |
sampling_method='sobol' | |
) | |
assert_allclose(np.sum(res.x), 1.0) | |
def test_gh16971(): | |
def cons(x): | |
return np.sum(x**2) - 0 | |
c = {'fun': cons, 'type': 'ineq'} | |
minimizer_kwargs = { | |
'method': 'COBYLA', | |
'options': {'rhobeg': 5, 'tol': 5e-1, 'catol': 0.05} | |
} | |
s = SHGO( | |
rosen, [(0, 10)]*2, constraints=c, minimizer_kwargs=minimizer_kwargs | |
) | |
assert s.minimizer_kwargs['method'].lower() == 'cobyla' | |
assert s.minimizer_kwargs['options']['catol'] == 0.05 | |