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  1. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/__init__.cpython-310.pyc +0 -0
  2. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/canonical_constraint.cpython-310.pyc +0 -0
  3. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/equality_constrained_sqp.cpython-310.pyc +0 -0
  4. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/minimize_trustregion_constr.cpython-310.pyc +0 -0
  5. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/projections.cpython-310.pyc +0 -0
  6. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/qp_subproblem.cpython-310.pyc +0 -0
  7. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/report.cpython-310.pyc +0 -0
  8. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/__pycache__/tr_interior_point.cpython-310.pyc +0 -0
  9. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/__init__.py +0 -0
  10. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/__pycache__/__init__.cpython-310.pyc +0 -0
  11. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/__pycache__/test_canonical_constraint.cpython-310.pyc +0 -0
  12. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/__pycache__/test_projections.cpython-310.pyc +0 -0
  13. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/__pycache__/test_qp_subproblem.cpython-310.pyc +0 -0
  14. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/__pycache__/test_report.cpython-310.pyc +0 -0
  15. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/test_projections.py +214 -0
  16. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/test_qp_subproblem.py +645 -0
  17. llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/test_report.py +32 -0
  18. llmeval-env/lib/python3.10/site-packages/scipy/optimize/cython_optimize/_zeros.cpython-310-x86_64-linux-gnu.so +0 -0
  19. llmeval-env/lib/python3.10/site-packages/scipy/optimize/cython_optimize/_zeros.pxd +33 -0
  20. llmeval-env/lib/python3.10/site-packages/scipy/optimize/cython_optimize/c_zeros.pxd +26 -0
  21. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__init__.py +0 -0
  22. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test__linprog_clean_inputs.cpython-310.pyc +0 -0
  23. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test__remove_redundancy.cpython-310.pyc +0 -0
  24. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test__root.cpython-310.pyc +0 -0
  25. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test__shgo.cpython-310.pyc +0 -0
  26. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_constraint_conversion.cpython-310.pyc +0 -0
  27. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_cython_optimize.cpython-310.pyc +0 -0
  28. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_direct.cpython-310.pyc +0 -0
  29. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_lbfgsb_setulb.cpython-310.pyc +0 -0
  30. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_least_squares.cpython-310.pyc +0 -0
  31. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_linear_assignment.cpython-310.pyc +0 -0
  32. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_lsq_linear.cpython-310.pyc +0 -0
  33. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test_nnls.cpython-310.pyc +0 -0
  34. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__basinhopping.py +525 -0
  35. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__differential_evolution.py +1677 -0
  36. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__dual_annealing.py +379 -0
  37. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__linprog_clean_inputs.py +310 -0
  38. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__numdiff.py +815 -0
  39. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__remove_redundancy.py +228 -0
  40. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__root.py +123 -0
  41. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__shgo.py +1159 -0
  42. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__spectral.py +226 -0
  43. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_bracket.py +780 -0
  44. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_chandrupatla.py +827 -0
  45. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_cobyla.py +166 -0
  46. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_constraint_conversion.py +274 -0
  47. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_constraints.py +255 -0
  48. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_cython_optimize.py +92 -0
  49. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_differentiable_functions.py +758 -0
  50. llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_differentiate.py +396 -0
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1
+ import numpy as np
2
+ import scipy.linalg
3
+ from scipy.sparse import csc_matrix
4
+ from scipy.optimize._trustregion_constr.projections \
5
+ import projections, orthogonality
6
+ from numpy.testing import (TestCase, assert_array_almost_equal,
7
+ assert_equal, assert_allclose)
8
+
9
+ try:
10
+ from sksparse.cholmod import cholesky_AAt # noqa: F401
11
+ sksparse_available = True
12
+ available_sparse_methods = ("NormalEquation", "AugmentedSystem")
13
+ except ImportError:
14
+ sksparse_available = False
15
+ available_sparse_methods = ("AugmentedSystem",)
16
+ available_dense_methods = ('QRFactorization', 'SVDFactorization')
17
+
18
+
19
+ class TestProjections(TestCase):
20
+
21
+ def test_nullspace_and_least_squares_sparse(self):
22
+ A_dense = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
23
+ [0, 8, 7, 0, 1, 5, 9, 0],
24
+ [1, 0, 0, 0, 0, 1, 2, 3]])
25
+ At_dense = A_dense.T
26
+ A = csc_matrix(A_dense)
27
+ test_points = ([1, 2, 3, 4, 5, 6, 7, 8],
28
+ [1, 10, 3, 0, 1, 6, 7, 8],
29
+ [1.12, 10, 0, 0, 100000, 6, 0.7, 8])
30
+
31
+ for method in available_sparse_methods:
32
+ Z, LS, _ = projections(A, method)
33
+ for z in test_points:
34
+ # Test if x is in the null_space
35
+ x = Z.matvec(z)
36
+ assert_array_almost_equal(A.dot(x), 0)
37
+ # Test orthogonality
38
+ assert_array_almost_equal(orthogonality(A, x), 0)
39
+ # Test if x is the least square solution
40
+ x = LS.matvec(z)
41
+ x2 = scipy.linalg.lstsq(At_dense, z)[0]
42
+ assert_array_almost_equal(x, x2)
43
+
44
+ def test_iterative_refinements_sparse(self):
45
+ A_dense = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
46
+ [0, 8, 7, 0, 1, 5, 9, 0],
47
+ [1, 0, 0, 0, 0, 1, 2, 3]])
48
+ A = csc_matrix(A_dense)
49
+ test_points = ([1, 2, 3, 4, 5, 6, 7, 8],
50
+ [1, 10, 3, 0, 1, 6, 7, 8],
51
+ [1.12, 10, 0, 0, 100000, 6, 0.7, 8],
52
+ [1, 0, 0, 0, 0, 1, 2, 3+1e-10])
53
+
54
+ for method in available_sparse_methods:
55
+ Z, LS, _ = projections(A, method, orth_tol=1e-18, max_refin=100)
56
+ for z in test_points:
57
+ # Test if x is in the null_space
58
+ x = Z.matvec(z)
59
+ atol = 1e-13 * abs(x).max()
60
+ assert_allclose(A.dot(x), 0, atol=atol)
61
+ # Test orthogonality
62
+ assert_allclose(orthogonality(A, x), 0, atol=1e-13)
63
+
64
+ def test_rowspace_sparse(self):
65
+ A_dense = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
66
+ [0, 8, 7, 0, 1, 5, 9, 0],
67
+ [1, 0, 0, 0, 0, 1, 2, 3]])
68
+ A = csc_matrix(A_dense)
69
+ test_points = ([1, 2, 3],
70
+ [1, 10, 3],
71
+ [1.12, 10, 0])
72
+
73
+ for method in available_sparse_methods:
74
+ _, _, Y = projections(A, method)
75
+ for z in test_points:
76
+ # Test if x is solution of A x = z
77
+ x = Y.matvec(z)
78
+ assert_array_almost_equal(A.dot(x), z)
79
+ # Test if x is in the return row space of A
80
+ A_ext = np.vstack((A_dense, x))
81
+ assert_equal(np.linalg.matrix_rank(A_dense),
82
+ np.linalg.matrix_rank(A_ext))
83
+
84
+ def test_nullspace_and_least_squares_dense(self):
85
+ A = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
86
+ [0, 8, 7, 0, 1, 5, 9, 0],
87
+ [1, 0, 0, 0, 0, 1, 2, 3]])
88
+ At = A.T
89
+ test_points = ([1, 2, 3, 4, 5, 6, 7, 8],
90
+ [1, 10, 3, 0, 1, 6, 7, 8],
91
+ [1.12, 10, 0, 0, 100000, 6, 0.7, 8])
92
+
93
+ for method in available_dense_methods:
94
+ Z, LS, _ = projections(A, method)
95
+ for z in test_points:
96
+ # Test if x is in the null_space
97
+ x = Z.matvec(z)
98
+ assert_array_almost_equal(A.dot(x), 0)
99
+ # Test orthogonality
100
+ assert_array_almost_equal(orthogonality(A, x), 0)
101
+ # Test if x is the least square solution
102
+ x = LS.matvec(z)
103
+ x2 = scipy.linalg.lstsq(At, z)[0]
104
+ assert_array_almost_equal(x, x2)
105
+
106
+ def test_compare_dense_and_sparse(self):
107
+ D = np.diag(range(1, 101))
108
+ A = np.hstack([D, D, D, D])
109
+ A_sparse = csc_matrix(A)
110
+ np.random.seed(0)
111
+
112
+ Z, LS, Y = projections(A)
113
+ Z_sparse, LS_sparse, Y_sparse = projections(A_sparse)
114
+ for k in range(20):
115
+ z = np.random.normal(size=(400,))
116
+ assert_array_almost_equal(Z.dot(z), Z_sparse.dot(z))
117
+ assert_array_almost_equal(LS.dot(z), LS_sparse.dot(z))
118
+ x = np.random.normal(size=(100,))
119
+ assert_array_almost_equal(Y.dot(x), Y_sparse.dot(x))
120
+
121
+ def test_compare_dense_and_sparse2(self):
122
+ D1 = np.diag([-1.7, 1, 0.5])
123
+ D2 = np.diag([1, -0.6, -0.3])
124
+ D3 = np.diag([-0.3, -1.5, 2])
125
+ A = np.hstack([D1, D2, D3])
126
+ A_sparse = csc_matrix(A)
127
+ np.random.seed(0)
128
+
129
+ Z, LS, Y = projections(A)
130
+ Z_sparse, LS_sparse, Y_sparse = projections(A_sparse)
131
+ for k in range(1):
132
+ z = np.random.normal(size=(9,))
133
+ assert_array_almost_equal(Z.dot(z), Z_sparse.dot(z))
134
+ assert_array_almost_equal(LS.dot(z), LS_sparse.dot(z))
135
+ x = np.random.normal(size=(3,))
136
+ assert_array_almost_equal(Y.dot(x), Y_sparse.dot(x))
137
+
138
+ def test_iterative_refinements_dense(self):
139
+ A = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
140
+ [0, 8, 7, 0, 1, 5, 9, 0],
141
+ [1, 0, 0, 0, 0, 1, 2, 3]])
142
+ test_points = ([1, 2, 3, 4, 5, 6, 7, 8],
143
+ [1, 10, 3, 0, 1, 6, 7, 8],
144
+ [1, 0, 0, 0, 0, 1, 2, 3+1e-10])
145
+
146
+ for method in available_dense_methods:
147
+ Z, LS, _ = projections(A, method, orth_tol=1e-18, max_refin=10)
148
+ for z in test_points:
149
+ # Test if x is in the null_space
150
+ x = Z.matvec(z)
151
+ assert_allclose(A.dot(x), 0, rtol=0, atol=2.5e-14)
152
+ # Test orthogonality
153
+ assert_allclose(orthogonality(A, x), 0, rtol=0, atol=5e-16)
154
+
155
+ def test_rowspace_dense(self):
156
+ A = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
157
+ [0, 8, 7, 0, 1, 5, 9, 0],
158
+ [1, 0, 0, 0, 0, 1, 2, 3]])
159
+ test_points = ([1, 2, 3],
160
+ [1, 10, 3],
161
+ [1.12, 10, 0])
162
+
163
+ for method in available_dense_methods:
164
+ _, _, Y = projections(A, method)
165
+ for z in test_points:
166
+ # Test if x is solution of A x = z
167
+ x = Y.matvec(z)
168
+ assert_array_almost_equal(A.dot(x), z)
169
+ # Test if x is in the return row space of A
170
+ A_ext = np.vstack((A, x))
171
+ assert_equal(np.linalg.matrix_rank(A),
172
+ np.linalg.matrix_rank(A_ext))
173
+
174
+
175
+ class TestOrthogonality(TestCase):
176
+
177
+ def test_dense_matrix(self):
178
+ A = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
179
+ [0, 8, 7, 0, 1, 5, 9, 0],
180
+ [1, 0, 0, 0, 0, 1, 2, 3]])
181
+ test_vectors = ([-1.98931144, -1.56363389,
182
+ -0.84115584, 2.2864762,
183
+ 5.599141, 0.09286976,
184
+ 1.37040802, -0.28145812],
185
+ [697.92794044, -4091.65114008,
186
+ -3327.42316335, 836.86906951,
187
+ 99434.98929065, -1285.37653682,
188
+ -4109.21503806, 2935.29289083])
189
+ test_expected_orth = (0, 0)
190
+
191
+ for i in range(len(test_vectors)):
192
+ x = test_vectors[i]
193
+ orth = test_expected_orth[i]
194
+ assert_array_almost_equal(orthogonality(A, x), orth)
195
+
196
+ def test_sparse_matrix(self):
197
+ A = np.array([[1, 2, 3, 4, 0, 5, 0, 7],
198
+ [0, 8, 7, 0, 1, 5, 9, 0],
199
+ [1, 0, 0, 0, 0, 1, 2, 3]])
200
+ A = csc_matrix(A)
201
+ test_vectors = ([-1.98931144, -1.56363389,
202
+ -0.84115584, 2.2864762,
203
+ 5.599141, 0.09286976,
204
+ 1.37040802, -0.28145812],
205
+ [697.92794044, -4091.65114008,
206
+ -3327.42316335, 836.86906951,
207
+ 99434.98929065, -1285.37653682,
208
+ -4109.21503806, 2935.29289083])
209
+ test_expected_orth = (0, 0)
210
+
211
+ for i in range(len(test_vectors)):
212
+ x = test_vectors[i]
213
+ orth = test_expected_orth[i]
214
+ assert_array_almost_equal(orthogonality(A, x), orth)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/test_qp_subproblem.py ADDED
@@ -0,0 +1,645 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.sparse import csc_matrix
3
+ from scipy.optimize._trustregion_constr.qp_subproblem \
4
+ import (eqp_kktfact,
5
+ projected_cg,
6
+ box_intersections,
7
+ sphere_intersections,
8
+ box_sphere_intersections,
9
+ modified_dogleg)
10
+ from scipy.optimize._trustregion_constr.projections \
11
+ import projections
12
+ from numpy.testing import TestCase, assert_array_almost_equal, assert_equal
13
+ import pytest
14
+
15
+
16
+ class TestEQPDirectFactorization(TestCase):
17
+
18
+ # From Example 16.2 Nocedal/Wright "Numerical
19
+ # Optimization" p.452.
20
+ def test_nocedal_example(self):
21
+ H = csc_matrix([[6, 2, 1],
22
+ [2, 5, 2],
23
+ [1, 2, 4]])
24
+ A = csc_matrix([[1, 0, 1],
25
+ [0, 1, 1]])
26
+ c = np.array([-8, -3, -3])
27
+ b = -np.array([3, 0])
28
+ x, lagrange_multipliers = eqp_kktfact(H, c, A, b)
29
+ assert_array_almost_equal(x, [2, -1, 1])
30
+ assert_array_almost_equal(lagrange_multipliers, [3, -2])
31
+
32
+
33
+ class TestSphericalBoundariesIntersections(TestCase):
34
+
35
+ def test_2d_sphere_constraints(self):
36
+ # Interior inicial point
37
+ ta, tb, intersect = sphere_intersections([0, 0],
38
+ [1, 0], 0.5)
39
+ assert_array_almost_equal([ta, tb], [0, 0.5])
40
+ assert_equal(intersect, True)
41
+
42
+ # No intersection between line and circle
43
+ ta, tb, intersect = sphere_intersections([2, 0],
44
+ [0, 1], 1)
45
+ assert_equal(intersect, False)
46
+
47
+ # Outside initial point pointing toward outside the circle
48
+ ta, tb, intersect = sphere_intersections([2, 0],
49
+ [1, 0], 1)
50
+ assert_equal(intersect, False)
51
+
52
+ # Outside initial point pointing toward inside the circle
53
+ ta, tb, intersect = sphere_intersections([2, 0],
54
+ [-1, 0], 1.5)
55
+ assert_array_almost_equal([ta, tb], [0.5, 1])
56
+ assert_equal(intersect, True)
57
+
58
+ # Initial point on the boundary
59
+ ta, tb, intersect = sphere_intersections([2, 0],
60
+ [1, 0], 2)
61
+ assert_array_almost_equal([ta, tb], [0, 0])
62
+ assert_equal(intersect, True)
63
+
64
+ def test_2d_sphere_constraints_line_intersections(self):
65
+ # Interior initial point
66
+ ta, tb, intersect = sphere_intersections([0, 0],
67
+ [1, 0], 0.5,
68
+ entire_line=True)
69
+ assert_array_almost_equal([ta, tb], [-0.5, 0.5])
70
+ assert_equal(intersect, True)
71
+
72
+ # No intersection between line and circle
73
+ ta, tb, intersect = sphere_intersections([2, 0],
74
+ [0, 1], 1,
75
+ entire_line=True)
76
+ assert_equal(intersect, False)
77
+
78
+ # Outside initial point pointing toward outside the circle
79
+ ta, tb, intersect = sphere_intersections([2, 0],
80
+ [1, 0], 1,
81
+ entire_line=True)
82
+ assert_array_almost_equal([ta, tb], [-3, -1])
83
+ assert_equal(intersect, True)
84
+
85
+ # Outside initial point pointing toward inside the circle
86
+ ta, tb, intersect = sphere_intersections([2, 0],
87
+ [-1, 0], 1.5,
88
+ entire_line=True)
89
+ assert_array_almost_equal([ta, tb], [0.5, 3.5])
90
+ assert_equal(intersect, True)
91
+
92
+ # Initial point on the boundary
93
+ ta, tb, intersect = sphere_intersections([2, 0],
94
+ [1, 0], 2,
95
+ entire_line=True)
96
+ assert_array_almost_equal([ta, tb], [-4, 0])
97
+ assert_equal(intersect, True)
98
+
99
+
100
+ class TestBoxBoundariesIntersections(TestCase):
101
+
102
+ def test_2d_box_constraints(self):
103
+ # Box constraint in the direction of vector d
104
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
105
+ [1, 1], [3, 3])
106
+ assert_array_almost_equal([ta, tb], [0.5, 1])
107
+ assert_equal(intersect, True)
108
+
109
+ # Negative direction
110
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
111
+ [1, -3], [3, -1])
112
+ assert_equal(intersect, False)
113
+
114
+ # Some constraints are absent (set to +/- inf)
115
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
116
+ [-np.inf, 1],
117
+ [np.inf, np.inf])
118
+ assert_array_almost_equal([ta, tb], [0.5, 1])
119
+ assert_equal(intersect, True)
120
+
121
+ # Intersect on the face of the box
122
+ ta, tb, intersect = box_intersections([1, 0], [0, 1],
123
+ [1, 1], [3, 3])
124
+ assert_array_almost_equal([ta, tb], [1, 1])
125
+ assert_equal(intersect, True)
126
+
127
+ # Interior initial point
128
+ ta, tb, intersect = box_intersections([0, 0], [4, 4],
129
+ [-2, -3], [3, 2])
130
+ assert_array_almost_equal([ta, tb], [0, 0.5])
131
+ assert_equal(intersect, True)
132
+
133
+ # No intersection between line and box constraints
134
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
135
+ [-3, -3], [-1, -1])
136
+ assert_equal(intersect, False)
137
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
138
+ [-3, 3], [-1, 1])
139
+ assert_equal(intersect, False)
140
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
141
+ [-3, -np.inf],
142
+ [-1, np.inf])
143
+ assert_equal(intersect, False)
144
+ ta, tb, intersect = box_intersections([0, 0], [1, 100],
145
+ [1, 1], [3, 3])
146
+ assert_equal(intersect, False)
147
+ ta, tb, intersect = box_intersections([0.99, 0], [0, 2],
148
+ [1, 1], [3, 3])
149
+ assert_equal(intersect, False)
150
+
151
+ # Initial point on the boundary
152
+ ta, tb, intersect = box_intersections([2, 2], [0, 1],
153
+ [-2, -2], [2, 2])
154
+ assert_array_almost_equal([ta, tb], [0, 0])
155
+ assert_equal(intersect, True)
156
+
157
+ def test_2d_box_constraints_entire_line(self):
158
+ # Box constraint in the direction of vector d
159
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
160
+ [1, 1], [3, 3],
161
+ entire_line=True)
162
+ assert_array_almost_equal([ta, tb], [0.5, 1.5])
163
+ assert_equal(intersect, True)
164
+
165
+ # Negative direction
166
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
167
+ [1, -3], [3, -1],
168
+ entire_line=True)
169
+ assert_array_almost_equal([ta, tb], [-1.5, -0.5])
170
+ assert_equal(intersect, True)
171
+
172
+ # Some constraints are absent (set to +/- inf)
173
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
174
+ [-np.inf, 1],
175
+ [np.inf, np.inf],
176
+ entire_line=True)
177
+ assert_array_almost_equal([ta, tb], [0.5, np.inf])
178
+ assert_equal(intersect, True)
179
+
180
+ # Intersect on the face of the box
181
+ ta, tb, intersect = box_intersections([1, 0], [0, 1],
182
+ [1, 1], [3, 3],
183
+ entire_line=True)
184
+ assert_array_almost_equal([ta, tb], [1, 3])
185
+ assert_equal(intersect, True)
186
+
187
+ # Interior initial pointoint
188
+ ta, tb, intersect = box_intersections([0, 0], [4, 4],
189
+ [-2, -3], [3, 2],
190
+ entire_line=True)
191
+ assert_array_almost_equal([ta, tb], [-0.5, 0.5])
192
+ assert_equal(intersect, True)
193
+
194
+ # No intersection between line and box constraints
195
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
196
+ [-3, -3], [-1, -1],
197
+ entire_line=True)
198
+ assert_equal(intersect, False)
199
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
200
+ [-3, 3], [-1, 1],
201
+ entire_line=True)
202
+ assert_equal(intersect, False)
203
+ ta, tb, intersect = box_intersections([2, 0], [0, 2],
204
+ [-3, -np.inf],
205
+ [-1, np.inf],
206
+ entire_line=True)
207
+ assert_equal(intersect, False)
208
+ ta, tb, intersect = box_intersections([0, 0], [1, 100],
209
+ [1, 1], [3, 3],
210
+ entire_line=True)
211
+ assert_equal(intersect, False)
212
+ ta, tb, intersect = box_intersections([0.99, 0], [0, 2],
213
+ [1, 1], [3, 3],
214
+ entire_line=True)
215
+ assert_equal(intersect, False)
216
+
217
+ # Initial point on the boundary
218
+ ta, tb, intersect = box_intersections([2, 2], [0, 1],
219
+ [-2, -2], [2, 2],
220
+ entire_line=True)
221
+ assert_array_almost_equal([ta, tb], [-4, 0])
222
+ assert_equal(intersect, True)
223
+
224
+ def test_3d_box_constraints(self):
225
+ # Simple case
226
+ ta, tb, intersect = box_intersections([1, 1, 0], [0, 0, 1],
227
+ [1, 1, 1], [3, 3, 3])
228
+ assert_array_almost_equal([ta, tb], [1, 1])
229
+ assert_equal(intersect, True)
230
+
231
+ # Negative direction
232
+ ta, tb, intersect = box_intersections([1, 1, 0], [0, 0, -1],
233
+ [1, 1, 1], [3, 3, 3])
234
+ assert_equal(intersect, False)
235
+
236
+ # Interior point
237
+ ta, tb, intersect = box_intersections([2, 2, 2], [0, -1, 1],
238
+ [1, 1, 1], [3, 3, 3])
239
+ assert_array_almost_equal([ta, tb], [0, 1])
240
+ assert_equal(intersect, True)
241
+
242
+ def test_3d_box_constraints_entire_line(self):
243
+ # Simple case
244
+ ta, tb, intersect = box_intersections([1, 1, 0], [0, 0, 1],
245
+ [1, 1, 1], [3, 3, 3],
246
+ entire_line=True)
247
+ assert_array_almost_equal([ta, tb], [1, 3])
248
+ assert_equal(intersect, True)
249
+
250
+ # Negative direction
251
+ ta, tb, intersect = box_intersections([1, 1, 0], [0, 0, -1],
252
+ [1, 1, 1], [3, 3, 3],
253
+ entire_line=True)
254
+ assert_array_almost_equal([ta, tb], [-3, -1])
255
+ assert_equal(intersect, True)
256
+
257
+ # Interior point
258
+ ta, tb, intersect = box_intersections([2, 2, 2], [0, -1, 1],
259
+ [1, 1, 1], [3, 3, 3],
260
+ entire_line=True)
261
+ assert_array_almost_equal([ta, tb], [-1, 1])
262
+ assert_equal(intersect, True)
263
+
264
+
265
+ class TestBoxSphereBoundariesIntersections(TestCase):
266
+
267
+ def test_2d_box_constraints(self):
268
+ # Both constraints are active
269
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-2, 2],
270
+ [-1, -2], [1, 2], 2,
271
+ entire_line=False)
272
+ assert_array_almost_equal([ta, tb], [0, 0.5])
273
+ assert_equal(intersect, True)
274
+
275
+ # None of the constraints are active
276
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-1, 1],
277
+ [-1, -3], [1, 3], 10,
278
+ entire_line=False)
279
+ assert_array_almost_equal([ta, tb], [0, 1])
280
+ assert_equal(intersect, True)
281
+
282
+ # Box constraints are active
283
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-4, 4],
284
+ [-1, -3], [1, 3], 10,
285
+ entire_line=False)
286
+ assert_array_almost_equal([ta, tb], [0, 0.5])
287
+ assert_equal(intersect, True)
288
+
289
+ # Spherical constraints are active
290
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-4, 4],
291
+ [-1, -3], [1, 3], 2,
292
+ entire_line=False)
293
+ assert_array_almost_equal([ta, tb], [0, 0.25])
294
+ assert_equal(intersect, True)
295
+
296
+ # Infeasible problems
297
+ ta, tb, intersect = box_sphere_intersections([2, 2], [-4, 4],
298
+ [-1, -3], [1, 3], 2,
299
+ entire_line=False)
300
+ assert_equal(intersect, False)
301
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-4, 4],
302
+ [2, 4], [2, 4], 2,
303
+ entire_line=False)
304
+ assert_equal(intersect, False)
305
+
306
+ def test_2d_box_constraints_entire_line(self):
307
+ # Both constraints are active
308
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-2, 2],
309
+ [-1, -2], [1, 2], 2,
310
+ entire_line=True)
311
+ assert_array_almost_equal([ta, tb], [0, 0.5])
312
+ assert_equal(intersect, True)
313
+
314
+ # None of the constraints are active
315
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-1, 1],
316
+ [-1, -3], [1, 3], 10,
317
+ entire_line=True)
318
+ assert_array_almost_equal([ta, tb], [0, 2])
319
+ assert_equal(intersect, True)
320
+
321
+ # Box constraints are active
322
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-4, 4],
323
+ [-1, -3], [1, 3], 10,
324
+ entire_line=True)
325
+ assert_array_almost_equal([ta, tb], [0, 0.5])
326
+ assert_equal(intersect, True)
327
+
328
+ # Spherical constraints are active
329
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-4, 4],
330
+ [-1, -3], [1, 3], 2,
331
+ entire_line=True)
332
+ assert_array_almost_equal([ta, tb], [0, 0.25])
333
+ assert_equal(intersect, True)
334
+
335
+ # Infeasible problems
336
+ ta, tb, intersect = box_sphere_intersections([2, 2], [-4, 4],
337
+ [-1, -3], [1, 3], 2,
338
+ entire_line=True)
339
+ assert_equal(intersect, False)
340
+ ta, tb, intersect = box_sphere_intersections([1, 1], [-4, 4],
341
+ [2, 4], [2, 4], 2,
342
+ entire_line=True)
343
+ assert_equal(intersect, False)
344
+
345
+
346
+ class TestModifiedDogleg(TestCase):
347
+
348
+ def test_cauchypoint_equalsto_newtonpoint(self):
349
+ A = np.array([[1, 8]])
350
+ b = np.array([-16])
351
+ _, _, Y = projections(A)
352
+ newton_point = np.array([0.24615385, 1.96923077])
353
+
354
+ # Newton point inside boundaries
355
+ x = modified_dogleg(A, Y, b, 2, [-np.inf, -np.inf], [np.inf, np.inf])
356
+ assert_array_almost_equal(x, newton_point)
357
+
358
+ # Spherical constraint active
359
+ x = modified_dogleg(A, Y, b, 1, [-np.inf, -np.inf], [np.inf, np.inf])
360
+ assert_array_almost_equal(x, newton_point/np.linalg.norm(newton_point))
361
+
362
+ # Box constraints active
363
+ x = modified_dogleg(A, Y, b, 2, [-np.inf, -np.inf], [0.1, np.inf])
364
+ assert_array_almost_equal(x, (newton_point/newton_point[0]) * 0.1)
365
+
366
+ def test_3d_example(self):
367
+ A = np.array([[1, 8, 1],
368
+ [4, 2, 2]])
369
+ b = np.array([-16, 2])
370
+ Z, LS, Y = projections(A)
371
+
372
+ newton_point = np.array([-1.37090909, 2.23272727, -0.49090909])
373
+ cauchy_point = np.array([0.11165723, 1.73068711, 0.16748585])
374
+ origin = np.zeros_like(newton_point)
375
+
376
+ # newton_point inside boundaries
377
+ x = modified_dogleg(A, Y, b, 3, [-np.inf, -np.inf, -np.inf],
378
+ [np.inf, np.inf, np.inf])
379
+ assert_array_almost_equal(x, newton_point)
380
+
381
+ # line between cauchy_point and newton_point contains best point
382
+ # (spherical constraint is active).
383
+ x = modified_dogleg(A, Y, b, 2, [-np.inf, -np.inf, -np.inf],
384
+ [np.inf, np.inf, np.inf])
385
+ z = cauchy_point
386
+ d = newton_point-cauchy_point
387
+ t = ((x-z)/(d))
388
+ assert_array_almost_equal(t, np.full(3, 0.40807330))
389
+ assert_array_almost_equal(np.linalg.norm(x), 2)
390
+
391
+ # line between cauchy_point and newton_point contains best point
392
+ # (box constraint is active).
393
+ x = modified_dogleg(A, Y, b, 5, [-1, -np.inf, -np.inf],
394
+ [np.inf, np.inf, np.inf])
395
+ z = cauchy_point
396
+ d = newton_point-cauchy_point
397
+ t = ((x-z)/(d))
398
+ assert_array_almost_equal(t, np.full(3, 0.7498195))
399
+ assert_array_almost_equal(x[0], -1)
400
+
401
+ # line between origin and cauchy_point contains best point
402
+ # (spherical constraint is active).
403
+ x = modified_dogleg(A, Y, b, 1, [-np.inf, -np.inf, -np.inf],
404
+ [np.inf, np.inf, np.inf])
405
+ z = origin
406
+ d = cauchy_point
407
+ t = ((x-z)/(d))
408
+ assert_array_almost_equal(t, np.full(3, 0.573936265))
409
+ assert_array_almost_equal(np.linalg.norm(x), 1)
410
+
411
+ # line between origin and newton_point contains best point
412
+ # (box constraint is active).
413
+ x = modified_dogleg(A, Y, b, 2, [-np.inf, -np.inf, -np.inf],
414
+ [np.inf, 1, np.inf])
415
+ z = origin
416
+ d = newton_point
417
+ t = ((x-z)/(d))
418
+ assert_array_almost_equal(t, np.full(3, 0.4478827364))
419
+ assert_array_almost_equal(x[1], 1)
420
+
421
+
422
+ class TestProjectCG(TestCase):
423
+
424
+ # From Example 16.2 Nocedal/Wright "Numerical
425
+ # Optimization" p.452.
426
+ def test_nocedal_example(self):
427
+ H = csc_matrix([[6, 2, 1],
428
+ [2, 5, 2],
429
+ [1, 2, 4]])
430
+ A = csc_matrix([[1, 0, 1],
431
+ [0, 1, 1]])
432
+ c = np.array([-8, -3, -3])
433
+ b = -np.array([3, 0])
434
+ Z, _, Y = projections(A)
435
+ x, info = projected_cg(H, c, Z, Y, b)
436
+ assert_equal(info["stop_cond"], 4)
437
+ assert_equal(info["hits_boundary"], False)
438
+ assert_array_almost_equal(x, [2, -1, 1])
439
+
440
+ def test_compare_with_direct_fact(self):
441
+ H = csc_matrix([[6, 2, 1, 3],
442
+ [2, 5, 2, 4],
443
+ [1, 2, 4, 5],
444
+ [3, 4, 5, 7]])
445
+ A = csc_matrix([[1, 0, 1, 0],
446
+ [0, 1, 1, 1]])
447
+ c = np.array([-2, -3, -3, 1])
448
+ b = -np.array([3, 0])
449
+ Z, _, Y = projections(A)
450
+ x, info = projected_cg(H, c, Z, Y, b, tol=0)
451
+ x_kkt, _ = eqp_kktfact(H, c, A, b)
452
+ assert_equal(info["stop_cond"], 1)
453
+ assert_equal(info["hits_boundary"], False)
454
+ assert_array_almost_equal(x, x_kkt)
455
+
456
+ def test_trust_region_infeasible(self):
457
+ H = csc_matrix([[6, 2, 1, 3],
458
+ [2, 5, 2, 4],
459
+ [1, 2, 4, 5],
460
+ [3, 4, 5, 7]])
461
+ A = csc_matrix([[1, 0, 1, 0],
462
+ [0, 1, 1, 1]])
463
+ c = np.array([-2, -3, -3, 1])
464
+ b = -np.array([3, 0])
465
+ trust_radius = 1
466
+ Z, _, Y = projections(A)
467
+ with pytest.raises(ValueError):
468
+ projected_cg(H, c, Z, Y, b, trust_radius=trust_radius)
469
+
470
+ def test_trust_region_barely_feasible(self):
471
+ H = csc_matrix([[6, 2, 1, 3],
472
+ [2, 5, 2, 4],
473
+ [1, 2, 4, 5],
474
+ [3, 4, 5, 7]])
475
+ A = csc_matrix([[1, 0, 1, 0],
476
+ [0, 1, 1, 1]])
477
+ c = np.array([-2, -3, -3, 1])
478
+ b = -np.array([3, 0])
479
+ trust_radius = 2.32379000772445021283
480
+ Z, _, Y = projections(A)
481
+ x, info = projected_cg(H, c, Z, Y, b,
482
+ tol=0,
483
+ trust_radius=trust_radius)
484
+ assert_equal(info["stop_cond"], 2)
485
+ assert_equal(info["hits_boundary"], True)
486
+ assert_array_almost_equal(np.linalg.norm(x), trust_radius)
487
+ assert_array_almost_equal(x, -Y.dot(b))
488
+
489
+ def test_hits_boundary(self):
490
+ H = csc_matrix([[6, 2, 1, 3],
491
+ [2, 5, 2, 4],
492
+ [1, 2, 4, 5],
493
+ [3, 4, 5, 7]])
494
+ A = csc_matrix([[1, 0, 1, 0],
495
+ [0, 1, 1, 1]])
496
+ c = np.array([-2, -3, -3, 1])
497
+ b = -np.array([3, 0])
498
+ trust_radius = 3
499
+ Z, _, Y = projections(A)
500
+ x, info = projected_cg(H, c, Z, Y, b,
501
+ tol=0,
502
+ trust_radius=trust_radius)
503
+ assert_equal(info["stop_cond"], 2)
504
+ assert_equal(info["hits_boundary"], True)
505
+ assert_array_almost_equal(np.linalg.norm(x), trust_radius)
506
+
507
+ def test_negative_curvature_unconstrained(self):
508
+ H = csc_matrix([[1, 2, 1, 3],
509
+ [2, 0, 2, 4],
510
+ [1, 2, 0, 2],
511
+ [3, 4, 2, 0]])
512
+ A = csc_matrix([[1, 0, 1, 0],
513
+ [0, 1, 0, 1]])
514
+ c = np.array([-2, -3, -3, 1])
515
+ b = -np.array([3, 0])
516
+ Z, _, Y = projections(A)
517
+ with pytest.raises(ValueError):
518
+ projected_cg(H, c, Z, Y, b, tol=0)
519
+
520
+ def test_negative_curvature(self):
521
+ H = csc_matrix([[1, 2, 1, 3],
522
+ [2, 0, 2, 4],
523
+ [1, 2, 0, 2],
524
+ [3, 4, 2, 0]])
525
+ A = csc_matrix([[1, 0, 1, 0],
526
+ [0, 1, 0, 1]])
527
+ c = np.array([-2, -3, -3, 1])
528
+ b = -np.array([3, 0])
529
+ Z, _, Y = projections(A)
530
+ trust_radius = 1000
531
+ x, info = projected_cg(H, c, Z, Y, b,
532
+ tol=0,
533
+ trust_radius=trust_radius)
534
+ assert_equal(info["stop_cond"], 3)
535
+ assert_equal(info["hits_boundary"], True)
536
+ assert_array_almost_equal(np.linalg.norm(x), trust_radius)
537
+
538
+ # The box constraints are inactive at the solution but
539
+ # are active during the iterations.
540
+ def test_inactive_box_constraints(self):
541
+ H = csc_matrix([[6, 2, 1, 3],
542
+ [2, 5, 2, 4],
543
+ [1, 2, 4, 5],
544
+ [3, 4, 5, 7]])
545
+ A = csc_matrix([[1, 0, 1, 0],
546
+ [0, 1, 1, 1]])
547
+ c = np.array([-2, -3, -3, 1])
548
+ b = -np.array([3, 0])
549
+ Z, _, Y = projections(A)
550
+ x, info = projected_cg(H, c, Z, Y, b,
551
+ tol=0,
552
+ lb=[0.5, -np.inf,
553
+ -np.inf, -np.inf],
554
+ return_all=True)
555
+ x_kkt, _ = eqp_kktfact(H, c, A, b)
556
+ assert_equal(info["stop_cond"], 1)
557
+ assert_equal(info["hits_boundary"], False)
558
+ assert_array_almost_equal(x, x_kkt)
559
+
560
+ # The box constraints active and the termination is
561
+ # by maximum iterations (infeasible interaction).
562
+ def test_active_box_constraints_maximum_iterations_reached(self):
563
+ H = csc_matrix([[6, 2, 1, 3],
564
+ [2, 5, 2, 4],
565
+ [1, 2, 4, 5],
566
+ [3, 4, 5, 7]])
567
+ A = csc_matrix([[1, 0, 1, 0],
568
+ [0, 1, 1, 1]])
569
+ c = np.array([-2, -3, -3, 1])
570
+ b = -np.array([3, 0])
571
+ Z, _, Y = projections(A)
572
+ x, info = projected_cg(H, c, Z, Y, b,
573
+ tol=0,
574
+ lb=[0.8, -np.inf,
575
+ -np.inf, -np.inf],
576
+ return_all=True)
577
+ assert_equal(info["stop_cond"], 1)
578
+ assert_equal(info["hits_boundary"], True)
579
+ assert_array_almost_equal(A.dot(x), -b)
580
+ assert_array_almost_equal(x[0], 0.8)
581
+
582
+ # The box constraints are active and the termination is
583
+ # because it hits boundary (without infeasible interaction).
584
+ def test_active_box_constraints_hits_boundaries(self):
585
+ H = csc_matrix([[6, 2, 1, 3],
586
+ [2, 5, 2, 4],
587
+ [1, 2, 4, 5],
588
+ [3, 4, 5, 7]])
589
+ A = csc_matrix([[1, 0, 1, 0],
590
+ [0, 1, 1, 1]])
591
+ c = np.array([-2, -3, -3, 1])
592
+ b = -np.array([3, 0])
593
+ trust_radius = 3
594
+ Z, _, Y = projections(A)
595
+ x, info = projected_cg(H, c, Z, Y, b,
596
+ tol=0,
597
+ ub=[np.inf, np.inf, 1.6, np.inf],
598
+ trust_radius=trust_radius,
599
+ return_all=True)
600
+ assert_equal(info["stop_cond"], 2)
601
+ assert_equal(info["hits_boundary"], True)
602
+ assert_array_almost_equal(x[2], 1.6)
603
+
604
+ # The box constraints are active and the termination is
605
+ # because it hits boundary (infeasible interaction).
606
+ def test_active_box_constraints_hits_boundaries_infeasible_iter(self):
607
+ H = csc_matrix([[6, 2, 1, 3],
608
+ [2, 5, 2, 4],
609
+ [1, 2, 4, 5],
610
+ [3, 4, 5, 7]])
611
+ A = csc_matrix([[1, 0, 1, 0],
612
+ [0, 1, 1, 1]])
613
+ c = np.array([-2, -3, -3, 1])
614
+ b = -np.array([3, 0])
615
+ trust_radius = 4
616
+ Z, _, Y = projections(A)
617
+ x, info = projected_cg(H, c, Z, Y, b,
618
+ tol=0,
619
+ ub=[np.inf, 0.1, np.inf, np.inf],
620
+ trust_radius=trust_radius,
621
+ return_all=True)
622
+ assert_equal(info["stop_cond"], 2)
623
+ assert_equal(info["hits_boundary"], True)
624
+ assert_array_almost_equal(x[1], 0.1)
625
+
626
+ # The box constraints are active and the termination is
627
+ # because it hits boundary (no infeasible interaction).
628
+ def test_active_box_constraints_negative_curvature(self):
629
+ H = csc_matrix([[1, 2, 1, 3],
630
+ [2, 0, 2, 4],
631
+ [1, 2, 0, 2],
632
+ [3, 4, 2, 0]])
633
+ A = csc_matrix([[1, 0, 1, 0],
634
+ [0, 1, 0, 1]])
635
+ c = np.array([-2, -3, -3, 1])
636
+ b = -np.array([3, 0])
637
+ Z, _, Y = projections(A)
638
+ trust_radius = 1000
639
+ x, info = projected_cg(H, c, Z, Y, b,
640
+ tol=0,
641
+ ub=[np.inf, np.inf, 100, np.inf],
642
+ trust_radius=trust_radius)
643
+ assert_equal(info["stop_cond"], 3)
644
+ assert_equal(info["hits_boundary"], True)
645
+ assert_array_almost_equal(x[2], 100)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/_trustregion_constr/tests/test_report.py ADDED
@@ -0,0 +1,32 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.optimize import minimize, Bounds
3
+
4
+ def test_gh10880():
5
+ # checks that verbose reporting works with trust-constr for
6
+ # bound-contrained problems
7
+ bnds = Bounds(1, 2)
8
+ opts = {'maxiter': 1000, 'verbose': 2}
9
+ minimize(lambda x: x**2, x0=2., method='trust-constr',
10
+ bounds=bnds, options=opts)
11
+
12
+ opts = {'maxiter': 1000, 'verbose': 3}
13
+ minimize(lambda x: x**2, x0=2., method='trust-constr',
14
+ bounds=bnds, options=opts)
15
+
16
+ def test_gh12922():
17
+ # checks that verbose reporting works with trust-constr for
18
+ # general constraints
19
+ def objective(x):
20
+ return np.array([(np.sum((x+1)**4))])
21
+
22
+ cons = {'type': 'ineq', 'fun': lambda x: -x[0]**2}
23
+ n = 25
24
+ x0 = np.linspace(-5, 5, n)
25
+
26
+ opts = {'maxiter': 1000, 'verbose': 2}
27
+ minimize(objective, x0=x0, method='trust-constr',
28
+ constraints=cons, options=opts)
29
+
30
+ opts = {'maxiter': 1000, 'verbose': 3}
31
+ minimize(objective, x0=x0, method='trust-constr',
32
+ constraints=cons, options=opts)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/cython_optimize/_zeros.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (116 kB). View file
 
llmeval-env/lib/python3.10/site-packages/scipy/optimize/cython_optimize/_zeros.pxd ADDED
@@ -0,0 +1,33 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Legacy public Cython API declarations
2
+ #
3
+ # NOTE: due to the way Cython ABI compatibility works, **no changes
4
+ # should be made to this file** --- any API additions/changes should be
5
+ # done in `cython_optimize.pxd` (see gh-11793).
6
+
7
+ ctypedef double (*callback_type)(double, void*) noexcept
8
+
9
+ ctypedef struct zeros_parameters:
10
+ callback_type function
11
+ void* args
12
+
13
+ ctypedef struct zeros_full_output:
14
+ int funcalls
15
+ int iterations
16
+ int error_num
17
+ double root
18
+
19
+ cdef double bisect(callback_type f, double xa, double xb, void* args,
20
+ double xtol, double rtol, int iter,
21
+ zeros_full_output *full_output) noexcept nogil
22
+
23
+ cdef double ridder(callback_type f, double xa, double xb, void* args,
24
+ double xtol, double rtol, int iter,
25
+ zeros_full_output *full_output) noexcept nogil
26
+
27
+ cdef double brenth(callback_type f, double xa, double xb, void* args,
28
+ double xtol, double rtol, int iter,
29
+ zeros_full_output *full_output) noexcept nogil
30
+
31
+ cdef double brentq(callback_type f, double xa, double xb, void* args,
32
+ double xtol, double rtol, int iter,
33
+ zeros_full_output *full_output) noexcept nogil
llmeval-env/lib/python3.10/site-packages/scipy/optimize/cython_optimize/c_zeros.pxd ADDED
@@ -0,0 +1,26 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ cdef extern from "../Zeros/zeros.h":
2
+ ctypedef double (*callback_type)(double, void*) noexcept
3
+ ctypedef struct scipy_zeros_info:
4
+ int funcalls
5
+ int iterations
6
+ int error_num
7
+
8
+ cdef extern from "../Zeros/bisect.c" nogil:
9
+ double bisect(callback_type f, double xa, double xb, double xtol,
10
+ double rtol, int iter, void *func_data_param,
11
+ scipy_zeros_info *solver_stats)
12
+
13
+ cdef extern from "../Zeros/ridder.c" nogil:
14
+ double ridder(callback_type f, double xa, double xb, double xtol,
15
+ double rtol, int iter, void *func_data_param,
16
+ scipy_zeros_info *solver_stats)
17
+
18
+ cdef extern from "../Zeros/brenth.c" nogil:
19
+ double brenth(callback_type f, double xa, double xb, double xtol,
20
+ double rtol, int iter, void *func_data_param,
21
+ scipy_zeros_info *solver_stats)
22
+
23
+ cdef extern from "../Zeros/brentq.c" nogil:
24
+ double brentq(callback_type f, double xa, double xb, double xtol,
25
+ double rtol, int iter, void *func_data_param,
26
+ scipy_zeros_info *solver_stats)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__init__.py ADDED
File without changes
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llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/__pycache__/test__root.cpython-310.pyc ADDED
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llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__basinhopping.py ADDED
@@ -0,0 +1,525 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit tests for the basin hopping global minimization algorithm.
3
+ """
4
+ import copy
5
+
6
+ from numpy.testing import (assert_almost_equal, assert_equal, assert_,
7
+ assert_allclose)
8
+ import pytest
9
+ from pytest import raises as assert_raises
10
+ import numpy as np
11
+ from numpy import cos, sin
12
+
13
+ from scipy.optimize import basinhopping, OptimizeResult
14
+ from scipy.optimize._basinhopping import (
15
+ Storage, RandomDisplacement, Metropolis, AdaptiveStepsize)
16
+
17
+
18
+ def func1d(x):
19
+ f = cos(14.5 * x - 0.3) + (x + 0.2) * x
20
+ df = np.array(-14.5 * sin(14.5 * x - 0.3) + 2. * x + 0.2)
21
+ return f, df
22
+
23
+
24
+ def func2d_nograd(x):
25
+ f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
26
+ return f
27
+
28
+
29
+ def func2d(x):
30
+ f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
31
+ df = np.zeros(2)
32
+ df[0] = -14.5 * sin(14.5 * x[0] - 0.3) + 2. * x[0] + 0.2
33
+ df[1] = 2. * x[1] + 0.2
34
+ return f, df
35
+
36
+
37
+ def func2d_easyderiv(x):
38
+ f = 2.0*x[0]**2 + 2.0*x[0]*x[1] + 2.0*x[1]**2 - 6.0*x[0]
39
+ df = np.zeros(2)
40
+ df[0] = 4.0*x[0] + 2.0*x[1] - 6.0
41
+ df[1] = 2.0*x[0] + 4.0*x[1]
42
+
43
+ return f, df
44
+
45
+
46
+ class MyTakeStep1(RandomDisplacement):
47
+ """use a copy of displace, but have it set a special parameter to
48
+ make sure it's actually being used."""
49
+ def __init__(self):
50
+ self.been_called = False
51
+ super().__init__()
52
+
53
+ def __call__(self, x):
54
+ self.been_called = True
55
+ return super().__call__(x)
56
+
57
+
58
+ def myTakeStep2(x):
59
+ """redo RandomDisplacement in function form without the attribute stepsize
60
+ to make sure everything still works ok
61
+ """
62
+ s = 0.5
63
+ x += np.random.uniform(-s, s, np.shape(x))
64
+ return x
65
+
66
+
67
+ class MyAcceptTest:
68
+ """pass a custom accept test
69
+
70
+ This does nothing but make sure it's being used and ensure all the
71
+ possible return values are accepted
72
+ """
73
+ def __init__(self):
74
+ self.been_called = False
75
+ self.ncalls = 0
76
+ self.testres = [False, 'force accept', True, np.bool_(True),
77
+ np.bool_(False), [], {}, 0, 1]
78
+
79
+ def __call__(self, **kwargs):
80
+ self.been_called = True
81
+ self.ncalls += 1
82
+ if self.ncalls - 1 < len(self.testres):
83
+ return self.testres[self.ncalls - 1]
84
+ else:
85
+ return True
86
+
87
+
88
+ class MyCallBack:
89
+ """pass a custom callback function
90
+
91
+ This makes sure it's being used. It also returns True after 10
92
+ steps to ensure that it's stopping early.
93
+
94
+ """
95
+ def __init__(self):
96
+ self.been_called = False
97
+ self.ncalls = 0
98
+
99
+ def __call__(self, x, f, accepted):
100
+ self.been_called = True
101
+ self.ncalls += 1
102
+ if self.ncalls == 10:
103
+ return True
104
+
105
+
106
+ class TestBasinHopping:
107
+
108
+ def setup_method(self):
109
+ """ Tests setup.
110
+
111
+ Run tests based on the 1-D and 2-D functions described above.
112
+ """
113
+ self.x0 = (1.0, [1.0, 1.0])
114
+ self.sol = (-0.195, np.array([-0.195, -0.1]))
115
+
116
+ self.tol = 3 # number of decimal places
117
+
118
+ self.niter = 100
119
+ self.disp = False
120
+
121
+ # fix random seed
122
+ np.random.seed(1234)
123
+
124
+ self.kwargs = {"method": "L-BFGS-B", "jac": True}
125
+ self.kwargs_nograd = {"method": "L-BFGS-B"}
126
+
127
+ def test_TypeError(self):
128
+ # test the TypeErrors are raised on bad input
129
+ i = 1
130
+ # if take_step is passed, it must be callable
131
+ assert_raises(TypeError, basinhopping, func2d, self.x0[i],
132
+ take_step=1)
133
+ # if accept_test is passed, it must be callable
134
+ assert_raises(TypeError, basinhopping, func2d, self.x0[i],
135
+ accept_test=1)
136
+
137
+ def test_input_validation(self):
138
+ msg = 'target_accept_rate has to be in range \\(0, 1\\)'
139
+ with assert_raises(ValueError, match=msg):
140
+ basinhopping(func1d, self.x0[0], target_accept_rate=0.)
141
+ with assert_raises(ValueError, match=msg):
142
+ basinhopping(func1d, self.x0[0], target_accept_rate=1.)
143
+
144
+ msg = 'stepwise_factor has to be in range \\(0, 1\\)'
145
+ with assert_raises(ValueError, match=msg):
146
+ basinhopping(func1d, self.x0[0], stepwise_factor=0.)
147
+ with assert_raises(ValueError, match=msg):
148
+ basinhopping(func1d, self.x0[0], stepwise_factor=1.)
149
+
150
+ def test_1d_grad(self):
151
+ # test 1-D minimizations with gradient
152
+ i = 0
153
+ res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
154
+ niter=self.niter, disp=self.disp)
155
+ assert_almost_equal(res.x, self.sol[i], self.tol)
156
+
157
+ def test_2d(self):
158
+ # test 2d minimizations with gradient
159
+ i = 1
160
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
161
+ niter=self.niter, disp=self.disp)
162
+ assert_almost_equal(res.x, self.sol[i], self.tol)
163
+ assert_(res.nfev > 0)
164
+
165
+ def test_njev(self):
166
+ # test njev is returned correctly
167
+ i = 1
168
+ minimizer_kwargs = self.kwargs.copy()
169
+ # L-BFGS-B doesn't use njev, but BFGS does
170
+ minimizer_kwargs["method"] = "BFGS"
171
+ res = basinhopping(func2d, self.x0[i],
172
+ minimizer_kwargs=minimizer_kwargs, niter=self.niter,
173
+ disp=self.disp)
174
+ assert_(res.nfev > 0)
175
+ assert_equal(res.nfev, res.njev)
176
+
177
+ def test_jac(self):
178
+ # test Jacobian returned
179
+ minimizer_kwargs = self.kwargs.copy()
180
+ # BFGS returns a Jacobian
181
+ minimizer_kwargs["method"] = "BFGS"
182
+
183
+ res = basinhopping(func2d_easyderiv, [0.0, 0.0],
184
+ minimizer_kwargs=minimizer_kwargs, niter=self.niter,
185
+ disp=self.disp)
186
+
187
+ assert_(hasattr(res.lowest_optimization_result, "jac"))
188
+
189
+ # in this case, the Jacobian is just [df/dx, df/dy]
190
+ _, jacobian = func2d_easyderiv(res.x)
191
+ assert_almost_equal(res.lowest_optimization_result.jac, jacobian,
192
+ self.tol)
193
+
194
+ def test_2d_nograd(self):
195
+ # test 2-D minimizations without gradient
196
+ i = 1
197
+ res = basinhopping(func2d_nograd, self.x0[i],
198
+ minimizer_kwargs=self.kwargs_nograd,
199
+ niter=self.niter, disp=self.disp)
200
+ assert_almost_equal(res.x, self.sol[i], self.tol)
201
+
202
+ def test_all_minimizers(self):
203
+ # Test 2-D minimizations with gradient. Nelder-Mead, Powell, and COBYLA
204
+ # don't accept jac=True, so aren't included here.
205
+ i = 1
206
+ methods = ['CG', 'BFGS', 'Newton-CG', 'L-BFGS-B', 'TNC', 'SLSQP']
207
+ minimizer_kwargs = copy.copy(self.kwargs)
208
+ for method in methods:
209
+ minimizer_kwargs["method"] = method
210
+ res = basinhopping(func2d, self.x0[i],
211
+ minimizer_kwargs=minimizer_kwargs,
212
+ niter=self.niter, disp=self.disp)
213
+ assert_almost_equal(res.x, self.sol[i], self.tol)
214
+
215
+ def test_all_nograd_minimizers(self):
216
+ # Test 2-D minimizations without gradient. Newton-CG requires jac=True,
217
+ # so not included here.
218
+ i = 1
219
+ methods = ['CG', 'BFGS', 'L-BFGS-B', 'TNC', 'SLSQP',
220
+ 'Nelder-Mead', 'Powell', 'COBYLA']
221
+ minimizer_kwargs = copy.copy(self.kwargs_nograd)
222
+ for method in methods:
223
+ minimizer_kwargs["method"] = method
224
+ res = basinhopping(func2d_nograd, self.x0[i],
225
+ minimizer_kwargs=minimizer_kwargs,
226
+ niter=self.niter, disp=self.disp)
227
+ tol = self.tol
228
+ if method == 'COBYLA':
229
+ tol = 2
230
+ assert_almost_equal(res.x, self.sol[i], decimal=tol)
231
+
232
+ def test_pass_takestep(self):
233
+ # test that passing a custom takestep works
234
+ # also test that the stepsize is being adjusted
235
+ takestep = MyTakeStep1()
236
+ initial_step_size = takestep.stepsize
237
+ i = 1
238
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
239
+ niter=self.niter, disp=self.disp,
240
+ take_step=takestep)
241
+ assert_almost_equal(res.x, self.sol[i], self.tol)
242
+ assert_(takestep.been_called)
243
+ # make sure that the build in adaptive step size has been used
244
+ assert_(initial_step_size != takestep.stepsize)
245
+
246
+ def test_pass_simple_takestep(self):
247
+ # test that passing a custom takestep without attribute stepsize
248
+ takestep = myTakeStep2
249
+ i = 1
250
+ res = basinhopping(func2d_nograd, self.x0[i],
251
+ minimizer_kwargs=self.kwargs_nograd,
252
+ niter=self.niter, disp=self.disp,
253
+ take_step=takestep)
254
+ assert_almost_equal(res.x, self.sol[i], self.tol)
255
+
256
+ def test_pass_accept_test(self):
257
+ # test passing a custom accept test
258
+ # makes sure it's being used and ensures all the possible return values
259
+ # are accepted.
260
+ accept_test = MyAcceptTest()
261
+ i = 1
262
+ # there's no point in running it more than a few steps.
263
+ basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
264
+ niter=10, disp=self.disp, accept_test=accept_test)
265
+ assert_(accept_test.been_called)
266
+
267
+ def test_pass_callback(self):
268
+ # test passing a custom callback function
269
+ # This makes sure it's being used. It also returns True after 10 steps
270
+ # to ensure that it's stopping early.
271
+ callback = MyCallBack()
272
+ i = 1
273
+ # there's no point in running it more than a few steps.
274
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
275
+ niter=30, disp=self.disp, callback=callback)
276
+ assert_(callback.been_called)
277
+ assert_("callback" in res.message[0])
278
+ # One of the calls of MyCallBack is during BasinHoppingRunner
279
+ # construction, so there are only 9 remaining before MyCallBack stops
280
+ # the minimization.
281
+ assert_equal(res.nit, 9)
282
+
283
+ def test_minimizer_fail(self):
284
+ # test if a minimizer fails
285
+ i = 1
286
+ self.kwargs["options"] = dict(maxiter=0)
287
+ self.niter = 10
288
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
289
+ niter=self.niter, disp=self.disp)
290
+ # the number of failed minimizations should be the number of
291
+ # iterations + 1
292
+ assert_equal(res.nit + 1, res.minimization_failures)
293
+
294
+ def test_niter_zero(self):
295
+ # gh5915, what happens if you call basinhopping with niter=0
296
+ i = 0
297
+ basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
298
+ niter=0, disp=self.disp)
299
+
300
+ def test_seed_reproducibility(self):
301
+ # seed should ensure reproducibility between runs
302
+ minimizer_kwargs = {"method": "L-BFGS-B", "jac": True}
303
+
304
+ f_1 = []
305
+
306
+ def callback(x, f, accepted):
307
+ f_1.append(f)
308
+
309
+ basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
310
+ niter=10, callback=callback, seed=10)
311
+
312
+ f_2 = []
313
+
314
+ def callback2(x, f, accepted):
315
+ f_2.append(f)
316
+
317
+ basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
318
+ niter=10, callback=callback2, seed=10)
319
+ assert_equal(np.array(f_1), np.array(f_2))
320
+
321
+ def test_random_gen(self):
322
+ # check that np.random.Generator can be used (numpy >= 1.17)
323
+ rng = np.random.default_rng(1)
324
+
325
+ minimizer_kwargs = {"method": "L-BFGS-B", "jac": True}
326
+
327
+ res1 = basinhopping(func2d, [1.0, 1.0],
328
+ minimizer_kwargs=minimizer_kwargs,
329
+ niter=10, seed=rng)
330
+
331
+ rng = np.random.default_rng(1)
332
+ res2 = basinhopping(func2d, [1.0, 1.0],
333
+ minimizer_kwargs=minimizer_kwargs,
334
+ niter=10, seed=rng)
335
+ assert_equal(res1.x, res2.x)
336
+
337
+ def test_monotonic_basin_hopping(self):
338
+ # test 1-D minimizations with gradient and T=0
339
+ i = 0
340
+ res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
341
+ niter=self.niter, disp=self.disp, T=0)
342
+ assert_almost_equal(res.x, self.sol[i], self.tol)
343
+
344
+
345
+ class Test_Storage:
346
+ def setup_method(self):
347
+ self.x0 = np.array(1)
348
+ self.f0 = 0
349
+
350
+ minres = OptimizeResult(success=True)
351
+ minres.x = self.x0
352
+ minres.fun = self.f0
353
+
354
+ self.storage = Storage(minres)
355
+
356
+ def test_higher_f_rejected(self):
357
+ new_minres = OptimizeResult(success=True)
358
+ new_minres.x = self.x0 + 1
359
+ new_minres.fun = self.f0 + 1
360
+
361
+ ret = self.storage.update(new_minres)
362
+ minres = self.storage.get_lowest()
363
+ assert_equal(self.x0, minres.x)
364
+ assert_equal(self.f0, minres.fun)
365
+ assert_(not ret)
366
+
367
+ @pytest.mark.parametrize('success', [True, False])
368
+ def test_lower_f_accepted(self, success):
369
+ new_minres = OptimizeResult(success=success)
370
+ new_minres.x = self.x0 + 1
371
+ new_minres.fun = self.f0 - 1
372
+
373
+ ret = self.storage.update(new_minres)
374
+ minres = self.storage.get_lowest()
375
+ assert (self.x0 != minres.x) == success # can't use `is`
376
+ assert (self.f0 != minres.fun) == success # left side is NumPy bool
377
+ assert ret is success
378
+
379
+
380
+ class Test_RandomDisplacement:
381
+ def setup_method(self):
382
+ self.stepsize = 1.0
383
+ self.displace = RandomDisplacement(stepsize=self.stepsize)
384
+ self.N = 300000
385
+ self.x0 = np.zeros([self.N])
386
+
387
+ def test_random(self):
388
+ # the mean should be 0
389
+ # the variance should be (2*stepsize)**2 / 12
390
+ # note these tests are random, they will fail from time to time
391
+ x = self.displace(self.x0)
392
+ v = (2. * self.stepsize) ** 2 / 12
393
+ assert_almost_equal(np.mean(x), 0., 1)
394
+ assert_almost_equal(np.var(x), v, 1)
395
+
396
+
397
+ class Test_Metropolis:
398
+ def setup_method(self):
399
+ self.T = 2.
400
+ self.met = Metropolis(self.T)
401
+ self.res_new = OptimizeResult(success=True, fun=0.)
402
+ self.res_old = OptimizeResult(success=True, fun=1.)
403
+
404
+ def test_boolean_return(self):
405
+ # the return must be a bool, else an error will be raised in
406
+ # basinhopping
407
+ ret = self.met(res_new=self.res_new, res_old=self.res_old)
408
+ assert isinstance(ret, bool)
409
+
410
+ def test_lower_f_accepted(self):
411
+ assert_(self.met(res_new=self.res_new, res_old=self.res_old))
412
+
413
+ def test_accept(self):
414
+ # test that steps are randomly accepted for f_new > f_old
415
+ one_accept = False
416
+ one_reject = False
417
+ for i in range(1000):
418
+ if one_accept and one_reject:
419
+ break
420
+ res_new = OptimizeResult(success=True, fun=1.)
421
+ res_old = OptimizeResult(success=True, fun=0.5)
422
+ ret = self.met(res_new=res_new, res_old=res_old)
423
+ if ret:
424
+ one_accept = True
425
+ else:
426
+ one_reject = True
427
+ assert_(one_accept)
428
+ assert_(one_reject)
429
+
430
+ def test_GH7495(self):
431
+ # an overflow in exp was producing a RuntimeWarning
432
+ # create own object here in case someone changes self.T
433
+ met = Metropolis(2)
434
+ res_new = OptimizeResult(success=True, fun=0.)
435
+ res_old = OptimizeResult(success=True, fun=2000)
436
+ with np.errstate(over='raise'):
437
+ met.accept_reject(res_new=res_new, res_old=res_old)
438
+
439
+ def test_gh7799(self):
440
+ # gh-7799 reported a problem in which local search was successful but
441
+ # basinhopping returned an invalid solution. Show that this is fixed.
442
+ def func(x):
443
+ return (x**2-8)**2+(x+2)**2
444
+
445
+ x0 = -4
446
+ limit = 50 # Constrain to func value >= 50
447
+ con = {'type': 'ineq', 'fun': lambda x: func(x) - limit},
448
+ res = basinhopping(func, x0, 30, minimizer_kwargs={'constraints': con})
449
+ assert res.success
450
+ assert_allclose(res.fun, limit, rtol=1e-6)
451
+
452
+ def test_accept_gh7799(self):
453
+ # Metropolis should not accept the result of an unsuccessful new local
454
+ # search if the old local search was successful
455
+
456
+ met = Metropolis(0) # monotonic basin hopping
457
+ res_new = OptimizeResult(success=True, fun=0.)
458
+ res_old = OptimizeResult(success=True, fun=1.)
459
+
460
+ # if new local search was successful and energy is lower, accept
461
+ assert met(res_new=res_new, res_old=res_old)
462
+ # if new res is unsuccessful, don't accept - even if energy is lower
463
+ res_new.success = False
464
+ assert not met(res_new=res_new, res_old=res_old)
465
+ # ...unless the old res was unsuccessful, too. In that case, why not?
466
+ res_old.success = False
467
+ assert met(res_new=res_new, res_old=res_old)
468
+
469
+ def test_reject_all_gh7799(self):
470
+ # Test the behavior when there is no feasible solution
471
+ def fun(x):
472
+ return x@x
473
+
474
+ def constraint(x):
475
+ return x + 1
476
+
477
+ kwargs = {'constraints': {'type': 'eq', 'fun': constraint},
478
+ 'bounds': [(0, 1), (0, 1)], 'method': 'slsqp'}
479
+ res = basinhopping(fun, x0=[2, 3], niter=10, minimizer_kwargs=kwargs)
480
+ assert not res.success
481
+
482
+
483
+ class Test_AdaptiveStepsize:
484
+ def setup_method(self):
485
+ self.stepsize = 1.
486
+ self.ts = RandomDisplacement(stepsize=self.stepsize)
487
+ self.target_accept_rate = 0.5
488
+ self.takestep = AdaptiveStepsize(takestep=self.ts, verbose=False,
489
+ accept_rate=self.target_accept_rate)
490
+
491
+ def test_adaptive_increase(self):
492
+ # if few steps are rejected, the stepsize should increase
493
+ x = 0.
494
+ self.takestep(x)
495
+ self.takestep.report(False)
496
+ for i in range(self.takestep.interval):
497
+ self.takestep(x)
498
+ self.takestep.report(True)
499
+ assert_(self.ts.stepsize > self.stepsize)
500
+
501
+ def test_adaptive_decrease(self):
502
+ # if few steps are rejected, the stepsize should increase
503
+ x = 0.
504
+ self.takestep(x)
505
+ self.takestep.report(True)
506
+ for i in range(self.takestep.interval):
507
+ self.takestep(x)
508
+ self.takestep.report(False)
509
+ assert_(self.ts.stepsize < self.stepsize)
510
+
511
+ def test_all_accepted(self):
512
+ # test that everything works OK if all steps were accepted
513
+ x = 0.
514
+ for i in range(self.takestep.interval + 1):
515
+ self.takestep(x)
516
+ self.takestep.report(True)
517
+ assert_(self.ts.stepsize > self.stepsize)
518
+
519
+ def test_all_rejected(self):
520
+ # test that everything works OK if all steps were rejected
521
+ x = 0.
522
+ for i in range(self.takestep.interval + 1):
523
+ self.takestep(x)
524
+ self.takestep.report(False)
525
+ assert_(self.ts.stepsize < self.stepsize)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__differential_evolution.py ADDED
@@ -0,0 +1,1677 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit tests for the differential global minimization algorithm.
3
+ """
4
+ import multiprocessing
5
+ import platform
6
+
7
+ from scipy.optimize._differentialevolution import (DifferentialEvolutionSolver,
8
+ _ConstraintWrapper)
9
+ from scipy.optimize import differential_evolution, OptimizeResult
10
+ from scipy.optimize._constraints import (Bounds, NonlinearConstraint,
11
+ LinearConstraint)
12
+ from scipy.optimize import rosen, minimize
13
+ from scipy.sparse import csr_matrix
14
+ from scipy import stats
15
+
16
+ import numpy as np
17
+ from numpy.testing import (assert_equal, assert_allclose, assert_almost_equal,
18
+ assert_string_equal, assert_, suppress_warnings)
19
+ from pytest import raises as assert_raises, warns
20
+ import pytest
21
+
22
+
23
+ class TestDifferentialEvolutionSolver:
24
+
25
+ def setup_method(self):
26
+ self.old_seterr = np.seterr(invalid='raise')
27
+ self.limits = np.array([[0., 0.],
28
+ [2., 2.]])
29
+ self.bounds = [(0., 2.), (0., 2.)]
30
+
31
+ self.dummy_solver = DifferentialEvolutionSolver(self.quadratic,
32
+ [(0, 100)])
33
+
34
+ # dummy_solver2 will be used to test mutation strategies
35
+ self.dummy_solver2 = DifferentialEvolutionSolver(self.quadratic,
36
+ [(0, 1)],
37
+ popsize=7,
38
+ mutation=0.5)
39
+ # create a population that's only 7 members long
40
+ # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
41
+ population = np.atleast_2d(np.arange(0.1, 0.8, 0.1)).T
42
+ self.dummy_solver2.population = population
43
+
44
+ def teardown_method(self):
45
+ np.seterr(**self.old_seterr)
46
+
47
+ def quadratic(self, x):
48
+ return x[0]**2
49
+
50
+ def test__strategy_resolves(self):
51
+ # test that the correct mutation function is resolved by
52
+ # different requested strategy arguments
53
+ solver = DifferentialEvolutionSolver(rosen,
54
+ self.bounds,
55
+ strategy='best1exp')
56
+ assert_equal(solver.strategy, 'best1exp')
57
+ assert_equal(solver.mutation_func.__name__, '_best1')
58
+
59
+ solver = DifferentialEvolutionSolver(rosen,
60
+ self.bounds,
61
+ strategy='best1bin')
62
+ assert_equal(solver.strategy, 'best1bin')
63
+ assert_equal(solver.mutation_func.__name__, '_best1')
64
+
65
+ solver = DifferentialEvolutionSolver(rosen,
66
+ self.bounds,
67
+ strategy='rand1bin')
68
+ assert_equal(solver.strategy, 'rand1bin')
69
+ assert_equal(solver.mutation_func.__name__, '_rand1')
70
+
71
+ solver = DifferentialEvolutionSolver(rosen,
72
+ self.bounds,
73
+ strategy='rand1exp')
74
+ assert_equal(solver.strategy, 'rand1exp')
75
+ assert_equal(solver.mutation_func.__name__, '_rand1')
76
+
77
+ solver = DifferentialEvolutionSolver(rosen,
78
+ self.bounds,
79
+ strategy='rand2exp')
80
+ assert_equal(solver.strategy, 'rand2exp')
81
+ assert_equal(solver.mutation_func.__name__, '_rand2')
82
+
83
+ solver = DifferentialEvolutionSolver(rosen,
84
+ self.bounds,
85
+ strategy='best2bin')
86
+ assert_equal(solver.strategy, 'best2bin')
87
+ assert_equal(solver.mutation_func.__name__, '_best2')
88
+
89
+ solver = DifferentialEvolutionSolver(rosen,
90
+ self.bounds,
91
+ strategy='rand2bin')
92
+ assert_equal(solver.strategy, 'rand2bin')
93
+ assert_equal(solver.mutation_func.__name__, '_rand2')
94
+
95
+ solver = DifferentialEvolutionSolver(rosen,
96
+ self.bounds,
97
+ strategy='rand2exp')
98
+ assert_equal(solver.strategy, 'rand2exp')
99
+ assert_equal(solver.mutation_func.__name__, '_rand2')
100
+
101
+ solver = DifferentialEvolutionSolver(rosen,
102
+ self.bounds,
103
+ strategy='randtobest1bin')
104
+ assert_equal(solver.strategy, 'randtobest1bin')
105
+ assert_equal(solver.mutation_func.__name__, '_randtobest1')
106
+
107
+ solver = DifferentialEvolutionSolver(rosen,
108
+ self.bounds,
109
+ strategy='randtobest1exp')
110
+ assert_equal(solver.strategy, 'randtobest1exp')
111
+ assert_equal(solver.mutation_func.__name__, '_randtobest1')
112
+
113
+ solver = DifferentialEvolutionSolver(rosen,
114
+ self.bounds,
115
+ strategy='currenttobest1bin')
116
+ assert_equal(solver.strategy, 'currenttobest1bin')
117
+ assert_equal(solver.mutation_func.__name__, '_currenttobest1')
118
+
119
+ solver = DifferentialEvolutionSolver(rosen,
120
+ self.bounds,
121
+ strategy='currenttobest1exp')
122
+ assert_equal(solver.strategy, 'currenttobest1exp')
123
+ assert_equal(solver.mutation_func.__name__, '_currenttobest1')
124
+
125
+ def test__mutate1(self):
126
+ # strategies */1/*, i.e. rand/1/bin, best/1/exp, etc.
127
+ result = np.array([0.05])
128
+ trial = self.dummy_solver2._best1((2, 3, 4, 5, 6))
129
+ assert_allclose(trial, result)
130
+
131
+ result = np.array([0.25])
132
+ trial = self.dummy_solver2._rand1((2, 3, 4, 5, 6))
133
+ assert_allclose(trial, result)
134
+
135
+ def test__mutate2(self):
136
+ # strategies */2/*, i.e. rand/2/bin, best/2/exp, etc.
137
+ # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
138
+
139
+ result = np.array([-0.1])
140
+ trial = self.dummy_solver2._best2((2, 3, 4, 5, 6))
141
+ assert_allclose(trial, result)
142
+
143
+ result = np.array([0.1])
144
+ trial = self.dummy_solver2._rand2((2, 3, 4, 5, 6))
145
+ assert_allclose(trial, result)
146
+
147
+ def test__randtobest1(self):
148
+ # strategies randtobest/1/*
149
+ result = np.array([0.15])
150
+ trial = self.dummy_solver2._randtobest1((2, 3, 4, 5, 6))
151
+ assert_allclose(trial, result)
152
+
153
+ def test__currenttobest1(self):
154
+ # strategies currenttobest/1/*
155
+ result = np.array([0.1])
156
+ trial = self.dummy_solver2._currenttobest1(1, (2, 3, 4, 5, 6))
157
+ assert_allclose(trial, result)
158
+
159
+ def test_can_init_with_dithering(self):
160
+ mutation = (0.5, 1)
161
+ solver = DifferentialEvolutionSolver(self.quadratic,
162
+ self.bounds,
163
+ mutation=mutation)
164
+
165
+ assert_equal(solver.dither, list(mutation))
166
+
167
+ def test_invalid_mutation_values_arent_accepted(self):
168
+ func = rosen
169
+ mutation = (0.5, 3)
170
+ assert_raises(ValueError,
171
+ DifferentialEvolutionSolver,
172
+ func,
173
+ self.bounds,
174
+ mutation=mutation)
175
+
176
+ mutation = (-1, 1)
177
+ assert_raises(ValueError,
178
+ DifferentialEvolutionSolver,
179
+ func,
180
+ self.bounds,
181
+ mutation=mutation)
182
+
183
+ mutation = (0.1, np.nan)
184
+ assert_raises(ValueError,
185
+ DifferentialEvolutionSolver,
186
+ func,
187
+ self.bounds,
188
+ mutation=mutation)
189
+
190
+ mutation = 0.5
191
+ solver = DifferentialEvolutionSolver(func,
192
+ self.bounds,
193
+ mutation=mutation)
194
+ assert_equal(0.5, solver.scale)
195
+ assert_equal(None, solver.dither)
196
+
197
+ def test_invalid_functional(self):
198
+ def func(x):
199
+ return np.array([np.sum(x ** 2), np.sum(x)])
200
+
201
+ with assert_raises(
202
+ RuntimeError,
203
+ match=r"func\(x, \*args\) must return a scalar value"):
204
+ differential_evolution(func, [(-2, 2), (-2, 2)])
205
+
206
+ def test__scale_parameters(self):
207
+ trial = np.array([0.3])
208
+ assert_equal(30, self.dummy_solver._scale_parameters(trial))
209
+
210
+ # it should also work with the limits reversed
211
+ self.dummy_solver.limits = np.array([[100], [0.]])
212
+ assert_equal(30, self.dummy_solver._scale_parameters(trial))
213
+
214
+ def test__unscale_parameters(self):
215
+ trial = np.array([30])
216
+ assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
217
+
218
+ # it should also work with the limits reversed
219
+ self.dummy_solver.limits = np.array([[100], [0.]])
220
+ assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
221
+
222
+ def test_equal_bounds(self):
223
+ with np.errstate(invalid='raise'):
224
+ solver = DifferentialEvolutionSolver(
225
+ self.quadratic,
226
+ bounds=[(2.0, 2.0), (1.0, 3.0)]
227
+ )
228
+ v = solver._unscale_parameters([2.0, 2.0])
229
+ assert_allclose(v, 0.5)
230
+
231
+ res = differential_evolution(self.quadratic, [(2.0, 2.0), (3.0, 3.0)])
232
+ assert_equal(res.x, [2.0, 3.0])
233
+
234
+ def test__ensure_constraint(self):
235
+ trial = np.array([1.1, -100, 0.9, 2., 300., -0.00001])
236
+ self.dummy_solver._ensure_constraint(trial)
237
+
238
+ assert_equal(trial[2], 0.9)
239
+ assert_(np.logical_and(trial >= 0, trial <= 1).all())
240
+
241
+ def test_differential_evolution(self):
242
+ # test that the Jmin of DifferentialEvolutionSolver
243
+ # is the same as the function evaluation
244
+ solver = DifferentialEvolutionSolver(
245
+ self.quadratic, [(-2, 2)], maxiter=1, polish=False
246
+ )
247
+ result = solver.solve()
248
+ assert_equal(result.fun, self.quadratic(result.x))
249
+
250
+ solver = DifferentialEvolutionSolver(
251
+ self.quadratic, [(-2, 2)], maxiter=1, polish=True
252
+ )
253
+ result = solver.solve()
254
+ assert_equal(result.fun, self.quadratic(result.x))
255
+
256
+ def test_best_solution_retrieval(self):
257
+ # test that the getter property method for the best solution works.
258
+ solver = DifferentialEvolutionSolver(self.quadratic, [(-2, 2)])
259
+ result = solver.solve()
260
+ assert_equal(result.x, solver.x)
261
+
262
+ def test_intermediate_result(self):
263
+ # Check that intermediate result object passed into the callback
264
+ # function contains the expected information and that raising
265
+ # `StopIteration` causes the expected behavior.
266
+ maxiter = 10
267
+
268
+ def func(x):
269
+ val = rosen(x)
270
+ if val < func.val:
271
+ func.x = x
272
+ func.val = val
273
+ return val
274
+ func.x = None
275
+ func.val = np.inf
276
+
277
+ def callback(intermediate_result):
278
+ callback.nit += 1
279
+ callback.intermediate_result = intermediate_result
280
+ assert intermediate_result.population.ndim == 2
281
+ assert intermediate_result.population.shape[1] == 2
282
+ assert intermediate_result.nit == callback.nit
283
+
284
+ # Check that `x` and `fun` attributes are the best found so far
285
+ assert_equal(intermediate_result.x, callback.func.x)
286
+ assert_equal(intermediate_result.fun, callback.func.val)
287
+
288
+ # Check for consistency between `fun`, `population_energies`,
289
+ # `x`, and `population`
290
+ assert_equal(intermediate_result.fun, rosen(intermediate_result.x))
291
+ for i in range(len(intermediate_result.population_energies)):
292
+ res = intermediate_result.population_energies[i]
293
+ ref = rosen(intermediate_result.population[i])
294
+ assert_equal(res, ref)
295
+ assert_equal(intermediate_result.x,
296
+ intermediate_result.population[0])
297
+ assert_equal(intermediate_result.fun,
298
+ intermediate_result.population_energies[0])
299
+
300
+ assert intermediate_result.message == 'in progress'
301
+ assert intermediate_result.success is True
302
+ assert isinstance(intermediate_result, OptimizeResult)
303
+ if callback.nit == maxiter:
304
+ raise StopIteration
305
+ callback.nit = 0
306
+ callback.intermediate_result = None
307
+ callback.func = func
308
+
309
+ bounds = [(0, 2), (0, 2)]
310
+ kwargs = dict(func=func, bounds=bounds, seed=838245, polish=False)
311
+ res = differential_evolution(**kwargs, callback=callback)
312
+ ref = differential_evolution(**kwargs, maxiter=maxiter)
313
+
314
+ # Check that final `intermediate_result` is equivalent to returned
315
+ # result object and that terminating with callback `StopIteration`
316
+ # after `maxiter` iterations is equivalent to terminating with
317
+ # `maxiter` parameter.
318
+ assert res.success is ref.success is False
319
+ assert callback.nit == res.nit == maxiter
320
+ assert res.message == 'callback function requested stop early'
321
+ assert ref.message == 'Maximum number of iterations has been exceeded.'
322
+ for field, val in ref.items():
323
+ if field in {'message', 'success'}: # checked separately
324
+ continue
325
+ assert_equal(callback.intermediate_result[field], val)
326
+ assert_equal(res[field], val)
327
+
328
+ # Check that polish occurs after `StopIteration` as advertised
329
+ callback.nit = 0
330
+ func.val = np.inf
331
+ kwargs['polish'] = True
332
+ res = differential_evolution(**kwargs, callback=callback)
333
+ assert res.fun < ref.fun
334
+
335
+ def test_callback_terminates(self):
336
+ # test that if the callback returns true, then the minimization halts
337
+ bounds = [(0, 2), (0, 2)]
338
+ expected_msg = 'callback function requested stop early'
339
+ def callback_python_true(param, convergence=0.):
340
+ return True
341
+
342
+ result = differential_evolution(
343
+ rosen, bounds, callback=callback_python_true
344
+ )
345
+ assert_string_equal(result.message, expected_msg)
346
+
347
+ # if callback raises StopIteration then solve should be interrupted
348
+ def callback_stop(intermediate_result):
349
+ raise StopIteration
350
+
351
+ result = differential_evolution(rosen, bounds, callback=callback_stop)
352
+ assert not result.success
353
+
354
+ def callback_evaluates_true(param, convergence=0.):
355
+ # DE should stop if bool(self.callback) is True
356
+ return [10]
357
+
358
+ result = differential_evolution(rosen, bounds, callback=callback_evaluates_true)
359
+ assert_string_equal(result.message, expected_msg)
360
+ assert not result.success
361
+
362
+ def callback_evaluates_false(param, convergence=0.):
363
+ return []
364
+
365
+ result = differential_evolution(rosen, bounds,
366
+ callback=callback_evaluates_false)
367
+ assert result.success
368
+
369
+ def test_args_tuple_is_passed(self):
370
+ # test that the args tuple is passed to the cost function properly.
371
+ bounds = [(-10, 10)]
372
+ args = (1., 2., 3.)
373
+
374
+ def quadratic(x, *args):
375
+ if type(args) != tuple:
376
+ raise ValueError('args should be a tuple')
377
+ return args[0] + args[1] * x + args[2] * x**2.
378
+
379
+ result = differential_evolution(quadratic,
380
+ bounds,
381
+ args=args,
382
+ polish=True)
383
+ assert_almost_equal(result.fun, 2 / 3.)
384
+
385
+ def test_init_with_invalid_strategy(self):
386
+ # test that passing an invalid strategy raises ValueError
387
+ func = rosen
388
+ bounds = [(-3, 3)]
389
+ assert_raises(ValueError,
390
+ differential_evolution,
391
+ func,
392
+ bounds,
393
+ strategy='abc')
394
+
395
+ def test_bounds_checking(self):
396
+ # test that the bounds checking works
397
+ func = rosen
398
+ bounds = [(-3)]
399
+ assert_raises(ValueError,
400
+ differential_evolution,
401
+ func,
402
+ bounds)
403
+ bounds = [(-3, 3), (3, 4, 5)]
404
+ assert_raises(ValueError,
405
+ differential_evolution,
406
+ func,
407
+ bounds)
408
+
409
+ # test that we can use a new-type Bounds object
410
+ result = differential_evolution(rosen, Bounds([0, 0], [2, 2]))
411
+ assert_almost_equal(result.x, (1., 1.))
412
+
413
+ def test_select_samples(self):
414
+ # select_samples should return 5 separate random numbers.
415
+ limits = np.arange(12., dtype='float64').reshape(2, 6)
416
+ bounds = list(zip(limits[0, :], limits[1, :]))
417
+ solver = DifferentialEvolutionSolver(None, bounds, popsize=1)
418
+ candidate = 0
419
+ r1, r2, r3, r4, r5 = solver._select_samples(candidate, 5)
420
+ assert_equal(
421
+ len(np.unique(np.array([candidate, r1, r2, r3, r4, r5]))), 6)
422
+
423
+ def test_maxiter_stops_solve(self):
424
+ # test that if the maximum number of iterations is exceeded
425
+ # the solver stops.
426
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=1)
427
+ result = solver.solve()
428
+ assert_equal(result.success, False)
429
+ assert_equal(result.message,
430
+ 'Maximum number of iterations has been exceeded.')
431
+
432
+ def test_maxfun_stops_solve(self):
433
+ # test that if the maximum number of function evaluations is exceeded
434
+ # during initialisation the solver stops
435
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, maxfun=1,
436
+ polish=False)
437
+ result = solver.solve()
438
+
439
+ assert_equal(result.nfev, 2)
440
+ assert_equal(result.success, False)
441
+ assert_equal(result.message,
442
+ 'Maximum number of function evaluations has '
443
+ 'been exceeded.')
444
+
445
+ # test that if the maximum number of function evaluations is exceeded
446
+ # during the actual minimisation, then the solver stops.
447
+ # Have to turn polishing off, as this will still occur even if maxfun
448
+ # is reached. For popsize=5 and len(bounds)=2, then there are only 10
449
+ # function evaluations during initialisation.
450
+ solver = DifferentialEvolutionSolver(rosen,
451
+ self.bounds,
452
+ popsize=5,
453
+ polish=False,
454
+ maxfun=40)
455
+ result = solver.solve()
456
+
457
+ assert_equal(result.nfev, 41)
458
+ assert_equal(result.success, False)
459
+ assert_equal(result.message,
460
+ 'Maximum number of function evaluations has '
461
+ 'been exceeded.')
462
+
463
+ # now repeat for updating='deferred version
464
+ # 47 function evaluations is not a multiple of the population size,
465
+ # so maxfun is reached partway through a population evaluation.
466
+ solver = DifferentialEvolutionSolver(rosen,
467
+ self.bounds,
468
+ popsize=5,
469
+ polish=False,
470
+ maxfun=47,
471
+ updating='deferred')
472
+ result = solver.solve()
473
+
474
+ assert_equal(result.nfev, 47)
475
+ assert_equal(result.success, False)
476
+ assert_equal(result.message,
477
+ 'Maximum number of function evaluations has '
478
+ 'been reached.')
479
+
480
+ def test_quadratic(self):
481
+ # test the quadratic function from object
482
+ solver = DifferentialEvolutionSolver(self.quadratic,
483
+ [(-100, 100)],
484
+ tol=0.02)
485
+ solver.solve()
486
+ assert_equal(np.argmin(solver.population_energies), 0)
487
+
488
+ def test_quadratic_from_diff_ev(self):
489
+ # test the quadratic function from differential_evolution function
490
+ differential_evolution(self.quadratic,
491
+ [(-100, 100)],
492
+ tol=0.02)
493
+
494
+ def test_seed_gives_repeatability(self):
495
+ result = differential_evolution(self.quadratic,
496
+ [(-100, 100)],
497
+ polish=False,
498
+ seed=1,
499
+ tol=0.5)
500
+ result2 = differential_evolution(self.quadratic,
501
+ [(-100, 100)],
502
+ polish=False,
503
+ seed=1,
504
+ tol=0.5)
505
+ assert_equal(result.x, result2.x)
506
+ assert_equal(result.nfev, result2.nfev)
507
+
508
+ def test_random_generator(self):
509
+ # check that np.random.Generator can be used (numpy >= 1.17)
510
+ # obtain a np.random.Generator object
511
+ rng = np.random.default_rng()
512
+
513
+ inits = ['random', 'latinhypercube', 'sobol', 'halton']
514
+ for init in inits:
515
+ differential_evolution(self.quadratic,
516
+ [(-100, 100)],
517
+ polish=False,
518
+ seed=rng,
519
+ tol=0.5,
520
+ init=init)
521
+
522
+ def test_exp_runs(self):
523
+ # test whether exponential mutation loop runs
524
+ solver = DifferentialEvolutionSolver(rosen,
525
+ self.bounds,
526
+ strategy='best1exp',
527
+ maxiter=1)
528
+
529
+ solver.solve()
530
+
531
+ def test_gh_4511_regression(self):
532
+ # This modification of the differential evolution docstring example
533
+ # uses a custom popsize that had triggered an off-by-one error.
534
+ # Because we do not care about solving the optimization problem in
535
+ # this test, we use maxiter=1 to reduce the testing time.
536
+ bounds = [(-5, 5), (-5, 5)]
537
+ # result = differential_evolution(rosen, bounds, popsize=1815,
538
+ # maxiter=1)
539
+
540
+ # the original issue arose because of rounding error in arange, with
541
+ # linspace being a much better solution. 1815 is quite a large popsize
542
+ # to use and results in a long test time (~13s). I used the original
543
+ # issue to figure out the lowest number of samples that would cause
544
+ # this rounding error to occur, 49.
545
+ differential_evolution(rosen, bounds, popsize=49, maxiter=1)
546
+
547
+ def test_calculate_population_energies(self):
548
+ # if popsize is 3, then the overall generation has size (6,)
549
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3)
550
+ solver._calculate_population_energies(solver.population)
551
+ solver._promote_lowest_energy()
552
+ assert_equal(np.argmin(solver.population_energies), 0)
553
+
554
+ # initial calculation of the energies should require 6 nfev.
555
+ assert_equal(solver._nfev, 6)
556
+
557
+ def test_iteration(self):
558
+ # test that DifferentialEvolutionSolver is iterable
559
+ # if popsize is 3, then the overall generation has size (6,)
560
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3,
561
+ maxfun=12)
562
+ x, fun = next(solver)
563
+ assert_equal(np.size(x, 0), 2)
564
+
565
+ # 6 nfev are required for initial calculation of energies, 6 nfev are
566
+ # required for the evolution of the 6 population members.
567
+ assert_equal(solver._nfev, 12)
568
+
569
+ # the next generation should halt because it exceeds maxfun
570
+ assert_raises(StopIteration, next, solver)
571
+
572
+ # check a proper minimisation can be done by an iterable solver
573
+ solver = DifferentialEvolutionSolver(rosen, self.bounds)
574
+ _, fun_prev = next(solver)
575
+ for i, soln in enumerate(solver):
576
+ x_current, fun_current = soln
577
+ assert fun_prev >= fun_current
578
+ _, fun_prev = x_current, fun_current
579
+ # need to have this otherwise the solver would never stop.
580
+ if i == 50:
581
+ break
582
+
583
+ def test_convergence(self):
584
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, tol=0.2,
585
+ polish=False)
586
+ solver.solve()
587
+ assert_(solver.convergence < 0.2)
588
+
589
+ def test_maxiter_none_GH5731(self):
590
+ # Pre 0.17 the previous default for maxiter and maxfun was None.
591
+ # the numerical defaults are now 1000 and np.inf. However, some scripts
592
+ # will still supply None for both of those, this will raise a TypeError
593
+ # in the solve method.
594
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=None,
595
+ maxfun=None)
596
+ solver.solve()
597
+
598
+ def test_population_initiation(self):
599
+ # test the different modes of population initiation
600
+
601
+ # init must be either 'latinhypercube' or 'random'
602
+ # raising ValueError is something else is passed in
603
+ assert_raises(ValueError,
604
+ DifferentialEvolutionSolver,
605
+ *(rosen, self.bounds),
606
+ **{'init': 'rubbish'})
607
+
608
+ solver = DifferentialEvolutionSolver(rosen, self.bounds)
609
+
610
+ # check that population initiation:
611
+ # 1) resets _nfev to 0
612
+ # 2) all population energies are np.inf
613
+ solver.init_population_random()
614
+ assert_equal(solver._nfev, 0)
615
+ assert_(np.all(np.isinf(solver.population_energies)))
616
+
617
+ solver.init_population_lhs()
618
+ assert_equal(solver._nfev, 0)
619
+ assert_(np.all(np.isinf(solver.population_energies)))
620
+
621
+ solver.init_population_qmc(qmc_engine='halton')
622
+ assert_equal(solver._nfev, 0)
623
+ assert_(np.all(np.isinf(solver.population_energies)))
624
+
625
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, init='sobol')
626
+ solver.init_population_qmc(qmc_engine='sobol')
627
+ assert_equal(solver._nfev, 0)
628
+ assert_(np.all(np.isinf(solver.population_energies)))
629
+
630
+ # we should be able to initialize with our own array
631
+ population = np.linspace(-1, 3, 10).reshape(5, 2)
632
+ solver = DifferentialEvolutionSolver(rosen, self.bounds,
633
+ init=population,
634
+ strategy='best2bin',
635
+ atol=0.01, seed=1, popsize=5)
636
+
637
+ assert_equal(solver._nfev, 0)
638
+ assert_(np.all(np.isinf(solver.population_energies)))
639
+ assert_(solver.num_population_members == 5)
640
+ assert_(solver.population_shape == (5, 2))
641
+
642
+ # check that the population was initialized correctly
643
+ unscaled_population = np.clip(solver._unscale_parameters(population),
644
+ 0, 1)
645
+ assert_almost_equal(solver.population[:5], unscaled_population)
646
+
647
+ # population values need to be clipped to bounds
648
+ assert_almost_equal(np.min(solver.population[:5]), 0)
649
+ assert_almost_equal(np.max(solver.population[:5]), 1)
650
+
651
+ # shouldn't be able to initialize with an array if it's the wrong shape
652
+ # this would have too many parameters
653
+ population = np.linspace(-1, 3, 15).reshape(5, 3)
654
+ assert_raises(ValueError,
655
+ DifferentialEvolutionSolver,
656
+ *(rosen, self.bounds),
657
+ **{'init': population})
658
+
659
+ # provide an initial solution
660
+ # bounds are [(0, 2), (0, 2)]
661
+ x0 = np.random.uniform(low=0.0, high=2.0, size=2)
662
+ solver = DifferentialEvolutionSolver(
663
+ rosen, self.bounds, x0=x0
664
+ )
665
+ # parameters are scaled to unit interval
666
+ assert_allclose(solver.population[0], x0 / 2.0)
667
+
668
+ def test_x0(self):
669
+ # smoke test that checks that x0 is usable.
670
+ res = differential_evolution(rosen, self.bounds, x0=[0.2, 0.8])
671
+ assert res.success
672
+
673
+ # check what happens if some of the x0 lay outside the bounds
674
+ with assert_raises(ValueError):
675
+ differential_evolution(rosen, self.bounds, x0=[0.2, 2.1])
676
+
677
+ def test_infinite_objective_function(self):
678
+ # Test that there are no problems if the objective function
679
+ # returns inf on some runs
680
+ def sometimes_inf(x):
681
+ if x[0] < .5:
682
+ return np.inf
683
+ return x[1]
684
+ bounds = [(0, 1), (0, 1)]
685
+ differential_evolution(sometimes_inf, bounds=bounds, disp=False)
686
+
687
+ def test_deferred_updating(self):
688
+ # check setting of deferred updating, with default workers
689
+ bounds = [(0., 2.), (0., 2.)]
690
+ solver = DifferentialEvolutionSolver(rosen, bounds, updating='deferred')
691
+ assert_(solver._updating == 'deferred')
692
+ assert_(solver._mapwrapper._mapfunc is map)
693
+ solver.solve()
694
+
695
+ def test_immediate_updating(self):
696
+ # check setting of immediate updating, with default workers
697
+ bounds = [(0., 2.), (0., 2.)]
698
+ solver = DifferentialEvolutionSolver(rosen, bounds)
699
+ assert_(solver._updating == 'immediate')
700
+
701
+ # Safely forking from a multithreaded process is
702
+ # problematic, and deprecated in Python 3.12, so
703
+ # we use a slower but portable alternative
704
+ # see gh-19848
705
+ ctx = multiprocessing.get_context("spawn")
706
+ with ctx.Pool(2) as p:
707
+ # should raise a UserWarning because the updating='immediate'
708
+ # is being overridden by the workers keyword
709
+ with warns(UserWarning):
710
+ with DifferentialEvolutionSolver(rosen, bounds, workers=p.map) as s:
711
+ pass
712
+ assert s._updating == 'deferred'
713
+
714
+ def test_parallel(self):
715
+ # smoke test for parallelization with deferred updating
716
+ bounds = [(0., 2.), (0., 2.)]
717
+ with multiprocessing.Pool(2) as p, DifferentialEvolutionSolver(
718
+ rosen, bounds, updating='deferred', workers=p.map) as solver:
719
+ assert_(solver._mapwrapper.pool is not None)
720
+ assert_(solver._updating == 'deferred')
721
+ solver.solve()
722
+
723
+ with DifferentialEvolutionSolver(rosen, bounds, updating='deferred',
724
+ workers=2) as solver:
725
+ assert_(solver._mapwrapper.pool is not None)
726
+ assert_(solver._updating == 'deferred')
727
+ solver.solve()
728
+
729
+ def test_converged(self):
730
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)])
731
+ solver.solve()
732
+ assert_(solver.converged())
733
+
734
+ def test_constraint_violation_fn(self):
735
+ def constr_f(x):
736
+ return [x[0] + x[1]]
737
+
738
+ def constr_f2(x):
739
+ return np.array([x[0]**2 + x[1], x[0] - x[1]])
740
+
741
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
742
+
743
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
744
+ constraints=(nlc))
745
+
746
+ cv = solver._constraint_violation_fn(np.array([1.0, 1.0]))
747
+ assert_almost_equal(cv, 0.1)
748
+
749
+ nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
750
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
751
+ constraints=(nlc, nlc2))
752
+
753
+ # for multiple constraints the constraint violations should
754
+ # be concatenated.
755
+ xs = [(1.2, 1), (2.0, 2.0), (0.5, 0.5)]
756
+ vs = [(0.3, 0.64, 0.0), (2.1, 4.2, 0.0), (0, 0, 0)]
757
+
758
+ for x, v in zip(xs, vs):
759
+ cv = solver._constraint_violation_fn(np.array(x))
760
+ assert_allclose(cv, np.atleast_2d(v))
761
+
762
+ # vectorized calculation of a series of solutions
763
+ assert_allclose(
764
+ solver._constraint_violation_fn(np.array(xs)), np.array(vs)
765
+ )
766
+
767
+ # the following line is used in _calculate_population_feasibilities.
768
+ # _constraint_violation_fn returns an (1, M) array when
769
+ # x.shape == (N,), i.e. a single solution. Therefore this list
770
+ # comprehension should generate (S, 1, M) array.
771
+ constraint_violation = np.array([solver._constraint_violation_fn(x)
772
+ for x in np.array(xs)])
773
+ assert constraint_violation.shape == (3, 1, 3)
774
+
775
+ # we need reasonable error messages if the constraint function doesn't
776
+ # return the right thing
777
+ def constr_f3(x):
778
+ # returns (S, M), rather than (M, S)
779
+ return constr_f2(x).T
780
+
781
+ nlc2 = NonlinearConstraint(constr_f3, -np.inf, 1.8)
782
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
783
+ constraints=(nlc, nlc2),
784
+ vectorized=False)
785
+ solver.vectorized = True
786
+ with pytest.raises(
787
+ RuntimeError, match="An array returned from a Constraint"
788
+ ):
789
+ solver._constraint_violation_fn(np.array(xs))
790
+
791
+ def test_constraint_population_feasibilities(self):
792
+ def constr_f(x):
793
+ return [x[0] + x[1]]
794
+
795
+ def constr_f2(x):
796
+ return [x[0]**2 + x[1], x[0] - x[1]]
797
+
798
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
799
+
800
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
801
+ constraints=(nlc))
802
+
803
+ # are population feasibilities correct
804
+ # [0.5, 0.5] corresponds to scaled values of [1., 1.]
805
+ feas, cv = solver._calculate_population_feasibilities(
806
+ np.array([[0.5, 0.5], [1., 1.]]))
807
+ assert_equal(feas, [False, False])
808
+ assert_almost_equal(cv, np.array([[0.1], [2.1]]))
809
+ assert cv.shape == (2, 1)
810
+
811
+ nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
812
+
813
+ for vectorize in [False, True]:
814
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
815
+ constraints=(nlc, nlc2),
816
+ vectorized=vectorize,
817
+ updating='deferred')
818
+
819
+ feas, cv = solver._calculate_population_feasibilities(
820
+ np.array([[0.5, 0.5], [0.6, 0.5]]))
821
+ assert_equal(feas, [False, False])
822
+ assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [0.3, 0.64, 0]]))
823
+
824
+ feas, cv = solver._calculate_population_feasibilities(
825
+ np.array([[0.5, 0.5], [1., 1.]]))
826
+ assert_equal(feas, [False, False])
827
+ assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [2.1, 4.2, 0]]))
828
+ assert cv.shape == (2, 3)
829
+
830
+ feas, cv = solver._calculate_population_feasibilities(
831
+ np.array([[0.25, 0.25], [1., 1.]]))
832
+ assert_equal(feas, [True, False])
833
+ assert_almost_equal(cv, np.array([[0.0, 0.0, 0.], [2.1, 4.2, 0]]))
834
+ assert cv.shape == (2, 3)
835
+
836
+ def test_constraint_solve(self):
837
+ def constr_f(x):
838
+ return np.array([x[0] + x[1]])
839
+
840
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
841
+
842
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
843
+ constraints=(nlc))
844
+
845
+ # trust-constr warns if the constraint function is linear
846
+ with warns(UserWarning):
847
+ res = solver.solve()
848
+
849
+ assert constr_f(res.x) <= 1.9
850
+ assert res.success
851
+
852
+ def test_impossible_constraint(self):
853
+ def constr_f(x):
854
+ return np.array([x[0] + x[1]])
855
+
856
+ nlc = NonlinearConstraint(constr_f, -np.inf, -1)
857
+
858
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
859
+ constraints=(nlc), popsize=3,
860
+ seed=1)
861
+
862
+ # a UserWarning is issued because the 'trust-constr' polishing is
863
+ # attempted on the least infeasible solution found.
864
+ with warns(UserWarning):
865
+ res = solver.solve()
866
+
867
+ assert res.maxcv > 0
868
+ assert not res.success
869
+
870
+ # test _promote_lowest_energy works when none of the population is
871
+ # feasible. In this case, the solution with the lowest constraint
872
+ # violation should be promoted.
873
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
874
+ constraints=(nlc), polish=False)
875
+ next(solver)
876
+ assert not solver.feasible.all()
877
+ assert not np.isfinite(solver.population_energies).all()
878
+
879
+ # now swap two of the entries in the population
880
+ l = 20
881
+ cv = solver.constraint_violation[0]
882
+
883
+ solver.population_energies[[0, l]] = solver.population_energies[[l, 0]]
884
+ solver.population[[0, l], :] = solver.population[[l, 0], :]
885
+ solver.constraint_violation[[0, l], :] = (
886
+ solver.constraint_violation[[l, 0], :])
887
+
888
+ solver._promote_lowest_energy()
889
+ assert_equal(solver.constraint_violation[0], cv)
890
+
891
+ def test_accept_trial(self):
892
+ # _accept_trial(self, energy_trial, feasible_trial, cv_trial,
893
+ # energy_orig, feasible_orig, cv_orig)
894
+ def constr_f(x):
895
+ return [x[0] + x[1]]
896
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
897
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
898
+ constraints=(nlc))
899
+ fn = solver._accept_trial
900
+ # both solutions are feasible, select lower energy
901
+ assert fn(0.1, True, np.array([0.]), 1.0, True, np.array([0.]))
902
+ assert (fn(1.0, True, np.array([0.0]), 0.1, True, np.array([0.0])) is False)
903
+ assert fn(0.1, True, np.array([0.]), 0.1, True, np.array([0.]))
904
+
905
+ # trial is feasible, original is not
906
+ assert fn(9.9, True, np.array([0.]), 1.0, False, np.array([1.]))
907
+
908
+ # trial and original are infeasible
909
+ # cv_trial have to be <= cv_original to be better
910
+ assert (fn(0.1, False, np.array([0.5, 0.5]),
911
+ 1.0, False, np.array([1., 1.0])))
912
+ assert (fn(0.1, False, np.array([0.5, 0.5]),
913
+ 1.0, False, np.array([1., 0.50])))
914
+ assert not (fn(1.0, False, np.array([0.5, 0.5]),
915
+ 1.0, False, np.array([1.0, 0.4])))
916
+
917
+ def test_constraint_wrapper(self):
918
+ lb = np.array([0, 20, 30])
919
+ ub = np.array([0.5, np.inf, 70])
920
+ x0 = np.array([1, 2, 3])
921
+ pc = _ConstraintWrapper(Bounds(lb, ub), x0)
922
+ assert (pc.violation(x0) > 0).any()
923
+ assert (pc.violation([0.25, 21, 31]) == 0).all()
924
+
925
+ # check vectorized Bounds constraint
926
+ xs = np.arange(1, 16).reshape(5, 3)
927
+ violations = []
928
+ for x in xs:
929
+ violations.append(pc.violation(x))
930
+ np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
931
+
932
+ x0 = np.array([1, 2, 3, 4])
933
+ A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]])
934
+ pc = _ConstraintWrapper(LinearConstraint(A, -np.inf, 0), x0)
935
+ assert (pc.violation(x0) > 0).any()
936
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
937
+
938
+ # check vectorized LinearConstraint, for 7 lots of parameter vectors
939
+ # with each parameter vector being 4 long, with 3 constraints
940
+ # xs is the same shape as stored in the differential evolution
941
+ # population, but it's sent to the violation function as (len(x), M)
942
+ xs = np.arange(1, 29).reshape(7, 4)
943
+ violations = []
944
+ for x in xs:
945
+ violations.append(pc.violation(x))
946
+ np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
947
+
948
+ pc = _ConstraintWrapper(LinearConstraint(csr_matrix(A), -np.inf, 0),
949
+ x0)
950
+ assert (pc.violation(x0) > 0).any()
951
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
952
+
953
+ def fun(x):
954
+ return A.dot(x)
955
+
956
+ nonlinear = NonlinearConstraint(fun, -np.inf, 0)
957
+ pc = _ConstraintWrapper(nonlinear, [-10, 2, -10, 4])
958
+ assert (pc.violation(x0) > 0).any()
959
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
960
+
961
+ def test_constraint_wrapper_violation(self):
962
+ def cons_f(x):
963
+ # written in vectorised form to accept an array of (N, S)
964
+ # returning (M, S)
965
+ # where N is the number of parameters,
966
+ # S is the number of solution vectors to be examined,
967
+ # and M is the number of constraint components
968
+ return np.array([x[0] ** 2 + x[1],
969
+ x[0] ** 2 - x[1]])
970
+
971
+ nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2])
972
+ pc = _ConstraintWrapper(nlc, [0.5, 1])
973
+ assert np.size(pc.bounds[0]) == 2
974
+
975
+ xs = [(0.5, 1), (0.5, 1.2), (1.2, 1.2), (0.1, -1.2), (0.1, 2.0)]
976
+ vs = [(0, 0), (0, 0.1), (0.64, 0), (0.19, 0), (0.01, 1.14)]
977
+
978
+ for x, v in zip(xs, vs):
979
+ assert_allclose(pc.violation(x), v)
980
+
981
+ # now check that we can vectorize the constraint wrapper
982
+ assert_allclose(pc.violation(np.array(xs).T),
983
+ np.array(vs).T)
984
+ assert pc.fun(np.array(xs).T).shape == (2, len(xs))
985
+ assert pc.violation(np.array(xs).T).shape == (2, len(xs))
986
+ assert pc.num_constr == 2
987
+ assert pc.parameter_count == 2
988
+
989
+ def test_matrix_linear_constraint(self):
990
+ # gh20041 supplying an np.matrix to construct a LinearConstraint caused
991
+ # _ConstraintWrapper to start returning constraint violations of the
992
+ # wrong shape.
993
+ with suppress_warnings() as sup:
994
+ sup.filter(PendingDeprecationWarning)
995
+ matrix = np.matrix([[1, 1, 1, 1.],
996
+ [2, 2, 2, 2.]])
997
+ lc = LinearConstraint(matrix, 0, 1)
998
+ x0 = np.ones(4)
999
+ cw = _ConstraintWrapper(lc, x0)
1000
+ # the shape of the constraint violation should be the same as the number
1001
+ # of constraints applied.
1002
+ assert cw.violation(x0).shape == (2,)
1003
+
1004
+ # let's try a vectorised violation call.
1005
+ xtrial = np.arange(4 * 5).reshape(4, 5)
1006
+ assert cw.violation(xtrial).shape == (2, 5)
1007
+
1008
+
1009
+ def test_L1(self):
1010
+ # Lampinen ([5]) test problem 1
1011
+
1012
+ def f(x):
1013
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1014
+ fun = np.sum(5*x[1:5]) - 5*x[1:5]@x[1:5] - np.sum(x[5:])
1015
+ return fun
1016
+
1017
+ A = np.zeros((10, 14)) # 1-indexed to match reference
1018
+ A[1, [1, 2, 10, 11]] = 2, 2, 1, 1
1019
+ A[2, [1, 10]] = -8, 1
1020
+ A[3, [4, 5, 10]] = -2, -1, 1
1021
+ A[4, [1, 3, 10, 11]] = 2, 2, 1, 1
1022
+ A[5, [2, 11]] = -8, 1
1023
+ A[6, [6, 7, 11]] = -2, -1, 1
1024
+ A[7, [2, 3, 11, 12]] = 2, 2, 1, 1
1025
+ A[8, [3, 12]] = -8, 1
1026
+ A[9, [8, 9, 12]] = -2, -1, 1
1027
+ A = A[1:, 1:]
1028
+
1029
+ b = np.array([10, 0, 0, 10, 0, 0, 10, 0, 0])
1030
+
1031
+ L = LinearConstraint(A, -np.inf, b)
1032
+
1033
+ bounds = [(0, 1)]*9 + [(0, 100)]*3 + [(0, 1)]
1034
+
1035
+ # using a lower popsize to speed the test up
1036
+ res = differential_evolution(f, bounds, strategy='best1bin', seed=1234,
1037
+ constraints=(L), popsize=2)
1038
+
1039
+ x_opt = (1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 3, 3, 1)
1040
+ f_opt = -15
1041
+
1042
+ assert_allclose(f(x_opt), f_opt, atol=6e-4)
1043
+ assert res.success
1044
+ assert_allclose(res.x, x_opt, atol=6e-4)
1045
+ assert_allclose(res.fun, f_opt, atol=5e-3)
1046
+ assert_(np.all([email protected] <= b))
1047
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1048
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1049
+
1050
+ # now repeat the same solve, using the same overall constraints,
1051
+ # but using a sparse matrix for the LinearConstraint instead of an
1052
+ # array
1053
+
1054
+ L = LinearConstraint(csr_matrix(A), -np.inf, b)
1055
+
1056
+ # using a lower popsize to speed the test up
1057
+ res = differential_evolution(f, bounds, strategy='best1bin', seed=1234,
1058
+ constraints=(L), popsize=2)
1059
+
1060
+ assert_allclose(f(x_opt), f_opt)
1061
+ assert res.success
1062
+ assert_allclose(res.x, x_opt, atol=5e-4)
1063
+ assert_allclose(res.fun, f_opt, atol=5e-3)
1064
+ assert_(np.all([email protected] <= b))
1065
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1066
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1067
+
1068
+ # now repeat the same solve, using the same overall constraints,
1069
+ # but specify half the constraints in terms of LinearConstraint,
1070
+ # and the other half by NonlinearConstraint
1071
+ def c1(x):
1072
+ x = np.hstack(([0], x))
1073
+ return [2*x[2] + 2*x[3] + x[11] + x[12],
1074
+ -8*x[3] + x[12]]
1075
+
1076
+ def c2(x):
1077
+ x = np.hstack(([0], x))
1078
+ return -2*x[8] - x[9] + x[12]
1079
+
1080
+ L = LinearConstraint(A[:5, :], -np.inf, b[:5])
1081
+ L2 = LinearConstraint(A[5:6, :], -np.inf, b[5:6])
1082
+ N = NonlinearConstraint(c1, -np.inf, b[6:8])
1083
+ N2 = NonlinearConstraint(c2, -np.inf, b[8:9])
1084
+ constraints = (L, N, L2, N2)
1085
+
1086
+ with suppress_warnings() as sup:
1087
+ sup.filter(UserWarning)
1088
+ res = differential_evolution(f, bounds, strategy='rand1bin',
1089
+ seed=1234, constraints=constraints,
1090
+ popsize=2)
1091
+
1092
+ assert_allclose(res.x, x_opt, atol=6e-4)
1093
+ assert_allclose(res.fun, f_opt, atol=5e-3)
1094
+ assert_(np.all([email protected] <= b))
1095
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1096
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1097
+
1098
+ def test_L2(self):
1099
+ # Lampinen ([5]) test problem 2
1100
+
1101
+ def f(x):
1102
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1103
+ fun = ((x[1]-10)**2 + 5*(x[2]-12)**2 + x[3]**4 + 3*(x[4]-11)**2 +
1104
+ 10*x[5]**6 + 7*x[6]**2 + x[7]**4 - 4*x[6]*x[7] - 10*x[6] -
1105
+ 8*x[7])
1106
+ return fun
1107
+
1108
+ def c1(x):
1109
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1110
+ return [127 - 2*x[1]**2 - 3*x[2]**4 - x[3] - 4*x[4]**2 - 5*x[5],
1111
+ 196 - 23*x[1] - x[2]**2 - 6*x[6]**2 + 8*x[7],
1112
+ 282 - 7*x[1] - 3*x[2] - 10*x[3]**2 - x[4] + x[5],
1113
+ -4*x[1]**2 - x[2]**2 + 3*x[1]*x[2] - 2*x[3]**2 -
1114
+ 5*x[6] + 11*x[7]]
1115
+
1116
+ N = NonlinearConstraint(c1, 0, np.inf)
1117
+ bounds = [(-10, 10)]*7
1118
+ constraints = (N)
1119
+
1120
+ with suppress_warnings() as sup:
1121
+ sup.filter(UserWarning)
1122
+ res = differential_evolution(f, bounds, strategy='rand1bin',
1123
+ seed=1234, constraints=constraints)
1124
+
1125
+ f_opt = 680.6300599487869
1126
+ x_opt = (2.330499, 1.951372, -0.4775414, 4.365726,
1127
+ -0.6244870, 1.038131, 1.594227)
1128
+
1129
+ assert_allclose(f(x_opt), f_opt)
1130
+ assert_allclose(res.fun, f_opt)
1131
+ assert_allclose(res.x, x_opt, atol=1e-5)
1132
+ assert res.success
1133
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1134
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1135
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1136
+
1137
+ def test_L3(self):
1138
+ # Lampinen ([5]) test problem 3
1139
+
1140
+ def f(x):
1141
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1142
+ fun = (x[1]**2 + x[2]**2 + x[1]*x[2] - 14*x[1] - 16*x[2] +
1143
+ (x[3]-10)**2 + 4*(x[4]-5)**2 + (x[5]-3)**2 + 2*(x[6]-1)**2 +
1144
+ 5*x[7]**2 + 7*(x[8]-11)**2 + 2*(x[9]-10)**2 +
1145
+ (x[10] - 7)**2 + 45
1146
+ )
1147
+ return fun # maximize
1148
+
1149
+ A = np.zeros((4, 11))
1150
+ A[1, [1, 2, 7, 8]] = -4, -5, 3, -9
1151
+ A[2, [1, 2, 7, 8]] = -10, 8, 17, -2
1152
+ A[3, [1, 2, 9, 10]] = 8, -2, -5, 2
1153
+ A = A[1:, 1:]
1154
+ b = np.array([-105, 0, -12])
1155
+
1156
+ def c1(x):
1157
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1158
+ return [3*x[1] - 6*x[2] - 12*(x[9]-8)**2 + 7*x[10],
1159
+ -3*(x[1]-2)**2 - 4*(x[2]-3)**2 - 2*x[3]**2 + 7*x[4] + 120,
1160
+ -x[1]**2 - 2*(x[2]-2)**2 + 2*x[1]*x[2] - 14*x[5] + 6*x[6],
1161
+ -5*x[1]**2 - 8*x[2] - (x[3]-6)**2 + 2*x[4] + 40,
1162
+ -0.5*(x[1]-8)**2 - 2*(x[2]-4)**2 - 3*x[5]**2 + x[6] + 30]
1163
+
1164
+ L = LinearConstraint(A, b, np.inf)
1165
+ N = NonlinearConstraint(c1, 0, np.inf)
1166
+ bounds = [(-10, 10)]*10
1167
+ constraints = (L, N)
1168
+
1169
+ with suppress_warnings() as sup:
1170
+ sup.filter(UserWarning)
1171
+ res = differential_evolution(f, bounds, seed=1234,
1172
+ constraints=constraints, popsize=3)
1173
+
1174
+ x_opt = (2.171996, 2.363683, 8.773926, 5.095984, 0.9906548,
1175
+ 1.430574, 1.321644, 9.828726, 8.280092, 8.375927)
1176
+ f_opt = 24.3062091
1177
+
1178
+ assert_allclose(f(x_opt), f_opt, atol=1e-5)
1179
+ assert_allclose(res.x, x_opt, atol=1e-6)
1180
+ assert_allclose(res.fun, f_opt, atol=1e-5)
1181
+ assert res.success
1182
+ assert_(np.all(A @ res.x >= b))
1183
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1184
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1185
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1186
+
1187
+ def test_L4(self):
1188
+ # Lampinen ([5]) test problem 4
1189
+ def f(x):
1190
+ return np.sum(x[:3])
1191
+
1192
+ A = np.zeros((4, 9))
1193
+ A[1, [4, 6]] = 0.0025, 0.0025
1194
+ A[2, [5, 7, 4]] = 0.0025, 0.0025, -0.0025
1195
+ A[3, [8, 5]] = 0.01, -0.01
1196
+ A = A[1:, 1:]
1197
+ b = np.array([1, 1, 1])
1198
+
1199
+ def c1(x):
1200
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1201
+ return [x[1]*x[6] - 833.33252*x[4] - 100*x[1] + 83333.333,
1202
+ x[2]*x[7] - 1250*x[5] - x[2]*x[4] + 1250*x[4],
1203
+ x[3]*x[8] - 1250000 - x[3]*x[5] + 2500*x[5]]
1204
+
1205
+ L = LinearConstraint(A, -np.inf, 1)
1206
+ N = NonlinearConstraint(c1, 0, np.inf)
1207
+
1208
+ bounds = [(100, 10000)] + [(1000, 10000)]*2 + [(10, 1000)]*5
1209
+ constraints = (L, N)
1210
+
1211
+ with suppress_warnings() as sup:
1212
+ sup.filter(UserWarning)
1213
+ res = differential_evolution(f, bounds, strategy='rand1bin',
1214
+ seed=1234, constraints=constraints,
1215
+ popsize=3)
1216
+
1217
+ f_opt = 7049.248
1218
+
1219
+ x_opt = [579.306692, 1359.97063, 5109.9707, 182.0177, 295.601172,
1220
+ 217.9823, 286.416528, 395.601172]
1221
+
1222
+ assert_allclose(f(x_opt), f_opt, atol=0.001)
1223
+ assert_allclose(res.fun, f_opt, atol=0.001)
1224
+
1225
+ # use higher tol here for 32-bit Windows, see gh-11693
1226
+ if (platform.system() == 'Windows' and np.dtype(np.intp).itemsize < 8):
1227
+ assert_allclose(res.x, x_opt, rtol=2.4e-6, atol=0.0035)
1228
+ else:
1229
+ # tolerance determined from macOS + MKL failure, see gh-12701
1230
+ assert_allclose(res.x, x_opt, rtol=5e-6, atol=0.0024)
1231
+
1232
+ assert res.success
1233
+ assert_(np.all(A @ res.x <= b))
1234
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1235
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1236
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1237
+
1238
+ def test_L5(self):
1239
+ # Lampinen ([5]) test problem 5
1240
+
1241
+ def f(x):
1242
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1243
+ fun = (np.sin(2*np.pi*x[1])**3*np.sin(2*np.pi*x[2]) /
1244
+ (x[1]**3*(x[1]+x[2])))
1245
+ return -fun # maximize
1246
+
1247
+ def c1(x):
1248
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1249
+ return [x[1]**2 - x[2] + 1,
1250
+ 1 - x[1] + (x[2]-4)**2]
1251
+
1252
+ N = NonlinearConstraint(c1, -np.inf, 0)
1253
+ bounds = [(0, 10)]*2
1254
+ constraints = (N)
1255
+
1256
+ res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
1257
+ constraints=constraints)
1258
+
1259
+ x_opt = (1.22797135, 4.24537337)
1260
+ f_opt = -0.095825
1261
+ assert_allclose(f(x_opt), f_opt, atol=2e-5)
1262
+ assert_allclose(res.fun, f_opt, atol=1e-4)
1263
+ assert res.success
1264
+ assert_(np.all(np.array(c1(res.x)) <= 0))
1265
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1266
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1267
+
1268
+ def test_L6(self):
1269
+ # Lampinen ([5]) test problem 6
1270
+ def f(x):
1271
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1272
+ fun = (x[1]-10)**3 + (x[2] - 20)**3
1273
+ return fun
1274
+
1275
+ def c1(x):
1276
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1277
+ return [(x[1]-5)**2 + (x[2] - 5)**2 - 100,
1278
+ -(x[1]-6)**2 - (x[2] - 5)**2 + 82.81]
1279
+
1280
+ N = NonlinearConstraint(c1, 0, np.inf)
1281
+ bounds = [(13, 100), (0, 100)]
1282
+ constraints = (N)
1283
+ res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
1284
+ constraints=constraints, tol=1e-7)
1285
+ x_opt = (14.095, 0.84296)
1286
+ f_opt = -6961.814744
1287
+
1288
+ assert_allclose(f(x_opt), f_opt, atol=1e-6)
1289
+ assert_allclose(res.fun, f_opt, atol=0.001)
1290
+ assert_allclose(res.x, x_opt, atol=1e-4)
1291
+ assert res.success
1292
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1293
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1294
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1295
+
1296
+ def test_L7(self):
1297
+ # Lampinen ([5]) test problem 7
1298
+ def f(x):
1299
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1300
+ fun = (5.3578547*x[3]**2 + 0.8356891*x[1]*x[5] +
1301
+ 37.293239*x[1] - 40792.141)
1302
+ return fun
1303
+
1304
+ def c1(x):
1305
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1306
+ return [
1307
+ 85.334407 + 0.0056858*x[2]*x[5] + 0.0006262*x[1]*x[4] -
1308
+ 0.0022053*x[3]*x[5],
1309
+
1310
+ 80.51249 + 0.0071317*x[2]*x[5] + 0.0029955*x[1]*x[2] +
1311
+ 0.0021813*x[3]**2,
1312
+
1313
+ 9.300961 + 0.0047026*x[3]*x[5] + 0.0012547*x[1]*x[3] +
1314
+ 0.0019085*x[3]*x[4]
1315
+ ]
1316
+
1317
+ N = NonlinearConstraint(c1, [0, 90, 20], [92, 110, 25])
1318
+
1319
+ bounds = [(78, 102), (33, 45)] + [(27, 45)]*3
1320
+ constraints = (N)
1321
+
1322
+ res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
1323
+ constraints=constraints)
1324
+
1325
+ # using our best solution, rather than Lampinen/Koziel. Koziel solution
1326
+ # doesn't satisfy constraints, Lampinen f_opt just plain wrong.
1327
+ x_opt = [78.00000686, 33.00000362, 29.99526064, 44.99999971,
1328
+ 36.77579979]
1329
+
1330
+ f_opt = -30665.537578
1331
+
1332
+ assert_allclose(f(x_opt), f_opt)
1333
+ assert_allclose(res.x, x_opt, atol=1e-3)
1334
+ assert_allclose(res.fun, f_opt, atol=1e-3)
1335
+
1336
+ assert res.success
1337
+ assert_(np.all(np.array(c1(res.x)) >= np.array([0, 90, 20])))
1338
+ assert_(np.all(np.array(c1(res.x)) <= np.array([92, 110, 25])))
1339
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1340
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1341
+
1342
+ @pytest.mark.slow
1343
+ @pytest.mark.xfail(platform.machine() == 'ppc64le',
1344
+ reason="fails on ppc64le")
1345
+ def test_L8(self):
1346
+ def f(x):
1347
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1348
+ fun = 3*x[1] + 0.000001*x[1]**3 + 2*x[2] + 0.000002/3*x[2]**3
1349
+ return fun
1350
+
1351
+ A = np.zeros((3, 5))
1352
+ A[1, [4, 3]] = 1, -1
1353
+ A[2, [3, 4]] = 1, -1
1354
+ A = A[1:, 1:]
1355
+ b = np.array([-.55, -.55])
1356
+
1357
+ def c1(x):
1358
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1359
+ return [
1360
+ 1000*np.sin(-x[3]-0.25) + 1000*np.sin(-x[4]-0.25) +
1361
+ 894.8 - x[1],
1362
+ 1000*np.sin(x[3]-0.25) + 1000*np.sin(x[3]-x[4]-0.25) +
1363
+ 894.8 - x[2],
1364
+ 1000*np.sin(x[4]-0.25) + 1000*np.sin(x[4]-x[3]-0.25) +
1365
+ 1294.8
1366
+ ]
1367
+ L = LinearConstraint(A, b, np.inf)
1368
+ N = NonlinearConstraint(c1, np.full(3, -0.001), np.full(3, 0.001))
1369
+
1370
+ bounds = [(0, 1200)]*2+[(-.55, .55)]*2
1371
+ constraints = (L, N)
1372
+
1373
+ with suppress_warnings() as sup:
1374
+ sup.filter(UserWarning)
1375
+ # original Lampinen test was with rand1bin, but that takes a
1376
+ # huge amount of CPU time. Changing strategy to best1bin speeds
1377
+ # things up a lot
1378
+ res = differential_evolution(f, bounds, strategy='best1bin',
1379
+ seed=1234, constraints=constraints,
1380
+ maxiter=5000)
1381
+
1382
+ x_opt = (679.9453, 1026.067, 0.1188764, -0.3962336)
1383
+ f_opt = 5126.4981
1384
+
1385
+ assert_allclose(f(x_opt), f_opt, atol=1e-3)
1386
+ assert_allclose(res.x[:2], x_opt[:2], atol=2e-3)
1387
+ assert_allclose(res.x[2:], x_opt[2:], atol=2e-3)
1388
+ assert_allclose(res.fun, f_opt, atol=2e-2)
1389
+ assert res.success
1390
+ assert_(np.all([email protected] >= b))
1391
+ assert_(np.all(np.array(c1(res.x)) >= -0.001))
1392
+ assert_(np.all(np.array(c1(res.x)) <= 0.001))
1393
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1394
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1395
+
1396
+ def test_L9(self):
1397
+ # Lampinen ([5]) test problem 9
1398
+
1399
+ def f(x):
1400
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1401
+ return x[1]**2 + (x[2]-1)**2
1402
+
1403
+ def c1(x):
1404
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1405
+ return [x[2] - x[1]**2]
1406
+
1407
+ N = NonlinearConstraint(c1, [-.001], [0.001])
1408
+
1409
+ bounds = [(-1, 1)]*2
1410
+ constraints = (N)
1411
+ res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
1412
+ constraints=constraints)
1413
+
1414
+ x_opt = [np.sqrt(2)/2, 0.5]
1415
+ f_opt = 0.75
1416
+
1417
+ assert_allclose(f(x_opt), f_opt)
1418
+ assert_allclose(np.abs(res.x), x_opt, atol=1e-3)
1419
+ assert_allclose(res.fun, f_opt, atol=1e-3)
1420
+ assert res.success
1421
+ assert_(np.all(np.array(c1(res.x)) >= -0.001))
1422
+ assert_(np.all(np.array(c1(res.x)) <= 0.001))
1423
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1424
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1425
+
1426
+ def test_integrality(self):
1427
+ # test fitting discrete distribution to data
1428
+ rng = np.random.default_rng(6519843218105)
1429
+ dist = stats.nbinom
1430
+ shapes = (5, 0.5)
1431
+ x = dist.rvs(*shapes, size=10000, random_state=rng)
1432
+
1433
+ def func(p, *args):
1434
+ dist, x = args
1435
+ # negative log-likelihood function
1436
+ ll = -np.log(dist.pmf(x, *p)).sum(axis=-1)
1437
+ if np.isnan(ll): # occurs when x is outside of support
1438
+ ll = np.inf # we don't want that
1439
+ return ll
1440
+
1441
+ integrality = [True, False]
1442
+ bounds = [(1, 18), (0, 0.95)]
1443
+
1444
+ res = differential_evolution(func, bounds, args=(dist, x),
1445
+ integrality=integrality, polish=False,
1446
+ seed=rng)
1447
+ # tolerance has to be fairly relaxed for the second parameter
1448
+ # because we're fitting a distribution to random variates.
1449
+ assert res.x[0] == 5
1450
+ assert_allclose(res.x, shapes, rtol=0.025)
1451
+
1452
+ # check that we can still use integrality constraints with polishing
1453
+ res2 = differential_evolution(func, bounds, args=(dist, x),
1454
+ integrality=integrality, polish=True,
1455
+ seed=rng)
1456
+
1457
+ def func2(p, *args):
1458
+ n, dist, x = args
1459
+ return func(np.array([n, p[0]]), dist, x)
1460
+
1461
+ # compare the DE derived solution to an LBFGSB solution (that doesn't
1462
+ # have to find the integral values). Note we're setting x0 to be the
1463
+ # output from the first DE result, thereby making the polishing step
1464
+ # and this minimisation pretty much equivalent.
1465
+ LBFGSB = minimize(func2, res2.x[1], args=(5, dist, x),
1466
+ bounds=[(0, 0.95)])
1467
+ assert_allclose(res2.x[1], LBFGSB.x)
1468
+ assert res2.fun <= res.fun
1469
+
1470
+ def test_integrality_limits(self):
1471
+ def f(x):
1472
+ return x
1473
+
1474
+ integrality = [True, False, True]
1475
+ bounds = [(0.2, 1.1), (0.9, 2.2), (3.3, 4.9)]
1476
+
1477
+ # no integrality constraints
1478
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1479
+ integrality=False)
1480
+ assert_allclose(solver.limits[0], [0.2, 0.9, 3.3])
1481
+ assert_allclose(solver.limits[1], [1.1, 2.2, 4.9])
1482
+
1483
+ # with integrality constraints
1484
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1485
+ integrality=integrality)
1486
+ assert_allclose(solver.limits[0], [0.5, 0.9, 3.5])
1487
+ assert_allclose(solver.limits[1], [1.5, 2.2, 4.5])
1488
+ assert_equal(solver.integrality, [True, False, True])
1489
+ assert solver.polish is False
1490
+
1491
+ bounds = [(-1.2, -0.9), (0.9, 2.2), (-10.3, 4.1)]
1492
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1493
+ integrality=integrality)
1494
+ assert_allclose(solver.limits[0], [-1.5, 0.9, -10.5])
1495
+ assert_allclose(solver.limits[1], [-0.5, 2.2, 4.5])
1496
+
1497
+ # A lower bound of -1.2 is converted to
1498
+ # np.nextafter(np.ceil(-1.2) - 0.5, np.inf)
1499
+ # with a similar process to the upper bound. Check that the
1500
+ # conversions work
1501
+ assert_allclose(np.round(solver.limits[0]), [-1.0, 1.0, -10.0])
1502
+ assert_allclose(np.round(solver.limits[1]), [-1.0, 2.0, 4.0])
1503
+
1504
+ bounds = [(-10.2, -8.1), (0.9, 2.2), (-10.9, -9.9999)]
1505
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1506
+ integrality=integrality)
1507
+ assert_allclose(solver.limits[0], [-10.5, 0.9, -10.5])
1508
+ assert_allclose(solver.limits[1], [-8.5, 2.2, -9.5])
1509
+
1510
+ bounds = [(-10.2, -10.1), (0.9, 2.2), (-10.9, -9.9999)]
1511
+ with pytest.raises(ValueError, match='One of the integrality'):
1512
+ DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1513
+ integrality=integrality)
1514
+
1515
+ def test_vectorized(self):
1516
+ def quadratic(x):
1517
+ return np.sum(x**2)
1518
+
1519
+ def quadratic_vec(x):
1520
+ return np.sum(x**2, axis=0)
1521
+
1522
+ # A vectorized function needs to accept (len(x), S) and return (S,)
1523
+ with pytest.raises(RuntimeError, match='The vectorized function'):
1524
+ differential_evolution(quadratic, self.bounds,
1525
+ vectorized=True, updating='deferred')
1526
+
1527
+ # vectorized overrides the updating keyword, check for warning
1528
+ with warns(UserWarning, match="differential_evolution: the 'vector"):
1529
+ differential_evolution(quadratic_vec, self.bounds,
1530
+ vectorized=True)
1531
+
1532
+ # vectorized defers to the workers keyword, check for warning
1533
+ with warns(UserWarning, match="differential_evolution: the 'workers"):
1534
+ differential_evolution(quadratic_vec, self.bounds,
1535
+ vectorized=True, workers=map,
1536
+ updating='deferred')
1537
+
1538
+ ncalls = [0]
1539
+
1540
+ def rosen_vec(x):
1541
+ ncalls[0] += 1
1542
+ return rosen(x)
1543
+
1544
+ bounds = [(0, 10), (0, 10)]
1545
+ res1 = differential_evolution(rosen, bounds, updating='deferred',
1546
+ seed=1)
1547
+ res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
1548
+ updating='deferred', seed=1)
1549
+
1550
+ # the two minimisation runs should be functionally equivalent
1551
+ assert_allclose(res1.x, res2.x)
1552
+ assert ncalls[0] == res2.nfev
1553
+ assert res1.nit == res2.nit
1554
+
1555
+ def test_vectorized_constraints(self):
1556
+ def constr_f(x):
1557
+ return np.array([x[0] + x[1]])
1558
+
1559
+ def constr_f2(x):
1560
+ return np.array([x[0]**2 + x[1], x[0] - x[1]])
1561
+
1562
+ nlc1 = NonlinearConstraint(constr_f, -np.inf, 1.9)
1563
+ nlc2 = NonlinearConstraint(constr_f2, (0.9, 0.5), (2.0, 2.0))
1564
+
1565
+ def rosen_vec(x):
1566
+ # accept an (len(x0), S) array, returning a (S,) array
1567
+ v = 100 * (x[1:] - x[:-1]**2.0)**2.0
1568
+ v += (1 - x[:-1])**2.0
1569
+ return np.squeeze(v)
1570
+
1571
+ bounds = [(0, 10), (0, 10)]
1572
+
1573
+ res1 = differential_evolution(rosen, bounds, updating='deferred',
1574
+ seed=1, constraints=[nlc1, nlc2],
1575
+ polish=False)
1576
+ res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
1577
+ updating='deferred', seed=1,
1578
+ constraints=[nlc1, nlc2],
1579
+ polish=False)
1580
+ # the two minimisation runs should be functionally equivalent
1581
+ assert_allclose(res1.x, res2.x)
1582
+
1583
+ def test_constraint_violation_error_message(self):
1584
+
1585
+ def func(x):
1586
+ return np.cos(x[0]) + np.sin(x[1])
1587
+
1588
+ # Intentionally infeasible constraints.
1589
+ c0 = NonlinearConstraint(lambda x: x[1] - (x[0]-1)**2, 0, np.inf)
1590
+ c1 = NonlinearConstraint(lambda x: x[1] + x[0]**2, -np.inf, 0)
1591
+
1592
+ result = differential_evolution(func,
1593
+ bounds=[(-1, 2), (-1, 1)],
1594
+ constraints=[c0, c1],
1595
+ maxiter=10,
1596
+ polish=False,
1597
+ seed=864197532)
1598
+ assert result.success is False
1599
+ # The numerical value in the error message might be sensitive to
1600
+ # changes in the implementation. It can be updated if the code is
1601
+ # changed. The essential part of the test is that there is a number
1602
+ # after the '=', so if necessary, the text could be reduced to, say,
1603
+ # "MAXCV = 0.".
1604
+ assert "MAXCV = 0.414" in result.message
1605
+
1606
+ def test_strategy_fn(self):
1607
+ # examines ability to customize strategy by mimicking one of the
1608
+ # in-built strategies and comparing to the actual in-built strategy.
1609
+ parameter_count = 4
1610
+ popsize = 10
1611
+ bounds = [(0, 10.)] * parameter_count
1612
+ total_popsize = parameter_count * popsize
1613
+ mutation = 0.8
1614
+ recombination = 0.7
1615
+
1616
+ def custom_strategy_fn(candidate, population, rng=None):
1617
+ trial = np.copy(population[candidate])
1618
+ fill_point = rng.choice(parameter_count)
1619
+
1620
+ pool = np.arange(total_popsize)
1621
+ rng.shuffle(pool)
1622
+
1623
+ idxs = []
1624
+ while len(idxs) < 2 and len(pool) > 0:
1625
+ idx = pool[0]
1626
+ pool = pool[1:]
1627
+ if idx != candidate:
1628
+ idxs.append(idx)
1629
+
1630
+ r0, r1 = idxs[:2]
1631
+
1632
+ bprime = (population[0] + mutation *
1633
+ (population[r0] - population[r1]))
1634
+
1635
+ crossovers = rng.uniform(size=parameter_count)
1636
+ crossovers = crossovers < recombination
1637
+ crossovers[fill_point] = True
1638
+ trial = np.where(crossovers, bprime, trial)
1639
+ return trial
1640
+
1641
+ solver = DifferentialEvolutionSolver(
1642
+ rosen,
1643
+ bounds,
1644
+ popsize=popsize,
1645
+ recombination=recombination,
1646
+ mutation=mutation,
1647
+ maxiter=2,
1648
+ strategy=custom_strategy_fn,
1649
+ seed=10,
1650
+ polish=False
1651
+ )
1652
+ assert solver.strategy is custom_strategy_fn
1653
+ res = solver.solve()
1654
+
1655
+ res2 = differential_evolution(
1656
+ rosen,
1657
+ bounds,
1658
+ mutation=mutation,
1659
+ popsize=popsize,
1660
+ recombination=recombination,
1661
+ maxiter=2,
1662
+ strategy='best1bin',
1663
+ polish=False,
1664
+ seed=10
1665
+ )
1666
+ assert_allclose(res.population, res2.population)
1667
+ assert_allclose(res.x, res2.x)
1668
+
1669
+ def custom_strategy_fn(candidate, population, rng=None):
1670
+ return np.array([1.0, 2.0])
1671
+
1672
+ with pytest.raises(RuntimeError, match="strategy*"):
1673
+ differential_evolution(
1674
+ rosen,
1675
+ bounds,
1676
+ strategy=custom_strategy_fn
1677
+ )
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__dual_annealing.py ADDED
@@ -0,0 +1,379 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Dual annealing unit tests implementation.
2
+ # Copyright (c) 2018 Sylvain Gubian <[email protected]>,
3
+ # Yang Xiang <[email protected]>
4
+ # Author: Sylvain Gubian, PMP S.A.
5
+ """
6
+ Unit tests for the dual annealing global optimizer
7
+ """
8
+ from scipy.optimize import dual_annealing, Bounds
9
+
10
+ from scipy.optimize._dual_annealing import EnergyState
11
+ from scipy.optimize._dual_annealing import LocalSearchWrapper
12
+ from scipy.optimize._dual_annealing import ObjectiveFunWrapper
13
+ from scipy.optimize._dual_annealing import StrategyChain
14
+ from scipy.optimize._dual_annealing import VisitingDistribution
15
+ from scipy.optimize import rosen, rosen_der
16
+ import pytest
17
+ import numpy as np
18
+ from numpy.testing import assert_equal, assert_allclose, assert_array_less
19
+ from pytest import raises as assert_raises
20
+ from scipy._lib._util import check_random_state
21
+
22
+
23
+ class TestDualAnnealing:
24
+
25
+ def setup_method(self):
26
+ # A function that returns always infinity for initialization tests
27
+ self.weirdfunc = lambda x: np.inf
28
+ # 2-D bounds for testing function
29
+ self.ld_bounds = [(-5.12, 5.12)] * 2
30
+ # 4-D bounds for testing function
31
+ self.hd_bounds = self.ld_bounds * 4
32
+ # Number of values to be generated for testing visit function
33
+ self.nbtestvalues = 5000
34
+ self.high_temperature = 5230
35
+ self.low_temperature = 0.1
36
+ self.qv = 2.62
37
+ self.seed = 1234
38
+ self.rs = check_random_state(self.seed)
39
+ self.nb_fun_call = 0
40
+ self.ngev = 0
41
+
42
+ def callback(self, x, f, context):
43
+ # For testing callback mechanism. Should stop for e <= 1 as
44
+ # the callback function returns True
45
+ if f <= 1.0:
46
+ return True
47
+
48
+ def func(self, x, args=()):
49
+ # Using Rastrigin function for performing tests
50
+ if args:
51
+ shift = args
52
+ else:
53
+ shift = 0
54
+ y = np.sum((x - shift) ** 2 - 10 * np.cos(2 * np.pi * (
55
+ x - shift))) + 10 * np.size(x) + shift
56
+ self.nb_fun_call += 1
57
+ return y
58
+
59
+ def rosen_der_wrapper(self, x, args=()):
60
+ self.ngev += 1
61
+ return rosen_der(x, *args)
62
+
63
+ # FIXME: there are some discontinuities in behaviour as a function of `qv`,
64
+ # this needs investigating - see gh-12384
65
+ @pytest.mark.parametrize('qv', [1.1, 1.41, 2, 2.62, 2.9])
66
+ def test_visiting_stepping(self, qv):
67
+ lu = list(zip(*self.ld_bounds))
68
+ lower = np.array(lu[0])
69
+ upper = np.array(lu[1])
70
+ dim = lower.size
71
+ vd = VisitingDistribution(lower, upper, qv, self.rs)
72
+ values = np.zeros(dim)
73
+ x_step_low = vd.visiting(values, 0, self.high_temperature)
74
+ # Make sure that only the first component is changed
75
+ assert_equal(np.not_equal(x_step_low, 0), True)
76
+ values = np.zeros(dim)
77
+ x_step_high = vd.visiting(values, dim, self.high_temperature)
78
+ # Make sure that component other than at dim has changed
79
+ assert_equal(np.not_equal(x_step_high[0], 0), True)
80
+
81
+ @pytest.mark.parametrize('qv', [2.25, 2.62, 2.9])
82
+ def test_visiting_dist_high_temperature(self, qv):
83
+ lu = list(zip(*self.ld_bounds))
84
+ lower = np.array(lu[0])
85
+ upper = np.array(lu[1])
86
+ vd = VisitingDistribution(lower, upper, qv, self.rs)
87
+ # values = np.zeros(self.nbtestvalues)
88
+ # for i in np.arange(self.nbtestvalues):
89
+ # values[i] = vd.visit_fn(self.high_temperature)
90
+ values = vd.visit_fn(self.high_temperature, self.nbtestvalues)
91
+
92
+ # Visiting distribution is a distorted version of Cauchy-Lorentz
93
+ # distribution, and as no 1st and higher moments (no mean defined,
94
+ # no variance defined).
95
+ # Check that big tails values are generated
96
+ assert_array_less(np.min(values), 1e-10)
97
+ assert_array_less(1e+10, np.max(values))
98
+
99
+ def test_reset(self):
100
+ owf = ObjectiveFunWrapper(self.weirdfunc)
101
+ lu = list(zip(*self.ld_bounds))
102
+ lower = np.array(lu[0])
103
+ upper = np.array(lu[1])
104
+ es = EnergyState(lower, upper)
105
+ assert_raises(ValueError, es.reset, owf, check_random_state(None))
106
+
107
+ def test_low_dim(self):
108
+ ret = dual_annealing(
109
+ self.func, self.ld_bounds, seed=self.seed)
110
+ assert_allclose(ret.fun, 0., atol=1e-12)
111
+ assert ret.success
112
+
113
+ def test_high_dim(self):
114
+ ret = dual_annealing(self.func, self.hd_bounds, seed=self.seed)
115
+ assert_allclose(ret.fun, 0., atol=1e-12)
116
+ assert ret.success
117
+
118
+ def test_low_dim_no_ls(self):
119
+ ret = dual_annealing(self.func, self.ld_bounds,
120
+ no_local_search=True, seed=self.seed)
121
+ assert_allclose(ret.fun, 0., atol=1e-4)
122
+
123
+ def test_high_dim_no_ls(self):
124
+ ret = dual_annealing(self.func, self.hd_bounds,
125
+ no_local_search=True, seed=self.seed)
126
+ assert_allclose(ret.fun, 0., atol=1e-4)
127
+
128
+ def test_nb_fun_call(self):
129
+ ret = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
130
+ assert_equal(self.nb_fun_call, ret.nfev)
131
+
132
+ def test_nb_fun_call_no_ls(self):
133
+ ret = dual_annealing(self.func, self.ld_bounds,
134
+ no_local_search=True, seed=self.seed)
135
+ assert_equal(self.nb_fun_call, ret.nfev)
136
+
137
+ def test_max_reinit(self):
138
+ assert_raises(ValueError, dual_annealing, self.weirdfunc,
139
+ self.ld_bounds)
140
+
141
+ def test_reproduce(self):
142
+ res1 = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
143
+ res2 = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
144
+ res3 = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
145
+ # If we have reproducible results, x components found has to
146
+ # be exactly the same, which is not the case with no seeding
147
+ assert_equal(res1.x, res2.x)
148
+ assert_equal(res1.x, res3.x)
149
+
150
+ def test_rand_gen(self):
151
+ # check that np.random.Generator can be used (numpy >= 1.17)
152
+ # obtain a np.random.Generator object
153
+ rng = np.random.default_rng(1)
154
+
155
+ res1 = dual_annealing(self.func, self.ld_bounds, seed=rng)
156
+ # seed again
157
+ rng = np.random.default_rng(1)
158
+ res2 = dual_annealing(self.func, self.ld_bounds, seed=rng)
159
+ # If we have reproducible results, x components found has to
160
+ # be exactly the same, which is not the case with no seeding
161
+ assert_equal(res1.x, res2.x)
162
+
163
+ def test_bounds_integrity(self):
164
+ wrong_bounds = [(-5.12, 5.12), (1, 0), (5.12, 5.12)]
165
+ assert_raises(ValueError, dual_annealing, self.func,
166
+ wrong_bounds)
167
+
168
+ def test_bound_validity(self):
169
+ invalid_bounds = [(-5, 5), (-np.inf, 0), (-5, 5)]
170
+ assert_raises(ValueError, dual_annealing, self.func,
171
+ invalid_bounds)
172
+ invalid_bounds = [(-5, 5), (0, np.inf), (-5, 5)]
173
+ assert_raises(ValueError, dual_annealing, self.func,
174
+ invalid_bounds)
175
+ invalid_bounds = [(-5, 5), (0, np.nan), (-5, 5)]
176
+ assert_raises(ValueError, dual_annealing, self.func,
177
+ invalid_bounds)
178
+
179
+ def test_deprecated_local_search_options_bounds(self):
180
+ def func(x):
181
+ return np.sum((x - 5) * (x - 1))
182
+ bounds = list(zip([-6, -5], [6, 5]))
183
+ # Test bounds can be passed (see gh-10831)
184
+
185
+ with pytest.warns(RuntimeWarning, match=r"Method CG cannot handle "):
186
+ dual_annealing(
187
+ func,
188
+ bounds=bounds,
189
+ minimizer_kwargs={"method": "CG", "bounds": bounds})
190
+
191
+ def test_minimizer_kwargs_bounds(self):
192
+ def func(x):
193
+ return np.sum((x - 5) * (x - 1))
194
+ bounds = list(zip([-6, -5], [6, 5]))
195
+ # Test bounds can be passed (see gh-10831)
196
+ dual_annealing(
197
+ func,
198
+ bounds=bounds,
199
+ minimizer_kwargs={"method": "SLSQP", "bounds": bounds})
200
+
201
+ with pytest.warns(RuntimeWarning, match=r"Method CG cannot handle "):
202
+ dual_annealing(
203
+ func,
204
+ bounds=bounds,
205
+ minimizer_kwargs={"method": "CG", "bounds": bounds})
206
+
207
+ def test_max_fun_ls(self):
208
+ ret = dual_annealing(self.func, self.ld_bounds, maxfun=100,
209
+ seed=self.seed)
210
+
211
+ ls_max_iter = min(max(
212
+ len(self.ld_bounds) * LocalSearchWrapper.LS_MAXITER_RATIO,
213
+ LocalSearchWrapper.LS_MAXITER_MIN),
214
+ LocalSearchWrapper.LS_MAXITER_MAX)
215
+ assert ret.nfev <= 100 + ls_max_iter
216
+ assert not ret.success
217
+
218
+ def test_max_fun_no_ls(self):
219
+ ret = dual_annealing(self.func, self.ld_bounds,
220
+ no_local_search=True, maxfun=500, seed=self.seed)
221
+ assert ret.nfev <= 500
222
+ assert not ret.success
223
+
224
+ def test_maxiter(self):
225
+ ret = dual_annealing(self.func, self.ld_bounds, maxiter=700,
226
+ seed=self.seed)
227
+ assert ret.nit <= 700
228
+
229
+ # Testing that args are passed correctly for dual_annealing
230
+ def test_fun_args_ls(self):
231
+ ret = dual_annealing(self.func, self.ld_bounds,
232
+ args=((3.14159,)), seed=self.seed)
233
+ assert_allclose(ret.fun, 3.14159, atol=1e-6)
234
+
235
+ # Testing that args are passed correctly for pure simulated annealing
236
+ def test_fun_args_no_ls(self):
237
+ ret = dual_annealing(self.func, self.ld_bounds,
238
+ args=((3.14159, )), no_local_search=True,
239
+ seed=self.seed)
240
+ assert_allclose(ret.fun, 3.14159, atol=1e-4)
241
+
242
+ def test_callback_stop(self):
243
+ # Testing that callback make the algorithm stop for
244
+ # fun value <= 1.0 (see callback method)
245
+ ret = dual_annealing(self.func, self.ld_bounds,
246
+ callback=self.callback, seed=self.seed)
247
+ assert ret.fun <= 1.0
248
+ assert 'stop early' in ret.message[0]
249
+ assert not ret.success
250
+
251
+ @pytest.mark.parametrize('method, atol', [
252
+ ('Nelder-Mead', 2e-5),
253
+ ('COBYLA', 1e-5),
254
+ ('Powell', 1e-8),
255
+ ('CG', 1e-8),
256
+ ('BFGS', 1e-8),
257
+ ('TNC', 1e-8),
258
+ ('SLSQP', 2e-7),
259
+ ])
260
+ def test_multi_ls_minimizer(self, method, atol):
261
+ ret = dual_annealing(self.func, self.ld_bounds,
262
+ minimizer_kwargs=dict(method=method),
263
+ seed=self.seed)
264
+ assert_allclose(ret.fun, 0., atol=atol)
265
+
266
+ def test_wrong_restart_temp(self):
267
+ assert_raises(ValueError, dual_annealing, self.func,
268
+ self.ld_bounds, restart_temp_ratio=1)
269
+ assert_raises(ValueError, dual_annealing, self.func,
270
+ self.ld_bounds, restart_temp_ratio=0)
271
+
272
+ def test_gradient_gnev(self):
273
+ minimizer_opts = {
274
+ 'jac': self.rosen_der_wrapper,
275
+ }
276
+ ret = dual_annealing(rosen, self.ld_bounds,
277
+ minimizer_kwargs=minimizer_opts,
278
+ seed=self.seed)
279
+ assert ret.njev == self.ngev
280
+
281
+ def test_from_docstring(self):
282
+ def func(x):
283
+ return np.sum(x * x - 10 * np.cos(2 * np.pi * x)) + 10 * np.size(x)
284
+ lw = [-5.12] * 10
285
+ up = [5.12] * 10
286
+ ret = dual_annealing(func, bounds=list(zip(lw, up)), seed=1234)
287
+ assert_allclose(ret.x,
288
+ [-4.26437714e-09, -3.91699361e-09, -1.86149218e-09,
289
+ -3.97165720e-09, -6.29151648e-09, -6.53145322e-09,
290
+ -3.93616815e-09, -6.55623025e-09, -6.05775280e-09,
291
+ -5.00668935e-09], atol=4e-8)
292
+ assert_allclose(ret.fun, 0.000000, atol=5e-13)
293
+
294
+ @pytest.mark.parametrize('new_e, temp_step, accepted, accept_rate', [
295
+ (0, 100, 1000, 1.0097587941791923),
296
+ (0, 2, 1000, 1.2599210498948732),
297
+ (10, 100, 878, 0.8786035869128718),
298
+ (10, 60, 695, 0.6812920690579612),
299
+ (2, 100, 990, 0.9897404249173424),
300
+ ])
301
+ def test_accept_reject_probabilistic(
302
+ self, new_e, temp_step, accepted, accept_rate):
303
+ # Test accepts unconditionally with e < current_energy and
304
+ # probabilistically with e > current_energy
305
+
306
+ rs = check_random_state(123)
307
+
308
+ count_accepted = 0
309
+ iterations = 1000
310
+
311
+ accept_param = -5
312
+ current_energy = 1
313
+ for _ in range(iterations):
314
+ energy_state = EnergyState(lower=None, upper=None)
315
+ # Set energy state with current_energy, any location.
316
+ energy_state.update_current(current_energy, [0])
317
+
318
+ chain = StrategyChain(
319
+ accept_param, None, None, None, rs, energy_state)
320
+ # Normally this is set in run()
321
+ chain.temperature_step = temp_step
322
+
323
+ # Check if update is accepted.
324
+ chain.accept_reject(j=1, e=new_e, x_visit=[2])
325
+ if energy_state.current_energy == new_e:
326
+ count_accepted += 1
327
+
328
+ assert count_accepted == accepted
329
+
330
+ # Check accept rate
331
+ pqv = 1 - (1 - accept_param) * (new_e - current_energy) / temp_step
332
+ rate = 0 if pqv <= 0 else np.exp(np.log(pqv) / (1 - accept_param))
333
+
334
+ assert_allclose(rate, accept_rate)
335
+
336
+ def test_bounds_class(self):
337
+ # test that result does not depend on the bounds type
338
+ def func(x):
339
+ f = np.sum(x * x - 10 * np.cos(2 * np.pi * x)) + 10 * np.size(x)
340
+ return f
341
+ lw = [-5.12] * 5
342
+ up = [5.12] * 5
343
+
344
+ # Unbounded global minimum is all zeros. Most bounds below will force
345
+ # a DV away from unbounded minimum and be active at solution.
346
+ up[0] = -2.0
347
+ up[1] = -1.0
348
+ lw[3] = 1.0
349
+ lw[4] = 2.0
350
+
351
+ # run optimizations
352
+ bounds = Bounds(lw, up)
353
+ ret_bounds_class = dual_annealing(func, bounds=bounds, seed=1234)
354
+
355
+ bounds_old = list(zip(lw, up))
356
+ ret_bounds_list = dual_annealing(func, bounds=bounds_old, seed=1234)
357
+
358
+ # test that found minima, function evaluations and iterations match
359
+ assert_allclose(ret_bounds_class.x, ret_bounds_list.x, atol=1e-8)
360
+ assert_allclose(ret_bounds_class.x, np.arange(-2, 3), atol=1e-7)
361
+ assert_allclose(ret_bounds_list.fun, ret_bounds_class.fun, atol=1e-9)
362
+ assert ret_bounds_list.nfev == ret_bounds_class.nfev
363
+
364
+ def test_callable_jac_with_args_gh11052(self):
365
+ # dual_annealing used to fail when `jac` was callable and `args` were
366
+ # used; check that this is resolved. Example is from gh-11052.
367
+ rng = np.random.default_rng(94253637693657847462)
368
+ def f(x, power):
369
+ return np.sum(np.exp(x ** power))
370
+
371
+ def jac(x, power):
372
+ return np.exp(x ** power) * power * x ** (power - 1)
373
+
374
+ res1 = dual_annealing(f, args=(2, ), bounds=[[0, 1], [0, 1]], seed=rng,
375
+ minimizer_kwargs=dict(method='L-BFGS-B'))
376
+ res2 = dual_annealing(f, args=(2, ), bounds=[[0, 1], [0, 1]], seed=rng,
377
+ minimizer_kwargs=dict(method='L-BFGS-B',
378
+ jac=jac))
379
+ assert_allclose(res1.fun, res2.fun, rtol=1e-6)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__linprog_clean_inputs.py ADDED
@@ -0,0 +1,310 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit test for Linear Programming via Simplex Algorithm.
3
+ """
4
+ import numpy as np
5
+ from numpy.testing import assert_, assert_allclose, assert_equal
6
+ from pytest import raises as assert_raises
7
+ from scipy.optimize._linprog_util import _clean_inputs, _LPProblem
8
+ from scipy._lib._util import VisibleDeprecationWarning
9
+ from copy import deepcopy
10
+ from datetime import date
11
+
12
+
13
+ def test_aliasing():
14
+ """
15
+ Test for ensuring that no objects referred to by `lp` attributes,
16
+ `c`, `A_ub`, `b_ub`, `A_eq`, `b_eq`, `bounds`, have been modified
17
+ by `_clean_inputs` as a side effect.
18
+ """
19
+ lp = _LPProblem(
20
+ c=1,
21
+ A_ub=[[1]],
22
+ b_ub=[1],
23
+ A_eq=[[1]],
24
+ b_eq=[1],
25
+ bounds=(-np.inf, np.inf)
26
+ )
27
+ lp_copy = deepcopy(lp)
28
+
29
+ _clean_inputs(lp)
30
+
31
+ assert_(lp.c == lp_copy.c, "c modified by _clean_inputs")
32
+ assert_(lp.A_ub == lp_copy.A_ub, "A_ub modified by _clean_inputs")
33
+ assert_(lp.b_ub == lp_copy.b_ub, "b_ub modified by _clean_inputs")
34
+ assert_(lp.A_eq == lp_copy.A_eq, "A_eq modified by _clean_inputs")
35
+ assert_(lp.b_eq == lp_copy.b_eq, "b_eq modified by _clean_inputs")
36
+ assert_(lp.bounds == lp_copy.bounds, "bounds modified by _clean_inputs")
37
+
38
+
39
+ def test_aliasing2():
40
+ """
41
+ Similar purpose as `test_aliasing` above.
42
+ """
43
+ lp = _LPProblem(
44
+ c=np.array([1, 1]),
45
+ A_ub=np.array([[1, 1], [2, 2]]),
46
+ b_ub=np.array([[1], [1]]),
47
+ A_eq=np.array([[1, 1]]),
48
+ b_eq=np.array([1]),
49
+ bounds=[(-np.inf, np.inf), (None, 1)]
50
+ )
51
+ lp_copy = deepcopy(lp)
52
+
53
+ _clean_inputs(lp)
54
+
55
+ assert_allclose(lp.c, lp_copy.c, err_msg="c modified by _clean_inputs")
56
+ assert_allclose(lp.A_ub, lp_copy.A_ub, err_msg="A_ub modified by _clean_inputs")
57
+ assert_allclose(lp.b_ub, lp_copy.b_ub, err_msg="b_ub modified by _clean_inputs")
58
+ assert_allclose(lp.A_eq, lp_copy.A_eq, err_msg="A_eq modified by _clean_inputs")
59
+ assert_allclose(lp.b_eq, lp_copy.b_eq, err_msg="b_eq modified by _clean_inputs")
60
+ assert_(lp.bounds == lp_copy.bounds, "bounds modified by _clean_inputs")
61
+
62
+
63
+ def test_missing_inputs():
64
+ c = [1, 2]
65
+ A_ub = np.array([[1, 1], [2, 2]])
66
+ b_ub = np.array([1, 1])
67
+ A_eq = np.array([[1, 1], [2, 2]])
68
+ b_eq = np.array([1, 1])
69
+
70
+ assert_raises(TypeError, _clean_inputs)
71
+ assert_raises(TypeError, _clean_inputs, _LPProblem(c=None))
72
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=A_ub))
73
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=A_ub, b_ub=None))
74
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, b_ub=b_ub))
75
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=None, b_ub=b_ub))
76
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=A_eq))
77
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=A_eq, b_eq=None))
78
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, b_eq=b_eq))
79
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=None, b_eq=b_eq))
80
+
81
+
82
+ def test_too_many_dimensions():
83
+ cb = [1, 2, 3, 4]
84
+ A = np.random.rand(4, 4)
85
+ bad2D = [[1, 2], [3, 4]]
86
+ bad3D = np.random.rand(4, 4, 4)
87
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=bad2D, A_ub=A, b_ub=cb))
88
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_ub=bad3D, b_ub=cb))
89
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_ub=A, b_ub=bad2D))
90
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_eq=bad3D, b_eq=cb))
91
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_eq=A, b_eq=bad2D))
92
+
93
+
94
+ def test_too_few_dimensions():
95
+ bad = np.random.rand(4, 4).ravel()
96
+ cb = np.random.rand(4)
97
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_ub=bad, b_ub=cb))
98
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_eq=bad, b_eq=cb))
99
+
100
+
101
+ def test_inconsistent_dimensions():
102
+ m = 2
103
+ n = 4
104
+ c = [1, 2, 3, 4]
105
+
106
+ Agood = np.random.rand(m, n)
107
+ Abad = np.random.rand(m, n + 1)
108
+ bgood = np.random.rand(m)
109
+ bbad = np.random.rand(m + 1)
110
+ boundsbad = [(0, 1)] * (n + 1)
111
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=Abad, b_ub=bgood))
112
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=Agood, b_ub=bbad))
113
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=Abad, b_eq=bgood))
114
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=Agood, b_eq=bbad))
115
+ assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, bounds=boundsbad))
116
+ with np.testing.suppress_warnings() as sup:
117
+ sup.filter(VisibleDeprecationWarning, "Creating an ndarray from ragged")
118
+ assert_raises(ValueError, _clean_inputs,
119
+ _LPProblem(c=c, bounds=[[1, 2], [2, 3], [3, 4], [4, 5, 6]]))
120
+
121
+
122
+ def test_type_errors():
123
+ lp = _LPProblem(
124
+ c=[1, 2],
125
+ A_ub=np.array([[1, 1], [2, 2]]),
126
+ b_ub=np.array([1, 1]),
127
+ A_eq=np.array([[1, 1], [2, 2]]),
128
+ b_eq=np.array([1, 1]),
129
+ bounds=[(0, 1)]
130
+ )
131
+ bad = "hello"
132
+
133
+ assert_raises(TypeError, _clean_inputs, lp._replace(c=bad))
134
+ assert_raises(TypeError, _clean_inputs, lp._replace(A_ub=bad))
135
+ assert_raises(TypeError, _clean_inputs, lp._replace(b_ub=bad))
136
+ assert_raises(TypeError, _clean_inputs, lp._replace(A_eq=bad))
137
+ assert_raises(TypeError, _clean_inputs, lp._replace(b_eq=bad))
138
+
139
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=bad))
140
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds="hi"))
141
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=["hi"]))
142
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[("hi")]))
143
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[(1, "")]))
144
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[(1, 2), (1, "")]))
145
+ assert_raises(TypeError, _clean_inputs,
146
+ lp._replace(bounds=[(1, date(2020, 2, 29))]))
147
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[[[1, 2]]]))
148
+
149
+
150
+ def test_non_finite_errors():
151
+ lp = _LPProblem(
152
+ c=[1, 2],
153
+ A_ub=np.array([[1, 1], [2, 2]]),
154
+ b_ub=np.array([1, 1]),
155
+ A_eq=np.array([[1, 1], [2, 2]]),
156
+ b_eq=np.array([1, 1]),
157
+ bounds=[(0, 1)]
158
+ )
159
+ assert_raises(ValueError, _clean_inputs, lp._replace(c=[0, None]))
160
+ assert_raises(ValueError, _clean_inputs, lp._replace(c=[np.inf, 0]))
161
+ assert_raises(ValueError, _clean_inputs, lp._replace(c=[0, -np.inf]))
162
+ assert_raises(ValueError, _clean_inputs, lp._replace(c=[np.nan, 0]))
163
+
164
+ assert_raises(ValueError, _clean_inputs, lp._replace(A_ub=[[1, 2], [None, 1]]))
165
+ assert_raises(ValueError, _clean_inputs, lp._replace(b_ub=[np.inf, 1]))
166
+ assert_raises(ValueError, _clean_inputs, lp._replace(A_eq=[[1, 2], [1, -np.inf]]))
167
+ assert_raises(ValueError, _clean_inputs, lp._replace(b_eq=[1, np.nan]))
168
+
169
+
170
+ def test__clean_inputs1():
171
+ lp = _LPProblem(
172
+ c=[1, 2],
173
+ A_ub=[[1, 1], [2, 2]],
174
+ b_ub=[1, 1],
175
+ A_eq=[[1, 1], [2, 2]],
176
+ b_eq=[1, 1],
177
+ bounds=None
178
+ )
179
+
180
+ lp_cleaned = _clean_inputs(lp)
181
+
182
+ assert_allclose(lp_cleaned.c, np.array(lp.c))
183
+ assert_allclose(lp_cleaned.A_ub, np.array(lp.A_ub))
184
+ assert_allclose(lp_cleaned.b_ub, np.array(lp.b_ub))
185
+ assert_allclose(lp_cleaned.A_eq, np.array(lp.A_eq))
186
+ assert_allclose(lp_cleaned.b_eq, np.array(lp.b_eq))
187
+ assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
188
+
189
+ assert_(lp_cleaned.c.shape == (2,), "")
190
+ assert_(lp_cleaned.A_ub.shape == (2, 2), "")
191
+ assert_(lp_cleaned.b_ub.shape == (2,), "")
192
+ assert_(lp_cleaned.A_eq.shape == (2, 2), "")
193
+ assert_(lp_cleaned.b_eq.shape == (2,), "")
194
+
195
+
196
+ def test__clean_inputs2():
197
+ lp = _LPProblem(
198
+ c=1,
199
+ A_ub=[[1]],
200
+ b_ub=1,
201
+ A_eq=[[1]],
202
+ b_eq=1,
203
+ bounds=(0, 1)
204
+ )
205
+
206
+ lp_cleaned = _clean_inputs(lp)
207
+
208
+ assert_allclose(lp_cleaned.c, np.array(lp.c))
209
+ assert_allclose(lp_cleaned.A_ub, np.array(lp.A_ub))
210
+ assert_allclose(lp_cleaned.b_ub, np.array(lp.b_ub))
211
+ assert_allclose(lp_cleaned.A_eq, np.array(lp.A_eq))
212
+ assert_allclose(lp_cleaned.b_eq, np.array(lp.b_eq))
213
+ assert_equal(lp_cleaned.bounds, [(0, 1)])
214
+
215
+ assert_(lp_cleaned.c.shape == (1,), "")
216
+ assert_(lp_cleaned.A_ub.shape == (1, 1), "")
217
+ assert_(lp_cleaned.b_ub.shape == (1,), "")
218
+ assert_(lp_cleaned.A_eq.shape == (1, 1), "")
219
+ assert_(lp_cleaned.b_eq.shape == (1,), "")
220
+
221
+
222
+ def test__clean_inputs3():
223
+ lp = _LPProblem(
224
+ c=[[1, 2]],
225
+ A_ub=np.random.rand(2, 2),
226
+ b_ub=[[1], [2]],
227
+ A_eq=np.random.rand(2, 2),
228
+ b_eq=[[1], [2]],
229
+ bounds=[(0, 1)]
230
+ )
231
+
232
+ lp_cleaned = _clean_inputs(lp)
233
+
234
+ assert_allclose(lp_cleaned.c, np.array([1, 2]))
235
+ assert_allclose(lp_cleaned.b_ub, np.array([1, 2]))
236
+ assert_allclose(lp_cleaned.b_eq, np.array([1, 2]))
237
+ assert_equal(lp_cleaned.bounds, [(0, 1)] * 2)
238
+
239
+ assert_(lp_cleaned.c.shape == (2,), "")
240
+ assert_(lp_cleaned.b_ub.shape == (2,), "")
241
+ assert_(lp_cleaned.b_eq.shape == (2,), "")
242
+
243
+
244
+ def test_bad_bounds():
245
+ lp = _LPProblem(c=[1, 2])
246
+
247
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=(1, 2, 2)))
248
+ assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[(1, 2, 2)]))
249
+ with np.testing.suppress_warnings() as sup:
250
+ sup.filter(VisibleDeprecationWarning, "Creating an ndarray from ragged")
251
+ assert_raises(ValueError, _clean_inputs,
252
+ lp._replace(bounds=[(1, 2), (1, 2, 2)]))
253
+ assert_raises(ValueError, _clean_inputs,
254
+ lp._replace(bounds=[(1, 2), (1, 2), (1, 2)]))
255
+
256
+ lp = _LPProblem(c=[1, 2, 3, 4])
257
+
258
+ assert_raises(ValueError, _clean_inputs,
259
+ lp._replace(bounds=[(1, 2, 3, 4), (1, 2, 3, 4)]))
260
+
261
+
262
+ def test_good_bounds():
263
+ lp = _LPProblem(c=[1, 2])
264
+
265
+ lp_cleaned = _clean_inputs(lp) # lp.bounds is None by default
266
+ assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
267
+
268
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[]))
269
+ assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
270
+
271
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[[]]))
272
+ assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
273
+
274
+ lp_cleaned = _clean_inputs(lp._replace(bounds=(1, 2)))
275
+ assert_equal(lp_cleaned.bounds, [(1, 2)] * 2)
276
+
277
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, 2)]))
278
+ assert_equal(lp_cleaned.bounds, [(1, 2)] * 2)
279
+
280
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, None)]))
281
+ assert_equal(lp_cleaned.bounds, [(1, np.inf)] * 2)
282
+
283
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, 1)]))
284
+ assert_equal(lp_cleaned.bounds, [(-np.inf, 1)] * 2)
285
+
286
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, None), (-np.inf, None)]))
287
+ assert_equal(lp_cleaned.bounds, [(-np.inf, np.inf)] * 2)
288
+
289
+ lp = _LPProblem(c=[1, 2, 3, 4])
290
+
291
+ lp_cleaned = _clean_inputs(lp) # lp.bounds is None by default
292
+ assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 4)
293
+
294
+ lp_cleaned = _clean_inputs(lp._replace(bounds=(1, 2)))
295
+ assert_equal(lp_cleaned.bounds, [(1, 2)] * 4)
296
+
297
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, 2)]))
298
+ assert_equal(lp_cleaned.bounds, [(1, 2)] * 4)
299
+
300
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, None)]))
301
+ assert_equal(lp_cleaned.bounds, [(1, np.inf)] * 4)
302
+
303
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, 1)]))
304
+ assert_equal(lp_cleaned.bounds, [(-np.inf, 1)] * 4)
305
+
306
+ lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, None),
307
+ (-np.inf, None),
308
+ (None, np.inf),
309
+ (-np.inf, np.inf)]))
310
+ assert_equal(lp_cleaned.bounds, [(-np.inf, np.inf)] * 4)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__numdiff.py ADDED
@@ -0,0 +1,815 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import math
2
+ from itertools import product
3
+
4
+ import numpy as np
5
+ from numpy.testing import assert_allclose, assert_equal, assert_
6
+ from pytest import raises as assert_raises
7
+
8
+ from scipy.sparse import csr_matrix, csc_matrix, lil_matrix
9
+
10
+ from scipy.optimize._numdiff import (
11
+ _adjust_scheme_to_bounds, approx_derivative, check_derivative,
12
+ group_columns, _eps_for_method, _compute_absolute_step)
13
+
14
+
15
+ def test_group_columns():
16
+ structure = [
17
+ [1, 1, 0, 0, 0, 0],
18
+ [1, 1, 1, 0, 0, 0],
19
+ [0, 1, 1, 1, 0, 0],
20
+ [0, 0, 1, 1, 1, 0],
21
+ [0, 0, 0, 1, 1, 1],
22
+ [0, 0, 0, 0, 1, 1],
23
+ [0, 0, 0, 0, 0, 0]
24
+ ]
25
+ for transform in [np.asarray, csr_matrix, csc_matrix, lil_matrix]:
26
+ A = transform(structure)
27
+ order = np.arange(6)
28
+ groups_true = np.array([0, 1, 2, 0, 1, 2])
29
+ groups = group_columns(A, order)
30
+ assert_equal(groups, groups_true)
31
+
32
+ order = [1, 2, 4, 3, 5, 0]
33
+ groups_true = np.array([2, 0, 1, 2, 0, 1])
34
+ groups = group_columns(A, order)
35
+ assert_equal(groups, groups_true)
36
+
37
+ # Test repeatability.
38
+ groups_1 = group_columns(A)
39
+ groups_2 = group_columns(A)
40
+ assert_equal(groups_1, groups_2)
41
+
42
+
43
+ def test_correct_fp_eps():
44
+ # check that relative step size is correct for FP size
45
+ EPS = np.finfo(np.float64).eps
46
+ relative_step = {"2-point": EPS**0.5,
47
+ "3-point": EPS**(1/3),
48
+ "cs": EPS**0.5}
49
+ for method in ['2-point', '3-point', 'cs']:
50
+ assert_allclose(
51
+ _eps_for_method(np.float64, np.float64, method),
52
+ relative_step[method])
53
+ assert_allclose(
54
+ _eps_for_method(np.complex128, np.complex128, method),
55
+ relative_step[method]
56
+ )
57
+
58
+ # check another FP size
59
+ EPS = np.finfo(np.float32).eps
60
+ relative_step = {"2-point": EPS**0.5,
61
+ "3-point": EPS**(1/3),
62
+ "cs": EPS**0.5}
63
+
64
+ for method in ['2-point', '3-point', 'cs']:
65
+ assert_allclose(
66
+ _eps_for_method(np.float64, np.float32, method),
67
+ relative_step[method]
68
+ )
69
+ assert_allclose(
70
+ _eps_for_method(np.float32, np.float64, method),
71
+ relative_step[method]
72
+ )
73
+ assert_allclose(
74
+ _eps_for_method(np.float32, np.float32, method),
75
+ relative_step[method]
76
+ )
77
+
78
+
79
+ class TestAdjustSchemeToBounds:
80
+ def test_no_bounds(self):
81
+ x0 = np.zeros(3)
82
+ h = np.full(3, 1e-2)
83
+ inf_lower = np.empty_like(x0)
84
+ inf_upper = np.empty_like(x0)
85
+ inf_lower.fill(-np.inf)
86
+ inf_upper.fill(np.inf)
87
+
88
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
89
+ x0, h, 1, '1-sided', inf_lower, inf_upper)
90
+ assert_allclose(h_adjusted, h)
91
+ assert_(np.all(one_sided))
92
+
93
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
94
+ x0, h, 2, '1-sided', inf_lower, inf_upper)
95
+ assert_allclose(h_adjusted, h)
96
+ assert_(np.all(one_sided))
97
+
98
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
99
+ x0, h, 1, '2-sided', inf_lower, inf_upper)
100
+ assert_allclose(h_adjusted, h)
101
+ assert_(np.all(~one_sided))
102
+
103
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
104
+ x0, h, 2, '2-sided', inf_lower, inf_upper)
105
+ assert_allclose(h_adjusted, h)
106
+ assert_(np.all(~one_sided))
107
+
108
+ def test_with_bound(self):
109
+ x0 = np.array([0.0, 0.85, -0.85])
110
+ lb = -np.ones(3)
111
+ ub = np.ones(3)
112
+ h = np.array([1, 1, -1]) * 1e-1
113
+
114
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
115
+ assert_allclose(h_adjusted, h)
116
+
117
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
118
+ assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
119
+
120
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
121
+ x0, h, 1, '2-sided', lb, ub)
122
+ assert_allclose(h_adjusted, np.abs(h))
123
+ assert_(np.all(~one_sided))
124
+
125
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
126
+ x0, h, 2, '2-sided', lb, ub)
127
+ assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
128
+ assert_equal(one_sided, np.array([False, True, True]))
129
+
130
+ def test_tight_bounds(self):
131
+ lb = np.array([-0.03, -0.03])
132
+ ub = np.array([0.05, 0.05])
133
+ x0 = np.array([0.0, 0.03])
134
+ h = np.array([-0.1, -0.1])
135
+
136
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
137
+ assert_allclose(h_adjusted, np.array([0.05, -0.06]))
138
+
139
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
140
+ assert_allclose(h_adjusted, np.array([0.025, -0.03]))
141
+
142
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
143
+ x0, h, 1, '2-sided', lb, ub)
144
+ assert_allclose(h_adjusted, np.array([0.03, -0.03]))
145
+ assert_equal(one_sided, np.array([False, True]))
146
+
147
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
148
+ x0, h, 2, '2-sided', lb, ub)
149
+ assert_allclose(h_adjusted, np.array([0.015, -0.015]))
150
+ assert_equal(one_sided, np.array([False, True]))
151
+
152
+
153
+ class TestApproxDerivativesDense:
154
+ def fun_scalar_scalar(self, x):
155
+ return np.sinh(x)
156
+
157
+ def jac_scalar_scalar(self, x):
158
+ return np.cosh(x)
159
+
160
+ def fun_scalar_vector(self, x):
161
+ return np.array([x[0]**2, np.tan(x[0]), np.exp(x[0])])
162
+
163
+ def jac_scalar_vector(self, x):
164
+ return np.array(
165
+ [2 * x[0], np.cos(x[0]) ** -2, np.exp(x[0])]).reshape(-1, 1)
166
+
167
+ def fun_vector_scalar(self, x):
168
+ return np.sin(x[0] * x[1]) * np.log(x[0])
169
+
170
+ def wrong_dimensions_fun(self, x):
171
+ return np.array([x**2, np.tan(x), np.exp(x)])
172
+
173
+ def jac_vector_scalar(self, x):
174
+ return np.array([
175
+ x[1] * np.cos(x[0] * x[1]) * np.log(x[0]) +
176
+ np.sin(x[0] * x[1]) / x[0],
177
+ x[0] * np.cos(x[0] * x[1]) * np.log(x[0])
178
+ ])
179
+
180
+ def fun_vector_vector(self, x):
181
+ return np.array([
182
+ x[0] * np.sin(x[1]),
183
+ x[1] * np.cos(x[0]),
184
+ x[0] ** 3 * x[1] ** -0.5
185
+ ])
186
+
187
+ def jac_vector_vector(self, x):
188
+ return np.array([
189
+ [np.sin(x[1]), x[0] * np.cos(x[1])],
190
+ [-x[1] * np.sin(x[0]), np.cos(x[0])],
191
+ [3 * x[0] ** 2 * x[1] ** -0.5, -0.5 * x[0] ** 3 * x[1] ** -1.5]
192
+ ])
193
+
194
+ def fun_parametrized(self, x, c0, c1=1.0):
195
+ return np.array([np.exp(c0 * x[0]), np.exp(c1 * x[1])])
196
+
197
+ def jac_parametrized(self, x, c0, c1=0.1):
198
+ return np.array([
199
+ [c0 * np.exp(c0 * x[0]), 0],
200
+ [0, c1 * np.exp(c1 * x[1])]
201
+ ])
202
+
203
+ def fun_with_nan(self, x):
204
+ return x if np.abs(x) <= 1e-8 else np.nan
205
+
206
+ def jac_with_nan(self, x):
207
+ return 1.0 if np.abs(x) <= 1e-8 else np.nan
208
+
209
+ def fun_zero_jacobian(self, x):
210
+ return np.array([x[0] * x[1], np.cos(x[0] * x[1])])
211
+
212
+ def jac_zero_jacobian(self, x):
213
+ return np.array([
214
+ [x[1], x[0]],
215
+ [-x[1] * np.sin(x[0] * x[1]), -x[0] * np.sin(x[0] * x[1])]
216
+ ])
217
+
218
+ def jac_non_numpy(self, x):
219
+ # x can be a scalar or an array [val].
220
+ # Cast to true scalar before handing over to math.exp
221
+ xp = np.asarray(x).item()
222
+ return math.exp(xp)
223
+
224
+ def test_scalar_scalar(self):
225
+ x0 = 1.0
226
+ jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
227
+ method='2-point')
228
+ jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0)
229
+ jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
230
+ method='cs')
231
+ jac_true = self.jac_scalar_scalar(x0)
232
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
233
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
234
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
235
+
236
+ def test_scalar_scalar_abs_step(self):
237
+ # can approx_derivative use abs_step?
238
+ x0 = 1.0
239
+ jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
240
+ method='2-point', abs_step=1.49e-8)
241
+ jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0,
242
+ abs_step=1.49e-8)
243
+ jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
244
+ method='cs', abs_step=1.49e-8)
245
+ jac_true = self.jac_scalar_scalar(x0)
246
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
247
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
248
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
249
+
250
+ def test_scalar_vector(self):
251
+ x0 = 0.5
252
+ jac_diff_2 = approx_derivative(self.fun_scalar_vector, x0,
253
+ method='2-point')
254
+ jac_diff_3 = approx_derivative(self.fun_scalar_vector, x0)
255
+ jac_diff_4 = approx_derivative(self.fun_scalar_vector, x0,
256
+ method='cs')
257
+ jac_true = self.jac_scalar_vector(np.atleast_1d(x0))
258
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
259
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
260
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
261
+
262
+ def test_vector_scalar(self):
263
+ x0 = np.array([100.0, -0.5])
264
+ jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
265
+ method='2-point')
266
+ jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0)
267
+ jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
268
+ method='cs')
269
+ jac_true = self.jac_vector_scalar(x0)
270
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
271
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-7)
272
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
273
+
274
+ def test_vector_scalar_abs_step(self):
275
+ # can approx_derivative use abs_step?
276
+ x0 = np.array([100.0, -0.5])
277
+ jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
278
+ method='2-point', abs_step=1.49e-8)
279
+ jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0,
280
+ abs_step=1.49e-8, rel_step=np.inf)
281
+ jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
282
+ method='cs', abs_step=1.49e-8)
283
+ jac_true = self.jac_vector_scalar(x0)
284
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
285
+ assert_allclose(jac_diff_3, jac_true, rtol=3e-9)
286
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
287
+
288
+ def test_vector_vector(self):
289
+ x0 = np.array([-100.0, 0.2])
290
+ jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
291
+ method='2-point')
292
+ jac_diff_3 = approx_derivative(self.fun_vector_vector, x0)
293
+ jac_diff_4 = approx_derivative(self.fun_vector_vector, x0,
294
+ method='cs')
295
+ jac_true = self.jac_vector_vector(x0)
296
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-5)
297
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-6)
298
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
299
+
300
+ def test_wrong_dimensions(self):
301
+ x0 = 1.0
302
+ assert_raises(RuntimeError, approx_derivative,
303
+ self.wrong_dimensions_fun, x0)
304
+ f0 = self.wrong_dimensions_fun(np.atleast_1d(x0))
305
+ assert_raises(ValueError, approx_derivative,
306
+ self.wrong_dimensions_fun, x0, f0=f0)
307
+
308
+ def test_custom_rel_step(self):
309
+ x0 = np.array([-0.1, 0.1])
310
+ jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
311
+ method='2-point', rel_step=1e-4)
312
+ jac_diff_3 = approx_derivative(self.fun_vector_vector, x0,
313
+ rel_step=1e-4)
314
+ jac_true = self.jac_vector_vector(x0)
315
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-2)
316
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-4)
317
+
318
+ def test_options(self):
319
+ x0 = np.array([1.0, 1.0])
320
+ c0 = -1.0
321
+ c1 = 1.0
322
+ lb = 0.0
323
+ ub = 2.0
324
+ f0 = self.fun_parametrized(x0, c0, c1=c1)
325
+ rel_step = np.array([-1e-6, 1e-7])
326
+ jac_true = self.jac_parametrized(x0, c0, c1)
327
+ jac_diff_2 = approx_derivative(
328
+ self.fun_parametrized, x0, method='2-point', rel_step=rel_step,
329
+ f0=f0, args=(c0,), kwargs=dict(c1=c1), bounds=(lb, ub))
330
+ jac_diff_3 = approx_derivative(
331
+ self.fun_parametrized, x0, rel_step=rel_step,
332
+ f0=f0, args=(c0,), kwargs=dict(c1=c1), bounds=(lb, ub))
333
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
334
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
335
+
336
+ def test_with_bounds_2_point(self):
337
+ lb = -np.ones(2)
338
+ ub = np.ones(2)
339
+
340
+ x0 = np.array([-2.0, 0.2])
341
+ assert_raises(ValueError, approx_derivative,
342
+ self.fun_vector_vector, x0, bounds=(lb, ub))
343
+
344
+ x0 = np.array([-1.0, 1.0])
345
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
346
+ method='2-point', bounds=(lb, ub))
347
+ jac_true = self.jac_vector_vector(x0)
348
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
349
+
350
+ def test_with_bounds_3_point(self):
351
+ lb = np.array([1.0, 1.0])
352
+ ub = np.array([2.0, 2.0])
353
+
354
+ x0 = np.array([1.0, 2.0])
355
+ jac_true = self.jac_vector_vector(x0)
356
+
357
+ jac_diff = approx_derivative(self.fun_vector_vector, x0)
358
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
359
+
360
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
361
+ bounds=(lb, np.inf))
362
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
363
+
364
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
365
+ bounds=(-np.inf, ub))
366
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
367
+
368
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
369
+ bounds=(lb, ub))
370
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
371
+
372
+ def test_tight_bounds(self):
373
+ x0 = np.array([10.0, 10.0])
374
+ lb = x0 - 3e-9
375
+ ub = x0 + 2e-9
376
+ jac_true = self.jac_vector_vector(x0)
377
+ jac_diff = approx_derivative(
378
+ self.fun_vector_vector, x0, method='2-point', bounds=(lb, ub))
379
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
380
+ jac_diff = approx_derivative(
381
+ self.fun_vector_vector, x0, method='2-point',
382
+ rel_step=1e-6, bounds=(lb, ub))
383
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
384
+
385
+ jac_diff = approx_derivative(
386
+ self.fun_vector_vector, x0, bounds=(lb, ub))
387
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
388
+ jac_diff = approx_derivative(
389
+ self.fun_vector_vector, x0, rel_step=1e-6, bounds=(lb, ub))
390
+ assert_allclose(jac_true, jac_diff, rtol=1e-6)
391
+
392
+ def test_bound_switches(self):
393
+ lb = -1e-8
394
+ ub = 1e-8
395
+ x0 = 0.0
396
+ jac_true = self.jac_with_nan(x0)
397
+ jac_diff_2 = approx_derivative(
398
+ self.fun_with_nan, x0, method='2-point', rel_step=1e-6,
399
+ bounds=(lb, ub))
400
+ jac_diff_3 = approx_derivative(
401
+ self.fun_with_nan, x0, rel_step=1e-6, bounds=(lb, ub))
402
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
403
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
404
+
405
+ x0 = 1e-8
406
+ jac_true = self.jac_with_nan(x0)
407
+ jac_diff_2 = approx_derivative(
408
+ self.fun_with_nan, x0, method='2-point', rel_step=1e-6,
409
+ bounds=(lb, ub))
410
+ jac_diff_3 = approx_derivative(
411
+ self.fun_with_nan, x0, rel_step=1e-6, bounds=(lb, ub))
412
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
413
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
414
+
415
+ def test_non_numpy(self):
416
+ x0 = 1.0
417
+ jac_true = self.jac_non_numpy(x0)
418
+ jac_diff_2 = approx_derivative(self.jac_non_numpy, x0,
419
+ method='2-point')
420
+ jac_diff_3 = approx_derivative(self.jac_non_numpy, x0)
421
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
422
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-8)
423
+
424
+ # math.exp cannot handle complex arguments, hence this raises
425
+ assert_raises(TypeError, approx_derivative, self.jac_non_numpy, x0,
426
+ **dict(method='cs'))
427
+
428
+ def test_fp(self):
429
+ # checks that approx_derivative works for FP size other than 64.
430
+ # Example is derived from the minimal working example in gh12991.
431
+ np.random.seed(1)
432
+
433
+ def func(p, x):
434
+ return p[0] + p[1] * x
435
+
436
+ def err(p, x, y):
437
+ return func(p, x) - y
438
+
439
+ x = np.linspace(0, 1, 100, dtype=np.float64)
440
+ y = np.random.random(100).astype(np.float64)
441
+ p0 = np.array([-1.0, -1.0])
442
+
443
+ jac_fp64 = approx_derivative(err, p0, method='2-point', args=(x, y))
444
+
445
+ # parameter vector is float32, func output is float64
446
+ jac_fp = approx_derivative(err, p0.astype(np.float32),
447
+ method='2-point', args=(x, y))
448
+ assert err(p0, x, y).dtype == np.float64
449
+ assert_allclose(jac_fp, jac_fp64, atol=1e-3)
450
+
451
+ # parameter vector is float64, func output is float32
452
+ def err_fp32(p):
453
+ assert p.dtype == np.float32
454
+ return err(p, x, y).astype(np.float32)
455
+
456
+ jac_fp = approx_derivative(err_fp32, p0.astype(np.float32),
457
+ method='2-point')
458
+ assert_allclose(jac_fp, jac_fp64, atol=1e-3)
459
+
460
+ # check upper bound of error on the derivative for 2-point
461
+ def f(x):
462
+ return np.sin(x)
463
+ def g(x):
464
+ return np.cos(x)
465
+ def hess(x):
466
+ return -np.sin(x)
467
+
468
+ def calc_atol(h, x0, f, hess, EPS):
469
+ # truncation error
470
+ t0 = h / 2 * max(np.abs(hess(x0)), np.abs(hess(x0 + h)))
471
+ # roundoff error. There may be a divisor (>1) missing from
472
+ # the following line, so this contribution is possibly
473
+ # overestimated
474
+ t1 = EPS / h * max(np.abs(f(x0)), np.abs(f(x0 + h)))
475
+ return t0 + t1
476
+
477
+ for dtype in [np.float16, np.float32, np.float64]:
478
+ EPS = np.finfo(dtype).eps
479
+ x0 = np.array(1.0).astype(dtype)
480
+ h = _compute_absolute_step(None, x0, f(x0), '2-point')
481
+ atol = calc_atol(h, x0, f, hess, EPS)
482
+ err = approx_derivative(f, x0, method='2-point',
483
+ abs_step=h) - g(x0)
484
+ assert abs(err) < atol
485
+
486
+ def test_check_derivative(self):
487
+ x0 = np.array([-10.0, 10])
488
+ accuracy = check_derivative(self.fun_vector_vector,
489
+ self.jac_vector_vector, x0)
490
+ assert_(accuracy < 1e-9)
491
+ accuracy = check_derivative(self.fun_vector_vector,
492
+ self.jac_vector_vector, x0)
493
+ assert_(accuracy < 1e-6)
494
+
495
+ x0 = np.array([0.0, 0.0])
496
+ accuracy = check_derivative(self.fun_zero_jacobian,
497
+ self.jac_zero_jacobian, x0)
498
+ assert_(accuracy == 0)
499
+ accuracy = check_derivative(self.fun_zero_jacobian,
500
+ self.jac_zero_jacobian, x0)
501
+ assert_(accuracy == 0)
502
+
503
+
504
+ class TestApproxDerivativeSparse:
505
+ # Example from Numerical Optimization 2nd edition, p. 198.
506
+ def setup_method(self):
507
+ np.random.seed(0)
508
+ self.n = 50
509
+ self.lb = -0.1 * (1 + np.arange(self.n))
510
+ self.ub = 0.1 * (1 + np.arange(self.n))
511
+ self.x0 = np.empty(self.n)
512
+ self.x0[::2] = (1 - 1e-7) * self.lb[::2]
513
+ self.x0[1::2] = (1 - 1e-7) * self.ub[1::2]
514
+
515
+ self.J_true = self.jac(self.x0)
516
+
517
+ def fun(self, x):
518
+ e = x[1:]**3 - x[:-1]**2
519
+ return np.hstack((0, 3 * e)) + np.hstack((2 * e, 0))
520
+
521
+ def jac(self, x):
522
+ n = x.size
523
+ J = np.zeros((n, n))
524
+ J[0, 0] = -4 * x[0]
525
+ J[0, 1] = 6 * x[1]**2
526
+ for i in range(1, n - 1):
527
+ J[i, i - 1] = -6 * x[i-1]
528
+ J[i, i] = 9 * x[i]**2 - 4 * x[i]
529
+ J[i, i + 1] = 6 * x[i+1]**2
530
+ J[-1, -1] = 9 * x[-1]**2
531
+ J[-1, -2] = -6 * x[-2]
532
+
533
+ return J
534
+
535
+ def structure(self, n):
536
+ A = np.zeros((n, n), dtype=int)
537
+ A[0, 0] = 1
538
+ A[0, 1] = 1
539
+ for i in range(1, n - 1):
540
+ A[i, i - 1: i + 2] = 1
541
+ A[-1, -1] = 1
542
+ A[-1, -2] = 1
543
+
544
+ return A
545
+
546
+ def test_all(self):
547
+ A = self.structure(self.n)
548
+ order = np.arange(self.n)
549
+ groups_1 = group_columns(A, order)
550
+ np.random.shuffle(order)
551
+ groups_2 = group_columns(A, order)
552
+
553
+ for method, groups, l, u in product(
554
+ ['2-point', '3-point', 'cs'], [groups_1, groups_2],
555
+ [-np.inf, self.lb], [np.inf, self.ub]):
556
+ J = approx_derivative(self.fun, self.x0, method=method,
557
+ bounds=(l, u), sparsity=(A, groups))
558
+ assert_(isinstance(J, csr_matrix))
559
+ assert_allclose(J.toarray(), self.J_true, rtol=1e-6)
560
+
561
+ rel_step = np.full_like(self.x0, 1e-8)
562
+ rel_step[::2] *= -1
563
+ J = approx_derivative(self.fun, self.x0, method=method,
564
+ rel_step=rel_step, sparsity=(A, groups))
565
+ assert_allclose(J.toarray(), self.J_true, rtol=1e-5)
566
+
567
+ def test_no_precomputed_groups(self):
568
+ A = self.structure(self.n)
569
+ J = approx_derivative(self.fun, self.x0, sparsity=A)
570
+ assert_allclose(J.toarray(), self.J_true, rtol=1e-6)
571
+
572
+ def test_equivalence(self):
573
+ structure = np.ones((self.n, self.n), dtype=int)
574
+ groups = np.arange(self.n)
575
+ for method in ['2-point', '3-point', 'cs']:
576
+ J_dense = approx_derivative(self.fun, self.x0, method=method)
577
+ J_sparse = approx_derivative(
578
+ self.fun, self.x0, sparsity=(structure, groups), method=method)
579
+ assert_allclose(J_dense, J_sparse.toarray(),
580
+ rtol=5e-16, atol=7e-15)
581
+
582
+ def test_check_derivative(self):
583
+ def jac(x):
584
+ return csr_matrix(self.jac(x))
585
+
586
+ accuracy = check_derivative(self.fun, jac, self.x0,
587
+ bounds=(self.lb, self.ub))
588
+ assert_(accuracy < 1e-9)
589
+
590
+ accuracy = check_derivative(self.fun, jac, self.x0,
591
+ bounds=(self.lb, self.ub))
592
+ assert_(accuracy < 1e-9)
593
+
594
+
595
+ class TestApproxDerivativeLinearOperator:
596
+
597
+ def fun_scalar_scalar(self, x):
598
+ return np.sinh(x)
599
+
600
+ def jac_scalar_scalar(self, x):
601
+ return np.cosh(x)
602
+
603
+ def fun_scalar_vector(self, x):
604
+ return np.array([x[0]**2, np.tan(x[0]), np.exp(x[0])])
605
+
606
+ def jac_scalar_vector(self, x):
607
+ return np.array(
608
+ [2 * x[0], np.cos(x[0]) ** -2, np.exp(x[0])]).reshape(-1, 1)
609
+
610
+ def fun_vector_scalar(self, x):
611
+ return np.sin(x[0] * x[1]) * np.log(x[0])
612
+
613
+ def jac_vector_scalar(self, x):
614
+ return np.array([
615
+ x[1] * np.cos(x[0] * x[1]) * np.log(x[0]) +
616
+ np.sin(x[0] * x[1]) / x[0],
617
+ x[0] * np.cos(x[0] * x[1]) * np.log(x[0])
618
+ ])
619
+
620
+ def fun_vector_vector(self, x):
621
+ return np.array([
622
+ x[0] * np.sin(x[1]),
623
+ x[1] * np.cos(x[0]),
624
+ x[0] ** 3 * x[1] ** -0.5
625
+ ])
626
+
627
+ def jac_vector_vector(self, x):
628
+ return np.array([
629
+ [np.sin(x[1]), x[0] * np.cos(x[1])],
630
+ [-x[1] * np.sin(x[0]), np.cos(x[0])],
631
+ [3 * x[0] ** 2 * x[1] ** -0.5, -0.5 * x[0] ** 3 * x[1] ** -1.5]
632
+ ])
633
+
634
+ def test_scalar_scalar(self):
635
+ x0 = 1.0
636
+ jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
637
+ method='2-point',
638
+ as_linear_operator=True)
639
+ jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0,
640
+ as_linear_operator=True)
641
+ jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
642
+ method='cs',
643
+ as_linear_operator=True)
644
+ jac_true = self.jac_scalar_scalar(x0)
645
+ np.random.seed(1)
646
+ for i in range(10):
647
+ p = np.random.uniform(-10, 10, size=(1,))
648
+ assert_allclose(jac_diff_2.dot(p), jac_true*p,
649
+ rtol=1e-5)
650
+ assert_allclose(jac_diff_3.dot(p), jac_true*p,
651
+ rtol=5e-6)
652
+ assert_allclose(jac_diff_4.dot(p), jac_true*p,
653
+ rtol=5e-6)
654
+
655
+ def test_scalar_vector(self):
656
+ x0 = 0.5
657
+ jac_diff_2 = approx_derivative(self.fun_scalar_vector, x0,
658
+ method='2-point',
659
+ as_linear_operator=True)
660
+ jac_diff_3 = approx_derivative(self.fun_scalar_vector, x0,
661
+ as_linear_operator=True)
662
+ jac_diff_4 = approx_derivative(self.fun_scalar_vector, x0,
663
+ method='cs',
664
+ as_linear_operator=True)
665
+ jac_true = self.jac_scalar_vector(np.atleast_1d(x0))
666
+ np.random.seed(1)
667
+ for i in range(10):
668
+ p = np.random.uniform(-10, 10, size=(1,))
669
+ assert_allclose(jac_diff_2.dot(p), jac_true.dot(p),
670
+ rtol=1e-5)
671
+ assert_allclose(jac_diff_3.dot(p), jac_true.dot(p),
672
+ rtol=5e-6)
673
+ assert_allclose(jac_diff_4.dot(p), jac_true.dot(p),
674
+ rtol=5e-6)
675
+
676
+ def test_vector_scalar(self):
677
+ x0 = np.array([100.0, -0.5])
678
+ jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
679
+ method='2-point',
680
+ as_linear_operator=True)
681
+ jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0,
682
+ as_linear_operator=True)
683
+ jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
684
+ method='cs',
685
+ as_linear_operator=True)
686
+ jac_true = self.jac_vector_scalar(x0)
687
+ np.random.seed(1)
688
+ for i in range(10):
689
+ p = np.random.uniform(-10, 10, size=x0.shape)
690
+ assert_allclose(jac_diff_2.dot(p), np.atleast_1d(jac_true.dot(p)),
691
+ rtol=1e-5)
692
+ assert_allclose(jac_diff_3.dot(p), np.atleast_1d(jac_true.dot(p)),
693
+ rtol=5e-6)
694
+ assert_allclose(jac_diff_4.dot(p), np.atleast_1d(jac_true.dot(p)),
695
+ rtol=1e-7)
696
+
697
+ def test_vector_vector(self):
698
+ x0 = np.array([-100.0, 0.2])
699
+ jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
700
+ method='2-point',
701
+ as_linear_operator=True)
702
+ jac_diff_3 = approx_derivative(self.fun_vector_vector, x0,
703
+ as_linear_operator=True)
704
+ jac_diff_4 = approx_derivative(self.fun_vector_vector, x0,
705
+ method='cs',
706
+ as_linear_operator=True)
707
+ jac_true = self.jac_vector_vector(x0)
708
+ np.random.seed(1)
709
+ for i in range(10):
710
+ p = np.random.uniform(-10, 10, size=x0.shape)
711
+ assert_allclose(jac_diff_2.dot(p), jac_true.dot(p), rtol=1e-5)
712
+ assert_allclose(jac_diff_3.dot(p), jac_true.dot(p), rtol=1e-6)
713
+ assert_allclose(jac_diff_4.dot(p), jac_true.dot(p), rtol=1e-7)
714
+
715
+ def test_exception(self):
716
+ x0 = np.array([-100.0, 0.2])
717
+ assert_raises(ValueError, approx_derivative,
718
+ self.fun_vector_vector, x0,
719
+ method='2-point', bounds=(1, np.inf))
720
+
721
+
722
+ def test_absolute_step_sign():
723
+ # test for gh12487
724
+ # if an absolute step is specified for 2-point differences make sure that
725
+ # the side corresponds to the step. i.e. if step is positive then forward
726
+ # differences should be used, if step is negative then backwards
727
+ # differences should be used.
728
+
729
+ # function has double discontinuity at x = [-1, -1]
730
+ # first component is \/, second component is /\
731
+ def f(x):
732
+ return -np.abs(x[0] + 1) + np.abs(x[1] + 1)
733
+
734
+ # check that the forward difference is used
735
+ grad = approx_derivative(f, [-1, -1], method='2-point', abs_step=1e-8)
736
+ assert_allclose(grad, [-1.0, 1.0])
737
+
738
+ # check that the backwards difference is used
739
+ grad = approx_derivative(f, [-1, -1], method='2-point', abs_step=-1e-8)
740
+ assert_allclose(grad, [1.0, -1.0])
741
+
742
+ # check that the forwards difference is used with a step for both
743
+ # parameters
744
+ grad = approx_derivative(
745
+ f, [-1, -1], method='2-point', abs_step=[1e-8, 1e-8]
746
+ )
747
+ assert_allclose(grad, [-1.0, 1.0])
748
+
749
+ # check that we can mix forward/backwards steps.
750
+ grad = approx_derivative(
751
+ f, [-1, -1], method='2-point', abs_step=[1e-8, -1e-8]
752
+ )
753
+ assert_allclose(grad, [-1.0, -1.0])
754
+ grad = approx_derivative(
755
+ f, [-1, -1], method='2-point', abs_step=[-1e-8, 1e-8]
756
+ )
757
+ assert_allclose(grad, [1.0, 1.0])
758
+
759
+ # the forward step should reverse to a backwards step if it runs into a
760
+ # bound
761
+ # This is kind of tested in TestAdjustSchemeToBounds, but only for a lower level
762
+ # function.
763
+ grad = approx_derivative(
764
+ f, [-1, -1], method='2-point', abs_step=1e-8,
765
+ bounds=(-np.inf, -1)
766
+ )
767
+ assert_allclose(grad, [1.0, -1.0])
768
+
769
+ grad = approx_derivative(
770
+ f, [-1, -1], method='2-point', abs_step=-1e-8, bounds=(-1, np.inf)
771
+ )
772
+ assert_allclose(grad, [-1.0, 1.0])
773
+
774
+
775
+ def test__compute_absolute_step():
776
+ # tests calculation of absolute step from rel_step
777
+ methods = ['2-point', '3-point', 'cs']
778
+
779
+ x0 = np.array([1e-5, 0, 1, 1e5])
780
+
781
+ EPS = np.finfo(np.float64).eps
782
+ relative_step = {
783
+ "2-point": EPS**0.5,
784
+ "3-point": EPS**(1/3),
785
+ "cs": EPS**0.5
786
+ }
787
+ f0 = np.array(1.0)
788
+
789
+ for method in methods:
790
+ rel_step = relative_step[method]
791
+ correct_step = np.array([rel_step,
792
+ rel_step * 1.,
793
+ rel_step * 1.,
794
+ rel_step * np.abs(x0[3])])
795
+
796
+ abs_step = _compute_absolute_step(None, x0, f0, method)
797
+ assert_allclose(abs_step, correct_step)
798
+
799
+ sign_x0 = (-x0 >= 0).astype(float) * 2 - 1
800
+ abs_step = _compute_absolute_step(None, -x0, f0, method)
801
+ assert_allclose(abs_step, sign_x0 * correct_step)
802
+
803
+ # if a relative step is provided it should be used
804
+ rel_step = np.array([0.1, 1, 10, 100])
805
+ correct_step = np.array([rel_step[0] * x0[0],
806
+ relative_step['2-point'],
807
+ rel_step[2] * 1.,
808
+ rel_step[3] * np.abs(x0[3])])
809
+
810
+ abs_step = _compute_absolute_step(rel_step, x0, f0, '2-point')
811
+ assert_allclose(abs_step, correct_step)
812
+
813
+ sign_x0 = (-x0 >= 0).astype(float) * 2 - 1
814
+ abs_step = _compute_absolute_step(rel_step, -x0, f0, '2-point')
815
+ assert_allclose(abs_step, sign_x0 * correct_step)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__remove_redundancy.py ADDED
@@ -0,0 +1,228 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit test for Linear Programming via Simplex Algorithm.
3
+ """
4
+
5
+ # TODO: add tests for:
6
+ # https://github.com/scipy/scipy/issues/5400
7
+ # https://github.com/scipy/scipy/issues/6690
8
+
9
+ import numpy as np
10
+ from numpy.testing import (
11
+ assert_,
12
+ assert_allclose,
13
+ assert_equal)
14
+
15
+ from .test_linprog import magic_square
16
+ from scipy.optimize._remove_redundancy import _remove_redundancy_svd
17
+ from scipy.optimize._remove_redundancy import _remove_redundancy_pivot_dense
18
+ from scipy.optimize._remove_redundancy import _remove_redundancy_pivot_sparse
19
+ from scipy.optimize._remove_redundancy import _remove_redundancy_id
20
+
21
+ from scipy.sparse import csc_matrix
22
+
23
+
24
+ def setup_module():
25
+ np.random.seed(2017)
26
+
27
+
28
+ def redundancy_removed(A, B):
29
+ """Checks whether a matrix contains only independent rows of another"""
30
+ for rowA in A:
31
+ # `rowA in B` is not a reliable check
32
+ for rowB in B:
33
+ if np.all(rowA == rowB):
34
+ break
35
+ else:
36
+ return False
37
+ return A.shape[0] == np.linalg.matrix_rank(A) == np.linalg.matrix_rank(B)
38
+
39
+
40
+ class RRCommonTests:
41
+ def test_no_redundancy(self):
42
+ m, n = 10, 10
43
+ A0 = np.random.rand(m, n)
44
+ b0 = np.random.rand(m)
45
+ A1, b1, status, message = self.rr(A0, b0)
46
+ assert_allclose(A0, A1)
47
+ assert_allclose(b0, b1)
48
+ assert_equal(status, 0)
49
+
50
+ def test_infeasible_zero_row(self):
51
+ A = np.eye(3)
52
+ A[1, :] = 0
53
+ b = np.random.rand(3)
54
+ A1, b1, status, message = self.rr(A, b)
55
+ assert_equal(status, 2)
56
+
57
+ def test_remove_zero_row(self):
58
+ A = np.eye(3)
59
+ A[1, :] = 0
60
+ b = np.random.rand(3)
61
+ b[1] = 0
62
+ A1, b1, status, message = self.rr(A, b)
63
+ assert_equal(status, 0)
64
+ assert_allclose(A1, A[[0, 2], :])
65
+ assert_allclose(b1, b[[0, 2]])
66
+
67
+ def test_infeasible_m_gt_n(self):
68
+ m, n = 20, 10
69
+ A0 = np.random.rand(m, n)
70
+ b0 = np.random.rand(m)
71
+ A1, b1, status, message = self.rr(A0, b0)
72
+ assert_equal(status, 2)
73
+
74
+ def test_infeasible_m_eq_n(self):
75
+ m, n = 10, 10
76
+ A0 = np.random.rand(m, n)
77
+ b0 = np.random.rand(m)
78
+ A0[-1, :] = 2 * A0[-2, :]
79
+ A1, b1, status, message = self.rr(A0, b0)
80
+ assert_equal(status, 2)
81
+
82
+ def test_infeasible_m_lt_n(self):
83
+ m, n = 9, 10
84
+ A0 = np.random.rand(m, n)
85
+ b0 = np.random.rand(m)
86
+ A0[-1, :] = np.arange(m - 1).dot(A0[:-1])
87
+ A1, b1, status, message = self.rr(A0, b0)
88
+ assert_equal(status, 2)
89
+
90
+ def test_m_gt_n(self):
91
+ np.random.seed(2032)
92
+ m, n = 20, 10
93
+ A0 = np.random.rand(m, n)
94
+ b0 = np.random.rand(m)
95
+ x = np.linalg.solve(A0[:n, :], b0[:n])
96
+ b0[n:] = A0[n:, :].dot(x)
97
+ A1, b1, status, message = self.rr(A0, b0)
98
+ assert_equal(status, 0)
99
+ assert_equal(A1.shape[0], n)
100
+ assert_equal(np.linalg.matrix_rank(A1), n)
101
+
102
+ def test_m_gt_n_rank_deficient(self):
103
+ m, n = 20, 10
104
+ A0 = np.zeros((m, n))
105
+ A0[:, 0] = 1
106
+ b0 = np.ones(m)
107
+ A1, b1, status, message = self.rr(A0, b0)
108
+ assert_equal(status, 0)
109
+ assert_allclose(A1, A0[0:1, :])
110
+ assert_allclose(b1, b0[0])
111
+
112
+ def test_m_lt_n_rank_deficient(self):
113
+ m, n = 9, 10
114
+ A0 = np.random.rand(m, n)
115
+ b0 = np.random.rand(m)
116
+ A0[-1, :] = np.arange(m - 1).dot(A0[:-1])
117
+ b0[-1] = np.arange(m - 1).dot(b0[:-1])
118
+ A1, b1, status, message = self.rr(A0, b0)
119
+ assert_equal(status, 0)
120
+ assert_equal(A1.shape[0], 8)
121
+ assert_equal(np.linalg.matrix_rank(A1), 8)
122
+
123
+ def test_dense1(self):
124
+ A = np.ones((6, 6))
125
+ A[0, :3] = 0
126
+ A[1, 3:] = 0
127
+ A[3:, ::2] = -1
128
+ A[3, :2] = 0
129
+ A[4, 2:] = 0
130
+ b = np.zeros(A.shape[0])
131
+
132
+ A1, b1, status, message = self.rr(A, b)
133
+ assert_(redundancy_removed(A1, A))
134
+ assert_equal(status, 0)
135
+
136
+ def test_dense2(self):
137
+ A = np.eye(6)
138
+ A[-2, -1] = 1
139
+ A[-1, :] = 1
140
+ b = np.zeros(A.shape[0])
141
+ A1, b1, status, message = self.rr(A, b)
142
+ assert_(redundancy_removed(A1, A))
143
+ assert_equal(status, 0)
144
+
145
+ def test_dense3(self):
146
+ A = np.eye(6)
147
+ A[-2, -1] = 1
148
+ A[-1, :] = 1
149
+ b = np.random.rand(A.shape[0])
150
+ b[-1] = np.sum(b[:-1])
151
+ A1, b1, status, message = self.rr(A, b)
152
+ assert_(redundancy_removed(A1, A))
153
+ assert_equal(status, 0)
154
+
155
+ def test_m_gt_n_sparse(self):
156
+ np.random.seed(2013)
157
+ m, n = 20, 5
158
+ p = 0.1
159
+ A = np.random.rand(m, n)
160
+ A[np.random.rand(m, n) > p] = 0
161
+ rank = np.linalg.matrix_rank(A)
162
+ b = np.zeros(A.shape[0])
163
+ A1, b1, status, message = self.rr(A, b)
164
+ assert_equal(status, 0)
165
+ assert_equal(A1.shape[0], rank)
166
+ assert_equal(np.linalg.matrix_rank(A1), rank)
167
+
168
+ def test_m_lt_n_sparse(self):
169
+ np.random.seed(2017)
170
+ m, n = 20, 50
171
+ p = 0.05
172
+ A = np.random.rand(m, n)
173
+ A[np.random.rand(m, n) > p] = 0
174
+ rank = np.linalg.matrix_rank(A)
175
+ b = np.zeros(A.shape[0])
176
+ A1, b1, status, message = self.rr(A, b)
177
+ assert_equal(status, 0)
178
+ assert_equal(A1.shape[0], rank)
179
+ assert_equal(np.linalg.matrix_rank(A1), rank)
180
+
181
+ def test_m_eq_n_sparse(self):
182
+ np.random.seed(2017)
183
+ m, n = 100, 100
184
+ p = 0.01
185
+ A = np.random.rand(m, n)
186
+ A[np.random.rand(m, n) > p] = 0
187
+ rank = np.linalg.matrix_rank(A)
188
+ b = np.zeros(A.shape[0])
189
+ A1, b1, status, message = self.rr(A, b)
190
+ assert_equal(status, 0)
191
+ assert_equal(A1.shape[0], rank)
192
+ assert_equal(np.linalg.matrix_rank(A1), rank)
193
+
194
+ def test_magic_square(self):
195
+ A, b, c, numbers, _ = magic_square(3)
196
+ A1, b1, status, message = self.rr(A, b)
197
+ assert_equal(status, 0)
198
+ assert_equal(A1.shape[0], 23)
199
+ assert_equal(np.linalg.matrix_rank(A1), 23)
200
+
201
+ def test_magic_square2(self):
202
+ A, b, c, numbers, _ = magic_square(4)
203
+ A1, b1, status, message = self.rr(A, b)
204
+ assert_equal(status, 0)
205
+ assert_equal(A1.shape[0], 39)
206
+ assert_equal(np.linalg.matrix_rank(A1), 39)
207
+
208
+
209
+ class TestRRSVD(RRCommonTests):
210
+ def rr(self, A, b):
211
+ return _remove_redundancy_svd(A, b)
212
+
213
+
214
+ class TestRRPivotDense(RRCommonTests):
215
+ def rr(self, A, b):
216
+ return _remove_redundancy_pivot_dense(A, b)
217
+
218
+
219
+ class TestRRID(RRCommonTests):
220
+ def rr(self, A, b):
221
+ return _remove_redundancy_id(A, b)
222
+
223
+
224
+ class TestRRPivotSparse(RRCommonTests):
225
+ def rr(self, A, b):
226
+ rr_res = _remove_redundancy_pivot_sparse(csc_matrix(A), b)
227
+ A1, b1, status, message = rr_res
228
+ return A1.toarray(), b1, status, message
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__root.py ADDED
@@ -0,0 +1,123 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit tests for optimization routines from _root.py.
3
+ """
4
+ from numpy.testing import assert_, assert_equal
5
+ import pytest
6
+ from pytest import raises as assert_raises, warns as assert_warns
7
+ import numpy as np
8
+
9
+ from scipy.optimize import root
10
+
11
+
12
+ class TestRoot:
13
+ def test_tol_parameter(self):
14
+ # Check that the minimize() tol= argument does something
15
+ def func(z):
16
+ x, y = z
17
+ return np.array([x**3 - 1, y**3 - 1])
18
+
19
+ def dfunc(z):
20
+ x, y = z
21
+ return np.array([[3*x**2, 0], [0, 3*y**2]])
22
+
23
+ for method in ['hybr', 'lm', 'broyden1', 'broyden2', 'anderson',
24
+ 'diagbroyden', 'krylov']:
25
+ if method in ('linearmixing', 'excitingmixing'):
26
+ # doesn't converge
27
+ continue
28
+
29
+ if method in ('hybr', 'lm'):
30
+ jac = dfunc
31
+ else:
32
+ jac = None
33
+
34
+ sol1 = root(func, [1.1,1.1], jac=jac, tol=1e-4, method=method)
35
+ sol2 = root(func, [1.1,1.1], jac=jac, tol=0.5, method=method)
36
+ msg = f"{method}: {func(sol1.x)} vs. {func(sol2.x)}"
37
+ assert_(sol1.success, msg)
38
+ assert_(sol2.success, msg)
39
+ assert_(abs(func(sol1.x)).max() < abs(func(sol2.x)).max(),
40
+ msg)
41
+
42
+ def test_tol_norm(self):
43
+
44
+ def norm(x):
45
+ return abs(x[0])
46
+
47
+ for method in ['excitingmixing',
48
+ 'diagbroyden',
49
+ 'linearmixing',
50
+ 'anderson',
51
+ 'broyden1',
52
+ 'broyden2',
53
+ 'krylov']:
54
+
55
+ root(np.zeros_like, np.zeros(2), method=method,
56
+ options={"tol_norm": norm})
57
+
58
+ def test_minimize_scalar_coerce_args_param(self):
59
+ # github issue #3503
60
+ def func(z, f=1):
61
+ x, y = z
62
+ return np.array([x**3 - 1, y**3 - f])
63
+ root(func, [1.1, 1.1], args=1.5)
64
+
65
+ def test_f_size(self):
66
+ # gh8320
67
+ # check that decreasing the size of the returned array raises an error
68
+ # and doesn't segfault
69
+ class fun:
70
+ def __init__(self):
71
+ self.count = 0
72
+
73
+ def __call__(self, x):
74
+ self.count += 1
75
+
76
+ if not (self.count % 5):
77
+ ret = x[0] + 0.5 * (x[0] - x[1]) ** 3 - 1.0
78
+ else:
79
+ ret = ([x[0] + 0.5 * (x[0] - x[1]) ** 3 - 1.0,
80
+ 0.5 * (x[1] - x[0]) ** 3 + x[1]])
81
+
82
+ return ret
83
+
84
+ F = fun()
85
+ with assert_raises(ValueError):
86
+ root(F, [0.1, 0.0], method='lm')
87
+
88
+ def test_gh_10370(self):
89
+ # gh-10370 reported that passing both `args` and `jac` to `root` with
90
+ # `method='krylov'` caused a failure. Ensure that this is fixed whether
91
+ # the gradient is passed via `jac` or as a second output of `fun`.
92
+ def fun(x, ignored):
93
+ return [3*x[0] - 0.25*x[1]**2 + 10, 0.1*x[0]**2 + 5*x[1] - 2]
94
+
95
+ def grad(x, ignored):
96
+ return [[3, 0.5 * x[1]], [0.2 * x[0], 5]]
97
+
98
+ def fun_grad(x, ignored):
99
+ return fun(x, ignored), grad(x, ignored)
100
+
101
+ x0 = np.zeros(2)
102
+
103
+ ref = root(fun, x0, args=(1,), method='krylov')
104
+ message = 'Method krylov does not use the jacobian'
105
+ with assert_warns(RuntimeWarning, match=message):
106
+ res1 = root(fun, x0, args=(1,), method='krylov', jac=grad)
107
+ with assert_warns(RuntimeWarning, match=message):
108
+ res2 = root(fun_grad, x0, args=(1,), method='krylov', jac=True)
109
+
110
+ assert_equal(res1.x, ref.x)
111
+ assert_equal(res2.x, ref.x)
112
+ assert res1.success is res2.success is ref.success is True
113
+
114
+ @pytest.mark.parametrize("method", ["hybr", "lm", "broyden1", "broyden2",
115
+ "anderson", "linearmixing",
116
+ "diagbroyden", "excitingmixing",
117
+ "krylov", "df-sane"])
118
+ def test_method_in_result(self, method):
119
+ def func(x):
120
+ return x - 1
121
+
122
+ res = root(func, x0=[1], method=method)
123
+ assert res.method == method
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__shgo.py ADDED
@@ -0,0 +1,1159 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import logging
2
+ import sys
3
+
4
+ import numpy
5
+ import numpy as np
6
+ import time
7
+ from multiprocessing import Pool
8
+ from numpy.testing import assert_allclose, IS_PYPY
9
+ import pytest
10
+ from pytest import raises as assert_raises, warns
11
+ from scipy.optimize import (shgo, Bounds, minimize_scalar, minimize, rosen,
12
+ rosen_der, rosen_hess, NonlinearConstraint)
13
+ from scipy.optimize._constraints import new_constraint_to_old
14
+ from scipy.optimize._shgo import SHGO
15
+
16
+
17
+ class StructTestFunction:
18
+ def __init__(self, bounds, expected_x, expected_fun=None,
19
+ expected_xl=None, expected_funl=None):
20
+ self.bounds = bounds
21
+ self.expected_x = expected_x
22
+ self.expected_fun = expected_fun
23
+ self.expected_xl = expected_xl
24
+ self.expected_funl = expected_funl
25
+
26
+
27
+ def wrap_constraints(g):
28
+ cons = []
29
+ if g is not None:
30
+ if not isinstance(g, (tuple, list)):
31
+ g = (g,)
32
+ else:
33
+ pass
34
+ for g in g:
35
+ cons.append({'type': 'ineq',
36
+ 'fun': g})
37
+ cons = tuple(cons)
38
+ else:
39
+ cons = None
40
+ return cons
41
+
42
+
43
+ class StructTest1(StructTestFunction):
44
+ def f(self, x):
45
+ return x[0] ** 2 + x[1] ** 2
46
+
47
+ def g(x):
48
+ return -(numpy.sum(x, axis=0) - 6.0)
49
+
50
+ cons = wrap_constraints(g)
51
+
52
+
53
+ test1_1 = StructTest1(bounds=[(-1, 6), (-1, 6)],
54
+ expected_x=[0, 0])
55
+ test1_2 = StructTest1(bounds=[(0, 1), (0, 1)],
56
+ expected_x=[0, 0])
57
+ test1_3 = StructTest1(bounds=[(None, None), (None, None)],
58
+ expected_x=[0, 0])
59
+
60
+
61
+ class StructTest2(StructTestFunction):
62
+ """
63
+ Scalar function with several minima to test all minimiser retrievals
64
+ """
65
+
66
+ def f(self, x):
67
+ return (x - 30) * numpy.sin(x)
68
+
69
+ def g(x):
70
+ return 58 - numpy.sum(x, axis=0)
71
+
72
+ cons = wrap_constraints(g)
73
+
74
+
75
+ test2_1 = StructTest2(bounds=[(0, 60)],
76
+ expected_x=[1.53567906],
77
+ expected_fun=-28.44677132,
78
+ # Important: test that funl return is in the correct
79
+ # order
80
+ expected_xl=numpy.array([[1.53567906],
81
+ [55.01782167],
82
+ [7.80894889],
83
+ [48.74797493],
84
+ [14.07445705],
85
+ [42.4913859],
86
+ [20.31743841],
87
+ [36.28607535],
88
+ [26.43039605],
89
+ [30.76371366]]),
90
+
91
+ expected_funl=numpy.array([-28.44677132, -24.99785984,
92
+ -22.16855376, -18.72136195,
93
+ -15.89423937, -12.45154942,
94
+ -9.63133158, -6.20801301,
95
+ -3.43727232, -0.46353338])
96
+ )
97
+
98
+ test2_2 = StructTest2(bounds=[(0, 4.5)],
99
+ expected_x=[1.53567906],
100
+ expected_fun=[-28.44677132],
101
+ expected_xl=numpy.array([[1.53567906]]),
102
+ expected_funl=numpy.array([-28.44677132])
103
+ )
104
+
105
+
106
+ class StructTest3(StructTestFunction):
107
+ """
108
+ Hock and Schittkowski 18 problem (HS18). Hoch and Schittkowski (1981)
109
+ http://www.ai7.uni-bayreuth.de/test_problem_coll.pdf
110
+ Minimize: f = 0.01 * (x_1)**2 + (x_2)**2
111
+
112
+ Subject to: x_1 * x_2 - 25.0 >= 0,
113
+ (x_1)**2 + (x_2)**2 - 25.0 >= 0,
114
+ 2 <= x_1 <= 50,
115
+ 0 <= x_2 <= 50.
116
+
117
+ Approx. Answer:
118
+ f([(250)**0.5 , (2.5)**0.5]) = 5.0
119
+
120
+
121
+ """
122
+
123
+ # amended to test vectorisation of constraints
124
+ def f(self, x):
125
+ return 0.01 * (x[0]) ** 2 + (x[1]) ** 2
126
+
127
+ def g1(x):
128
+ return x[0] * x[1] - 25.0
129
+
130
+ def g2(x):
131
+ return x[0] ** 2 + x[1] ** 2 - 25.0
132
+
133
+ # g = (g1, g2)
134
+ # cons = wrap_constraints(g)
135
+
136
+ def g(x):
137
+ return x[0] * x[1] - 25.0, x[0] ** 2 + x[1] ** 2 - 25.0
138
+
139
+ # this checks that shgo can be sent new-style constraints
140
+ __nlc = NonlinearConstraint(g, 0, np.inf)
141
+ cons = (__nlc,)
142
+
143
+ test3_1 = StructTest3(bounds=[(2, 50), (0, 50)],
144
+ expected_x=[250 ** 0.5, 2.5 ** 0.5],
145
+ expected_fun=5.0
146
+ )
147
+
148
+
149
+ class StructTest4(StructTestFunction):
150
+ """
151
+ Hock and Schittkowski 11 problem (HS11). Hoch and Schittkowski (1981)
152
+
153
+ NOTE: Did not find in original reference to HS collection, refer to
154
+ Henderson (2015) problem 7 instead. 02.03.2016
155
+ """
156
+
157
+ def f(self, x):
158
+ return ((x[0] - 10) ** 2 + 5 * (x[1] - 12) ** 2 + x[2] ** 4
159
+ + 3 * (x[3] - 11) ** 2 + 10 * x[4] ** 6 + 7 * x[5] ** 2 + x[
160
+ 6] ** 4
161
+ - 4 * x[5] * x[6] - 10 * x[5] - 8 * x[6]
162
+ )
163
+
164
+ def g1(x):
165
+ return -(2 * x[0] ** 2 + 3 * x[1] ** 4 + x[2] + 4 * x[3] ** 2
166
+ + 5 * x[4] - 127)
167
+
168
+ def g2(x):
169
+ return -(7 * x[0] + 3 * x[1] + 10 * x[2] ** 2 + x[3] - x[4] - 282.0)
170
+
171
+ def g3(x):
172
+ return -(23 * x[0] + x[1] ** 2 + 6 * x[5] ** 2 - 8 * x[6] - 196)
173
+
174
+ def g4(x):
175
+ return -(4 * x[0] ** 2 + x[1] ** 2 - 3 * x[0] * x[1] + 2 * x[2] ** 2
176
+ + 5 * x[5] - 11 * x[6])
177
+
178
+ g = (g1, g2, g3, g4)
179
+
180
+ cons = wrap_constraints(g)
181
+
182
+
183
+ test4_1 = StructTest4(bounds=[(-10, 10), ] * 7,
184
+ expected_x=[2.330499, 1.951372, -0.4775414,
185
+ 4.365726, -0.6244870, 1.038131, 1.594227],
186
+ expected_fun=680.6300573
187
+ )
188
+
189
+
190
+ class StructTest5(StructTestFunction):
191
+ def f(self, x):
192
+ return (-(x[1] + 47.0)
193
+ * numpy.sin(numpy.sqrt(abs(x[0] / 2.0 + (x[1] + 47.0))))
194
+ - x[0] * numpy.sin(numpy.sqrt(abs(x[0] - (x[1] + 47.0))))
195
+ )
196
+
197
+ g = None
198
+ cons = wrap_constraints(g)
199
+
200
+
201
+ test5_1 = StructTest5(bounds=[(-512, 512), (-512, 512)],
202
+ expected_fun=[-959.64066272085051],
203
+ expected_x=[512., 404.23180542])
204
+
205
+
206
+ class StructTestLJ(StructTestFunction):
207
+ """
208
+ LennardJones objective function. Used to test symmetry constraints
209
+ settings.
210
+ """
211
+
212
+ def f(self, x, *args):
213
+ print(f'x = {x}')
214
+ self.N = args[0]
215
+ k = int(self.N / 3)
216
+ s = 0.0
217
+
218
+ for i in range(k - 1):
219
+ for j in range(i + 1, k):
220
+ a = 3 * i
221
+ b = 3 * j
222
+ xd = x[a] - x[b]
223
+ yd = x[a + 1] - x[b + 1]
224
+ zd = x[a + 2] - x[b + 2]
225
+ ed = xd * xd + yd * yd + zd * zd
226
+ ud = ed * ed * ed
227
+ if ed > 0.0:
228
+ s += (1.0 / ud - 2.0) / ud
229
+
230
+ return s
231
+
232
+ g = None
233
+ cons = wrap_constraints(g)
234
+
235
+
236
+ N = 6
237
+ boundsLJ = list(zip([-4.0] * 6, [4.0] * 6))
238
+
239
+ testLJ = StructTestLJ(bounds=boundsLJ,
240
+ expected_fun=[-1.0],
241
+ expected_x=None,
242
+ # expected_x=[-2.71247337e-08,
243
+ # -2.71247337e-08,
244
+ # -2.50000222e+00,
245
+ # -2.71247337e-08,
246
+ # -2.71247337e-08,
247
+ # -1.50000222e+00]
248
+ )
249
+
250
+
251
+ class StructTestS(StructTestFunction):
252
+ def f(self, x):
253
+ return ((x[0] - 0.5) ** 2 + (x[1] - 0.5) ** 2
254
+ + (x[2] - 0.5) ** 2 + (x[3] - 0.5) ** 2)
255
+
256
+ g = None
257
+ cons = wrap_constraints(g)
258
+
259
+
260
+ test_s = StructTestS(bounds=[(0, 2.0), ] * 4,
261
+ expected_fun=0.0,
262
+ expected_x=numpy.ones(4) - 0.5
263
+ )
264
+
265
+
266
+ class StructTestTable(StructTestFunction):
267
+ def f(self, x):
268
+ if x[0] == 3.0 and x[1] == 3.0:
269
+ return 50
270
+ else:
271
+ return 100
272
+
273
+ g = None
274
+ cons = wrap_constraints(g)
275
+
276
+
277
+ test_table = StructTestTable(bounds=[(-10, 10), (-10, 10)],
278
+ expected_fun=[50],
279
+ expected_x=[3.0, 3.0])
280
+
281
+
282
+ class StructTestInfeasible(StructTestFunction):
283
+ """
284
+ Test function with no feasible domain.
285
+ """
286
+
287
+ def f(self, x, *args):
288
+ return x[0] ** 2 + x[1] ** 2
289
+
290
+ def g1(x):
291
+ return x[0] + x[1] - 1
292
+
293
+ def g2(x):
294
+ return -(x[0] + x[1] - 1)
295
+
296
+ def g3(x):
297
+ return -x[0] + x[1] - 1
298
+
299
+ def g4(x):
300
+ return -(-x[0] + x[1] - 1)
301
+
302
+ g = (g1, g2, g3, g4)
303
+ cons = wrap_constraints(g)
304
+
305
+
306
+ test_infeasible = StructTestInfeasible(bounds=[(2, 50), (-1, 1)],
307
+ expected_fun=None,
308
+ expected_x=None
309
+ )
310
+
311
+
312
+ @pytest.mark.skip("Not a test")
313
+ def run_test(test, args=(), test_atol=1e-5, n=100, iters=None,
314
+ callback=None, minimizer_kwargs=None, options=None,
315
+ sampling_method='sobol', workers=1):
316
+ res = shgo(test.f, test.bounds, args=args, constraints=test.cons,
317
+ n=n, iters=iters, callback=callback,
318
+ minimizer_kwargs=minimizer_kwargs, options=options,
319
+ sampling_method=sampling_method, workers=workers)
320
+
321
+ print(f'res = {res}')
322
+ logging.info(f'res = {res}')
323
+ if test.expected_x is not None:
324
+ numpy.testing.assert_allclose(res.x, test.expected_x,
325
+ rtol=test_atol,
326
+ atol=test_atol)
327
+
328
+ # (Optional tests)
329
+ if test.expected_fun is not None:
330
+ numpy.testing.assert_allclose(res.fun,
331
+ test.expected_fun,
332
+ atol=test_atol)
333
+
334
+ if test.expected_xl is not None:
335
+ numpy.testing.assert_allclose(res.xl,
336
+ test.expected_xl,
337
+ atol=test_atol)
338
+
339
+ if test.expected_funl is not None:
340
+ numpy.testing.assert_allclose(res.funl,
341
+ test.expected_funl,
342
+ atol=test_atol)
343
+ return
344
+
345
+
346
+ # Base test functions:
347
+ class TestShgoSobolTestFunctions:
348
+ """
349
+ Global optimisation tests with Sobol sampling:
350
+ """
351
+
352
+ # Sobol algorithm
353
+ def test_f1_1_sobol(self):
354
+ """Multivariate test function 1:
355
+ x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]"""
356
+ run_test(test1_1)
357
+
358
+ def test_f1_2_sobol(self):
359
+ """Multivariate test function 1:
360
+ x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]"""
361
+ run_test(test1_2)
362
+
363
+ def test_f1_3_sobol(self):
364
+ """Multivariate test function 1:
365
+ x[0]**2 + x[1]**2 with bounds=[(None, None),(None, None)]"""
366
+ options = {'disp': True}
367
+ run_test(test1_3, options=options)
368
+
369
+ def test_f2_1_sobol(self):
370
+ """Univariate test function on
371
+ f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]"""
372
+ run_test(test2_1)
373
+
374
+ def test_f2_2_sobol(self):
375
+ """Univariate test function on
376
+ f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]"""
377
+ run_test(test2_2)
378
+
379
+ def test_f3_sobol(self):
380
+ """NLP: Hock and Schittkowski problem 18"""
381
+ run_test(test3_1)
382
+
383
+ @pytest.mark.slow
384
+ def test_f4_sobol(self):
385
+ """NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)"""
386
+ options = {'infty_constraints': False}
387
+ # run_test(test4_1, n=990, options=options)
388
+ run_test(test4_1, n=990 * 2, options=options)
389
+
390
+ def test_f5_1_sobol(self):
391
+ """NLP: Eggholder, multimodal"""
392
+ # run_test(test5_1, n=30)
393
+ run_test(test5_1, n=60)
394
+
395
+ def test_f5_2_sobol(self):
396
+ """NLP: Eggholder, multimodal"""
397
+ # run_test(test5_1, n=60, iters=5)
398
+ run_test(test5_1, n=60, iters=5)
399
+
400
+ # def test_t911(self):
401
+ # """1D tabletop function"""
402
+ # run_test(test11_1)
403
+
404
+
405
+ class TestShgoSimplicialTestFunctions:
406
+ """
407
+ Global optimisation tests with Simplicial sampling:
408
+ """
409
+
410
+ def test_f1_1_simplicial(self):
411
+ """Multivariate test function 1:
412
+ x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]"""
413
+ run_test(test1_1, n=1, sampling_method='simplicial')
414
+
415
+ def test_f1_2_simplicial(self):
416
+ """Multivariate test function 1:
417
+ x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]"""
418
+ run_test(test1_2, n=1, sampling_method='simplicial')
419
+
420
+ def test_f1_3_simplicial(self):
421
+ """Multivariate test function 1: x[0]**2 + x[1]**2
422
+ with bounds=[(None, None),(None, None)]"""
423
+ run_test(test1_3, n=5, sampling_method='simplicial')
424
+
425
+ def test_f2_1_simplicial(self):
426
+ """Univariate test function on
427
+ f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]"""
428
+ options = {'minimize_every_iter': False}
429
+ run_test(test2_1, n=200, iters=7, options=options,
430
+ sampling_method='simplicial')
431
+
432
+ def test_f2_2_simplicial(self):
433
+ """Univariate test function on
434
+ f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]"""
435
+ run_test(test2_2, n=1, sampling_method='simplicial')
436
+
437
+ def test_f3_simplicial(self):
438
+ """NLP: Hock and Schittkowski problem 18"""
439
+ run_test(test3_1, n=1, sampling_method='simplicial')
440
+
441
+ @pytest.mark.slow
442
+ def test_f4_simplicial(self):
443
+ """NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)"""
444
+ run_test(test4_1, n=1, sampling_method='simplicial')
445
+
446
+ def test_lj_symmetry_old(self):
447
+ """LJ: Symmetry-constrained test function"""
448
+ options = {'symmetry': True,
449
+ 'disp': True}
450
+ args = (6,) # Number of atoms
451
+ run_test(testLJ, args=args, n=300,
452
+ options=options, iters=1,
453
+ sampling_method='simplicial')
454
+
455
+ def test_f5_1_lj_symmetry(self):
456
+ """LJ: Symmetry constrained test function"""
457
+ options = {'symmetry': [0, ] * 6,
458
+ 'disp': True}
459
+ args = (6,) # No. of atoms
460
+
461
+ run_test(testLJ, args=args, n=300,
462
+ options=options, iters=1,
463
+ sampling_method='simplicial')
464
+
465
+ def test_f5_2_cons_symmetry(self):
466
+ """Symmetry constrained test function"""
467
+ options = {'symmetry': [0, 0],
468
+ 'disp': True}
469
+
470
+ run_test(test1_1, n=200,
471
+ options=options, iters=1,
472
+ sampling_method='simplicial')
473
+
474
+ def test_f5_3_cons_symmetry(self):
475
+ """Assymmetrically constrained test function"""
476
+ options = {'symmetry': [0, 0, 0, 3],
477
+ 'disp': True}
478
+
479
+ run_test(test_s, n=10000,
480
+ options=options,
481
+ iters=1,
482
+ sampling_method='simplicial')
483
+
484
+ @pytest.mark.skip("Not a test")
485
+ def test_f0_min_variance(self):
486
+ """Return a minimum on a perfectly symmetric problem, based on
487
+ gh10429"""
488
+ avg = 0.5 # Given average value of x
489
+ cons = {'type': 'eq', 'fun': lambda x: numpy.mean(x) - avg}
490
+
491
+ # Minimize the variance of x under the given constraint
492
+ res = shgo(numpy.var, bounds=6 * [(0, 1)], constraints=cons)
493
+ assert res.success
494
+ assert_allclose(res.fun, 0, atol=1e-15)
495
+ assert_allclose(res.x, 0.5)
496
+
497
+ @pytest.mark.skip("Not a test")
498
+ def test_f0_min_variance_1D(self):
499
+ """Return a minimum on a perfectly symmetric 1D problem, based on
500
+ gh10538"""
501
+
502
+ def fun(x):
503
+ return x * (x - 1.0) * (x - 0.5)
504
+
505
+ bounds = [(0, 1)]
506
+ res = shgo(fun, bounds=bounds)
507
+ ref = minimize_scalar(fun, bounds=bounds[0])
508
+ assert res.success
509
+ assert_allclose(res.fun, ref.fun)
510
+ assert_allclose(res.x, ref.x, rtol=1e-6)
511
+
512
+ # Argument test functions
513
+ class TestShgoArguments:
514
+ def test_1_1_simpl_iter(self):
515
+ """Iterative simplicial sampling on TestFunction 1 (multivariate)"""
516
+ run_test(test1_2, n=None, iters=2, sampling_method='simplicial')
517
+
518
+ def test_1_2_simpl_iter(self):
519
+ """Iterative simplicial on TestFunction 2 (univariate)"""
520
+ options = {'minimize_every_iter': False}
521
+ run_test(test2_1, n=None, iters=9, options=options,
522
+ sampling_method='simplicial')
523
+
524
+ def test_2_1_sobol_iter(self):
525
+ """Iterative Sobol sampling on TestFunction 1 (multivariate)"""
526
+ run_test(test1_2, n=None, iters=1, sampling_method='sobol')
527
+
528
+ def test_2_2_sobol_iter(self):
529
+ """Iterative Sobol sampling on TestFunction 2 (univariate)"""
530
+ res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
531
+ n=None, iters=1, sampling_method='sobol')
532
+
533
+ numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5,
534
+ atol=1e-5)
535
+ numpy.testing.assert_allclose(res.fun, test2_1.expected_fun, atol=1e-5)
536
+
537
+ def test_3_1_disp_simplicial(self):
538
+ """Iterative sampling on TestFunction 1 and 2 (multi and univariate)
539
+ """
540
+
541
+ def callback_func(x):
542
+ print("Local minimization callback test")
543
+
544
+ for test in [test1_1, test2_1]:
545
+ shgo(test.f, test.bounds, iters=1,
546
+ sampling_method='simplicial',
547
+ callback=callback_func, options={'disp': True})
548
+ shgo(test.f, test.bounds, n=1, sampling_method='simplicial',
549
+ callback=callback_func, options={'disp': True})
550
+
551
+ def test_3_2_disp_sobol(self):
552
+ """Iterative sampling on TestFunction 1 and 2 (multi and univariate)"""
553
+
554
+ def callback_func(x):
555
+ print("Local minimization callback test")
556
+
557
+ for test in [test1_1, test2_1]:
558
+ shgo(test.f, test.bounds, iters=1, sampling_method='sobol',
559
+ callback=callback_func, options={'disp': True})
560
+
561
+ shgo(test.f, test.bounds, n=1, sampling_method='simplicial',
562
+ callback=callback_func, options={'disp': True})
563
+
564
+ def test_args_gh14589(self):
565
+ """Using `args` used to cause `shgo` to fail; see #14589, #15986,
566
+ #16506"""
567
+ res = shgo(func=lambda x, y, z: x * z + y, bounds=[(0, 3)], args=(1, 2)
568
+ )
569
+ ref = shgo(func=lambda x: 2 * x + 1, bounds=[(0, 3)])
570
+ assert_allclose(res.fun, ref.fun)
571
+ assert_allclose(res.x, ref.x)
572
+
573
+ @pytest.mark.slow
574
+ def test_4_1_known_f_min(self):
575
+ """Test known function minima stopping criteria"""
576
+ # Specify known function value
577
+ options = {'f_min': test4_1.expected_fun,
578
+ 'f_tol': 1e-6,
579
+ 'minimize_every_iter': True}
580
+ # TODO: Make default n higher for faster tests
581
+ run_test(test4_1, n=None, test_atol=1e-5, options=options,
582
+ sampling_method='simplicial')
583
+
584
+ @pytest.mark.slow
585
+ def test_4_2_known_f_min(self):
586
+ """Test Global mode limiting local evaluations"""
587
+ options = { # Specify known function value
588
+ 'f_min': test4_1.expected_fun,
589
+ 'f_tol': 1e-6,
590
+ # Specify number of local iterations to perform
591
+ 'minimize_every_iter': True,
592
+ 'local_iter': 1}
593
+
594
+ run_test(test4_1, n=None, test_atol=1e-5, options=options,
595
+ sampling_method='simplicial')
596
+
597
+ def test_4_4_known_f_min(self):
598
+ """Test Global mode limiting local evaluations for 1D funcs"""
599
+ options = { # Specify known function value
600
+ 'f_min': test2_1.expected_fun,
601
+ 'f_tol': 1e-6,
602
+ # Specify number of local iterations to perform+
603
+ 'minimize_every_iter': True,
604
+ 'local_iter': 1,
605
+ 'infty_constraints': False}
606
+
607
+ res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
608
+ n=None, iters=None, options=options,
609
+ sampling_method='sobol')
610
+ numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5,
611
+ atol=1e-5)
612
+
613
+ def test_5_1_simplicial_argless(self):
614
+ """Test Default simplicial sampling settings on TestFunction 1"""
615
+ res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons)
616
+ numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5,
617
+ atol=1e-5)
618
+
619
+ def test_5_2_sobol_argless(self):
620
+ """Test Default sobol sampling settings on TestFunction 1"""
621
+ res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons,
622
+ sampling_method='sobol')
623
+ numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5,
624
+ atol=1e-5)
625
+
626
+ def test_6_1_simplicial_max_iter(self):
627
+ """Test that maximum iteration option works on TestFunction 3"""
628
+ options = {'max_iter': 2}
629
+ res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons,
630
+ options=options, sampling_method='simplicial')
631
+ numpy.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5,
632
+ atol=1e-5)
633
+ numpy.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5)
634
+
635
+ def test_6_2_simplicial_min_iter(self):
636
+ """Test that maximum iteration option works on TestFunction 3"""
637
+ options = {'min_iter': 2}
638
+ res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons,
639
+ options=options, sampling_method='simplicial')
640
+ numpy.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5,
641
+ atol=1e-5)
642
+ numpy.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5)
643
+
644
+ def test_7_1_minkwargs(self):
645
+ """Test the minimizer_kwargs arguments for solvers with constraints"""
646
+ # Test solvers
647
+ for solver in ['COBYLA', 'SLSQP']:
648
+ # Note that passing global constraints to SLSQP is tested in other
649
+ # unittests which run test4_1 normally
650
+ minimizer_kwargs = {'method': solver,
651
+ 'constraints': test3_1.cons}
652
+ run_test(test3_1, n=100, test_atol=1e-3,
653
+ minimizer_kwargs=minimizer_kwargs,
654
+ sampling_method='sobol')
655
+
656
+ def test_7_2_minkwargs(self):
657
+ """Test the minimizer_kwargs default inits"""
658
+ minimizer_kwargs = {'ftol': 1e-5}
659
+ options = {'disp': True} # For coverage purposes
660
+ SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0],
661
+ minimizer_kwargs=minimizer_kwargs, options=options)
662
+
663
+ def test_7_3_minkwargs(self):
664
+ """Test minimizer_kwargs arguments for solvers without constraints"""
665
+ for solver in ['Nelder-Mead', 'Powell', 'CG', 'BFGS', 'Newton-CG',
666
+ 'L-BFGS-B', 'TNC', 'dogleg', 'trust-ncg', 'trust-exact',
667
+ 'trust-krylov']:
668
+ def jac(x):
669
+ return numpy.array([2 * x[0], 2 * x[1]]).T
670
+
671
+ def hess(x):
672
+ return numpy.array([[2, 0], [0, 2]])
673
+
674
+ minimizer_kwargs = {'method': solver,
675
+ 'jac': jac,
676
+ 'hess': hess}
677
+ logging.info(f"Solver = {solver}")
678
+ logging.info("=" * 100)
679
+ run_test(test1_1, n=100, test_atol=1e-3,
680
+ minimizer_kwargs=minimizer_kwargs,
681
+ sampling_method='sobol')
682
+
683
+ def test_8_homology_group_diff(self):
684
+ options = {'minhgrd': 1,
685
+ 'minimize_every_iter': True}
686
+
687
+ run_test(test1_1, n=None, iters=None, options=options,
688
+ sampling_method='simplicial')
689
+
690
+ def test_9_cons_g(self):
691
+ """Test single function constraint passing"""
692
+ SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0])
693
+
694
+ @pytest.mark.xfail(IS_PYPY and sys.platform == 'win32',
695
+ reason="Failing and fix in PyPy not planned (see gh-18632)")
696
+ def test_10_finite_time(self):
697
+ """Test single function constraint passing"""
698
+ options = {'maxtime': 1e-15}
699
+
700
+ def f(x):
701
+ time.sleep(1e-14)
702
+ return 0.0
703
+
704
+ res = shgo(f, test1_1.bounds, iters=5, options=options)
705
+ # Assert that only 1 rather than 5 requested iterations ran:
706
+ assert res.nit == 1
707
+
708
+ def test_11_f_min_0(self):
709
+ """Test to cover the case where f_lowest == 0"""
710
+ options = {'f_min': 0.0,
711
+ 'disp': True}
712
+ res = shgo(test1_2.f, test1_2.bounds, n=10, iters=None,
713
+ options=options, sampling_method='sobol')
714
+ numpy.testing.assert_equal(0, res.x[0])
715
+ numpy.testing.assert_equal(0, res.x[1])
716
+
717
+ # @nottest
718
+ @pytest.mark.skip(reason="no way of currently testing this")
719
+ def test_12_sobol_inf_cons(self):
720
+ """Test to cover the case where f_lowest == 0"""
721
+ # TODO: This test doesn't cover anything new, it is unknown what the
722
+ # original test was intended for as it was never complete. Delete or
723
+ # replace in the future.
724
+ options = {'maxtime': 1e-15,
725
+ 'f_min': 0.0}
726
+ res = shgo(test1_2.f, test1_2.bounds, n=1, iters=None,
727
+ options=options, sampling_method='sobol')
728
+ numpy.testing.assert_equal(0.0, res.fun)
729
+
730
+ def test_13_high_sobol(self):
731
+ """Test init of high-dimensional sobol sequences"""
732
+
733
+ def f(x):
734
+ return 0
735
+
736
+ bounds = [(None, None), ] * 41
737
+ SHGOc = SHGO(f, bounds, sampling_method='sobol')
738
+ # SHGOc.sobol_points(2, 50)
739
+ SHGOc.sampling_function(2, 50)
740
+
741
+ def test_14_local_iter(self):
742
+ """Test limited local iterations for a pseudo-global mode"""
743
+ options = {'local_iter': 4}
744
+ run_test(test5_1, n=60, options=options)
745
+
746
+ def test_15_min_every_iter(self):
747
+ """Test minimize every iter options and cover function cache"""
748
+ options = {'minimize_every_iter': True}
749
+ run_test(test1_1, n=1, iters=7, options=options,
750
+ sampling_method='sobol')
751
+
752
+ def test_16_disp_bounds_minimizer(self, capsys):
753
+ """Test disp=True with minimizers that do not support bounds """
754
+ options = {'disp': True}
755
+ minimizer_kwargs = {'method': 'nelder-mead'}
756
+ run_test(test1_2, sampling_method='simplicial',
757
+ options=options, minimizer_kwargs=minimizer_kwargs)
758
+
759
+ def test_17_custom_sampling(self):
760
+ """Test the functionality to add custom sampling methods to shgo"""
761
+
762
+ def sample(n, d):
763
+ return numpy.random.uniform(size=(n, d))
764
+
765
+ run_test(test1_1, n=30, sampling_method=sample)
766
+
767
+ def test_18_bounds_class(self):
768
+ # test that new and old bounds yield same result
769
+ def f(x):
770
+ return numpy.square(x).sum()
771
+
772
+ lb = [-6., 1., -5.]
773
+ ub = [-1., 3., 5.]
774
+ bounds_old = list(zip(lb, ub))
775
+ bounds_new = Bounds(lb, ub)
776
+
777
+ res_old_bounds = shgo(f, bounds_old)
778
+ res_new_bounds = shgo(f, bounds_new)
779
+
780
+ assert res_new_bounds.nfev == res_old_bounds.nfev
781
+ assert res_new_bounds.message == res_old_bounds.message
782
+ assert res_new_bounds.success == res_old_bounds.success
783
+ x_opt = numpy.array([-1., 1., 0.])
784
+ numpy.testing.assert_allclose(res_new_bounds.x, x_opt)
785
+ numpy.testing.assert_allclose(res_new_bounds.x,
786
+ res_old_bounds.x)
787
+
788
+ def test_19_parallelization(self):
789
+ """Test the functionality to add custom sampling methods to shgo"""
790
+
791
+ with Pool(2) as p:
792
+ run_test(test1_1, n=30, workers=p.map) # Constrained
793
+ run_test(test1_1, n=30, workers=map) # Constrained
794
+ with Pool(2) as p:
795
+ run_test(test_s, n=30, workers=p.map) # Unconstrained
796
+ run_test(test_s, n=30, workers=map) # Unconstrained
797
+
798
+ def test_20_constrained_args(self):
799
+ """Test that constraints can be passed to arguments"""
800
+
801
+ def eggholder(x):
802
+ return (-(x[1] + 47.0)
803
+ * numpy.sin(numpy.sqrt(abs(x[0] / 2.0 + (x[1] + 47.0))))
804
+ - x[0] * numpy.sin(numpy.sqrt(abs(x[0] - (x[1] + 47.0))))
805
+ )
806
+
807
+ def f(x): # (cattle-feed)
808
+ return 24.55 * x[0] + 26.75 * x[1] + 39 * x[2] + 40.50 * x[3]
809
+
810
+ bounds = [(0, 1.0), ] * 4
811
+
812
+ def g1_modified(x, i):
813
+ return i * 2.3 * x[0] + i * 5.6 * x[1] + 11.1 * x[2] + 1.3 * x[
814
+ 3] - 5 # >=0
815
+
816
+ def g2(x):
817
+ return (12 * x[0] + 11.9 * x[1] + 41.8 * x[2] + 52.1 * x[3] - 21
818
+ - 1.645 * numpy.sqrt(0.28 * x[0] ** 2 + 0.19 * x[1] ** 2
819
+ + 20.5 * x[2] ** 2 + 0.62 * x[3] ** 2)
820
+ ) # >=0
821
+
822
+ def h1(x):
823
+ return x[0] + x[1] + x[2] + x[3] - 1 # == 0
824
+
825
+ cons = ({'type': 'ineq', 'fun': g1_modified, "args": (0,)},
826
+ {'type': 'ineq', 'fun': g2},
827
+ {'type': 'eq', 'fun': h1})
828
+
829
+ shgo(f, bounds, n=300, iters=1, constraints=cons)
830
+ # using constrain with arguments AND sampling method sobol
831
+ shgo(f, bounds, n=300, iters=1, constraints=cons,
832
+ sampling_method='sobol')
833
+
834
+ def test_21_1_jac_true(self):
835
+ """Test that shgo can handle objective functions that return the
836
+ gradient alongside the objective value. Fixes gh-13547"""
837
+ # previous
838
+ def func(x):
839
+ return numpy.sum(numpy.power(x, 2)), 2 * x
840
+
841
+ shgo(
842
+ func,
843
+ bounds=[[-1, 1], [1, 2]],
844
+ n=100, iters=5,
845
+ sampling_method="sobol",
846
+ minimizer_kwargs={'method': 'SLSQP', 'jac': True}
847
+ )
848
+
849
+ # new
850
+ def func(x):
851
+ return numpy.sum(x ** 2), 2 * x
852
+
853
+ bounds = [[-1, 1], [1, 2], [-1, 1], [1, 2], [0, 3]]
854
+
855
+ res = shgo(func, bounds=bounds, sampling_method="sobol",
856
+ minimizer_kwargs={'method': 'SLSQP', 'jac': True})
857
+ ref = minimize(func, x0=[1, 1, 1, 1, 1], bounds=bounds,
858
+ jac=True)
859
+ assert res.success
860
+ assert_allclose(res.fun, ref.fun)
861
+ assert_allclose(res.x, ref.x, atol=1e-15)
862
+
863
+ @pytest.mark.parametrize('derivative', ['jac', 'hess', 'hessp'])
864
+ def test_21_2_derivative_options(self, derivative):
865
+ """shgo used to raise an error when passing `options` with 'jac'
866
+ # see gh-12963. check that this is resolved
867
+ """
868
+
869
+ def objective(x):
870
+ return 3 * x[0] * x[0] + 2 * x[0] + 5
871
+
872
+ def gradient(x):
873
+ return 6 * x[0] + 2
874
+
875
+ def hess(x):
876
+ return 6
877
+
878
+ def hessp(x, p):
879
+ return 6 * p
880
+
881
+ derivative_funcs = {'jac': gradient, 'hess': hess, 'hessp': hessp}
882
+ options = {derivative: derivative_funcs[derivative]}
883
+ minimizer_kwargs = {'method': 'trust-constr'}
884
+
885
+ bounds = [(-100, 100)]
886
+ res = shgo(objective, bounds, minimizer_kwargs=minimizer_kwargs,
887
+ options=options)
888
+ ref = minimize(objective, x0=[0], bounds=bounds, **minimizer_kwargs,
889
+ **options)
890
+
891
+ assert res.success
892
+ numpy.testing.assert_allclose(res.fun, ref.fun)
893
+ numpy.testing.assert_allclose(res.x, ref.x)
894
+
895
+ def test_21_3_hess_options_rosen(self):
896
+ """Ensure the Hessian gets passed correctly to the local minimizer
897
+ routine. Previous report gh-14533.
898
+ """
899
+ bounds = [(0, 1.6), (0, 1.6), (0, 1.4), (0, 1.4), (0, 1.4)]
900
+ options = {'jac': rosen_der, 'hess': rosen_hess}
901
+ minimizer_kwargs = {'method': 'Newton-CG'}
902
+ res = shgo(rosen, bounds, minimizer_kwargs=minimizer_kwargs,
903
+ options=options)
904
+ ref = minimize(rosen, numpy.zeros(5), method='Newton-CG',
905
+ **options)
906
+ assert res.success
907
+ assert_allclose(res.fun, ref.fun)
908
+ assert_allclose(res.x, ref.x, atol=1e-15)
909
+
910
+ def test_21_arg_tuple_sobol(self):
911
+ """shgo used to raise an error when passing `args` with Sobol sampling
912
+ # see gh-12114. check that this is resolved"""
913
+
914
+ def fun(x, k):
915
+ return x[0] ** k
916
+
917
+ constraints = ({'type': 'ineq', 'fun': lambda x: x[0] - 1})
918
+
919
+ bounds = [(0, 10)]
920
+ res = shgo(fun, bounds, args=(1,), constraints=constraints,
921
+ sampling_method='sobol')
922
+ ref = minimize(fun, numpy.zeros(1), bounds=bounds, args=(1,),
923
+ constraints=constraints)
924
+ assert res.success
925
+ assert_allclose(res.fun, ref.fun)
926
+ assert_allclose(res.x, ref.x)
927
+
928
+
929
+ # Failure test functions
930
+ class TestShgoFailures:
931
+ def test_1_maxiter(self):
932
+ """Test failure on insufficient iterations"""
933
+ options = {'maxiter': 2}
934
+ res = shgo(test4_1.f, test4_1.bounds, n=2, iters=None,
935
+ options=options, sampling_method='sobol')
936
+
937
+ numpy.testing.assert_equal(False, res.success)
938
+ # numpy.testing.assert_equal(4, res.nfev)
939
+ numpy.testing.assert_equal(4, res.tnev)
940
+
941
+ def test_2_sampling(self):
942
+ """Rejection of unknown sampling method"""
943
+ assert_raises(ValueError, shgo, test1_1.f, test1_1.bounds,
944
+ sampling_method='not_Sobol')
945
+
946
+ def test_3_1_no_min_pool_sobol(self):
947
+ """Check that the routine stops when no minimiser is found
948
+ after maximum specified function evaluations"""
949
+ options = {'maxfev': 10,
950
+ # 'maxev': 10,
951
+ 'disp': True}
952
+ res = shgo(test_table.f, test_table.bounds, n=3, options=options,
953
+ sampling_method='sobol')
954
+ numpy.testing.assert_equal(False, res.success)
955
+ # numpy.testing.assert_equal(9, res.nfev)
956
+ numpy.testing.assert_equal(12, res.nfev)
957
+
958
+ def test_3_2_no_min_pool_simplicial(self):
959
+ """Check that the routine stops when no minimiser is found
960
+ after maximum specified sampling evaluations"""
961
+ options = {'maxev': 10,
962
+ 'disp': True}
963
+ res = shgo(test_table.f, test_table.bounds, n=3, options=options,
964
+ sampling_method='simplicial')
965
+ numpy.testing.assert_equal(False, res.success)
966
+
967
+ def test_4_1_bound_err(self):
968
+ """Specified bounds ub > lb"""
969
+ bounds = [(6, 3), (3, 5)]
970
+ assert_raises(ValueError, shgo, test1_1.f, bounds)
971
+
972
+ def test_4_2_bound_err(self):
973
+ """Specified bounds are of the form (lb, ub)"""
974
+ bounds = [(3, 5, 5), (3, 5)]
975
+ assert_raises(ValueError, shgo, test1_1.f, bounds)
976
+
977
+ def test_5_1_1_infeasible_sobol(self):
978
+ """Ensures the algorithm terminates on infeasible problems
979
+ after maxev is exceeded. Use infty constraints option"""
980
+ options = {'maxev': 100,
981
+ 'disp': True}
982
+
983
+ res = shgo(test_infeasible.f, test_infeasible.bounds,
984
+ constraints=test_infeasible.cons, n=100, options=options,
985
+ sampling_method='sobol')
986
+
987
+ numpy.testing.assert_equal(False, res.success)
988
+
989
+ def test_5_1_2_infeasible_sobol(self):
990
+ """Ensures the algorithm terminates on infeasible problems
991
+ after maxev is exceeded. Do not use infty constraints option"""
992
+ options = {'maxev': 100,
993
+ 'disp': True,
994
+ 'infty_constraints': False}
995
+
996
+ res = shgo(test_infeasible.f, test_infeasible.bounds,
997
+ constraints=test_infeasible.cons, n=100, options=options,
998
+ sampling_method='sobol')
999
+
1000
+ numpy.testing.assert_equal(False, res.success)
1001
+
1002
+ def test_5_2_infeasible_simplicial(self):
1003
+ """Ensures the algorithm terminates on infeasible problems
1004
+ after maxev is exceeded."""
1005
+ options = {'maxev': 1000,
1006
+ 'disp': False}
1007
+
1008
+ res = shgo(test_infeasible.f, test_infeasible.bounds,
1009
+ constraints=test_infeasible.cons, n=100, options=options,
1010
+ sampling_method='simplicial')
1011
+
1012
+ numpy.testing.assert_equal(False, res.success)
1013
+
1014
+ def test_6_1_lower_known_f_min(self):
1015
+ """Test Global mode limiting local evaluations with f* too high"""
1016
+ options = { # Specify known function value
1017
+ 'f_min': test2_1.expected_fun + 2.0,
1018
+ 'f_tol': 1e-6,
1019
+ # Specify number of local iterations to perform+
1020
+ 'minimize_every_iter': True,
1021
+ 'local_iter': 1,
1022
+ 'infty_constraints': False}
1023
+ args = (test2_1.f, test2_1.bounds)
1024
+ kwargs = {'constraints': test2_1.cons,
1025
+ 'n': None,
1026
+ 'iters': None,
1027
+ 'options': options,
1028
+ 'sampling_method': 'sobol'
1029
+ }
1030
+ warns(UserWarning, shgo, *args, **kwargs)
1031
+
1032
+ def test(self):
1033
+ from scipy.optimize import rosen, shgo
1034
+ bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
1035
+
1036
+ def fun(x):
1037
+ fun.nfev += 1
1038
+ return rosen(x)
1039
+
1040
+ fun.nfev = 0
1041
+
1042
+ result = shgo(fun, bounds)
1043
+ print(result.x, result.fun, fun.nfev) # 50
1044
+
1045
+
1046
+ # Returns
1047
+ class TestShgoReturns:
1048
+ def test_1_nfev_simplicial(self):
1049
+ bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
1050
+
1051
+ def fun(x):
1052
+ fun.nfev += 1
1053
+ return rosen(x)
1054
+
1055
+ fun.nfev = 0
1056
+
1057
+ result = shgo(fun, bounds)
1058
+ numpy.testing.assert_equal(fun.nfev, result.nfev)
1059
+
1060
+ def test_1_nfev_sobol(self):
1061
+ bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
1062
+
1063
+ def fun(x):
1064
+ fun.nfev += 1
1065
+ return rosen(x)
1066
+
1067
+ fun.nfev = 0
1068
+
1069
+ result = shgo(fun, bounds, sampling_method='sobol')
1070
+ numpy.testing.assert_equal(fun.nfev, result.nfev)
1071
+
1072
+
1073
+ def test_vector_constraint():
1074
+ # gh15514
1075
+ def quad(x):
1076
+ x = np.asarray(x)
1077
+ return [np.sum(x ** 2)]
1078
+
1079
+ nlc = NonlinearConstraint(quad, [2.2], [3])
1080
+ oldc = new_constraint_to_old(nlc, np.array([1.0, 1.0]))
1081
+
1082
+ res = shgo(rosen, [(0, 10), (0, 10)], constraints=oldc, sampling_method='sobol')
1083
+ assert np.all(np.sum((res.x)**2) >= 2.2)
1084
+ assert np.all(np.sum((res.x) ** 2) <= 3.0)
1085
+ assert res.success
1086
+
1087
+
1088
+ @pytest.mark.filterwarnings("ignore:delta_grad")
1089
+ def test_trust_constr():
1090
+ def quad(x):
1091
+ x = np.asarray(x)
1092
+ return [np.sum(x ** 2)]
1093
+
1094
+ nlc = NonlinearConstraint(quad, [2.6], [3])
1095
+ minimizer_kwargs = {'method': 'trust-constr'}
1096
+ # note that we don't supply the constraints in minimizer_kwargs,
1097
+ # so if the final result obeys the constraints we know that shgo
1098
+ # passed them on to 'trust-constr'
1099
+ res = shgo(
1100
+ rosen,
1101
+ [(0, 10), (0, 10)],
1102
+ constraints=nlc,
1103
+ sampling_method='sobol',
1104
+ minimizer_kwargs=minimizer_kwargs
1105
+ )
1106
+ assert np.all(np.sum((res.x)**2) >= 2.6)
1107
+ assert np.all(np.sum((res.x) ** 2) <= 3.0)
1108
+ assert res.success
1109
+
1110
+
1111
+ def test_equality_constraints():
1112
+ # gh16260
1113
+ bounds = [(0.9, 4.0)] * 2 # Constrain probabilities to 0 and 1.
1114
+
1115
+ def faulty(x):
1116
+ return x[0] + x[1]
1117
+
1118
+ nlc = NonlinearConstraint(faulty, 3.9, 3.9)
1119
+ res = shgo(rosen, bounds=bounds, constraints=nlc)
1120
+ assert_allclose(np.sum(res.x), 3.9)
1121
+
1122
+ def faulty(x):
1123
+ return x[0] + x[1] - 3.9
1124
+
1125
+ constraints = {'type': 'eq', 'fun': faulty}
1126
+ res = shgo(rosen, bounds=bounds, constraints=constraints)
1127
+ assert_allclose(np.sum(res.x), 3.9)
1128
+
1129
+ bounds = [(0, 1.0)] * 4
1130
+ # sum of variable should equal 1.
1131
+ def faulty(x):
1132
+ return x[0] + x[1] + x[2] + x[3] - 1
1133
+
1134
+ # options = {'minimize_every_iter': True, 'local_iter':10}
1135
+ constraints = {'type': 'eq', 'fun': faulty}
1136
+ res = shgo(
1137
+ lambda x: - np.prod(x),
1138
+ bounds=bounds,
1139
+ constraints=constraints,
1140
+ sampling_method='sobol'
1141
+ )
1142
+ assert_allclose(np.sum(res.x), 1.0)
1143
+
1144
+ def test_gh16971():
1145
+ def cons(x):
1146
+ return np.sum(x**2) - 0
1147
+
1148
+ c = {'fun': cons, 'type': 'ineq'}
1149
+ minimizer_kwargs = {
1150
+ 'method': 'COBYLA',
1151
+ 'options': {'rhobeg': 5, 'tol': 5e-1, 'catol': 0.05}
1152
+ }
1153
+
1154
+ s = SHGO(
1155
+ rosen, [(0, 10)]*2, constraints=c, minimizer_kwargs=minimizer_kwargs
1156
+ )
1157
+
1158
+ assert s.minimizer_kwargs['method'].lower() == 'cobyla'
1159
+ assert s.minimizer_kwargs['options']['catol'] == 0.05
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test__spectral.py ADDED
@@ -0,0 +1,226 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import itertools
2
+
3
+ import numpy as np
4
+ from numpy import exp
5
+ from numpy.testing import assert_, assert_equal
6
+
7
+ from scipy.optimize import root
8
+
9
+
10
+ def test_performance():
11
+ # Compare performance results to those listed in
12
+ # [Cheng & Li, IMA J. Num. An. 29, 814 (2008)]
13
+ # and
14
+ # [W. La Cruz, J.M. Martinez, M. Raydan, Math. Comp. 75, 1429 (2006)].
15
+ # and those produced by dfsane.f from M. Raydan's website.
16
+ #
17
+ # Where the results disagree, the largest limits are taken.
18
+
19
+ e_a = 1e-5
20
+ e_r = 1e-4
21
+
22
+ table_1 = [
23
+ dict(F=F_1, x0=x0_1, n=1000, nit=5, nfev=5),
24
+ dict(F=F_1, x0=x0_1, n=10000, nit=2, nfev=2),
25
+ dict(F=F_2, x0=x0_2, n=500, nit=11, nfev=11),
26
+ dict(F=F_2, x0=x0_2, n=2000, nit=11, nfev=11),
27
+ # dict(F=F_4, x0=x0_4, n=999, nit=243, nfev=1188) removed:
28
+ # too sensitive to rounding errors
29
+ # Results from dfsane.f; papers list nit=3, nfev=3
30
+ dict(F=F_6, x0=x0_6, n=100, nit=6, nfev=6),
31
+ # Must have n%3==0, typo in papers?
32
+ dict(F=F_7, x0=x0_7, n=99, nit=23, nfev=29),
33
+ # Must have n%3==0, typo in papers?
34
+ dict(F=F_7, x0=x0_7, n=999, nit=23, nfev=29),
35
+ # Results from dfsane.f; papers list nit=nfev=6?
36
+ dict(F=F_9, x0=x0_9, n=100, nit=12, nfev=18),
37
+ dict(F=F_9, x0=x0_9, n=1000, nit=12, nfev=18),
38
+ # Results from dfsane.f; papers list nit=2, nfev=12
39
+ dict(F=F_10, x0=x0_10, n=1000, nit=5, nfev=5),
40
+ ]
41
+
42
+ # Check also scaling invariance
43
+ for xscale, yscale, line_search in itertools.product(
44
+ [1.0, 1e-10, 1e10], [1.0, 1e-10, 1e10], ['cruz', 'cheng']
45
+ ):
46
+ for problem in table_1:
47
+ n = problem['n']
48
+ def func(x, n):
49
+ return yscale * problem['F'](x / xscale, n)
50
+ args = (n,)
51
+ x0 = problem['x0'](n) * xscale
52
+
53
+ fatol = np.sqrt(n) * e_a * yscale + e_r * np.linalg.norm(func(x0, n))
54
+
55
+ sigma_eps = 1e-10 * min(yscale/xscale, xscale/yscale)
56
+ sigma_0 = xscale/yscale
57
+
58
+ with np.errstate(over='ignore'):
59
+ sol = root(func, x0, args=args,
60
+ options=dict(ftol=0, fatol=fatol, maxfev=problem['nfev'] + 1,
61
+ sigma_0=sigma_0, sigma_eps=sigma_eps,
62
+ line_search=line_search),
63
+ method='DF-SANE')
64
+
65
+ err_msg = repr(
66
+ [xscale, yscale, line_search, problem, np.linalg.norm(func(sol.x, n)),
67
+ fatol, sol.success, sol.nit, sol.nfev]
68
+ )
69
+ assert sol.success, err_msg
70
+ # nfev+1: dfsane.f doesn't count first eval
71
+ assert sol.nfev <= problem['nfev'] + 1, err_msg
72
+ assert sol.nit <= problem['nit'], err_msg
73
+ assert np.linalg.norm(func(sol.x, n)) <= fatol, err_msg
74
+
75
+
76
+ def test_complex():
77
+ def func(z):
78
+ return z**2 - 1 + 2j
79
+ x0 = 2.0j
80
+
81
+ ftol = 1e-4
82
+ sol = root(func, x0, tol=ftol, method='DF-SANE')
83
+
84
+ assert_(sol.success)
85
+
86
+ f0 = np.linalg.norm(func(x0))
87
+ fx = np.linalg.norm(func(sol.x))
88
+ assert_(fx <= ftol*f0)
89
+
90
+
91
+ def test_linear_definite():
92
+ # The DF-SANE paper proves convergence for "strongly isolated"
93
+ # solutions.
94
+ #
95
+ # For linear systems F(x) = A x - b = 0, with A positive or
96
+ # negative definite, the solution is strongly isolated.
97
+
98
+ def check_solvability(A, b, line_search='cruz'):
99
+ def func(x):
100
+ return A.dot(x) - b
101
+ xp = np.linalg.solve(A, b)
102
+ eps = np.linalg.norm(func(xp)) * 1e3
103
+ sol = root(
104
+ func, b,
105
+ options=dict(fatol=eps, ftol=0, maxfev=17523, line_search=line_search),
106
+ method='DF-SANE',
107
+ )
108
+ assert_(sol.success)
109
+ assert_(np.linalg.norm(func(sol.x)) <= eps)
110
+
111
+ n = 90
112
+
113
+ # Test linear pos.def. system
114
+ np.random.seed(1234)
115
+ A = np.arange(n*n).reshape(n, n)
116
+ A = A + n*n * np.diag(1 + np.arange(n))
117
+ assert_(np.linalg.eigvals(A).min() > 0)
118
+ b = np.arange(n) * 1.0
119
+ check_solvability(A, b, 'cruz')
120
+ check_solvability(A, b, 'cheng')
121
+
122
+ # Test linear neg.def. system
123
+ check_solvability(-A, b, 'cruz')
124
+ check_solvability(-A, b, 'cheng')
125
+
126
+
127
+ def test_shape():
128
+ def f(x, arg):
129
+ return x - arg
130
+
131
+ for dt in [float, complex]:
132
+ x = np.zeros([2,2])
133
+ arg = np.ones([2,2], dtype=dt)
134
+
135
+ sol = root(f, x, args=(arg,), method='DF-SANE')
136
+ assert_(sol.success)
137
+ assert_equal(sol.x.shape, x.shape)
138
+
139
+
140
+ # Some of the test functions and initial guesses listed in
141
+ # [W. La Cruz, M. Raydan. Optimization Methods and Software, 18, 583 (2003)]
142
+
143
+ def F_1(x, n):
144
+ g = np.zeros([n])
145
+ i = np.arange(2, n+1)
146
+ g[0] = exp(x[0] - 1) - 1
147
+ g[1:] = i*(exp(x[1:] - 1) - x[1:])
148
+ return g
149
+
150
+ def x0_1(n):
151
+ x0 = np.empty([n])
152
+ x0.fill(n/(n-1))
153
+ return x0
154
+
155
+ def F_2(x, n):
156
+ g = np.zeros([n])
157
+ i = np.arange(2, n+1)
158
+ g[0] = exp(x[0]) - 1
159
+ g[1:] = 0.1*i*(exp(x[1:]) + x[:-1] - 1)
160
+ return g
161
+
162
+ def x0_2(n):
163
+ x0 = np.empty([n])
164
+ x0.fill(1/n**2)
165
+ return x0
166
+
167
+
168
+ def F_4(x, n): # skip name check
169
+ assert_equal(n % 3, 0)
170
+ g = np.zeros([n])
171
+ # Note: the first line is typoed in some of the references;
172
+ # correct in original [Gasparo, Optimization Meth. 13, 79 (2000)]
173
+ g[::3] = 0.6 * x[::3] + 1.6 * x[1::3]**3 - 7.2 * x[1::3]**2 + 9.6 * x[1::3] - 4.8
174
+ g[1::3] = (0.48 * x[::3] - 0.72 * x[1::3]**3 + 3.24 * x[1::3]**2 - 4.32 * x[1::3]
175
+ - x[2::3] + 0.2 * x[2::3]**3 + 2.16)
176
+ g[2::3] = 1.25 * x[2::3] - 0.25*x[2::3]**3
177
+ return g
178
+
179
+
180
+ def x0_4(n): # skip name check
181
+ assert_equal(n % 3, 0)
182
+ x0 = np.array([-1, 1/2, -1] * (n//3))
183
+ return x0
184
+
185
+ def F_6(x, n):
186
+ c = 0.9
187
+ mu = (np.arange(1, n+1) - 0.5)/n
188
+ return x - 1/(1 - c/(2*n) * (mu[:,None]*x / (mu[:,None] + mu)).sum(axis=1))
189
+
190
+ def x0_6(n):
191
+ return np.ones([n])
192
+
193
+ def F_7(x, n):
194
+ assert_equal(n % 3, 0)
195
+
196
+ def phi(t):
197
+ v = 0.5*t - 2
198
+ v[t > -1] = ((-592*t**3 + 888*t**2 + 4551*t - 1924)/1998)[t > -1]
199
+ v[t >= 2] = (0.5*t + 2)[t >= 2]
200
+ return v
201
+ g = np.zeros([n])
202
+ g[::3] = 1e4 * x[1::3]**2 - 1
203
+ g[1::3] = exp(-x[::3]) + exp(-x[1::3]) - 1.0001
204
+ g[2::3] = phi(x[2::3])
205
+ return g
206
+
207
+ def x0_7(n):
208
+ assert_equal(n % 3, 0)
209
+ return np.array([1e-3, 18, 1] * (n//3))
210
+
211
+ def F_9(x, n):
212
+ g = np.zeros([n])
213
+ i = np.arange(2, n)
214
+ g[0] = x[0]**3/3 + x[1]**2/2
215
+ g[1:-1] = -x[1:-1]**2/2 + i*x[1:-1]**3/3 + x[2:]**2/2
216
+ g[-1] = -x[-1]**2/2 + n*x[-1]**3/3
217
+ return g
218
+
219
+ def x0_9(n):
220
+ return np.ones([n])
221
+
222
+ def F_10(x, n):
223
+ return np.log(1 + x) - x/n
224
+
225
+ def x0_10(n):
226
+ return np.ones([n])
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_bracket.py ADDED
@@ -0,0 +1,780 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+
3
+ import numpy as np
4
+ from numpy.testing import assert_array_less, assert_allclose, assert_equal
5
+
6
+ from scipy.optimize._bracket import _bracket_root, _bracket_minimum, _ELIMITS
7
+ import scipy._lib._elementwise_iterative_method as eim
8
+ from scipy import stats
9
+
10
+ class TestBracketRoot:
11
+ @pytest.mark.parametrize("seed", (615655101, 3141866013, 238075752))
12
+ @pytest.mark.parametrize("use_xmin", (False, True))
13
+ @pytest.mark.parametrize("other_side", (False, True))
14
+ @pytest.mark.parametrize("fix_one_side", (False, True))
15
+ def test_nfev_expected(self, seed, use_xmin, other_side, fix_one_side):
16
+ # Property-based test to confirm that _bracket_root is behaving as
17
+ # expected. The basic case is when root < a < b.
18
+ # The number of times bracket expands (per side) can be found by
19
+ # setting the expression for the left endpoint of the bracket to the
20
+ # root of f (x=0), solving for i, and rounding up. The corresponding
21
+ # lower and upper ends of the bracket are found by plugging this back
22
+ # into the expression for the ends of the bracket.
23
+ # `other_side=True` is the case that a < b < root
24
+ # Special cases like a < root < b are tested separately
25
+
26
+ rng = np.random.default_rng(seed)
27
+ xl0, d, factor = rng.random(size=3) * [1e5, 10, 5]
28
+ factor = 1 + factor # factor must be greater than 1
29
+ xr0 = xl0 + d # xr0 must be greater than a in basic case
30
+
31
+ def f(x):
32
+ f.count += 1
33
+ return x # root is 0
34
+
35
+ if use_xmin:
36
+ xmin = -rng.random()
37
+ n = np.ceil(np.log(-(xl0 - xmin) / xmin) / np.log(factor))
38
+ l, u = xmin + (xl0 - xmin)*factor**-n, xmin + (xl0 - xmin)*factor**-(n - 1)
39
+ kwargs = dict(xl0=xl0, xr0=xr0, factor=factor, xmin=xmin)
40
+ else:
41
+ n = np.ceil(np.log(xr0/d) / np.log(factor))
42
+ l, u = xr0 - d*factor**n, xr0 - d*factor**(n-1)
43
+ kwargs = dict(xl0=xl0, xr0=xr0, factor=factor)
44
+
45
+ if other_side:
46
+ kwargs['xl0'], kwargs['xr0'] = -kwargs['xr0'], -kwargs['xl0']
47
+ l, u = -u, -l
48
+ if 'xmin' in kwargs:
49
+ kwargs['xmax'] = -kwargs.pop('xmin')
50
+
51
+ if fix_one_side:
52
+ if other_side:
53
+ kwargs['xmin'] = -xr0
54
+ else:
55
+ kwargs['xmax'] = xr0
56
+
57
+ f.count = 0
58
+ res = _bracket_root(f, **kwargs)
59
+
60
+ # Compare reported number of function evaluations `nfev` against
61
+ # reported `nit`, actual function call count `f.count`, and theoretical
62
+ # number of expansions `n`.
63
+ # When both sides are free, these get multiplied by 2 because function
64
+ # is evaluated on the left and the right each iteration.
65
+ # When one side is fixed, however, we add one: on the right side, the
66
+ # function gets evaluated once at b.
67
+ # Add 1 to `n` and `res.nit` because function evaluations occur at
68
+ # iterations *0*, 1, ..., `n`. Subtract 1 from `f.count` because
69
+ # function is called separately for left and right in iteration 0.
70
+ if not fix_one_side:
71
+ assert res.nfev == 2*(res.nit+1) == 2*(f.count-1) == 2*(n + 1)
72
+ else:
73
+ assert res.nfev == (res.nit+1)+1 == (f.count-1)+1 == (n+1)+1
74
+
75
+ # Compare reported bracket to theoretical bracket and reported function
76
+ # values to function evaluated at bracket.
77
+ bracket = np.asarray([res.xl, res.xr])
78
+ assert_allclose(bracket, (l, u))
79
+ f_bracket = np.asarray([res.fl, res.fr])
80
+ assert_allclose(f_bracket, f(bracket))
81
+
82
+ # Check that bracket is valid and that status and success are correct
83
+ assert res.xr > res.xl
84
+ signs = np.sign(f_bracket)
85
+ assert signs[0] == -signs[1]
86
+ assert res.status == 0
87
+ assert res.success
88
+
89
+ def f(self, q, p):
90
+ return stats.norm.cdf(q) - p
91
+
92
+ @pytest.mark.parametrize('p', [0.6, np.linspace(0.05, 0.95, 10)])
93
+ @pytest.mark.parametrize('xmin', [-5, None])
94
+ @pytest.mark.parametrize('xmax', [5, None])
95
+ @pytest.mark.parametrize('factor', [1.2, 2])
96
+ def test_basic(self, p, xmin, xmax, factor):
97
+ # Test basic functionality to bracket root (distribution PPF)
98
+ res = _bracket_root(self.f, -0.01, 0.01, xmin=xmin, xmax=xmax,
99
+ factor=factor, args=(p,))
100
+ assert_equal(-np.sign(res.fl), np.sign(res.fr))
101
+
102
+ @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
103
+ def test_vectorization(self, shape):
104
+ # Test for correct functionality, output shapes, and dtypes for various
105
+ # input shapes.
106
+ p = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
107
+ args = (p,)
108
+ maxiter = 10
109
+
110
+ @np.vectorize
111
+ def bracket_root_single(xl0, xr0, xmin, xmax, factor, p):
112
+ return _bracket_root(self.f, xl0, xr0, xmin=xmin, xmax=xmax,
113
+ factor=factor, args=(p,),
114
+ maxiter=maxiter)
115
+
116
+ def f(*args, **kwargs):
117
+ f.f_evals += 1
118
+ return self.f(*args, **kwargs)
119
+ f.f_evals = 0
120
+
121
+ rng = np.random.default_rng(2348234)
122
+ xl0 = -rng.random(size=shape)
123
+ xr0 = rng.random(size=shape)
124
+ xmin, xmax = 1e3*xl0, 1e3*xr0
125
+ if shape: # make some elements un
126
+ i = rng.random(size=shape) > 0.5
127
+ xmin[i], xmax[i] = -np.inf, np.inf
128
+ factor = rng.random(size=shape) + 1.5
129
+ res = _bracket_root(f, xl0, xr0, xmin=xmin, xmax=xmax, factor=factor,
130
+ args=args, maxiter=maxiter)
131
+ refs = bracket_root_single(xl0, xr0, xmin, xmax, factor, p).ravel()
132
+
133
+ attrs = ['xl', 'xr', 'fl', 'fr', 'success', 'nfev', 'nit']
134
+ for attr in attrs:
135
+ ref_attr = [getattr(ref, attr) for ref in refs]
136
+ res_attr = getattr(res, attr)
137
+ assert_allclose(res_attr.ravel(), ref_attr)
138
+ assert_equal(res_attr.shape, shape)
139
+
140
+ assert np.issubdtype(res.success.dtype, np.bool_)
141
+ if shape:
142
+ assert np.all(res.success[1:-1])
143
+ assert np.issubdtype(res.status.dtype, np.integer)
144
+ assert np.issubdtype(res.nfev.dtype, np.integer)
145
+ assert np.issubdtype(res.nit.dtype, np.integer)
146
+ assert_equal(np.max(res.nit), f.f_evals - 2)
147
+ assert_array_less(res.xl, res.xr)
148
+ assert_allclose(res.fl, self.f(res.xl, *args))
149
+ assert_allclose(res.fr, self.f(res.xr, *args))
150
+
151
+ def test_flags(self):
152
+ # Test cases that should produce different status flags; show that all
153
+ # can be produced simultaneously.
154
+ def f(xs, js):
155
+ funcs = [lambda x: x - 1.5,
156
+ lambda x: x - 1000,
157
+ lambda x: x - 1000,
158
+ lambda x: np.nan]
159
+
160
+ return [funcs[j](x) for x, j in zip(xs, js)]
161
+
162
+ args = (np.arange(4, dtype=np.int64),)
163
+ res = _bracket_root(f, xl0=[-1, -1, -1, -1], xr0=[1, 1, 1, 1],
164
+ xmin=[-np.inf, -1, -np.inf, -np.inf],
165
+ xmax=[np.inf, 1, np.inf, np.inf],
166
+ args=args, maxiter=3)
167
+
168
+ ref_flags = np.array([eim._ECONVERGED,
169
+ _ELIMITS,
170
+ eim._ECONVERR,
171
+ eim._EVALUEERR])
172
+ assert_equal(res.status, ref_flags)
173
+
174
+ @pytest.mark.parametrize("root", (0.622, [0.622, 0.623]))
175
+ @pytest.mark.parametrize('xmin', [-5, None])
176
+ @pytest.mark.parametrize('xmax', [5, None])
177
+ @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
178
+ def test_dtype(self, root, xmin, xmax, dtype):
179
+ # Test that dtypes are preserved
180
+
181
+ xmin = xmin if xmin is None else dtype(xmin)
182
+ xmax = xmax if xmax is None else dtype(xmax)
183
+ root = dtype(root)
184
+ def f(x, root):
185
+ return ((x - root) ** 3).astype(dtype)
186
+
187
+ bracket = np.asarray([-0.01, 0.01], dtype=dtype)
188
+ res = _bracket_root(f, *bracket, xmin=xmin, xmax=xmax, args=(root,))
189
+ assert np.all(res.success)
190
+ assert res.xl.dtype == res.xr.dtype == dtype
191
+ assert res.fl.dtype == res.fr.dtype == dtype
192
+
193
+ def test_input_validation(self):
194
+ # Test input validation for appropriate error messages
195
+
196
+ message = '`func` must be callable.'
197
+ with pytest.raises(ValueError, match=message):
198
+ _bracket_root(None, -4, 4)
199
+
200
+ message = '...must be numeric and real.'
201
+ with pytest.raises(ValueError, match=message):
202
+ _bracket_root(lambda x: x, -4+1j, 4)
203
+ with pytest.raises(ValueError, match=message):
204
+ _bracket_root(lambda x: x, -4, 'hello')
205
+ with pytest.raises(ValueError, match=message):
206
+ _bracket_root(lambda x: x, -4, 4, xmin=np)
207
+ with pytest.raises(ValueError, match=message):
208
+ _bracket_root(lambda x: x, -4, 4, xmax=object())
209
+ with pytest.raises(ValueError, match=message):
210
+ _bracket_root(lambda x: x, -4, 4, factor=sum)
211
+
212
+ message = "All elements of `factor` must be greater than 1."
213
+ with pytest.raises(ValueError, match=message):
214
+ _bracket_root(lambda x: x, -4, 4, factor=0.5)
215
+
216
+ message = '`xmin <= xl0 < xr0 <= xmax` must be True'
217
+ with pytest.raises(ValueError, match=message):
218
+ _bracket_root(lambda x: x, 4, -4)
219
+ with pytest.raises(ValueError, match=message):
220
+ _bracket_root(lambda x: x, -4, 4, xmax=np.nan)
221
+ with pytest.raises(ValueError, match=message):
222
+ _bracket_root(lambda x: x, -4, 4, xmin=10)
223
+
224
+ message = "shape mismatch: objects cannot be broadcast"
225
+ # raised by `np.broadcast, but the traceback is readable IMO
226
+ with pytest.raises(ValueError, match=message):
227
+ _bracket_root(lambda x: x, [-2, -3], [3, 4, 5])
228
+ # Consider making this give a more readable error message
229
+ # with pytest.raises(ValueError, match=message):
230
+ # _bracket_root(lambda x: [x[0], x[1], x[1]], [-3, -3], [5, 5])
231
+
232
+ message = '`maxiter` must be a non-negative integer.'
233
+ with pytest.raises(ValueError, match=message):
234
+ _bracket_root(lambda x: x, -4, 4, maxiter=1.5)
235
+ with pytest.raises(ValueError, match=message):
236
+ _bracket_root(lambda x: x, -4, 4, maxiter=-1)
237
+
238
+ def test_special_cases(self):
239
+ # Test edge cases and other special cases
240
+
241
+ # Test that integers are not passed to `f`
242
+ # (otherwise this would overflow)
243
+ def f(x):
244
+ assert np.issubdtype(x.dtype, np.floating)
245
+ return x ** 99 - 1
246
+
247
+ res = _bracket_root(f, -7, 5)
248
+ assert res.success
249
+
250
+ # Test maxiter = 0. Should do nothing to bracket.
251
+ def f(x):
252
+ return x - 10
253
+
254
+ bracket = (-3, 5)
255
+ res = _bracket_root(f, *bracket, maxiter=0)
256
+ assert res.xl, res.xr == bracket
257
+ assert res.nit == 0
258
+ assert res.nfev == 2
259
+ assert res.status == -2
260
+
261
+ # Test scalar `args` (not in tuple)
262
+ def f(x, c):
263
+ return c*x - 1
264
+
265
+ res = _bracket_root(f, -1, 1, args=3)
266
+ assert res.success
267
+ assert_allclose(res.fl, f(res.xl, 3))
268
+
269
+ # Test other edge cases
270
+
271
+ def f(x):
272
+ f.count += 1
273
+ return x
274
+
275
+ # 1. root lies within guess of bracket
276
+ f.count = 0
277
+ _bracket_root(f, -10, 20)
278
+ assert_equal(f.count, 2)
279
+
280
+ # 2. bracket endpoint hits root exactly
281
+ f.count = 0
282
+ res = _bracket_root(f, 5, 10, factor=2)
283
+ bracket = (res.xl, res.xr)
284
+ assert_equal(res.nfev, 4)
285
+ assert_allclose(bracket, (0, 5), atol=1e-15)
286
+
287
+ # 3. bracket limit hits root exactly
288
+ with np.errstate(over='ignore'):
289
+ res = _bracket_root(f, 5, 10, xmin=0)
290
+ bracket = (res.xl, res.xr)
291
+ assert_allclose(bracket[0], 0, atol=1e-15)
292
+ with np.errstate(over='ignore'):
293
+ res = _bracket_root(f, -10, -5, xmax=0)
294
+ bracket = (res.xl, res.xr)
295
+ assert_allclose(bracket[1], 0, atol=1e-15)
296
+
297
+ # 4. bracket not within min, max
298
+ with np.errstate(over='ignore'):
299
+ res = _bracket_root(f, 5, 10, xmin=1)
300
+ assert not res.success
301
+
302
+
303
+ class TestBracketMinimum:
304
+ def init_f(self):
305
+ def f(x, a, b):
306
+ f.count += 1
307
+ return (x - a)**2 + b
308
+ f.count = 0
309
+ return f
310
+
311
+ def assert_valid_bracket(self, result):
312
+ assert np.all(
313
+ (result.xl < result.xm) & (result.xm < result.xr)
314
+ )
315
+ assert np.all(
316
+ (result.fl >= result.fm) & (result.fr > result.fm)
317
+ | (result.fl > result.fm) & (result.fr > result.fm)
318
+ )
319
+
320
+ def get_kwargs(
321
+ self, *, xl0=None, xr0=None, factor=None, xmin=None, xmax=None, args=()
322
+ ):
323
+ names = ("xl0", "xr0", "xmin", "xmax", "factor", "args")
324
+ return {
325
+ name: val for name, val in zip(names, (xl0, xr0, xmin, xmax, factor, args))
326
+ if isinstance(val, np.ndarray) or np.isscalar(val)
327
+ or val not in [None, ()]
328
+ }
329
+
330
+ @pytest.mark.parametrize(
331
+ "seed",
332
+ (
333
+ 307448016549685229886351382450158984917,
334
+ 11650702770735516532954347931959000479,
335
+ 113767103358505514764278732330028568336,
336
+ )
337
+ )
338
+ @pytest.mark.parametrize("use_xmin", (False, True))
339
+ @pytest.mark.parametrize("other_side", (False, True))
340
+ def test_nfev_expected(self, seed, use_xmin, other_side):
341
+ rng = np.random.default_rng(seed)
342
+ args = (0, 0) # f(x) = x^2 with minimum at 0
343
+ # xl0, xm0, xr0 are chosen such that the initial bracket is to
344
+ # the right of the minimum, and the bracket will expand
345
+ # downhill towards zero.
346
+ xl0, d1, d2, factor = rng.random(size=4) * [1e5, 10, 10, 5]
347
+ xm0 = xl0 + d1
348
+ xr0 = xm0 + d2
349
+ # Factor should be greater than one.
350
+ factor += 1
351
+
352
+ if use_xmin:
353
+ xmin = -rng.random() * 5
354
+ n = int(np.ceil(np.log(-(xl0 - xmin) / xmin) / np.log(factor)))
355
+ lower = xmin + (xl0 - xmin)*factor**-n
356
+ middle = xmin + (xl0 - xmin)*factor**-(n-1)
357
+ upper = xmin + (xl0 - xmin)*factor**-(n-2) if n > 1 else xm0
358
+ # It may be the case the lower is below the minimum, but we still
359
+ # don't have a valid bracket.
360
+ if middle**2 > lower**2:
361
+ n += 1
362
+ lower, middle, upper = (
363
+ xmin + (xl0 - xmin)*factor**-n, lower, middle
364
+ )
365
+ else:
366
+ xmin = None
367
+ n = int(np.ceil(np.log(xl0 / d1) / np.log(factor)))
368
+ lower = xl0 - d1*factor**n
369
+ middle = xl0 - d1*factor**(n-1) if n > 1 else xl0
370
+ upper = xl0 - d1*factor**(n-2) if n > 1 else xm0
371
+ # It may be the case the lower is below the minimum, but we still
372
+ # don't have a valid bracket.
373
+ if middle**2 > lower**2:
374
+ n += 1
375
+ lower, middle, upper = (
376
+ xl0 - d1*factor**n, lower, middle
377
+ )
378
+ f = self.init_f()
379
+
380
+ xmax = None
381
+ if other_side:
382
+ xl0, xm0, xr0 = -xr0, -xm0, -xl0
383
+ xmin, xmax = None, -xmin if xmin is not None else None
384
+ lower, middle, upper = -upper, -middle, -lower
385
+
386
+ kwargs = self.get_kwargs(
387
+ xl0=xl0, xr0=xr0, xmin=xmin, xmax=xmax, factor=factor, args=args
388
+ )
389
+ result = _bracket_minimum(f, xm0, **kwargs)
390
+
391
+ # Check that `nfev` and `nit` have the correct relationship
392
+ assert result.nfev == result.nit + 3
393
+ # Check that `nfev` reports the correct number of function evaluations.
394
+ assert result.nfev == f.count
395
+ # Check that the number of iterations matches the theoretical value.
396
+ assert result.nit == n
397
+
398
+ # Compare reported bracket to theoretical bracket and reported function
399
+ # values to function evaluated at bracket.
400
+ bracket = np.asarray([result.xl, result.xm, result.xr])
401
+ assert_allclose(bracket, (lower, middle, upper))
402
+ f_bracket = np.asarray([result.fl, result.fm, result.fr])
403
+ assert_allclose(f_bracket, f(bracket, *args))
404
+
405
+ self.assert_valid_bracket(result)
406
+ assert result.status == 0
407
+ assert result.success
408
+
409
+ def test_flags(self):
410
+ # Test cases that should produce different status flags; show that all
411
+ # can be produced simultaneously
412
+ def f(xs, js):
413
+ funcs = [lambda x: (x - 1.5)**2,
414
+ lambda x: x,
415
+ lambda x: x,
416
+ lambda x: np.nan]
417
+ return [funcs[j](x) for x, j in zip(xs, js)]
418
+
419
+ args = (np.arange(4, dtype=np.int64),)
420
+ xl0, xm0, xr0 = np.full(4, -1.0), np.full(4, 0.0), np.full(4, 1.0)
421
+ result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0,
422
+ xmin=[-np.inf, -1.0, -np.inf, -np.inf],
423
+ args=args, maxiter=3)
424
+
425
+ reference_flags = np.array([eim._ECONVERGED, _ELIMITS,
426
+ eim._ECONVERR, eim._EVALUEERR])
427
+ assert_equal(result.status, reference_flags)
428
+
429
+ @pytest.mark.parametrize("minimum", (0.622, [0.622, 0.623]))
430
+ @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
431
+ @pytest.mark.parametrize("xmin", [-5, None])
432
+ @pytest.mark.parametrize("xmax", [5, None])
433
+ def test_dtypes(self, minimum, xmin, xmax, dtype):
434
+ xmin = xmin if xmin is None else dtype(xmin)
435
+ xmax = xmax if xmax is None else dtype(xmax)
436
+ minimum = dtype(minimum)
437
+
438
+ def f(x, minimum):
439
+ return ((x - minimum)**2).astype(dtype)
440
+
441
+ xl0, xm0, xr0 = np.array([-0.01, 0.0, 0.01], dtype=dtype)
442
+ result = _bracket_minimum(
443
+ f, xm0, xl0=xl0, xr0=xr0, xmin=xmin, xmax=xmax, args=(minimum, )
444
+ )
445
+ assert np.all(result.success)
446
+ assert result.xl.dtype == result.xm.dtype == result.xr.dtype == dtype
447
+ assert result.fl.dtype == result.fm.dtype == result.fr.dtype == dtype
448
+
449
+ def test_input_validation(self):
450
+ # Test input validation for appropriate error messages
451
+
452
+ message = '`func` must be callable.'
453
+ with pytest.raises(ValueError, match=message):
454
+ _bracket_minimum(None, -4, xl0=4)
455
+
456
+ message = '...must be numeric and real.'
457
+ with pytest.raises(ValueError, match=message):
458
+ _bracket_minimum(lambda x: x**2, 4+1j)
459
+ with pytest.raises(ValueError, match=message):
460
+ _bracket_minimum(lambda x: x**2, -4, xl0='hello')
461
+ with pytest.raises(ValueError, match=message):
462
+ _bracket_minimum(lambda x: x**2, -4, xmin=np)
463
+ with pytest.raises(ValueError, match=message):
464
+ _bracket_minimum(lambda x: x**2, -4, xmax=object())
465
+ with pytest.raises(ValueError, match=message):
466
+ _bracket_minimum(lambda x: x**2, -4, factor=sum)
467
+
468
+ message = "All elements of `factor` must be greater than 1."
469
+ with pytest.raises(ValueError, match=message):
470
+ _bracket_minimum(lambda x: x, -4, factor=0.5)
471
+
472
+ message = '`xmin <= xl0 < xm0 < xr0 <= xmax` must be True'
473
+ with pytest.raises(ValueError, match=message):
474
+ _bracket_minimum(lambda x: x**2, 4, xl0=6)
475
+ with pytest.raises(ValueError, match=message):
476
+ _bracket_minimum(lambda x: x**2, -4, xr0=-6)
477
+ with pytest.raises(ValueError, match=message):
478
+ _bracket_minimum(lambda x: x**2, -4, xl0=-3, xr0=-2)
479
+ with pytest.raises(ValueError, match=message):
480
+ _bracket_minimum(lambda x: x**2, -4, xl0=-6, xr0=-5)
481
+ with pytest.raises(ValueError, match=message):
482
+ _bracket_minimum(lambda x: x**2, -4, xl0=-np.nan)
483
+ with pytest.raises(ValueError, match=message):
484
+ _bracket_minimum(lambda x: x**2, -4, xr0=np.nan)
485
+
486
+ message = "shape mismatch: objects cannot be broadcast"
487
+ # raised by `np.broadcast, but the traceback is readable IMO
488
+ with pytest.raises(ValueError, match=message):
489
+ _bracket_minimum(lambda x: x**2, [-2, -3], xl0=[-3, -4, -5])
490
+
491
+ message = '`maxiter` must be a non-negative integer.'
492
+ with pytest.raises(ValueError, match=message):
493
+ _bracket_minimum(lambda x: x**2, -4, xr0=4, maxiter=1.5)
494
+ with pytest.raises(ValueError, match=message):
495
+ _bracket_minimum(lambda x: x**2, -4, xr0=4, maxiter=-1)
496
+
497
+ @pytest.mark.parametrize("xl0", [0.0, None])
498
+ @pytest.mark.parametrize("xm0", (0.05, 0.1, 0.15))
499
+ @pytest.mark.parametrize("xr0", (0.2, 0.4, 0.6, None))
500
+ # Minimum is ``a`` for each tuple ``(a, b)`` below. Tests cases where minimum
501
+ # is within, or at varying disances to the left or right of the initial
502
+ # bracket.
503
+ @pytest.mark.parametrize(
504
+ "args",
505
+ (
506
+ (1.2, 0), (-0.5, 0), (0.1, 0), (0.2, 0), (3.6, 0), (21.4, 0),
507
+ (121.6, 0), (5764.1, 0), (-6.4, 0), (-12.9, 0), (-146.2, 0)
508
+ )
509
+ )
510
+ def test_scalar_no_limits(self, xl0, xm0, xr0, args):
511
+ f = self.init_f()
512
+ kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, args=args)
513
+ result = _bracket_minimum(f, xm0, **kwargs)
514
+ self.assert_valid_bracket(result)
515
+ assert result.status == 0
516
+ assert result.success
517
+ assert result.nfev == f.count
518
+
519
+ @pytest.mark.parametrize(
520
+ # xmin is set at 0.0 in all cases.
521
+ "xl0,xm0,xr0,xmin",
522
+ (
523
+ # Initial bracket at varying distances from the xmin.
524
+ (0.5, 0.75, 1.0, 0.0),
525
+ (1.0, 2.5, 4.0, 0.0),
526
+ (2.0, 4.0, 6.0, 0.0),
527
+ (12.0, 16.0, 20.0, 0.0),
528
+ # Test default initial left endpoint selection. It should not
529
+ # be below xmin.
530
+ (None, 0.75, 1.0, 0.0),
531
+ (None, 2.5, 4.0, 0.0),
532
+ (None, 4.0, 6.0, 0.0),
533
+ (None, 16.0, 20.0, 0.0),
534
+ )
535
+ )
536
+ @pytest.mark.parametrize(
537
+ "args", (
538
+ (0.0, 0.0), # Minimum is directly at xmin.
539
+ (1e-300, 0.0), # Minimum is extremely close to xmin.
540
+ (1e-20, 0.0), # Minimum is very close to xmin.
541
+ # Minimum at varying distances from xmin.
542
+ (0.1, 0.0),
543
+ (0.2, 0.0),
544
+ (0.4, 0.0)
545
+ )
546
+ )
547
+ def test_scalar_with_limit_left(self, xl0, xm0, xr0, xmin, args):
548
+ f = self.init_f()
549
+ kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, xmin=xmin, args=args)
550
+ result = _bracket_minimum(f, xm0, **kwargs)
551
+ self.assert_valid_bracket(result)
552
+ assert result.status == 0
553
+ assert result.success
554
+ assert result.nfev == f.count
555
+
556
+ @pytest.mark.parametrize(
557
+ #xmax is set to 1.0 in all cases.
558
+ "xl0,xm0,xr0,xmax",
559
+ (
560
+ # Bracket at varying distances from xmax.
561
+ (0.2, 0.3, 0.4, 1.0),
562
+ (0.05, 0.075, 0.1, 1.0),
563
+ (-0.2, -0.1, 0.0, 1.0),
564
+ (-21.2, -17.7, -14.2, 1.0),
565
+ # Test default right endpoint selection. It should not exceed xmax.
566
+ (0.2, 0.3, None, 1.0),
567
+ (0.05, 0.075, None, 1.0),
568
+ (-0.2, -0.1, None, 1.0),
569
+ (-21.2, -17.7, None, 1.0),
570
+ )
571
+ )
572
+ @pytest.mark.parametrize(
573
+ "args", (
574
+ (0.9999999999999999, 0.0), # Minimum very close to xmax.
575
+ # Minimum at varying distances from xmax.
576
+ (0.9, 0.0),
577
+ (0.7, 0.0),
578
+ (0.5, 0.0)
579
+ )
580
+ )
581
+ def test_scalar_with_limit_right(self, xl0, xm0, xr0, xmax, args):
582
+ f = self.init_f()
583
+ kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, xmax=xmax, args=args)
584
+ result = _bracket_minimum(f, xm0, **kwargs)
585
+ self.assert_valid_bracket(result)
586
+ assert result.status == 0
587
+ assert result.success
588
+ assert result.nfev == f.count
589
+
590
+ @pytest.mark.parametrize(
591
+ "xl0,xm0,xr0,xmin,xmax,args",
592
+ (
593
+ ( # Case 1:
594
+ # Initial bracket.
595
+ 0.2,
596
+ 0.3,
597
+ 0.4,
598
+ # Function slopes down to the right from the bracket to a minimum
599
+ # at 1.0. xmax is also at 1.0
600
+ None,
601
+ 1.0,
602
+ (1.0, 0.0)
603
+ ),
604
+ ( # Case 2:
605
+ # Initial bracket.
606
+ 1.4,
607
+ 1.95,
608
+ 2.5,
609
+ # Function slopes down to the left from the bracket to a minimum at
610
+ # 0.3 with xmin set to 0.3.
611
+ 0.3,
612
+ None,
613
+ (0.3, 0.0)
614
+ ),
615
+ (
616
+ # Case 3:
617
+ # Initial bracket.
618
+ 2.6,
619
+ 3.25,
620
+ 3.9,
621
+ # Function slopes down and to the right to a minimum at 99.4 with xmax
622
+ # at 99.4. Tests case where minimum is at xmax relatively further from
623
+ # the bracket.
624
+ None,
625
+ 99.4,
626
+ (99.4, 0)
627
+ ),
628
+ (
629
+ # Case 4:
630
+ # Initial bracket.
631
+ 4,
632
+ 4.5,
633
+ 5,
634
+ # Function slopes down and to the left away from the bracket with a
635
+ # minimum at -26.3 with xmin set to -26.3. Tests case where minimum is
636
+ # at xmin relatively far from the bracket.
637
+ -26.3,
638
+ None,
639
+ (-26.3, 0)
640
+ ),
641
+ (
642
+ # Case 5:
643
+ # Similar to Case 1 above, but tests default values of xl0 and xr0.
644
+ None,
645
+ 0.3,
646
+ None,
647
+ None,
648
+ 1.0,
649
+ (1.0, 0.0)
650
+ ),
651
+ ( # Case 6:
652
+ # Similar to Case 2 above, but tests default values of xl0 and xr0.
653
+ None,
654
+ 1.95,
655
+ None,
656
+ 0.3,
657
+ None,
658
+ (0.3, 0.0)
659
+ ),
660
+ (
661
+ # Case 7:
662
+ # Similar to Case 3 above, but tests default values of xl0 and xr0.
663
+ None,
664
+ 3.25,
665
+ None,
666
+ None,
667
+ 99.4,
668
+ (99.4, 0)
669
+ ),
670
+ (
671
+ # Case 8:
672
+ # Similar to Case 4 above, but tests default values of xl0 and xr0.
673
+ None,
674
+ 4.5,
675
+ None,
676
+ -26.3,
677
+ None,
678
+ (-26.3, 0)
679
+ ),
680
+ )
681
+ )
682
+ def test_minimum_at_boundary_point(self, xl0, xm0, xr0, xmin, xmax, args):
683
+ f = self.init_f()
684
+ kwargs = self.get_kwargs(xr0=xr0, xmin=xmin, xmax=xmax, args=args)
685
+ result = _bracket_minimum(f, xm0, **kwargs)
686
+ assert result.status == -1
687
+ assert args[0] in (result.xl, result.xr)
688
+ assert result.nfev == f.count
689
+
690
+ @pytest.mark.parametrize('shape', [tuple(), (12, ), (3, 4), (3, 2, 2)])
691
+ def test_vectorization(self, shape):
692
+ # Test for correct functionality, output shapes, and dtypes for
693
+ # various input shapes.
694
+ a = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
695
+ args = (a, 0.0)
696
+ maxiter = 10
697
+
698
+ @np.vectorize
699
+ def bracket_minimum_single(xm0, xl0, xr0, xmin, xmax, factor, a):
700
+ return _bracket_minimum(self.init_f(), xm0, xl0=xl0, xr0=xr0, xmin=xmin,
701
+ xmax=xmax, factor=factor, maxiter=maxiter,
702
+ args=(a, 0.0))
703
+
704
+ f = self.init_f()
705
+
706
+ rng = np.random.default_rng(2348234)
707
+ xl0 = -rng.random(size=shape)
708
+ xr0 = rng.random(size=shape)
709
+ xm0 = xl0 + rng.random(size=shape) * (xr0 - xl0)
710
+ xmin, xmax = 1e3*xl0, 1e3*xr0
711
+ if shape: # make some elements un
712
+ i = rng.random(size=shape) > 0.5
713
+ xmin[i], xmax[i] = -np.inf, np.inf
714
+ factor = rng.random(size=shape) + 1.5
715
+ res = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, xmin=xmin, xmax=xmax,
716
+ factor=factor, args=args, maxiter=maxiter)
717
+ refs = bracket_minimum_single(xm0, xl0, xr0, xmin, xmax, factor, a).ravel()
718
+
719
+ attrs = ['xl', 'xm', 'xr', 'fl', 'fm', 'fr', 'success', 'nfev', 'nit']
720
+ for attr in attrs:
721
+ ref_attr = [getattr(ref, attr) for ref in refs]
722
+ res_attr = getattr(res, attr)
723
+ assert_allclose(res_attr.ravel(), ref_attr)
724
+ assert_equal(res_attr.shape, shape)
725
+
726
+ assert np.issubdtype(res.success.dtype, np.bool_)
727
+ if shape:
728
+ assert np.all(res.success[1:-1])
729
+ assert np.issubdtype(res.status.dtype, np.integer)
730
+ assert np.issubdtype(res.nfev.dtype, np.integer)
731
+ assert np.issubdtype(res.nit.dtype, np.integer)
732
+ assert_equal(np.max(res.nit), f.count - 3)
733
+ self.assert_valid_bracket(res)
734
+ assert_allclose(res.fl, f(res.xl, *args))
735
+ assert_allclose(res.fm, f(res.xm, *args))
736
+ assert_allclose(res.fr, f(res.xr, *args))
737
+
738
+ def test_special_cases(self):
739
+ # Test edge cases and other special cases.
740
+
741
+ # Test that integers are not passed to `f`
742
+ # (otherwise this would overflow)
743
+ def f(x):
744
+ assert np.issubdtype(x.dtype, np.floating)
745
+ return x ** 98 - 1
746
+
747
+ result = _bracket_minimum(f, -7, xr0=5)
748
+ assert result.success
749
+
750
+ # Test maxiter = 0. Should do nothing to bracket.
751
+ def f(x):
752
+ return x**2 - 10
753
+
754
+ xl0, xm0, xr0 = -3, -1, 2
755
+ result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, maxiter=0)
756
+ assert_equal([result.xl, result.xm, result.xr], [xl0, xm0, xr0])
757
+
758
+ # Test scalar `args` (not in tuple)
759
+ def f(x, c):
760
+ return c*x**2 - 1
761
+
762
+ result = _bracket_minimum(f, -1, args=3)
763
+ assert result.success
764
+ assert_allclose(result.fl, f(result.xl, 3))
765
+
766
+ # Initial bracket is valid.
767
+ f = self.init_f()
768
+ xl0, xm0, xr0 = [-1.0, -0.2, 1.0]
769
+ args = (0, 0)
770
+ result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, args=args)
771
+ assert f.count == 3
772
+
773
+ assert_equal(
774
+ [result.xl, result.xm, result.xr],
775
+ [xl0, xm0, xr0],
776
+ )
777
+ assert_equal(
778
+ [result.fl, result.fm, result.fr],
779
+ [f(xl0, *args), f(xm0, *args), f(xr0, *args)],
780
+ )
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_chandrupatla.py ADDED
@@ -0,0 +1,827 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import numpy as np
3
+ from numpy.testing import assert_allclose, assert_equal, assert_array_less
4
+
5
+ from scipy import stats
6
+ import scipy._lib._elementwise_iterative_method as eim
7
+
8
+ from scipy.optimize._chandrupatla import (_chandrupatla_minimize,
9
+ _chandrupatla as _chandrupatla_root)
10
+ from scipy.optimize._tstutils import _CHANDRUPATLA_TESTS
11
+
12
+ from itertools import permutations
13
+ from .test_zeros import TestScalarRootFinders
14
+
15
+ def f1(x):
16
+ return 100*(1 - x**3.)**2 + (1-x**2.) + 2*(1-x)**2.
17
+
18
+
19
+ def f2(x):
20
+ return 5 + (x - 2.)**6
21
+
22
+
23
+ def f3(x):
24
+ return np.exp(x) - 5*x
25
+
26
+
27
+ def f4(x):
28
+ return x**5. - 5*x**3. - 20.*x + 5.
29
+
30
+
31
+ def f5(x):
32
+ return 8*x**3 - 2*x**2 - 7*x + 3
33
+
34
+
35
+ def _bracket_minimum(func, x1, x2):
36
+ phi = 1.61803398875
37
+ maxiter = 100
38
+ f1 = func(x1)
39
+ f2 = func(x2)
40
+ step = x2 - x1
41
+ x1, x2, f1, f2, step = ((x2, x1, f2, f1, -step) if f2 > f1
42
+ else (x1, x2, f1, f2, step))
43
+
44
+ for i in range(maxiter):
45
+ step *= phi
46
+ x3 = x2 + step
47
+ f3 = func(x3)
48
+ if f3 < f2:
49
+ x1, x2, f1, f2 = x2, x3, f2, f3
50
+ else:
51
+ break
52
+ return x1, x2, x3, f1, f2, f3
53
+
54
+
55
+ cases = [
56
+ (f1, -1, 11),
57
+ (f1, -2, 13),
58
+ (f1, -4, 13),
59
+ (f1, -8, 15),
60
+ (f1, -16, 16),
61
+ (f1, -32, 19),
62
+ (f1, -64, 20),
63
+ (f1, -128, 21),
64
+ (f1, -256, 21),
65
+ (f1, -512, 19),
66
+ (f1, -1024, 24),
67
+ (f2, -1, 8),
68
+ (f2, -2, 6),
69
+ (f2, -4, 6),
70
+ (f2, -8, 7),
71
+ (f2, -16, 8),
72
+ (f2, -32, 8),
73
+ (f2, -64, 9),
74
+ (f2, -128, 11),
75
+ (f2, -256, 13),
76
+ (f2, -512, 12),
77
+ (f2, -1024, 13),
78
+ (f3, -1, 11),
79
+ (f3, -2, 11),
80
+ (f3, -4, 11),
81
+ (f3, -8, 10),
82
+ (f3, -16, 14),
83
+ (f3, -32, 12),
84
+ (f3, -64, 15),
85
+ (f3, -128, 18),
86
+ (f3, -256, 18),
87
+ (f3, -512, 19),
88
+ (f3, -1024, 19),
89
+ (f4, -0.05, 9),
90
+ (f4, -0.10, 11),
91
+ (f4, -0.15, 11),
92
+ (f4, -0.20, 11),
93
+ (f4, -0.25, 11),
94
+ (f4, -0.30, 9),
95
+ (f4, -0.35, 9),
96
+ (f4, -0.40, 9),
97
+ (f4, -0.45, 10),
98
+ (f4, -0.50, 10),
99
+ (f4, -0.55, 10),
100
+ (f5, -0.05, 6),
101
+ (f5, -0.10, 7),
102
+ (f5, -0.15, 8),
103
+ (f5, -0.20, 10),
104
+ (f5, -0.25, 9),
105
+ (f5, -0.30, 8),
106
+ (f5, -0.35, 7),
107
+ (f5, -0.40, 7),
108
+ (f5, -0.45, 9),
109
+ (f5, -0.50, 9),
110
+ (f5, -0.55, 8)
111
+ ]
112
+
113
+
114
+ class TestChandrupatlaMinimize:
115
+
116
+ def f(self, x, loc):
117
+ dist = stats.norm()
118
+ return -dist.pdf(x - loc)
119
+
120
+ @pytest.mark.parametrize('loc', [0.6, np.linspace(-1.05, 1.05, 10)])
121
+ def test_basic(self, loc):
122
+ # Find mode of normal distribution. Compare mode against location
123
+ # parameter and value of pdf at mode against expected pdf.
124
+ res = _chandrupatla_minimize(self.f, -5, 0, 5, args=(loc,))
125
+ ref = loc
126
+ np.testing.assert_allclose(res.x, ref, rtol=1e-6)
127
+ np.testing.assert_allclose(res.fun, -stats.norm.pdf(0), atol=0, rtol=0)
128
+ assert res.x.shape == np.shape(ref)
129
+
130
+ @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
131
+ def test_vectorization(self, shape):
132
+ # Test for correct functionality, output shapes, and dtypes for various
133
+ # input shapes.
134
+ loc = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
135
+ args = (loc,)
136
+
137
+ @np.vectorize
138
+ def chandrupatla_single(loc_single):
139
+ return _chandrupatla_minimize(self.f, -5, 0, 5, args=(loc_single,))
140
+
141
+ def f(*args, **kwargs):
142
+ f.f_evals += 1
143
+ return self.f(*args, **kwargs)
144
+ f.f_evals = 0
145
+
146
+ res = _chandrupatla_minimize(f, -5, 0, 5, args=args)
147
+ refs = chandrupatla_single(loc).ravel()
148
+
149
+ ref_x = [ref.x for ref in refs]
150
+ assert_allclose(res.x.ravel(), ref_x)
151
+ assert_equal(res.x.shape, shape)
152
+
153
+ ref_fun = [ref.fun for ref in refs]
154
+ assert_allclose(res.fun.ravel(), ref_fun)
155
+ assert_equal(res.fun.shape, shape)
156
+ assert_equal(res.fun, self.f(res.x, *args))
157
+
158
+ ref_success = [ref.success for ref in refs]
159
+ assert_equal(res.success.ravel(), ref_success)
160
+ assert_equal(res.success.shape, shape)
161
+ assert np.issubdtype(res.success.dtype, np.bool_)
162
+
163
+ ref_flag = [ref.status for ref in refs]
164
+ assert_equal(res.status.ravel(), ref_flag)
165
+ assert_equal(res.status.shape, shape)
166
+ assert np.issubdtype(res.status.dtype, np.integer)
167
+
168
+ ref_nfev = [ref.nfev for ref in refs]
169
+ assert_equal(res.nfev.ravel(), ref_nfev)
170
+ assert_equal(np.max(res.nfev), f.f_evals)
171
+ assert_equal(res.nfev.shape, res.fun.shape)
172
+ assert np.issubdtype(res.nfev.dtype, np.integer)
173
+
174
+ ref_nit = [ref.nit for ref in refs]
175
+ assert_equal(res.nit.ravel(), ref_nit)
176
+ assert_equal(np.max(res.nit), f.f_evals-3)
177
+ assert_equal(res.nit.shape, res.fun.shape)
178
+ assert np.issubdtype(res.nit.dtype, np.integer)
179
+
180
+ ref_xl = [ref.xl for ref in refs]
181
+ assert_allclose(res.xl.ravel(), ref_xl)
182
+ assert_equal(res.xl.shape, shape)
183
+
184
+ ref_xm = [ref.xm for ref in refs]
185
+ assert_allclose(res.xm.ravel(), ref_xm)
186
+ assert_equal(res.xm.shape, shape)
187
+
188
+ ref_xr = [ref.xr for ref in refs]
189
+ assert_allclose(res.xr.ravel(), ref_xr)
190
+ assert_equal(res.xr.shape, shape)
191
+
192
+ ref_fl = [ref.fl for ref in refs]
193
+ assert_allclose(res.fl.ravel(), ref_fl)
194
+ assert_equal(res.fl.shape, shape)
195
+ assert_allclose(res.fl, self.f(res.xl, *args))
196
+
197
+ ref_fm = [ref.fm for ref in refs]
198
+ assert_allclose(res.fm.ravel(), ref_fm)
199
+ assert_equal(res.fm.shape, shape)
200
+ assert_allclose(res.fm, self.f(res.xm, *args))
201
+
202
+ ref_fr = [ref.fr for ref in refs]
203
+ assert_allclose(res.fr.ravel(), ref_fr)
204
+ assert_equal(res.fr.shape, shape)
205
+ assert_allclose(res.fr, self.f(res.xr, *args))
206
+
207
+ def test_flags(self):
208
+ # Test cases that should produce different status flags; show that all
209
+ # can be produced simultaneously.
210
+ def f(xs, js):
211
+ funcs = [lambda x: (x - 2.5) ** 2,
212
+ lambda x: x - 10,
213
+ lambda x: (x - 2.5) ** 4,
214
+ lambda x: np.nan]
215
+
216
+ return [funcs[j](x) for x, j in zip(xs, js)]
217
+
218
+ args = (np.arange(4, dtype=np.int64),)
219
+
220
+ res = _chandrupatla_minimize(f, [0]*4, [2]*4, [np.pi]*4, args=args,
221
+ maxiter=10)
222
+
223
+ ref_flags = np.array([eim._ECONVERGED,
224
+ eim._ESIGNERR,
225
+ eim._ECONVERR,
226
+ eim._EVALUEERR])
227
+ assert_equal(res.status, ref_flags)
228
+
229
+ def test_convergence(self):
230
+ # Test that the convergence tolerances behave as expected
231
+ rng = np.random.default_rng(2585255913088665241)
232
+ p = rng.random(size=3)
233
+ bracket = (-5, 0, 5)
234
+ args = (p,)
235
+ kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0)
236
+
237
+ kwargs = kwargs0.copy()
238
+ kwargs['xatol'] = 1e-3
239
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
240
+ j1 = abs(res1.xr - res1.xl)
241
+ assert_array_less(j1, 4*kwargs['xatol'])
242
+ kwargs['xatol'] = 1e-6
243
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
244
+ j2 = abs(res2.xr - res2.xl)
245
+ assert_array_less(j2, 4*kwargs['xatol'])
246
+ assert_array_less(j2, j1)
247
+
248
+ kwargs = kwargs0.copy()
249
+ kwargs['xrtol'] = 1e-3
250
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
251
+ j1 = abs(res1.xr - res1.xl)
252
+ assert_array_less(j1, 4*kwargs['xrtol']*abs(res1.x))
253
+ kwargs['xrtol'] = 1e-6
254
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
255
+ j2 = abs(res2.xr - res2.xl)
256
+ assert_array_less(j2, 4*kwargs['xrtol']*abs(res2.x))
257
+ assert_array_less(j2, j1)
258
+
259
+ kwargs = kwargs0.copy()
260
+ kwargs['fatol'] = 1e-3
261
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
262
+ h1 = abs(res1.fl - 2 * res1.fm + res1.fr)
263
+ assert_array_less(h1, 2*kwargs['fatol'])
264
+ kwargs['fatol'] = 1e-6
265
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
266
+ h2 = abs(res2.fl - 2 * res2.fm + res2.fr)
267
+ assert_array_less(h2, 2*kwargs['fatol'])
268
+ assert_array_less(h2, h1)
269
+
270
+ kwargs = kwargs0.copy()
271
+ kwargs['frtol'] = 1e-3
272
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
273
+ h1 = abs(res1.fl - 2 * res1.fm + res1.fr)
274
+ assert_array_less(h1, 2*kwargs['frtol']*abs(res1.fun))
275
+ kwargs['frtol'] = 1e-6
276
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
277
+ h2 = abs(res2.fl - 2 * res2.fm + res2.fr)
278
+ assert_array_less(h2, 2*kwargs['frtol']*abs(res2.fun))
279
+ assert_array_less(h2, h1)
280
+
281
+ def test_maxiter_callback(self):
282
+ # Test behavior of `maxiter` parameter and `callback` interface
283
+ loc = 0.612814
284
+ bracket = (-5, 0, 5)
285
+ maxiter = 5
286
+
287
+ res = _chandrupatla_minimize(self.f, *bracket, args=(loc,),
288
+ maxiter=maxiter)
289
+ assert not np.any(res.success)
290
+ assert np.all(res.nfev == maxiter+3)
291
+ assert np.all(res.nit == maxiter)
292
+
293
+ def callback(res):
294
+ callback.iter += 1
295
+ callback.res = res
296
+ assert hasattr(res, 'x')
297
+ if callback.iter == 0:
298
+ # callback is called once with initial bracket
299
+ assert (res.xl, res.xm, res.xr) == bracket
300
+ else:
301
+ changed_xr = (res.xl == callback.xl) & (res.xr != callback.xr)
302
+ changed_xl = (res.xl != callback.xl) & (res.xr == callback.xr)
303
+ assert np.all(changed_xr | changed_xl)
304
+
305
+ callback.xl = res.xl
306
+ callback.xr = res.xr
307
+ assert res.status == eim._EINPROGRESS
308
+ assert_equal(self.f(res.xl, loc), res.fl)
309
+ assert_equal(self.f(res.xm, loc), res.fm)
310
+ assert_equal(self.f(res.xr, loc), res.fr)
311
+ assert_equal(self.f(res.x, loc), res.fun)
312
+ if callback.iter == maxiter:
313
+ raise StopIteration
314
+
315
+ callback.xl = np.nan
316
+ callback.xr = np.nan
317
+ callback.iter = -1 # callback called once before first iteration
318
+ callback.res = None
319
+
320
+ res2 = _chandrupatla_minimize(self.f, *bracket, args=(loc,),
321
+ callback=callback)
322
+
323
+ # terminating with callback is identical to terminating due to maxiter
324
+ # (except for `status`)
325
+ for key in res.keys():
326
+ if key == 'status':
327
+ assert res[key] == eim._ECONVERR
328
+ assert callback.res[key] == eim._EINPROGRESS
329
+ assert res2[key] == eim._ECALLBACK
330
+ else:
331
+ assert res2[key] == callback.res[key] == res[key]
332
+
333
+ @pytest.mark.parametrize('case', cases)
334
+ def test_nit_expected(self, case):
335
+ # Test that `_chandrupatla` implements Chandrupatla's algorithm:
336
+ # in all 55 test cases, the number of iterations performed
337
+ # matches the number reported in the original paper.
338
+ func, x1, nit = case
339
+
340
+ # Find bracket using the algorithm in the paper
341
+ step = 0.2
342
+ x2 = x1 + step
343
+ x1, x2, x3, f1, f2, f3 = _bracket_minimum(func, x1, x2)
344
+
345
+ # Use tolerances from original paper
346
+ xatol = 0.0001
347
+ fatol = 0.000001
348
+ xrtol = 1e-16
349
+ frtol = 1e-16
350
+
351
+ res = _chandrupatla_minimize(func, x1, x2, x3, xatol=xatol,
352
+ fatol=fatol, xrtol=xrtol, frtol=frtol)
353
+ assert_equal(res.nit, nit)
354
+
355
+ @pytest.mark.parametrize("loc", (0.65, [0.65, 0.7]))
356
+ @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
357
+ def test_dtype(self, loc, dtype):
358
+ # Test that dtypes are preserved
359
+
360
+ loc = dtype(loc)
361
+
362
+ def f(x, loc):
363
+ assert x.dtype == dtype
364
+ return ((x - loc) ** 2).astype(dtype)
365
+
366
+ res = _chandrupatla_minimize(f, dtype(-3), dtype(1), dtype(5),
367
+ args=(loc,))
368
+ assert res.x.dtype == dtype
369
+ assert_allclose(res.x, loc, rtol=np.sqrt(np.finfo(dtype).eps))
370
+
371
+ def test_input_validation(self):
372
+ # Test input validation for appropriate error messages
373
+
374
+ message = '`func` must be callable.'
375
+ with pytest.raises(ValueError, match=message):
376
+ _chandrupatla_minimize(None, -4, 0, 4)
377
+
378
+ message = 'Abscissae and function output must be real numbers.'
379
+ with pytest.raises(ValueError, match=message):
380
+ _chandrupatla_minimize(lambda x: x, -4+1j, 0, 4)
381
+
382
+ message = "shape mismatch: objects cannot be broadcast"
383
+ # raised by `np.broadcast, but the traceback is readable IMO
384
+ with pytest.raises(ValueError, match=message):
385
+ _chandrupatla_minimize(lambda x: x, [-2, -3], [0, 0], [3, 4, 5])
386
+
387
+ message = "The shape of the array returned by `func` must be the same"
388
+ with pytest.raises(ValueError, match=message):
389
+ _chandrupatla_minimize(lambda x: [x[0], x[1], x[1]], [-3, -3],
390
+ [0, 0], [5, 5])
391
+
392
+ message = 'Tolerances must be non-negative scalars.'
393
+ with pytest.raises(ValueError, match=message):
394
+ _chandrupatla_minimize(lambda x: x, -4, 0, 4, xatol=-1)
395
+ with pytest.raises(ValueError, match=message):
396
+ _chandrupatla_minimize(lambda x: x, -4, 0, 4, xrtol=np.nan)
397
+ with pytest.raises(ValueError, match=message):
398
+ _chandrupatla_minimize(lambda x: x, -4, 0, 4, fatol='ekki')
399
+ with pytest.raises(ValueError, match=message):
400
+ _chandrupatla_minimize(lambda x: x, -4, 0, 4, frtol=np.nan)
401
+
402
+ message = '`maxiter` must be a non-negative integer.'
403
+ with pytest.raises(ValueError, match=message):
404
+ _chandrupatla_minimize(lambda x: x, -4, 0, 4, maxiter=1.5)
405
+ with pytest.raises(ValueError, match=message):
406
+ _chandrupatla_minimize(lambda x: x, -4, 0, 4, maxiter=-1)
407
+
408
+ message = '`callback` must be callable.'
409
+ with pytest.raises(ValueError, match=message):
410
+ _chandrupatla_minimize(lambda x: x, -4, 0, 4, callback='shrubbery')
411
+
412
+ def test_bracket_order(self):
413
+ # Confirm that order of points in bracket doesn't matter
414
+ loc = np.linspace(-1, 1, 6)[:, np.newaxis]
415
+ brackets = np.array(list(permutations([-5, 0, 5]))).T
416
+ res = _chandrupatla_minimize(self.f, *brackets, args=(loc,))
417
+ assert np.all(np.isclose(res.x, loc) | (res.fun == self.f(loc, loc)))
418
+ ref = res.x[:, 0] # all columns should be the same
419
+ assert_allclose(*np.broadcast_arrays(res.x.T, ref), rtol=1e-15)
420
+
421
+ def test_special_cases(self):
422
+ # Test edge cases and other special cases
423
+
424
+ # Test that integers are not passed to `f`
425
+ # (otherwise this would overflow)
426
+ def f(x):
427
+ assert np.issubdtype(x.dtype, np.floating)
428
+ return (x-1) ** 100
429
+
430
+ with np.errstate(invalid='ignore'):
431
+ res = _chandrupatla_minimize(f, -7, 0, 8, fatol=0, frtol=0)
432
+ assert res.success
433
+ assert_allclose(res.x, 1, rtol=1e-3)
434
+ assert_equal(res.fun, 0)
435
+
436
+ # Test that if all elements of bracket equal minimizer, algorithm
437
+ # reports convergence
438
+ def f(x):
439
+ return (x-1)**2
440
+
441
+ res = _chandrupatla_minimize(f, 1, 1, 1)
442
+ assert res.success
443
+ assert_equal(res.x, 1)
444
+
445
+ # Test maxiter = 0. Should do nothing to bracket.
446
+ def f(x):
447
+ return (x-1)**2
448
+
449
+ bracket = (-3, 1.1, 5)
450
+ res = _chandrupatla_minimize(f, *bracket, maxiter=0)
451
+ assert res.xl, res.xr == bracket
452
+ assert res.nit == 0
453
+ assert res.nfev == 3
454
+ assert res.status == -2
455
+ assert res.x == 1.1 # best so far
456
+
457
+ # Test scalar `args` (not in tuple)
458
+ def f(x, c):
459
+ return (x-c)**2 - 1
460
+
461
+ res = _chandrupatla_minimize(f, -1, 0, 1, args=1/3)
462
+ assert_allclose(res.x, 1/3)
463
+
464
+ # Test zero tolerances
465
+ # TODO: fatol/frtol = 0?
466
+ def f(x):
467
+ return -np.sin(x)
468
+
469
+ res = _chandrupatla_minimize(f, 0, 1, np.pi, xatol=0, xrtol=0,
470
+ fatol=0, frtol=0)
471
+ assert res.success
472
+ # found a minimum exactly (according to floating point arithmetic)
473
+ assert res.xl < res.xm < res.xr
474
+ assert f(res.xl) == f(res.xm) == f(res.xr)
475
+
476
+
477
+ class TestChandrupatla(TestScalarRootFinders):
478
+
479
+ def f(self, q, p):
480
+ return stats.norm.cdf(q) - p
481
+
482
+ @pytest.mark.parametrize('p', [0.6, np.linspace(-0.05, 1.05, 10)])
483
+ def test_basic(self, p):
484
+ # Invert distribution CDF and compare against distrtibution `ppf`
485
+ res = _chandrupatla_root(self.f, -5, 5, args=(p,))
486
+ ref = stats.norm().ppf(p)
487
+ np.testing.assert_allclose(res.x, ref)
488
+ assert res.x.shape == ref.shape
489
+
490
+ @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
491
+ def test_vectorization(self, shape):
492
+ # Test for correct functionality, output shapes, and dtypes for various
493
+ # input shapes.
494
+ p = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
495
+ args = (p,)
496
+
497
+ @np.vectorize
498
+ def chandrupatla_single(p):
499
+ return _chandrupatla_root(self.f, -5, 5, args=(p,))
500
+
501
+ def f(*args, **kwargs):
502
+ f.f_evals += 1
503
+ return self.f(*args, **kwargs)
504
+ f.f_evals = 0
505
+
506
+ res = _chandrupatla_root(f, -5, 5, args=args)
507
+ refs = chandrupatla_single(p).ravel()
508
+
509
+ ref_x = [ref.x for ref in refs]
510
+ assert_allclose(res.x.ravel(), ref_x)
511
+ assert_equal(res.x.shape, shape)
512
+
513
+ ref_fun = [ref.fun for ref in refs]
514
+ assert_allclose(res.fun.ravel(), ref_fun)
515
+ assert_equal(res.fun.shape, shape)
516
+ assert_equal(res.fun, self.f(res.x, *args))
517
+
518
+ ref_success = [ref.success for ref in refs]
519
+ assert_equal(res.success.ravel(), ref_success)
520
+ assert_equal(res.success.shape, shape)
521
+ assert np.issubdtype(res.success.dtype, np.bool_)
522
+
523
+ ref_flag = [ref.status for ref in refs]
524
+ assert_equal(res.status.ravel(), ref_flag)
525
+ assert_equal(res.status.shape, shape)
526
+ assert np.issubdtype(res.status.dtype, np.integer)
527
+
528
+ ref_nfev = [ref.nfev for ref in refs]
529
+ assert_equal(res.nfev.ravel(), ref_nfev)
530
+ assert_equal(np.max(res.nfev), f.f_evals)
531
+ assert_equal(res.nfev.shape, res.fun.shape)
532
+ assert np.issubdtype(res.nfev.dtype, np.integer)
533
+
534
+ ref_nit = [ref.nit for ref in refs]
535
+ assert_equal(res.nit.ravel(), ref_nit)
536
+ assert_equal(np.max(res.nit), f.f_evals-2)
537
+ assert_equal(res.nit.shape, res.fun.shape)
538
+ assert np.issubdtype(res.nit.dtype, np.integer)
539
+
540
+ ref_xl = [ref.xl for ref in refs]
541
+ assert_allclose(res.xl.ravel(), ref_xl)
542
+ assert_equal(res.xl.shape, shape)
543
+
544
+ ref_xr = [ref.xr for ref in refs]
545
+ assert_allclose(res.xr.ravel(), ref_xr)
546
+ assert_equal(res.xr.shape, shape)
547
+
548
+ assert_array_less(res.xl, res.xr)
549
+ finite = np.isfinite(res.x)
550
+ assert np.all((res.x[finite] == res.xl[finite])
551
+ | (res.x[finite] == res.xr[finite]))
552
+
553
+ ref_fl = [ref.fl for ref in refs]
554
+ assert_allclose(res.fl.ravel(), ref_fl)
555
+ assert_equal(res.fl.shape, shape)
556
+ assert_allclose(res.fl, self.f(res.xl, *args))
557
+
558
+ ref_fr = [ref.fr for ref in refs]
559
+ assert_allclose(res.fr.ravel(), ref_fr)
560
+ assert_equal(res.fr.shape, shape)
561
+ assert_allclose(res.fr, self.f(res.xr, *args))
562
+
563
+ assert np.all(np.abs(res.fun[finite]) ==
564
+ np.minimum(np.abs(res.fl[finite]),
565
+ np.abs(res.fr[finite])))
566
+
567
+ def test_flags(self):
568
+ # Test cases that should produce different status flags; show that all
569
+ # can be produced simultaneously.
570
+ def f(xs, js):
571
+ funcs = [lambda x: x - 2.5,
572
+ lambda x: x - 10,
573
+ lambda x: (x - 0.1)**3,
574
+ lambda x: np.nan]
575
+ return [funcs[j](x) for x, j in zip(xs, js)]
576
+
577
+ args = (np.arange(4, dtype=np.int64),)
578
+ res = _chandrupatla_root(f, [0]*4, [np.pi]*4, args=args, maxiter=2)
579
+
580
+ ref_flags = np.array([eim._ECONVERGED,
581
+ eim._ESIGNERR,
582
+ eim._ECONVERR,
583
+ eim._EVALUEERR])
584
+ assert_equal(res.status, ref_flags)
585
+
586
+ def test_convergence(self):
587
+ # Test that the convergence tolerances behave as expected
588
+ rng = np.random.default_rng(2585255913088665241)
589
+ p = rng.random(size=3)
590
+ bracket = (-5, 5)
591
+ args = (p,)
592
+ kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0)
593
+
594
+ kwargs = kwargs0.copy()
595
+ kwargs['xatol'] = 1e-3
596
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
597
+ assert_array_less(res1.xr - res1.xl, 1e-3)
598
+ kwargs['xatol'] = 1e-6
599
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
600
+ assert_array_less(res2.xr - res2.xl, 1e-6)
601
+ assert_array_less(res2.xr - res2.xl, res1.xr - res1.xl)
602
+
603
+ kwargs = kwargs0.copy()
604
+ kwargs['xrtol'] = 1e-3
605
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
606
+ assert_array_less(res1.xr - res1.xl, 1e-3 * np.abs(res1.x))
607
+ kwargs['xrtol'] = 1e-6
608
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
609
+ assert_array_less(res2.xr - res2.xl, 1e-6 * np.abs(res2.x))
610
+ assert_array_less(res2.xr - res2.xl, res1.xr - res1.xl)
611
+
612
+ kwargs = kwargs0.copy()
613
+ kwargs['fatol'] = 1e-3
614
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
615
+ assert_array_less(np.abs(res1.fun), 1e-3)
616
+ kwargs['fatol'] = 1e-6
617
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
618
+ assert_array_less(np.abs(res2.fun), 1e-6)
619
+ assert_array_less(np.abs(res2.fun), np.abs(res1.fun))
620
+
621
+ kwargs = kwargs0.copy()
622
+ kwargs['frtol'] = 1e-3
623
+ x1, x2 = bracket
624
+ f0 = np.minimum(abs(self.f(x1, *args)), abs(self.f(x2, *args)))
625
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
626
+ assert_array_less(np.abs(res1.fun), 1e-3*f0)
627
+ kwargs['frtol'] = 1e-6
628
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
629
+ assert_array_less(np.abs(res2.fun), 1e-6*f0)
630
+ assert_array_less(np.abs(res2.fun), np.abs(res1.fun))
631
+
632
+ def test_maxiter_callback(self):
633
+ # Test behavior of `maxiter` parameter and `callback` interface
634
+ p = 0.612814
635
+ bracket = (-5, 5)
636
+ maxiter = 5
637
+
638
+ def f(q, p):
639
+ res = stats.norm().cdf(q) - p
640
+ f.x = q
641
+ f.fun = res
642
+ return res
643
+ f.x = None
644
+ f.fun = None
645
+
646
+ res = _chandrupatla_root(f, *bracket, args=(p,),
647
+ maxiter=maxiter)
648
+ assert not np.any(res.success)
649
+ assert np.all(res.nfev == maxiter+2)
650
+ assert np.all(res.nit == maxiter)
651
+
652
+ def callback(res):
653
+ callback.iter += 1
654
+ callback.res = res
655
+ assert hasattr(res, 'x')
656
+ if callback.iter == 0:
657
+ # callback is called once with initial bracket
658
+ assert (res.xl, res.xr) == bracket
659
+ else:
660
+ changed = (((res.xl == callback.xl) & (res.xr != callback.xr))
661
+ | ((res.xl != callback.xl) & (res.xr == callback.xr)))
662
+ assert np.all(changed)
663
+
664
+ callback.xl = res.xl
665
+ callback.xr = res.xr
666
+ assert res.status == eim._EINPROGRESS
667
+ assert_equal(self.f(res.xl, p), res.fl)
668
+ assert_equal(self.f(res.xr, p), res.fr)
669
+ assert_equal(self.f(res.x, p), res.fun)
670
+ if callback.iter == maxiter:
671
+ raise StopIteration
672
+ callback.iter = -1 # callback called once before first iteration
673
+ callback.res = None
674
+ callback.xl = None
675
+ callback.xr = None
676
+
677
+ res2 = _chandrupatla_root(f, *bracket, args=(p,),
678
+ callback=callback)
679
+
680
+ # terminating with callback is identical to terminating due to maxiter
681
+ # (except for `status`)
682
+ for key in res.keys():
683
+ if key == 'status':
684
+ assert res[key] == eim._ECONVERR
685
+ assert callback.res[key] == eim._EINPROGRESS
686
+ assert res2[key] == eim._ECALLBACK
687
+ else:
688
+ assert res2[key] == callback.res[key] == res[key]
689
+
690
+ @pytest.mark.parametrize('case', _CHANDRUPATLA_TESTS)
691
+ def test_nit_expected(self, case):
692
+ # Test that `_chandrupatla` implements Chandrupatla's algorithm:
693
+ # in all 40 test cases, the number of iterations performed
694
+ # matches the number reported in the original paper.
695
+ f, bracket, root, nfeval, id = case
696
+ # Chandrupatla's criterion is equivalent to
697
+ # abs(x2-x1) < 4*abs(xmin)*xrtol + xatol, but we use the more standard
698
+ # abs(x2-x1) < abs(xmin)*xrtol + xatol. Therefore, set xrtol to 4x
699
+ # that used by Chandrupatla in tests.
700
+ res = _chandrupatla_root(f, *bracket, xrtol=4e-10, xatol=1e-5)
701
+ assert_allclose(res.fun, f(root), rtol=1e-8, atol=2e-3)
702
+ assert_equal(res.nfev, nfeval)
703
+
704
+ @pytest.mark.parametrize("root", (0.622, [0.622, 0.623]))
705
+ @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
706
+ def test_dtype(self, root, dtype):
707
+ # Test that dtypes are preserved
708
+
709
+ root = dtype(root)
710
+ def f(x, root):
711
+ return ((x - root) ** 3).astype(dtype)
712
+
713
+ res = _chandrupatla_root(f, dtype(-3), dtype(5),
714
+ args=(root,), xatol=1e-3)
715
+ assert res.x.dtype == dtype
716
+ assert np.allclose(res.x, root, atol=1e-3) or np.all(res.fun == 0)
717
+
718
+ def test_input_validation(self):
719
+ # Test input validation for appropriate error messages
720
+
721
+ message = '`func` must be callable.'
722
+ with pytest.raises(ValueError, match=message):
723
+ _chandrupatla_root(None, -4, 4)
724
+
725
+ message = 'Abscissae and function output must be real numbers.'
726
+ with pytest.raises(ValueError, match=message):
727
+ _chandrupatla_root(lambda x: x, -4+1j, 4)
728
+
729
+ message = "shape mismatch: objects cannot be broadcast"
730
+ # raised by `np.broadcast, but the traceback is readable IMO
731
+ with pytest.raises(ValueError, match=message):
732
+ _chandrupatla_root(lambda x: x, [-2, -3], [3, 4, 5])
733
+
734
+ message = "The shape of the array returned by `func`..."
735
+ with pytest.raises(ValueError, match=message):
736
+ _chandrupatla_root(lambda x: [x[0], x[1], x[1]], [-3, -3], [5, 5])
737
+
738
+ message = 'Tolerances must be non-negative scalars.'
739
+ with pytest.raises(ValueError, match=message):
740
+ _chandrupatla_root(lambda x: x, -4, 4, xatol=-1)
741
+ with pytest.raises(ValueError, match=message):
742
+ _chandrupatla_root(lambda x: x, -4, 4, xrtol=np.nan)
743
+ with pytest.raises(ValueError, match=message):
744
+ _chandrupatla_root(lambda x: x, -4, 4, fatol='ekki')
745
+ with pytest.raises(ValueError, match=message):
746
+ _chandrupatla_root(lambda x: x, -4, 4, frtol=np.nan)
747
+
748
+ message = '`maxiter` must be a non-negative integer.'
749
+ with pytest.raises(ValueError, match=message):
750
+ _chandrupatla_root(lambda x: x, -4, 4, maxiter=1.5)
751
+ with pytest.raises(ValueError, match=message):
752
+ _chandrupatla_root(lambda x: x, -4, 4, maxiter=-1)
753
+
754
+ message = '`callback` must be callable.'
755
+ with pytest.raises(ValueError, match=message):
756
+ _chandrupatla_root(lambda x: x, -4, 4, callback='shrubbery')
757
+
758
+ def test_special_cases(self):
759
+ # Test edge cases and other special cases
760
+
761
+ # Test that integers are not passed to `f`
762
+ # (otherwise this would overflow)
763
+ def f(x):
764
+ assert np.issubdtype(x.dtype, np.floating)
765
+ return x ** 99 - 1
766
+
767
+ res = _chandrupatla_root(f, -7, 5)
768
+ assert res.success
769
+ assert_allclose(res.x, 1)
770
+
771
+ # Test that if both ends of bracket equal root, algorithm reports
772
+ # convergence
773
+ def f(x):
774
+ return x**2 - 1
775
+
776
+ res = _chandrupatla_root(f, 1, 1)
777
+ assert res.success
778
+ assert_equal(res.x, 1)
779
+
780
+ def f(x):
781
+ return 1/x
782
+
783
+ with np.errstate(invalid='ignore'):
784
+ res = _chandrupatla_root(f, np.inf, np.inf)
785
+ assert res.success
786
+ assert_equal(res.x, np.inf)
787
+
788
+ # Test maxiter = 0. Should do nothing to bracket.
789
+ def f(x):
790
+ return x**3 - 1
791
+
792
+ bracket = (-3, 5)
793
+ res = _chandrupatla_root(f, *bracket, maxiter=0)
794
+ assert res.xl, res.xr == bracket
795
+ assert res.nit == 0
796
+ assert res.nfev == 2
797
+ assert res.status == -2
798
+ assert res.x == -3 # best so far
799
+
800
+ # Test maxiter = 1
801
+ res = _chandrupatla_root(f, *bracket, maxiter=1)
802
+ assert res.success
803
+ assert res.status == 0
804
+ assert res.nit == 1
805
+ assert res.nfev == 3
806
+ assert_allclose(res.x, 1)
807
+
808
+ # Test scalar `args` (not in tuple)
809
+ def f(x, c):
810
+ return c*x - 1
811
+
812
+ res = _chandrupatla_root(f, -1, 1, args=3)
813
+ assert_allclose(res.x, 1/3)
814
+
815
+ # # TODO: Test zero tolerance
816
+ # # ~~What's going on here - why are iterations repeated?~~
817
+ # # tl goes to zero when xatol=xrtol=0. When function is nearly linear,
818
+ # # this causes convergence issues.
819
+ # def f(x):
820
+ # return np.cos(x)
821
+ #
822
+ # res = _chandrupatla_root(f, 0, np.pi, xatol=0, xrtol=0)
823
+ # assert res.nit < 100
824
+ # xp = np.nextafter(res.x, np.inf)
825
+ # xm = np.nextafter(res.x, -np.inf)
826
+ # assert np.abs(res.fun) < np.abs(f(xp))
827
+ # assert np.abs(res.fun) < np.abs(f(xm))
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_cobyla.py ADDED
@@ -0,0 +1,166 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import math
2
+
3
+ import numpy as np
4
+ from numpy.testing import assert_allclose, assert_, assert_array_equal
5
+ import pytest
6
+
7
+ from scipy.optimize import fmin_cobyla, minimize, Bounds
8
+
9
+
10
+ class TestCobyla:
11
+ def setup_method(self):
12
+ self.x0 = [4.95, 0.66]
13
+ self.solution = [math.sqrt(25 - (2.0/3)**2), 2.0/3]
14
+ self.opts = {'disp': False, 'rhobeg': 1, 'tol': 1e-5,
15
+ 'maxiter': 100}
16
+
17
+ def fun(self, x):
18
+ return x[0]**2 + abs(x[1])**3
19
+
20
+ def con1(self, x):
21
+ return x[0]**2 + x[1]**2 - 25
22
+
23
+ def con2(self, x):
24
+ return -self.con1(x)
25
+
26
+ @pytest.mark.xslow(True, reason='not slow, but noisy so only run rarely')
27
+ def test_simple(self, capfd):
28
+ # use disp=True as smoke test for gh-8118
29
+ x = fmin_cobyla(self.fun, self.x0, [self.con1, self.con2], rhobeg=1,
30
+ rhoend=1e-5, maxfun=100, disp=True)
31
+ assert_allclose(x, self.solution, atol=1e-4)
32
+
33
+ def test_minimize_simple(self):
34
+ class Callback:
35
+ def __init__(self):
36
+ self.n_calls = 0
37
+ self.last_x = None
38
+
39
+ def __call__(self, x):
40
+ self.n_calls += 1
41
+ self.last_x = x
42
+
43
+ callback = Callback()
44
+
45
+ # Minimize with method='COBYLA'
46
+ cons = ({'type': 'ineq', 'fun': self.con1},
47
+ {'type': 'ineq', 'fun': self.con2})
48
+ sol = minimize(self.fun, self.x0, method='cobyla', constraints=cons,
49
+ callback=callback, options=self.opts)
50
+ assert_allclose(sol.x, self.solution, atol=1e-4)
51
+ assert_(sol.success, sol.message)
52
+ assert_(sol.maxcv < 1e-5, sol)
53
+ assert_(sol.nfev < 70, sol)
54
+ assert_(sol.fun < self.fun(self.solution) + 1e-3, sol)
55
+ assert_(sol.nfev == callback.n_calls,
56
+ "Callback is not called exactly once for every function eval.")
57
+ assert_array_equal(
58
+ sol.x,
59
+ callback.last_x,
60
+ "Last design vector sent to the callback is not equal to returned value.",
61
+ )
62
+
63
+ def test_minimize_constraint_violation(self):
64
+ np.random.seed(1234)
65
+ pb = np.random.rand(10, 10)
66
+ spread = np.random.rand(10)
67
+
68
+ def p(w):
69
+ return pb.dot(w)
70
+
71
+ def f(w):
72
+ return -(w * spread).sum()
73
+
74
+ def c1(w):
75
+ return 500 - abs(p(w)).sum()
76
+
77
+ def c2(w):
78
+ return 5 - abs(p(w).sum())
79
+
80
+ def c3(w):
81
+ return 5 - abs(p(w)).max()
82
+
83
+ cons = ({'type': 'ineq', 'fun': c1},
84
+ {'type': 'ineq', 'fun': c2},
85
+ {'type': 'ineq', 'fun': c3})
86
+ w0 = np.zeros((10,))
87
+ sol = minimize(f, w0, method='cobyla', constraints=cons,
88
+ options={'catol': 1e-6})
89
+ assert_(sol.maxcv > 1e-6)
90
+ assert_(not sol.success)
91
+
92
+
93
+ def test_vector_constraints():
94
+ # test that fmin_cobyla and minimize can take a combination
95
+ # of constraints, some returning a number and others an array
96
+ def fun(x):
97
+ return (x[0] - 1)**2 + (x[1] - 2.5)**2
98
+
99
+ def fmin(x):
100
+ return fun(x) - 1
101
+
102
+ def cons1(x):
103
+ a = np.array([[1, -2, 2], [-1, -2, 6], [-1, 2, 2]])
104
+ return np.array([a[i, 0] * x[0] + a[i, 1] * x[1] +
105
+ a[i, 2] for i in range(len(a))])
106
+
107
+ def cons2(x):
108
+ return x # identity, acts as bounds x > 0
109
+
110
+ x0 = np.array([2, 0])
111
+ cons_list = [fun, cons1, cons2]
112
+
113
+ xsol = [1.4, 1.7]
114
+ fsol = 0.8
115
+
116
+ # testing fmin_cobyla
117
+ sol = fmin_cobyla(fun, x0, cons_list, rhoend=1e-5)
118
+ assert_allclose(sol, xsol, atol=1e-4)
119
+
120
+ sol = fmin_cobyla(fun, x0, fmin, rhoend=1e-5)
121
+ assert_allclose(fun(sol), 1, atol=1e-4)
122
+
123
+ # testing minimize
124
+ constraints = [{'type': 'ineq', 'fun': cons} for cons in cons_list]
125
+ sol = minimize(fun, x0, constraints=constraints, tol=1e-5)
126
+ assert_allclose(sol.x, xsol, atol=1e-4)
127
+ assert_(sol.success, sol.message)
128
+ assert_allclose(sol.fun, fsol, atol=1e-4)
129
+
130
+ constraints = {'type': 'ineq', 'fun': fmin}
131
+ sol = minimize(fun, x0, constraints=constraints, tol=1e-5)
132
+ assert_allclose(sol.fun, 1, atol=1e-4)
133
+
134
+
135
+ class TestBounds:
136
+ # Test cobyla support for bounds (only when used via `minimize`)
137
+ # Invalid bounds is tested in
138
+ # test_optimize.TestOptimizeSimple.test_minimize_invalid_bounds
139
+
140
+ def test_basic(self):
141
+ def f(x):
142
+ return np.sum(x**2)
143
+
144
+ lb = [-1, None, 1, None, -0.5]
145
+ ub = [-0.5, -0.5, None, None, -0.5]
146
+ bounds = [(a, b) for a, b in zip(lb, ub)]
147
+ # these are converted to Bounds internally
148
+
149
+ res = minimize(f, x0=[1, 2, 3, 4, 5], method='cobyla', bounds=bounds)
150
+ ref = [-0.5, -0.5, 1, 0, -0.5]
151
+ assert res.success
152
+ assert_allclose(res.x, ref, atol=1e-3)
153
+
154
+ def test_unbounded(self):
155
+ def f(x):
156
+ return np.sum(x**2)
157
+
158
+ bounds = Bounds([-np.inf, -np.inf], [np.inf, np.inf])
159
+ res = minimize(f, x0=[1, 2], method='cobyla', bounds=bounds)
160
+ assert res.success
161
+ assert_allclose(res.x, 0, atol=1e-3)
162
+
163
+ bounds = Bounds([1, -np.inf], [np.inf, np.inf])
164
+ res = minimize(f, x0=[1, 2], method='cobyla', bounds=bounds)
165
+ assert res.success
166
+ assert_allclose(res.x, [1, 0], atol=1e-3)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_constraint_conversion.py ADDED
@@ -0,0 +1,274 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit test for constraint conversion
3
+ """
4
+
5
+ import numpy as np
6
+ from numpy.testing import (assert_array_almost_equal,
7
+ assert_allclose, assert_warns, suppress_warnings)
8
+ import pytest
9
+ from scipy.optimize import (NonlinearConstraint, LinearConstraint,
10
+ OptimizeWarning, minimize, BFGS)
11
+ from .test_minimize_constrained import (Maratos, HyperbolicIneq, Rosenbrock,
12
+ IneqRosenbrock, EqIneqRosenbrock,
13
+ BoundedRosenbrock, Elec)
14
+
15
+
16
+ class TestOldToNew:
17
+ x0 = (2, 0)
18
+ bnds = ((0, None), (0, None))
19
+ method = "trust-constr"
20
+
21
+ def test_constraint_dictionary_1(self):
22
+ def fun(x):
23
+ return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2
24
+ cons = ({'type': 'ineq', 'fun': lambda x: x[0] - 2 * x[1] + 2},
25
+ {'type': 'ineq', 'fun': lambda x: -x[0] - 2 * x[1] + 6},
26
+ {'type': 'ineq', 'fun': lambda x: -x[0] + 2 * x[1] + 2})
27
+
28
+ with suppress_warnings() as sup:
29
+ sup.filter(UserWarning, "delta_grad == 0.0")
30
+ res = minimize(fun, self.x0, method=self.method,
31
+ bounds=self.bnds, constraints=cons)
32
+ assert_allclose(res.x, [1.4, 1.7], rtol=1e-4)
33
+ assert_allclose(res.fun, 0.8, rtol=1e-4)
34
+
35
+ def test_constraint_dictionary_2(self):
36
+ def fun(x):
37
+ return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2
38
+ cons = {'type': 'eq',
39
+ 'fun': lambda x, p1, p2: p1*x[0] - p2*x[1],
40
+ 'args': (1, 1.1),
41
+ 'jac': lambda x, p1, p2: np.array([[p1, -p2]])}
42
+ with suppress_warnings() as sup:
43
+ sup.filter(UserWarning, "delta_grad == 0.0")
44
+ res = minimize(fun, self.x0, method=self.method,
45
+ bounds=self.bnds, constraints=cons)
46
+ assert_allclose(res.x, [1.7918552, 1.62895927])
47
+ assert_allclose(res.fun, 1.3857466063348418)
48
+
49
+ def test_constraint_dictionary_3(self):
50
+ def fun(x):
51
+ return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2
52
+ cons = [{'type': 'ineq', 'fun': lambda x: x[0] - 2 * x[1] + 2},
53
+ NonlinearConstraint(lambda x: x[0] - x[1], 0, 0)]
54
+
55
+ with suppress_warnings() as sup:
56
+ sup.filter(UserWarning, "delta_grad == 0.0")
57
+ res = minimize(fun, self.x0, method=self.method,
58
+ bounds=self.bnds, constraints=cons)
59
+ assert_allclose(res.x, [1.75, 1.75], rtol=1e-4)
60
+ assert_allclose(res.fun, 1.125, rtol=1e-4)
61
+
62
+
63
+ class TestNewToOld:
64
+
65
+ def test_multiple_constraint_objects(self):
66
+ def fun(x):
67
+ return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
68
+ x0 = [2, 0, 1]
69
+ coni = [] # only inequality constraints (can use cobyla)
70
+ methods = ["slsqp", "cobyla", "trust-constr"]
71
+
72
+ # mixed old and new
73
+ coni.append([{'type': 'ineq', 'fun': lambda x: x[0] - 2 * x[1] + 2},
74
+ NonlinearConstraint(lambda x: x[0] - x[1], -1, 1)])
75
+
76
+ coni.append([LinearConstraint([1, -2, 0], -2, np.inf),
77
+ NonlinearConstraint(lambda x: x[0] - x[1], -1, 1)])
78
+
79
+ coni.append([NonlinearConstraint(lambda x: x[0] - 2 * x[1] + 2, 0, np.inf),
80
+ NonlinearConstraint(lambda x: x[0] - x[1], -1, 1)])
81
+
82
+ for con in coni:
83
+ funs = {}
84
+ for method in methods:
85
+ with suppress_warnings() as sup:
86
+ sup.filter(UserWarning)
87
+ result = minimize(fun, x0, method=method, constraints=con)
88
+ funs[method] = result.fun
89
+ assert_allclose(funs['slsqp'], funs['trust-constr'], rtol=1e-4)
90
+ assert_allclose(funs['cobyla'], funs['trust-constr'], rtol=1e-4)
91
+
92
+ def test_individual_constraint_objects(self):
93
+ def fun(x):
94
+ return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
95
+ x0 = [2, 0, 1]
96
+
97
+ cone = [] # with equality constraints (can't use cobyla)
98
+ coni = [] # only inequality constraints (can use cobyla)
99
+ methods = ["slsqp", "cobyla", "trust-constr"]
100
+
101
+ # nonstandard data types for constraint equality bounds
102
+ cone.append(NonlinearConstraint(lambda x: x[0] - x[1], 1, 1))
103
+ cone.append(NonlinearConstraint(lambda x: x[0] - x[1], [1.21], [1.21]))
104
+ cone.append(NonlinearConstraint(lambda x: x[0] - x[1],
105
+ 1.21, np.array([1.21])))
106
+
107
+ # multiple equalities
108
+ cone.append(NonlinearConstraint(
109
+ lambda x: [x[0] - x[1], x[1] - x[2]],
110
+ 1.21, 1.21)) # two same equalities
111
+ cone.append(NonlinearConstraint(
112
+ lambda x: [x[0] - x[1], x[1] - x[2]],
113
+ [1.21, 1.4], [1.21, 1.4])) # two different equalities
114
+ cone.append(NonlinearConstraint(
115
+ lambda x: [x[0] - x[1], x[1] - x[2]],
116
+ [1.21, 1.21], 1.21)) # equality specified two ways
117
+ cone.append(NonlinearConstraint(
118
+ lambda x: [x[0] - x[1], x[1] - x[2]],
119
+ [1.21, -np.inf], [1.21, np.inf])) # equality + unbounded
120
+
121
+ # nonstandard data types for constraint inequality bounds
122
+ coni.append(NonlinearConstraint(lambda x: x[0] - x[1], 1.21, np.inf))
123
+ coni.append(NonlinearConstraint(lambda x: x[0] - x[1], [1.21], np.inf))
124
+ coni.append(NonlinearConstraint(lambda x: x[0] - x[1],
125
+ 1.21, np.array([np.inf])))
126
+ coni.append(NonlinearConstraint(lambda x: x[0] - x[1], -np.inf, -3))
127
+ coni.append(NonlinearConstraint(lambda x: x[0] - x[1],
128
+ np.array(-np.inf), -3))
129
+
130
+ # multiple inequalities/equalities
131
+ coni.append(NonlinearConstraint(
132
+ lambda x: [x[0] - x[1], x[1] - x[2]],
133
+ 1.21, np.inf)) # two same inequalities
134
+ cone.append(NonlinearConstraint(
135
+ lambda x: [x[0] - x[1], x[1] - x[2]],
136
+ [1.21, -np.inf], [1.21, 1.4])) # mixed equality/inequality
137
+ coni.append(NonlinearConstraint(
138
+ lambda x: [x[0] - x[1], x[1] - x[2]],
139
+ [1.1, .8], [1.2, 1.4])) # bounded above and below
140
+ coni.append(NonlinearConstraint(
141
+ lambda x: [x[0] - x[1], x[1] - x[2]],
142
+ [-1.2, -1.4], [-1.1, -.8])) # - bounded above and below
143
+
144
+ # quick check of LinearConstraint class (very little new code to test)
145
+ cone.append(LinearConstraint([1, -1, 0], 1.21, 1.21))
146
+ cone.append(LinearConstraint([[1, -1, 0], [0, 1, -1]], 1.21, 1.21))
147
+ cone.append(LinearConstraint([[1, -1, 0], [0, 1, -1]],
148
+ [1.21, -np.inf], [1.21, 1.4]))
149
+
150
+ for con in coni:
151
+ funs = {}
152
+ for method in methods:
153
+ with suppress_warnings() as sup:
154
+ sup.filter(UserWarning)
155
+ result = minimize(fun, x0, method=method, constraints=con)
156
+ funs[method] = result.fun
157
+ assert_allclose(funs['slsqp'], funs['trust-constr'], rtol=1e-3)
158
+ assert_allclose(funs['cobyla'], funs['trust-constr'], rtol=1e-3)
159
+
160
+ for con in cone:
161
+ funs = {}
162
+ for method in methods[::2]: # skip cobyla
163
+ with suppress_warnings() as sup:
164
+ sup.filter(UserWarning)
165
+ result = minimize(fun, x0, method=method, constraints=con)
166
+ funs[method] = result.fun
167
+ assert_allclose(funs['slsqp'], funs['trust-constr'], rtol=1e-3)
168
+
169
+
170
+ class TestNewToOldSLSQP:
171
+ method = 'slsqp'
172
+ elec = Elec(n_electrons=2)
173
+ elec.x_opt = np.array([-0.58438468, 0.58438466, 0.73597047,
174
+ -0.73597044, 0.34180668, -0.34180667])
175
+ brock = BoundedRosenbrock()
176
+ brock.x_opt = [0, 0]
177
+ list_of_problems = [Maratos(),
178
+ HyperbolicIneq(),
179
+ Rosenbrock(),
180
+ IneqRosenbrock(),
181
+ EqIneqRosenbrock(),
182
+ elec,
183
+ brock
184
+ ]
185
+
186
+ def test_list_of_problems(self):
187
+
188
+ for prob in self.list_of_problems:
189
+
190
+ with suppress_warnings() as sup:
191
+ sup.filter(UserWarning)
192
+ result = minimize(prob.fun, prob.x0,
193
+ method=self.method,
194
+ bounds=prob.bounds,
195
+ constraints=prob.constr)
196
+
197
+ assert_array_almost_equal(result.x, prob.x_opt, decimal=3)
198
+
199
+ def test_warn_mixed_constraints(self):
200
+ # warns about inefficiency of mixed equality/inequality constraints
201
+ def fun(x):
202
+ return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
203
+ cons = NonlinearConstraint(lambda x: [x[0]**2 - x[1], x[1] - x[2]],
204
+ [1.1, .8], [1.1, 1.4])
205
+ bnds = ((0, None), (0, None), (0, None))
206
+ with suppress_warnings() as sup:
207
+ sup.filter(UserWarning, "delta_grad == 0.0")
208
+ assert_warns(OptimizeWarning, minimize, fun, (2, 0, 1),
209
+ method=self.method, bounds=bnds, constraints=cons)
210
+
211
+ def test_warn_ignored_options(self):
212
+ # warns about constraint options being ignored
213
+ def fun(x):
214
+ return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
215
+ x0 = (2, 0, 1)
216
+
217
+ if self.method == "slsqp":
218
+ bnds = ((0, None), (0, None), (0, None))
219
+ else:
220
+ bnds = None
221
+
222
+ cons = NonlinearConstraint(lambda x: x[0], 2, np.inf)
223
+ res = minimize(fun, x0, method=self.method,
224
+ bounds=bnds, constraints=cons)
225
+ # no warnings without constraint options
226
+ assert_allclose(res.fun, 1)
227
+
228
+ cons = LinearConstraint([1, 0, 0], 2, np.inf)
229
+ res = minimize(fun, x0, method=self.method,
230
+ bounds=bnds, constraints=cons)
231
+ # no warnings without constraint options
232
+ assert_allclose(res.fun, 1)
233
+
234
+ cons = []
235
+ cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
236
+ keep_feasible=True))
237
+ cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
238
+ hess=BFGS()))
239
+ cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
240
+ finite_diff_jac_sparsity=42))
241
+ cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
242
+ finite_diff_rel_step=42))
243
+ cons.append(LinearConstraint([1, 0, 0], 2, np.inf,
244
+ keep_feasible=True))
245
+ for con in cons:
246
+ assert_warns(OptimizeWarning, minimize, fun, x0,
247
+ method=self.method, bounds=bnds, constraints=cons)
248
+
249
+
250
+ class TestNewToOldCobyla:
251
+ method = 'cobyla'
252
+
253
+ list_of_problems = [
254
+ Elec(n_electrons=2),
255
+ Elec(n_electrons=4),
256
+ ]
257
+
258
+ @pytest.mark.slow
259
+ def test_list_of_problems(self):
260
+
261
+ for prob in self.list_of_problems:
262
+
263
+ with suppress_warnings() as sup:
264
+ sup.filter(UserWarning)
265
+ truth = minimize(prob.fun, prob.x0,
266
+ method='trust-constr',
267
+ bounds=prob.bounds,
268
+ constraints=prob.constr)
269
+ result = minimize(prob.fun, prob.x0,
270
+ method=self.method,
271
+ bounds=prob.bounds,
272
+ constraints=prob.constr)
273
+
274
+ assert_allclose(result.fun, truth.fun, rtol=1e-3)
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_constraints.py ADDED
@@ -0,0 +1,255 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import numpy as np
3
+ from numpy.testing import TestCase, assert_array_equal
4
+ import scipy.sparse as sps
5
+ from scipy.optimize._constraints import (
6
+ Bounds, LinearConstraint, NonlinearConstraint, PreparedConstraint,
7
+ new_bounds_to_old, old_bound_to_new, strict_bounds)
8
+
9
+
10
+ class TestStrictBounds(TestCase):
11
+ def test_scalarvalue_unique_enforce_feasibility(self):
12
+ m = 3
13
+ lb = 2
14
+ ub = 4
15
+ enforce_feasibility = False
16
+ strict_lb, strict_ub = strict_bounds(lb, ub,
17
+ enforce_feasibility,
18
+ m)
19
+ assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf])
20
+ assert_array_equal(strict_ub, [np.inf, np.inf, np.inf])
21
+
22
+ enforce_feasibility = True
23
+ strict_lb, strict_ub = strict_bounds(lb, ub,
24
+ enforce_feasibility,
25
+ m)
26
+ assert_array_equal(strict_lb, [2, 2, 2])
27
+ assert_array_equal(strict_ub, [4, 4, 4])
28
+
29
+ def test_vectorvalue_unique_enforce_feasibility(self):
30
+ m = 3
31
+ lb = [1, 2, 3]
32
+ ub = [4, 5, 6]
33
+ enforce_feasibility = False
34
+ strict_lb, strict_ub = strict_bounds(lb, ub,
35
+ enforce_feasibility,
36
+ m)
37
+ assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf])
38
+ assert_array_equal(strict_ub, [np.inf, np.inf, np.inf])
39
+
40
+ enforce_feasibility = True
41
+ strict_lb, strict_ub = strict_bounds(lb, ub,
42
+ enforce_feasibility,
43
+ m)
44
+ assert_array_equal(strict_lb, [1, 2, 3])
45
+ assert_array_equal(strict_ub, [4, 5, 6])
46
+
47
+ def test_scalarvalue_vector_enforce_feasibility(self):
48
+ m = 3
49
+ lb = 2
50
+ ub = 4
51
+ enforce_feasibility = [False, True, False]
52
+ strict_lb, strict_ub = strict_bounds(lb, ub,
53
+ enforce_feasibility,
54
+ m)
55
+ assert_array_equal(strict_lb, [-np.inf, 2, -np.inf])
56
+ assert_array_equal(strict_ub, [np.inf, 4, np.inf])
57
+
58
+ def test_vectorvalue_vector_enforce_feasibility(self):
59
+ m = 3
60
+ lb = [1, 2, 3]
61
+ ub = [4, 6, np.inf]
62
+ enforce_feasibility = [True, False, True]
63
+ strict_lb, strict_ub = strict_bounds(lb, ub,
64
+ enforce_feasibility,
65
+ m)
66
+ assert_array_equal(strict_lb, [1, -np.inf, 3])
67
+ assert_array_equal(strict_ub, [4, np.inf, np.inf])
68
+
69
+
70
+ def test_prepare_constraint_infeasible_x0():
71
+ lb = np.array([0, 20, 30])
72
+ ub = np.array([0.5, np.inf, 70])
73
+ x0 = np.array([1, 2, 3])
74
+ enforce_feasibility = np.array([False, True, True], dtype=bool)
75
+ bounds = Bounds(lb, ub, enforce_feasibility)
76
+ pytest.raises(ValueError, PreparedConstraint, bounds, x0)
77
+
78
+ pc = PreparedConstraint(Bounds(lb, ub), [1, 2, 3])
79
+ assert (pc.violation([1, 2, 3]) > 0).any()
80
+ assert (pc.violation([0.25, 21, 31]) == 0).all()
81
+
82
+ x0 = np.array([1, 2, 3, 4])
83
+ A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]])
84
+ enforce_feasibility = np.array([True, True, True], dtype=bool)
85
+ linear = LinearConstraint(A, -np.inf, 0, enforce_feasibility)
86
+ pytest.raises(ValueError, PreparedConstraint, linear, x0)
87
+
88
+ pc = PreparedConstraint(LinearConstraint(A, -np.inf, 0),
89
+ [1, 2, 3, 4])
90
+ assert (pc.violation([1, 2, 3, 4]) > 0).any()
91
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
92
+
93
+ def fun(x):
94
+ return A.dot(x)
95
+
96
+ def jac(x):
97
+ return A
98
+
99
+ def hess(x, v):
100
+ return sps.csr_matrix((4, 4))
101
+
102
+ nonlinear = NonlinearConstraint(fun, -np.inf, 0, jac, hess,
103
+ enforce_feasibility)
104
+ pytest.raises(ValueError, PreparedConstraint, nonlinear, x0)
105
+
106
+ pc = PreparedConstraint(nonlinear, [-10, 2, -10, 4])
107
+ assert (pc.violation([1, 2, 3, 4]) > 0).any()
108
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
109
+
110
+
111
+ def test_violation():
112
+ def cons_f(x):
113
+ return np.array([x[0] ** 2 + x[1], x[0] ** 2 - x[1]])
114
+
115
+ nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2])
116
+ pc = PreparedConstraint(nlc, [0.5, 1])
117
+
118
+ assert_array_equal(pc.violation([0.5, 1]), [0., 0.])
119
+
120
+ np.testing.assert_almost_equal(pc.violation([0.5, 1.2]), [0., 0.1])
121
+
122
+ np.testing.assert_almost_equal(pc.violation([1.2, 1.2]), [0.64, 0])
123
+
124
+ np.testing.assert_almost_equal(pc.violation([0.1, -1.2]), [0.19, 0])
125
+
126
+ np.testing.assert_almost_equal(pc.violation([0.1, 2]), [0.01, 1.14])
127
+
128
+
129
+ def test_new_bounds_to_old():
130
+ lb = np.array([-np.inf, 2, 3])
131
+ ub = np.array([3, np.inf, 10])
132
+
133
+ bounds = [(None, 3), (2, None), (3, 10)]
134
+ assert_array_equal(new_bounds_to_old(lb, ub, 3), bounds)
135
+
136
+ bounds_single_lb = [(-1, 3), (-1, None), (-1, 10)]
137
+ assert_array_equal(new_bounds_to_old(-1, ub, 3), bounds_single_lb)
138
+
139
+ bounds_no_lb = [(None, 3), (None, None), (None, 10)]
140
+ assert_array_equal(new_bounds_to_old(-np.inf, ub, 3), bounds_no_lb)
141
+
142
+ bounds_single_ub = [(None, 20), (2, 20), (3, 20)]
143
+ assert_array_equal(new_bounds_to_old(lb, 20, 3), bounds_single_ub)
144
+
145
+ bounds_no_ub = [(None, None), (2, None), (3, None)]
146
+ assert_array_equal(new_bounds_to_old(lb, np.inf, 3), bounds_no_ub)
147
+
148
+ bounds_single_both = [(1, 2), (1, 2), (1, 2)]
149
+ assert_array_equal(new_bounds_to_old(1, 2, 3), bounds_single_both)
150
+
151
+ bounds_no_both = [(None, None), (None, None), (None, None)]
152
+ assert_array_equal(new_bounds_to_old(-np.inf, np.inf, 3), bounds_no_both)
153
+
154
+
155
+ def test_old_bounds_to_new():
156
+ bounds = ([1, 2], (None, 3), (-1, None))
157
+ lb_true = np.array([1, -np.inf, -1])
158
+ ub_true = np.array([2, 3, np.inf])
159
+
160
+ lb, ub = old_bound_to_new(bounds)
161
+ assert_array_equal(lb, lb_true)
162
+ assert_array_equal(ub, ub_true)
163
+
164
+ bounds = [(-np.inf, np.inf), (np.array([1]), np.array([1]))]
165
+ lb, ub = old_bound_to_new(bounds)
166
+
167
+ assert_array_equal(lb, [-np.inf, 1])
168
+ assert_array_equal(ub, [np.inf, 1])
169
+
170
+
171
+ class TestBounds:
172
+ def test_repr(self):
173
+ # so that eval works
174
+ from numpy import array, inf # noqa: F401
175
+ for args in (
176
+ (-1.0, 5.0),
177
+ (-1.0, np.inf, True),
178
+ (np.array([1.0, -np.inf]), np.array([2.0, np.inf])),
179
+ (np.array([1.0, -np.inf]), np.array([2.0, np.inf]),
180
+ np.array([True, False])),
181
+ ):
182
+ bounds = Bounds(*args)
183
+ bounds2 = eval(repr(Bounds(*args)))
184
+ assert_array_equal(bounds.lb, bounds2.lb)
185
+ assert_array_equal(bounds.ub, bounds2.ub)
186
+ assert_array_equal(bounds.keep_feasible, bounds2.keep_feasible)
187
+
188
+ def test_array(self):
189
+ # gh13501
190
+ b = Bounds(lb=[0.0, 0.0], ub=[1.0, 1.0])
191
+ assert isinstance(b.lb, np.ndarray)
192
+ assert isinstance(b.ub, np.ndarray)
193
+
194
+ def test_defaults(self):
195
+ b1 = Bounds()
196
+ b2 = Bounds(np.asarray(-np.inf), np.asarray(np.inf))
197
+ assert b1.lb == b2.lb
198
+ assert b1.ub == b2.ub
199
+
200
+ def test_input_validation(self):
201
+ message = "Lower and upper bounds must be dense arrays."
202
+ with pytest.raises(ValueError, match=message):
203
+ Bounds(sps.coo_array([1, 2]), [1, 2])
204
+ with pytest.raises(ValueError, match=message):
205
+ Bounds([1, 2], sps.coo_array([1, 2]))
206
+
207
+ message = "`keep_feasible` must be a dense array."
208
+ with pytest.raises(ValueError, match=message):
209
+ Bounds([1, 2], [1, 2], keep_feasible=sps.coo_array([True, True]))
210
+
211
+ message = "`lb`, `ub`, and `keep_feasible` must be broadcastable."
212
+ with pytest.raises(ValueError, match=message):
213
+ Bounds([1, 2], [1, 2, 3])
214
+
215
+ def test_residual(self):
216
+ bounds = Bounds(-2, 4)
217
+ x0 = [-1, 2]
218
+ np.testing.assert_allclose(bounds.residual(x0), ([1, 4], [5, 2]))
219
+
220
+
221
+ class TestLinearConstraint:
222
+ def test_defaults(self):
223
+ A = np.eye(4)
224
+ lc = LinearConstraint(A)
225
+ lc2 = LinearConstraint(A, -np.inf, np.inf)
226
+ assert_array_equal(lc.lb, lc2.lb)
227
+ assert_array_equal(lc.ub, lc2.ub)
228
+
229
+ def test_input_validation(self):
230
+ A = np.eye(4)
231
+ message = "`lb`, `ub`, and `keep_feasible` must be broadcastable"
232
+ with pytest.raises(ValueError, match=message):
233
+ LinearConstraint(A, [1, 2], [1, 2, 3])
234
+
235
+ message = "Constraint limits must be dense arrays"
236
+ with pytest.raises(ValueError, match=message):
237
+ LinearConstraint(A, sps.coo_array([1, 2]), [2, 3])
238
+ with pytest.raises(ValueError, match=message):
239
+ LinearConstraint(A, [1, 2], sps.coo_array([2, 3]))
240
+
241
+ message = "`keep_feasible` must be a dense array"
242
+ with pytest.raises(ValueError, match=message):
243
+ keep_feasible = sps.coo_array([True, True])
244
+ LinearConstraint(A, [1, 2], [2, 3], keep_feasible=keep_feasible)
245
+
246
+ A = np.empty((4, 3, 5))
247
+ message = "`A` must have exactly two dimensions."
248
+ with pytest.raises(ValueError, match=message):
249
+ LinearConstraint(A)
250
+
251
+ def test_residual(self):
252
+ A = np.eye(2)
253
+ lc = LinearConstraint(A, -2, 4)
254
+ x0 = [-1, 2]
255
+ np.testing.assert_allclose(lc.residual(x0), ([1, 4], [5, 2]))
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_cython_optimize.py ADDED
@@ -0,0 +1,92 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Test Cython optimize zeros API functions: ``bisect``, ``ridder``, ``brenth``,
3
+ and ``brentq`` in `scipy.optimize.cython_optimize`, by finding the roots of a
4
+ 3rd order polynomial given a sequence of constant terms, ``a0``, and fixed 1st,
5
+ 2nd, and 3rd order terms in ``args``.
6
+
7
+ .. math::
8
+
9
+ f(x, a0, args) = ((args[2]*x + args[1])*x + args[0])*x + a0
10
+
11
+ The 3rd order polynomial function is written in Cython and called in a Python
12
+ wrapper named after the zero function. See the private ``_zeros`` Cython module
13
+ in `scipy.optimize.cython_optimze` for more information.
14
+ """
15
+
16
+ import numpy.testing as npt
17
+ from scipy.optimize.cython_optimize import _zeros
18
+
19
+ # CONSTANTS
20
+ # Solve x**3 - A0 = 0 for A0 = [2.0, 2.1, ..., 2.9].
21
+ # The ARGS have 3 elements just to show how this could be done for any cubic
22
+ # polynomial.
23
+ A0 = tuple(-2.0 - x/10.0 for x in range(10)) # constant term
24
+ ARGS = (0.0, 0.0, 1.0) # 1st, 2nd, and 3rd order terms
25
+ XLO, XHI = 0.0, 2.0 # first and second bounds of zeros functions
26
+ # absolute and relative tolerances and max iterations for zeros functions
27
+ XTOL, RTOL, MITR = 0.001, 0.001, 10
28
+ EXPECTED = [(-a0) ** (1.0/3.0) for a0 in A0]
29
+ # = [1.2599210498948732,
30
+ # 1.2805791649874942,
31
+ # 1.300591446851387,
32
+ # 1.3200061217959123,
33
+ # 1.338865900164339,
34
+ # 1.3572088082974532,
35
+ # 1.375068867074141,
36
+ # 1.3924766500838337,
37
+ # 1.4094597464129783,
38
+ # 1.4260431471424087]
39
+
40
+
41
+ # test bisect
42
+ def test_bisect():
43
+ npt.assert_allclose(
44
+ EXPECTED,
45
+ list(
46
+ _zeros.loop_example('bisect', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
47
+ ),
48
+ rtol=RTOL, atol=XTOL
49
+ )
50
+
51
+
52
+ # test ridder
53
+ def test_ridder():
54
+ npt.assert_allclose(
55
+ EXPECTED,
56
+ list(
57
+ _zeros.loop_example('ridder', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
58
+ ),
59
+ rtol=RTOL, atol=XTOL
60
+ )
61
+
62
+
63
+ # test brenth
64
+ def test_brenth():
65
+ npt.assert_allclose(
66
+ EXPECTED,
67
+ list(
68
+ _zeros.loop_example('brenth', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
69
+ ),
70
+ rtol=RTOL, atol=XTOL
71
+ )
72
+
73
+
74
+ # test brentq
75
+ def test_brentq():
76
+ npt.assert_allclose(
77
+ EXPECTED,
78
+ list(
79
+ _zeros.loop_example('brentq', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
80
+ ),
81
+ rtol=RTOL, atol=XTOL
82
+ )
83
+
84
+
85
+ # test brentq with full output
86
+ def test_brentq_full_output():
87
+ output = _zeros.full_output_example(
88
+ (A0[0],) + ARGS, XLO, XHI, XTOL, RTOL, MITR)
89
+ npt.assert_allclose(EXPECTED[0], output['root'], rtol=RTOL, atol=XTOL)
90
+ npt.assert_equal(6, output['iterations'])
91
+ npt.assert_equal(7, output['funcalls'])
92
+ npt.assert_equal(0, output['error_num'])
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_differentiable_functions.py ADDED
@@ -0,0 +1,758 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import numpy as np
3
+ from numpy.testing import (TestCase, assert_array_almost_equal,
4
+ assert_array_equal, assert_, assert_allclose,
5
+ assert_equal)
6
+ from scipy.sparse import csr_matrix
7
+ from scipy.sparse.linalg import LinearOperator
8
+ from scipy.optimize._differentiable_functions import (ScalarFunction,
9
+ VectorFunction,
10
+ LinearVectorFunction,
11
+ IdentityVectorFunction)
12
+ from scipy.optimize import rosen, rosen_der, rosen_hess
13
+ from scipy.optimize._hessian_update_strategy import BFGS
14
+
15
+
16
+ class ExScalarFunction:
17
+
18
+ def __init__(self):
19
+ self.nfev = 0
20
+ self.ngev = 0
21
+ self.nhev = 0
22
+
23
+ def fun(self, x):
24
+ self.nfev += 1
25
+ return 2*(x[0]**2 + x[1]**2 - 1) - x[0]
26
+
27
+ def grad(self, x):
28
+ self.ngev += 1
29
+ return np.array([4*x[0]-1, 4*x[1]])
30
+
31
+ def hess(self, x):
32
+ self.nhev += 1
33
+ return 4*np.eye(2)
34
+
35
+
36
+ class TestScalarFunction(TestCase):
37
+
38
+ def test_finite_difference_grad(self):
39
+ ex = ExScalarFunction()
40
+ nfev = 0
41
+ ngev = 0
42
+
43
+ x0 = [1.0, 0.0]
44
+ analit = ScalarFunction(ex.fun, x0, (), ex.grad,
45
+ ex.hess, None, (-np.inf, np.inf))
46
+ nfev += 1
47
+ ngev += 1
48
+ assert_array_equal(ex.nfev, nfev)
49
+ assert_array_equal(analit.nfev, nfev)
50
+ assert_array_equal(ex.ngev, ngev)
51
+ assert_array_equal(analit.ngev, nfev)
52
+ approx = ScalarFunction(ex.fun, x0, (), '2-point',
53
+ ex.hess, None, (-np.inf, np.inf))
54
+ nfev += 3
55
+ ngev += 1
56
+ assert_array_equal(ex.nfev, nfev)
57
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
58
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
59
+ assert_array_equal(analit.f, approx.f)
60
+ assert_array_almost_equal(analit.g, approx.g)
61
+
62
+ x = [10, 0.3]
63
+ f_analit = analit.fun(x)
64
+ g_analit = analit.grad(x)
65
+ nfev += 1
66
+ ngev += 1
67
+ assert_array_equal(ex.nfev, nfev)
68
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
69
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
70
+ f_approx = approx.fun(x)
71
+ g_approx = approx.grad(x)
72
+ nfev += 3
73
+ ngev += 1
74
+ assert_array_equal(ex.nfev, nfev)
75
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
76
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
77
+ assert_array_almost_equal(f_analit, f_approx)
78
+ assert_array_almost_equal(g_analit, g_approx)
79
+
80
+ x = [2.0, 1.0]
81
+ g_analit = analit.grad(x)
82
+ ngev += 1
83
+ assert_array_equal(ex.nfev, nfev)
84
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
85
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
86
+
87
+ g_approx = approx.grad(x)
88
+ nfev += 3
89
+ ngev += 1
90
+ assert_array_equal(ex.nfev, nfev)
91
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
92
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
93
+ assert_array_almost_equal(g_analit, g_approx)
94
+
95
+ x = [2.5, 0.3]
96
+ f_analit = analit.fun(x)
97
+ g_analit = analit.grad(x)
98
+ nfev += 1
99
+ ngev += 1
100
+ assert_array_equal(ex.nfev, nfev)
101
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
102
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
103
+ f_approx = approx.fun(x)
104
+ g_approx = approx.grad(x)
105
+ nfev += 3
106
+ ngev += 1
107
+ assert_array_equal(ex.nfev, nfev)
108
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
109
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
110
+ assert_array_almost_equal(f_analit, f_approx)
111
+ assert_array_almost_equal(g_analit, g_approx)
112
+
113
+ x = [2, 0.3]
114
+ f_analit = analit.fun(x)
115
+ g_analit = analit.grad(x)
116
+ nfev += 1
117
+ ngev += 1
118
+ assert_array_equal(ex.nfev, nfev)
119
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
120
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
121
+ f_approx = approx.fun(x)
122
+ g_approx = approx.grad(x)
123
+ nfev += 3
124
+ ngev += 1
125
+ assert_array_equal(ex.nfev, nfev)
126
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
127
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
128
+ assert_array_almost_equal(f_analit, f_approx)
129
+ assert_array_almost_equal(g_analit, g_approx)
130
+
131
+ def test_fun_and_grad(self):
132
+ ex = ExScalarFunction()
133
+
134
+ def fg_allclose(x, y):
135
+ assert_allclose(x[0], y[0])
136
+ assert_allclose(x[1], y[1])
137
+
138
+ # with analytic gradient
139
+ x0 = [2.0, 0.3]
140
+ analit = ScalarFunction(ex.fun, x0, (), ex.grad,
141
+ ex.hess, None, (-np.inf, np.inf))
142
+
143
+ fg = ex.fun(x0), ex.grad(x0)
144
+ fg_allclose(analit.fun_and_grad(x0), fg)
145
+ assert analit.ngev == 1
146
+
147
+ x0[1] = 1.
148
+ fg = ex.fun(x0), ex.grad(x0)
149
+ fg_allclose(analit.fun_and_grad(x0), fg)
150
+
151
+ # with finite difference gradient
152
+ x0 = [2.0, 0.3]
153
+ sf = ScalarFunction(ex.fun, x0, (), '3-point',
154
+ ex.hess, None, (-np.inf, np.inf))
155
+ assert sf.ngev == 1
156
+ fg = ex.fun(x0), ex.grad(x0)
157
+ fg_allclose(sf.fun_and_grad(x0), fg)
158
+ assert sf.ngev == 1
159
+
160
+ x0[1] = 1.
161
+ fg = ex.fun(x0), ex.grad(x0)
162
+ fg_allclose(sf.fun_and_grad(x0), fg)
163
+
164
+ def test_finite_difference_hess_linear_operator(self):
165
+ ex = ExScalarFunction()
166
+ nfev = 0
167
+ ngev = 0
168
+ nhev = 0
169
+
170
+ x0 = [1.0, 0.0]
171
+ analit = ScalarFunction(ex.fun, x0, (), ex.grad,
172
+ ex.hess, None, (-np.inf, np.inf))
173
+ nfev += 1
174
+ ngev += 1
175
+ nhev += 1
176
+ assert_array_equal(ex.nfev, nfev)
177
+ assert_array_equal(analit.nfev, nfev)
178
+ assert_array_equal(ex.ngev, ngev)
179
+ assert_array_equal(analit.ngev, ngev)
180
+ assert_array_equal(ex.nhev, nhev)
181
+ assert_array_equal(analit.nhev, nhev)
182
+ approx = ScalarFunction(ex.fun, x0, (), ex.grad,
183
+ '2-point', None, (-np.inf, np.inf))
184
+ assert_(isinstance(approx.H, LinearOperator))
185
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
186
+ assert_array_equal(analit.f, approx.f)
187
+ assert_array_almost_equal(analit.g, approx.g)
188
+ assert_array_almost_equal(analit.H.dot(v), approx.H.dot(v))
189
+ nfev += 1
190
+ ngev += 4
191
+ assert_array_equal(ex.nfev, nfev)
192
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
193
+ assert_array_equal(ex.ngev, ngev)
194
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
195
+ assert_array_equal(ex.nhev, nhev)
196
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
197
+
198
+ x = [2.0, 1.0]
199
+ H_analit = analit.hess(x)
200
+ nhev += 1
201
+ assert_array_equal(ex.nfev, nfev)
202
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
203
+ assert_array_equal(ex.ngev, ngev)
204
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
205
+ assert_array_equal(ex.nhev, nhev)
206
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
207
+ H_approx = approx.hess(x)
208
+ assert_(isinstance(H_approx, LinearOperator))
209
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
210
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
211
+ ngev += 4
212
+ assert_array_equal(ex.nfev, nfev)
213
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
214
+ assert_array_equal(ex.ngev, ngev)
215
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
216
+ assert_array_equal(ex.nhev, nhev)
217
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
218
+
219
+ x = [2.1, 1.2]
220
+ H_analit = analit.hess(x)
221
+ nhev += 1
222
+ assert_array_equal(ex.nfev, nfev)
223
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
224
+ assert_array_equal(ex.ngev, ngev)
225
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
226
+ assert_array_equal(ex.nhev, nhev)
227
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
228
+ H_approx = approx.hess(x)
229
+ assert_(isinstance(H_approx, LinearOperator))
230
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
231
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
232
+ ngev += 4
233
+ assert_array_equal(ex.nfev, nfev)
234
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
235
+ assert_array_equal(ex.ngev, ngev)
236
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
237
+ assert_array_equal(ex.nhev, nhev)
238
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
239
+
240
+ x = [2.5, 0.3]
241
+ _ = analit.grad(x)
242
+ H_analit = analit.hess(x)
243
+ ngev += 1
244
+ nhev += 1
245
+ assert_array_equal(ex.nfev, nfev)
246
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
247
+ assert_array_equal(ex.ngev, ngev)
248
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
249
+ assert_array_equal(ex.nhev, nhev)
250
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
251
+ _ = approx.grad(x)
252
+ H_approx = approx.hess(x)
253
+ assert_(isinstance(H_approx, LinearOperator))
254
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
255
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
256
+ ngev += 4
257
+ assert_array_equal(ex.nfev, nfev)
258
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
259
+ assert_array_equal(ex.ngev, ngev)
260
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
261
+ assert_array_equal(ex.nhev, nhev)
262
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
263
+
264
+ x = [5.2, 2.3]
265
+ _ = analit.grad(x)
266
+ H_analit = analit.hess(x)
267
+ ngev += 1
268
+ nhev += 1
269
+ assert_array_equal(ex.nfev, nfev)
270
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
271
+ assert_array_equal(ex.ngev, ngev)
272
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
273
+ assert_array_equal(ex.nhev, nhev)
274
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
275
+ _ = approx.grad(x)
276
+ H_approx = approx.hess(x)
277
+ assert_(isinstance(H_approx, LinearOperator))
278
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
279
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
280
+ ngev += 4
281
+ assert_array_equal(ex.nfev, nfev)
282
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
283
+ assert_array_equal(ex.ngev, ngev)
284
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
285
+ assert_array_equal(ex.nhev, nhev)
286
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
287
+
288
+ def test_x_storage_overlap(self):
289
+ # Scalar_Function should not store references to arrays, it should
290
+ # store copies - this checks that updating an array in-place causes
291
+ # Scalar_Function.x to be updated.
292
+
293
+ def f(x):
294
+ return np.sum(np.asarray(x) ** 2)
295
+
296
+ x = np.array([1., 2., 3.])
297
+ sf = ScalarFunction(f, x, (), '3-point', lambda x: x, None, (-np.inf, np.inf))
298
+
299
+ assert x is not sf.x
300
+ assert_equal(sf.fun(x), 14.0)
301
+ assert x is not sf.x
302
+
303
+ x[0] = 0.
304
+ f1 = sf.fun(x)
305
+ assert_equal(f1, 13.0)
306
+
307
+ x[0] = 1
308
+ f2 = sf.fun(x)
309
+ assert_equal(f2, 14.0)
310
+ assert x is not sf.x
311
+
312
+ # now test with a HessianUpdate strategy specified
313
+ hess = BFGS()
314
+ x = np.array([1., 2., 3.])
315
+ sf = ScalarFunction(f, x, (), '3-point', hess, None, (-np.inf, np.inf))
316
+
317
+ assert x is not sf.x
318
+ assert_equal(sf.fun(x), 14.0)
319
+ assert x is not sf.x
320
+
321
+ x[0] = 0.
322
+ f1 = sf.fun(x)
323
+ assert_equal(f1, 13.0)
324
+
325
+ x[0] = 1
326
+ f2 = sf.fun(x)
327
+ assert_equal(f2, 14.0)
328
+ assert x is not sf.x
329
+
330
+ # gh13740 x is changed in user function
331
+ def ff(x):
332
+ x *= x # overwrite x
333
+ return np.sum(x)
334
+
335
+ x = np.array([1., 2., 3.])
336
+ sf = ScalarFunction(
337
+ ff, x, (), '3-point', lambda x: x, None, (-np.inf, np.inf)
338
+ )
339
+ assert x is not sf.x
340
+ assert_equal(sf.fun(x), 14.0)
341
+ assert_equal(sf.x, np.array([1., 2., 3.]))
342
+ assert x is not sf.x
343
+
344
+ def test_lowest_x(self):
345
+ # ScalarFunction should remember the lowest func(x) visited.
346
+ x0 = np.array([2, 3, 4])
347
+ sf = ScalarFunction(rosen, x0, (), rosen_der, rosen_hess,
348
+ None, None)
349
+ sf.fun([1, 1, 1])
350
+ sf.fun(x0)
351
+ sf.fun([1.01, 1, 1.0])
352
+ sf.grad([1.01, 1, 1.0])
353
+ assert_equal(sf._lowest_f, 0.0)
354
+ assert_equal(sf._lowest_x, [1.0, 1.0, 1.0])
355
+
356
+ sf = ScalarFunction(rosen, x0, (), '2-point', rosen_hess,
357
+ None, (-np.inf, np.inf))
358
+ sf.fun([1, 1, 1])
359
+ sf.fun(x0)
360
+ sf.fun([1.01, 1, 1.0])
361
+ sf.grad([1.01, 1, 1.0])
362
+ assert_equal(sf._lowest_f, 0.0)
363
+ assert_equal(sf._lowest_x, [1.0, 1.0, 1.0])
364
+
365
+ def test_float_size(self):
366
+ x0 = np.array([2, 3, 4]).astype(np.float32)
367
+
368
+ # check that ScalarFunction/approx_derivative always send the correct
369
+ # float width
370
+ def rosen_(x):
371
+ assert x.dtype == np.float32
372
+ return rosen(x)
373
+
374
+ sf = ScalarFunction(rosen_, x0, (), '2-point', rosen_hess,
375
+ None, (-np.inf, np.inf))
376
+ res = sf.fun(x0)
377
+ assert res.dtype == np.float32
378
+
379
+
380
+ class ExVectorialFunction:
381
+
382
+ def __init__(self):
383
+ self.nfev = 0
384
+ self.njev = 0
385
+ self.nhev = 0
386
+
387
+ def fun(self, x):
388
+ self.nfev += 1
389
+ return np.array([2*(x[0]**2 + x[1]**2 - 1) - x[0],
390
+ 4*(x[0]**3 + x[1]**2 - 4) - 3*x[0]], dtype=x.dtype)
391
+
392
+ def jac(self, x):
393
+ self.njev += 1
394
+ return np.array([[4*x[0]-1, 4*x[1]],
395
+ [12*x[0]**2-3, 8*x[1]]], dtype=x.dtype)
396
+
397
+ def hess(self, x, v):
398
+ self.nhev += 1
399
+ return v[0]*4*np.eye(2) + v[1]*np.array([[24*x[0], 0],
400
+ [0, 8]])
401
+
402
+
403
+ class TestVectorialFunction(TestCase):
404
+
405
+ def test_finite_difference_jac(self):
406
+ ex = ExVectorialFunction()
407
+ nfev = 0
408
+ njev = 0
409
+
410
+ x0 = [1.0, 0.0]
411
+ analit = VectorFunction(ex.fun, x0, ex.jac, ex.hess, None, None,
412
+ (-np.inf, np.inf), None)
413
+ nfev += 1
414
+ njev += 1
415
+ assert_array_equal(ex.nfev, nfev)
416
+ assert_array_equal(analit.nfev, nfev)
417
+ assert_array_equal(ex.njev, njev)
418
+ assert_array_equal(analit.njev, njev)
419
+ approx = VectorFunction(ex.fun, x0, '2-point', ex.hess, None, None,
420
+ (-np.inf, np.inf), None)
421
+ nfev += 3
422
+ assert_array_equal(ex.nfev, nfev)
423
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
424
+ assert_array_equal(ex.njev, njev)
425
+ assert_array_equal(analit.njev+approx.njev, njev)
426
+ assert_array_equal(analit.f, approx.f)
427
+ assert_array_almost_equal(analit.J, approx.J)
428
+
429
+ x = [10, 0.3]
430
+ f_analit = analit.fun(x)
431
+ J_analit = analit.jac(x)
432
+ nfev += 1
433
+ njev += 1
434
+ assert_array_equal(ex.nfev, nfev)
435
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
436
+ assert_array_equal(ex.njev, njev)
437
+ assert_array_equal(analit.njev+approx.njev, njev)
438
+ f_approx = approx.fun(x)
439
+ J_approx = approx.jac(x)
440
+ nfev += 3
441
+ assert_array_equal(ex.nfev, nfev)
442
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
443
+ assert_array_equal(ex.njev, njev)
444
+ assert_array_equal(analit.njev+approx.njev, njev)
445
+ assert_array_almost_equal(f_analit, f_approx)
446
+ assert_array_almost_equal(J_analit, J_approx, decimal=4)
447
+
448
+ x = [2.0, 1.0]
449
+ J_analit = analit.jac(x)
450
+ njev += 1
451
+ assert_array_equal(ex.nfev, nfev)
452
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
453
+ assert_array_equal(ex.njev, njev)
454
+ assert_array_equal(analit.njev+approx.njev, njev)
455
+ J_approx = approx.jac(x)
456
+ nfev += 3
457
+ assert_array_equal(ex.nfev, nfev)
458
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
459
+ assert_array_equal(ex.njev, njev)
460
+ assert_array_equal(analit.njev+approx.njev, njev)
461
+ assert_array_almost_equal(J_analit, J_approx)
462
+
463
+ x = [2.5, 0.3]
464
+ f_analit = analit.fun(x)
465
+ J_analit = analit.jac(x)
466
+ nfev += 1
467
+ njev += 1
468
+ assert_array_equal(ex.nfev, nfev)
469
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
470
+ assert_array_equal(ex.njev, njev)
471
+ assert_array_equal(analit.njev+approx.njev, njev)
472
+ f_approx = approx.fun(x)
473
+ J_approx = approx.jac(x)
474
+ nfev += 3
475
+ assert_array_equal(ex.nfev, nfev)
476
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
477
+ assert_array_equal(ex.njev, njev)
478
+ assert_array_equal(analit.njev+approx.njev, njev)
479
+ assert_array_almost_equal(f_analit, f_approx)
480
+ assert_array_almost_equal(J_analit, J_approx)
481
+
482
+ x = [2, 0.3]
483
+ f_analit = analit.fun(x)
484
+ J_analit = analit.jac(x)
485
+ nfev += 1
486
+ njev += 1
487
+ assert_array_equal(ex.nfev, nfev)
488
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
489
+ assert_array_equal(ex.njev, njev)
490
+ assert_array_equal(analit.njev+approx.njev, njev)
491
+ f_approx = approx.fun(x)
492
+ J_approx = approx.jac(x)
493
+ nfev += 3
494
+ assert_array_equal(ex.nfev, nfev)
495
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
496
+ assert_array_equal(ex.njev, njev)
497
+ assert_array_equal(analit.njev+approx.njev, njev)
498
+ assert_array_almost_equal(f_analit, f_approx)
499
+ assert_array_almost_equal(J_analit, J_approx)
500
+
501
+ def test_finite_difference_hess_linear_operator(self):
502
+ ex = ExVectorialFunction()
503
+ nfev = 0
504
+ njev = 0
505
+ nhev = 0
506
+
507
+ x0 = [1.0, 0.0]
508
+ v0 = [1.0, 2.0]
509
+ analit = VectorFunction(ex.fun, x0, ex.jac, ex.hess, None, None,
510
+ (-np.inf, np.inf), None)
511
+ nfev += 1
512
+ njev += 1
513
+ nhev += 1
514
+ assert_array_equal(ex.nfev, nfev)
515
+ assert_array_equal(analit.nfev, nfev)
516
+ assert_array_equal(ex.njev, njev)
517
+ assert_array_equal(analit.njev, njev)
518
+ assert_array_equal(ex.nhev, nhev)
519
+ assert_array_equal(analit.nhev, nhev)
520
+ approx = VectorFunction(ex.fun, x0, ex.jac, '2-point', None, None,
521
+ (-np.inf, np.inf), None)
522
+ assert_(isinstance(approx.H, LinearOperator))
523
+ for p in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
524
+ assert_array_equal(analit.f, approx.f)
525
+ assert_array_almost_equal(analit.J, approx.J)
526
+ assert_array_almost_equal(analit.H.dot(p), approx.H.dot(p))
527
+ nfev += 1
528
+ njev += 4
529
+ assert_array_equal(ex.nfev, nfev)
530
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
531
+ assert_array_equal(ex.njev, njev)
532
+ assert_array_equal(analit.njev+approx.njev, njev)
533
+ assert_array_equal(ex.nhev, nhev)
534
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
535
+
536
+ x = [2.0, 1.0]
537
+ H_analit = analit.hess(x, v0)
538
+ nhev += 1
539
+ assert_array_equal(ex.nfev, nfev)
540
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
541
+ assert_array_equal(ex.njev, njev)
542
+ assert_array_equal(analit.njev+approx.njev, njev)
543
+ assert_array_equal(ex.nhev, nhev)
544
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
545
+ H_approx = approx.hess(x, v0)
546
+ assert_(isinstance(H_approx, LinearOperator))
547
+ for p in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
548
+ assert_array_almost_equal(H_analit.dot(p), H_approx.dot(p),
549
+ decimal=5)
550
+ njev += 4
551
+ assert_array_equal(ex.nfev, nfev)
552
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
553
+ assert_array_equal(ex.njev, njev)
554
+ assert_array_equal(analit.njev+approx.njev, njev)
555
+ assert_array_equal(ex.nhev, nhev)
556
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
557
+
558
+ x = [2.1, 1.2]
559
+ v = [1.0, 1.0]
560
+ H_analit = analit.hess(x, v)
561
+ nhev += 1
562
+ assert_array_equal(ex.nfev, nfev)
563
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
564
+ assert_array_equal(ex.njev, njev)
565
+ assert_array_equal(analit.njev+approx.njev, njev)
566
+ assert_array_equal(ex.nhev, nhev)
567
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
568
+ H_approx = approx.hess(x, v)
569
+ assert_(isinstance(H_approx, LinearOperator))
570
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
571
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
572
+ njev += 4
573
+ assert_array_equal(ex.nfev, nfev)
574
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
575
+ assert_array_equal(ex.njev, njev)
576
+ assert_array_equal(analit.njev+approx.njev, njev)
577
+ assert_array_equal(ex.nhev, nhev)
578
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
579
+
580
+ x = [2.5, 0.3]
581
+ _ = analit.jac(x)
582
+ H_analit = analit.hess(x, v0)
583
+ njev += 1
584
+ nhev += 1
585
+ assert_array_equal(ex.nfev, nfev)
586
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
587
+ assert_array_equal(ex.njev, njev)
588
+ assert_array_equal(analit.njev+approx.njev, njev)
589
+ assert_array_equal(ex.nhev, nhev)
590
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
591
+ _ = approx.jac(x)
592
+ H_approx = approx.hess(x, v0)
593
+ assert_(isinstance(H_approx, LinearOperator))
594
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
595
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v), decimal=4)
596
+ njev += 4
597
+ assert_array_equal(ex.nfev, nfev)
598
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
599
+ assert_array_equal(ex.njev, njev)
600
+ assert_array_equal(analit.njev+approx.njev, njev)
601
+ assert_array_equal(ex.nhev, nhev)
602
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
603
+
604
+ x = [5.2, 2.3]
605
+ v = [2.3, 5.2]
606
+ _ = analit.jac(x)
607
+ H_analit = analit.hess(x, v)
608
+ njev += 1
609
+ nhev += 1
610
+ assert_array_equal(ex.nfev, nfev)
611
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
612
+ assert_array_equal(ex.njev, njev)
613
+ assert_array_equal(analit.njev+approx.njev, njev)
614
+ assert_array_equal(ex.nhev, nhev)
615
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
616
+ _ = approx.jac(x)
617
+ H_approx = approx.hess(x, v)
618
+ assert_(isinstance(H_approx, LinearOperator))
619
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
620
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v), decimal=4)
621
+ njev += 4
622
+ assert_array_equal(ex.nfev, nfev)
623
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
624
+ assert_array_equal(ex.njev, njev)
625
+ assert_array_equal(analit.njev+approx.njev, njev)
626
+ assert_array_equal(ex.nhev, nhev)
627
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
628
+
629
+ def test_x_storage_overlap(self):
630
+ # VectorFunction should not store references to arrays, it should
631
+ # store copies - this checks that updating an array in-place causes
632
+ # Scalar_Function.x to be updated.
633
+ ex = ExVectorialFunction()
634
+ x0 = np.array([1.0, 0.0])
635
+
636
+ vf = VectorFunction(ex.fun, x0, '3-point', ex.hess, None, None,
637
+ (-np.inf, np.inf), None)
638
+
639
+ assert x0 is not vf.x
640
+ assert_equal(vf.fun(x0), ex.fun(x0))
641
+ assert x0 is not vf.x
642
+
643
+ x0[0] = 2.
644
+ assert_equal(vf.fun(x0), ex.fun(x0))
645
+ assert x0 is not vf.x
646
+
647
+ x0[0] = 1.
648
+ assert_equal(vf.fun(x0), ex.fun(x0))
649
+ assert x0 is not vf.x
650
+
651
+ # now test with a HessianUpdate strategy specified
652
+ hess = BFGS()
653
+ x0 = np.array([1.0, 0.0])
654
+ vf = VectorFunction(ex.fun, x0, '3-point', hess, None, None,
655
+ (-np.inf, np.inf), None)
656
+
657
+ with pytest.warns(UserWarning):
658
+ # filter UserWarning because ExVectorialFunction is linear and
659
+ # a quasi-Newton approximation is used for the Hessian.
660
+ assert x0 is not vf.x
661
+ assert_equal(vf.fun(x0), ex.fun(x0))
662
+ assert x0 is not vf.x
663
+
664
+ x0[0] = 2.
665
+ assert_equal(vf.fun(x0), ex.fun(x0))
666
+ assert x0 is not vf.x
667
+
668
+ x0[0] = 1.
669
+ assert_equal(vf.fun(x0), ex.fun(x0))
670
+ assert x0 is not vf.x
671
+
672
+ def test_float_size(self):
673
+ ex = ExVectorialFunction()
674
+ x0 = np.array([1.0, 0.0]).astype(np.float32)
675
+
676
+ vf = VectorFunction(ex.fun, x0, ex.jac, ex.hess, None, None,
677
+ (-np.inf, np.inf), None)
678
+
679
+ res = vf.fun(x0)
680
+ assert res.dtype == np.float32
681
+
682
+ res = vf.jac(x0)
683
+ assert res.dtype == np.float32
684
+
685
+
686
+ def test_LinearVectorFunction():
687
+ A_dense = np.array([
688
+ [-1, 2, 0],
689
+ [0, 4, 2]
690
+ ])
691
+ x0 = np.zeros(3)
692
+ A_sparse = csr_matrix(A_dense)
693
+ x = np.array([1, -1, 0])
694
+ v = np.array([-1, 1])
695
+ Ax = np.array([-3, -4])
696
+
697
+ f1 = LinearVectorFunction(A_dense, x0, None)
698
+ assert_(not f1.sparse_jacobian)
699
+
700
+ f2 = LinearVectorFunction(A_dense, x0, True)
701
+ assert_(f2.sparse_jacobian)
702
+
703
+ f3 = LinearVectorFunction(A_dense, x0, False)
704
+ assert_(not f3.sparse_jacobian)
705
+
706
+ f4 = LinearVectorFunction(A_sparse, x0, None)
707
+ assert_(f4.sparse_jacobian)
708
+
709
+ f5 = LinearVectorFunction(A_sparse, x0, True)
710
+ assert_(f5.sparse_jacobian)
711
+
712
+ f6 = LinearVectorFunction(A_sparse, x0, False)
713
+ assert_(not f6.sparse_jacobian)
714
+
715
+ assert_array_equal(f1.fun(x), Ax)
716
+ assert_array_equal(f2.fun(x), Ax)
717
+ assert_array_equal(f1.jac(x), A_dense)
718
+ assert_array_equal(f2.jac(x).toarray(), A_sparse.toarray())
719
+ assert_array_equal(f1.hess(x, v).toarray(), np.zeros((3, 3)))
720
+
721
+
722
+ def test_LinearVectorFunction_memoization():
723
+ A = np.array([[-1, 2, 0], [0, 4, 2]])
724
+ x0 = np.array([1, 2, -1])
725
+ fun = LinearVectorFunction(A, x0, False)
726
+
727
+ assert_array_equal(x0, fun.x)
728
+ assert_array_equal(A.dot(x0), fun.f)
729
+
730
+ x1 = np.array([-1, 3, 10])
731
+ assert_array_equal(A, fun.jac(x1))
732
+ assert_array_equal(x1, fun.x)
733
+ assert_array_equal(A.dot(x0), fun.f)
734
+ assert_array_equal(A.dot(x1), fun.fun(x1))
735
+ assert_array_equal(A.dot(x1), fun.f)
736
+
737
+
738
+ def test_IdentityVectorFunction():
739
+ x0 = np.zeros(3)
740
+
741
+ f1 = IdentityVectorFunction(x0, None)
742
+ f2 = IdentityVectorFunction(x0, False)
743
+ f3 = IdentityVectorFunction(x0, True)
744
+
745
+ assert_(f1.sparse_jacobian)
746
+ assert_(not f2.sparse_jacobian)
747
+ assert_(f3.sparse_jacobian)
748
+
749
+ x = np.array([-1, 2, 1])
750
+ v = np.array([-2, 3, 0])
751
+
752
+ assert_array_equal(f1.fun(x), x)
753
+ assert_array_equal(f2.fun(x), x)
754
+
755
+ assert_array_equal(f1.jac(x).toarray(), np.eye(3))
756
+ assert_array_equal(f2.jac(x), np.eye(3))
757
+
758
+ assert_array_equal(f1.hess(x, v).toarray(), np.zeros((3, 3)))
llmeval-env/lib/python3.10/site-packages/scipy/optimize/tests/test_differentiate.py ADDED
@@ -0,0 +1,396 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+
3
+ import numpy as np
4
+ from numpy.testing import assert_array_less, assert_allclose, assert_equal
5
+
6
+ import scipy._lib._elementwise_iterative_method as eim
7
+ from scipy import stats
8
+ from scipy.optimize._differentiate import (_differentiate as differentiate,
9
+ _EERRORINCREASE)
10
+
11
+ class TestDifferentiate:
12
+
13
+ def f(self, x):
14
+ return stats.norm().cdf(x)
15
+
16
+ @pytest.mark.parametrize('x', [0.6, np.linspace(-0.05, 1.05, 10)])
17
+ def test_basic(self, x):
18
+ # Invert distribution CDF and compare against distribution `ppf`
19
+ res = differentiate(self.f, x)
20
+ ref = stats.norm().pdf(x)
21
+ np.testing.assert_allclose(res.df, ref)
22
+ # This would be nice, but doesn't always work out. `error` is an
23
+ # estimate, not a bound.
24
+ assert_array_less(abs(res.df - ref), res.error)
25
+ assert res.x.shape == ref.shape
26
+
27
+ @pytest.mark.parametrize('case', stats._distr_params.distcont)
28
+ def test_accuracy(self, case):
29
+ distname, params = case
30
+ dist = getattr(stats, distname)(*params)
31
+ x = dist.median() + 0.1
32
+ res = differentiate(dist.cdf, x)
33
+ ref = dist.pdf(x)
34
+ assert_allclose(res.df, ref, atol=1e-10)
35
+
36
+ @pytest.mark.parametrize('order', [1, 6])
37
+ @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
38
+ def test_vectorization(self, order, shape):
39
+ # Test for correct functionality, output shapes, and dtypes for various
40
+ # input shapes.
41
+ x = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
42
+ n = np.size(x)
43
+
44
+ @np.vectorize
45
+ def _differentiate_single(x):
46
+ return differentiate(self.f, x, order=order)
47
+
48
+ def f(x, *args, **kwargs):
49
+ f.nit += 1
50
+ f.feval += 1 if (x.size == n or x.ndim <=1) else x.shape[-1]
51
+ return self.f(x, *args, **kwargs)
52
+ f.nit = -1
53
+ f.feval = 0
54
+
55
+ res = differentiate(f, x, order=order)
56
+ refs = _differentiate_single(x).ravel()
57
+
58
+ ref_x = [ref.x for ref in refs]
59
+ assert_allclose(res.x.ravel(), ref_x)
60
+ assert_equal(res.x.shape, shape)
61
+
62
+ ref_df = [ref.df for ref in refs]
63
+ assert_allclose(res.df.ravel(), ref_df)
64
+ assert_equal(res.df.shape, shape)
65
+
66
+ ref_error = [ref.error for ref in refs]
67
+ assert_allclose(res.error.ravel(), ref_error, atol=5e-15)
68
+ assert_equal(res.error.shape, shape)
69
+
70
+ ref_success = [ref.success for ref in refs]
71
+ assert_equal(res.success.ravel(), ref_success)
72
+ assert_equal(res.success.shape, shape)
73
+ assert np.issubdtype(res.success.dtype, np.bool_)
74
+
75
+ ref_flag = [ref.status for ref in refs]
76
+ assert_equal(res.status.ravel(), ref_flag)
77
+ assert_equal(res.status.shape, shape)
78
+ assert np.issubdtype(res.status.dtype, np.integer)
79
+
80
+ ref_nfev = [ref.nfev for ref in refs]
81
+ assert_equal(res.nfev.ravel(), ref_nfev)
82
+ assert_equal(np.max(res.nfev), f.feval)
83
+ assert_equal(res.nfev.shape, res.x.shape)
84
+ assert np.issubdtype(res.nfev.dtype, np.integer)
85
+
86
+ ref_nit = [ref.nit for ref in refs]
87
+ assert_equal(res.nit.ravel(), ref_nit)
88
+ assert_equal(np.max(res.nit), f.nit)
89
+ assert_equal(res.nit.shape, res.x.shape)
90
+ assert np.issubdtype(res.nit.dtype, np.integer)
91
+
92
+ def test_flags(self):
93
+ # Test cases that should produce different status flags; show that all
94
+ # can be produced simultaneously.
95
+ rng = np.random.default_rng(5651219684984213)
96
+ def f(xs, js):
97
+ f.nit += 1
98
+ funcs = [lambda x: x - 2.5, # converges
99
+ lambda x: np.exp(x)*rng.random(), # error increases
100
+ lambda x: np.exp(x), # reaches maxiter due to order=2
101
+ lambda x: np.full_like(x, np.nan)[()]] # stops due to NaN
102
+ res = [funcs[j](x) for x, j in zip(xs, js.ravel())]
103
+ return res
104
+ f.nit = 0
105
+
106
+ args = (np.arange(4, dtype=np.int64),)
107
+ res = differentiate(f, [1]*4, rtol=1e-14, order=2, args=args)
108
+
109
+ ref_flags = np.array([eim._ECONVERGED,
110
+ _EERRORINCREASE,
111
+ eim._ECONVERR,
112
+ eim._EVALUEERR])
113
+ assert_equal(res.status, ref_flags)
114
+
115
+ def test_flags_preserve_shape(self):
116
+ # Same test as above but using `preserve_shape` option to simplify.
117
+ rng = np.random.default_rng(5651219684984213)
118
+ def f(x):
119
+ return [x - 2.5, # converges
120
+ np.exp(x)*rng.random(), # error increases
121
+ np.exp(x), # reaches maxiter due to order=2
122
+ np.full_like(x, np.nan)[()]] # stops due to NaN
123
+
124
+ res = differentiate(f, 1, rtol=1e-14, order=2, preserve_shape=True)
125
+
126
+ ref_flags = np.array([eim._ECONVERGED,
127
+ _EERRORINCREASE,
128
+ eim._ECONVERR,
129
+ eim._EVALUEERR])
130
+ assert_equal(res.status, ref_flags)
131
+
132
+ def test_preserve_shape(self):
133
+ # Test `preserve_shape` option
134
+ def f(x):
135
+ return [x, np.sin(3*x), x+np.sin(10*x), np.sin(20*x)*(x-1)**2]
136
+
137
+ x = 0
138
+ ref = [1, 3*np.cos(3*x), 1+10*np.cos(10*x),
139
+ 20*np.cos(20*x)*(x-1)**2 + 2*np.sin(20*x)*(x-1)]
140
+ res = differentiate(f, x, preserve_shape=True)
141
+ assert_allclose(res.df, ref)
142
+
143
+ def test_convergence(self):
144
+ # Test that the convergence tolerances behave as expected
145
+ dist = stats.norm()
146
+ x = 1
147
+ f = dist.cdf
148
+ ref = dist.pdf(x)
149
+ kwargs0 = dict(atol=0, rtol=0, order=4)
150
+
151
+ kwargs = kwargs0.copy()
152
+ kwargs['atol'] = 1e-3
153
+ res1 = differentiate(f, x, **kwargs)
154
+ assert_array_less(abs(res1.df - ref), 1e-3)
155
+ kwargs['atol'] = 1e-6
156
+ res2 = differentiate(f, x, **kwargs)
157
+ assert_array_less(abs(res2.df - ref), 1e-6)
158
+ assert_array_less(abs(res2.df - ref), abs(res1.df - ref))
159
+
160
+ kwargs = kwargs0.copy()
161
+ kwargs['rtol'] = 1e-3
162
+ res1 = differentiate(f, x, **kwargs)
163
+ assert_array_less(abs(res1.df - ref), 1e-3 * np.abs(ref))
164
+ kwargs['rtol'] = 1e-6
165
+ res2 = differentiate(f, x, **kwargs)
166
+ assert_array_less(abs(res2.df - ref), 1e-6 * np.abs(ref))
167
+ assert_array_less(abs(res2.df - ref), abs(res1.df - ref))
168
+
169
+ def test_step_parameters(self):
170
+ # Test that step factors have the expected effect on accuracy
171
+ dist = stats.norm()
172
+ x = 1
173
+ f = dist.cdf
174
+ ref = dist.pdf(x)
175
+
176
+ res1 = differentiate(f, x, initial_step=0.5, maxiter=1)
177
+ res2 = differentiate(f, x, initial_step=0.05, maxiter=1)
178
+ assert abs(res2.df - ref) < abs(res1.df - ref)
179
+
180
+ res1 = differentiate(f, x, step_factor=2, maxiter=1)
181
+ res2 = differentiate(f, x, step_factor=20, maxiter=1)
182
+ assert abs(res2.df - ref) < abs(res1.df - ref)
183
+
184
+ # `step_factor` can be less than 1: `initial_step` is the minimum step
185
+ kwargs = dict(order=4, maxiter=1, step_direction=0)
186
+ res = differentiate(f, x, initial_step=0.5, step_factor=0.5, **kwargs)
187
+ ref = differentiate(f, x, initial_step=1, step_factor=2, **kwargs)
188
+ assert_allclose(res.df, ref.df, rtol=5e-15)
189
+
190
+ # This is a similar test for one-sided difference
191
+ kwargs = dict(order=2, maxiter=1, step_direction=1)
192
+ res = differentiate(f, x, initial_step=1, step_factor=2, **kwargs)
193
+ ref = differentiate(f, x, initial_step=1/np.sqrt(2), step_factor=0.5,
194
+ **kwargs)
195
+ assert_allclose(res.df, ref.df, rtol=5e-15)
196
+
197
+ kwargs['step_direction'] = -1
198
+ res = differentiate(f, x, initial_step=1, step_factor=2, **kwargs)
199
+ ref = differentiate(f, x, initial_step=1/np.sqrt(2), step_factor=0.5,
200
+ **kwargs)
201
+ assert_allclose(res.df, ref.df, rtol=5e-15)
202
+
203
+ def test_step_direction(self):
204
+ # test that `step_direction` works as expected
205
+ def f(x):
206
+ y = np.exp(x)
207
+ y[(x < 0) + (x > 2)] = np.nan
208
+ return y
209
+
210
+ x = np.linspace(0, 2, 10)
211
+ step_direction = np.zeros_like(x)
212
+ step_direction[x < 0.6], step_direction[x > 1.4] = 1, -1
213
+ res = differentiate(f, x, step_direction=step_direction)
214
+ assert_allclose(res.df, np.exp(x))
215
+ assert np.all(res.success)
216
+
217
+ def test_vectorized_step_direction_args(self):
218
+ # test that `step_direction` and `args` are vectorized properly
219
+ def f(x, p):
220
+ return x ** p
221
+
222
+ def df(x, p):
223
+ return p * x ** (p - 1)
224
+
225
+ x = np.array([1, 2, 3, 4]).reshape(-1, 1, 1)
226
+ hdir = np.array([-1, 0, 1]).reshape(1, -1, 1)
227
+ p = np.array([2, 3]).reshape(1, 1, -1)
228
+ res = differentiate(f, x, step_direction=hdir, args=(p,))
229
+ ref = np.broadcast_to(df(x, p), res.df.shape)
230
+ assert_allclose(res.df, ref)
231
+
232
+ def test_maxiter_callback(self):
233
+ # Test behavior of `maxiter` parameter and `callback` interface
234
+ x = 0.612814
235
+ dist = stats.norm()
236
+ maxiter = 3
237
+
238
+ def f(x):
239
+ res = dist.cdf(x)
240
+ return res
241
+
242
+ default_order = 8
243
+ res = differentiate(f, x, maxiter=maxiter, rtol=1e-15)
244
+ assert not np.any(res.success)
245
+ assert np.all(res.nfev == default_order + 1 + (maxiter - 1)*2)
246
+ assert np.all(res.nit == maxiter)
247
+
248
+ def callback(res):
249
+ callback.iter += 1
250
+ callback.res = res
251
+ assert hasattr(res, 'x')
252
+ assert res.df not in callback.dfs
253
+ callback.dfs.add(res.df)
254
+ assert res.status == eim._EINPROGRESS
255
+ if callback.iter == maxiter:
256
+ raise StopIteration
257
+ callback.iter = -1 # callback called once before first iteration
258
+ callback.res = None
259
+ callback.dfs = set()
260
+
261
+ res2 = differentiate(f, x, callback=callback, rtol=1e-15)
262
+ # terminating with callback is identical to terminating due to maxiter
263
+ # (except for `status`)
264
+ for key in res.keys():
265
+ if key == 'status':
266
+ assert res[key] == eim._ECONVERR
267
+ assert callback.res[key] == eim._EINPROGRESS
268
+ assert res2[key] == eim._ECALLBACK
269
+ else:
270
+ assert res2[key] == callback.res[key] == res[key]
271
+
272
+ @pytest.mark.parametrize("hdir", (-1, 0, 1))
273
+ @pytest.mark.parametrize("x", (0.65, [0.65, 0.7]))
274
+ @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
275
+ def test_dtype(self, hdir, x, dtype):
276
+ # Test that dtypes are preserved
277
+ x = np.asarray(x, dtype=dtype)[()]
278
+
279
+ def f(x):
280
+ assert x.dtype == dtype
281
+ return np.exp(x)
282
+
283
+ def callback(res):
284
+ assert res.x.dtype == dtype
285
+ assert res.df.dtype == dtype
286
+ assert res.error.dtype == dtype
287
+
288
+ res = differentiate(f, x, order=4, step_direction=hdir,
289
+ callback=callback)
290
+ assert res.x.dtype == dtype
291
+ assert res.df.dtype == dtype
292
+ assert res.error.dtype == dtype
293
+ eps = np.finfo(dtype).eps
294
+ assert_allclose(res.df, np.exp(res.x), rtol=np.sqrt(eps))
295
+
296
+ def test_input_validation(self):
297
+ # Test input validation for appropriate error messages
298
+
299
+ message = '`func` must be callable.'
300
+ with pytest.raises(ValueError, match=message):
301
+ differentiate(None, 1)
302
+
303
+ message = 'Abscissae and function output must be real numbers.'
304
+ with pytest.raises(ValueError, match=message):
305
+ differentiate(lambda x: x, -4+1j)
306
+
307
+ message = "When `preserve_shape=False`, the shape of the array..."
308
+ with pytest.raises(ValueError, match=message):
309
+ differentiate(lambda x: [1, 2, 3], [-2, -3])
310
+
311
+ message = 'Tolerances and step parameters must be non-negative...'
312
+ with pytest.raises(ValueError, match=message):
313
+ differentiate(lambda x: x, 1, atol=-1)
314
+ with pytest.raises(ValueError, match=message):
315
+ differentiate(lambda x: x, 1, rtol='ekki')
316
+ with pytest.raises(ValueError, match=message):
317
+ differentiate(lambda x: x, 1, initial_step=None)
318
+ with pytest.raises(ValueError, match=message):
319
+ differentiate(lambda x: x, 1, step_factor=object())
320
+
321
+ message = '`maxiter` must be a positive integer.'
322
+ with pytest.raises(ValueError, match=message):
323
+ differentiate(lambda x: x, 1, maxiter=1.5)
324
+ with pytest.raises(ValueError, match=message):
325
+ differentiate(lambda x: x, 1, maxiter=0)
326
+
327
+ message = '`order` must be a positive integer'
328
+ with pytest.raises(ValueError, match=message):
329
+ differentiate(lambda x: x, 1, order=1.5)
330
+ with pytest.raises(ValueError, match=message):
331
+ differentiate(lambda x: x, 1, order=0)
332
+
333
+ message = '`preserve_shape` must be True or False.'
334
+ with pytest.raises(ValueError, match=message):
335
+ differentiate(lambda x: x, 1, preserve_shape='herring')
336
+
337
+ message = '`callback` must be callable.'
338
+ with pytest.raises(ValueError, match=message):
339
+ differentiate(lambda x: x, 1, callback='shrubbery')
340
+
341
+ def test_special_cases(self):
342
+ # Test edge cases and other special cases
343
+
344
+ # Test that integers are not passed to `f`
345
+ # (otherwise this would overflow)
346
+ def f(x):
347
+ assert np.issubdtype(x.dtype, np.floating)
348
+ return x ** 99 - 1
349
+
350
+ res = differentiate(f, 7, rtol=1e-10)
351
+ assert res.success
352
+ assert_allclose(res.df, 99*7.**98)
353
+
354
+ # Test that if success is achieved in the correct number
355
+ # of iterations if function is a polynomial. Ideally, all polynomials
356
+ # of order 0-2 would get exact result with 0 refinement iterations,
357
+ # all polynomials of order 3-4 would be differentiated exactly after
358
+ # 1 iteration, etc. However, it seems that _differentiate needs an
359
+ # extra iteration to detect convergence based on the error estimate.
360
+
361
+ for n in range(6):
362
+ x = 1.5
363
+ def f(x):
364
+ return 2*x**n
365
+
366
+ ref = 2*n*x**(n-1)
367
+
368
+ res = differentiate(f, x, maxiter=1, order=max(1, n))
369
+ assert_allclose(res.df, ref, rtol=1e-15)
370
+ assert_equal(res.error, np.nan)
371
+
372
+ res = differentiate(f, x, order=max(1, n))
373
+ assert res.success
374
+ assert res.nit == 2
375
+ assert_allclose(res.df, ref, rtol=1e-15)
376
+
377
+ # Test scalar `args` (not in tuple)
378
+ def f(x, c):
379
+ return c*x - 1
380
+
381
+ res = differentiate(f, 2, args=3)
382
+ assert_allclose(res.df, 3)
383
+
384
+ @pytest.mark.xfail
385
+ @pytest.mark.parametrize("case", ( # function, evaluation point
386
+ (lambda x: (x - 1) ** 3, 1),
387
+ (lambda x: np.where(x > 1, (x - 1) ** 5, (x - 1) ** 3), 1)
388
+ ))
389
+ def test_saddle_gh18811(self, case):
390
+ # With default settings, _differentiate will not always converge when
391
+ # the true derivative is exactly zero. This tests that specifying a
392
+ # (tight) `atol` alleviates the problem. See discussion in gh-18811.
393
+ atol = 1e-16
394
+ res = differentiate(*case, step_direction=[-1, 0, 1], atol=atol)
395
+ assert np.all(res.success)
396
+ assert_allclose(res.df, 0, atol=atol)