diff --git "a/venv/lib/python3.10/site-packages/scipy/optimize/_optimize.py" "b/venv/lib/python3.10/site-packages/scipy/optimize/_optimize.py" new file mode 100644--- /dev/null +++ "b/venv/lib/python3.10/site-packages/scipy/optimize/_optimize.py" @@ -0,0 +1,4092 @@ +#__docformat__ = "restructuredtext en" +# ******NOTICE*************** +# optimize.py module by Travis E. Oliphant +# +# You may copy and use this module as you see fit with no +# guarantee implied provided you keep this notice in all copies. +# *****END NOTICE************ + +# A collection of optimization algorithms. Version 0.5 +# CHANGES +# Added fminbound (July 2001) +# Added brute (Aug. 2002) +# Finished line search satisfying strong Wolfe conditions (Mar. 2004) +# Updated strong Wolfe conditions line search to use +# cubic-interpolation (Mar. 2004) + + +# Minimization routines + +__all__ = ['fmin', 'fmin_powell', 'fmin_bfgs', 'fmin_ncg', 'fmin_cg', + 'fminbound', 'brent', 'golden', 'bracket', 'rosen', 'rosen_der', + 'rosen_hess', 'rosen_hess_prod', 'brute', 'approx_fprime', + 'line_search', 'check_grad', 'OptimizeResult', 'show_options', + 'OptimizeWarning'] + +__docformat__ = "restructuredtext en" + +import math +import warnings +import sys +import inspect +from numpy import (atleast_1d, eye, argmin, zeros, shape, squeeze, + asarray, sqrt) +import numpy as np +from scipy.linalg import cholesky, issymmetric, LinAlgError +from scipy.sparse.linalg import LinearOperator +from ._linesearch import (line_search_wolfe1, line_search_wolfe2, + line_search_wolfe2 as line_search, + LineSearchWarning) +from ._numdiff import approx_derivative +from scipy._lib._util import getfullargspec_no_self as _getfullargspec +from scipy._lib._util import (MapWrapper, check_random_state, _RichResult, + _call_callback_maybe_halt) +from scipy.optimize._differentiable_functions import ScalarFunction, FD_METHODS + + +# standard status messages of optimizers +_status_message = {'success': 'Optimization terminated successfully.', + 'maxfev': 'Maximum number of function evaluations has ' + 'been exceeded.', + 'maxiter': 'Maximum number of iterations has been ' + 'exceeded.', + 'pr_loss': 'Desired error not necessarily achieved due ' + 'to precision loss.', + 'nan': 'NaN result encountered.', + 'out_of_bounds': 'The result is outside of the provided ' + 'bounds.'} + + +class MemoizeJac: + """ Decorator that caches the return values of a function returning `(fun, grad)` + each time it is called. """ + + def __init__(self, fun): + self.fun = fun + self.jac = None + self._value = None + self.x = None + + def _compute_if_needed(self, x, *args): + if not np.all(x == self.x) or self._value is None or self.jac is None: + self.x = np.asarray(x).copy() + fg = self.fun(x, *args) + self.jac = fg[1] + self._value = fg[0] + + def __call__(self, x, *args): + """ returns the function value """ + self._compute_if_needed(x, *args) + return self._value + + def derivative(self, x, *args): + self._compute_if_needed(x, *args) + return self.jac + + +def _wrap_callback(callback, method=None): + """Wrap a user-provided callback so that attributes can be attached.""" + if callback is None or method in {'tnc', 'slsqp', 'cobyla'}: + return callback # don't wrap + + sig = inspect.signature(callback) + + if set(sig.parameters) == {'intermediate_result'}: + def wrapped_callback(res): + return callback(intermediate_result=res) + elif method == 'trust-constr': + def wrapped_callback(res): + return callback(np.copy(res.x), res) + elif method == 'differential_evolution': + def wrapped_callback(res): + return callback(np.copy(res.x), res.convergence) + else: + def wrapped_callback(res): + return callback(np.copy(res.x)) + + wrapped_callback.stop_iteration = False + return wrapped_callback + + +class OptimizeResult(_RichResult): + """ + Represents the optimization result. + + Attributes + ---------- + x : ndarray + The solution of the optimization. + success : bool + Whether or not the optimizer exited successfully. + status : int + Termination status of the optimizer. Its value depends on the + underlying solver. Refer to `message` for details. + message : str + Description of the cause of the termination. + fun, jac, hess: ndarray + Values of objective function, its Jacobian and its Hessian (if + available). The Hessians may be approximations, see the documentation + of the function in question. + hess_inv : object + Inverse of the objective function's Hessian; may be an approximation. + Not available for all solvers. The type of this attribute may be + either np.ndarray or scipy.sparse.linalg.LinearOperator. + nfev, njev, nhev : int + Number of evaluations of the objective functions and of its + Jacobian and Hessian. + nit : int + Number of iterations performed by the optimizer. + maxcv : float + The maximum constraint violation. + + Notes + ----- + Depending on the specific solver being used, `OptimizeResult` may + not have all attributes listed here, and they may have additional + attributes not listed here. Since this class is essentially a + subclass of dict with attribute accessors, one can see which + attributes are available using the `OptimizeResult.keys` method. + + """ + pass + + +class OptimizeWarning(UserWarning): + pass + +def _check_positive_definite(Hk): + def is_pos_def(A): + if issymmetric(A): + try: + cholesky(A) + return True + except LinAlgError: + return False + else: + return False + if Hk is not None: + if not is_pos_def(Hk): + raise ValueError("'hess_inv0' matrix isn't positive definite.") + + +def _check_unknown_options(unknown_options): + if unknown_options: + msg = ", ".join(map(str, unknown_options.keys())) + # Stack level 4: this is called from _minimize_*, which is + # called from another function in SciPy. Level 4 is the first + # level in user code. + warnings.warn("Unknown solver options: %s" % msg, OptimizeWarning, stacklevel=4) + + +def is_finite_scalar(x): + """Test whether `x` is either a finite scalar or a finite array scalar. + + """ + return np.size(x) == 1 and np.isfinite(x) + + +_epsilon = sqrt(np.finfo(float).eps) + + +def vecnorm(x, ord=2): + if ord == np.inf: + return np.amax(np.abs(x)) + elif ord == -np.inf: + return np.amin(np.abs(x)) + else: + return np.sum(np.abs(x)**ord, axis=0)**(1.0 / ord) + + +def _prepare_scalar_function(fun, x0, jac=None, args=(), bounds=None, + epsilon=None, finite_diff_rel_step=None, + hess=None): + """ + Creates a ScalarFunction object for use with scalar minimizers + (BFGS/LBFGSB/SLSQP/TNC/CG/etc). + + Parameters + ---------- + fun : callable + The objective function to be minimized. + + ``fun(x, *args) -> float`` + + where ``x`` is an 1-D array with shape (n,) and ``args`` + is a tuple of the fixed parameters needed to completely + specify the function. + x0 : ndarray, shape (n,) + Initial guess. Array of real elements of size (n,), + where 'n' is the number of independent variables. + jac : {callable, '2-point', '3-point', 'cs', None}, optional + Method for computing the gradient vector. If it is a callable, it + should be a function that returns the gradient vector: + + ``jac(x, *args) -> array_like, shape (n,)`` + + If one of `{'2-point', '3-point', 'cs'}` is selected then the gradient + is calculated with a relative step for finite differences. If `None`, + then two-point finite differences with an absolute step is used. + args : tuple, optional + Extra arguments passed to the objective function and its + derivatives (`fun`, `jac` functions). + bounds : sequence, optional + Bounds on variables. 'new-style' bounds are required. + eps : float or ndarray + If `jac is None` the absolute step size used for numerical + approximation of the jacobian via forward differences. + finite_diff_rel_step : None or array_like, optional + If `jac in ['2-point', '3-point', 'cs']` the relative step size to + use for numerical approximation of the jacobian. The absolute step + size is computed as ``h = rel_step * sign(x0) * max(1, abs(x0))``, + possibly adjusted to fit into the bounds. For ``jac='3-point'`` + the sign of `h` is ignored. If None (default) then step is selected + automatically. + hess : {callable, '2-point', '3-point', 'cs', None} + Computes the Hessian matrix. If it is callable, it should return the + Hessian matrix: + + ``hess(x, *args) -> {LinearOperator, spmatrix, array}, (n, n)`` + + Alternatively, the keywords {'2-point', '3-point', 'cs'} select a + finite difference scheme for numerical estimation. + Whenever the gradient is estimated via finite-differences, the Hessian + cannot be estimated with options {'2-point', '3-point', 'cs'} and needs + to be estimated using one of the quasi-Newton strategies. + + Returns + ------- + sf : ScalarFunction + """ + if callable(jac): + grad = jac + elif jac in FD_METHODS: + # epsilon is set to None so that ScalarFunction is made to use + # rel_step + epsilon = None + grad = jac + else: + # default (jac is None) is to do 2-point finite differences with + # absolute step size. ScalarFunction has to be provided an + # epsilon value that is not None to use absolute steps. This is + # normally the case from most _minimize* methods. + grad = '2-point' + epsilon = epsilon + + if hess is None: + # ScalarFunction requires something for hess, so we give a dummy + # implementation here if nothing is provided, return a value of None + # so that downstream minimisers halt. The results of `fun.hess` + # should not be used. + def hess(x, *args): + return None + + if bounds is None: + bounds = (-np.inf, np.inf) + + # ScalarFunction caches. Reuse of fun(x) during grad + # calculation reduces overall function evaluations. + sf = ScalarFunction(fun, x0, args, grad, hess, + finite_diff_rel_step, bounds, epsilon=epsilon) + + return sf + + +def _clip_x_for_func(func, bounds): + # ensures that x values sent to func are clipped to bounds + + # this is used as a mitigation for gh11403, slsqp/tnc sometimes + # suggest a move that is outside the limits by 1 or 2 ULP. This + # unclean fix makes sure x is strictly within bounds. + def eval(x): + x = _check_clip_x(x, bounds) + return func(x) + + return eval + + +def _check_clip_x(x, bounds): + if (x < bounds[0]).any() or (x > bounds[1]).any(): + warnings.warn("Values in x were outside bounds during a " + "minimize step, clipping to bounds", + RuntimeWarning, stacklevel=3) + x = np.clip(x, bounds[0], bounds[1]) + return x + + return x + + +def rosen(x): + """ + The Rosenbrock function. + + The function computed is:: + + sum(100.0*(x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0) + + Parameters + ---------- + x : array_like + 1-D array of points at which the Rosenbrock function is to be computed. + + Returns + ------- + f : float + The value of the Rosenbrock function. + + See Also + -------- + rosen_der, rosen_hess, rosen_hess_prod + + Examples + -------- + >>> import numpy as np + >>> from scipy.optimize import rosen + >>> X = 0.1 * np.arange(10) + >>> rosen(X) + 76.56 + + For higher-dimensional input ``rosen`` broadcasts. + In the following example, we use this to plot a 2D landscape. + Note that ``rosen_hess`` does not broadcast in this manner. + + >>> import matplotlib.pyplot as plt + >>> from mpl_toolkits.mplot3d import Axes3D + >>> x = np.linspace(-1, 1, 50) + >>> X, Y = np.meshgrid(x, x) + >>> ax = plt.subplot(111, projection='3d') + >>> ax.plot_surface(X, Y, rosen([X, Y])) + >>> plt.show() + """ + x = asarray(x) + r = np.sum(100.0 * (x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0, + axis=0) + return r + + +def rosen_der(x): + """ + The derivative (i.e. gradient) of the Rosenbrock function. + + Parameters + ---------- + x : array_like + 1-D array of points at which the derivative is to be computed. + + Returns + ------- + rosen_der : (N,) ndarray + The gradient of the Rosenbrock function at `x`. + + See Also + -------- + rosen, rosen_hess, rosen_hess_prod + + Examples + -------- + >>> import numpy as np + >>> from scipy.optimize import rosen_der + >>> X = 0.1 * np.arange(9) + >>> rosen_der(X) + array([ -2. , 10.6, 15.6, 13.4, 6.4, -3. , -12.4, -19.4, 62. ]) + + """ + x = asarray(x) + xm = x[1:-1] + xm_m1 = x[:-2] + xm_p1 = x[2:] + der = np.zeros_like(x) + der[1:-1] = (200 * (xm - xm_m1**2) - + 400 * (xm_p1 - xm**2) * xm - 2 * (1 - xm)) + der[0] = -400 * x[0] * (x[1] - x[0]**2) - 2 * (1 - x[0]) + der[-1] = 200 * (x[-1] - x[-2]**2) + return der + + +def rosen_hess(x): + """ + The Hessian matrix of the Rosenbrock function. + + Parameters + ---------- + x : array_like + 1-D array of points at which the Hessian matrix is to be computed. + + Returns + ------- + rosen_hess : ndarray + The Hessian matrix of the Rosenbrock function at `x`. + + See Also + -------- + rosen, rosen_der, rosen_hess_prod + + Examples + -------- + >>> import numpy as np + >>> from scipy.optimize import rosen_hess + >>> X = 0.1 * np.arange(4) + >>> rosen_hess(X) + array([[-38., 0., 0., 0.], + [ 0., 134., -40., 0.], + [ 0., -40., 130., -80.], + [ 0., 0., -80., 200.]]) + + """ + x = atleast_1d(x) + H = np.diag(-400 * x[:-1], 1) - np.diag(400 * x[:-1], -1) + diagonal = np.zeros(len(x), dtype=x.dtype) + diagonal[0] = 1200 * x[0]**2 - 400 * x[1] + 2 + diagonal[-1] = 200 + diagonal[1:-1] = 202 + 1200 * x[1:-1]**2 - 400 * x[2:] + H = H + np.diag(diagonal) + return H + + +def rosen_hess_prod(x, p): + """ + Product of the Hessian matrix of the Rosenbrock function with a vector. + + Parameters + ---------- + x : array_like + 1-D array of points at which the Hessian matrix is to be computed. + p : array_like + 1-D array, the vector to be multiplied by the Hessian matrix. + + Returns + ------- + rosen_hess_prod : ndarray + The Hessian matrix of the Rosenbrock function at `x` multiplied + by the vector `p`. + + See Also + -------- + rosen, rosen_der, rosen_hess + + Examples + -------- + >>> import numpy as np + >>> from scipy.optimize import rosen_hess_prod + >>> X = 0.1 * np.arange(9) + >>> p = 0.5 * np.arange(9) + >>> rosen_hess_prod(X, p) + array([ -0., 27., -10., -95., -192., -265., -278., -195., -180.]) + + """ + x = atleast_1d(x) + Hp = np.zeros(len(x), dtype=x.dtype) + Hp[0] = (1200 * x[0]**2 - 400 * x[1] + 2) * p[0] - 400 * x[0] * p[1] + Hp[1:-1] = (-400 * x[:-2] * p[:-2] + + (202 + 1200 * x[1:-1]**2 - 400 * x[2:]) * p[1:-1] - + 400 * x[1:-1] * p[2:]) + Hp[-1] = -400 * x[-2] * p[-2] + 200*p[-1] + return Hp + + +def _wrap_scalar_function(function, args): + # wraps a minimizer function to count number of evaluations + # and to easily provide an args kwd. + ncalls = [0] + if function is None: + return ncalls, None + + def function_wrapper(x, *wrapper_args): + ncalls[0] += 1 + # A copy of x is sent to the user function (gh13740) + fx = function(np.copy(x), *(wrapper_args + args)) + # Ideally, we'd like to a have a true scalar returned from f(x). For + # backwards-compatibility, also allow np.array([1.3]), np.array([[1.3]]) etc. + if not np.isscalar(fx): + try: + fx = np.asarray(fx).item() + except (TypeError, ValueError) as e: + raise ValueError("The user-provided objective function " + "must return a scalar value.") from e + return fx + + return ncalls, function_wrapper + + +class _MaxFuncCallError(RuntimeError): + pass + + +def _wrap_scalar_function_maxfun_validation(function, args, maxfun): + # wraps a minimizer function to count number of evaluations + # and to easily provide an args kwd. + ncalls = [0] + if function is None: + return ncalls, None + + def function_wrapper(x, *wrapper_args): + if ncalls[0] >= maxfun: + raise _MaxFuncCallError("Too many function calls") + ncalls[0] += 1 + # A copy of x is sent to the user function (gh13740) + fx = function(np.copy(x), *(wrapper_args + args)) + # Ideally, we'd like to a have a true scalar returned from f(x). For + # backwards-compatibility, also allow np.array([1.3]), + # np.array([[1.3]]) etc. + if not np.isscalar(fx): + try: + fx = np.asarray(fx).item() + except (TypeError, ValueError) as e: + raise ValueError("The user-provided objective function " + "must return a scalar value.") from e + return fx + + return ncalls, function_wrapper + + +def fmin(func, x0, args=(), xtol=1e-4, ftol=1e-4, maxiter=None, maxfun=None, + full_output=0, disp=1, retall=0, callback=None, initial_simplex=None): + """ + Minimize a function using the downhill simplex algorithm. + + This algorithm only uses function values, not derivatives or second + derivatives. + + Parameters + ---------- + func : callable func(x,*args) + The objective function to be minimized. + x0 : ndarray + Initial guess. + args : tuple, optional + Extra arguments passed to func, i.e., ``f(x,*args)``. + xtol : float, optional + Absolute error in xopt between iterations that is acceptable for + convergence. + ftol : number, optional + Absolute error in func(xopt) between iterations that is acceptable for + convergence. + maxiter : int, optional + Maximum number of iterations to perform. + maxfun : number, optional + Maximum number of function evaluations to make. + full_output : bool, optional + Set to True if fopt and warnflag outputs are desired. + disp : bool, optional + Set to True to print convergence messages. + retall : bool, optional + Set to True to return list of solutions at each iteration. + callback : callable, optional + Called after each iteration, as callback(xk), where xk is the + current parameter vector. + initial_simplex : array_like of shape (N + 1, N), optional + Initial simplex. If given, overrides `x0`. + ``initial_simplex[j,:]`` should contain the coordinates of + the jth vertex of the ``N+1`` vertices in the simplex, where + ``N`` is the dimension. + + Returns + ------- + xopt : ndarray + Parameter that minimizes function. + fopt : float + Value of function at minimum: ``fopt = func(xopt)``. + iter : int + Number of iterations performed. + funcalls : int + Number of function calls made. + warnflag : int + 1 : Maximum number of function evaluations made. + 2 : Maximum number of iterations reached. + allvecs : list + Solution at each iteration. + + See also + -------- + minimize: Interface to minimization algorithms for multivariate + functions. See the 'Nelder-Mead' `method` in particular. + + Notes + ----- + Uses a Nelder-Mead simplex algorithm to find the minimum of function of + one or more variables. + + This algorithm has a long history of successful use in applications. + But it will usually be slower than an algorithm that uses first or + second derivative information. In practice, it can have poor + performance in high-dimensional problems and is not robust to + minimizing complicated functions. Additionally, there currently is no + complete theory describing when the algorithm will successfully + converge to the minimum, or how fast it will if it does. Both the ftol and + xtol criteria must be met for convergence. + + Examples + -------- + >>> def f(x): + ... return x**2 + + >>> from scipy import optimize + + >>> minimum = optimize.fmin(f, 1) + Optimization terminated successfully. + Current function value: 0.000000 + Iterations: 17 + Function evaluations: 34 + >>> minimum[0] + -8.8817841970012523e-16 + + References + ---------- + .. [1] Nelder, J.A. and Mead, R. (1965), "A simplex method for function + minimization", The Computer Journal, 7, pp. 308-313 + + .. [2] Wright, M.H. (1996), "Direct Search Methods: Once Scorned, Now + Respectable", in Numerical Analysis 1995, Proceedings of the + 1995 Dundee Biennial Conference in Numerical Analysis, D.F. + Griffiths and G.A. Watson (Eds.), Addison Wesley Longman, + Harlow, UK, pp. 191-208. + + """ + opts = {'xatol': xtol, + 'fatol': ftol, + 'maxiter': maxiter, + 'maxfev': maxfun, + 'disp': disp, + 'return_all': retall, + 'initial_simplex': initial_simplex} + + callback = _wrap_callback(callback) + res = _minimize_neldermead(func, x0, args, callback=callback, **opts) + if full_output: + retlist = res['x'], res['fun'], res['nit'], res['nfev'], res['status'] + if retall: + retlist += (res['allvecs'], ) + return retlist + else: + if retall: + return res['x'], res['allvecs'] + else: + return res['x'] + + +def _minimize_neldermead(func, x0, args=(), callback=None, + maxiter=None, maxfev=None, disp=False, + return_all=False, initial_simplex=None, + xatol=1e-4, fatol=1e-4, adaptive=False, bounds=None, + **unknown_options): + """ + Minimization of scalar function of one or more variables using the + Nelder-Mead algorithm. + + Options + ------- + disp : bool + Set to True to print convergence messages. + maxiter, maxfev : int + Maximum allowed number of iterations and function evaluations. + Will default to ``N*200``, where ``N`` is the number of + variables, if neither `maxiter` or `maxfev` is set. If both + `maxiter` and `maxfev` are set, minimization will stop at the + first reached. + return_all : bool, optional + Set to True to return a list of the best solution at each of the + iterations. + initial_simplex : array_like of shape (N + 1, N) + Initial simplex. If given, overrides `x0`. + ``initial_simplex[j,:]`` should contain the coordinates of + the jth vertex of the ``N+1`` vertices in the simplex, where + ``N`` is the dimension. + xatol : float, optional + Absolute error in xopt between iterations that is acceptable for + convergence. + fatol : number, optional + Absolute error in func(xopt) between iterations that is acceptable for + convergence. + adaptive : bool, optional + Adapt algorithm parameters to dimensionality of problem. Useful for + high-dimensional minimization [1]_. + bounds : sequence or `Bounds`, optional + Bounds on variables. There are two ways to specify the bounds: + + 1. Instance of `Bounds` class. + 2. Sequence of ``(min, max)`` pairs for each element in `x`. None + is used to specify no bound. + + Note that this just clips all vertices in simplex based on + the bounds. + + References + ---------- + .. [1] Gao, F. and Han, L. + Implementing the Nelder-Mead simplex algorithm with adaptive + parameters. 2012. Computational Optimization and Applications. + 51:1, pp. 259-277 + + """ + _check_unknown_options(unknown_options) + maxfun = maxfev + retall = return_all + + x0 = np.atleast_1d(x0).flatten() + dtype = x0.dtype if np.issubdtype(x0.dtype, np.inexact) else np.float64 + x0 = np.asarray(x0, dtype=dtype) + + if adaptive: + dim = float(len(x0)) + rho = 1 + chi = 1 + 2/dim + psi = 0.75 - 1/(2*dim) + sigma = 1 - 1/dim + else: + rho = 1 + chi = 2 + psi = 0.5 + sigma = 0.5 + + nonzdelt = 0.05 + zdelt = 0.00025 + + if bounds is not None: + lower_bound, upper_bound = bounds.lb, bounds.ub + # check bounds + if (lower_bound > upper_bound).any(): + raise ValueError("Nelder Mead - one of the lower bounds " + "is greater than an upper bound.", + stacklevel=3) + if np.any(lower_bound > x0) or np.any(x0 > upper_bound): + warnings.warn("Initial guess is not within the specified bounds", + OptimizeWarning, stacklevel=3) + + if bounds is not None: + x0 = np.clip(x0, lower_bound, upper_bound) + + if initial_simplex is None: + N = len(x0) + + sim = np.empty((N + 1, N), dtype=x0.dtype) + sim[0] = x0 + for k in range(N): + y = np.array(x0, copy=True) + if y[k] != 0: + y[k] = (1 + nonzdelt)*y[k] + else: + y[k] = zdelt + sim[k + 1] = y + else: + sim = np.atleast_2d(initial_simplex).copy() + dtype = sim.dtype if np.issubdtype(sim.dtype, np.inexact) else np.float64 + sim = np.asarray(sim, dtype=dtype) + if sim.ndim != 2 or sim.shape[0] != sim.shape[1] + 1: + raise ValueError("`initial_simplex` should be an array of shape (N+1,N)") + if len(x0) != sim.shape[1]: + raise ValueError("Size of `initial_simplex` is not consistent with `x0`") + N = sim.shape[1] + + if retall: + allvecs = [sim[0]] + + # If neither are set, then set both to default + if maxiter is None and maxfun is None: + maxiter = N * 200 + maxfun = N * 200 + elif maxiter is None: + # Convert remaining Nones, to np.inf, unless the other is np.inf, in + # which case use the default to avoid unbounded iteration + if maxfun == np.inf: + maxiter = N * 200 + else: + maxiter = np.inf + elif maxfun is None: + if maxiter == np.inf: + maxfun = N * 200 + else: + maxfun = np.inf + + if bounds is not None: + # The default simplex construction may make all entries (for a given + # parameter) greater than an upper bound if x0 is very close to the + # upper bound. If one simply clips the simplex to the bounds this could + # make the simplex entries degenerate. If that occurs reflect into the + # interior. + msk = sim > upper_bound + # reflect into the interior + sim = np.where(msk, 2*upper_bound - sim, sim) + # but make sure the reflection is no less than the lower_bound + sim = np.clip(sim, lower_bound, upper_bound) + + one2np1 = list(range(1, N + 1)) + fsim = np.full((N + 1,), np.inf, dtype=float) + + fcalls, func = _wrap_scalar_function_maxfun_validation(func, args, maxfun) + + try: + for k in range(N + 1): + fsim[k] = func(sim[k]) + except _MaxFuncCallError: + pass + finally: + ind = np.argsort(fsim) + sim = np.take(sim, ind, 0) + fsim = np.take(fsim, ind, 0) + + ind = np.argsort(fsim) + fsim = np.take(fsim, ind, 0) + # sort so sim[0,:] has the lowest function value + sim = np.take(sim, ind, 0) + + iterations = 1 + + while (fcalls[0] < maxfun and iterations < maxiter): + try: + if (np.max(np.ravel(np.abs(sim[1:] - sim[0]))) <= xatol and + np.max(np.abs(fsim[0] - fsim[1:])) <= fatol): + break + + xbar = np.add.reduce(sim[:-1], 0) / N + xr = (1 + rho) * xbar - rho * sim[-1] + if bounds is not None: + xr = np.clip(xr, lower_bound, upper_bound) + fxr = func(xr) + doshrink = 0 + + if fxr < fsim[0]: + xe = (1 + rho * chi) * xbar - rho * chi * sim[-1] + if bounds is not None: + xe = np.clip(xe, lower_bound, upper_bound) + fxe = func(xe) + + if fxe < fxr: + sim[-1] = xe + fsim[-1] = fxe + else: + sim[-1] = xr + fsim[-1] = fxr + else: # fsim[0] <= fxr + if fxr < fsim[-2]: + sim[-1] = xr + fsim[-1] = fxr + else: # fxr >= fsim[-2] + # Perform contraction + if fxr < fsim[-1]: + xc = (1 + psi * rho) * xbar - psi * rho * sim[-1] + if bounds is not None: + xc = np.clip(xc, lower_bound, upper_bound) + fxc = func(xc) + + if fxc <= fxr: + sim[-1] = xc + fsim[-1] = fxc + else: + doshrink = 1 + else: + # Perform an inside contraction + xcc = (1 - psi) * xbar + psi * sim[-1] + if bounds is not None: + xcc = np.clip(xcc, lower_bound, upper_bound) + fxcc = func(xcc) + + if fxcc < fsim[-1]: + sim[-1] = xcc + fsim[-1] = fxcc + else: + doshrink = 1 + + if doshrink: + for j in one2np1: + sim[j] = sim[0] + sigma * (sim[j] - sim[0]) + if bounds is not None: + sim[j] = np.clip( + sim[j], lower_bound, upper_bound) + fsim[j] = func(sim[j]) + iterations += 1 + except _MaxFuncCallError: + pass + finally: + ind = np.argsort(fsim) + sim = np.take(sim, ind, 0) + fsim = np.take(fsim, ind, 0) + if retall: + allvecs.append(sim[0]) + intermediate_result = OptimizeResult(x=sim[0], fun=fsim[0]) + if _call_callback_maybe_halt(callback, intermediate_result): + break + + x = sim[0] + fval = np.min(fsim) + warnflag = 0 + + if fcalls[0] >= maxfun: + warnflag = 1 + msg = _status_message['maxfev'] + if disp: + warnings.warn(msg, RuntimeWarning, stacklevel=3) + elif iterations >= maxiter: + warnflag = 2 + msg = _status_message['maxiter'] + if disp: + warnings.warn(msg, RuntimeWarning, stacklevel=3) + else: + msg = _status_message['success'] + if disp: + print(msg) + print(" Current function value: %f" % fval) + print(" Iterations: %d" % iterations) + print(" Function evaluations: %d" % fcalls[0]) + + result = OptimizeResult(fun=fval, nit=iterations, nfev=fcalls[0], + status=warnflag, success=(warnflag == 0), + message=msg, x=x, final_simplex=(sim, fsim)) + if retall: + result['allvecs'] = allvecs + return result + + +def approx_fprime(xk, f, epsilon=_epsilon, *args): + """Finite difference approximation of the derivatives of a + scalar or vector-valued function. + + If a function maps from :math:`R^n` to :math:`R^m`, its derivatives form + an m-by-n matrix + called the Jacobian, where an element :math:`(i, j)` is a partial + derivative of f[i] with respect to ``xk[j]``. + + Parameters + ---------- + xk : array_like + The coordinate vector at which to determine the gradient of `f`. + f : callable + Function of which to estimate the derivatives of. Has the signature + ``f(xk, *args)`` where `xk` is the argument in the form of a 1-D array + and `args` is a tuple of any additional fixed parameters needed to + completely specify the function. The argument `xk` passed to this + function is an ndarray of shape (n,) (never a scalar even if n=1). + It must return a 1-D array_like of shape (m,) or a scalar. + + .. versionchanged:: 1.9.0 + `f` is now able to return a 1-D array-like, with the :math:`(m, n)` + Jacobian being estimated. + + epsilon : {float, array_like}, optional + Increment to `xk` to use for determining the function gradient. + If a scalar, uses the same finite difference delta for all partial + derivatives. If an array, should contain one value per element of + `xk`. Defaults to ``sqrt(np.finfo(float).eps)``, which is approximately + 1.49e-08. + \\*args : args, optional + Any other arguments that are to be passed to `f`. + + Returns + ------- + jac : ndarray + The partial derivatives of `f` to `xk`. + + See Also + -------- + check_grad : Check correctness of gradient function against approx_fprime. + + Notes + ----- + The function gradient is determined by the forward finite difference + formula:: + + f(xk[i] + epsilon[i]) - f(xk[i]) + f'[i] = --------------------------------- + epsilon[i] + + Examples + -------- + >>> import numpy as np + >>> from scipy import optimize + >>> def func(x, c0, c1): + ... "Coordinate vector `x` should be an array of size two." + ... return c0 * x[0]**2 + c1*x[1]**2 + + >>> x = np.ones(2) + >>> c0, c1 = (1, 200) + >>> eps = np.sqrt(np.finfo(float).eps) + >>> optimize.approx_fprime(x, func, [eps, np.sqrt(200) * eps], c0, c1) + array([ 2. , 400.00004198]) + + """ + xk = np.asarray(xk, float) + f0 = f(xk, *args) + + return approx_derivative(f, xk, method='2-point', abs_step=epsilon, + args=args, f0=f0) + + +def check_grad(func, grad, x0, *args, epsilon=_epsilon, + direction='all', seed=None): + """Check the correctness of a gradient function by comparing it against a + (forward) finite-difference approximation of the gradient. + + Parameters + ---------- + func : callable ``func(x0, *args)`` + Function whose derivative is to be checked. + grad : callable ``grad(x0, *args)`` + Jacobian of `func`. + x0 : ndarray + Points to check `grad` against forward difference approximation of grad + using `func`. + args : \\*args, optional + Extra arguments passed to `func` and `grad`. + epsilon : float, optional + Step size used for the finite difference approximation. It defaults to + ``sqrt(np.finfo(float).eps)``, which is approximately 1.49e-08. + direction : str, optional + If set to ``'random'``, then gradients along a random vector + are used to check `grad` against forward difference approximation + using `func`. By default it is ``'all'``, in which case, all + the one hot direction vectors are considered to check `grad`. + If `func` is a vector valued function then only ``'all'`` can be used. + seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional + If `seed` is None (or `np.random`), the `numpy.random.RandomState` + singleton is used. + If `seed` is an int, a new ``RandomState`` instance is used, + seeded with `seed`. + If `seed` is already a ``Generator`` or ``RandomState`` instance then + that instance is used. + Specify `seed` for reproducing the return value from this function. + The random numbers generated with this seed affect the random vector + along which gradients are computed to check ``grad``. Note that `seed` + is only used when `direction` argument is set to `'random'`. + + Returns + ------- + err : float + The square root of the sum of squares (i.e., the 2-norm) of the + difference between ``grad(x0, *args)`` and the finite difference + approximation of `grad` using func at the points `x0`. + + See Also + -------- + approx_fprime + + Examples + -------- + >>> import numpy as np + >>> def func(x): + ... return x[0]**2 - 0.5 * x[1]**3 + >>> def grad(x): + ... return [2 * x[0], -1.5 * x[1]**2] + >>> from scipy.optimize import check_grad + >>> check_grad(func, grad, [1.5, -1.5]) + 2.9802322387695312e-08 # may vary + >>> rng = np.random.default_rng() + >>> check_grad(func, grad, [1.5, -1.5], + ... direction='random', seed=rng) + 2.9802322387695312e-08 + + """ + step = epsilon + x0 = np.asarray(x0) + + def g(w, func, x0, v, *args): + return func(x0 + w*v, *args) + + if direction == 'random': + _grad = np.asanyarray(grad(x0, *args)) + if _grad.ndim > 1: + raise ValueError("'random' can only be used with scalar valued" + " func") + random_state = check_random_state(seed) + v = random_state.normal(0, 1, size=(x0.shape)) + _args = (func, x0, v) + args + _func = g + vars = np.zeros((1,)) + analytical_grad = np.dot(_grad, v) + elif direction == 'all': + _args = args + _func = func + vars = x0 + analytical_grad = grad(x0, *args) + else: + raise ValueError(f"{direction} is not a valid string for " + "``direction`` argument") + + return np.sqrt(np.sum(np.abs( + (analytical_grad - approx_fprime(vars, _func, step, *_args))**2 + ))) + + +def approx_fhess_p(x0, p, fprime, epsilon, *args): + # calculate fprime(x0) first, as this may be cached by ScalarFunction + f1 = fprime(*((x0,) + args)) + f2 = fprime(*((x0 + epsilon*p,) + args)) + return (f2 - f1) / epsilon + + +class _LineSearchError(RuntimeError): + pass + + +def _line_search_wolfe12(f, fprime, xk, pk, gfk, old_fval, old_old_fval, + **kwargs): + """ + Same as line_search_wolfe1, but fall back to line_search_wolfe2 if + suitable step length is not found, and raise an exception if a + suitable step length is not found. + + Raises + ------ + _LineSearchError + If no suitable step size is found + + """ + + extra_condition = kwargs.pop('extra_condition', None) + + ret = line_search_wolfe1(f, fprime, xk, pk, gfk, + old_fval, old_old_fval, + **kwargs) + + if ret[0] is not None and extra_condition is not None: + xp1 = xk + ret[0] * pk + if not extra_condition(ret[0], xp1, ret[3], ret[5]): + # Reject step if extra_condition fails + ret = (None,) + + if ret[0] is None: + # line search failed: try different one. + with warnings.catch_warnings(): + warnings.simplefilter('ignore', LineSearchWarning) + kwargs2 = {} + for key in ('c1', 'c2', 'amax'): + if key in kwargs: + kwargs2[key] = kwargs[key] + ret = line_search_wolfe2(f, fprime, xk, pk, gfk, + old_fval, old_old_fval, + extra_condition=extra_condition, + **kwargs2) + + if ret[0] is None: + raise _LineSearchError() + + return ret + + +def fmin_bfgs(f, x0, fprime=None, args=(), gtol=1e-5, norm=np.inf, + epsilon=_epsilon, maxiter=None, full_output=0, disp=1, + retall=0, callback=None, xrtol=0, c1=1e-4, c2=0.9, + hess_inv0=None): + """ + Minimize a function using the BFGS algorithm. + + Parameters + ---------- + f : callable ``f(x,*args)`` + Objective function to be minimized. + x0 : ndarray + Initial guess, shape (n,) + fprime : callable ``f'(x,*args)``, optional + Gradient of f. + args : tuple, optional + Extra arguments passed to f and fprime. + gtol : float, optional + Terminate successfully if gradient norm is less than `gtol` + norm : float, optional + Order of norm (Inf is max, -Inf is min) + epsilon : int or ndarray, optional + If `fprime` is approximated, use this value for the step size. + callback : callable, optional + An optional user-supplied function to call after each + iteration. Called as ``callback(xk)``, where ``xk`` is the + current parameter vector. + maxiter : int, optional + Maximum number of iterations to perform. + full_output : bool, optional + If True, return ``fopt``, ``func_calls``, ``grad_calls``, and + ``warnflag`` in addition to ``xopt``. + disp : bool, optional + Print convergence message if True. + retall : bool, optional + Return a list of results at each iteration if True. + xrtol : float, default: 0 + Relative tolerance for `x`. Terminate successfully if step + size is less than ``xk * xrtol`` where ``xk`` is the current + parameter vector. + c1 : float, default: 1e-4 + Parameter for Armijo condition rule. + c2 : float, default: 0.9 + Parameter for curvature condition rule. + hess_inv0 : None or ndarray, optional`` + Initial inverse hessian estimate, shape (n, n). If None (default) then + the identity matrix is used. + + Returns + ------- + xopt : ndarray + Parameters which minimize f, i.e., ``f(xopt) == fopt``. + fopt : float + Minimum value. + gopt : ndarray + Value of gradient at minimum, f'(xopt), which should be near 0. + Bopt : ndarray + Value of 1/f''(xopt), i.e., the inverse Hessian matrix. + func_calls : int + Number of function_calls made. + grad_calls : int + Number of gradient calls made. + warnflag : integer + 1 : Maximum number of iterations exceeded. + 2 : Gradient and/or function calls not changing. + 3 : NaN result encountered. + allvecs : list + The value of `xopt` at each iteration. Only returned if `retall` is + True. + + Notes + ----- + Optimize the function, `f`, whose gradient is given by `fprime` + using the quasi-Newton method of Broyden, Fletcher, Goldfarb, + and Shanno (BFGS). + + Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``. + + See Also + -------- + minimize: Interface to minimization algorithms for multivariate + functions. See ``method='BFGS'`` in particular. + + References + ---------- + Wright, and Nocedal 'Numerical Optimization', 1999, p. 198. + + Examples + -------- + >>> import numpy as np + >>> from scipy.optimize import fmin_bfgs + >>> def quadratic_cost(x, Q): + ... return x @ Q @ x + ... + >>> x0 = np.array([-3, -4]) + >>> cost_weight = np.diag([1., 10.]) + >>> # Note that a trailing comma is necessary for a tuple with single element + >>> fmin_bfgs(quadratic_cost, x0, args=(cost_weight,)) + Optimization terminated successfully. + Current function value: 0.000000 + Iterations: 7 # may vary + Function evaluations: 24 # may vary + Gradient evaluations: 8 # may vary + array([ 2.85169950e-06, -4.61820139e-07]) + + >>> def quadratic_cost_grad(x, Q): + ... return 2 * Q @ x + ... + >>> fmin_bfgs(quadratic_cost, x0, quadratic_cost_grad, args=(cost_weight,)) + Optimization terminated successfully. + Current function value: 0.000000 + Iterations: 7 + Function evaluations: 8 + Gradient evaluations: 8 + array([ 2.85916637e-06, -4.54371951e-07]) + + """ + opts = {'gtol': gtol, + 'norm': norm, + 'eps': epsilon, + 'disp': disp, + 'maxiter': maxiter, + 'return_all': retall, + 'xrtol': xrtol, + 'c1': c1, + 'c2': c2, + 'hess_inv0': hess_inv0} + + callback = _wrap_callback(callback) + res = _minimize_bfgs(f, x0, args, fprime, callback=callback, **opts) + + if full_output: + retlist = (res['x'], res['fun'], res['jac'], res['hess_inv'], + res['nfev'], res['njev'], res['status']) + if retall: + retlist += (res['allvecs'], ) + return retlist + else: + if retall: + return res['x'], res['allvecs'] + else: + return res['x'] + + +def _minimize_bfgs(fun, x0, args=(), jac=None, callback=None, + gtol=1e-5, norm=np.inf, eps=_epsilon, maxiter=None, + disp=False, return_all=False, finite_diff_rel_step=None, + xrtol=0, c1=1e-4, c2=0.9, + hess_inv0=None, **unknown_options): + """ + Minimization of scalar function of one or more variables using the + BFGS algorithm. + + Options + ------- + disp : bool + Set to True to print convergence messages. + maxiter : int + Maximum number of iterations to perform. + gtol : float + Terminate successfully if gradient norm is less than `gtol`. + norm : float + Order of norm (Inf is max, -Inf is min). + eps : float or ndarray + If `jac is None` the absolute step size used for numerical + approximation of the jacobian via forward differences. + return_all : bool, optional + Set to True to return a list of the best solution at each of the + iterations. + finite_diff_rel_step : None or array_like, optional + If `jac in ['2-point', '3-point', 'cs']` the relative step size to + use for numerical approximation of the jacobian. The absolute step + size is computed as ``h = rel_step * sign(x) * max(1, abs(x))``, + possibly adjusted to fit into the bounds. For ``jac='3-point'`` + the sign of `h` is ignored. If None (default) then step is selected + automatically. + xrtol : float, default: 0 + Relative tolerance for `x`. Terminate successfully if step size is + less than ``xk * xrtol`` where ``xk`` is the current parameter vector. + c1 : float, default: 1e-4 + Parameter for Armijo condition rule. + c2 : float, default: 0.9 + Parameter for curvature condition rule. + hess_inv0 : None or ndarray, optional + Initial inverse hessian estimate, shape (n, n). If None (default) then + the identity matrix is used. + + Notes + ----- + Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``. + + If minimization doesn't complete successfully, with an error message of + ``Desired error not necessarily achieved due to precision loss``, then + consider setting `gtol` to a higher value. This precision loss typically + occurs when the (finite difference) numerical differentiation cannot provide + sufficient precision to satisfy the `gtol` termination criterion. + This can happen when working in single precision and a callable jac is not + provided. For single precision problems a `gtol` of 1e-3 seems to work. + """ + _check_unknown_options(unknown_options) + _check_positive_definite(hess_inv0) + retall = return_all + + x0 = asarray(x0).flatten() + if x0.ndim == 0: + x0.shape = (1,) + if maxiter is None: + maxiter = len(x0) * 200 + + sf = _prepare_scalar_function(fun, x0, jac, args=args, epsilon=eps, + finite_diff_rel_step=finite_diff_rel_step) + + f = sf.fun + myfprime = sf.grad + + old_fval = f(x0) + gfk = myfprime(x0) + + k = 0 + N = len(x0) + I = np.eye(N, dtype=int) + Hk = I if hess_inv0 is None else hess_inv0 + + # Sets the initial step guess to dx ~ 1 + old_old_fval = old_fval + np.linalg.norm(gfk) / 2 + + xk = x0 + if retall: + allvecs = [x0] + warnflag = 0 + gnorm = vecnorm(gfk, ord=norm) + while (gnorm > gtol) and (k < maxiter): + pk = -np.dot(Hk, gfk) + try: + alpha_k, fc, gc, old_fval, old_old_fval, gfkp1 = \ + _line_search_wolfe12(f, myfprime, xk, pk, gfk, + old_fval, old_old_fval, amin=1e-100, + amax=1e100, c1=c1, c2=c2) + except _LineSearchError: + # Line search failed to find a better solution. + warnflag = 2 + break + + sk = alpha_k * pk + xkp1 = xk + sk + + if retall: + allvecs.append(xkp1) + xk = xkp1 + if gfkp1 is None: + gfkp1 = myfprime(xkp1) + + yk = gfkp1 - gfk + gfk = gfkp1 + k += 1 + intermediate_result = OptimizeResult(x=xk, fun=old_fval) + if _call_callback_maybe_halt(callback, intermediate_result): + break + gnorm = vecnorm(gfk, ord=norm) + if (gnorm <= gtol): + break + + # See Chapter 5 in P.E. Frandsen, K. Jonasson, H.B. Nielsen, + # O. Tingleff: "Unconstrained Optimization", IMM, DTU. 1999. + # These notes are available here: + # http://www2.imm.dtu.dk/documents/ftp/publlec.html + if (alpha_k*vecnorm(pk) <= xrtol*(xrtol + vecnorm(xk))): + break + + if not np.isfinite(old_fval): + # We correctly found +-Inf as optimal value, or something went + # wrong. + warnflag = 2 + break + + rhok_inv = np.dot(yk, sk) + # this was handled in numeric, let it remains for more safety + # Cryptic comment above is preserved for posterity. Future reader: + # consider change to condition below proposed in gh-1261/gh-17345. + if rhok_inv == 0.: + rhok = 1000.0 + if disp: + msg = "Divide-by-zero encountered: rhok assumed large" + _print_success_message_or_warn(True, msg) + else: + rhok = 1. / rhok_inv + + A1 = I - sk[:, np.newaxis] * yk[np.newaxis, :] * rhok + A2 = I - yk[:, np.newaxis] * sk[np.newaxis, :] * rhok + Hk = np.dot(A1, np.dot(Hk, A2)) + (rhok * sk[:, np.newaxis] * + sk[np.newaxis, :]) + + fval = old_fval + + if warnflag == 2: + msg = _status_message['pr_loss'] + elif k >= maxiter: + warnflag = 1 + msg = _status_message['maxiter'] + elif np.isnan(gnorm) or np.isnan(fval) or np.isnan(xk).any(): + warnflag = 3 + msg = _status_message['nan'] + else: + msg = _status_message['success'] + + if disp: + _print_success_message_or_warn(warnflag, msg) + print(" Current function value: %f" % fval) + print(" Iterations: %d" % k) + print(" Function evaluations: %d" % sf.nfev) + print(" Gradient evaluations: %d" % sf.ngev) + + result = OptimizeResult(fun=fval, jac=gfk, hess_inv=Hk, nfev=sf.nfev, + njev=sf.ngev, status=warnflag, + success=(warnflag == 0), message=msg, x=xk, + nit=k) + if retall: + result['allvecs'] = allvecs + return result + + +def _print_success_message_or_warn(warnflag, message, warntype=None): + if not warnflag: + print(message) + else: + warnings.warn(message, warntype or OptimizeWarning, stacklevel=3) + + +def fmin_cg(f, x0, fprime=None, args=(), gtol=1e-5, norm=np.inf, + epsilon=_epsilon, maxiter=None, full_output=0, disp=1, retall=0, + callback=None, c1=1e-4, c2=0.4): + """ + Minimize a function using a nonlinear conjugate gradient algorithm. + + Parameters + ---------- + f : callable, ``f(x, *args)`` + Objective function to be minimized. Here `x` must be a 1-D array of + the variables that are to be changed in the search for a minimum, and + `args` are the other (fixed) parameters of `f`. + x0 : ndarray + A user-supplied initial estimate of `xopt`, the optimal value of `x`. + It must be a 1-D array of values. + fprime : callable, ``fprime(x, *args)``, optional + A function that returns the gradient of `f` at `x`. Here `x` and `args` + are as described above for `f`. The returned value must be a 1-D array. + Defaults to None, in which case the gradient is approximated + numerically (see `epsilon`, below). + args : tuple, optional + Parameter values passed to `f` and `fprime`. Must be supplied whenever + additional fixed parameters are needed to completely specify the + functions `f` and `fprime`. + gtol : float, optional + Stop when the norm of the gradient is less than `gtol`. + norm : float, optional + Order to use for the norm of the gradient + (``-np.inf`` is min, ``np.inf`` is max). + epsilon : float or ndarray, optional + Step size(s) to use when `fprime` is approximated numerically. Can be a + scalar or a 1-D array. Defaults to ``sqrt(eps)``, with eps the + floating point machine precision. Usually ``sqrt(eps)`` is about + 1.5e-8. + maxiter : int, optional + Maximum number of iterations to perform. Default is ``200 * len(x0)``. + full_output : bool, optional + If True, return `fopt`, `func_calls`, `grad_calls`, and `warnflag` in + addition to `xopt`. See the Returns section below for additional + information on optional return values. + disp : bool, optional + If True, return a convergence message, followed by `xopt`. + retall : bool, optional + If True, add to the returned values the results of each iteration. + callback : callable, optional + An optional user-supplied function, called after each iteration. + Called as ``callback(xk)``, where ``xk`` is the current value of `x0`. + c1 : float, default: 1e-4 + Parameter for Armijo condition rule. + c2 : float, default: 0.4 + Parameter for curvature condition rule. + + Returns + ------- + xopt : ndarray + Parameters which minimize f, i.e., ``f(xopt) == fopt``. + fopt : float, optional + Minimum value found, f(xopt). Only returned if `full_output` is True. + func_calls : int, optional + The number of function_calls made. Only returned if `full_output` + is True. + grad_calls : int, optional + The number of gradient calls made. Only returned if `full_output` is + True. + warnflag : int, optional + Integer value with warning status, only returned if `full_output` is + True. + + 0 : Success. + + 1 : The maximum number of iterations was exceeded. + + 2 : Gradient and/or function calls were not changing. May indicate + that precision was lost, i.e., the routine did not converge. + + 3 : NaN result encountered. + + allvecs : list of ndarray, optional + List of arrays, containing the results at each iteration. + Only returned if `retall` is True. + + See Also + -------- + minimize : common interface to all `scipy.optimize` algorithms for + unconstrained and constrained minimization of multivariate + functions. It provides an alternative way to call + ``fmin_cg``, by specifying ``method='CG'``. + + Notes + ----- + This conjugate gradient algorithm is based on that of Polak and Ribiere + [1]_. + + Conjugate gradient methods tend to work better when: + + 1. `f` has a unique global minimizing point, and no local minima or + other stationary points, + 2. `f` is, at least locally, reasonably well approximated by a + quadratic function of the variables, + 3. `f` is continuous and has a continuous gradient, + 4. `fprime` is not too large, e.g., has a norm less than 1000, + 5. The initial guess, `x0`, is reasonably close to `f` 's global + minimizing point, `xopt`. + + Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``. + + References + ---------- + .. [1] Wright & Nocedal, "Numerical Optimization", 1999, pp. 120-122. + + Examples + -------- + Example 1: seek the minimum value of the expression + ``a*u**2 + b*u*v + c*v**2 + d*u + e*v + f`` for given values + of the parameters and an initial guess ``(u, v) = (0, 0)``. + + >>> import numpy as np + >>> args = (2, 3, 7, 8, 9, 10) # parameter values + >>> def f(x, *args): + ... u, v = x + ... a, b, c, d, e, f = args + ... return a*u**2 + b*u*v + c*v**2 + d*u + e*v + f + >>> def gradf(x, *args): + ... u, v = x + ... a, b, c, d, e, f = args + ... gu = 2*a*u + b*v + d # u-component of the gradient + ... gv = b*u + 2*c*v + e # v-component of the gradient + ... return np.asarray((gu, gv)) + >>> x0 = np.asarray((0, 0)) # Initial guess. + >>> from scipy import optimize + >>> res1 = optimize.fmin_cg(f, x0, fprime=gradf, args=args) + Optimization terminated successfully. + Current function value: 1.617021 + Iterations: 4 + Function evaluations: 8 + Gradient evaluations: 8 + >>> res1 + array([-1.80851064, -0.25531915]) + + Example 2: solve the same problem using the `minimize` function. + (This `myopts` dictionary shows all of the available options, + although in practice only non-default values would be needed. + The returned value will be a dictionary.) + + >>> opts = {'maxiter' : None, # default value. + ... 'disp' : True, # non-default value. + ... 'gtol' : 1e-5, # default value. + ... 'norm' : np.inf, # default value. + ... 'eps' : 1.4901161193847656e-08} # default value. + >>> res2 = optimize.minimize(f, x0, jac=gradf, args=args, + ... method='CG', options=opts) + Optimization terminated successfully. + Current function value: 1.617021 + Iterations: 4 + Function evaluations: 8 + Gradient evaluations: 8 + >>> res2.x # minimum found + array([-1.80851064, -0.25531915]) + + """ + opts = {'gtol': gtol, + 'norm': norm, + 'eps': epsilon, + 'disp': disp, + 'maxiter': maxiter, + 'return_all': retall} + + callback = _wrap_callback(callback) + res = _minimize_cg(f, x0, args, fprime, callback=callback, c1=c1, c2=c2, + **opts) + + if full_output: + retlist = res['x'], res['fun'], res['nfev'], res['njev'], res['status'] + if retall: + retlist += (res['allvecs'], ) + return retlist + else: + if retall: + return res['x'], res['allvecs'] + else: + return res['x'] + + +def _minimize_cg(fun, x0, args=(), jac=None, callback=None, + gtol=1e-5, norm=np.inf, eps=_epsilon, maxiter=None, + disp=False, return_all=False, finite_diff_rel_step=None, + c1=1e-4, c2=0.4, **unknown_options): + """ + Minimization of scalar function of one or more variables using the + conjugate gradient algorithm. + + Options + ------- + disp : bool + Set to True to print convergence messages. + maxiter : int + Maximum number of iterations to perform. + gtol : float + Gradient norm must be less than `gtol` before successful + termination. + norm : float + Order of norm (Inf is max, -Inf is min). + eps : float or ndarray + If `jac is None` the absolute step size used for numerical + approximation of the jacobian via forward differences. + return_all : bool, optional + Set to True to return a list of the best solution at each of the + iterations. + finite_diff_rel_step : None or array_like, optional + If `jac in ['2-point', '3-point', 'cs']` the relative step size to + use for numerical approximation of the jacobian. The absolute step + size is computed as ``h = rel_step * sign(x) * max(1, abs(x))``, + possibly adjusted to fit into the bounds. For ``jac='3-point'`` + the sign of `h` is ignored. If None (default) then step is selected + automatically. + c1 : float, default: 1e-4 + Parameter for Armijo condition rule. + c2 : float, default: 0.4 + Parameter for curvature condition rule. + + Notes + ----- + Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``. + """ + _check_unknown_options(unknown_options) + + retall = return_all + + x0 = asarray(x0).flatten() + if maxiter is None: + maxiter = len(x0) * 200 + + sf = _prepare_scalar_function(fun, x0, jac=jac, args=args, epsilon=eps, + finite_diff_rel_step=finite_diff_rel_step) + + f = sf.fun + myfprime = sf.grad + + old_fval = f(x0) + gfk = myfprime(x0) + + k = 0 + xk = x0 + # Sets the initial step guess to dx ~ 1 + old_old_fval = old_fval + np.linalg.norm(gfk) / 2 + + if retall: + allvecs = [xk] + warnflag = 0 + pk = -gfk + gnorm = vecnorm(gfk, ord=norm) + + sigma_3 = 0.01 + + while (gnorm > gtol) and (k < maxiter): + deltak = np.dot(gfk, gfk) + + cached_step = [None] + + def polak_ribiere_powell_step(alpha, gfkp1=None): + xkp1 = xk + alpha * pk + if gfkp1 is None: + gfkp1 = myfprime(xkp1) + yk = gfkp1 - gfk + beta_k = max(0, np.dot(yk, gfkp1) / deltak) + pkp1 = -gfkp1 + beta_k * pk + gnorm = vecnorm(gfkp1, ord=norm) + return (alpha, xkp1, pkp1, gfkp1, gnorm) + + def descent_condition(alpha, xkp1, fp1, gfkp1): + # Polak-Ribiere+ needs an explicit check of a sufficient + # descent condition, which is not guaranteed by strong Wolfe. + # + # See Gilbert & Nocedal, "Global convergence properties of + # conjugate gradient methods for optimization", + # SIAM J. Optimization 2, 21 (1992). + cached_step[:] = polak_ribiere_powell_step(alpha, gfkp1) + alpha, xk, pk, gfk, gnorm = cached_step + + # Accept step if it leads to convergence. + if gnorm <= gtol: + return True + + # Accept step if sufficient descent condition applies. + return np.dot(pk, gfk) <= -sigma_3 * np.dot(gfk, gfk) + + try: + alpha_k, fc, gc, old_fval, old_old_fval, gfkp1 = \ + _line_search_wolfe12(f, myfprime, xk, pk, gfk, old_fval, + old_old_fval, c1=c1, c2=c2, amin=1e-100, + amax=1e100, extra_condition=descent_condition) + except _LineSearchError: + # Line search failed to find a better solution. + warnflag = 2 + break + + # Reuse already computed results if possible + if alpha_k == cached_step[0]: + alpha_k, xk, pk, gfk, gnorm = cached_step + else: + alpha_k, xk, pk, gfk, gnorm = polak_ribiere_powell_step(alpha_k, gfkp1) + + if retall: + allvecs.append(xk) + k += 1 + intermediate_result = OptimizeResult(x=xk, fun=old_fval) + if _call_callback_maybe_halt(callback, intermediate_result): + break + + fval = old_fval + if warnflag == 2: + msg = _status_message['pr_loss'] + elif k >= maxiter: + warnflag = 1 + msg = _status_message['maxiter'] + elif np.isnan(gnorm) or np.isnan(fval) or np.isnan(xk).any(): + warnflag = 3 + msg = _status_message['nan'] + else: + msg = _status_message['success'] + + if disp: + _print_success_message_or_warn(warnflag, msg) + print(" Current function value: %f" % fval) + print(" Iterations: %d" % k) + print(" Function evaluations: %d" % sf.nfev) + print(" Gradient evaluations: %d" % sf.ngev) + + result = OptimizeResult(fun=fval, jac=gfk, nfev=sf.nfev, + njev=sf.ngev, status=warnflag, + success=(warnflag == 0), message=msg, x=xk, + nit=k) + if retall: + result['allvecs'] = allvecs + return result + + +def fmin_ncg(f, x0, fprime, fhess_p=None, fhess=None, args=(), avextol=1e-5, + epsilon=_epsilon, maxiter=None, full_output=0, disp=1, retall=0, + callback=None, c1=1e-4, c2=0.9): + """ + Unconstrained minimization of a function using the Newton-CG method. + + Parameters + ---------- + f : callable ``f(x, *args)`` + Objective function to be minimized. + x0 : ndarray + Initial guess. + fprime : callable ``f'(x, *args)`` + Gradient of f. + fhess_p : callable ``fhess_p(x, p, *args)``, optional + Function which computes the Hessian of f times an + arbitrary vector, p. + fhess : callable ``fhess(x, *args)``, optional + Function to compute the Hessian matrix of f. + args : tuple, optional + Extra arguments passed to f, fprime, fhess_p, and fhess + (the same set of extra arguments is supplied to all of + these functions). + epsilon : float or ndarray, optional + If fhess is approximated, use this value for the step size. + callback : callable, optional + An optional user-supplied function which is called after + each iteration. Called as callback(xk), where xk is the + current parameter vector. + avextol : float, optional + Convergence is assumed when the average relative error in + the minimizer falls below this amount. + maxiter : int, optional + Maximum number of iterations to perform. + full_output : bool, optional + If True, return the optional outputs. + disp : bool, optional + If True, print convergence message. + retall : bool, optional + If True, return a list of results at each iteration. + c1 : float, default: 1e-4 + Parameter for Armijo condition rule. + c2 : float, default: 0.9 + Parameter for curvature condition rule + + Returns + ------- + xopt : ndarray + Parameters which minimize f, i.e., ``f(xopt) == fopt``. + fopt : float + Value of the function at xopt, i.e., ``fopt = f(xopt)``. + fcalls : int + Number of function calls made. + gcalls : int + Number of gradient calls made. + hcalls : int + Number of Hessian calls made. + warnflag : int + Warnings generated by the algorithm. + 1 : Maximum number of iterations exceeded. + 2 : Line search failure (precision loss). + 3 : NaN result encountered. + allvecs : list + The result at each iteration, if retall is True (see below). + + See also + -------- + minimize: Interface to minimization algorithms for multivariate + functions. See the 'Newton-CG' `method` in particular. + + Notes + ----- + Only one of `fhess_p` or `fhess` need to be given. If `fhess` + is provided, then `fhess_p` will be ignored. If neither `fhess` + nor `fhess_p` is provided, then the hessian product will be + approximated using finite differences on `fprime`. `fhess_p` + must compute the hessian times an arbitrary vector. If it is not + given, finite-differences on `fprime` are used to compute + it. + + Newton-CG methods are also called truncated Newton methods. This + function differs from scipy.optimize.fmin_tnc because + + 1. scipy.optimize.fmin_ncg is written purely in Python using NumPy + and scipy while scipy.optimize.fmin_tnc calls a C function. + 2. scipy.optimize.fmin_ncg is only for unconstrained minimization + while scipy.optimize.fmin_tnc is for unconstrained minimization + or box constrained minimization. (Box constraints give + lower and upper bounds for each variable separately.) + + Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``. + + References + ---------- + Wright & Nocedal, 'Numerical Optimization', 1999, p. 140. + + """ + opts = {'xtol': avextol, + 'eps': epsilon, + 'maxiter': maxiter, + 'disp': disp, + 'return_all': retall} + + callback = _wrap_callback(callback) + res = _minimize_newtoncg(f, x0, args, fprime, fhess, fhess_p, + callback=callback, c1=c1, c2=c2, **opts) + + if full_output: + retlist = (res['x'], res['fun'], res['nfev'], res['njev'], + res['nhev'], res['status']) + if retall: + retlist += (res['allvecs'], ) + return retlist + else: + if retall: + return res['x'], res['allvecs'] + else: + return res['x'] + + +def _minimize_newtoncg(fun, x0, args=(), jac=None, hess=None, hessp=None, + callback=None, xtol=1e-5, eps=_epsilon, maxiter=None, + disp=False, return_all=False, c1=1e-4, c2=0.9, + **unknown_options): + """ + Minimization of scalar function of one or more variables using the + Newton-CG algorithm. + + Note that the `jac` parameter (Jacobian) is required. + + Options + ------- + disp : bool + Set to True to print convergence messages. + xtol : float + Average relative error in solution `xopt` acceptable for + convergence. + maxiter : int + Maximum number of iterations to perform. + eps : float or ndarray + If `hessp` is approximated, use this value for the step size. + return_all : bool, optional + Set to True to return a list of the best solution at each of the + iterations. + c1 : float, default: 1e-4 + Parameter for Armijo condition rule. + c2 : float, default: 0.9 + Parameter for curvature condition rule. + + Notes + ----- + Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``. + """ + _check_unknown_options(unknown_options) + if jac is None: + raise ValueError('Jacobian is required for Newton-CG method') + fhess_p = hessp + fhess = hess + avextol = xtol + epsilon = eps + retall = return_all + + x0 = asarray(x0).flatten() + # TODO: add hessp (callable or FD) to ScalarFunction? + sf = _prepare_scalar_function( + fun, x0, jac, args=args, epsilon=eps, hess=hess + ) + f = sf.fun + fprime = sf.grad + _h = sf.hess(x0) + + # Logic for hess/hessp + # - If a callable(hess) is provided, then use that + # - If hess is a FD_METHOD, or the output from hess(x) is a LinearOperator + # then create a hessp function using those. + # - If hess is None but you have callable(hessp) then use the hessp. + # - If hess and hessp are None then approximate hessp using the grad/jac. + + if (hess in FD_METHODS or isinstance(_h, LinearOperator)): + fhess = None + + def _hessp(x, p, *args): + return sf.hess(x).dot(p) + + fhess_p = _hessp + + def terminate(warnflag, msg): + if disp: + _print_success_message_or_warn(warnflag, msg) + print(" Current function value: %f" % old_fval) + print(" Iterations: %d" % k) + print(" Function evaluations: %d" % sf.nfev) + print(" Gradient evaluations: %d" % sf.ngev) + print(" Hessian evaluations: %d" % hcalls) + fval = old_fval + result = OptimizeResult(fun=fval, jac=gfk, nfev=sf.nfev, + njev=sf.ngev, nhev=hcalls, status=warnflag, + success=(warnflag == 0), message=msg, x=xk, + nit=k) + if retall: + result['allvecs'] = allvecs + return result + + hcalls = 0 + if maxiter is None: + maxiter = len(x0)*200 + cg_maxiter = 20*len(x0) + + xtol = len(x0) * avextol + # Make sure we enter the while loop. + update_l1norm = np.finfo(float).max + xk = np.copy(x0) + if retall: + allvecs = [xk] + k = 0 + gfk = None + old_fval = f(x0) + old_old_fval = None + float64eps = np.finfo(np.float64).eps + while update_l1norm > xtol: + if k >= maxiter: + msg = "Warning: " + _status_message['maxiter'] + return terminate(1, msg) + # Compute a search direction pk by applying the CG method to + # del2 f(xk) p = - grad f(xk) starting from 0. + b = -fprime(xk) + maggrad = np.linalg.norm(b, ord=1) + eta = min(0.5, math.sqrt(maggrad)) + termcond = eta * maggrad + xsupi = zeros(len(x0), dtype=x0.dtype) + ri = -b + psupi = -ri + i = 0 + dri0 = np.dot(ri, ri) + + if fhess is not None: # you want to compute hessian once. + A = sf.hess(xk) + hcalls += 1 + + for k2 in range(cg_maxiter): + if np.add.reduce(np.abs(ri)) <= termcond: + break + if fhess is None: + if fhess_p is None: + Ap = approx_fhess_p(xk, psupi, fprime, epsilon) + else: + Ap = fhess_p(xk, psupi, *args) + hcalls += 1 + else: + # hess was supplied as a callable or hessian update strategy, so + # A is a dense numpy array or sparse matrix + Ap = A.dot(psupi) + # check curvature + Ap = asarray(Ap).squeeze() # get rid of matrices... + curv = np.dot(psupi, Ap) + if 0 <= curv <= 3 * float64eps: + break + elif curv < 0: + if (i > 0): + break + else: + # fall back to steepest descent direction + xsupi = dri0 / (-curv) * b + break + alphai = dri0 / curv + xsupi += alphai * psupi + ri += alphai * Ap + dri1 = np.dot(ri, ri) + betai = dri1 / dri0 + psupi = -ri + betai * psupi + i += 1 + dri0 = dri1 # update np.dot(ri,ri) for next time. + else: + # curvature keeps increasing, bail out + msg = ("Warning: CG iterations didn't converge. The Hessian is not " + "positive definite.") + return terminate(3, msg) + + pk = xsupi # search direction is solution to system. + gfk = -b # gradient at xk + + try: + alphak, fc, gc, old_fval, old_old_fval, gfkp1 = \ + _line_search_wolfe12(f, fprime, xk, pk, gfk, + old_fval, old_old_fval, c1=c1, c2=c2) + except _LineSearchError: + # Line search failed to find a better solution. + msg = "Warning: " + _status_message['pr_loss'] + return terminate(2, msg) + + update = alphak * pk + xk += update # upcast if necessary + if retall: + allvecs.append(xk) + k += 1 + intermediate_result = OptimizeResult(x=xk, fun=old_fval) + if _call_callback_maybe_halt(callback, intermediate_result): + return terminate(5, "") + update_l1norm = np.linalg.norm(update, ord=1) + + else: + if np.isnan(old_fval) or np.isnan(update_l1norm): + return terminate(3, _status_message['nan']) + + msg = _status_message['success'] + return terminate(0, msg) + + +def fminbound(func, x1, x2, args=(), xtol=1e-5, maxfun=500, + full_output=0, disp=1): + """Bounded minimization for scalar functions. + + Parameters + ---------- + func : callable f(x,*args) + Objective function to be minimized (must accept and return scalars). + x1, x2 : float or array scalar + Finite optimization bounds. + args : tuple, optional + Extra arguments passed to function. + xtol : float, optional + The convergence tolerance. + maxfun : int, optional + Maximum number of function evaluations allowed. + full_output : bool, optional + If True, return optional outputs. + disp : int, optional + If non-zero, print messages. + 0 : no message printing. + 1 : non-convergence notification messages only. + 2 : print a message on convergence too. + 3 : print iteration results. + + + Returns + ------- + xopt : ndarray + Parameters (over given interval) which minimize the + objective function. + fval : number + (Optional output) The function value evaluated at the minimizer. + ierr : int + (Optional output) An error flag (0 if converged, 1 if maximum number of + function calls reached). + numfunc : int + (Optional output) The number of function calls made. + + See also + -------- + minimize_scalar: Interface to minimization algorithms for scalar + univariate functions. See the 'Bounded' `method` in particular. + + Notes + ----- + Finds a local minimizer of the scalar function `func` in the + interval x1 < xopt < x2 using Brent's method. (See `brent` + for auto-bracketing.) + + References + ---------- + .. [1] Forsythe, G.E., M. A. Malcolm, and C. B. Moler. "Computer Methods + for Mathematical Computations." Prentice-Hall Series in Automatic + Computation 259 (1977). + .. [2] Brent, Richard P. Algorithms for Minimization Without Derivatives. + Courier Corporation, 2013. + + Examples + -------- + `fminbound` finds the minimizer of the function in the given range. + The following examples illustrate this. + + >>> from scipy import optimize + >>> def f(x): + ... return (x-1)**2 + >>> minimizer = optimize.fminbound(f, -4, 4) + >>> minimizer + 1.0 + >>> minimum = f(minimizer) + >>> minimum + 0.0 + >>> res = optimize.fminbound(f, 3, 4, full_output=True) + >>> minimizer, fval, ierr, numfunc = res + >>> minimizer + 3.000005960860986 + >>> minimum = f(minimizer) + >>> minimum, fval + (4.000023843479476, 4.000023843479476) + """ + options = {'xatol': xtol, + 'maxiter': maxfun, + 'disp': disp} + + res = _minimize_scalar_bounded(func, (x1, x2), args, **options) + if full_output: + return res['x'], res['fun'], res['status'], res['nfev'] + else: + return res['x'] + + +def _minimize_scalar_bounded(func, bounds, args=(), + xatol=1e-5, maxiter=500, disp=0, + **unknown_options): + """ + Options + ------- + maxiter : int + Maximum number of iterations to perform. + disp: int, optional + If non-zero, print messages. + 0 : no message printing. + 1 : non-convergence notification messages only. + 2 : print a message on convergence too. + 3 : print iteration results. + xatol : float + Absolute error in solution `xopt` acceptable for convergence. + + """ + _check_unknown_options(unknown_options) + maxfun = maxiter + # Test bounds are of correct form + if len(bounds) != 2: + raise ValueError('bounds must have two elements.') + x1, x2 = bounds + + if not (is_finite_scalar(x1) and is_finite_scalar(x2)): + raise ValueError("Optimization bounds must be finite scalars.") + + if x1 > x2: + raise ValueError("The lower bound exceeds the upper bound.") + + flag = 0 + header = ' Func-count x f(x) Procedure' + step = ' initial' + + sqrt_eps = sqrt(2.2e-16) + golden_mean = 0.5 * (3.0 - sqrt(5.0)) + a, b = x1, x2 + fulc = a + golden_mean * (b - a) + nfc, xf = fulc, fulc + rat = e = 0.0 + x = xf + fx = func(x, *args) + num = 1 + fmin_data = (1, xf, fx) + fu = np.inf + + ffulc = fnfc = fx + xm = 0.5 * (a + b) + tol1 = sqrt_eps * np.abs(xf) + xatol / 3.0 + tol2 = 2.0 * tol1 + + if disp > 2: + print(" ") + print(header) + print("%5.0f %12.6g %12.6g %s" % (fmin_data + (step,))) + + while (np.abs(xf - xm) > (tol2 - 0.5 * (b - a))): + golden = 1 + # Check for parabolic fit + if np.abs(e) > tol1: + golden = 0 + r = (xf - nfc) * (fx - ffulc) + q = (xf - fulc) * (fx - fnfc) + p = (xf - fulc) * q - (xf - nfc) * r + q = 2.0 * (q - r) + if q > 0.0: + p = -p + q = np.abs(q) + r = e + e = rat + + # Check for acceptability of parabola + if ((np.abs(p) < np.abs(0.5*q*r)) and (p > q*(a - xf)) and + (p < q * (b - xf))): + rat = (p + 0.0) / q + x = xf + rat + step = ' parabolic' + + if ((x - a) < tol2) or ((b - x) < tol2): + si = np.sign(xm - xf) + ((xm - xf) == 0) + rat = tol1 * si + else: # do a golden-section step + golden = 1 + + if golden: # do a golden-section step + if xf >= xm: + e = a - xf + else: + e = b - xf + rat = golden_mean*e + step = ' golden' + + si = np.sign(rat) + (rat == 0) + x = xf + si * np.maximum(np.abs(rat), tol1) + fu = func(x, *args) + num += 1 + fmin_data = (num, x, fu) + if disp > 2: + print("%5.0f %12.6g %12.6g %s" % (fmin_data + (step,))) + + if fu <= fx: + if x >= xf: + a = xf + else: + b = xf + fulc, ffulc = nfc, fnfc + nfc, fnfc = xf, fx + xf, fx = x, fu + else: + if x < xf: + a = x + else: + b = x + if (fu <= fnfc) or (nfc == xf): + fulc, ffulc = nfc, fnfc + nfc, fnfc = x, fu + elif (fu <= ffulc) or (fulc == xf) or (fulc == nfc): + fulc, ffulc = x, fu + + xm = 0.5 * (a + b) + tol1 = sqrt_eps * np.abs(xf) + xatol / 3.0 + tol2 = 2.0 * tol1 + + if num >= maxfun: + flag = 1 + break + + if np.isnan(xf) or np.isnan(fx) or np.isnan(fu): + flag = 2 + + fval = fx + if disp > 0: + _endprint(x, flag, fval, maxfun, xatol, disp) + + result = OptimizeResult(fun=fval, status=flag, success=(flag == 0), + message={0: 'Solution found.', + 1: 'Maximum number of function calls ' + 'reached.', + 2: _status_message['nan']}.get(flag, ''), + x=xf, nfev=num, nit=num) + + return result + + +class Brent: + #need to rethink design of __init__ + def __init__(self, func, args=(), tol=1.48e-8, maxiter=500, + full_output=0, disp=0): + self.func = func + self.args = args + self.tol = tol + self.maxiter = maxiter + self._mintol = 1.0e-11 + self._cg = 0.3819660 + self.xmin = None + self.fval = None + self.iter = 0 + self.funcalls = 0 + self.disp = disp + + # need to rethink design of set_bracket (new options, etc.) + def set_bracket(self, brack=None): + self.brack = brack + + def get_bracket_info(self): + #set up + func = self.func + args = self.args + brack = self.brack + ### BEGIN core bracket_info code ### + ### carefully DOCUMENT any CHANGES in core ## + if brack is None: + xa, xb, xc, fa, fb, fc, funcalls = bracket(func, args=args) + elif len(brack) == 2: + xa, xb, xc, fa, fb, fc, funcalls = bracket(func, xa=brack[0], + xb=brack[1], args=args) + elif len(brack) == 3: + xa, xb, xc = brack + if (xa > xc): # swap so xa < xc can be assumed + xc, xa = xa, xc + if not ((xa < xb) and (xb < xc)): + raise ValueError( + "Bracketing values (xa, xb, xc) do not" + " fulfill this requirement: (xa < xb) and (xb < xc)" + ) + fa = func(*((xa,) + args)) + fb = func(*((xb,) + args)) + fc = func(*((xc,) + args)) + if not ((fb < fa) and (fb < fc)): + raise ValueError( + "Bracketing values (xa, xb, xc) do not fulfill" + " this requirement: (f(xb) < f(xa)) and (f(xb) < f(xc))" + ) + + funcalls = 3 + else: + raise ValueError("Bracketing interval must be " + "length 2 or 3 sequence.") + ### END core bracket_info code ### + + return xa, xb, xc, fa, fb, fc, funcalls + + def optimize(self): + # set up for optimization + func = self.func + xa, xb, xc, fa, fb, fc, funcalls = self.get_bracket_info() + _mintol = self._mintol + _cg = self._cg + ################################# + #BEGIN CORE ALGORITHM + ################################# + x = w = v = xb + fw = fv = fx = fb + if (xa < xc): + a = xa + b = xc + else: + a = xc + b = xa + deltax = 0.0 + iter = 0 + + if self.disp > 2: + print(" ") + print(f"{'Func-count':^12} {'x':^12} {'f(x)': ^12}") + print(f"{funcalls:^12g} {x:^12.6g} {fx:^12.6g}") + + while (iter < self.maxiter): + tol1 = self.tol * np.abs(x) + _mintol + tol2 = 2.0 * tol1 + xmid = 0.5 * (a + b) + # check for convergence + if np.abs(x - xmid) < (tol2 - 0.5 * (b - a)): + break + # XXX In the first iteration, rat is only bound in the true case + # of this conditional. This used to cause an UnboundLocalError + # (gh-4140). It should be set before the if (but to what?). + if (np.abs(deltax) <= tol1): + if (x >= xmid): + deltax = a - x # do a golden section step + else: + deltax = b - x + rat = _cg * deltax + else: # do a parabolic step + tmp1 = (x - w) * (fx - fv) + tmp2 = (x - v) * (fx - fw) + p = (x - v) * tmp2 - (x - w) * tmp1 + tmp2 = 2.0 * (tmp2 - tmp1) + if (tmp2 > 0.0): + p = -p + tmp2 = np.abs(tmp2) + dx_temp = deltax + deltax = rat + # check parabolic fit + if ((p > tmp2 * (a - x)) and (p < tmp2 * (b - x)) and + (np.abs(p) < np.abs(0.5 * tmp2 * dx_temp))): + rat = p * 1.0 / tmp2 # if parabolic step is useful. + u = x + rat + if ((u - a) < tol2 or (b - u) < tol2): + if xmid - x >= 0: + rat = tol1 + else: + rat = -tol1 + else: + if (x >= xmid): + deltax = a - x # if it's not do a golden section step + else: + deltax = b - x + rat = _cg * deltax + + if (np.abs(rat) < tol1): # update by at least tol1 + if rat >= 0: + u = x + tol1 + else: + u = x - tol1 + else: + u = x + rat + fu = func(*((u,) + self.args)) # calculate new output value + funcalls += 1 + + if (fu > fx): # if it's bigger than current + if (u < x): + a = u + else: + b = u + if (fu <= fw) or (w == x): + v = w + w = u + fv = fw + fw = fu + elif (fu <= fv) or (v == x) or (v == w): + v = u + fv = fu + else: + if (u >= x): + a = x + else: + b = x + v = w + w = x + x = u + fv = fw + fw = fx + fx = fu + + if self.disp > 2: + print(f"{funcalls:^12g} {x:^12.6g} {fx:^12.6g}") + + iter += 1 + ################################# + #END CORE ALGORITHM + ################################# + + self.xmin = x + self.fval = fx + self.iter = iter + self.funcalls = funcalls + + def get_result(self, full_output=False): + if full_output: + return self.xmin, self.fval, self.iter, self.funcalls + else: + return self.xmin + + +def brent(func, args=(), brack=None, tol=1.48e-8, full_output=0, maxiter=500): + """ + Given a function of one variable and a possible bracket, return + a local minimizer of the function isolated to a fractional precision + of tol. + + Parameters + ---------- + func : callable f(x,*args) + Objective function. + args : tuple, optional + Additional arguments (if present). + brack : tuple, optional + Either a triple ``(xa, xb, xc)`` satisfying ``xa < xb < xc`` and + ``func(xb) < func(xa) and func(xb) < func(xc)``, or a pair + ``(xa, xb)`` to be used as initial points for a downhill bracket search + (see `scipy.optimize.bracket`). + The minimizer ``x`` will not necessarily satisfy ``xa <= x <= xb``. + tol : float, optional + Relative error in solution `xopt` acceptable for convergence. + full_output : bool, optional + If True, return all output args (xmin, fval, iter, + funcalls). + maxiter : int, optional + Maximum number of iterations in solution. + + Returns + ------- + xmin : ndarray + Optimum point. + fval : float + (Optional output) Optimum function value. + iter : int + (Optional output) Number of iterations. + funcalls : int + (Optional output) Number of objective function evaluations made. + + See also + -------- + minimize_scalar: Interface to minimization algorithms for scalar + univariate functions. See the 'Brent' `method` in particular. + + Notes + ----- + Uses inverse parabolic interpolation when possible to speed up + convergence of golden section method. + + Does not ensure that the minimum lies in the range specified by + `brack`. See `scipy.optimize.fminbound`. + + Examples + -------- + We illustrate the behaviour of the function when `brack` is of + size 2 and 3 respectively. In the case where `brack` is of the + form ``(xa, xb)``, we can see for the given values, the output does + not necessarily lie in the range ``(xa, xb)``. + + >>> def f(x): + ... return (x-1)**2 + + >>> from scipy import optimize + + >>> minimizer = optimize.brent(f, brack=(1, 2)) + >>> minimizer + 1 + >>> res = optimize.brent(f, brack=(-1, 0.5, 2), full_output=True) + >>> xmin, fval, iter, funcalls = res + >>> f(xmin), fval + (0.0, 0.0) + + """ + options = {'xtol': tol, + 'maxiter': maxiter} + res = _minimize_scalar_brent(func, brack, args, **options) + if full_output: + return res['x'], res['fun'], res['nit'], res['nfev'] + else: + return res['x'] + + +def _minimize_scalar_brent(func, brack=None, args=(), xtol=1.48e-8, + maxiter=500, disp=0, + **unknown_options): + """ + Options + ------- + maxiter : int + Maximum number of iterations to perform. + xtol : float + Relative error in solution `xopt` acceptable for convergence. + disp: int, optional + If non-zero, print messages. + 0 : no message printing. + 1 : non-convergence notification messages only. + 2 : print a message on convergence too. + 3 : print iteration results. + Notes + ----- + Uses inverse parabolic interpolation when possible to speed up + convergence of golden section method. + + """ + _check_unknown_options(unknown_options) + tol = xtol + if tol < 0: + raise ValueError('tolerance should be >= 0, got %r' % tol) + + brent = Brent(func=func, args=args, tol=tol, + full_output=True, maxiter=maxiter, disp=disp) + brent.set_bracket(brack) + brent.optimize() + x, fval, nit, nfev = brent.get_result(full_output=True) + + success = nit < maxiter and not (np.isnan(x) or np.isnan(fval)) + + if success: + message = ("\nOptimization terminated successfully;\n" + "The returned value satisfies the termination criteria\n" + f"(using xtol = {xtol} )") + else: + if nit >= maxiter: + message = "\nMaximum number of iterations exceeded" + if np.isnan(x) or np.isnan(fval): + message = f"{_status_message['nan']}" + + if disp: + _print_success_message_or_warn(not success, message) + + return OptimizeResult(fun=fval, x=x, nit=nit, nfev=nfev, + success=success, message=message) + + +def golden(func, args=(), brack=None, tol=_epsilon, + full_output=0, maxiter=5000): + """ + Return the minimizer of a function of one variable using the golden section + method. + + Given a function of one variable and a possible bracketing interval, + return a minimizer of the function isolated to a fractional precision of + tol. + + Parameters + ---------- + func : callable func(x,*args) + Objective function to minimize. + args : tuple, optional + Additional arguments (if present), passed to func. + brack : tuple, optional + Either a triple ``(xa, xb, xc)`` where ``xa < xb < xc`` and + ``func(xb) < func(xa) and func(xb) < func(xc)``, or a pair (xa, xb) + to be used as initial points for a downhill bracket search (see + `scipy.optimize.bracket`). + The minimizer ``x`` will not necessarily satisfy ``xa <= x <= xb``. + tol : float, optional + x tolerance stop criterion + full_output : bool, optional + If True, return optional outputs. + maxiter : int + Maximum number of iterations to perform. + + Returns + ------- + xmin : ndarray + Optimum point. + fval : float + (Optional output) Optimum function value. + funcalls : int + (Optional output) Number of objective function evaluations made. + + See also + -------- + minimize_scalar: Interface to minimization algorithms for scalar + univariate functions. See the 'Golden' `method` in particular. + + Notes + ----- + Uses analog of bisection method to decrease the bracketed + interval. + + Examples + -------- + We illustrate the behaviour of the function when `brack` is of + size 2 and 3, respectively. In the case where `brack` is of the + form (xa,xb), we can see for the given values, the output need + not necessarily lie in the range ``(xa, xb)``. + + >>> def f(x): + ... return (x-1)**2 + + >>> from scipy import optimize + + >>> minimizer = optimize.golden(f, brack=(1, 2)) + >>> minimizer + 1 + >>> res = optimize.golden(f, brack=(-1, 0.5, 2), full_output=True) + >>> xmin, fval, funcalls = res + >>> f(xmin), fval + (9.925165290385052e-18, 9.925165290385052e-18) + + """ + options = {'xtol': tol, 'maxiter': maxiter} + res = _minimize_scalar_golden(func, brack, args, **options) + if full_output: + return res['x'], res['fun'], res['nfev'] + else: + return res['x'] + + +def _minimize_scalar_golden(func, brack=None, args=(), + xtol=_epsilon, maxiter=5000, disp=0, + **unknown_options): + """ + Options + ------- + xtol : float + Relative error in solution `xopt` acceptable for convergence. + maxiter : int + Maximum number of iterations to perform. + disp: int, optional + If non-zero, print messages. + 0 : no message printing. + 1 : non-convergence notification messages only. + 2 : print a message on convergence too. + 3 : print iteration results. + """ + _check_unknown_options(unknown_options) + tol = xtol + if brack is None: + xa, xb, xc, fa, fb, fc, funcalls = bracket(func, args=args) + elif len(brack) == 2: + xa, xb, xc, fa, fb, fc, funcalls = bracket(func, xa=brack[0], + xb=brack[1], args=args) + elif len(brack) == 3: + xa, xb, xc = brack + if (xa > xc): # swap so xa < xc can be assumed + xc, xa = xa, xc + if not ((xa < xb) and (xb < xc)): + raise ValueError( + "Bracketing values (xa, xb, xc) do not" + " fulfill this requirement: (xa < xb) and (xb < xc)" + ) + fa = func(*((xa,) + args)) + fb = func(*((xb,) + args)) + fc = func(*((xc,) + args)) + if not ((fb < fa) and (fb < fc)): + raise ValueError( + "Bracketing values (xa, xb, xc) do not fulfill" + " this requirement: (f(xb) < f(xa)) and (f(xb) < f(xc))" + ) + funcalls = 3 + else: + raise ValueError("Bracketing interval must be length 2 or 3 sequence.") + + _gR = 0.61803399 # golden ratio conjugate: 2.0/(1.0+sqrt(5.0)) + _gC = 1.0 - _gR + x3 = xc + x0 = xa + if (np.abs(xc - xb) > np.abs(xb - xa)): + x1 = xb + x2 = xb + _gC * (xc - xb) + else: + x2 = xb + x1 = xb - _gC * (xb - xa) + f1 = func(*((x1,) + args)) + f2 = func(*((x2,) + args)) + funcalls += 2 + nit = 0 + + if disp > 2: + print(" ") + print(f"{'Func-count':^12} {'x':^12} {'f(x)': ^12}") + + for i in range(maxiter): + if np.abs(x3 - x0) <= tol * (np.abs(x1) + np.abs(x2)): + break + if (f2 < f1): + x0 = x1 + x1 = x2 + x2 = _gR * x1 + _gC * x3 + f1 = f2 + f2 = func(*((x2,) + args)) + else: + x3 = x2 + x2 = x1 + x1 = _gR * x2 + _gC * x0 + f2 = f1 + f1 = func(*((x1,) + args)) + funcalls += 1 + if disp > 2: + if (f1 < f2): + xmin, fval = x1, f1 + else: + xmin, fval = x2, f2 + print(f"{funcalls:^12g} {xmin:^12.6g} {fval:^12.6g}") + + nit += 1 + # end of iteration loop + + if (f1 < f2): + xmin = x1 + fval = f1 + else: + xmin = x2 + fval = f2 + + success = nit < maxiter and not (np.isnan(fval) or np.isnan(xmin)) + + if success: + message = ("\nOptimization terminated successfully;\n" + "The returned value satisfies the termination criteria\n" + f"(using xtol = {xtol} )") + else: + if nit >= maxiter: + message = "\nMaximum number of iterations exceeded" + if np.isnan(xmin) or np.isnan(fval): + message = f"{_status_message['nan']}" + + if disp: + _print_success_message_or_warn(not success, message) + + return OptimizeResult(fun=fval, nfev=funcalls, x=xmin, nit=nit, + success=success, message=message) + + +def bracket(func, xa=0.0, xb=1.0, args=(), grow_limit=110.0, maxiter=1000): + """ + Bracket the minimum of a function. + + Given a function and distinct initial points, search in the + downhill direction (as defined by the initial points) and return + three points that bracket the minimum of the function. + + Parameters + ---------- + func : callable f(x,*args) + Objective function to minimize. + xa, xb : float, optional + Initial points. Defaults `xa` to 0.0, and `xb` to 1.0. + A local minimum need not be contained within this interval. + args : tuple, optional + Additional arguments (if present), passed to `func`. + grow_limit : float, optional + Maximum grow limit. Defaults to 110.0 + maxiter : int, optional + Maximum number of iterations to perform. Defaults to 1000. + + Returns + ------- + xa, xb, xc : float + Final points of the bracket. + fa, fb, fc : float + Objective function values at the bracket points. + funcalls : int + Number of function evaluations made. + + Raises + ------ + BracketError + If no valid bracket is found before the algorithm terminates. + See notes for conditions of a valid bracket. + + Notes + ----- + The algorithm attempts to find three strictly ordered points (i.e. + :math:`x_a < x_b < x_c` or :math:`x_c < x_b < x_a`) satisfying + :math:`f(x_b) ≤ f(x_a)` and :math:`f(x_b) ≤ f(x_c)`, where one of the + inequalities must be satistfied strictly and all :math:`x_i` must be + finite. + + Examples + -------- + This function can find a downward convex region of a function: + + >>> import numpy as np + >>> import matplotlib.pyplot as plt + >>> from scipy.optimize import bracket + >>> def f(x): + ... return 10*x**2 + 3*x + 5 + >>> x = np.linspace(-2, 2) + >>> y = f(x) + >>> init_xa, init_xb = 0.1, 1 + >>> xa, xb, xc, fa, fb, fc, funcalls = bracket(f, xa=init_xa, xb=init_xb) + >>> plt.axvline(x=init_xa, color="k", linestyle="--") + >>> plt.axvline(x=init_xb, color="k", linestyle="--") + >>> plt.plot(x, y, "-k") + >>> plt.plot(xa, fa, "bx") + >>> plt.plot(xb, fb, "rx") + >>> plt.plot(xc, fc, "bx") + >>> plt.show() + + Note that both initial points were to the right of the minimum, and the + third point was found in the "downhill" direction: the direction + in which the function appeared to be decreasing (to the left). + The final points are strictly ordered, and the function value + at the middle point is less than the function values at the endpoints; + it follows that a minimum must lie within the bracket. + + """ + _gold = 1.618034 # golden ratio: (1.0+sqrt(5.0))/2.0 + _verysmall_num = 1e-21 + # convert to numpy floats if not already + xa, xb = np.asarray([xa, xb]) + fa = func(*(xa,) + args) + fb = func(*(xb,) + args) + if (fa < fb): # Switch so fa > fb + xa, xb = xb, xa + fa, fb = fb, fa + xc = xb + _gold * (xb - xa) + fc = func(*((xc,) + args)) + funcalls = 3 + iter = 0 + while (fc < fb): + tmp1 = (xb - xa) * (fb - fc) + tmp2 = (xb - xc) * (fb - fa) + val = tmp2 - tmp1 + if np.abs(val) < _verysmall_num: + denom = 2.0 * _verysmall_num + else: + denom = 2.0 * val + w = xb - ((xb - xc) * tmp2 - (xb - xa) * tmp1) / denom + wlim = xb + grow_limit * (xc - xb) + msg = ("No valid bracket was found before the iteration limit was " + "reached. Consider trying different initial points or " + "increasing `maxiter`.") + if iter > maxiter: + raise RuntimeError(msg) + iter += 1 + if (w - xc) * (xb - w) > 0.0: + fw = func(*((w,) + args)) + funcalls += 1 + if (fw < fc): + xa = xb + xb = w + fa = fb + fb = fw + break + elif (fw > fb): + xc = w + fc = fw + break + w = xc + _gold * (xc - xb) + fw = func(*((w,) + args)) + funcalls += 1 + elif (w - wlim)*(wlim - xc) >= 0.0: + w = wlim + fw = func(*((w,) + args)) + funcalls += 1 + elif (w - wlim)*(xc - w) > 0.0: + fw = func(*((w,) + args)) + funcalls += 1 + if (fw < fc): + xb = xc + xc = w + w = xc + _gold * (xc - xb) + fb = fc + fc = fw + fw = func(*((w,) + args)) + funcalls += 1 + else: + w = xc + _gold * (xc - xb) + fw = func(*((w,) + args)) + funcalls += 1 + xa = xb + xb = xc + xc = w + fa = fb + fb = fc + fc = fw + + # three conditions for a valid bracket + cond1 = (fb < fc and fb <= fa) or (fb < fa and fb <= fc) + cond2 = (xa < xb < xc or xc < xb < xa) + cond3 = np.isfinite(xa) and np.isfinite(xb) and np.isfinite(xc) + msg = ("The algorithm terminated without finding a valid bracket. " + "Consider trying different initial points.") + if not (cond1 and cond2 and cond3): + e = BracketError(msg) + e.data = (xa, xb, xc, fa, fb, fc, funcalls) + raise e + + return xa, xb, xc, fa, fb, fc, funcalls + + +class BracketError(RuntimeError): + pass + + +def _recover_from_bracket_error(solver, fun, bracket, args, **options): + # `bracket` was originally written without checking whether the resulting + # bracket is valid. `brent` and `golden` built on top of it without + # checking the returned bracket for validity, and their output can be + # incorrect without warning/error if the original bracket is invalid. + # gh-14858 noticed the problem, and the following is the desired + # behavior: + # - `scipy.optimize.bracket`, `scipy.optimize.brent`, and + # `scipy.optimize.golden` should raise an error if the bracket is + # invalid, as opposed to silently returning garbage + # - `scipy.optimize.minimize_scalar` should return with `success=False` + # and other information + # The changes that would be required to achieve this the traditional + # way (`return`ing all the required information from bracket all the way + # up to `minimizer_scalar`) are extensive and invasive. (See a6aa40d.) + # We can achieve the same thing by raising the error in `bracket`, but + # storing the information needed by `minimize_scalar` in the error object, + # and intercepting it here. + try: + res = solver(fun, bracket, args, **options) + except BracketError as e: + msg = str(e) + xa, xb, xc, fa, fb, fc, funcalls = e.data + xs, fs = [xa, xb, xc], [fa, fb, fc] + if np.any(np.isnan([xs, fs])): + x, fun = np.nan, np.nan + else: + imin = np.argmin(fs) + x, fun = xs[imin], fs[imin] + return OptimizeResult(fun=fun, nfev=funcalls, x=x, + nit=0, success=False, message=msg) + return res + + +def _line_for_search(x0, alpha, lower_bound, upper_bound): + """ + Given a parameter vector ``x0`` with length ``n`` and a direction + vector ``alpha`` with length ``n``, and lower and upper bounds on + each of the ``n`` parameters, what are the bounds on a scalar + ``l`` such that ``lower_bound <= x0 + alpha * l <= upper_bound``. + + + Parameters + ---------- + x0 : np.array. + The vector representing the current location. + Note ``np.shape(x0) == (n,)``. + alpha : np.array. + The vector representing the direction. + Note ``np.shape(alpha) == (n,)``. + lower_bound : np.array. + The lower bounds for each parameter in ``x0``. If the ``i``th + parameter in ``x0`` is unbounded below, then ``lower_bound[i]`` + should be ``-np.inf``. + Note ``np.shape(lower_bound) == (n,)``. + upper_bound : np.array. + The upper bounds for each parameter in ``x0``. If the ``i``th + parameter in ``x0`` is unbounded above, then ``upper_bound[i]`` + should be ``np.inf``. + Note ``np.shape(upper_bound) == (n,)``. + + Returns + ------- + res : tuple ``(lmin, lmax)`` + The bounds for ``l`` such that + ``lower_bound[i] <= x0[i] + alpha[i] * l <= upper_bound[i]`` + for all ``i``. + + """ + # get nonzero indices of alpha so we don't get any zero division errors. + # alpha will not be all zero, since it is called from _linesearch_powell + # where we have a check for this. + nonzero, = alpha.nonzero() + lower_bound, upper_bound = lower_bound[nonzero], upper_bound[nonzero] + x0, alpha = x0[nonzero], alpha[nonzero] + low = (lower_bound - x0) / alpha + high = (upper_bound - x0) / alpha + + # positive and negative indices + pos = alpha > 0 + + lmin_pos = np.where(pos, low, 0) + lmin_neg = np.where(pos, 0, high) + lmax_pos = np.where(pos, high, 0) + lmax_neg = np.where(pos, 0, low) + + lmin = np.max(lmin_pos + lmin_neg) + lmax = np.min(lmax_pos + lmax_neg) + + # if x0 is outside the bounds, then it is possible that there is + # no way to get back in the bounds for the parameters being updated + # with the current direction alpha. + # when this happens, lmax < lmin. + # If this is the case, then we can just return (0, 0) + return (lmin, lmax) if lmax >= lmin else (0, 0) + + +def _linesearch_powell(func, p, xi, tol=1e-3, + lower_bound=None, upper_bound=None, fval=None): + """Line-search algorithm using fminbound. + + Find the minimum of the function ``func(x0 + alpha*direc)``. + + lower_bound : np.array. + The lower bounds for each parameter in ``x0``. If the ``i``th + parameter in ``x0`` is unbounded below, then ``lower_bound[i]`` + should be ``-np.inf``. + Note ``np.shape(lower_bound) == (n,)``. + upper_bound : np.array. + The upper bounds for each parameter in ``x0``. If the ``i``th + parameter in ``x0`` is unbounded above, then ``upper_bound[i]`` + should be ``np.inf``. + Note ``np.shape(upper_bound) == (n,)``. + fval : number. + ``fval`` is equal to ``func(p)``, the idea is just to avoid + recomputing it so we can limit the ``fevals``. + + """ + def myfunc(alpha): + return func(p + alpha*xi) + + # if xi is zero, then don't optimize + if not np.any(xi): + return ((fval, p, xi) if fval is not None else (func(p), p, xi)) + elif lower_bound is None and upper_bound is None: + # non-bounded minimization + res = _recover_from_bracket_error(_minimize_scalar_brent, + myfunc, None, tuple(), xtol=tol) + alpha_min, fret = res.x, res.fun + xi = alpha_min * xi + return squeeze(fret), p + xi, xi + else: + bound = _line_for_search(p, xi, lower_bound, upper_bound) + if np.isneginf(bound[0]) and np.isposinf(bound[1]): + # equivalent to unbounded + return _linesearch_powell(func, p, xi, fval=fval, tol=tol) + elif not np.isneginf(bound[0]) and not np.isposinf(bound[1]): + # we can use a bounded scalar minimization + res = _minimize_scalar_bounded(myfunc, bound, xatol=tol / 100) + xi = res.x * xi + return squeeze(res.fun), p + xi, xi + else: + # only bounded on one side. use the tangent function to convert + # the infinity bound to a finite bound. The new bounded region + # is a subregion of the region bounded by -np.pi/2 and np.pi/2. + bound = np.arctan(bound[0]), np.arctan(bound[1]) + res = _minimize_scalar_bounded( + lambda x: myfunc(np.tan(x)), + bound, + xatol=tol / 100) + xi = np.tan(res.x) * xi + return squeeze(res.fun), p + xi, xi + + +def fmin_powell(func, x0, args=(), xtol=1e-4, ftol=1e-4, maxiter=None, + maxfun=None, full_output=0, disp=1, retall=0, callback=None, + direc=None): + """ + Minimize a function using modified Powell's method. + + This method only uses function values, not derivatives. + + Parameters + ---------- + func : callable f(x,*args) + Objective function to be minimized. + x0 : ndarray + Initial guess. + args : tuple, optional + Extra arguments passed to func. + xtol : float, optional + Line-search error tolerance. + ftol : float, optional + Relative error in ``func(xopt)`` acceptable for convergence. + maxiter : int, optional + Maximum number of iterations to perform. + maxfun : int, optional + Maximum number of function evaluations to make. + full_output : bool, optional + If True, ``fopt``, ``xi``, ``direc``, ``iter``, ``funcalls``, and + ``warnflag`` are returned. + disp : bool, optional + If True, print convergence messages. + retall : bool, optional + If True, return a list of the solution at each iteration. + callback : callable, optional + An optional user-supplied function, called after each + iteration. Called as ``callback(xk)``, where ``xk`` is the + current parameter vector. + direc : ndarray, optional + Initial fitting step and parameter order set as an (N, N) array, where N + is the number of fitting parameters in `x0`. Defaults to step size 1.0 + fitting all parameters simultaneously (``np.eye((N, N))``). To + prevent initial consideration of values in a step or to change initial + step size, set to 0 or desired step size in the Jth position in the Mth + block, where J is the position in `x0` and M is the desired evaluation + step, with steps being evaluated in index order. Step size and ordering + will change freely as minimization proceeds. + + Returns + ------- + xopt : ndarray + Parameter which minimizes `func`. + fopt : number + Value of function at minimum: ``fopt = func(xopt)``. + direc : ndarray + Current direction set. + iter : int + Number of iterations. + funcalls : int + Number of function calls made. + warnflag : int + Integer warning flag: + 1 : Maximum number of function evaluations. + 2 : Maximum number of iterations. + 3 : NaN result encountered. + 4 : The result is out of the provided bounds. + allvecs : list + List of solutions at each iteration. + + See also + -------- + minimize: Interface to unconstrained minimization algorithms for + multivariate functions. See the 'Powell' method in particular. + + Notes + ----- + Uses a modification of Powell's method to find the minimum of + a function of N variables. Powell's method is a conjugate + direction method. + + The algorithm has two loops. The outer loop merely iterates over the inner + loop. The inner loop minimizes over each current direction in the direction + set. At the end of the inner loop, if certain conditions are met, the + direction that gave the largest decrease is dropped and replaced with the + difference between the current estimated x and the estimated x from the + beginning of the inner-loop. + + The technical conditions for replacing the direction of greatest + increase amount to checking that + + 1. No further gain can be made along the direction of greatest increase + from that iteration. + 2. The direction of greatest increase accounted for a large sufficient + fraction of the decrease in the function value from that iteration of + the inner loop. + + References + ---------- + Powell M.J.D. (1964) An efficient method for finding the minimum of a + function of several variables without calculating derivatives, + Computer Journal, 7 (2):155-162. + + Press W., Teukolsky S.A., Vetterling W.T., and Flannery B.P.: + Numerical Recipes (any edition), Cambridge University Press + + Examples + -------- + >>> def f(x): + ... return x**2 + + >>> from scipy import optimize + + >>> minimum = optimize.fmin_powell(f, -1) + Optimization terminated successfully. + Current function value: 0.000000 + Iterations: 2 + Function evaluations: 16 + >>> minimum + array(0.0) + + """ + opts = {'xtol': xtol, + 'ftol': ftol, + 'maxiter': maxiter, + 'maxfev': maxfun, + 'disp': disp, + 'direc': direc, + 'return_all': retall} + + callback = _wrap_callback(callback) + res = _minimize_powell(func, x0, args, callback=callback, **opts) + + if full_output: + retlist = (res['x'], res['fun'], res['direc'], res['nit'], + res['nfev'], res['status']) + if retall: + retlist += (res['allvecs'], ) + return retlist + else: + if retall: + return res['x'], res['allvecs'] + else: + return res['x'] + + +def _minimize_powell(func, x0, args=(), callback=None, bounds=None, + xtol=1e-4, ftol=1e-4, maxiter=None, maxfev=None, + disp=False, direc=None, return_all=False, + **unknown_options): + """ + Minimization of scalar function of one or more variables using the + modified Powell algorithm. + + Parameters + ---------- + fun : callable + The objective function to be minimized. + + ``fun(x, *args) -> float`` + + where ``x`` is a 1-D array with shape (n,) and ``args`` + is a tuple of the fixed parameters needed to completely + specify the function. + x0 : ndarray, shape (n,) + Initial guess. Array of real elements of size (n,), + where ``n`` is the number of independent variables. + args : tuple, optional + Extra arguments passed to the objective function and its + derivatives (`fun`, `jac` and `hess` functions). + method : str or callable, optional + The present documentation is specific to ``method='powell'``, but other + options are available. See documentation for `scipy.optimize.minimize`. + bounds : sequence or `Bounds`, optional + Bounds on decision variables. There are two ways to specify the bounds: + + 1. Instance of `Bounds` class. + 2. Sequence of ``(min, max)`` pairs for each element in `x`. None + is used to specify no bound. + + If bounds are not provided, then an unbounded line search will be used. + If bounds are provided and the initial guess is within the bounds, then + every function evaluation throughout the minimization procedure will be + within the bounds. If bounds are provided, the initial guess is outside + the bounds, and `direc` is full rank (or left to default), then some + function evaluations during the first iteration may be outside the + bounds, but every function evaluation after the first iteration will be + within the bounds. If `direc` is not full rank, then some parameters + may not be optimized and the solution is not guaranteed to be within + the bounds. + + options : dict, optional + A dictionary of solver options. All methods accept the following + generic options: + + maxiter : int + Maximum number of iterations to perform. Depending on the + method each iteration may use several function evaluations. + disp : bool + Set to True to print convergence messages. + + See method-specific options for ``method='powell'`` below. + callback : callable, optional + Called after each iteration. The signature is: + + ``callback(xk)`` + + where ``xk`` is the current parameter vector. + + Returns + ------- + res : OptimizeResult + The optimization result represented as a ``OptimizeResult`` object. + Important attributes are: ``x`` the solution array, ``success`` a + Boolean flag indicating if the optimizer exited successfully and + ``message`` which describes the cause of the termination. See + `OptimizeResult` for a description of other attributes. + + Options + ------- + disp : bool + Set to True to print convergence messages. + xtol : float + Relative error in solution `xopt` acceptable for convergence. + ftol : float + Relative error in ``fun(xopt)`` acceptable for convergence. + maxiter, maxfev : int + Maximum allowed number of iterations and function evaluations. + Will default to ``N*1000``, where ``N`` is the number of + variables, if neither `maxiter` or `maxfev` is set. If both + `maxiter` and `maxfev` are set, minimization will stop at the + first reached. + direc : ndarray + Initial set of direction vectors for the Powell method. + return_all : bool, optional + Set to True to return a list of the best solution at each of the + iterations. + """ + _check_unknown_options(unknown_options) + maxfun = maxfev + retall = return_all + + x = asarray(x0).flatten() + if retall: + allvecs = [x] + N = len(x) + # If neither are set, then set both to default + if maxiter is None and maxfun is None: + maxiter = N * 1000 + maxfun = N * 1000 + elif maxiter is None: + # Convert remaining Nones, to np.inf, unless the other is np.inf, in + # which case use the default to avoid unbounded iteration + if maxfun == np.inf: + maxiter = N * 1000 + else: + maxiter = np.inf + elif maxfun is None: + if maxiter == np.inf: + maxfun = N * 1000 + else: + maxfun = np.inf + + # we need to use a mutable object here that we can update in the + # wrapper function + fcalls, func = _wrap_scalar_function_maxfun_validation(func, args, maxfun) + + if direc is None: + direc = eye(N, dtype=float) + else: + direc = asarray(direc, dtype=float) + if np.linalg.matrix_rank(direc) != direc.shape[0]: + warnings.warn("direc input is not full rank, some parameters may " + "not be optimized", + OptimizeWarning, stacklevel=3) + + if bounds is None: + # don't make these arrays of all +/- inf. because + # _linesearch_powell will do an unnecessary check of all the elements. + # just keep them None, _linesearch_powell will not have to check + # all the elements. + lower_bound, upper_bound = None, None + else: + # bounds is standardized in _minimize.py. + lower_bound, upper_bound = bounds.lb, bounds.ub + if np.any(lower_bound > x0) or np.any(x0 > upper_bound): + warnings.warn("Initial guess is not within the specified bounds", + OptimizeWarning, stacklevel=3) + + fval = squeeze(func(x)) + x1 = x.copy() + iter = 0 + while True: + try: + fx = fval + bigind = 0 + delta = 0.0 + for i in range(N): + direc1 = direc[i] + fx2 = fval + fval, x, direc1 = _linesearch_powell(func, x, direc1, + tol=xtol * 100, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval) + if (fx2 - fval) > delta: + delta = fx2 - fval + bigind = i + iter += 1 + if retall: + allvecs.append(x) + intermediate_result = OptimizeResult(x=x, fun=fval) + if _call_callback_maybe_halt(callback, intermediate_result): + break + bnd = ftol * (np.abs(fx) + np.abs(fval)) + 1e-20 + if 2.0 * (fx - fval) <= bnd: + break + if fcalls[0] >= maxfun: + break + if iter >= maxiter: + break + if np.isnan(fx) and np.isnan(fval): + # Ended up in a nan-region: bail out + break + + # Construct the extrapolated point + direc1 = x - x1 + x1 = x.copy() + # make sure that we don't go outside the bounds when extrapolating + if lower_bound is None and upper_bound is None: + lmax = 1 + else: + _, lmax = _line_for_search(x, direc1, lower_bound, upper_bound) + x2 = x + min(lmax, 1) * direc1 + fx2 = squeeze(func(x2)) + + if (fx > fx2): + t = 2.0*(fx + fx2 - 2.0*fval) + temp = (fx - fval - delta) + t *= temp*temp + temp = fx - fx2 + t -= delta*temp*temp + if t < 0.0: + fval, x, direc1 = _linesearch_powell( + func, x, direc1, + tol=xtol * 100, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval + ) + if np.any(direc1): + direc[bigind] = direc[-1] + direc[-1] = direc1 + except _MaxFuncCallError: + break + + warnflag = 0 + msg = _status_message['success'] + # out of bounds is more urgent than exceeding function evals or iters, + # but I don't want to cause inconsistencies by changing the + # established warning flags for maxfev and maxiter, so the out of bounds + # warning flag becomes 3, but is checked for first. + if bounds and (np.any(lower_bound > x) or np.any(x > upper_bound)): + warnflag = 4 + msg = _status_message['out_of_bounds'] + elif fcalls[0] >= maxfun: + warnflag = 1 + msg = _status_message['maxfev'] + elif iter >= maxiter: + warnflag = 2 + msg = _status_message['maxiter'] + elif np.isnan(fval) or np.isnan(x).any(): + warnflag = 3 + msg = _status_message['nan'] + + if disp: + _print_success_message_or_warn(warnflag, msg, RuntimeWarning) + print(" Current function value: %f" % fval) + print(" Iterations: %d" % iter) + print(" Function evaluations: %d" % fcalls[0]) + + result = OptimizeResult(fun=fval, direc=direc, nit=iter, nfev=fcalls[0], + status=warnflag, success=(warnflag == 0), + message=msg, x=x) + if retall: + result['allvecs'] = allvecs + return result + + +def _endprint(x, flag, fval, maxfun, xtol, disp): + if flag == 0: + if disp > 1: + print("\nOptimization terminated successfully;\n" + "The returned value satisfies the termination criteria\n" + "(using xtol = ", xtol, ")") + return + + if flag == 1: + msg = ("\nMaximum number of function evaluations exceeded --- " + "increase maxfun argument.\n") + elif flag == 2: + msg = "\n{}".format(_status_message['nan']) + + _print_success_message_or_warn(flag, msg) + return + + +def brute(func, ranges, args=(), Ns=20, full_output=0, finish=fmin, + disp=False, workers=1): + """Minimize a function over a given range by brute force. + + Uses the "brute force" method, i.e., computes the function's value + at each point of a multidimensional grid of points, to find the global + minimum of the function. + + The function is evaluated everywhere in the range with the datatype of the + first call to the function, as enforced by the ``vectorize`` NumPy + function. The value and type of the function evaluation returned when + ``full_output=True`` are affected in addition by the ``finish`` argument + (see Notes). + + The brute force approach is inefficient because the number of grid points + increases exponentially - the number of grid points to evaluate is + ``Ns ** len(x)``. Consequently, even with coarse grid spacing, even + moderately sized problems can take a long time to run, and/or run into + memory limitations. + + Parameters + ---------- + func : callable + The objective function to be minimized. Must be in the + form ``f(x, *args)``, where ``x`` is the argument in + the form of a 1-D array and ``args`` is a tuple of any + additional fixed parameters needed to completely specify + the function. + ranges : tuple + Each component of the `ranges` tuple must be either a + "slice object" or a range tuple of the form ``(low, high)``. + The program uses these to create the grid of points on which + the objective function will be computed. See `Note 2` for + more detail. + args : tuple, optional + Any additional fixed parameters needed to completely specify + the function. + Ns : int, optional + Number of grid points along the axes, if not otherwise + specified. See `Note2`. + full_output : bool, optional + If True, return the evaluation grid and the objective function's + values on it. + finish : callable, optional + An optimization function that is called with the result of brute force + minimization as initial guess. `finish` should take `func` and + the initial guess as positional arguments, and take `args` as + keyword arguments. It may additionally take `full_output` + and/or `disp` as keyword arguments. Use None if no "polishing" + function is to be used. See Notes for more details. + disp : bool, optional + Set to True to print convergence messages from the `finish` callable. + workers : int or map-like callable, optional + If `workers` is an int the grid is subdivided into `workers` + sections and evaluated in parallel (uses + `multiprocessing.Pool `). + Supply `-1` to use all cores available to the Process. + Alternatively supply a map-like callable, such as + `multiprocessing.Pool.map` for evaluating the grid in parallel. + This evaluation is carried out as ``workers(func, iterable)``. + Requires that `func` be pickleable. + + .. versionadded:: 1.3.0 + + Returns + ------- + x0 : ndarray + A 1-D array containing the coordinates of a point at which the + objective function had its minimum value. (See `Note 1` for + which point is returned.) + fval : float + Function value at the point `x0`. (Returned when `full_output` is + True.) + grid : tuple + Representation of the evaluation grid. It has the same + length as `x0`. (Returned when `full_output` is True.) + Jout : ndarray + Function values at each point of the evaluation + grid, i.e., ``Jout = func(*grid)``. (Returned + when `full_output` is True.) + + See Also + -------- + basinhopping, differential_evolution + + Notes + ----- + *Note 1*: The program finds the gridpoint at which the lowest value + of the objective function occurs. If `finish` is None, that is the + point returned. When the global minimum occurs within (or not very far + outside) the grid's boundaries, and the grid is fine enough, that + point will be in the neighborhood of the global minimum. + + However, users often employ some other optimization program to + "polish" the gridpoint values, i.e., to seek a more precise + (local) minimum near `brute's` best gridpoint. + The `brute` function's `finish` option provides a convenient way to do + that. Any polishing program used must take `brute's` output as its + initial guess as a positional argument, and take `brute's` input values + for `args` as keyword arguments, otherwise an error will be raised. + It may additionally take `full_output` and/or `disp` as keyword arguments. + + `brute` assumes that the `finish` function returns either an + `OptimizeResult` object or a tuple in the form: + ``(xmin, Jmin, ... , statuscode)``, where ``xmin`` is the minimizing + value of the argument, ``Jmin`` is the minimum value of the objective + function, "..." may be some other returned values (which are not used + by `brute`), and ``statuscode`` is the status code of the `finish` program. + + Note that when `finish` is not None, the values returned are those + of the `finish` program, *not* the gridpoint ones. Consequently, + while `brute` confines its search to the input grid points, + the `finish` program's results usually will not coincide with any + gridpoint, and may fall outside the grid's boundary. Thus, if a + minimum only needs to be found over the provided grid points, make + sure to pass in `finish=None`. + + *Note 2*: The grid of points is a `numpy.mgrid` object. + For `brute` the `ranges` and `Ns` inputs have the following effect. + Each component of the `ranges` tuple can be either a slice object or a + two-tuple giving a range of values, such as (0, 5). If the component is a + slice object, `brute` uses it directly. If the component is a two-tuple + range, `brute` internally converts it to a slice object that interpolates + `Ns` points from its low-value to its high-value, inclusive. + + Examples + -------- + We illustrate the use of `brute` to seek the global minimum of a function + of two variables that is given as the sum of a positive-definite + quadratic and two deep "Gaussian-shaped" craters. Specifically, define + the objective function `f` as the sum of three other functions, + ``f = f1 + f2 + f3``. We suppose each of these has a signature + ``(z, *params)``, where ``z = (x, y)``, and ``params`` and the functions + are as defined below. + + >>> import numpy as np + >>> params = (2, 3, 7, 8, 9, 10, 44, -1, 2, 26, 1, -2, 0.5) + >>> def f1(z, *params): + ... x, y = z + ... a, b, c, d, e, f, g, h, i, j, k, l, scale = params + ... return (a * x**2 + b * x * y + c * y**2 + d*x + e*y + f) + + >>> def f2(z, *params): + ... x, y = z + ... a, b, c, d, e, f, g, h, i, j, k, l, scale = params + ... return (-g*np.exp(-((x-h)**2 + (y-i)**2) / scale)) + + >>> def f3(z, *params): + ... x, y = z + ... a, b, c, d, e, f, g, h, i, j, k, l, scale = params + ... return (-j*np.exp(-((x-k)**2 + (y-l)**2) / scale)) + + >>> def f(z, *params): + ... return f1(z, *params) + f2(z, *params) + f3(z, *params) + + Thus, the objective function may have local minima near the minimum + of each of the three functions of which it is composed. To + use `fmin` to polish its gridpoint result, we may then continue as + follows: + + >>> rranges = (slice(-4, 4, 0.25), slice(-4, 4, 0.25)) + >>> from scipy import optimize + >>> resbrute = optimize.brute(f, rranges, args=params, full_output=True, + ... finish=optimize.fmin) + >>> resbrute[0] # global minimum + array([-1.05665192, 1.80834843]) + >>> resbrute[1] # function value at global minimum + -3.4085818767 + + Note that if `finish` had been set to None, we would have gotten the + gridpoint [-1.0 1.75] where the rounded function value is -2.892. + + """ + N = len(ranges) + if N > 40: + raise ValueError("Brute Force not possible with more " + "than 40 variables.") + lrange = list(ranges) + for k in range(N): + if not isinstance(lrange[k], slice): + if len(lrange[k]) < 3: + lrange[k] = tuple(lrange[k]) + (complex(Ns),) + lrange[k] = slice(*lrange[k]) + if (N == 1): + lrange = lrange[0] + + grid = np.mgrid[lrange] + + # obtain an array of parameters that is iterable by a map-like callable + inpt_shape = grid.shape + if (N > 1): + grid = np.reshape(grid, (inpt_shape[0], np.prod(inpt_shape[1:]))).T + + if not np.iterable(args): + args = (args,) + + wrapped_func = _Brute_Wrapper(func, args) + + # iterate over input arrays, possibly in parallel + with MapWrapper(pool=workers) as mapper: + Jout = np.array(list(mapper(wrapped_func, grid))) + if (N == 1): + grid = (grid,) + Jout = np.squeeze(Jout) + elif (N > 1): + Jout = np.reshape(Jout, inpt_shape[1:]) + grid = np.reshape(grid.T, inpt_shape) + + Nshape = shape(Jout) + + indx = argmin(Jout.ravel(), axis=-1) + Nindx = np.empty(N, int) + xmin = np.empty(N, float) + for k in range(N - 1, -1, -1): + thisN = Nshape[k] + Nindx[k] = indx % Nshape[k] + indx = indx // thisN + for k in range(N): + xmin[k] = grid[k][tuple(Nindx)] + + Jmin = Jout[tuple(Nindx)] + if (N == 1): + grid = grid[0] + xmin = xmin[0] + + if callable(finish): + # set up kwargs for `finish` function + finish_args = _getfullargspec(finish).args + finish_kwargs = dict() + if 'full_output' in finish_args: + finish_kwargs['full_output'] = 1 + if 'disp' in finish_args: + finish_kwargs['disp'] = disp + elif 'options' in finish_args: + # pass 'disp' as `options` + # (e.g., if `finish` is `minimize`) + finish_kwargs['options'] = {'disp': disp} + + # run minimizer + res = finish(func, xmin, args=args, **finish_kwargs) + + if isinstance(res, OptimizeResult): + xmin = res.x + Jmin = res.fun + success = res.success + else: + xmin = res[0] + Jmin = res[1] + success = res[-1] == 0 + if not success: + if disp: + warnings.warn("Either final optimization did not succeed or `finish` " + "does not return `statuscode` as its last argument.", + RuntimeWarning, stacklevel=2) + + if full_output: + return xmin, Jmin, grid, Jout + else: + return xmin + + +class _Brute_Wrapper: + """ + Object to wrap user cost function for optimize.brute, allowing picklability + """ + + def __init__(self, f, args): + self.f = f + self.args = [] if args is None else args + + def __call__(self, x): + # flatten needed for one dimensional case. + return self.f(np.asarray(x).flatten(), *self.args) + + +def show_options(solver=None, method=None, disp=True): + """ + Show documentation for additional options of optimization solvers. + + These are method-specific options that can be supplied through the + ``options`` dict. + + Parameters + ---------- + solver : str + Type of optimization solver. One of 'minimize', 'minimize_scalar', + 'root', 'root_scalar', 'linprog', or 'quadratic_assignment'. + method : str, optional + If not given, shows all methods of the specified solver. Otherwise, + show only the options for the specified method. Valid values + corresponds to methods' names of respective solver (e.g., 'BFGS' for + 'minimize'). + disp : bool, optional + Whether to print the result rather than returning it. + + Returns + ------- + text + Either None (for disp=True) or the text string (disp=False) + + Notes + ----- + The solver-specific methods are: + + `scipy.optimize.minimize` + + - :ref:`Nelder-Mead ` + - :ref:`Powell ` + - :ref:`CG ` + - :ref:`BFGS ` + - :ref:`Newton-CG ` + - :ref:`L-BFGS-B ` + - :ref:`TNC ` + - :ref:`COBYLA ` + - :ref:`SLSQP ` + - :ref:`dogleg ` + - :ref:`trust-ncg ` + + `scipy.optimize.root` + + - :ref:`hybr ` + - :ref:`lm ` + - :ref:`broyden1 ` + - :ref:`broyden2 ` + - :ref:`anderson ` + - :ref:`linearmixing ` + - :ref:`diagbroyden ` + - :ref:`excitingmixing ` + - :ref:`krylov ` + - :ref:`df-sane ` + + `scipy.optimize.minimize_scalar` + + - :ref:`brent ` + - :ref:`golden ` + - :ref:`bounded ` + + `scipy.optimize.root_scalar` + + - :ref:`bisect ` + - :ref:`brentq ` + - :ref:`brenth ` + - :ref:`ridder ` + - :ref:`toms748 ` + - :ref:`newton ` + - :ref:`secant ` + - :ref:`halley ` + + `scipy.optimize.linprog` + + - :ref:`simplex ` + - :ref:`interior-point ` + - :ref:`revised simplex ` + - :ref:`highs ` + - :ref:`highs-ds ` + - :ref:`highs-ipm ` + + `scipy.optimize.quadratic_assignment` + + - :ref:`faq ` + - :ref:`2opt ` + + Examples + -------- + We can print documentations of a solver in stdout: + + >>> from scipy.optimize import show_options + >>> show_options(solver="minimize") + ... + + Specifying a method is possible: + + >>> show_options(solver="minimize", method="Nelder-Mead") + ... + + We can also get the documentations as a string: + + >>> show_options(solver="minimize", method="Nelder-Mead", disp=False) + Minimization of scalar function of one or more variables using the ... + + """ + import textwrap + + doc_routines = { + 'minimize': ( + ('bfgs', 'scipy.optimize._optimize._minimize_bfgs'), + ('cg', 'scipy.optimize._optimize._minimize_cg'), + ('cobyla', 'scipy.optimize._cobyla_py._minimize_cobyla'), + ('dogleg', 'scipy.optimize._trustregion_dogleg._minimize_dogleg'), + ('l-bfgs-b', 'scipy.optimize._lbfgsb_py._minimize_lbfgsb'), + ('nelder-mead', 'scipy.optimize._optimize._minimize_neldermead'), + ('newton-cg', 'scipy.optimize._optimize._minimize_newtoncg'), + ('powell', 'scipy.optimize._optimize._minimize_powell'), + ('slsqp', 'scipy.optimize._slsqp_py._minimize_slsqp'), + ('tnc', 'scipy.optimize._tnc._minimize_tnc'), + ('trust-ncg', + 'scipy.optimize._trustregion_ncg._minimize_trust_ncg'), + ('trust-constr', + 'scipy.optimize._trustregion_constr.' + '_minimize_trustregion_constr'), + ('trust-exact', + 'scipy.optimize._trustregion_exact._minimize_trustregion_exact'), + ('trust-krylov', + 'scipy.optimize._trustregion_krylov._minimize_trust_krylov'), + ), + 'root': ( + ('hybr', 'scipy.optimize._minpack_py._root_hybr'), + ('lm', 'scipy.optimize._root._root_leastsq'), + ('broyden1', 'scipy.optimize._root._root_broyden1_doc'), + ('broyden2', 'scipy.optimize._root._root_broyden2_doc'), + ('anderson', 'scipy.optimize._root._root_anderson_doc'), + ('diagbroyden', 'scipy.optimize._root._root_diagbroyden_doc'), + ('excitingmixing', 'scipy.optimize._root._root_excitingmixing_doc'), + ('linearmixing', 'scipy.optimize._root._root_linearmixing_doc'), + ('krylov', 'scipy.optimize._root._root_krylov_doc'), + ('df-sane', 'scipy.optimize._spectral._root_df_sane'), + ), + 'root_scalar': ( + ('bisect', 'scipy.optimize._root_scalar._root_scalar_bisect_doc'), + ('brentq', 'scipy.optimize._root_scalar._root_scalar_brentq_doc'), + ('brenth', 'scipy.optimize._root_scalar._root_scalar_brenth_doc'), + ('ridder', 'scipy.optimize._root_scalar._root_scalar_ridder_doc'), + ('toms748', 'scipy.optimize._root_scalar._root_scalar_toms748_doc'), + ('secant', 'scipy.optimize._root_scalar._root_scalar_secant_doc'), + ('newton', 'scipy.optimize._root_scalar._root_scalar_newton_doc'), + ('halley', 'scipy.optimize._root_scalar._root_scalar_halley_doc'), + ), + 'linprog': ( + ('simplex', 'scipy.optimize._linprog._linprog_simplex_doc'), + ('interior-point', 'scipy.optimize._linprog._linprog_ip_doc'), + ('revised simplex', 'scipy.optimize._linprog._linprog_rs_doc'), + ('highs-ipm', 'scipy.optimize._linprog._linprog_highs_ipm_doc'), + ('highs-ds', 'scipy.optimize._linprog._linprog_highs_ds_doc'), + ('highs', 'scipy.optimize._linprog._linprog_highs_doc'), + ), + 'quadratic_assignment': ( + ('faq', 'scipy.optimize._qap._quadratic_assignment_faq'), + ('2opt', 'scipy.optimize._qap._quadratic_assignment_2opt'), + ), + 'minimize_scalar': ( + ('brent', 'scipy.optimize._optimize._minimize_scalar_brent'), + ('bounded', 'scipy.optimize._optimize._minimize_scalar_bounded'), + ('golden', 'scipy.optimize._optimize._minimize_scalar_golden'), + ), + } + + if solver is None: + text = ["\n\n\n========\n", "minimize\n", "========\n"] + text.append(show_options('minimize', disp=False)) + text.extend(["\n\n===============\n", "minimize_scalar\n", + "===============\n"]) + text.append(show_options('minimize_scalar', disp=False)) + text.extend(["\n\n\n====\n", "root\n", + "====\n"]) + text.append(show_options('root', disp=False)) + text.extend(['\n\n\n=======\n', 'linprog\n', + '=======\n']) + text.append(show_options('linprog', disp=False)) + text = "".join(text) + else: + solver = solver.lower() + if solver not in doc_routines: + raise ValueError(f'Unknown solver {solver!r}') + + if method is None: + text = [] + for name, _ in doc_routines[solver]: + text.extend(["\n\n" + name, "\n" + "="*len(name) + "\n\n"]) + text.append(show_options(solver, name, disp=False)) + text = "".join(text) + else: + method = method.lower() + methods = dict(doc_routines[solver]) + if method not in methods: + raise ValueError(f"Unknown method {method!r}") + name = methods[method] + + # Import function object + parts = name.split('.') + mod_name = ".".join(parts[:-1]) + __import__(mod_name) + obj = getattr(sys.modules[mod_name], parts[-1]) + + # Get doc + doc = obj.__doc__ + if doc is not None: + text = textwrap.dedent(doc).strip() + else: + text = "" + + if disp: + print(text) + return + else: + return text