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@@ -166,3 +166,4 @@ env-llmeval/lib/python3.10/site-packages/scipy/stats/_unuran/unuran_wrapper.cpyt
 env-llmeval/lib/python3.10/site-packages/scipy/special/_ufuncs.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text
 env-llmeval/lib/python3.10/site-packages/scipy/spatial/_ckdtree.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text
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+env-llmeval/lib/python3.10/site-packages/scipy/fft/_pocketfft/pypocketfft.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text

env-llmeval/lib/python3.10/site-packages/scipy/fft/_pocketfft/pypocketfft.cpython-310-x86_64-linux-gnu.so

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env-llmeval/lib/python3.10/site-packages/scipy/optimize/README

@@ -0,0 +1,76 @@
+From the website for the L-BFGS-B code (from at
+http://www.ece.northwestern.edu/~nocedal/lbfgsb.html):
+
+"""
+L-BFGS-B is a limited-memory quasi-Newton code for bound-constrained
+optimization, i.e. for problems where the only constraints are of the
+form l<= x <= u.
+"""
+
+This is a Python wrapper (using F2PY) written by David M. Cooke
+<[email protected]> and released as version 0.9 on April 9, 2004.
+The wrapper was slightly modified by Joonas Paalasmaa for the 3.0 version
+in March 2012.
+
+License of L-BFGS-B (Fortran code)
+==================================
+
+The version included here (in lbfgsb.f) is 3.0 (released April 25, 2011). It was
+written by Ciyou Zhu, Richard Byrd, and Jorge Nocedal <[email protected]>. It
+carries the following condition for use:
+
+  """
+  This software is freely available, but we expect that all publications
+  describing work using this software, or all commercial products using it,
+  quote at least one of the references given below. This software is released
+  under the BSD License.
+  
+  References
+    * R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound
+      Constrained Optimization, (1995), SIAM Journal on Scientific and
+      Statistical Computing, 16, 5, pp. 1190-1208.
+    * C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B,
+      FORTRAN routines for large scale bound constrained optimization (1997),
+      ACM Transactions on Mathematical Software, 23, 4, pp. 550 - 560.
+    * J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B,
+      FORTRAN routines for large scale bound constrained optimization (2011),
+      ACM Transactions on Mathematical Software, 38, 1.
+  """
+
+The Python wrapper
+==================
+
+This code uses F2PY (http://cens.ioc.ee/projects/f2py2e/) to generate
+the wrapper around the Fortran code.
+
+The Python code and wrapper are copyrighted 2004 by David M. Cooke
+<[email protected]>.
+
+Example usage
+=============
+
+An example of the usage is given at the bottom of the lbfgsb.py file.
+Run it with 'python lbfgsb.py'.
+
+License for the Python wrapper
+==============================
+
+Copyright (c) 2004 David M. Cooke <[email protected]>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy of
+this software and associated documentation files (the "Software"), to deal in
+the Software without restriction, including without limitation the rights to
+use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
+of the Software, and to permit persons to whom the Software is furnished to do
+so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

env-llmeval/lib/python3.10/site-packages/scipy/optimize/__init__.py

@@ -0,0 +1,451 @@
+"""
+=====================================================
+Optimization and root finding (:mod:`scipy.optimize`)
+=====================================================
+
+.. currentmodule:: scipy.optimize
+
+.. toctree::
+   :hidden:
+
+   optimize.cython_optimize
+
+SciPy ``optimize`` provides functions for minimizing (or maximizing)
+objective functions, possibly subject to constraints. It includes
+solvers for nonlinear problems (with support for both local and global
+optimization algorithms), linear programming, constrained
+and nonlinear least-squares, root finding, and curve fitting.
+
+Common functions and objects, shared across different solvers, are:
+
+.. autosummary::
+   :toctree: generated/
+
+   show_options - Show specific options optimization solvers.
+   OptimizeResult - The optimization result returned by some optimizers.
+   OptimizeWarning - The optimization encountered problems.
+
+
+Optimization
+============
+
+Scalar functions optimization
+-----------------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   minimize_scalar - Interface for minimizers of univariate functions
+
+The `minimize_scalar` function supports the following methods:
+
+.. toctree::
+
+   optimize.minimize_scalar-brent
+   optimize.minimize_scalar-bounded
+   optimize.minimize_scalar-golden
+
+Local (multivariate) optimization
+---------------------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   minimize - Interface for minimizers of multivariate functions.
+
+The `minimize` function supports the following methods:
+
+.. toctree::
+
+   optimize.minimize-neldermead
+   optimize.minimize-powell
+   optimize.minimize-cg
+   optimize.minimize-bfgs
+   optimize.minimize-newtoncg
+   optimize.minimize-lbfgsb
+   optimize.minimize-tnc
+   optimize.minimize-cobyla
+   optimize.minimize-slsqp
+   optimize.minimize-trustconstr
+   optimize.minimize-dogleg
+   optimize.minimize-trustncg
+   optimize.minimize-trustkrylov
+   optimize.minimize-trustexact
+
+Constraints are passed to `minimize` function as a single object or
+as a list of objects from the following classes:
+
+.. autosummary::
+   :toctree: generated/
+
+   NonlinearConstraint - Class defining general nonlinear constraints.
+   LinearConstraint - Class defining general linear constraints.
+
+Simple bound constraints are handled separately and there is a special class
+for them:
+
+.. autosummary::
+   :toctree: generated/
+
+   Bounds - Bound constraints.
+
+Quasi-Newton strategies implementing `HessianUpdateStrategy`
+interface can be used to approximate the Hessian in `minimize`
+function (available only for the 'trust-constr' method). Available
+quasi-Newton methods implementing this interface are:
+
+.. autosummary::
+   :toctree: generated/
+
+   BFGS - Broyden-Fletcher-Goldfarb-Shanno (BFGS) Hessian update strategy.
+   SR1 - Symmetric-rank-1 Hessian update strategy.
+
+.. _global_optimization:
+
+Global optimization
+-------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   basinhopping - Basinhopping stochastic optimizer.
+   brute - Brute force searching optimizer.
+   differential_evolution - Stochastic optimizer using differential evolution.
+
+   shgo - Simplicial homology global optimizer.
+   dual_annealing - Dual annealing stochastic optimizer.
+   direct - DIRECT (Dividing Rectangles) optimizer.
+
+Least-squares and curve fitting
+===============================
+
+Nonlinear least-squares
+-----------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   least_squares - Solve a nonlinear least-squares problem with bounds on the variables.
+
+Linear least-squares
+--------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   nnls - Linear least-squares problem with non-negativity constraint.
+   lsq_linear - Linear least-squares problem with bound constraints.
+   isotonic_regression - Least squares problem of isotonic regression via PAVA.
+
+Curve fitting
+-------------
+
+.. autosummary::
+   :toctree: generated/
+
+   curve_fit -- Fit curve to a set of points.
+
+Root finding
+============
+
+Scalar functions
+----------------
+.. autosummary::
+   :toctree: generated/
+
+   root_scalar - Unified interface for nonlinear solvers of scalar functions.
+   brentq - quadratic interpolation Brent method.
+   brenth - Brent method, modified by Harris with hyperbolic extrapolation.
+   ridder - Ridder's method.
+   bisect - Bisection method.
+   newton - Newton's method (also Secant and Halley's methods).
+   toms748 - Alefeld, Potra & Shi Algorithm 748.
+   RootResults - The root finding result returned by some root finders.
+
+The `root_scalar` function supports the following methods:
+
+.. toctree::
+
+   optimize.root_scalar-brentq
+   optimize.root_scalar-brenth
+   optimize.root_scalar-bisect
+   optimize.root_scalar-ridder
+   optimize.root_scalar-newton
+   optimize.root_scalar-toms748
+   optimize.root_scalar-secant
+   optimize.root_scalar-halley
+
+
+
+The table below lists situations and appropriate methods, along with
+*asymptotic* convergence rates per iteration (and per function evaluation)
+for successful convergence to a simple root(*).
+Bisection is the slowest of them all, adding one bit of accuracy for each
+function evaluation, but is guaranteed to converge.
+The other bracketing methods all (eventually) increase the number of accurate
+bits by about 50% for every function evaluation.
+The derivative-based methods, all built on `newton`, can converge quite quickly
+if the initial value is close to the root.  They can also be applied to
+functions defined on (a subset of) the complex plane.
+
++-------------+----------+----------+-----------+-------------+-------------+----------------+
+| Domain of f | Bracket? |    Derivatives?      | Solvers     |        Convergence           |
++             +          +----------+-----------+             +-------------+----------------+
+|             |          | `fprime` | `fprime2` |             | Guaranteed? |  Rate(s)(*)    |
++=============+==========+==========+===========+=============+=============+================+
+| `R`         | Yes      | N/A      | N/A       | - bisection | - Yes       | - 1 "Linear"   |
+|             |          |          |           | - brentq    | - Yes       | - >=1, <= 1.62 |
+|             |          |          |           | - brenth    | - Yes       | - >=1, <= 1.62 |
+|             |          |          |           | - ridder    | - Yes       | - 2.0 (1.41)   |
+|             |          |          |           | - toms748   | - Yes       | - 2.7 (1.65)   |
++-------------+----------+----------+-----------+-------------+-------------+----------------+
+| `R` or `C`  | No       | No       | No        | secant      | No          | 1.62 (1.62)    |
++-------------+----------+----------+-----------+-------------+-------------+----------------+
+| `R` or `C`  | No       | Yes      | No        | newton      | No          | 2.00 (1.41)    |
++-------------+----------+----------+-----------+-------------+-------------+----------------+
+| `R` or `C`  | No       | Yes      | Yes       | halley      | No          | 3.00 (1.44)    |
++-------------+----------+----------+-----------+-------------+-------------+----------------+
+
+.. seealso::
+
+   `scipy.optimize.cython_optimize` -- Typed Cython versions of root finding functions
+
+Fixed point finding:
+
+.. autosummary::
+   :toctree: generated/
+
+   fixed_point - Single-variable fixed-point solver.
+
+Multidimensional
+----------------
+
+.. autosummary::
+   :toctree: generated/
+
+   root - Unified interface for nonlinear solvers of multivariate functions.
+
+The `root` function supports the following methods:
+
+.. toctree::
+
+   optimize.root-hybr
+   optimize.root-lm
+   optimize.root-broyden1
+   optimize.root-broyden2
+   optimize.root-anderson
+   optimize.root-linearmixing
+   optimize.root-diagbroyden
+   optimize.root-excitingmixing
+   optimize.root-krylov
+   optimize.root-dfsane
+
+Linear programming / MILP
+=========================
+
+.. autosummary::
+   :toctree: generated/
+
+   milp -- Mixed integer linear programming.
+   linprog -- Unified interface for minimizers of linear programming problems.
+
+The `linprog` function supports the following methods:
+
+.. toctree::
+
+   optimize.linprog-simplex
+   optimize.linprog-interior-point
+   optimize.linprog-revised_simplex
+   optimize.linprog-highs-ipm
+   optimize.linprog-highs-ds
+   optimize.linprog-highs
+
+The simplex, interior-point, and revised simplex methods support callback
+functions, such as:
+
+.. autosummary::
+   :toctree: generated/
+
+   linprog_verbose_callback -- Sample callback function for linprog (simplex).
+
+Assignment problems
+===================
+
+.. autosummary::
+   :toctree: generated/
+
+   linear_sum_assignment -- Solves the linear-sum assignment problem.
+   quadratic_assignment -- Solves the quadratic assignment problem.
+
+The `quadratic_assignment` function supports the following methods:
+
+.. toctree::
+
+   optimize.qap-faq
+   optimize.qap-2opt
+
+Utilities
+=========
+
+Finite-difference approximation
+-------------------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   approx_fprime - Approximate the gradient of a scalar function.
+   check_grad - Check the supplied derivative using finite differences.
+
+
+Line search
+-----------
+
+.. autosummary::
+   :toctree: generated/
+
+   bracket - Bracket a minimum, given two starting points.
+   line_search - Return a step that satisfies the strong Wolfe conditions.
+
+Hessian approximation
+---------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   LbfgsInvHessProduct - Linear operator for L-BFGS approximate inverse Hessian.
+   HessianUpdateStrategy - Interface for implementing Hessian update strategies
+
+Benchmark problems
+------------------
+
+.. autosummary::
+   :toctree: generated/
+
+   rosen - The Rosenbrock function.
+   rosen_der - The derivative of the Rosenbrock function.
+   rosen_hess - The Hessian matrix of the Rosenbrock function.
+   rosen_hess_prod - Product of the Rosenbrock Hessian with a vector.
+
+Legacy functions
+================
+
+The functions below are not recommended for use in new scripts;
+all of these methods are accessible via a newer, more consistent
+interfaces, provided by the interfaces above.
+
+Optimization
+------------
+
+General-purpose multivariate methods:
+
+.. autosummary::
+   :toctree: generated/
+
+   fmin - Nelder-Mead Simplex algorithm.
+   fmin_powell - Powell's (modified) conjugate direction method.
+   fmin_cg - Non-linear (Polak-Ribiere) conjugate gradient algorithm.
+   fmin_bfgs - Quasi-Newton method (Broydon-Fletcher-Goldfarb-Shanno).
+   fmin_ncg - Line-search Newton Conjugate Gradient.
+
+Constrained multivariate methods:
+
+.. autosummary::
+   :toctree: generated/
+
+   fmin_l_bfgs_b - Zhu, Byrd, and Nocedal's constrained optimizer.
+   fmin_tnc - Truncated Newton code.
+   fmin_cobyla - Constrained optimization by linear approximation.
+   fmin_slsqp - Minimization using sequential least-squares programming.
+
+Univariate (scalar) minimization methods:
+
+.. autosummary::
+   :toctree: generated/
+
+   fminbound - Bounded minimization of a scalar function.
+   brent - 1-D function minimization using Brent method.
+   golden - 1-D function minimization using Golden Section method.
+
+Least-squares
+-------------
+
+.. autosummary::
+   :toctree: generated/
+
+   leastsq - Minimize the sum of squares of M equations in N unknowns.
+
+Root finding
+------------
+
+General nonlinear solvers:
+
+.. autosummary::
+   :toctree: generated/
+
+   fsolve - Non-linear multivariable equation solver.
+   broyden1 - Broyden's first method.
+   broyden2 - Broyden's second method.
+   NoConvergence -  Exception raised when nonlinear solver does not converge.
+
+Large-scale nonlinear solvers:
+
+.. autosummary::
+   :toctree: generated/
+
+   newton_krylov
+   anderson
+
+   BroydenFirst
+   InverseJacobian
+   KrylovJacobian
+
+Simple iteration solvers:
+
+.. autosummary::
+   :toctree: generated/
+
+   excitingmixing
+   linearmixing
+   diagbroyden
+
+"""  # noqa: E501
+
+from ._optimize import *
+from ._minimize import *
+from ._root import *
+from ._root_scalar import *
+from ._minpack_py import *
+from ._zeros_py import *
+from ._lbfgsb_py import fmin_l_bfgs_b, LbfgsInvHessProduct
+from ._tnc import fmin_tnc
+from ._cobyla_py import fmin_cobyla
+from ._nonlin import *
+from ._slsqp_py import fmin_slsqp
+from ._nnls import nnls
+from ._basinhopping import basinhopping
+from ._linprog import linprog, linprog_verbose_callback
+from ._lsap import linear_sum_assignment
+from ._differentialevolution import differential_evolution
+from ._lsq import least_squares, lsq_linear
+from ._isotonic import isotonic_regression
+from ._constraints import (NonlinearConstraint,
+                           LinearConstraint,
+                           Bounds)
+from ._hessian_update_strategy import HessianUpdateStrategy, BFGS, SR1
+from ._shgo import shgo
+from ._dual_annealing import dual_annealing
+from ._qap import quadratic_assignment
+from ._direct_py import direct
+from ._milp import milp
+
+# Deprecated namespaces, to be removed in v2.0.0
+from . import (
+    cobyla, lbfgsb, linesearch, minpack, minpack2, moduleTNC, nonlin, optimize,
+    slsqp, tnc, zeros
+)
+
+__all__ = [s for s in dir() if not s.startswith('_')]
+
+from scipy._lib._testutils import PytestTester
+test = PytestTester(__name__)
+del PytestTester

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_differentialevolution.py

@@ -0,0 +1,1897 @@
+"""
+differential_evolution: The differential evolution global optimization algorithm
+Added by Andrew Nelson 2014
+"""
+import warnings
+
+import numpy as np
+from scipy.optimize import OptimizeResult, minimize
+from scipy.optimize._optimize import _status_message, _wrap_callback
+from scipy._lib._util import check_random_state, MapWrapper, _FunctionWrapper
+
+from scipy.optimize._constraints import (Bounds, new_bounds_to_old,
+                                         NonlinearConstraint, LinearConstraint)
+from scipy.sparse import issparse
+
+__all__ = ['differential_evolution']
+
+
+_MACHEPS = np.finfo(np.float64).eps
+
+
+def differential_evolution(func, bounds, args=(), strategy='best1bin',
+                           maxiter=1000, popsize=15, tol=0.01,
+                           mutation=(0.5, 1), recombination=0.7, seed=None,
+                           callback=None, disp=False, polish=True,
+                           init='latinhypercube', atol=0, updating='immediate',
+                           workers=1, constraints=(), x0=None, *,
+                           integrality=None, vectorized=False):
+    """Finds the global minimum of a multivariate function.
+
+    The differential evolution method [1]_ is stochastic in nature. It does
+    not use gradient methods to find the minimum, and can search large areas
+    of candidate space, but often requires larger numbers of function
+    evaluations than conventional gradient-based techniques.
+
+    The algorithm is due to Storn and Price [2]_.
+
+    Parameters
+    ----------
+    func : callable
+        The objective function to be minimized. Must be in the form
+        ``f(x, *args)``, where ``x`` is the argument in the form of a 1-D array
+        and ``args`` is a tuple of any additional fixed parameters needed to
+        completely specify the function. The number of parameters, N, is equal
+        to ``len(x)``.
+    bounds : sequence or `Bounds`
+        Bounds for variables. There are two ways to specify the bounds:
+
+            1. Instance of `Bounds` class.
+            2. ``(min, max)`` pairs for each element in ``x``, defining the
+               finite lower and upper bounds for the optimizing argument of
+               `func`.
+
+        The total number of bounds is used to determine the number of
+        parameters, N. If there are parameters whose bounds are equal the total
+        number of free parameters is ``N - N_equal``.
+
+    args : tuple, optional
+        Any additional fixed parameters needed to
+        completely specify the objective function.
+    strategy : {str, callable}, optional
+        The differential evolution strategy to use. Should be one of:
+
+            - 'best1bin'
+            - 'best1exp'
+            - 'rand1bin'
+            - 'rand1exp'
+            - 'rand2bin'
+            - 'rand2exp'
+            - 'randtobest1bin'
+            - 'randtobest1exp'
+            - 'currenttobest1bin'
+            - 'currenttobest1exp'
+            - 'best2exp'
+            - 'best2bin'
+
+        The default is 'best1bin'. Strategies that may be implemented are
+        outlined in 'Notes'.
+        Alternatively the differential evolution strategy can be customized by
+        providing a callable that constructs a trial vector. The callable must
+        have the form ``strategy(candidate: int, population: np.ndarray, rng=None)``,
+        where ``candidate`` is an integer specifying which entry of the
+        population is being evolved, ``population`` is an array of shape
+        ``(S, N)`` containing all the population members (where S is the
+        total population size), and ``rng`` is the random number generator
+        being used within the solver.
+        ``candidate`` will be in the range ``[0, S)``.
+        ``strategy`` must return a trial vector with shape `(N,)`. The
+        fitness of this trial vector is compared against the fitness of
+        ``population[candidate]``.
+
+        .. versionchanged:: 1.12.0
+            Customization of evolution strategy via a callable.
+
+    maxiter : int, optional
+        The maximum number of generations over which the entire population is
+        evolved. The maximum number of function evaluations (with no polishing)
+        is: ``(maxiter + 1) * popsize * (N - N_equal)``
+    popsize : int, optional
+        A multiplier for setting the total population size. The population has
+        ``popsize * (N - N_equal)`` individuals. This keyword is overridden if
+        an initial population is supplied via the `init` keyword. When using
+        ``init='sobol'`` the population size is calculated as the next power
+        of 2 after ``popsize * (N - N_equal)``.
+    tol : float, optional
+        Relative tolerance for convergence, the solving stops when
+        ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``,
+        where and `atol` and `tol` are the absolute and relative tolerance
+        respectively.
+    mutation : float or tuple(float, float), optional
+        The mutation constant. In the literature this is also known as
+        differential weight, being denoted by F.
+        If specified as a float it should be in the range [0, 2].
+        If specified as a tuple ``(min, max)`` dithering is employed. Dithering
+        randomly changes the mutation constant on a generation by generation
+        basis. The mutation constant for that generation is taken from
+        ``U[min, max)``. Dithering can help speed convergence significantly.
+        Increasing the mutation constant increases the search radius, but will
+        slow down convergence.
+    recombination : float, optional
+        The recombination constant, should be in the range [0, 1]. In the
+        literature this is also known as the crossover probability, being
+        denoted by CR. Increasing this value allows a larger number of mutants
+        to progress into the next generation, but at the risk of population
+        stability.
+    seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional
+        If `seed` is None (or `np.random`), the `numpy.random.RandomState`
+        singleton is used.
+        If `seed` is an int, a new ``RandomState`` instance is used,
+        seeded with `seed`.
+        If `seed` is already a ``Generator`` or ``RandomState`` instance then
+        that instance is used.
+        Specify `seed` for repeatable minimizations.
+    disp : bool, optional
+        Prints the evaluated `func` at every iteration.
+    callback : callable, optional
+        A callable called after each iteration. Has the signature:
+
+            ``callback(intermediate_result: OptimizeResult)``
+
+        where ``intermediate_result`` is a keyword parameter containing an
+        `OptimizeResult` with attributes ``x`` and ``fun``, the best solution
+        found so far and the objective function. Note that the name
+        of the parameter must be ``intermediate_result`` for the callback
+        to be passed an `OptimizeResult`.
+
+        The callback also supports a signature like:
+
+            ``callback(x, convergence: float=val)``
+
+        ``val`` represents the fractional value of the population convergence.
+        When ``val`` is greater than ``1.0``, the function halts.
+
+        Introspection is used to determine which of the signatures is invoked.
+
+        Global minimization will halt if the callback raises ``StopIteration``
+        or returns ``True``; any polishing is still carried out.
+
+        .. versionchanged:: 1.12.0
+            callback accepts the ``intermediate_result`` keyword.
+
+    polish : bool, optional
+        If True (default), then `scipy.optimize.minimize` with the `L-BFGS-B`
+        method is used to polish the best population member at the end, which
+        can improve the minimization slightly. If a constrained problem is
+        being studied then the `trust-constr` method is used instead. For large
+        problems with many constraints, polishing can take a long time due to
+        the Jacobian computations.
+    init : str or array-like, optional
+        Specify which type of population initialization is performed. Should be
+        one of:
+
+            - 'latinhypercube'
+            - 'sobol'
+            - 'halton'
+            - 'random'
+            - array specifying the initial population. The array should have
+              shape ``(S, N)``, where S is the total population size and N is
+              the number of parameters.
+              `init` is clipped to `bounds` before use.
+
+        The default is 'latinhypercube'. Latin Hypercube sampling tries to
+        maximize coverage of the available parameter space.
+
+        'sobol' and 'halton' are superior alternatives and maximize even more
+        the parameter space. 'sobol' will enforce an initial population
+        size which is calculated as the next power of 2 after
+        ``popsize * (N - N_equal)``. 'halton' has no requirements but is a bit
+        less efficient. See `scipy.stats.qmc` for more details.
+
+        'random' initializes the population randomly - this has the drawback
+        that clustering can occur, preventing the whole of parameter space
+        being covered. Use of an array to specify a population could be used,
+        for example, to create a tight bunch of initial guesses in an location
+        where the solution is known to exist, thereby reducing time for
+        convergence.
+    atol : float, optional
+        Absolute tolerance for convergence, the solving stops when
+        ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``,
+        where and `atol` and `tol` are the absolute and relative tolerance
+        respectively.
+    updating : {'immediate', 'deferred'}, optional
+        If ``'immediate'``, the best solution vector is continuously updated
+        within a single generation [4]_. This can lead to faster convergence as
+        trial vectors can take advantage of continuous improvements in the best
+        solution.
+        With ``'deferred'``, the best solution vector is updated once per
+        generation. Only ``'deferred'`` is compatible with parallelization or
+        vectorization, and the `workers` and `vectorized` keywords can
+        over-ride this option.
+
+        .. versionadded:: 1.2.0
+
+    workers : int or map-like callable, optional
+        If `workers` is an int the population is subdivided into `workers`
+        sections and evaluated in parallel
+        (uses `multiprocessing.Pool <multiprocessing>`).
+        Supply -1 to use all available CPU cores.
+        Alternatively supply a map-like callable, such as
+        `multiprocessing.Pool.map` for evaluating the population in parallel.
+        This evaluation is carried out as ``workers(func, iterable)``.
+        This option will override the `updating` keyword to
+        ``updating='deferred'`` if ``workers != 1``.
+        This option overrides the `vectorized` keyword if ``workers != 1``.
+        Requires that `func` be pickleable.
+
+        .. versionadded:: 1.2.0
+
+    constraints : {NonLinearConstraint, LinearConstraint, Bounds}
+        Constraints on the solver, over and above those applied by the `bounds`
+        kwd. Uses the approach by Lampinen [5]_.
+
+        .. versionadded:: 1.4.0
+
+    x0 : None or array-like, optional
+        Provides an initial guess to the minimization. Once the population has
+        been initialized this vector replaces the first (best) member. This
+        replacement is done even if `init` is given an initial population.
+        ``x0.shape == (N,)``.
+
+        .. versionadded:: 1.7.0
+
+    integrality : 1-D array, optional
+        For each decision variable, a boolean value indicating whether the
+        decision variable is constrained to integer values. The array is
+        broadcast to ``(N,)``.
+        If any decision variables are constrained to be integral, they will not
+        be changed during polishing.
+        Only integer values lying between the lower and upper bounds are used.
+        If there are no integer values lying between the bounds then a
+        `ValueError` is raised.
+
+        .. versionadded:: 1.9.0
+
+    vectorized : bool, optional
+        If ``vectorized is True``, `func` is sent an `x` array with
+        ``x.shape == (N, S)``, and is expected to return an array of shape
+        ``(S,)``, where `S` is the number of solution vectors to be calculated.
+        If constraints are applied, each of the functions used to construct
+        a `Constraint` object should accept an `x` array with
+        ``x.shape == (N, S)``, and return an array of shape ``(M, S)``, where
+        `M` is the number of constraint components.
+        This option is an alternative to the parallelization offered by
+        `workers`, and may help in optimization speed by reducing interpreter
+        overhead from multiple function calls. This keyword is ignored if
+        ``workers != 1``.
+        This option will override the `updating` keyword to
+        ``updating='deferred'``.
+        See the notes section for further discussion on when to use
+        ``'vectorized'``, and when to use ``'workers'``.
+
+        .. versionadded:: 1.9.0
+
+    Returns
+    -------
+    res : OptimizeResult
+        The optimization result represented as a `OptimizeResult` object.
+        Important attributes are: ``x`` the solution array, ``success`` a
+        Boolean flag indicating if the optimizer exited successfully,
+        ``message`` which describes the cause of the termination,
+        ``population`` the solution vectors present in the population, and
+        ``population_energies`` the value of the objective function for each
+        entry in ``population``.
+        See `OptimizeResult` for a description of other attributes. If `polish`
+        was employed, and a lower minimum was obtained by the polishing, then
+        OptimizeResult also contains the ``jac`` attribute.
+        If the eventual solution does not satisfy the applied constraints
+        ``success`` will be `False`.
+
+    Notes
+    -----
+    Differential evolution is a stochastic population based method that is
+    useful for global optimization problems. At each pass through the
+    population the algorithm mutates each candidate solution by mixing with
+    other candidate solutions to create a trial candidate. There are several
+    strategies [3]_ for creating trial candidates, which suit some problems
+    more than others. The 'best1bin' strategy is a good starting point for
+    many systems. In this strategy two members of the population are randomly
+    chosen. Their difference is used to mutate the best member (the 'best' in
+    'best1bin'), :math:`x_0`, so far:
+
+    .. math::
+
+        b' = x_0 + mutation * (x_{r_0} - x_{r_1})
+
+    A trial vector is then constructed. Starting with a randomly chosen ith
+    parameter the trial is sequentially filled (in modulo) with parameters
+    from ``b'`` or the original candidate. The choice of whether to use ``b'``
+    or the original candidate is made with a binomial distribution (the 'bin'
+    in 'best1bin') - a random number in [0, 1) is generated. If this number is
+    less than the `recombination` constant then the parameter is loaded from
+    ``b'``, otherwise it is loaded from the original candidate. The final
+    parameter is always loaded from ``b'``. Once the trial candidate is built
+    its fitness is assessed. If the trial is better than the original candidate
+    then it takes its place. If it is also better than the best overall
+    candidate it also replaces that.
+
+    The other strategies available are outlined in Qiang and
+    Mitchell (2014) [3]_.
+
+    .. math::
+            rand1* : b' = x_{r_0} + mutation*(x_{r_1} - x_{r_2})
+
+            rand2* : b' = x_{r_0} + mutation*(x_{r_1} + x_{r_2}
+                                                - x_{r_3} - x_{r_4})
+
+            best1* : b' = x_0 + mutation*(x_{r_0} - x_{r_1})
+
+            best2* : b' = x_0 + mutation*(x_{r_0} + x_{r_1}
+                                            - x_{r_2} - x_{r_3})
+
+            currenttobest1* : b' = x_i + mutation*(x_0 - x_i
+                                                     + x_{r_0} - x_{r_1})
+
+            randtobest1* : b' = x_{r_0} + mutation*(x_0 - x_{r_0}
+                                                      + x_{r_1} - x_{r_2})
+
+    where the integers :math:`r_0, r_1, r_2, r_3, r_4` are chosen randomly
+    from the interval [0, NP) with `NP` being the total population size and
+    the original candidate having index `i`. The user can fully customize the
+    generation of the trial candidates by supplying a callable to ``strategy``.
+
+    To improve your chances of finding a global minimum use higher `popsize`
+    values, with higher `mutation` and (dithering), but lower `recombination`
+    values. This has the effect of widening the search radius, but slowing
+    convergence.
+
+    By default the best solution vector is updated continuously within a single
+    iteration (``updating='immediate'``). This is a modification [4]_ of the
+    original differential evolution algorithm which can lead to faster
+    convergence as trial vectors can immediately benefit from improved
+    solutions. To use the original Storn and Price behaviour, updating the best
+    solution once per iteration, set ``updating='deferred'``.
+    The ``'deferred'`` approach is compatible with both parallelization and
+    vectorization (``'workers'`` and ``'vectorized'`` keywords). These may
+    improve minimization speed by using computer resources more efficiently.
+    The ``'workers'`` distribute calculations over multiple processors. By
+    default the Python `multiprocessing` module is used, but other approaches
+    are also possible, such as the Message Passing Interface (MPI) used on
+    clusters [6]_ [7]_. The overhead from these approaches (creating new
+    Processes, etc) may be significant, meaning that computational speed
+    doesn't necessarily scale with the number of processors used.
+    Parallelization is best suited to computationally expensive objective
+    functions. If the objective function is less expensive, then
+    ``'vectorized'`` may aid by only calling the objective function once per
+    iteration, rather than multiple times for all the population members; the
+    interpreter overhead is reduced.
+
+    .. versionadded:: 0.15.0
+
+    References
+    ----------
+    .. [1] Differential evolution, Wikipedia,
+           http://en.wikipedia.org/wiki/Differential_evolution
+    .. [2] Storn, R and Price, K, Differential Evolution - a Simple and
+           Efficient Heuristic for Global Optimization over Continuous Spaces,
+           Journal of Global Optimization, 1997, 11, 341 - 359.
+    .. [3] Qiang, J., Mitchell, C., A Unified Differential Evolution Algorithm
+            for Global Optimization, 2014, https://www.osti.gov/servlets/purl/1163659
+    .. [4] Wormington, M., Panaccione, C., Matney, K. M., Bowen, D. K., -
+           Characterization of structures from X-ray scattering data using
+           genetic algorithms, Phil. Trans. R. Soc. Lond. A, 1999, 357,
+           2827-2848
+    .. [5] Lampinen, J., A constraint handling approach for the differential
+           evolution algorithm. Proceedings of the 2002 Congress on
+           Evolutionary Computation. CEC'02 (Cat. No. 02TH8600). Vol. 2. IEEE,
+           2002.
+    .. [6] https://mpi4py.readthedocs.io/en/stable/
+    .. [7] https://schwimmbad.readthedocs.io/en/latest/
+ 
+
+    Examples
+    --------
+    Let us consider the problem of minimizing the Rosenbrock function. This
+    function is implemented in `rosen` in `scipy.optimize`.
+
+    >>> import numpy as np
+    >>> from scipy.optimize import rosen, differential_evolution
+    >>> bounds = [(0,2), (0, 2), (0, 2), (0, 2), (0, 2)]
+    >>> result = differential_evolution(rosen, bounds)
+    >>> result.x, result.fun
+    (array([1., 1., 1., 1., 1.]), 1.9216496320061384e-19)
+
+    Now repeat, but with parallelization.
+
+    >>> result = differential_evolution(rosen, bounds, updating='deferred',
+    ...                                 workers=2)
+    >>> result.x, result.fun
+    (array([1., 1., 1., 1., 1.]), 1.9216496320061384e-19)
+
+    Let's do a constrained minimization.
+
+    >>> from scipy.optimize import LinearConstraint, Bounds
+
+    We add the constraint that the sum of ``x[0]`` and ``x[1]`` must be less
+    than or equal to 1.9.  This is a linear constraint, which may be written
+    ``A @ x <= 1.9``, where ``A = array([[1, 1]])``.  This can be encoded as
+    a `LinearConstraint` instance:
+
+    >>> lc = LinearConstraint([[1, 1]], -np.inf, 1.9)
+
+    Specify limits using a `Bounds` object.
+
+    >>> bounds = Bounds([0., 0.], [2., 2.])
+    >>> result = differential_evolution(rosen, bounds, constraints=lc,
+    ...                                 seed=1)
+    >>> result.x, result.fun
+    (array([0.96632622, 0.93367155]), 0.0011352416852625719)
+
+    Next find the minimum of the Ackley function
+    (https://en.wikipedia.org/wiki/Test_functions_for_optimization).
+
+    >>> def ackley(x):
+    ...     arg1 = -0.2 * np.sqrt(0.5 * (x[0] ** 2 + x[1] ** 2))
+    ...     arg2 = 0.5 * (np.cos(2. * np.pi * x[0]) + np.cos(2. * np.pi * x[1]))
+    ...     return -20. * np.exp(arg1) - np.exp(arg2) + 20. + np.e
+    >>> bounds = [(-5, 5), (-5, 5)]
+    >>> result = differential_evolution(ackley, bounds, seed=1)
+    >>> result.x, result.fun
+    (array([0., 0.]), 4.440892098500626e-16)
+
+    The Ackley function is written in a vectorized manner, so the
+    ``'vectorized'`` keyword can be employed. Note the reduced number of
+    function evaluations.
+
+    >>> result = differential_evolution(
+    ...     ackley, bounds, vectorized=True, updating='deferred', seed=1
+    ... )
+    >>> result.x, result.fun
+    (array([0., 0.]), 4.440892098500626e-16)
+
+    The following custom strategy function mimics 'best1bin':
+
+    >>> def custom_strategy_fn(candidate, population, rng=None):
+    ...     parameter_count = population.shape(-1)
+    ...     mutation, recombination = 0.7, 0.9
+    ...     trial = np.copy(population[candidate])
+    ...     fill_point = rng.choice(parameter_count)
+    ...
+    ...     pool = np.arange(len(population))
+    ...     rng.shuffle(pool)
+    ...
+    ...     # two unique random numbers that aren't the same, and
+    ...     # aren't equal to candidate.
+    ...     idxs = []
+    ...     while len(idxs) < 2 and len(pool) > 0:
+    ...         idx = pool[0]
+    ...         pool = pool[1:]
+    ...         if idx != candidate:
+    ...             idxs.append(idx)
+    ...
+    ...     r0, r1 = idxs[:2]
+    ...
+    ...     bprime = (population[0] + mutation *
+    ...               (population[r0] - population[r1]))
+    ...
+    ...     crossovers = rng.uniform(size=parameter_count)
+    ...     crossovers = crossovers < recombination
+    ...     crossovers[fill_point] = True
+    ...     trial = np.where(crossovers, bprime, trial)
+    ...     return trial
+
+    """
+
+    # using a context manager means that any created Pool objects are
+    # cleared up.
+    with DifferentialEvolutionSolver(func, bounds, args=args,
+                                     strategy=strategy,
+                                     maxiter=maxiter,
+                                     popsize=popsize, tol=tol,
+                                     mutation=mutation,
+                                     recombination=recombination,
+                                     seed=seed, polish=polish,
+                                     callback=callback,
+                                     disp=disp, init=init, atol=atol,
+                                     updating=updating,
+                                     workers=workers,
+                                     constraints=constraints,
+                                     x0=x0,
+                                     integrality=integrality,
+                                     vectorized=vectorized) as solver:
+        ret = solver.solve()
+
+    return ret
+
+
+class DifferentialEvolutionSolver:
+
+    """This class implements the differential evolution solver
+
+    Parameters
+    ----------
+    func : callable
+        The objective function to be minimized. Must be in the form
+        ``f(x, *args)``, where ``x`` is the argument in the form of a 1-D array
+        and ``args`` is a tuple of any additional fixed parameters needed to
+        completely specify the function. The number of parameters, N, is equal
+        to ``len(x)``.
+    bounds : sequence or `Bounds`
+        Bounds for variables. There are two ways to specify the bounds:
+
+            1. Instance of `Bounds` class.
+            2. ``(min, max)`` pairs for each element in ``x``, defining the
+               finite lower and upper bounds for the optimizing argument of
+               `func`.
+
+        The total number of bounds is used to determine the number of
+        parameters, N. If there are parameters whose bounds are equal the total
+        number of free parameters is ``N - N_equal``.
+    args : tuple, optional
+        Any additional fixed parameters needed to
+        completely specify the objective function.
+    strategy : {str, callable}, optional
+        The differential evolution strategy to use. Should be one of:
+
+            - 'best1bin'
+            - 'best1exp'
+            - 'rand1bin'
+            - 'rand1exp'
+            - 'rand2bin'
+            - 'rand2exp'
+            - 'randtobest1bin'
+            - 'randtobest1exp'
+            - 'currenttobest1bin'
+            - 'currenttobest1exp'
+            - 'best2exp'
+            - 'best2bin'
+
+        The default is 'best1bin'. Strategies that may be
+        implemented are outlined in 'Notes'.
+
+        Alternatively the differential evolution strategy can be customized
+        by providing a callable that constructs a trial vector. The callable
+        must have the form
+        ``strategy(candidate: int, population: np.ndarray, rng=None)``,
+        where ``candidate`` is an integer specifying which entry of the
+        population is being evolved, ``population`` is an array of shape
+        ``(S, N)`` containing all the population members (where S is the
+        total population size), and ``rng`` is the random number generator
+        being used within the solver.
+        ``candidate`` will be in the range ``[0, S)``.
+        ``strategy`` must return a trial vector with shape `(N,)`. The
+        fitness of this trial vector is compared against the fitness of
+        ``population[candidate]``.
+    maxiter : int, optional
+        The maximum number of generations over which the entire population is
+        evolved. The maximum number of function evaluations (with no polishing)
+        is: ``(maxiter + 1) * popsize * (N - N_equal)``
+    popsize : int, optional
+        A multiplier for setting the total population size. The population has
+        ``popsize * (N - N_equal)`` individuals. This keyword is overridden if
+        an initial population is supplied via the `init` keyword. When using
+        ``init='sobol'`` the population size is calculated as the next power
+        of 2 after ``popsize * (N - N_equal)``.
+    tol : float, optional
+        Relative tolerance for convergence, the solving stops when
+        ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``,
+        where and `atol` and `tol` are the absolute and relative tolerance
+        respectively.
+    mutation : float or tuple(float, float), optional
+        The mutation constant. In the literature this is also known as
+        differential weight, being denoted by F.
+        If specified as a float it should be in the range [0, 2].
+        If specified as a tuple ``(min, max)`` dithering is employed. Dithering
+        randomly changes the mutation constant on a generation by generation
+        basis. The mutation constant for that generation is taken from
+        U[min, max). Dithering can help speed convergence significantly.
+        Increasing the mutation constant increases the search radius, but will
+        slow down convergence.
+    recombination : float, optional
+        The recombination constant, should be in the range [0, 1]. In the
+        literature this is also known as the crossover probability, being
+        denoted by CR. Increasing this value allows a larger number of mutants
+        to progress into the next generation, but at the risk of population
+        stability.
+    seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional
+        If `seed` is None (or `np.random`), the `numpy.random.RandomState`
+        singleton is used.
+        If `seed` is an int, a new ``RandomState`` instance is used,
+        seeded with `seed`.
+        If `seed` is already a ``Generator`` or ``RandomState`` instance then
+        that instance is used.
+        Specify `seed` for repeatable minimizations.
+    disp : bool, optional
+        Prints the evaluated `func` at every iteration.
+    callback : callable, optional
+        A callable called after each iteration. Has the signature:
+
+            ``callback(intermediate_result: OptimizeResult)``
+
+        where ``intermediate_result`` is a keyword parameter containing an
+        `OptimizeResult` with attributes ``x`` and ``fun``, the best solution
+        found so far and the objective function. Note that the name
+        of the parameter must be ``intermediate_result`` for the callback
+        to be passed an `OptimizeResult`.
+
+        The callback also supports a signature like:
+
+            ``callback(x, convergence: float=val)``
+
+        ``val`` represents the fractional value of the population convergence.
+         When ``val`` is greater than ``1.0``, the function halts.
+
+        Introspection is used to determine which of the signatures is invoked.
+
+        Global minimization will halt if the callback raises ``StopIteration``
+        or returns ``True``; any polishing is still carried out.
+
+        .. versionchanged:: 1.12.0
+            callback accepts the ``intermediate_result`` keyword.
+
+    polish : bool, optional
+        If True (default), then `scipy.optimize.minimize` with the `L-BFGS-B`
+        method is used to polish the best population member at the end, which
+        can improve the minimization slightly. If a constrained problem is
+        being studied then the `trust-constr` method is used instead. For large
+        problems with many constraints, polishing can take a long time due to
+        the Jacobian computations.
+    maxfun : int, optional
+        Set the maximum number of function evaluations. However, it probably
+        makes more sense to set `maxiter` instead.
+    init : str or array-like, optional
+        Specify which type of population initialization is performed. Should be
+        one of:
+
+            - 'latinhypercube'
+            - 'sobol'
+            - 'halton'
+            - 'random'
+            - array specifying the initial population. The array should have
+              shape ``(S, N)``, where S is the total population size and
+              N is the number of parameters.
+              `init` is clipped to `bounds` before use.
+
+        The default is 'latinhypercube'. Latin Hypercube sampling tries to
+        maximize coverage of the available parameter space.
+
+        'sobol' and 'halton' are superior alternatives and maximize even more
+        the parameter space. 'sobol' will enforce an initial population
+        size which is calculated as the next power of 2 after
+        ``popsize * (N - N_equal)``. 'halton' has no requirements but is a bit
+        less efficient. See `scipy.stats.qmc` for more details.
+
+        'random' initializes the population randomly - this has the drawback
+        that clustering can occur, preventing the whole of parameter space
+        being covered. Use of an array to specify a population could be used,
+        for example, to create a tight bunch of initial guesses in an location
+        where the solution is known to exist, thereby reducing time for
+        convergence.
+    atol : float, optional
+        Absolute tolerance for convergence, the solving stops when
+        ``np.std(pop) <= atol + tol * np.abs(np.mean(population_energies))``,
+        where and `atol` and `tol` are the absolute and relative tolerance
+        respectively.
+    updating : {'immediate', 'deferred'}, optional
+        If ``'immediate'``, the best solution vector is continuously updated
+        within a single generation [4]_. This can lead to faster convergence as
+        trial vectors can take advantage of continuous improvements in the best
+        solution.
+        With ``'deferred'``, the best solution vector is updated once per
+        generation. Only ``'deferred'`` is compatible with parallelization or
+        vectorization, and the `workers` and `vectorized` keywords can
+        over-ride this option.
+    workers : int or map-like callable, optional
+        If `workers` is an int the population is subdivided into `workers`
+        sections and evaluated in parallel
+        (uses `multiprocessing.Pool <multiprocessing>`).
+        Supply `-1` to use all cores available to the Process.
+        Alternatively supply a map-like callable, such as
+        `multiprocessing.Pool.map` for evaluating the population in parallel.
+        This evaluation is carried out as ``workers(func, iterable)``.
+        This option will override the `updating` keyword to
+        `updating='deferred'` if `workers != 1`.
+        Requires that `func` be pickleable.
+    constraints : {NonLinearConstraint, LinearConstraint, Bounds}
+        Constraints on the solver, over and above those applied by the `bounds`
+        kwd. Uses the approach by Lampinen.
+    x0 : None or array-like, optional
+        Provides an initial guess to the minimization. Once the population has
+        been initialized this vector replaces the first (best) member. This
+        replacement is done even if `init` is given an initial population.
+        ``x0.shape == (N,)``.
+    integrality : 1-D array, optional
+        For each decision variable, a boolean value indicating whether the
+        decision variable is constrained to integer values. The array is
+        broadcast to ``(N,)``.
+        If any decision variables are constrained to be integral, they will not
+        be changed during polishing.
+        Only integer values lying between the lower and upper bounds are used.
+        If there are no integer values lying between the bounds then a
+        `ValueError` is raised.
+    vectorized : bool, optional
+        If ``vectorized is True``, `func` is sent an `x` array with
+        ``x.shape == (N, S)``, and is expected to return an array of shape
+        ``(S,)``, where `S` is the number of solution vectors to be calculated.
+        If constraints are applied, each of the functions used to construct
+        a `Constraint` object should accept an `x` array with
+        ``x.shape == (N, S)``, and return an array of shape ``(M, S)``, where
+        `M` is the number of constraint components.
+        This option is an alternative to the parallelization offered by
+        `workers`, and may help in optimization speed. This keyword is
+        ignored if ``workers != 1``.
+        This option will override the `updating` keyword to
+        ``updating='deferred'``.
+    """
+
+    # Dispatch of mutation strategy method (binomial or exponential).
+    _binomial = {'best1bin': '_best1',
+                 'randtobest1bin': '_randtobest1',
+                 'currenttobest1bin': '_currenttobest1',
+                 'best2bin': '_best2',
+                 'rand2bin': '_rand2',
+                 'rand1bin': '_rand1'}
+    _exponential = {'best1exp': '_best1',
+                    'rand1exp': '_rand1',
+                    'randtobest1exp': '_randtobest1',
+                    'currenttobest1exp': '_currenttobest1',
+                    'best2exp': '_best2',
+                    'rand2exp': '_rand2'}
+
+    __init_error_msg = ("The population initialization method must be one of "
+                        "'latinhypercube' or 'random', or an array of shape "
+                        "(S, N) where N is the number of parameters and S>5")
+
+    def __init__(self, func, bounds, args=(),
+                 strategy='best1bin', maxiter=1000, popsize=15,
+                 tol=0.01, mutation=(0.5, 1), recombination=0.7, seed=None,
+                 maxfun=np.inf, callback=None, disp=False, polish=True,
+                 init='latinhypercube', atol=0, updating='immediate',
+                 workers=1, constraints=(), x0=None, *, integrality=None,
+                 vectorized=False):
+
+        if callable(strategy):
+            # a callable strategy is going to be stored in self.strategy anyway
+            pass
+        elif strategy in self._binomial:
+            self.mutation_func = getattr(self, self._binomial[strategy])
+        elif strategy in self._exponential:
+            self.mutation_func = getattr(self, self._exponential[strategy])
+        else:
+            raise ValueError("Please select a valid mutation strategy")
+        self.strategy = strategy
+
+        self.callback = _wrap_callback(callback, "differential_evolution")
+        self.polish = polish
+
+        # set the updating / parallelisation options
+        if updating in ['immediate', 'deferred']:
+            self._updating = updating
+
+        self.vectorized = vectorized
+
+        # want to use parallelisation, but updating is immediate
+        if workers != 1 and updating == 'immediate':
+            warnings.warn("differential_evolution: the 'workers' keyword has"
+                          " overridden updating='immediate' to"
+                          " updating='deferred'", UserWarning, stacklevel=2)
+            self._updating = 'deferred'
+
+        if vectorized and workers != 1:
+            warnings.warn("differential_evolution: the 'workers' keyword"
+                          " overrides the 'vectorized' keyword", stacklevel=2)
+            self.vectorized = vectorized = False
+
+        if vectorized and updating == 'immediate':
+            warnings.warn("differential_evolution: the 'vectorized' keyword"
+                          " has overridden updating='immediate' to updating"
+                          "='deferred'", UserWarning, stacklevel=2)
+            self._updating = 'deferred'
+
+        # an object with a map method.
+        if vectorized:
+            def maplike_for_vectorized_func(func, x):
+                # send an array (N, S) to the user func,
+                # expect to receive (S,). Transposition is required because
+                # internally the population is held as (S, N)
+                return np.atleast_1d(func(x.T))
+            workers = maplike_for_vectorized_func
+
+        self._mapwrapper = MapWrapper(workers)
+
+        # relative and absolute tolerances for convergence
+        self.tol, self.atol = tol, atol
+
+        # Mutation constant should be in [0, 2). If specified as a sequence
+        # then dithering is performed.
+        self.scale = mutation
+        if (not np.all(np.isfinite(mutation)) or
+                np.any(np.array(mutation) >= 2) or
+                np.any(np.array(mutation) < 0)):
+            raise ValueError('The mutation constant must be a float in '
+                             'U[0, 2), or specified as a tuple(min, max)'
+                             ' where min < max and min, max are in U[0, 2).')
+
+        self.dither = None
+        if hasattr(mutation, '__iter__') and len(mutation) > 1:
+            self.dither = [mutation[0], mutation[1]]
+            self.dither.sort()
+
+        self.cross_over_probability = recombination
+
+        # we create a wrapped function to allow the use of map (and Pool.map
+        # in the future)
+        self.func = _FunctionWrapper(func, args)
+        self.args = args
+
+        # convert tuple of lower and upper bounds to limits
+        # [(low_0, high_0), ..., (low_n, high_n]
+        #     -> [[low_0, ..., low_n], [high_0, ..., high_n]]
+        if isinstance(bounds, Bounds):
+            self.limits = np.array(new_bounds_to_old(bounds.lb,
+                                                     bounds.ub,
+                                                     len(bounds.lb)),
+                                   dtype=float).T
+        else:
+            self.limits = np.array(bounds, dtype='float').T
+
+        if (np.size(self.limits, 0) != 2 or not
+                np.all(np.isfinite(self.limits))):
+            raise ValueError('bounds should be a sequence containing finite '
+                             'real valued (min, max) pairs for each value'
+                             ' in x')
+
+        if maxiter is None:  # the default used to be None
+            maxiter = 1000
+        self.maxiter = maxiter
+        if maxfun is None:  # the default used to be None
+            maxfun = np.inf
+        self.maxfun = maxfun
+
+        # population is scaled to between [0, 1].
+        # We have to scale between parameter <-> population
+        # save these arguments for _scale_parameter and
+        # _unscale_parameter. This is an optimization
+        self.__scale_arg1 = 0.5 * (self.limits[0] + self.limits[1])
+        self.__scale_arg2 = np.fabs(self.limits[0] - self.limits[1])
+        with np.errstate(divide='ignore'):
+            # if lb == ub then the following line will be 1/0, which is why
+            # we ignore the divide by zero warning. The result from 1/0 is
+            # inf, so replace those values by 0.
+            self.__recip_scale_arg2 = 1 / self.__scale_arg2
+            self.__recip_scale_arg2[~np.isfinite(self.__recip_scale_arg2)] = 0
+
+        self.parameter_count = np.size(self.limits, 1)
+
+        self.random_number_generator = check_random_state(seed)
+
+        # Which parameters are going to be integers?
+        if np.any(integrality):
+            # # user has provided a truth value for integer constraints
+            integrality = np.broadcast_to(
+                integrality,
+                self.parameter_count
+            )
+            integrality = np.asarray(integrality, bool)
+            # For integrality parameters change the limits to only allow
+            # integer values lying between the limits.
+            lb, ub = np.copy(self.limits)
+
+            lb = np.ceil(lb)
+            ub = np.floor(ub)
+            if not (lb[integrality] <= ub[integrality]).all():
+                # there's a parameter that doesn't have an integer value
+                # lying between the limits
+                raise ValueError("One of the integrality constraints does not"
+                                 " have any possible integer values between"
+                                 " the lower/upper bounds.")
+            nlb = np.nextafter(lb[integrality] - 0.5, np.inf)
+            nub = np.nextafter(ub[integrality] + 0.5, -np.inf)
+
+            self.integrality = integrality
+            self.limits[0, self.integrality] = nlb
+            self.limits[1, self.integrality] = nub
+        else:
+            self.integrality = False
+
+        # check for equal bounds
+        eb = self.limits[0] == self.limits[1]
+        eb_count = np.count_nonzero(eb)
+
+        # default population initialization is a latin hypercube design, but
+        # there are other population initializations possible.
+        # the minimum is 5 because 'best2bin' requires a population that's at
+        # least 5 long
+        # 202301 - reduced population size to account for parameters with
+        # equal bounds. If there are no varying parameters set N to at least 1
+        self.num_population_members = max(
+            5,
+            popsize * max(1, self.parameter_count - eb_count)
+        )
+        self.population_shape = (self.num_population_members,
+                                 self.parameter_count)
+
+        self._nfev = 0
+        # check first str otherwise will fail to compare str with array
+        if isinstance(init, str):
+            if init == 'latinhypercube':
+                self.init_population_lhs()
+            elif init == 'sobol':
+                # must be Ns = 2**m for Sobol'
+                n_s = int(2 ** np.ceil(np.log2(self.num_population_members)))
+                self.num_population_members = n_s
+                self.population_shape = (self.num_population_members,
+                                         self.parameter_count)
+                self.init_population_qmc(qmc_engine='sobol')
+            elif init == 'halton':
+                self.init_population_qmc(qmc_engine='halton')
+            elif init == 'random':
+                self.init_population_random()
+            else:
+                raise ValueError(self.__init_error_msg)
+        else:
+            self.init_population_array(init)
+
+        if x0 is not None:
+            # scale to within unit interval and
+            # ensure parameters are within bounds.
+            x0_scaled = self._unscale_parameters(np.asarray(x0))
+            if ((x0_scaled > 1.0) | (x0_scaled < 0.0)).any():
+                raise ValueError(
+                    "Some entries in x0 lay outside the specified bounds"
+                )
+            self.population[0] = x0_scaled
+
+        # infrastructure for constraints
+        self.constraints = constraints
+        self._wrapped_constraints = []
+
+        if hasattr(constraints, '__len__'):
+            # sequence of constraints, this will also deal with default
+            # keyword parameter
+            for c in constraints:
+                self._wrapped_constraints.append(
+                    _ConstraintWrapper(c, self.x)
+                )
+        else:
+            self._wrapped_constraints = [
+                _ConstraintWrapper(constraints, self.x)
+            ]
+        self.total_constraints = np.sum(
+            [c.num_constr for c in self._wrapped_constraints]
+        )
+        self.constraint_violation = np.zeros((self.num_population_members, 1))
+        self.feasible = np.ones(self.num_population_members, bool)
+
+        self.disp = disp
+
+    def init_population_lhs(self):
+        """
+        Initializes the population with Latin Hypercube Sampling.
+        Latin Hypercube Sampling ensures that each parameter is uniformly
+        sampled over its range.
+        """
+        rng = self.random_number_generator
+
+        # Each parameter range needs to be sampled uniformly. The scaled
+        # parameter range ([0, 1)) needs to be split into
+        # `self.num_population_members` segments, each of which has the following
+        # size:
+        segsize = 1.0 / self.num_population_members
+
+        # Within each segment we sample from a uniform random distribution.
+        # We need to do this sampling for each parameter.
+        samples = (segsize * rng.uniform(size=self.population_shape)
+
+        # Offset each segment to cover the entire parameter range [0, 1)
+                   + np.linspace(0., 1., self.num_population_members,
+                                 endpoint=False)[:, np.newaxis])
+
+        # Create an array for population of candidate solutions.
+        self.population = np.zeros_like(samples)
+
+        # Initialize population of candidate solutions by permutation of the
+        # random samples.
+        for j in range(self.parameter_count):
+            order = rng.permutation(range(self.num_population_members))
+            self.population[:, j] = samples[order, j]
+
+        # reset population energies
+        self.population_energies = np.full(self.num_population_members,
+                                           np.inf)
+
+        # reset number of function evaluations counter
+        self._nfev = 0
+
+    def init_population_qmc(self, qmc_engine):
+        """Initializes the population with a QMC method.
+
+        QMC methods ensures that each parameter is uniformly
+        sampled over its range.
+
+        Parameters
+        ----------
+        qmc_engine : str
+            The QMC method to use for initialization. Can be one of
+            ``latinhypercube``, ``sobol`` or ``halton``.
+
+        """
+        from scipy.stats import qmc
+
+        rng = self.random_number_generator
+
+        # Create an array for population of candidate solutions.
+        if qmc_engine == 'latinhypercube':
+            sampler = qmc.LatinHypercube(d=self.parameter_count, seed=rng)
+        elif qmc_engine == 'sobol':
+            sampler = qmc.Sobol(d=self.parameter_count, seed=rng)
+        elif qmc_engine == 'halton':
+            sampler = qmc.Halton(d=self.parameter_count, seed=rng)
+        else:
+            raise ValueError(self.__init_error_msg)
+
+        self.population = sampler.random(n=self.num_population_members)
+
+        # reset population energies
+        self.population_energies = np.full(self.num_population_members,
+                                           np.inf)
+
+        # reset number of function evaluations counter
+        self._nfev = 0
+
+    def init_population_random(self):
+        """
+        Initializes the population at random. This type of initialization
+        can possess clustering, Latin Hypercube sampling is generally better.
+        """
+        rng = self.random_number_generator
+        self.population = rng.uniform(size=self.population_shape)
+
+        # reset population energies
+        self.population_energies = np.full(self.num_population_members,
+                                           np.inf)
+
+        # reset number of function evaluations counter
+        self._nfev = 0
+
+    def init_population_array(self, init):
+        """
+        Initializes the population with a user specified population.
+
+        Parameters
+        ----------
+        init : np.ndarray
+            Array specifying subset of the initial population. The array should
+            have shape (S, N), where N is the number of parameters.
+            The population is clipped to the lower and upper bounds.
+        """
+        # make sure you're using a float array
+        popn = np.asarray(init, dtype=np.float64)
+
+        if (np.size(popn, 0) < 5 or
+                popn.shape[1] != self.parameter_count or
+                len(popn.shape) != 2):
+            raise ValueError("The population supplied needs to have shape"
+                             " (S, len(x)), where S > 4.")
+
+        # scale values and clip to bounds, assigning to population
+        self.population = np.clip(self._unscale_parameters(popn), 0, 1)
+
+        self.num_population_members = np.size(self.population, 0)
+
+        self.population_shape = (self.num_population_members,
+                                 self.parameter_count)
+
+        # reset population energies
+        self.population_energies = np.full(self.num_population_members,
+                                           np.inf)
+
+        # reset number of function evaluations counter
+        self._nfev = 0
+
+    @property
+    def x(self):
+        """
+        The best solution from the solver
+        """
+        return self._scale_parameters(self.population[0])
+
+    @property
+    def convergence(self):
+        """
+        The standard deviation of the population energies divided by their
+        mean.
+        """
+        if np.any(np.isinf(self.population_energies)):
+            return np.inf
+        return (np.std(self.population_energies) /
+                (np.abs(np.mean(self.population_energies)) + _MACHEPS))
+
+    def converged(self):
+        """
+        Return True if the solver has converged.
+        """
+        if np.any(np.isinf(self.population_energies)):
+            return False
+
+        return (np.std(self.population_energies) <=
+                self.atol +
+                self.tol * np.abs(np.mean(self.population_energies)))
+
+    def solve(self):
+        """
+        Runs the DifferentialEvolutionSolver.
+
+        Returns
+        -------
+        res : OptimizeResult
+            The optimization result represented as a `OptimizeResult` object.
+            Important attributes are: ``x`` the solution array, ``success`` a
+            Boolean flag indicating if the optimizer exited successfully,
+            ``message`` which describes the cause of the termination,
+            ``population`` the solution vectors present in the population, and
+            ``population_energies`` the value of the objective function for
+            each entry in ``population``.
+            See `OptimizeResult` for a description of other attributes. If
+            `polish` was employed, and a lower minimum was obtained by the
+            polishing, then OptimizeResult also contains the ``jac`` attribute.
+            If the eventual solution does not satisfy the applied constraints
+            ``success`` will be `False`.
+        """
+        nit, warning_flag = 0, False
+        status_message = _status_message['success']
+
+        # The population may have just been initialized (all entries are
+        # np.inf). If it has you have to calculate the initial energies.
+        # Although this is also done in the evolve generator it's possible
+        # that someone can set maxiter=0, at which point we still want the
+        # initial energies to be calculated (the following loop isn't run).
+        if np.all(np.isinf(self.population_energies)):
+            self.feasible, self.constraint_violation = (
+                self._calculate_population_feasibilities(self.population))
+
+            # only work out population energies for feasible solutions
+            self.population_energies[self.feasible] = (
+                self._calculate_population_energies(
+                    self.population[self.feasible]))
+
+            self._promote_lowest_energy()
+
+        # do the optimization.
+        for nit in range(1, self.maxiter + 1):
+            # evolve the population by a generation
+            try:
+                next(self)
+            except StopIteration:
+                warning_flag = True
+                if self._nfev > self.maxfun:
+                    status_message = _status_message['maxfev']
+                elif self._nfev == self.maxfun:
+                    status_message = ('Maximum number of function evaluations'
+                                      ' has been reached.')
+                break
+
+            if self.disp:
+                print(f"differential_evolution step {nit}: f(x)="
+                      f" {self.population_energies[0]}"
+                      )
+
+            if self.callback:
+                c = self.tol / (self.convergence + _MACHEPS)
+                res = self._result(nit=nit, message="in progress")
+                res.convergence = c
+                try:
+                    warning_flag = bool(self.callback(res))
+                except StopIteration:
+                    warning_flag = True
+
+                if warning_flag:
+                    status_message = 'callback function requested stop early'
+
+            # should the solver terminate?
+            if warning_flag or self.converged():
+                break
+
+        else:
+            status_message = _status_message['maxiter']
+            warning_flag = True
+
+        DE_result = self._result(
+            nit=nit, message=status_message, warning_flag=warning_flag
+        )
+
+        if self.polish and not np.all(self.integrality):
+            # can't polish if all the parameters are integers
+            if np.any(self.integrality):
+                # set the lower/upper bounds equal so that any integrality
+                # constraints work.
+                limits, integrality = self.limits, self.integrality
+                limits[0, integrality] = DE_result.x[integrality]
+                limits[1, integrality] = DE_result.x[integrality]
+
+            polish_method = 'L-BFGS-B'
+
+            if self._wrapped_constraints:
+                polish_method = 'trust-constr'
+
+                constr_violation = self._constraint_violation_fn(DE_result.x)
+                if np.any(constr_violation > 0.):
+                    warnings.warn("differential evolution didn't find a "
+                                  "solution satisfying the constraints, "
+                                  "attempting to polish from the least "
+                                  "infeasible solution",
+                                  UserWarning, stacklevel=2)
+            if self.disp:
+                print(f"Polishing solution with '{polish_method}'")
+            result = minimize(self.func,
+                              np.copy(DE_result.x),
+                              method=polish_method,
+                              bounds=self.limits.T,
+                              constraints=self.constraints)
+
+            self._nfev += result.nfev
+            DE_result.nfev = self._nfev
+
+            # Polishing solution is only accepted if there is an improvement in
+            # cost function, the polishing was successful and the solution lies
+            # within the bounds.
+            if (result.fun < DE_result.fun and
+                    result.success and
+                    np.all(result.x <= self.limits[1]) and
+                    np.all(self.limits[0] <= result.x)):
+                DE_result.fun = result.fun
+                DE_result.x = result.x
+                DE_result.jac = result.jac
+                # to keep internal state consistent
+                self.population_energies[0] = result.fun
+                self.population[0] = self._unscale_parameters(result.x)
+
+        if self._wrapped_constraints:
+            DE_result.constr = [c.violation(DE_result.x) for
+                                c in self._wrapped_constraints]
+            DE_result.constr_violation = np.max(
+                np.concatenate(DE_result.constr))
+            DE_result.maxcv = DE_result.constr_violation
+            if DE_result.maxcv > 0:
+                # if the result is infeasible then success must be False
+                DE_result.success = False
+                DE_result.message = ("The solution does not satisfy the "
+                                     f"constraints, MAXCV = {DE_result.maxcv}")
+
+        return DE_result
+
+    def _result(self, **kwds):
+        # form an intermediate OptimizeResult
+        nit = kwds.get('nit', None)
+        message = kwds.get('message', None)
+        warning_flag = kwds.get('warning_flag', False)
+        result = OptimizeResult(
+            x=self.x,
+            fun=self.population_energies[0],
+            nfev=self._nfev,
+            nit=nit,
+            message=message,
+            success=(warning_flag is not True),
+            population=self._scale_parameters(self.population),
+            population_energies=self.population_energies
+        )
+        if self._wrapped_constraints:
+            result.constr = [c.violation(result.x)
+                             for c in self._wrapped_constraints]
+            result.constr_violation = np.max(np.concatenate(result.constr))
+            result.maxcv = result.constr_violation
+            if result.maxcv > 0:
+                result.success = False
+
+        return result
+
+    def _calculate_population_energies(self, population):
+        """
+        Calculate the energies of a population.
+
+        Parameters
+        ----------
+        population : ndarray
+            An array of parameter vectors normalised to [0, 1] using lower
+            and upper limits. Has shape ``(np.size(population, 0), N)``.
+
+        Returns
+        -------
+        energies : ndarray
+            An array of energies corresponding to each population member. If
+            maxfun will be exceeded during this call, then the number of
+            function evaluations will be reduced and energies will be
+            right-padded with np.inf. Has shape ``(np.size(population, 0),)``
+        """
+        num_members = np.size(population, 0)
+        # S is the number of function evals left to stay under the
+        # maxfun budget
+        S = min(num_members, self.maxfun - self._nfev)
+
+        energies = np.full(num_members, np.inf)
+
+        parameters_pop = self._scale_parameters(population)
+        try:
+            calc_energies = list(
+                self._mapwrapper(self.func, parameters_pop[0:S])
+            )
+            calc_energies = np.squeeze(calc_energies)
+        except (TypeError, ValueError) as e:
+            # wrong number of arguments for _mapwrapper
+            # or wrong length returned from the mapper
+            raise RuntimeError(
+                "The map-like callable must be of the form f(func, iterable), "
+                "returning a sequence of numbers the same length as 'iterable'"
+            ) from e
+
+        if calc_energies.size != S:
+            if self.vectorized:
+                raise RuntimeError("The vectorized function must return an"
+                                   " array of shape (S,) when given an array"
+                                   " of shape (len(x), S)")
+            raise RuntimeError("func(x, *args) must return a scalar value")
+
+        energies[0:S] = calc_energies
+
+        if self.vectorized:
+            self._nfev += 1
+        else:
+            self._nfev += S
+
+        return energies
+
+    def _promote_lowest_energy(self):
+        # swaps 'best solution' into first population entry
+
+        idx = np.arange(self.num_population_members)
+        feasible_solutions = idx[self.feasible]
+        if feasible_solutions.size:
+            # find the best feasible solution
+            idx_t = np.argmin(self.population_energies[feasible_solutions])
+            l = feasible_solutions[idx_t]
+        else:
+            # no solution was feasible, use 'best' infeasible solution, which
+            # will violate constraints the least
+            l = np.argmin(np.sum(self.constraint_violation, axis=1))
+
+        self.population_energies[[0, l]] = self.population_energies[[l, 0]]
+        self.population[[0, l], :] = self.population[[l, 0], :]
+        self.feasible[[0, l]] = self.feasible[[l, 0]]
+        self.constraint_violation[[0, l], :] = (
+        self.constraint_violation[[l, 0], :])
+
+    def _constraint_violation_fn(self, x):
+        """
+        Calculates total constraint violation for all the constraints, for a
+        set of solutions.
+
+        Parameters
+        ----------
+        x : ndarray
+            Solution vector(s). Has shape (S, N), or (N,), where S is the
+            number of solutions to investigate and N is the number of
+            parameters.
+
+        Returns
+        -------
+        cv : ndarray
+            Total violation of constraints. Has shape ``(S, M)``, where M is
+            the total number of constraint components (which is not necessarily
+            equal to len(self._wrapped_constraints)).
+        """
+        # how many solution vectors you're calculating constraint violations
+        # for
+        S = np.size(x) // self.parameter_count
+        _out = np.zeros((S, self.total_constraints))
+        offset = 0
+        for con in self._wrapped_constraints:
+            # the input/output of the (vectorized) constraint function is
+            # {(N, S), (N,)} --> (M, S)
+            # The input to _constraint_violation_fn is (S, N) or (N,), so
+            # transpose to pass it to the constraint. The output is transposed
+            # from (M, S) to (S, M) for further use.
+            c = con.violation(x.T).T
+
+            # The shape of c should be (M,), (1, M), or (S, M). Check for
+            # those shapes, as an incorrect shape indicates that the
+            # user constraint function didn't return the right thing, and
+            # the reshape operation will fail. Intercept the wrong shape
+            # to give a reasonable error message. I'm not sure what failure
+            # modes an inventive user will come up with.
+            if c.shape[-1] != con.num_constr or (S > 1 and c.shape[0] != S):
+                raise RuntimeError("An array returned from a Constraint has"
+                                   " the wrong shape. If `vectorized is False`"
+                                   " the Constraint should return an array of"
+                                   " shape (M,). If `vectorized is True` then"
+                                   " the Constraint must return an array of"
+                                   " shape (M, S), where S is the number of"
+                                   " solution vectors and M is the number of"
+                                   " constraint components in a given"
+                                   " Constraint object.")
+
+            # the violation function may return a 1D array, but is it a
+            # sequence of constraints for one solution (S=1, M>=1), or the
+            # value of a single constraint for a sequence of solutions
+            # (S>=1, M=1)
+            c = np.reshape(c, (S, con.num_constr))
+            _out[:, offset:offset + con.num_constr] = c
+            offset += con.num_constr
+
+        return _out
+
+    def _calculate_population_feasibilities(self, population):
+        """
+        Calculate the feasibilities of a population.
+
+        Parameters
+        ----------
+        population : ndarray
+            An array of parameter vectors normalised to [0, 1] using lower
+            and upper limits. Has shape ``(np.size(population, 0), N)``.
+
+        Returns
+        -------
+        feasible, constraint_violation : ndarray, ndarray
+            Boolean array of feasibility for each population member, and an
+            array of the constraint violation for each population member.
+            constraint_violation has shape ``(np.size(population, 0), M)``,
+            where M is the number of constraints.
+        """
+        num_members = np.size(population, 0)
+        if not self._wrapped_constraints:
+            # shortcut for no constraints
+            return np.ones(num_members, bool), np.zeros((num_members, 1))
+
+        # (S, N)
+        parameters_pop = self._scale_parameters(population)
+
+        if self.vectorized:
+            # (S, M)
+            constraint_violation = np.array(
+                self._constraint_violation_fn(parameters_pop)
+            )
+        else:
+            # (S, 1, M)
+            constraint_violation = np.array([self._constraint_violation_fn(x)
+                                             for x in parameters_pop])
+            # if you use the list comprehension in the line above it will
+            # create an array of shape (S, 1, M), because each iteration
+            # generates an array of (1, M). In comparison the vectorized
+            # version returns (S, M). It's therefore necessary to remove axis 1
+            constraint_violation = constraint_violation[:, 0]
+
+        feasible = ~(np.sum(constraint_violation, axis=1) > 0)
+
+        return feasible, constraint_violation
+
+    def __iter__(self):
+        return self
+
+    def __enter__(self):
+        return self
+
+    def __exit__(self, *args):
+        return self._mapwrapper.__exit__(*args)
+
+    def _accept_trial(self, energy_trial, feasible_trial, cv_trial,
+                      energy_orig, feasible_orig, cv_orig):
+        """
+        Trial is accepted if:
+        * it satisfies all constraints and provides a lower or equal objective
+          function value, while both the compared solutions are feasible
+        - or -
+        * it is feasible while the original solution is infeasible,
+        - or -
+        * it is infeasible, but provides a lower or equal constraint violation
+          for all constraint functions.
+
+        This test corresponds to section III of Lampinen [1]_.
+
+        Parameters
+        ----------
+        energy_trial : float
+            Energy of the trial solution
+        feasible_trial : float
+            Feasibility of trial solution
+        cv_trial : array-like
+            Excess constraint violation for the trial solution
+        energy_orig : float
+            Energy of the original solution
+        feasible_orig : float
+            Feasibility of original solution
+        cv_orig : array-like
+            Excess constraint violation for the original solution
+
+        Returns
+        -------
+        accepted : bool
+
+        """
+        if feasible_orig and feasible_trial:
+            return energy_trial <= energy_orig
+        elif feasible_trial and not feasible_orig:
+            return True
+        elif not feasible_trial and (cv_trial <= cv_orig).all():
+            # cv_trial < cv_orig would imply that both trial and orig are not
+            # feasible
+            return True
+
+        return False
+
+    def __next__(self):
+        """
+        Evolve the population by a single generation
+
+        Returns
+        -------
+        x : ndarray
+            The best solution from the solver.
+        fun : float
+            Value of objective function obtained from the best solution.
+        """
+        # the population may have just been initialized (all entries are
+        # np.inf). If it has you have to calculate the initial energies
+        if np.all(np.isinf(self.population_energies)):
+            self.feasible, self.constraint_violation = (
+                self._calculate_population_feasibilities(self.population))
+
+            # only need to work out population energies for those that are
+            # feasible
+            self.population_energies[self.feasible] = (
+                self._calculate_population_energies(
+                    self.population[self.feasible]))
+
+            self._promote_lowest_energy()
+
+        if self.dither is not None:
+            self.scale = self.random_number_generator.uniform(self.dither[0],
+                                                              self.dither[1])
+
+        if self._updating == 'immediate':
+            # update best solution immediately
+            for candidate in range(self.num_population_members):
+                if self._nfev > self.maxfun:
+                    raise StopIteration
+
+                # create a trial solution
+                trial = self._mutate(candidate)
+
+                # ensuring that it's in the range [0, 1)
+                self._ensure_constraint(trial)
+
+                # scale from [0, 1) to the actual parameter value
+                parameters = self._scale_parameters(trial)
+
+                # determine the energy of the objective function
+                if self._wrapped_constraints:
+                    cv = self._constraint_violation_fn(parameters)
+                    feasible = False
+                    energy = np.inf
+                    if not np.sum(cv) > 0:
+                        # solution is feasible
+                        feasible = True
+                        energy = self.func(parameters)
+                        self._nfev += 1
+                else:
+                    feasible = True
+                    cv = np.atleast_2d([0.])
+                    energy = self.func(parameters)
+                    self._nfev += 1
+
+                # compare trial and population member
+                if self._accept_trial(energy, feasible, cv,
+                                      self.population_energies[candidate],
+                                      self.feasible[candidate],
+                                      self.constraint_violation[candidate]):
+                    self.population[candidate] = trial
+                    self.population_energies[candidate] = np.squeeze(energy)
+                    self.feasible[candidate] = feasible
+                    self.constraint_violation[candidate] = cv
+
+                    # if the trial candidate is also better than the best
+                    # solution then promote it.
+                    if self._accept_trial(energy, feasible, cv,
+                                          self.population_energies[0],
+                                          self.feasible[0],
+                                          self.constraint_violation[0]):
+                        self._promote_lowest_energy()
+
+        elif self._updating == 'deferred':
+            # update best solution once per generation
+            if self._nfev >= self.maxfun:
+                raise StopIteration
+
+            # 'deferred' approach, vectorised form.
+            # create trial solutions
+            trial_pop = np.array(
+                [self._mutate(i) for i in range(self.num_population_members)])
+
+            # enforce bounds
+            self._ensure_constraint(trial_pop)
+
+            # determine the energies of the objective function, but only for
+            # feasible trials
+            feasible, cv = self._calculate_population_feasibilities(trial_pop)
+            trial_energies = np.full(self.num_population_members, np.inf)
+
+            # only calculate for feasible entries
+            trial_energies[feasible] = self._calculate_population_energies(
+                trial_pop[feasible])
+
+            # which solutions are 'improved'?
+            loc = [self._accept_trial(*val) for val in
+                   zip(trial_energies, feasible, cv, self.population_energies,
+                       self.feasible, self.constraint_violation)]
+            loc = np.array(loc)
+            self.population = np.where(loc[:, np.newaxis],
+                                       trial_pop,
+                                       self.population)
+            self.population_energies = np.where(loc,
+                                                trial_energies,
+                                                self.population_energies)
+            self.feasible = np.where(loc,
+                                     feasible,
+                                     self.feasible)
+            self.constraint_violation = np.where(loc[:, np.newaxis],
+                                                 cv,
+                                                 self.constraint_violation)
+
+            # make sure the best solution is updated if updating='deferred'.
+            # put the lowest energy into the best solution position.
+            self._promote_lowest_energy()
+
+        return self.x, self.population_energies[0]
+
+    def _scale_parameters(self, trial):
+        """Scale from a number between 0 and 1 to parameters."""
+        # trial either has shape (N, ) or (L, N), where L is the number of
+        # solutions being scaled
+        scaled = self.__scale_arg1 + (trial - 0.5) * self.__scale_arg2
+        if np.any(self.integrality):
+            i = np.broadcast_to(self.integrality, scaled.shape)
+            scaled[i] = np.round(scaled[i])
+        return scaled
+
+    def _unscale_parameters(self, parameters):
+        """Scale from parameters to a number between 0 and 1."""
+        return (parameters - self.__scale_arg1) * self.__recip_scale_arg2 + 0.5
+
+    def _ensure_constraint(self, trial):
+        """Make sure the parameters lie between the limits."""
+        mask = np.where((trial > 1) | (trial < 0))
+        trial[mask] = self.random_number_generator.uniform(size=mask[0].shape)
+
+    def _mutate(self, candidate):
+        """Create a trial vector based on a mutation strategy."""
+        rng = self.random_number_generator
+
+        if callable(self.strategy):
+            _population = self._scale_parameters(self.population)
+            trial = np.array(
+                self.strategy(candidate, _population, rng=rng), dtype=float
+            )
+            if trial.shape != (self.parameter_count,):
+                raise RuntimeError(
+                    "strategy must have signature"
+                    " f(candidate: int, population: np.ndarray, rng=None)"
+                    " returning an array of shape (N,)"
+                )
+            return self._unscale_parameters(trial)
+
+        trial = np.copy(self.population[candidate])
+        fill_point = rng.choice(self.parameter_count)
+
+        if self.strategy in ['currenttobest1exp', 'currenttobest1bin']:
+            bprime = self.mutation_func(candidate,
+                                        self._select_samples(candidate, 5))
+        else:
+            bprime = self.mutation_func(self._select_samples(candidate, 5))
+
+        if self.strategy in self._binomial:
+            crossovers = rng.uniform(size=self.parameter_count)
+            crossovers = crossovers < self.cross_over_probability
+            # the last one is always from the bprime vector for binomial
+            # If you fill in modulo with a loop you have to set the last one to
+            # true. If you don't use a loop then you can have any random entry
+            # be True.
+            crossovers[fill_point] = True
+            trial = np.where(crossovers, bprime, trial)
+            return trial
+
+        elif self.strategy in self._exponential:
+            i = 0
+            crossovers = rng.uniform(size=self.parameter_count)
+            crossovers = crossovers < self.cross_over_probability
+            crossovers[0] = True
+            while (i < self.parameter_count and crossovers[i]):
+                trial[fill_point] = bprime[fill_point]
+                fill_point = (fill_point + 1) % self.parameter_count
+                i += 1
+
+            return trial
+
+    def _best1(self, samples):
+        """best1bin, best1exp"""
+        r0, r1 = samples[:2]
+        return (self.population[0] + self.scale *
+                (self.population[r0] - self.population[r1]))
+
+    def _rand1(self, samples):
+        """rand1bin, rand1exp"""
+        r0, r1, r2 = samples[:3]
+        return (self.population[r0] + self.scale *
+                (self.population[r1] - self.population[r2]))
+
+    def _randtobest1(self, samples):
+        """randtobest1bin, randtobest1exp"""
+        r0, r1, r2 = samples[:3]
+        bprime = np.copy(self.population[r0])
+        bprime += self.scale * (self.population[0] - bprime)
+        bprime += self.scale * (self.population[r1] -
+                                self.population[r2])
+        return bprime
+
+    def _currenttobest1(self, candidate, samples):
+        """currenttobest1bin, currenttobest1exp"""
+        r0, r1 = samples[:2]
+        bprime = (self.population[candidate] + self.scale *
+                  (self.population[0] - self.population[candidate] +
+                   self.population[r0] - self.population[r1]))
+        return bprime
+
+    def _best2(self, samples):
+        """best2bin, best2exp"""
+        r0, r1, r2, r3 = samples[:4]
+        bprime = (self.population[0] + self.scale *
+                  (self.population[r0] + self.population[r1] -
+                   self.population[r2] - self.population[r3]))
+
+        return bprime
+
+    def _rand2(self, samples):
+        """rand2bin, rand2exp"""
+        r0, r1, r2, r3, r4 = samples
+        bprime = (self.population[r0] + self.scale *
+                  (self.population[r1] + self.population[r2] -
+                   self.population[r3] - self.population[r4]))
+
+        return bprime
+
+    def _select_samples(self, candidate, number_samples):
+        """
+        obtain random integers from range(self.num_population_members),
+        without replacement. You can't have the original candidate either.
+        """
+        pool = np.arange(self.num_population_members)
+        self.random_number_generator.shuffle(pool)
+
+        idxs = []
+        while len(idxs) < number_samples and len(pool) > 0:
+            idx = pool[0]
+            pool = pool[1:]
+            if idx != candidate:
+                idxs.append(idx)
+        
+        return idxs
+
+
+class _ConstraintWrapper:
+    """Object to wrap/evaluate user defined constraints.
+
+    Very similar in practice to `PreparedConstraint`, except that no evaluation
+    of jac/hess is performed (explicit or implicit).
+
+    If created successfully, it will contain the attributes listed below.
+
+    Parameters
+    ----------
+    constraint : {`NonlinearConstraint`, `LinearConstraint`, `Bounds`}
+        Constraint to check and prepare.
+    x0 : array_like
+        Initial vector of independent variables, shape (N,)
+
+    Attributes
+    ----------
+    fun : callable
+        Function defining the constraint wrapped by one of the convenience
+        classes.
+    bounds : 2-tuple
+        Contains lower and upper bounds for the constraints --- lb and ub.
+        These are converted to ndarray and have a size equal to the number of
+        the constraints.
+
+    Notes
+    -----
+    _ConstraintWrapper.fun and _ConstraintWrapper.violation can get sent
+    arrays of shape (N, S) or (N,), where S is the number of vectors of shape
+    (N,) to consider constraints for.
+    """
+    def __init__(self, constraint, x0):
+        self.constraint = constraint
+
+        if isinstance(constraint, NonlinearConstraint):
+            def fun(x):
+                x = np.asarray(x)
+                return np.atleast_1d(constraint.fun(x))
+        elif isinstance(constraint, LinearConstraint):
+            def fun(x):
+                if issparse(constraint.A):
+                    A = constraint.A
+                else:
+                    A = np.atleast_2d(constraint.A)
+
+                res = A.dot(x)
+                # x either has shape (N, S) or (N)
+                # (M, N) x (N, S) --> (M, S)
+                # (M, N) x (N,)   --> (M,)
+                # However, if (M, N) is a matrix then:
+                # (M, N) * (N,)   --> (M, 1), we need this to be (M,)
+                if x.ndim == 1 and res.ndim == 2:
+                    # deal with case that constraint.A is an np.matrix
+                    # see gh20041
+                    res = np.asarray(res)[:, 0]
+
+                return res
+        elif isinstance(constraint, Bounds):
+            def fun(x):
+                return np.asarray(x)
+        else:
+            raise ValueError("`constraint` of an unknown type is passed.")
+
+        self.fun = fun
+
+        lb = np.asarray(constraint.lb, dtype=float)
+        ub = np.asarray(constraint.ub, dtype=float)
+
+        x0 = np.asarray(x0)
+
+        # find out the number of constraints
+        f0 = fun(x0)
+        self.num_constr = m = f0.size
+        self.parameter_count = x0.size
+
+        if lb.ndim == 0:
+            lb = np.resize(lb, m)
+        if ub.ndim == 0:
+            ub = np.resize(ub, m)
+
+        self.bounds = (lb, ub)
+
+    def __call__(self, x):
+        return np.atleast_1d(self.fun(x))
+
+    def violation(self, x):
+        """How much the constraint is exceeded by.
+
+        Parameters
+        ----------
+        x : array-like
+            Vector of independent variables, (N, S), where N is number of
+            parameters and S is the number of solutions to be investigated.
+
+        Returns
+        -------
+        excess : array-like
+            How much the constraint is exceeded by, for each of the
+            constraints specified by `_ConstraintWrapper.fun`.
+            Has shape (M, S) where M is the number of constraint components.
+        """
+        # expect ev to have shape (num_constr, S) or (num_constr,)
+        ev = self.fun(np.asarray(x))
+
+        try:
+            excess_lb = np.maximum(self.bounds[0] - ev.T, 0)
+            excess_ub = np.maximum(ev.T - self.bounds[1], 0)
+        except ValueError as e:
+            raise RuntimeError("An array returned from a Constraint has"
+                               " the wrong shape. If `vectorized is False`"
+                               " the Constraint should return an array of"
+                               " shape (M,). If `vectorized is True` then"
+                               " the Constraint must return an array of"
+                               " shape (M, S), where S is the number of"
+                               " solution vectors and M is the number of"
+                               " constraint components in a given"
+                               " Constraint object.") from e
+
+        v = (excess_lb + excess_ub).T
+        return v

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HConst.pxd

@@ -0,0 +1,106 @@
+# cython: language_level=3
+
+from libcpp cimport bool
+from libcpp.string cimport string
+
+cdef extern from "HConst.h" nogil:
+
+    const int HIGHS_CONST_I_INF "kHighsIInf"
+    const double HIGHS_CONST_INF "kHighsInf"
+    const double kHighsTiny
+    const double kHighsZero
+    const int kHighsThreadLimit
+
+    cdef enum HighsDebugLevel:
+      HighsDebugLevel_kHighsDebugLevelNone "kHighsDebugLevelNone" = 0
+      HighsDebugLevel_kHighsDebugLevelCheap "kHighsDebugLevelCheap"
+      HighsDebugLevel_kHighsDebugLevelCostly "kHighsDebugLevelCostly"
+      HighsDebugLevel_kHighsDebugLevelExpensive "kHighsDebugLevelExpensive"
+      HighsDebugLevel_kHighsDebugLevelMin "kHighsDebugLevelMin" = HighsDebugLevel_kHighsDebugLevelNone
+      HighsDebugLevel_kHighsDebugLevelMax "kHighsDebugLevelMax" = HighsDebugLevel_kHighsDebugLevelExpensive
+
+    ctypedef enum HighsModelStatus:
+        HighsModelStatusNOTSET "HighsModelStatus::kNotset" = 0
+        HighsModelStatusLOAD_ERROR "HighsModelStatus::kLoadError"
+        HighsModelStatusMODEL_ERROR "HighsModelStatus::kModelError"
+        HighsModelStatusPRESOLVE_ERROR "HighsModelStatus::kPresolveError"
+        HighsModelStatusSOLVE_ERROR "HighsModelStatus::kSolveError"
+        HighsModelStatusPOSTSOLVE_ERROR "HighsModelStatus::kPostsolveError"
+        HighsModelStatusMODEL_EMPTY "HighsModelStatus::kModelEmpty"
+        HighsModelStatusOPTIMAL "HighsModelStatus::kOptimal"
+        HighsModelStatusINFEASIBLE "HighsModelStatus::kInfeasible"
+        HighsModelStatus_UNBOUNDED_OR_INFEASIBLE "HighsModelStatus::kUnboundedOrInfeasible"
+        HighsModelStatusUNBOUNDED "HighsModelStatus::kUnbounded"
+        HighsModelStatusREACHED_DUAL_OBJECTIVE_VALUE_UPPER_BOUND "HighsModelStatus::kObjectiveBound"
+        HighsModelStatusREACHED_OBJECTIVE_TARGET "HighsModelStatus::kObjectiveTarget"
+        HighsModelStatusREACHED_TIME_LIMIT "HighsModelStatus::kTimeLimit"
+        HighsModelStatusREACHED_ITERATION_LIMIT "HighsModelStatus::kIterationLimit"
+        HighsModelStatusUNKNOWN "HighsModelStatus::kUnknown"
+        HighsModelStatusHIGHS_MODEL_STATUS_MIN "HighsModelStatus::kMin" = HighsModelStatusNOTSET
+        HighsModelStatusHIGHS_MODEL_STATUS_MAX "HighsModelStatus::kMax" = HighsModelStatusUNKNOWN
+
+    cdef enum HighsBasisStatus:
+        HighsBasisStatusLOWER "HighsBasisStatus::kLower" = 0, # (slack) variable is at its lower bound [including fixed variables]
+        HighsBasisStatusBASIC "HighsBasisStatus::kBasic" # (slack) variable is basic
+        HighsBasisStatusUPPER "HighsBasisStatus::kUpper" # (slack) variable is at its upper bound
+        HighsBasisStatusZERO "HighsBasisStatus::kZero" # free variable is non-basic and set to zero
+        HighsBasisStatusNONBASIC "HighsBasisStatus::kNonbasic" # nonbasic with no specific bound information - useful for users and postsolve
+
+    cdef enum SolverOption:
+        SOLVER_OPTION_SIMPLEX "SolverOption::SOLVER_OPTION_SIMPLEX" = -1
+        SOLVER_OPTION_CHOOSE "SolverOption::SOLVER_OPTION_CHOOSE"
+        SOLVER_OPTION_IPM "SolverOption::SOLVER_OPTION_IPM"
+
+    cdef enum PrimalDualStatus:
+        PrimalDualStatusSTATUS_NOT_SET "PrimalDualStatus::STATUS_NOT_SET" = -1
+        PrimalDualStatusSTATUS_MIN "PrimalDualStatus::STATUS_MIN" = PrimalDualStatusSTATUS_NOT_SET
+        PrimalDualStatusSTATUS_NO_SOLUTION "PrimalDualStatus::STATUS_NO_SOLUTION"
+        PrimalDualStatusSTATUS_UNKNOWN "PrimalDualStatus::STATUS_UNKNOWN"
+        PrimalDualStatusSTATUS_INFEASIBLE_POINT "PrimalDualStatus::STATUS_INFEASIBLE_POINT"
+        PrimalDualStatusSTATUS_FEASIBLE_POINT "PrimalDualStatus::STATUS_FEASIBLE_POINT"
+        PrimalDualStatusSTATUS_MAX "PrimalDualStatus::STATUS_MAX" = PrimalDualStatusSTATUS_FEASIBLE_POINT
+
+    cdef enum HighsOptionType:
+        HighsOptionTypeBOOL "HighsOptionType::kBool" = 0
+        HighsOptionTypeINT "HighsOptionType::kInt"
+        HighsOptionTypeDOUBLE "HighsOptionType::kDouble"
+        HighsOptionTypeSTRING "HighsOptionType::kString"
+
+    # workaround for lack of enum class support in Cython < 3.x
+    # cdef enum class ObjSense(int):
+    #     ObjSenseMINIMIZE "ObjSense::kMinimize" = 1
+    #     ObjSenseMAXIMIZE "ObjSense::kMaximize" = -1
+
+    cdef cppclass ObjSense:
+        pass
+
+    cdef ObjSense ObjSenseMINIMIZE "ObjSense::kMinimize"
+    cdef ObjSense ObjSenseMAXIMIZE "ObjSense::kMaximize"
+
+    # cdef enum class MatrixFormat(int):
+    #     MatrixFormatkColwise "MatrixFormat::kColwise" = 1
+    #     MatrixFormatkRowwise "MatrixFormat::kRowwise"
+    #     MatrixFormatkRowwisePartitioned "MatrixFormat::kRowwisePartitioned"
+
+    cdef cppclass MatrixFormat:
+        pass
+
+    cdef MatrixFormat MatrixFormatkColwise "MatrixFormat::kColwise"
+    cdef MatrixFormat MatrixFormatkRowwise "MatrixFormat::kRowwise"
+    cdef MatrixFormat MatrixFormatkRowwisePartitioned "MatrixFormat::kRowwisePartitioned"
+
+    # cdef enum class HighsVarType(int):
+    #     kContinuous "HighsVarType::kContinuous"
+    #     kInteger "HighsVarType::kInteger"
+    #     kSemiContinuous "HighsVarType::kSemiContinuous"
+    #     kSemiInteger "HighsVarType::kSemiInteger"
+    #     kImplicitInteger "HighsVarType::kImplicitInteger"
+
+    cdef cppclass HighsVarType:
+        pass
+
+    cdef HighsVarType kContinuous "HighsVarType::kContinuous"
+    cdef HighsVarType kInteger "HighsVarType::kInteger"
+    cdef HighsVarType kSemiContinuous "HighsVarType::kSemiContinuous"
+    cdef HighsVarType kSemiInteger "HighsVarType::kSemiInteger"
+    cdef HighsVarType kImplicitInteger "HighsVarType::kImplicitInteger"

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/Highs.pxd

@@ -0,0 +1,56 @@
+# cython: language_level=3
+
+from libc.stdio cimport FILE
+
+from libcpp cimport bool
+from libcpp.string cimport string
+
+from .HighsStatus cimport HighsStatus
+from .HighsOptions cimport HighsOptions
+from .HighsInfo cimport HighsInfo
+from .HighsLp cimport (
+    HighsLp,
+    HighsSolution,
+    HighsBasis,
+    ObjSense,
+)
+from .HConst cimport HighsModelStatus
+
+cdef extern from "Highs.h":
+    # From HiGHS/src/Highs.h
+    cdef cppclass Highs:
+        HighsStatus passHighsOptions(const HighsOptions& options)
+        HighsStatus passModel(const HighsLp& lp)
+        HighsStatus run()
+        HighsStatus setHighsLogfile(FILE* logfile)
+        HighsStatus setHighsOutput(FILE* output)
+        HighsStatus writeHighsOptions(const string filename, const bool report_only_non_default_values = true)
+
+        # split up for cython below
+        #const HighsModelStatus& getModelStatus(const bool scaled_model = False) const
+        const HighsModelStatus & getModelStatus() const
+
+        const HighsInfo& getHighsInfo "getInfo" () const
+        string modelStatusToString(const HighsModelStatus model_status) const
+        #HighsStatus getHighsInfoValue(const string& info, int& value)
+        HighsStatus getHighsInfoValue(const string& info, double& value) const
+        const HighsOptions& getHighsOptions() const
+
+        const HighsLp& getLp() const
+
+        HighsStatus writeSolution(const string filename, const bool pretty) const
+
+        HighsStatus setBasis()
+        const HighsSolution& getSolution() const
+        const HighsBasis& getBasis() const
+
+        bool changeObjectiveSense(const ObjSense sense)
+
+        HighsStatus setHighsOptionValueBool "setOptionValue" (const string & option, const bool value)
+        HighsStatus setHighsOptionValueInt "setOptionValue" (const string & option, const int value)
+        HighsStatus setHighsOptionValueStr "setOptionValue" (const string & option, const string & value)
+        HighsStatus setHighsOptionValueDbl "setOptionValue" (const string & option, const double value)
+
+        string primalDualStatusToString(const int primal_dual_status)
+
+        void resetGlobalScheduler(bool blocking)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HighsIO.pxd

@@ -0,0 +1,20 @@
+# cython: language_level=3
+
+
+cdef extern from "HighsIO.h" nogil:
+    # workaround for lack of enum class support in Cython < 3.x
+    # cdef enum class HighsLogType(int):
+    #     kInfo "HighsLogType::kInfo" = 1
+    #     kDetailed "HighsLogType::kDetailed"
+    #     kVerbose "HighsLogType::kVerbose"
+    #     kWarning "HighsLogType::kWarning"
+    #     kError "HighsLogType::kError"
+
+    cdef cppclass HighsLogType:
+        pass
+
+    cdef HighsLogType kInfo "HighsLogType::kInfo"
+    cdef HighsLogType kDetailed "HighsLogType::kDetailed"
+    cdef HighsLogType kVerbose "HighsLogType::kVerbose"
+    cdef HighsLogType kWarning "HighsLogType::kWarning"
+    cdef HighsLogType kError "HighsLogType::kError"

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HighsInfo.pxd

@@ -0,0 +1,22 @@
+# cython: language_level=3
+
+cdef extern from "HighsInfo.h" nogil:
+    # From HiGHS/src/lp_data/HighsInfo.h
+    cdef cppclass HighsInfo:
+        # Inherited from HighsInfoStruct:
+        int mip_node_count
+        int simplex_iteration_count
+        int ipm_iteration_count
+        int crossover_iteration_count
+        int primal_solution_status
+        int dual_solution_status
+        int basis_validity
+        double objective_function_value
+        double mip_dual_bound
+        double mip_gap
+        int num_primal_infeasibilities
+        double max_primal_infeasibility
+        double sum_primal_infeasibilities
+        int num_dual_infeasibilities
+        double max_dual_infeasibility
+        double sum_dual_infeasibilities

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HighsLpUtils.pxd

@@ -0,0 +1,9 @@
+# cython: language_level=3
+
+from .HighsStatus cimport HighsStatus
+from .HighsLp cimport HighsLp
+from .HighsOptions cimport HighsOptions
+
+cdef extern from "HighsLpUtils.h" nogil:
+    # From HiGHS/src/lp_data/HighsLpUtils.h
+    HighsStatus assessLp(HighsLp& lp, const HighsOptions& options)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HighsModelUtils.pxd

@@ -0,0 +1,10 @@
+# cython: language_level=3
+
+from libcpp.string cimport string
+
+from .HConst cimport HighsModelStatus
+
+cdef extern from "HighsModelUtils.h" nogil:
+    # From HiGHS/src/lp_data/HighsModelUtils.h
+    string utilHighsModelStatusToString(const HighsModelStatus model_status)
+    string utilBasisStatusToString(const int primal_dual_status)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HighsOptions.pxd

@@ -0,0 +1,110 @@
+# cython: language_level=3
+
+from libc.stdio cimport FILE
+
+from libcpp cimport bool
+from libcpp.string cimport string
+from libcpp.vector cimport vector
+
+from .HConst cimport HighsOptionType
+
+cdef extern from "HighsOptions.h" nogil:
+
+    cdef cppclass OptionRecord:
+        HighsOptionType type
+        string name
+        string description
+        bool advanced
+
+    cdef cppclass OptionRecordBool(OptionRecord):
+        bool* value
+        bool default_value
+
+    cdef cppclass OptionRecordInt(OptionRecord):
+        int* value
+        int lower_bound
+        int default_value
+        int upper_bound
+
+    cdef cppclass OptionRecordDouble(OptionRecord):
+        double* value
+        double lower_bound
+        double default_value
+        double upper_bound
+
+    cdef cppclass OptionRecordString(OptionRecord):
+        string* value
+        string default_value
+
+    cdef cppclass HighsOptions:
+        # From HighsOptionsStruct:
+
+        # Options read from the command line
+        string model_file
+        string presolve
+        string solver
+        string parallel
+        double time_limit
+        string options_file
+
+        # Options read from the file
+        double infinite_cost
+        double infinite_bound
+        double small_matrix_value
+        double large_matrix_value
+        double primal_feasibility_tolerance
+        double dual_feasibility_tolerance
+        double ipm_optimality_tolerance
+        double dual_objective_value_upper_bound
+        int highs_debug_level
+        int simplex_strategy
+        int simplex_scale_strategy
+        int simplex_crash_strategy
+        int simplex_dual_edge_weight_strategy
+        int simplex_primal_edge_weight_strategy
+        int simplex_iteration_limit
+        int simplex_update_limit
+        int ipm_iteration_limit
+        int highs_min_threads
+        int highs_max_threads
+        int message_level
+        string solution_file
+        bool write_solution_to_file
+        bool write_solution_pretty
+
+        # Advanced options
+        bool run_crossover
+        bool mps_parser_type_free
+        int keep_n_rows
+        int allowed_simplex_matrix_scale_factor
+        int allowed_simplex_cost_scale_factor
+        int simplex_dualise_strategy
+        int simplex_permute_strategy
+        int dual_simplex_cleanup_strategy
+        int simplex_price_strategy
+        int dual_chuzc_sort_strategy
+        bool simplex_initial_condition_check
+        double simplex_initial_condition_tolerance
+        double dual_steepest_edge_weight_log_error_threshhold
+        double dual_simplex_cost_perturbation_multiplier
+        double start_crossover_tolerance
+        bool less_infeasible_DSE_check
+        bool less_infeasible_DSE_choose_row
+        bool use_original_HFactor_logic
+
+        # Options for MIP solver
+        int mip_max_nodes
+        int mip_report_level
+
+        # Switch for MIP solver
+        bool mip
+
+        # Options for HighsPrintMessage and HighsLogMessage
+        FILE* logfile
+        FILE* output
+        int message_level
+        string solution_file
+        bool write_solution_to_file
+        bool write_solution_pretty
+
+        vector[OptionRecord*] records

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HighsRuntimeOptions.pxd

@@ -0,0 +1,9 @@
+# cython: language_level=3
+
+from libcpp cimport bool
+
+from .HighsOptions cimport HighsOptions
+
+cdef extern from "HighsRuntimeOptions.h" nogil:
+    # From HiGHS/src/lp_data/HighsRuntimeOptions.h
+    bool loadOptions(int argc, char** argv, HighsOptions& options)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/HighsStatus.pxd

@@ -0,0 +1,12 @@
+# cython: language_level=3
+
+from libcpp.string cimport string
+
+cdef extern from "HighsStatus.h" nogil:
+    ctypedef enum HighsStatus:
+        HighsStatusError "HighsStatus::kError" = -1
+        HighsStatusOK "HighsStatus::kOk" = 0
+        HighsStatusWarning "HighsStatus::kWarning" = 1
+
+
+    string highsStatusToString(HighsStatus status)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/SimplexConst.pxd

@@ -0,0 +1,95 @@
+# cython: language_level=3
+
+from libcpp cimport bool
+
+cdef extern from "SimplexConst.h" nogil:
+
+    cdef enum SimplexAlgorithm:
+        PRIMAL "SimplexAlgorithm::kPrimal" = 0
+        DUAL "SimplexAlgorithm::kDual"
+
+    cdef enum SimplexStrategy:
+        SIMPLEX_STRATEGY_MIN "SimplexStrategy::kSimplexStrategyMin" = 0
+        SIMPLEX_STRATEGY_CHOOSE "SimplexStrategy::kSimplexStrategyChoose" = SIMPLEX_STRATEGY_MIN
+        SIMPLEX_STRATEGY_DUAL "SimplexStrategy::kSimplexStrategyDual"
+        SIMPLEX_STRATEGY_DUAL_PLAIN "SimplexStrategy::kSimplexStrategyDualPlain" = SIMPLEX_STRATEGY_DUAL
+        SIMPLEX_STRATEGY_DUAL_TASKS "SimplexStrategy::kSimplexStrategyDualTasks"
+        SIMPLEX_STRATEGY_DUAL_MULTI "SimplexStrategy::kSimplexStrategyDualMulti"
+        SIMPLEX_STRATEGY_PRIMAL "SimplexStrategy::kSimplexStrategyPrimal"
+        SIMPLEX_STRATEGY_MAX "SimplexStrategy::kSimplexStrategyMax" = SIMPLEX_STRATEGY_PRIMAL
+        SIMPLEX_STRATEGY_NUM "SimplexStrategy::kSimplexStrategyNum"
+
+    cdef enum SimplexCrashStrategy:
+        SIMPLEX_CRASH_STRATEGY_MIN "SimplexCrashStrategy::kSimplexCrashStrategyMin" = 0
+        SIMPLEX_CRASH_STRATEGY_OFF "SimplexCrashStrategy::kSimplexCrashStrategyOff" = SIMPLEX_CRASH_STRATEGY_MIN
+        SIMPLEX_CRASH_STRATEGY_LTSSF_K "SimplexCrashStrategy::kSimplexCrashStrategyLtssfK"
+        SIMPLEX_CRASH_STRATEGY_LTSSF "SimplexCrashStrategy::kSimplexCrashStrategyLtssf" = SIMPLEX_CRASH_STRATEGY_LTSSF_K
+        SIMPLEX_CRASH_STRATEGY_BIXBY "SimplexCrashStrategy::kSimplexCrashStrategyBixby"
+        SIMPLEX_CRASH_STRATEGY_LTSSF_PRI "SimplexCrashStrategy::kSimplexCrashStrategyLtssfPri"
+        SIMPLEX_CRASH_STRATEGY_LTSF_K "SimplexCrashStrategy::kSimplexCrashStrategyLtsfK"
+        SIMPLEX_CRASH_STRATEGY_LTSF_PRI "SimplexCrashStrategy::kSimplexCrashStrategyLtsfPri"
+        SIMPLEX_CRASH_STRATEGY_LTSF "SimplexCrashStrategy::kSimplexCrashStrategyLtsf"
+        SIMPLEX_CRASH_STRATEGY_BIXBY_NO_NONZERO_COL_COSTS "SimplexCrashStrategy::kSimplexCrashStrategyBixbyNoNonzeroColCosts"
+        SIMPLEX_CRASH_STRATEGY_BASIC "SimplexCrashStrategy::kSimplexCrashStrategyBasic"
+        SIMPLEX_CRASH_STRATEGY_TEST_SING "SimplexCrashStrategy::kSimplexCrashStrategyTestSing"
+        SIMPLEX_CRASH_STRATEGY_MAX "SimplexCrashStrategy::kSimplexCrashStrategyMax" = SIMPLEX_CRASH_STRATEGY_TEST_SING
+
+    cdef enum SimplexEdgeWeightStrategy:
+        SIMPLEX_EDGE_WEIGHT_STRATEGY_MIN "SimplexEdgeWeightStrategy::kSimplexEdgeWeightStrategyMin" = -1
+        SIMPLEX_EDGE_WEIGHT_STRATEGY_CHOOSE "SimplexEdgeWeightStrategy::kSimplexEdgeWeightStrategyChoose" = SIMPLEX_EDGE_WEIGHT_STRATEGY_MIN
+        SIMPLEX_EDGE_WEIGHT_STRATEGY_DANTZIG "SimplexEdgeWeightStrategy::kSimplexEdgeWeightStrategyDantzig"
+        SIMPLEX_EDGE_WEIGHT_STRATEGY_DEVEX "SimplexEdgeWeightStrategy::kSimplexEdgeWeightStrategyDevex"
+        SIMPLEX_EDGE_WEIGHT_STRATEGY_STEEPEST_EDGE "SimplexEdgeWeightStrategy::kSimplexEdgeWeightStrategySteepestEdge"
+        SIMPLEX_EDGE_WEIGHT_STRATEGY_STEEPEST_EDGE_UNIT_INITIAL "SimplexEdgeWeightStrategy::kSimplexEdgeWeightStrategySteepestEdgeUnitInitial"
+        SIMPLEX_EDGE_WEIGHT_STRATEGY_MAX "SimplexEdgeWeightStrategy::kSimplexEdgeWeightStrategyMax" = SIMPLEX_EDGE_WEIGHT_STRATEGY_STEEPEST_EDGE_UNIT_INITIAL
+
+    cdef enum SimplexPriceStrategy:
+        SIMPLEX_PRICE_STRATEGY_MIN = 0
+        SIMPLEX_PRICE_STRATEGY_COL = SIMPLEX_PRICE_STRATEGY_MIN
+        SIMPLEX_PRICE_STRATEGY_ROW
+        SIMPLEX_PRICE_STRATEGY_ROW_SWITCH
+        SIMPLEX_PRICE_STRATEGY_ROW_SWITCH_COL_SWITCH
+        SIMPLEX_PRICE_STRATEGY_MAX = SIMPLEX_PRICE_STRATEGY_ROW_SWITCH_COL_SWITCH
+
+    cdef enum SimplexDualChuzcStrategy:
+        SIMPLEX_DUAL_CHUZC_STRATEGY_MIN = 0
+        SIMPLEX_DUAL_CHUZC_STRATEGY_CHOOSE = SIMPLEX_DUAL_CHUZC_STRATEGY_MIN
+        SIMPLEX_DUAL_CHUZC_STRATEGY_QUAD
+        SIMPLEX_DUAL_CHUZC_STRATEGY_HEAP
+        SIMPLEX_DUAL_CHUZC_STRATEGY_BOTH
+        SIMPLEX_DUAL_CHUZC_STRATEGY_MAX = SIMPLEX_DUAL_CHUZC_STRATEGY_BOTH
+
+    cdef enum InvertHint:
+        INVERT_HINT_NO = 0
+        INVERT_HINT_UPDATE_LIMIT_REACHED
+        INVERT_HINT_SYNTHETIC_CLOCK_SAYS_INVERT
+        INVERT_HINT_POSSIBLY_OPTIMAL
+        INVERT_HINT_POSSIBLY_PRIMAL_UNBOUNDED
+        INVERT_HINT_POSSIBLY_DUAL_UNBOUNDED
+        INVERT_HINT_POSSIBLY_SINGULAR_BASIS
+        INVERT_HINT_PRIMAL_INFEASIBLE_IN_PRIMAL_SIMPLEX
+        INVERT_HINT_CHOOSE_COLUMN_FAIL
+        INVERT_HINT_Count
+
+    cdef enum DualEdgeWeightMode:
+        DANTZIG "DualEdgeWeightMode::DANTZIG" = 0
+        DEVEX "DualEdgeWeightMode::DEVEX"
+        STEEPEST_EDGE "DualEdgeWeightMode::STEEPEST_EDGE"
+        Count "DualEdgeWeightMode::Count"
+
+    cdef enum PriceMode:
+        ROW "PriceMode::ROW" = 0
+        COL "PriceMode::COL"
+
+    const int PARALLEL_THREADS_DEFAULT
+    const int DUAL_TASKS_MIN_THREADS
+    const int DUAL_MULTI_MIN_THREADS
+
+    const bool invert_if_row_out_negative
+
+    const int NONBASIC_FLAG_TRUE
+    const int NONBASIC_FLAG_FALSE
+
+    const int NONBASIC_MOVE_UP
+    const int NONBASIC_MOVE_DN
+    const int NONBASIC_MOVE_ZE

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_highs/src/cython/highs_c_api.pxd

@@ -0,0 +1,7 @@
+# cython: language_level=3
+
+cdef extern from "highs_c_api.h" nogil:
+    int Highs_passLp(void* highs, int numcol, int numrow, int numnz,
+                     double* colcost, double* collower, double* colupper,
+                     double* rowlower, double* rowupper,
+                     int* astart, int* aindex,  double* avalue)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_isotonic.py

@@ -0,0 +1,158 @@
+from __future__ import annotations
+from typing import TYPE_CHECKING
+
+import numpy as np
+
+from ._optimize import OptimizeResult
+from ._pava_pybind import pava
+
+if TYPE_CHECKING:
+    import numpy.typing as npt
+
+
+__all__ = ["isotonic_regression"]
+
+
+def isotonic_regression(
+    y: npt.ArrayLike,
+    *,
+    weights: npt.ArrayLike | None = None,
+    increasing: bool = True,
+) -> OptimizeResult:
+    r"""Nonparametric isotonic regression.
+
+    A (not strictly) monotonically increasing array `x` with the same length
+    as `y` is calculated by the pool adjacent violators algorithm (PAVA), see
+    [1]_. See the Notes section for more details.
+
+    Parameters
+    ----------
+    y : (N,) array_like
+        Response variable.
+    weights : (N,) array_like or None
+        Case weights.
+    increasing : bool
+        If True, fit monotonic increasing, i.e. isotonic, regression.
+        If False, fit a monotonic decreasing, i.e. antitonic, regression.
+        Default is True.
+
+    Returns
+    -------
+    res : OptimizeResult
+        The optimization result represented as a ``OptimizeResult`` object.
+        Important attributes are:
+
+        - ``x``: The isotonic regression solution, i.e. an increasing (or
+          decreasing) array of the same length than y, with elements in the
+          range from min(y) to max(y).
+        - ``weights`` : Array with the sum of case weights for each block
+          (or pool) B.
+        - ``blocks``: Array of length B+1 with the indices of the start
+          positions of each block (or pool) B. The j-th block is given by
+          ``x[blocks[j]:blocks[j+1]]`` for which all values are the same.
+
+    Notes
+    -----
+    Given data :math:`y` and case weights :math:`w`, the isotonic regression
+    solves the following optimization problem:
+
+    .. math::
+
+        \operatorname{argmin}_{x_i} \sum_i w_i (y_i - x_i)^2 \quad
+        \text{subject to } x_i \leq x_j \text{ whenever } i \leq j \,.
+
+    For every input value :math:`y_i`, it generates a value :math:`x_i` such
+    that :math:`x` is increasing (but not strictly), i.e.
+    :math:`x_i \leq x_{i+1}`. This is accomplished by the PAVA.
+    The solution consists of pools or blocks, i.e. neighboring elements of
+    :math:`x`, e.g. :math:`x_i` and :math:`x_{i+1}`, that all have the same
+    value.
+
+    Most interestingly, the solution stays the same if the squared loss is
+    replaced by the wide class of Bregman functions which are the unique
+    class of strictly consistent scoring functions for the mean, see [2]_
+    and references therein.
+
+    The implemented version of PAVA according to [1]_ has a computational
+    complexity of O(N) with input size N.
+
+    References
+    ----------
+    .. [1] Busing, F. M. T. A. (2022).
+           Monotone Regression: A Simple and Fast O(n) PAVA Implementation.
+           Journal of Statistical Software, Code Snippets, 102(1), 1-25.
+           :doi:`10.18637/jss.v102.c01`
+    .. [2] Jordan, A.I., Mühlemann, A. & Ziegel, J.F.
+           Characterizing the optimal solutions to the isotonic regression
+           problem for identifiable functionals.
+           Ann Inst Stat Math 74, 489-514 (2022).
+           :doi:`10.1007/s10463-021-00808-0`
+
+    Examples
+    --------
+    This example demonstrates that ``isotonic_regression`` really solves a
+    constrained optimization problem.
+
+    >>> import numpy as np
+    >>> from scipy.optimize import isotonic_regression, minimize
+    >>> y = [1.5, 1.0, 4.0, 6.0, 5.7, 5.0, 7.8, 9.0, 7.5, 9.5, 9.0]
+    >>> def objective(yhat, y):
+    ...     return np.sum((yhat - y)**2)
+    >>> def constraint(yhat, y):
+    ...     # This is for a monotonically increasing regression.
+    ...     return np.diff(yhat)
+    >>> result = minimize(objective, x0=y, args=(y,),
+    ...                   constraints=[{'type': 'ineq',
+    ...                                 'fun': lambda x: constraint(x, y)}])
+    >>> result.x
+    array([1.25      , 1.25      , 4.        , 5.56666667, 5.56666667,
+           5.56666667, 7.8       , 8.25      , 8.25      , 9.25      ,
+           9.25      ])
+    >>> result = isotonic_regression(y)
+    >>> result.x
+    array([1.25      , 1.25      , 4.        , 5.56666667, 5.56666667,
+           5.56666667, 7.8       , 8.25      , 8.25      , 9.25      ,
+           9.25      ])
+
+    The big advantage of ``isotonic_regression`` compared to calling
+    ``minimize`` is that it is more user friendly, i.e. one does not need to
+    define objective and constraint functions, and that it is orders of
+    magnitudes faster. On commodity hardware (in 2023), for normal distributed
+    input y of length 1000, the minimizer takes about 4 seconds, while
+    ``isotonic_regression`` takes about 200 microseconds.
+    """
+    yarr = np.asarray(y)  # Check yarr.ndim == 1 is implicit (pybind11) in pava.
+    if weights is None:
+        warr = np.ones_like(yarr)
+    else:
+        warr = np.asarray(weights)
+
+        if not (yarr.ndim == warr.ndim == 1 and yarr.shape[0] == warr.shape[0]):
+            raise ValueError(
+                "Input arrays y and w must have one dimension of equal length."
+            )
+        if np.any(warr <= 0):
+            raise ValueError("Weights w must be strictly positive.")
+
+    order = slice(None) if increasing else slice(None, None, -1)
+    x = np.array(yarr[order], order="C", dtype=np.float64, copy=True)
+    wx = np.array(warr[order], order="C", dtype=np.float64, copy=True)
+    n = x.shape[0]
+    r = np.full(shape=n + 1, fill_value=-1, dtype=np.intp)
+    x, wx, r, b = pava(x, wx, r)
+    # Now that we know the number of blocks b, we only keep the relevant part
+    # of r and wx.
+    # As information: Due to the pava implementation, after the last block
+    # index, there might be smaller numbers appended to r, e.g.
+    # r = [0, 10, 8, 7] which in the end should be r = [0, 10].
+    r = r[:b + 1]
+    wx = wx[:b]
+    if not increasing:
+        x = x[::-1]
+        wx = wx[::-1]
+        r = r[-1] - r[::-1]
+    return OptimizeResult(
+        x=x,
+        weights=wx,
+        blocks=r,
+    )

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_linprog_doc.py

@@ -0,0 +1,1434 @@
+"""
+Created on Sat Aug 22 19:49:17 2020
+
+@author: matth
+"""
+
+
+def _linprog_highs_doc(c, A_ub=None, b_ub=None, A_eq=None, b_eq=None,
+                       bounds=None, method='highs', callback=None,
+                       maxiter=None, disp=False, presolve=True,
+                       time_limit=None,
+                       dual_feasibility_tolerance=None,
+                       primal_feasibility_tolerance=None,
+                       ipm_optimality_tolerance=None,
+                       simplex_dual_edge_weight_strategy=None,
+                       mip_rel_gap=None,
+                       **unknown_options):
+    r"""
+    Linear programming: minimize a linear objective function subject to linear
+    equality and inequality constraints using one of the HiGHS solvers.
+
+    Linear programming solves problems of the following form:
+
+    .. math::
+
+        \min_x \ & c^T x \\
+        \mbox{such that} \ & A_{ub} x \leq b_{ub},\\
+        & A_{eq} x = b_{eq},\\
+        & l \leq x \leq u ,
+
+    where :math:`x` is a vector of decision variables; :math:`c`,
+    :math:`b_{ub}`, :math:`b_{eq}`, :math:`l`, and :math:`u` are vectors; and
+    :math:`A_{ub}` and :math:`A_{eq}` are matrices.
+
+    Alternatively, that's:
+
+    minimize::
+
+        c @ x
+
+    such that::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+        lb <= x <= ub
+
+    Note that by default ``lb = 0`` and ``ub = None`` unless specified with
+    ``bounds``.
+
+    Parameters
+    ----------
+    c : 1-D array
+        The coefficients of the linear objective function to be minimized.
+    A_ub : 2-D array, optional
+        The inequality constraint matrix. Each row of ``A_ub`` specifies the
+        coefficients of a linear inequality constraint on ``x``.
+    b_ub : 1-D array, optional
+        The inequality constraint vector. Each element represents an
+        upper bound on the corresponding value of ``A_ub @ x``.
+    A_eq : 2-D array, optional
+        The equality constraint matrix. Each row of ``A_eq`` specifies the
+        coefficients of a linear equality constraint on ``x``.
+    b_eq : 1-D array, optional
+        The equality constraint vector. Each element of ``A_eq @ x`` must equal
+        the corresponding element of ``b_eq``.
+    bounds : sequence, optional
+        A sequence of ``(min, max)`` pairs for each element in ``x``, defining
+        the minimum and maximum values of that decision variable. Use ``None``
+        to indicate that there is no bound. By default, bounds are
+        ``(0, None)`` (all decision variables are non-negative).
+        If a single tuple ``(min, max)`` is provided, then ``min`` and
+        ``max`` will serve as bounds for all decision variables.
+    method : str
+
+        This is the method-specific documentation for 'highs', which chooses
+        automatically between
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>` and
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`.
+        :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+        :ref:`'revised simplex' <optimize.linprog-revised_simplex>`, and
+        :ref:`'simplex' <optimize.linprog-simplex>` (legacy)
+        are also available.
+    integrality : 1-D array or int, optional
+        Indicates the type of integrality constraint on each decision variable.
+
+        ``0`` : Continuous variable; no integrality constraint.
+
+        ``1`` : Integer variable; decision variable must be an integer
+        within `bounds`.
+
+        ``2`` : Semi-continuous variable; decision variable must be within
+        `bounds` or take value ``0``.
+
+        ``3`` : Semi-integer variable; decision variable must be an integer
+        within `bounds` or take value ``0``.
+
+        By default, all variables are continuous.
+
+        For mixed integrality constraints, supply an array of shape `c.shape`.
+        To infer a constraint on each decision variable from shorter inputs,
+        the argument will be broadcasted to `c.shape` using `np.broadcast_to`.
+
+        This argument is currently used only by the ``'highs'`` method and
+        ignored otherwise.
+
+    Options
+    -------
+    maxiter : int
+        The maximum number of iterations to perform in either phase.
+        For :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`, this does not
+        include the number of crossover iterations. Default is the largest
+        possible value for an ``int`` on the platform.
+    disp : bool (default: ``False``)
+        Set to ``True`` if indicators of optimization status are to be
+        printed to the console during optimization.
+    presolve : bool (default: ``True``)
+        Presolve attempts to identify trivial infeasibilities,
+        identify trivial unboundedness, and simplify the problem before
+        sending it to the main solver. It is generally recommended
+        to keep the default setting ``True``; set to ``False`` if
+        presolve is to be disabled.
+    time_limit : float
+        The maximum time in seconds allotted to solve the problem;
+        default is the largest possible value for a ``double`` on the
+        platform.
+    dual_feasibility_tolerance : double (default: 1e-07)
+        Dual feasibility tolerance for
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`.
+        The minimum of this and ``primal_feasibility_tolerance``
+        is used for the feasibility tolerance of
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`.
+    primal_feasibility_tolerance : double (default: 1e-07)
+        Primal feasibility tolerance for
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`.
+        The minimum of this and ``dual_feasibility_tolerance``
+        is used for the feasibility tolerance of
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`.
+    ipm_optimality_tolerance : double (default: ``1e-08``)
+        Optimality tolerance for
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`.
+        Minimum allowable value is 1e-12.
+    simplex_dual_edge_weight_strategy : str (default: None)
+        Strategy for simplex dual edge weights. The default, ``None``,
+        automatically selects one of the following.
+
+        ``'dantzig'`` uses Dantzig's original strategy of choosing the most
+        negative reduced cost.
+
+        ``'devex'`` uses the strategy described in [15]_.
+
+        ``steepest`` uses the exact steepest edge strategy as described in
+        [16]_.
+
+        ``'steepest-devex'`` begins with the exact steepest edge strategy
+        until the computation is too costly or inexact and then switches to
+        the devex method.
+
+        Currently, ``None`` always selects ``'steepest-devex'``, but this
+        may change as new options become available.
+    mip_rel_gap : double (default: None)
+        Termination criterion for MIP solver: solver will terminate when the
+        gap between the primal objective value and the dual objective bound,
+        scaled by the primal objective value, is <= mip_rel_gap.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        ``unknown_options`` is non-empty, a warning is issued listing
+        all unused options.
+
+    Returns
+    -------
+    res : OptimizeResult
+        A :class:`scipy.optimize.OptimizeResult` consisting of the fields:
+
+        x : 1D array
+            The values of the decision variables that minimizes the
+            objective function while satisfying the constraints.
+        fun : float
+            The optimal value of the objective function ``c @ x``.
+        slack : 1D array
+            The (nominally positive) values of the slack,
+            ``b_ub - A_ub @ x``.
+        con : 1D array
+            The (nominally zero) residuals of the equality constraints,
+            ``b_eq - A_eq @ x``.
+        success : bool
+            ``True`` when the algorithm succeeds in finding an optimal
+            solution.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            ``0`` : Optimization terminated successfully.
+
+            ``1`` : Iteration or time limit reached.
+
+            ``2`` : Problem appears to be infeasible.
+
+            ``3`` : Problem appears to be unbounded.
+
+            ``4`` : The HiGHS solver ran into a problem.
+
+        message : str
+            A string descriptor of the exit status of the algorithm.
+        nit : int
+            The total number of iterations performed.
+            For the HiGHS simplex method, this includes iterations in all
+            phases. For the HiGHS interior-point method, this does not include
+            crossover iterations.
+        crossover_nit : int
+            The number of primal/dual pushes performed during the
+            crossover routine for the HiGHS interior-point method.
+            This is ``0`` for the HiGHS simplex method.
+        ineqlin : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            inequality constraints, `b_ub`. A dictionary consisting of the
+            fields:
+
+            residual : np.ndnarray
+                The (nominally positive) values of the slack variables,
+                ``b_ub - A_ub @ x``.  This quantity is also commonly
+                referred to as "slack".
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the right-hand side of the
+                inequality constraints, `b_ub`.
+
+        eqlin : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            equality constraints, `b_eq`.  A dictionary consisting of the
+            fields:
+
+            residual : np.ndarray
+                The (nominally zero) residuals of the equality constraints,
+                ``b_eq - A_eq @ x``.
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the right-hand side of the
+                equality constraints, `b_eq`.
+
+        lower, upper : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            lower and upper bounds on decision variables, `bounds`.
+
+            residual : np.ndarray
+                The (nominally positive) values of the quantity
+                ``x - lb`` (lower) or ``ub - x`` (upper).
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the lower and upper
+                `bounds`.
+
+    Notes
+    -----
+
+    Method :ref:`'highs-ds' <optimize.linprog-highs-ds>` is a wrapper
+    of the C++ high performance dual revised simplex implementation (HSOL)
+    [13]_, [14]_. Method :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`
+    is a wrapper of a C++ implementation of an **i**\ nterior-\ **p**\ oint
+    **m**\ ethod [13]_; it features a crossover routine, so it is as accurate
+    as a simplex solver. Method :ref:`'highs' <optimize.linprog-highs>` chooses
+    between the two automatically. For new code involving `linprog`, we
+    recommend explicitly choosing one of these three method values instead of
+    :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+    :ref:`'revised simplex' <optimize.linprog-revised_simplex>`, and
+    :ref:`'simplex' <optimize.linprog-simplex>` (legacy).
+
+    The result fields `ineqlin`, `eqlin`, `lower`, and `upper` all contain
+    `marginals`, or partial derivatives of the objective function with respect
+    to the right-hand side of each constraint. These partial derivatives are
+    also referred to as "Lagrange multipliers", "dual values", and
+    "shadow prices". The sign convention of `marginals` is opposite that
+    of Lagrange multipliers produced by many nonlinear solvers.
+
+    References
+    ----------
+    .. [13] Huangfu, Q., Galabova, I., Feldmeier, M., and Hall, J. A. J.
+           "HiGHS - high performance software for linear optimization."
+           https://highs.dev/
+    .. [14] Huangfu, Q. and Hall, J. A. J. "Parallelizing the dual revised
+           simplex method." Mathematical Programming Computation, 10 (1),
+           119-142, 2018. DOI: 10.1007/s12532-017-0130-5
+    .. [15] Harris, Paula MJ. "Pivot selection methods of the Devex LP code."
+            Mathematical programming 5.1 (1973): 1-28.
+    .. [16] Goldfarb, Donald, and John Ker Reid. "A practicable steepest-edge
+            simplex algorithm." Mathematical Programming 12.1 (1977): 361-371.
+    """
+    pass
+
+
+def _linprog_highs_ds_doc(c, A_ub=None, b_ub=None, A_eq=None, b_eq=None,
+                          bounds=None, method='highs-ds', callback=None,
+                          maxiter=None, disp=False, presolve=True,
+                          time_limit=None,
+                          dual_feasibility_tolerance=None,
+                          primal_feasibility_tolerance=None,
+                          simplex_dual_edge_weight_strategy=None,
+                          **unknown_options):
+    r"""
+    Linear programming: minimize a linear objective function subject to linear
+    equality and inequality constraints using the HiGHS dual simplex solver.
+
+    Linear programming solves problems of the following form:
+
+    .. math::
+
+        \min_x \ & c^T x \\
+        \mbox{such that} \ & A_{ub} x \leq b_{ub},\\
+        & A_{eq} x = b_{eq},\\
+        & l \leq x \leq u ,
+
+    where :math:`x` is a vector of decision variables; :math:`c`,
+    :math:`b_{ub}`, :math:`b_{eq}`, :math:`l`, and :math:`u` are vectors; and
+    :math:`A_{ub}` and :math:`A_{eq}` are matrices.
+
+    Alternatively, that's:
+
+    minimize::
+
+        c @ x
+
+    such that::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+        lb <= x <= ub
+
+    Note that by default ``lb = 0`` and ``ub = None`` unless specified with
+    ``bounds``.
+
+    Parameters
+    ----------
+    c : 1-D array
+        The coefficients of the linear objective function to be minimized.
+    A_ub : 2-D array, optional
+        The inequality constraint matrix. Each row of ``A_ub`` specifies the
+        coefficients of a linear inequality constraint on ``x``.
+    b_ub : 1-D array, optional
+        The inequality constraint vector. Each element represents an
+        upper bound on the corresponding value of ``A_ub @ x``.
+    A_eq : 2-D array, optional
+        The equality constraint matrix. Each row of ``A_eq`` specifies the
+        coefficients of a linear equality constraint on ``x``.
+    b_eq : 1-D array, optional
+        The equality constraint vector. Each element of ``A_eq @ x`` must equal
+        the corresponding element of ``b_eq``.
+    bounds : sequence, optional
+        A sequence of ``(min, max)`` pairs for each element in ``x``, defining
+        the minimum and maximum values of that decision variable. Use ``None``
+        to indicate that there is no bound. By default, bounds are
+        ``(0, None)`` (all decision variables are non-negative).
+        If a single tuple ``(min, max)`` is provided, then ``min`` and
+        ``max`` will serve as bounds for all decision variables.
+    method : str
+
+        This is the method-specific documentation for 'highs-ds'.
+        :ref:`'highs' <optimize.linprog-highs>`,
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`,
+        :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+        :ref:`'revised simplex' <optimize.linprog-revised_simplex>`, and
+        :ref:`'simplex' <optimize.linprog-simplex>` (legacy)
+        are also available.
+
+    Options
+    -------
+    maxiter : int
+        The maximum number of iterations to perform in either phase.
+        Default is the largest possible value for an ``int`` on the platform.
+    disp : bool (default: ``False``)
+        Set to ``True`` if indicators of optimization status are to be
+        printed to the console during optimization.
+    presolve : bool (default: ``True``)
+        Presolve attempts to identify trivial infeasibilities,
+        identify trivial unboundedness, and simplify the problem before
+        sending it to the main solver. It is generally recommended
+        to keep the default setting ``True``; set to ``False`` if
+        presolve is to be disabled.
+    time_limit : float
+        The maximum time in seconds allotted to solve the problem;
+        default is the largest possible value for a ``double`` on the
+        platform.
+    dual_feasibility_tolerance : double (default: 1e-07)
+        Dual feasibility tolerance for
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`.
+    primal_feasibility_tolerance : double (default: 1e-07)
+        Primal feasibility tolerance for
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`.
+    simplex_dual_edge_weight_strategy : str (default: None)
+        Strategy for simplex dual edge weights. The default, ``None``,
+        automatically selects one of the following.
+
+        ``'dantzig'`` uses Dantzig's original strategy of choosing the most
+        negative reduced cost.
+
+        ``'devex'`` uses the strategy described in [15]_.
+
+        ``steepest`` uses the exact steepest edge strategy as described in
+        [16]_.
+
+        ``'steepest-devex'`` begins with the exact steepest edge strategy
+        until the computation is too costly or inexact and then switches to
+        the devex method.
+
+        Currently, ``None`` always selects ``'steepest-devex'``, but this
+        may change as new options become available.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        ``unknown_options`` is non-empty, a warning is issued listing
+        all unused options.
+
+    Returns
+    -------
+    res : OptimizeResult
+        A :class:`scipy.optimize.OptimizeResult` consisting of the fields:
+
+        x : 1D array
+            The values of the decision variables that minimizes the
+            objective function while satisfying the constraints.
+        fun : float
+            The optimal value of the objective function ``c @ x``.
+        slack : 1D array
+            The (nominally positive) values of the slack,
+            ``b_ub - A_ub @ x``.
+        con : 1D array
+            The (nominally zero) residuals of the equality constraints,
+            ``b_eq - A_eq @ x``.
+        success : bool
+            ``True`` when the algorithm succeeds in finding an optimal
+            solution.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            ``0`` : Optimization terminated successfully.
+
+            ``1`` : Iteration or time limit reached.
+
+            ``2`` : Problem appears to be infeasible.
+
+            ``3`` : Problem appears to be unbounded.
+
+            ``4`` : The HiGHS solver ran into a problem.
+
+        message : str
+            A string descriptor of the exit status of the algorithm.
+        nit : int
+            The total number of iterations performed. This includes iterations
+            in all phases.
+        crossover_nit : int
+            This is always ``0`` for the HiGHS simplex method.
+            For the HiGHS interior-point method, this is the number of
+            primal/dual pushes performed during the crossover routine.
+        ineqlin : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            inequality constraints, `b_ub`. A dictionary consisting of the
+            fields:
+
+            residual : np.ndnarray
+                The (nominally positive) values of the slack variables,
+                ``b_ub - A_ub @ x``.  This quantity is also commonly
+                referred to as "slack".
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the right-hand side of the
+                inequality constraints, `b_ub`.
+
+        eqlin : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            equality constraints, `b_eq`.  A dictionary consisting of the
+            fields:
+
+            residual : np.ndarray
+                The (nominally zero) residuals of the equality constraints,
+                ``b_eq - A_eq @ x``.
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the right-hand side of the
+                equality constraints, `b_eq`.
+
+        lower, upper : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            lower and upper bounds on decision variables, `bounds`.
+
+            residual : np.ndarray
+                The (nominally positive) values of the quantity
+                ``x - lb`` (lower) or ``ub - x`` (upper).
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the lower and upper
+                `bounds`.
+
+    Notes
+    -----
+
+    Method :ref:`'highs-ds' <optimize.linprog-highs-ds>` is a wrapper
+    of the C++ high performance dual revised simplex implementation (HSOL)
+    [13]_, [14]_. Method :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`
+    is a wrapper of a C++ implementation of an **i**\ nterior-\ **p**\ oint
+    **m**\ ethod [13]_; it features a crossover routine, so it is as accurate
+    as a simplex solver. Method :ref:`'highs' <optimize.linprog-highs>` chooses
+    between the two automatically. For new code involving `linprog`, we
+    recommend explicitly choosing one of these three method values instead of
+    :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+    :ref:`'revised simplex' <optimize.linprog-revised_simplex>`, and
+    :ref:`'simplex' <optimize.linprog-simplex>` (legacy).
+
+    The result fields `ineqlin`, `eqlin`, `lower`, and `upper` all contain
+    `marginals`, or partial derivatives of the objective function with respect
+    to the right-hand side of each constraint. These partial derivatives are
+    also referred to as "Lagrange multipliers", "dual values", and
+    "shadow prices". The sign convention of `marginals` is opposite that
+    of Lagrange multipliers produced by many nonlinear solvers.
+
+    References
+    ----------
+    .. [13] Huangfu, Q., Galabova, I., Feldmeier, M., and Hall, J. A. J.
+           "HiGHS - high performance software for linear optimization."
+           https://highs.dev/
+    .. [14] Huangfu, Q. and Hall, J. A. J. "Parallelizing the dual revised
+           simplex method." Mathematical Programming Computation, 10 (1),
+           119-142, 2018. DOI: 10.1007/s12532-017-0130-5
+    .. [15] Harris, Paula MJ. "Pivot selection methods of the Devex LP code."
+            Mathematical programming 5.1 (1973): 1-28.
+    .. [16] Goldfarb, Donald, and John Ker Reid. "A practicable steepest-edge
+            simplex algorithm." Mathematical Programming 12.1 (1977): 361-371.
+    """
+    pass
+
+
+def _linprog_highs_ipm_doc(c, A_ub=None, b_ub=None, A_eq=None, b_eq=None,
+                           bounds=None, method='highs-ipm', callback=None,
+                           maxiter=None, disp=False, presolve=True,
+                           time_limit=None,
+                           dual_feasibility_tolerance=None,
+                           primal_feasibility_tolerance=None,
+                           ipm_optimality_tolerance=None,
+                           **unknown_options):
+    r"""
+    Linear programming: minimize a linear objective function subject to linear
+    equality and inequality constraints using the HiGHS interior point solver.
+
+    Linear programming solves problems of the following form:
+
+    .. math::
+
+        \min_x \ & c^T x \\
+        \mbox{such that} \ & A_{ub} x \leq b_{ub},\\
+        & A_{eq} x = b_{eq},\\
+        & l \leq x \leq u ,
+
+    where :math:`x` is a vector of decision variables; :math:`c`,
+    :math:`b_{ub}`, :math:`b_{eq}`, :math:`l`, and :math:`u` are vectors; and
+    :math:`A_{ub}` and :math:`A_{eq}` are matrices.
+
+    Alternatively, that's:
+
+    minimize::
+
+        c @ x
+
+    such that::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+        lb <= x <= ub
+
+    Note that by default ``lb = 0`` and ``ub = None`` unless specified with
+    ``bounds``.
+
+    Parameters
+    ----------
+    c : 1-D array
+        The coefficients of the linear objective function to be minimized.
+    A_ub : 2-D array, optional
+        The inequality constraint matrix. Each row of ``A_ub`` specifies the
+        coefficients of a linear inequality constraint on ``x``.
+    b_ub : 1-D array, optional
+        The inequality constraint vector. Each element represents an
+        upper bound on the corresponding value of ``A_ub @ x``.
+    A_eq : 2-D array, optional
+        The equality constraint matrix. Each row of ``A_eq`` specifies the
+        coefficients of a linear equality constraint on ``x``.
+    b_eq : 1-D array, optional
+        The equality constraint vector. Each element of ``A_eq @ x`` must equal
+        the corresponding element of ``b_eq``.
+    bounds : sequence, optional
+        A sequence of ``(min, max)`` pairs for each element in ``x``, defining
+        the minimum and maximum values of that decision variable. Use ``None``
+        to indicate that there is no bound. By default, bounds are
+        ``(0, None)`` (all decision variables are non-negative).
+        If a single tuple ``(min, max)`` is provided, then ``min`` and
+        ``max`` will serve as bounds for all decision variables.
+    method : str
+
+        This is the method-specific documentation for 'highs-ipm'.
+        :ref:`'highs-ipm' <optimize.linprog-highs>`,
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`,
+        :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+        :ref:`'revised simplex' <optimize.linprog-revised_simplex>`, and
+        :ref:`'simplex' <optimize.linprog-simplex>` (legacy)
+        are also available.
+
+    Options
+    -------
+    maxiter : int
+        The maximum number of iterations to perform in either phase.
+        For :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`, this does not
+        include the number of crossover iterations. Default is the largest
+        possible value for an ``int`` on the platform.
+    disp : bool (default: ``False``)
+        Set to ``True`` if indicators of optimization status are to be
+        printed to the console during optimization.
+    presolve : bool (default: ``True``)
+        Presolve attempts to identify trivial infeasibilities,
+        identify trivial unboundedness, and simplify the problem before
+        sending it to the main solver. It is generally recommended
+        to keep the default setting ``True``; set to ``False`` if
+        presolve is to be disabled.
+    time_limit : float
+        The maximum time in seconds allotted to solve the problem;
+        default is the largest possible value for a ``double`` on the
+        platform.
+    dual_feasibility_tolerance : double (default: 1e-07)
+        The minimum of this and ``primal_feasibility_tolerance``
+        is used for the feasibility tolerance of
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`.
+    primal_feasibility_tolerance : double (default: 1e-07)
+        The minimum of this and ``dual_feasibility_tolerance``
+        is used for the feasibility tolerance of
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`.
+    ipm_optimality_tolerance : double (default: ``1e-08``)
+        Optimality tolerance for
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`.
+        Minimum allowable value is 1e-12.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        ``unknown_options`` is non-empty, a warning is issued listing
+        all unused options.
+
+    Returns
+    -------
+    res : OptimizeResult
+        A :class:`scipy.optimize.OptimizeResult` consisting of the fields:
+
+        x : 1D array
+            The values of the decision variables that minimizes the
+            objective function while satisfying the constraints.
+        fun : float
+            The optimal value of the objective function ``c @ x``.
+        slack : 1D array
+            The (nominally positive) values of the slack,
+            ``b_ub - A_ub @ x``.
+        con : 1D array
+            The (nominally zero) residuals of the equality constraints,
+            ``b_eq - A_eq @ x``.
+        success : bool
+            ``True`` when the algorithm succeeds in finding an optimal
+            solution.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            ``0`` : Optimization terminated successfully.
+
+            ``1`` : Iteration or time limit reached.
+
+            ``2`` : Problem appears to be infeasible.
+
+            ``3`` : Problem appears to be unbounded.
+
+            ``4`` : The HiGHS solver ran into a problem.
+
+        message : str
+            A string descriptor of the exit status of the algorithm.
+        nit : int
+            The total number of iterations performed.
+            For the HiGHS interior-point method, this does not include
+            crossover iterations.
+        crossover_nit : int
+            The number of primal/dual pushes performed during the
+            crossover routine for the HiGHS interior-point method.
+        ineqlin : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            inequality constraints, `b_ub`. A dictionary consisting of the
+            fields:
+
+            residual : np.ndnarray
+                The (nominally positive) values of the slack variables,
+                ``b_ub - A_ub @ x``.  This quantity is also commonly
+                referred to as "slack".
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the right-hand side of the
+                inequality constraints, `b_ub`.
+
+        eqlin : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            equality constraints, `b_eq`.  A dictionary consisting of the
+            fields:
+
+            residual : np.ndarray
+                The (nominally zero) residuals of the equality constraints,
+                ``b_eq - A_eq @ x``.
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the right-hand side of the
+                equality constraints, `b_eq`.
+
+        lower, upper : OptimizeResult
+            Solution and sensitivity information corresponding to the
+            lower and upper bounds on decision variables, `bounds`.
+
+            residual : np.ndarray
+                The (nominally positive) values of the quantity
+                ``x - lb`` (lower) or ``ub - x`` (upper).
+
+            marginals : np.ndarray
+                The sensitivity (partial derivative) of the objective
+                function with respect to the lower and upper
+                `bounds`.
+
+    Notes
+    -----
+
+    Method :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`
+    is a wrapper of a C++ implementation of an **i**\ nterior-\ **p**\ oint
+    **m**\ ethod [13]_; it features a crossover routine, so it is as accurate
+    as a simplex solver.
+    Method :ref:`'highs-ds' <optimize.linprog-highs-ds>` is a wrapper
+    of the C++ high performance dual revised simplex implementation (HSOL)
+    [13]_, [14]_. Method :ref:`'highs' <optimize.linprog-highs>` chooses
+    between the two automatically. For new code involving `linprog`, we
+    recommend explicitly choosing one of these three method values instead of
+    :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+    :ref:`'revised simplex' <optimize.linprog-revised_simplex>`, and
+    :ref:`'simplex' <optimize.linprog-simplex>` (legacy).
+
+    The result fields `ineqlin`, `eqlin`, `lower`, and `upper` all contain
+    `marginals`, or partial derivatives of the objective function with respect
+    to the right-hand side of each constraint. These partial derivatives are
+    also referred to as "Lagrange multipliers", "dual values", and
+    "shadow prices". The sign convention of `marginals` is opposite that
+    of Lagrange multipliers produced by many nonlinear solvers.
+
+    References
+    ----------
+    .. [13] Huangfu, Q., Galabova, I., Feldmeier, M., and Hall, J. A. J.
+           "HiGHS - high performance software for linear optimization."
+           https://highs.dev/
+    .. [14] Huangfu, Q. and Hall, J. A. J. "Parallelizing the dual revised
+           simplex method." Mathematical Programming Computation, 10 (1),
+           119-142, 2018. DOI: 10.1007/s12532-017-0130-5
+    """
+    pass
+
+
+def _linprog_ip_doc(c, A_ub=None, b_ub=None, A_eq=None, b_eq=None,
+                    bounds=None, method='interior-point', callback=None,
+                    maxiter=1000, disp=False, presolve=True,
+                    tol=1e-8, autoscale=False, rr=True,
+                    alpha0=.99995, beta=0.1, sparse=False,
+                    lstsq=False, sym_pos=True, cholesky=True, pc=True,
+                    ip=False, permc_spec='MMD_AT_PLUS_A', **unknown_options):
+    r"""
+    Linear programming: minimize a linear objective function subject to linear
+    equality and inequality constraints using the interior-point method of
+    [4]_.
+
+    .. deprecated:: 1.9.0
+        `method='interior-point'` will be removed in SciPy 1.11.0.
+        It is replaced by `method='highs'` because the latter is
+        faster and more robust.
+
+    Linear programming solves problems of the following form:
+
+    .. math::
+
+        \min_x \ & c^T x \\
+        \mbox{such that} \ & A_{ub} x \leq b_{ub},\\
+        & A_{eq} x = b_{eq},\\
+        & l \leq x \leq u ,
+
+    where :math:`x` is a vector of decision variables; :math:`c`,
+    :math:`b_{ub}`, :math:`b_{eq}`, :math:`l`, and :math:`u` are vectors; and
+    :math:`A_{ub}` and :math:`A_{eq}` are matrices.
+
+    Alternatively, that's:
+
+    minimize::
+
+        c @ x
+
+    such that::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+        lb <= x <= ub
+
+    Note that by default ``lb = 0`` and ``ub = None`` unless specified with
+    ``bounds``.
+
+    Parameters
+    ----------
+    c : 1-D array
+        The coefficients of the linear objective function to be minimized.
+    A_ub : 2-D array, optional
+        The inequality constraint matrix. Each row of ``A_ub`` specifies the
+        coefficients of a linear inequality constraint on ``x``.
+    b_ub : 1-D array, optional
+        The inequality constraint vector. Each element represents an
+        upper bound on the corresponding value of ``A_ub @ x``.
+    A_eq : 2-D array, optional
+        The equality constraint matrix. Each row of ``A_eq`` specifies the
+        coefficients of a linear equality constraint on ``x``.
+    b_eq : 1-D array, optional
+        The equality constraint vector. Each element of ``A_eq @ x`` must equal
+        the corresponding element of ``b_eq``.
+    bounds : sequence, optional
+        A sequence of ``(min, max)`` pairs for each element in ``x``, defining
+        the minimum and maximum values of that decision variable. Use ``None``
+        to indicate that there is no bound. By default, bounds are
+        ``(0, None)`` (all decision variables are non-negative).
+        If a single tuple ``(min, max)`` is provided, then ``min`` and
+        ``max`` will serve as bounds for all decision variables.
+    method : str
+        This is the method-specific documentation for 'interior-point'.
+        :ref:`'highs' <optimize.linprog-highs>`,
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`,
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`,
+        :ref:`'revised simplex' <optimize.linprog-revised_simplex>`, and
+        :ref:`'simplex' <optimize.linprog-simplex>` (legacy)
+        are also available.
+    callback : callable, optional
+        Callback function to be executed once per iteration.
+
+    Options
+    -------
+    maxiter : int (default: 1000)
+        The maximum number of iterations of the algorithm.
+    disp : bool (default: False)
+        Set to ``True`` if indicators of optimization status are to be printed
+        to the console each iteration.
+    presolve : bool (default: True)
+        Presolve attempts to identify trivial infeasibilities,
+        identify trivial unboundedness, and simplify the problem before
+        sending it to the main solver. It is generally recommended
+        to keep the default setting ``True``; set to ``False`` if
+        presolve is to be disabled.
+    tol : float (default: 1e-8)
+        Termination tolerance to be used for all termination criteria;
+        see [4]_ Section 4.5.
+    autoscale : bool (default: False)
+        Set to ``True`` to automatically perform equilibration.
+        Consider using this option if the numerical values in the
+        constraints are separated by several orders of magnitude.
+    rr : bool (default: True)
+        Set to ``False`` to disable automatic redundancy removal.
+    alpha0 : float (default: 0.99995)
+        The maximal step size for Mehrota's predictor-corrector search
+        direction; see :math:`\beta_{3}` of [4]_ Table 8.1.
+    beta : float (default: 0.1)
+        The desired reduction of the path parameter :math:`\mu` (see [6]_)
+        when Mehrota's predictor-corrector is not in use (uncommon).
+    sparse : bool (default: False)
+        Set to ``True`` if the problem is to be treated as sparse after
+        presolve. If either ``A_eq`` or ``A_ub`` is a sparse matrix,
+        this option will automatically be set ``True``, and the problem
+        will be treated as sparse even during presolve. If your constraint
+        matrices contain mostly zeros and the problem is not very small (less
+        than about 100 constraints or variables), consider setting ``True``
+        or providing ``A_eq`` and ``A_ub`` as sparse matrices.
+    lstsq : bool (default: ``False``)
+        Set to ``True`` if the problem is expected to be very poorly
+        conditioned. This should always be left ``False`` unless severe
+        numerical difficulties are encountered. Leave this at the default
+        unless you receive a warning message suggesting otherwise.
+    sym_pos : bool (default: True)
+        Leave ``True`` if the problem is expected to yield a well conditioned
+        symmetric positive definite normal equation matrix
+        (almost always). Leave this at the default unless you receive
+        a warning message suggesting otherwise.
+    cholesky : bool (default: True)
+        Set to ``True`` if the normal equations are to be solved by explicit
+        Cholesky decomposition followed by explicit forward/backward
+        substitution. This is typically faster for problems
+        that are numerically well-behaved.
+    pc : bool (default: True)
+        Leave ``True`` if the predictor-corrector method of Mehrota is to be
+        used. This is almost always (if not always) beneficial.
+    ip : bool (default: False)
+        Set to ``True`` if the improved initial point suggestion due to [4]_
+        Section 4.3 is desired. Whether this is beneficial or not
+        depends on the problem.
+    permc_spec : str (default: 'MMD_AT_PLUS_A')
+        (Has effect only with ``sparse = True``, ``lstsq = False``, ``sym_pos =
+        True``, and no SuiteSparse.)
+        A matrix is factorized in each iteration of the algorithm.
+        This option specifies how to permute the columns of the matrix for
+        sparsity preservation. Acceptable values are:
+
+        - ``NATURAL``: natural ordering.
+        - ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
+        - ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
+        - ``COLAMD``: approximate minimum degree column ordering.
+
+        This option can impact the convergence of the
+        interior point algorithm; test different values to determine which
+        performs best for your problem. For more information, refer to
+        ``scipy.sparse.linalg.splu``.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        `unknown_options` is non-empty a warning is issued listing all
+        unused options.
+
+    Returns
+    -------
+    res : OptimizeResult
+        A :class:`scipy.optimize.OptimizeResult` consisting of the fields:
+
+        x : 1-D array
+            The values of the decision variables that minimizes the
+            objective function while satisfying the constraints.
+        fun : float
+            The optimal value of the objective function ``c @ x``.
+        slack : 1-D array
+            The (nominally positive) values of the slack variables,
+            ``b_ub - A_ub @ x``.
+        con : 1-D array
+            The (nominally zero) residuals of the equality constraints,
+            ``b_eq - A_eq @ x``.
+        success : bool
+            ``True`` when the algorithm succeeds in finding an optimal
+            solution.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            ``0`` : Optimization terminated successfully.
+
+            ``1`` : Iteration limit reached.
+
+            ``2`` : Problem appears to be infeasible.
+
+            ``3`` : Problem appears to be unbounded.
+
+            ``4`` : Numerical difficulties encountered.
+
+        message : str
+            A string descriptor of the exit status of the algorithm.
+        nit : int
+            The total number of iterations performed in all phases.
+
+
+    Notes
+    -----
+    This method implements the algorithm outlined in [4]_ with ideas from [8]_
+    and a structure inspired by the simpler methods of [6]_.
+
+    The primal-dual path following method begins with initial 'guesses' of
+    the primal and dual variables of the standard form problem and iteratively
+    attempts to solve the (nonlinear) Karush-Kuhn-Tucker conditions for the
+    problem with a gradually reduced logarithmic barrier term added to the
+    objective. This particular implementation uses a homogeneous self-dual
+    formulation, which provides certificates of infeasibility or unboundedness
+    where applicable.
+
+    The default initial point for the primal and dual variables is that
+    defined in [4]_ Section 4.4 Equation 8.22. Optionally (by setting initial
+    point option ``ip=True``), an alternate (potentially improved) starting
+    point can be calculated according to the additional recommendations of
+    [4]_ Section 4.4.
+
+    A search direction is calculated using the predictor-corrector method
+    (single correction) proposed by Mehrota and detailed in [4]_ Section 4.1.
+    (A potential improvement would be to implement the method of multiple
+    corrections described in [4]_ Section 4.2.) In practice, this is
+    accomplished by solving the normal equations, [4]_ Section 5.1 Equations
+    8.31 and 8.32, derived from the Newton equations [4]_ Section 5 Equations
+    8.25 (compare to [4]_ Section 4 Equations 8.6-8.8). The advantage of
+    solving the normal equations rather than 8.25 directly is that the
+    matrices involved are symmetric positive definite, so Cholesky
+    decomposition can be used rather than the more expensive LU factorization.
+
+    With default options, the solver used to perform the factorization depends
+    on third-party software availability and the conditioning of the problem.
+
+    For dense problems, solvers are tried in the following order:
+
+    1. ``scipy.linalg.cho_factor``
+
+    2. ``scipy.linalg.solve`` with option ``sym_pos=True``
+
+    3. ``scipy.linalg.solve`` with option ``sym_pos=False``
+
+    4. ``scipy.linalg.lstsq``
+
+    For sparse problems:
+
+    1. ``sksparse.cholmod.cholesky`` (if scikit-sparse and SuiteSparse are
+       installed)
+
+    2. ``scipy.sparse.linalg.factorized`` (if scikit-umfpack and SuiteSparse
+       are installed)
+
+    3. ``scipy.sparse.linalg.splu`` (which uses SuperLU distributed with SciPy)
+
+    4. ``scipy.sparse.linalg.lsqr``
+
+    If the solver fails for any reason, successively more robust (but slower)
+    solvers are attempted in the order indicated. Attempting, failing, and
+    re-starting factorization can be time consuming, so if the problem is
+    numerically challenging, options can be set to  bypass solvers that are
+    failing. Setting ``cholesky=False`` skips to solver 2,
+    ``sym_pos=False`` skips to solver 3, and ``lstsq=True`` skips
+    to solver 4 for both sparse and dense problems.
+
+    Potential improvements for combatting issues associated with dense
+    columns in otherwise sparse problems are outlined in [4]_ Section 5.3 and
+    [10]_ Section 4.1-4.2; the latter also discusses the alleviation of
+    accuracy issues associated with the substitution approach to free
+    variables.
+
+    After calculating the search direction, the maximum possible step size
+    that does not activate the non-negativity constraints is calculated, and
+    the smaller of this step size and unity is applied (as in [4]_ Section
+    4.1.) [4]_ Section 4.3 suggests improvements for choosing the step size.
+
+    The new point is tested according to the termination conditions of [4]_
+    Section 4.5. The same tolerance, which can be set using the ``tol`` option,
+    is used for all checks. (A potential improvement would be to expose
+    the different tolerances to be set independently.) If optimality,
+    unboundedness, or infeasibility is detected, the solve procedure
+    terminates; otherwise it repeats.
+
+    Whereas the top level ``linprog`` module expects a problem of form:
+
+    Minimize::
+
+        c @ x
+
+    Subject to::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+         lb <= x <= ub
+
+    where ``lb = 0`` and ``ub = None`` unless set in ``bounds``. The problem
+    is automatically converted to the form:
+
+    Minimize::
+
+        c @ x
+
+    Subject to::
+
+        A @ x == b
+            x >= 0
+
+    for solution. That is, the original problem contains equality, upper-bound
+    and variable constraints whereas the method specific solver requires
+    equality constraints and variable non-negativity. ``linprog`` converts the
+    original problem to standard form by converting the simple bounds to upper
+    bound constraints, introducing non-negative slack variables for inequality
+    constraints, and expressing unbounded variables as the difference between
+    two non-negative variables. The problem is converted back to the original
+    form before results are reported.
+
+    References
+    ----------
+    .. [4] Andersen, Erling D., and Knud D. Andersen. "The MOSEK interior point
+           optimizer for linear programming: an implementation of the
+           homogeneous algorithm." High performance optimization. Springer US,
+           2000. 197-232.
+    .. [6] Freund, Robert M. "Primal-Dual Interior-Point Methods for Linear
+           Programming based on Newton's Method." Unpublished Course Notes,
+           March 2004. Available 2/25/2017 at
+           https://ocw.mit.edu/courses/sloan-school-of-management/15-084j-nonlinear-programming-spring-2004/lecture-notes/lec14_int_pt_mthd.pdf
+    .. [8] Andersen, Erling D., and Knud D. Andersen. "Presolving in linear
+           programming." Mathematical Programming 71.2 (1995): 221-245.
+    .. [9] Bertsimas, Dimitris, and J. Tsitsiklis. "Introduction to linear
+           programming." Athena Scientific 1 (1997): 997.
+    .. [10] Andersen, Erling D., et al. Implementation of interior point
+            methods for large scale linear programming. HEC/Universite de
+            Geneve, 1996.
+    """
+    pass
+
+
+def _linprog_rs_doc(c, A_ub=None, b_ub=None, A_eq=None, b_eq=None,
+                    bounds=None, method='interior-point', callback=None,
+                    x0=None, maxiter=5000, disp=False, presolve=True,
+                    tol=1e-12, autoscale=False, rr=True, maxupdate=10,
+                    mast=False, pivot="mrc", **unknown_options):
+    r"""
+    Linear programming: minimize a linear objective function subject to linear
+    equality and inequality constraints using the revised simplex method.
+
+    .. deprecated:: 1.9.0
+        `method='revised simplex'` will be removed in SciPy 1.11.0.
+        It is replaced by `method='highs'` because the latter is
+        faster and more robust.
+
+    Linear programming solves problems of the following form:
+
+    .. math::
+
+        \min_x \ & c^T x \\
+        \mbox{such that} \ & A_{ub} x \leq b_{ub},\\
+        & A_{eq} x = b_{eq},\\
+        & l \leq x \leq u ,
+
+    where :math:`x` is a vector of decision variables; :math:`c`,
+    :math:`b_{ub}`, :math:`b_{eq}`, :math:`l`, and :math:`u` are vectors; and
+    :math:`A_{ub}` and :math:`A_{eq}` are matrices.
+
+    Alternatively, that's:
+
+    minimize::
+
+        c @ x
+
+    such that::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+        lb <= x <= ub
+
+    Note that by default ``lb = 0`` and ``ub = None`` unless specified with
+    ``bounds``.
+
+    Parameters
+    ----------
+    c : 1-D array
+        The coefficients of the linear objective function to be minimized.
+    A_ub : 2-D array, optional
+        The inequality constraint matrix. Each row of ``A_ub`` specifies the
+        coefficients of a linear inequality constraint on ``x``.
+    b_ub : 1-D array, optional
+        The inequality constraint vector. Each element represents an
+        upper bound on the corresponding value of ``A_ub @ x``.
+    A_eq : 2-D array, optional
+        The equality constraint matrix. Each row of ``A_eq`` specifies the
+        coefficients of a linear equality constraint on ``x``.
+    b_eq : 1-D array, optional
+        The equality constraint vector. Each element of ``A_eq @ x`` must equal
+        the corresponding element of ``b_eq``.
+    bounds : sequence, optional
+        A sequence of ``(min, max)`` pairs for each element in ``x``, defining
+        the minimum and maximum values of that decision variable. Use ``None``
+        to indicate that there is no bound. By default, bounds are
+        ``(0, None)`` (all decision variables are non-negative).
+        If a single tuple ``(min, max)`` is provided, then ``min`` and
+        ``max`` will serve as bounds for all decision variables.
+    method : str
+        This is the method-specific documentation for 'revised simplex'.
+        :ref:`'highs' <optimize.linprog-highs>`,
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`,
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`,
+        :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+        and :ref:`'simplex' <optimize.linprog-simplex>` (legacy)
+        are also available.
+    callback : callable, optional
+        Callback function to be executed once per iteration.
+    x0 : 1-D array, optional
+        Guess values of the decision variables, which will be refined by
+        the optimization algorithm. This argument is currently used only by the
+        'revised simplex' method, and can only be used if `x0` represents a
+        basic feasible solution.
+
+    Options
+    -------
+    maxiter : int (default: 5000)
+       The maximum number of iterations to perform in either phase.
+    disp : bool (default: False)
+        Set to ``True`` if indicators of optimization status are to be printed
+        to the console each iteration.
+    presolve : bool (default: True)
+        Presolve attempts to identify trivial infeasibilities,
+        identify trivial unboundedness, and simplify the problem before
+        sending it to the main solver. It is generally recommended
+        to keep the default setting ``True``; set to ``False`` if
+        presolve is to be disabled.
+    tol : float (default: 1e-12)
+        The tolerance which determines when a solution is "close enough" to
+        zero in Phase 1 to be considered a basic feasible solution or close
+        enough to positive to serve as an optimal solution.
+    autoscale : bool (default: False)
+        Set to ``True`` to automatically perform equilibration.
+        Consider using this option if the numerical values in the
+        constraints are separated by several orders of magnitude.
+    rr : bool (default: True)
+        Set to ``False`` to disable automatic redundancy removal.
+    maxupdate : int (default: 10)
+        The maximum number of updates performed on the LU factorization.
+        After this many updates is reached, the basis matrix is factorized
+        from scratch.
+    mast : bool (default: False)
+        Minimize Amortized Solve Time. If enabled, the average time to solve
+        a linear system using the basis factorization is measured. Typically,
+        the average solve time will decrease with each successive solve after
+        initial factorization, as factorization takes much more time than the
+        solve operation (and updates). Eventually, however, the updated
+        factorization becomes sufficiently complex that the average solve time
+        begins to increase. When this is detected, the basis is refactorized
+        from scratch. Enable this option to maximize speed at the risk of
+        nondeterministic behavior. Ignored if ``maxupdate`` is 0.
+    pivot : "mrc" or "bland" (default: "mrc")
+        Pivot rule: Minimum Reduced Cost ("mrc") or Bland's rule ("bland").
+        Choose Bland's rule if iteration limit is reached and cycling is
+        suspected.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        `unknown_options` is non-empty a warning is issued listing all
+        unused options.
+
+    Returns
+    -------
+    res : OptimizeResult
+        A :class:`scipy.optimize.OptimizeResult` consisting of the fields:
+
+        x : 1-D array
+            The values of the decision variables that minimizes the
+            objective function while satisfying the constraints.
+        fun : float
+            The optimal value of the objective function ``c @ x``.
+        slack : 1-D array
+            The (nominally positive) values of the slack variables,
+            ``b_ub - A_ub @ x``.
+        con : 1-D array
+            The (nominally zero) residuals of the equality constraints,
+            ``b_eq - A_eq @ x``.
+        success : bool
+            ``True`` when the algorithm succeeds in finding an optimal
+            solution.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            ``0`` : Optimization terminated successfully.
+
+            ``1`` : Iteration limit reached.
+
+            ``2`` : Problem appears to be infeasible.
+
+            ``3`` : Problem appears to be unbounded.
+
+            ``4`` : Numerical difficulties encountered.
+
+            ``5`` : Problem has no constraints; turn presolve on.
+
+            ``6`` : Invalid guess provided.
+
+        message : str
+            A string descriptor of the exit status of the algorithm.
+        nit : int
+            The total number of iterations performed in all phases.
+
+
+    Notes
+    -----
+    Method *revised simplex* uses the revised simplex method as described in
+    [9]_, except that a factorization [11]_ of the basis matrix, rather than
+    its inverse, is efficiently maintained and used to solve the linear systems
+    at each iteration of the algorithm.
+
+    References
+    ----------
+    .. [9] Bertsimas, Dimitris, and J. Tsitsiklis. "Introduction to linear
+           programming." Athena Scientific 1 (1997): 997.
+    .. [11] Bartels, Richard H. "A stabilization of the simplex method."
+            Journal in  Numerische Mathematik 16.5 (1971): 414-434.
+    """
+    pass
+
+
+def _linprog_simplex_doc(c, A_ub=None, b_ub=None, A_eq=None, b_eq=None,
+                         bounds=None, method='interior-point', callback=None,
+                         maxiter=5000, disp=False, presolve=True,
+                         tol=1e-12, autoscale=False, rr=True, bland=False,
+                         **unknown_options):
+    r"""
+    Linear programming: minimize a linear objective function subject to linear
+    equality and inequality constraints using the tableau-based simplex method.
+
+    .. deprecated:: 1.9.0
+        `method='simplex'` will be removed in SciPy 1.11.0.
+        It is replaced by `method='highs'` because the latter is
+        faster and more robust.
+
+    Linear programming solves problems of the following form:
+
+    .. math::
+
+        \min_x \ & c^T x \\
+        \mbox{such that} \ & A_{ub} x \leq b_{ub},\\
+        & A_{eq} x = b_{eq},\\
+        & l \leq x \leq u ,
+
+    where :math:`x` is a vector of decision variables; :math:`c`,
+    :math:`b_{ub}`, :math:`b_{eq}`, :math:`l`, and :math:`u` are vectors; and
+    :math:`A_{ub}` and :math:`A_{eq}` are matrices.
+
+    Alternatively, that's:
+
+    minimize::
+
+        c @ x
+
+    such that::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+        lb <= x <= ub
+
+    Note that by default ``lb = 0`` and ``ub = None`` unless specified with
+    ``bounds``.
+
+    Parameters
+    ----------
+    c : 1-D array
+        The coefficients of the linear objective function to be minimized.
+    A_ub : 2-D array, optional
+        The inequality constraint matrix. Each row of ``A_ub`` specifies the
+        coefficients of a linear inequality constraint on ``x``.
+    b_ub : 1-D array, optional
+        The inequality constraint vector. Each element represents an
+        upper bound on the corresponding value of ``A_ub @ x``.
+    A_eq : 2-D array, optional
+        The equality constraint matrix. Each row of ``A_eq`` specifies the
+        coefficients of a linear equality constraint on ``x``.
+    b_eq : 1-D array, optional
+        The equality constraint vector. Each element of ``A_eq @ x`` must equal
+        the corresponding element of ``b_eq``.
+    bounds : sequence, optional
+        A sequence of ``(min, max)`` pairs for each element in ``x``, defining
+        the minimum and maximum values of that decision variable. Use ``None``
+        to indicate that there is no bound. By default, bounds are
+        ``(0, None)`` (all decision variables are non-negative).
+        If a single tuple ``(min, max)`` is provided, then ``min`` and
+        ``max`` will serve as bounds for all decision variables.
+    method : str
+        This is the method-specific documentation for 'simplex'.
+        :ref:`'highs' <optimize.linprog-highs>`,
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`,
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`,
+        :ref:`'interior-point' <optimize.linprog-interior-point>` (default),
+        and :ref:`'revised simplex' <optimize.linprog-revised_simplex>`
+        are also available.
+    callback : callable, optional
+        Callback function to be executed once per iteration.
+
+    Options
+    -------
+    maxiter : int (default: 5000)
+       The maximum number of iterations to perform in either phase.
+    disp : bool (default: False)
+        Set to ``True`` if indicators of optimization status are to be printed
+        to the console each iteration.
+    presolve : bool (default: True)
+        Presolve attempts to identify trivial infeasibilities,
+        identify trivial unboundedness, and simplify the problem before
+        sending it to the main solver. It is generally recommended
+        to keep the default setting ``True``; set to ``False`` if
+        presolve is to be disabled.
+    tol : float (default: 1e-12)
+        The tolerance which determines when a solution is "close enough" to
+        zero in Phase 1 to be considered a basic feasible solution or close
+        enough to positive to serve as an optimal solution.
+    autoscale : bool (default: False)
+        Set to ``True`` to automatically perform equilibration.
+        Consider using this option if the numerical values in the
+        constraints are separated by several orders of magnitude.
+    rr : bool (default: True)
+        Set to ``False`` to disable automatic redundancy removal.
+    bland : bool
+        If True, use Bland's anti-cycling rule [3]_ to choose pivots to
+        prevent cycling. If False, choose pivots which should lead to a
+        converged solution more quickly. The latter method is subject to
+        cycling (non-convergence) in rare instances.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        `unknown_options` is non-empty a warning is issued listing all
+        unused options.
+
+    Returns
+    -------
+    res : OptimizeResult
+        A :class:`scipy.optimize.OptimizeResult` consisting of the fields:
+
+        x : 1-D array
+            The values of the decision variables that minimizes the
+            objective function while satisfying the constraints.
+        fun : float
+            The optimal value of the objective function ``c @ x``.
+        slack : 1-D array
+            The (nominally positive) values of the slack variables,
+            ``b_ub - A_ub @ x``.
+        con : 1-D array
+            The (nominally zero) residuals of the equality constraints,
+            ``b_eq - A_eq @ x``.
+        success : bool
+            ``True`` when the algorithm succeeds in finding an optimal
+            solution.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            ``0`` : Optimization terminated successfully.
+
+            ``1`` : Iteration limit reached.
+
+            ``2`` : Problem appears to be infeasible.
+
+            ``3`` : Problem appears to be unbounded.
+
+            ``4`` : Numerical difficulties encountered.
+
+        message : str
+            A string descriptor of the exit status of the algorithm.
+        nit : int
+            The total number of iterations performed in all phases.
+
+    References
+    ----------
+    .. [1] Dantzig, George B., Linear programming and extensions. Rand
+           Corporation Research Study Princeton Univ. Press, Princeton, NJ,
+           1963
+    .. [2] Hillier, S.H. and Lieberman, G.J. (1995), "Introduction to
+           Mathematical Programming", McGraw-Hill, Chapter 4.
+    .. [3] Bland, Robert G. New finite pivoting rules for the simplex method.
+           Mathematics of Operations Research (2), 1977: pp. 103-107.
+    """
+    pass

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_linprog_highs.py

@@ -0,0 +1,440 @@
+"""HiGHS Linear Optimization Methods
+
+Interface to HiGHS linear optimization software.
+https://highs.dev/
+
+.. versionadded:: 1.5.0
+
+References
+----------
+.. [1] Q. Huangfu and J.A.J. Hall. "Parallelizing the dual revised simplex
+           method." Mathematical Programming Computation, 10 (1), 119-142,
+           2018. DOI: 10.1007/s12532-017-0130-5
+
+"""
+
+import inspect
+import numpy as np
+from ._optimize import OptimizeWarning, OptimizeResult
+from warnings import warn
+from ._highs._highs_wrapper import _highs_wrapper
+from ._highs._highs_constants import (
+    CONST_INF,
+    MESSAGE_LEVEL_NONE,
+    HIGHS_OBJECTIVE_SENSE_MINIMIZE,
+
+    MODEL_STATUS_NOTSET,
+    MODEL_STATUS_LOAD_ERROR,
+    MODEL_STATUS_MODEL_ERROR,
+    MODEL_STATUS_PRESOLVE_ERROR,
+    MODEL_STATUS_SOLVE_ERROR,
+    MODEL_STATUS_POSTSOLVE_ERROR,
+    MODEL_STATUS_MODEL_EMPTY,
+    MODEL_STATUS_OPTIMAL,
+    MODEL_STATUS_INFEASIBLE,
+    MODEL_STATUS_UNBOUNDED_OR_INFEASIBLE,
+    MODEL_STATUS_UNBOUNDED,
+    MODEL_STATUS_REACHED_DUAL_OBJECTIVE_VALUE_UPPER_BOUND
+    as MODEL_STATUS_RDOVUB,
+    MODEL_STATUS_REACHED_OBJECTIVE_TARGET,
+    MODEL_STATUS_REACHED_TIME_LIMIT,
+    MODEL_STATUS_REACHED_ITERATION_LIMIT,
+
+    HIGHS_SIMPLEX_STRATEGY_DUAL,
+
+    HIGHS_SIMPLEX_CRASH_STRATEGY_OFF,
+
+    HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_CHOOSE,
+    HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_DANTZIG,
+    HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_DEVEX,
+    HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_STEEPEST_EDGE,
+)
+from scipy.sparse import csc_matrix, vstack, issparse
+
+
+def _highs_to_scipy_status_message(highs_status, highs_message):
+    """Converts HiGHS status number/message to SciPy status number/message"""
+
+    scipy_statuses_messages = {
+        None: (4, "HiGHS did not provide a status code. "),
+        MODEL_STATUS_NOTSET: (4, ""),
+        MODEL_STATUS_LOAD_ERROR: (4, ""),
+        MODEL_STATUS_MODEL_ERROR: (2, ""),
+        MODEL_STATUS_PRESOLVE_ERROR: (4, ""),
+        MODEL_STATUS_SOLVE_ERROR: (4, ""),
+        MODEL_STATUS_POSTSOLVE_ERROR: (4, ""),
+        MODEL_STATUS_MODEL_EMPTY: (4, ""),
+        MODEL_STATUS_RDOVUB: (4, ""),
+        MODEL_STATUS_REACHED_OBJECTIVE_TARGET: (4, ""),
+        MODEL_STATUS_OPTIMAL: (0, "Optimization terminated successfully. "),
+        MODEL_STATUS_REACHED_TIME_LIMIT: (1, "Time limit reached. "),
+        MODEL_STATUS_REACHED_ITERATION_LIMIT: (1, "Iteration limit reached. "),
+        MODEL_STATUS_INFEASIBLE: (2, "The problem is infeasible. "),
+        MODEL_STATUS_UNBOUNDED: (3, "The problem is unbounded. "),
+        MODEL_STATUS_UNBOUNDED_OR_INFEASIBLE: (4, "The problem is unbounded "
+                                               "or infeasible. ")}
+    unrecognized = (4, "The HiGHS status code was not recognized. ")
+    scipy_status, scipy_message = (
+        scipy_statuses_messages.get(highs_status, unrecognized))
+    scipy_message = (f"{scipy_message}"
+                     f"(HiGHS Status {highs_status}: {highs_message})")
+    return scipy_status, scipy_message
+
+
+def _replace_inf(x):
+    # Replace `np.inf` with CONST_INF
+    infs = np.isinf(x)
+    with np.errstate(invalid="ignore"):
+        x[infs] = np.sign(x[infs])*CONST_INF
+    return x
+
+
+def _convert_to_highs_enum(option, option_str, choices):
+    # If option is in the choices we can look it up, if not use
+    # the default value taken from function signature and warn:
+    try:
+        return choices[option.lower()]
+    except AttributeError:
+        return choices[option]
+    except KeyError:
+        sig = inspect.signature(_linprog_highs)
+        default_str = sig.parameters[option_str].default
+        warn(f"Option {option_str} is {option}, but only values in "
+             f"{set(choices.keys())} are allowed. Using default: "
+             f"{default_str}.",
+             OptimizeWarning, stacklevel=3)
+        return choices[default_str]
+
+
+def _linprog_highs(lp, solver, time_limit=None, presolve=True,
+                   disp=False, maxiter=None,
+                   dual_feasibility_tolerance=None,
+                   primal_feasibility_tolerance=None,
+                   ipm_optimality_tolerance=None,
+                   simplex_dual_edge_weight_strategy=None,
+                   mip_rel_gap=None,
+                   mip_max_nodes=None,
+                   **unknown_options):
+    r"""
+    Solve the following linear programming problem using one of the HiGHS
+    solvers:
+
+    User-facing documentation is in _linprog_doc.py.
+
+    Parameters
+    ----------
+    lp :  _LPProblem
+        A ``scipy.optimize._linprog_util._LPProblem`` ``namedtuple``.
+    solver : "ipm" or "simplex" or None
+        Which HiGHS solver to use.  If ``None``, "simplex" will be used.
+
+    Options
+    -------
+    maxiter : int
+        The maximum number of iterations to perform in either phase. For
+        ``solver='ipm'``, this does not include the number of crossover
+        iterations.  Default is the largest possible value for an ``int``
+        on the platform.
+    disp : bool
+        Set to ``True`` if indicators of optimization status are to be printed
+        to the console each iteration; default ``False``.
+    time_limit : float
+        The maximum time in seconds allotted to solve the problem; default is
+        the largest possible value for a ``double`` on the platform.
+    presolve : bool
+        Presolve attempts to identify trivial infeasibilities,
+        identify trivial unboundedness, and simplify the problem before
+        sending it to the main solver. It is generally recommended
+        to keep the default setting ``True``; set to ``False`` if presolve is
+        to be disabled.
+    dual_feasibility_tolerance : double
+        Dual feasibility tolerance.  Default is 1e-07.
+        The minimum of this and ``primal_feasibility_tolerance``
+        is used for the feasibility tolerance when ``solver='ipm'``.
+    primal_feasibility_tolerance : double
+        Primal feasibility tolerance.  Default is 1e-07.
+        The minimum of this and ``dual_feasibility_tolerance``
+        is used for the feasibility tolerance when ``solver='ipm'``.
+    ipm_optimality_tolerance : double
+        Optimality tolerance for ``solver='ipm'``.  Default is 1e-08.
+        Minimum possible value is 1e-12 and must be smaller than the largest
+        possible value for a ``double`` on the platform.
+    simplex_dual_edge_weight_strategy : str (default: None)
+        Strategy for simplex dual edge weights. The default, ``None``,
+        automatically selects one of the following.
+
+        ``'dantzig'`` uses Dantzig's original strategy of choosing the most
+        negative reduced cost.
+
+        ``'devex'`` uses the strategy described in [15]_.
+
+        ``steepest`` uses the exact steepest edge strategy as described in
+        [16]_.
+
+        ``'steepest-devex'`` begins with the exact steepest edge strategy
+        until the computation is too costly or inexact and then switches to
+        the devex method.
+
+        Currently, using ``None`` always selects ``'steepest-devex'``, but this
+        may change as new options become available.
+
+    mip_max_nodes : int
+        The maximum number of nodes allotted to solve the problem; default is
+        the largest possible value for a ``HighsInt`` on the platform.
+        Ignored if not using the MIP solver.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        ``unknown_options`` is non-empty, a warning is issued listing all
+        unused options.
+
+    Returns
+    -------
+    sol : dict
+        A dictionary consisting of the fields:
+
+            x : 1D array
+                The values of the decision variables that minimizes the
+                objective function while satisfying the constraints.
+            fun : float
+                The optimal value of the objective function ``c @ x``.
+            slack : 1D array
+                The (nominally positive) values of the slack,
+                ``b_ub - A_ub @ x``.
+            con : 1D array
+                The (nominally zero) residuals of the equality constraints,
+                ``b_eq - A_eq @ x``.
+            success : bool
+                ``True`` when the algorithm succeeds in finding an optimal
+                solution.
+            status : int
+                An integer representing the exit status of the algorithm.
+
+                ``0`` : Optimization terminated successfully.
+
+                ``1`` : Iteration or time limit reached.
+
+                ``2`` : Problem appears to be infeasible.
+
+                ``3`` : Problem appears to be unbounded.
+
+                ``4`` : The HiGHS solver ran into a problem.
+
+            message : str
+                A string descriptor of the exit status of the algorithm.
+            nit : int
+                The total number of iterations performed.
+                For ``solver='simplex'``, this includes iterations in all
+                phases. For ``solver='ipm'``, this does not include
+                crossover iterations.
+            crossover_nit : int
+                The number of primal/dual pushes performed during the
+                crossover routine for ``solver='ipm'``.  This is ``0``
+                for ``solver='simplex'``.
+            ineqlin : OptimizeResult
+                Solution and sensitivity information corresponding to the
+                inequality constraints, `b_ub`. A dictionary consisting of the
+                fields:
+
+                residual : np.ndnarray
+                    The (nominally positive) values of the slack variables,
+                    ``b_ub - A_ub @ x``.  This quantity is also commonly
+                    referred to as "slack".
+
+                marginals : np.ndarray
+                    The sensitivity (partial derivative) of the objective
+                    function with respect to the right-hand side of the
+                    inequality constraints, `b_ub`.
+
+            eqlin : OptimizeResult
+                Solution and sensitivity information corresponding to the
+                equality constraints, `b_eq`.  A dictionary consisting of the
+                fields:
+
+                residual : np.ndarray
+                    The (nominally zero) residuals of the equality constraints,
+                    ``b_eq - A_eq @ x``.
+
+                marginals : np.ndarray
+                    The sensitivity (partial derivative) of the objective
+                    function with respect to the right-hand side of the
+                    equality constraints, `b_eq`.
+
+            lower, upper : OptimizeResult
+                Solution and sensitivity information corresponding to the
+                lower and upper bounds on decision variables, `bounds`.
+
+                residual : np.ndarray
+                    The (nominally positive) values of the quantity
+                    ``x - lb`` (lower) or ``ub - x`` (upper).
+
+                marginals : np.ndarray
+                    The sensitivity (partial derivative) of the objective
+                    function with respect to the lower and upper
+                    `bounds`.
+
+            mip_node_count : int
+                The number of subproblems or "nodes" solved by the MILP
+                solver. Only present when `integrality` is not `None`.
+
+            mip_dual_bound : float
+                The MILP solver's final estimate of the lower bound on the
+                optimal solution. Only present when `integrality` is not
+                `None`.
+
+            mip_gap : float
+                The difference between the final objective function value
+                and the final dual bound, scaled by the final objective
+                function value. Only present when `integrality` is not
+                `None`.
+
+    Notes
+    -----
+    The result fields `ineqlin`, `eqlin`, `lower`, and `upper` all contain
+    `marginals`, or partial derivatives of the objective function with respect
+    to the right-hand side of each constraint. These partial derivatives are
+    also referred to as "Lagrange multipliers", "dual values", and
+    "shadow prices". The sign convention of `marginals` is opposite that
+    of Lagrange multipliers produced by many nonlinear solvers.
+
+    References
+    ----------
+    .. [15] Harris, Paula MJ. "Pivot selection methods of the Devex LP code."
+            Mathematical programming 5.1 (1973): 1-28.
+    .. [16] Goldfarb, Donald, and John Ker Reid. "A practicable steepest-edge
+            simplex algorithm." Mathematical Programming 12.1 (1977): 361-371.
+    """
+    if unknown_options:
+        message = (f"Unrecognized options detected: {unknown_options}. "
+                   "These will be passed to HiGHS verbatim.")
+        warn(message, OptimizeWarning, stacklevel=3)
+
+    # Map options to HiGHS enum values
+    simplex_dual_edge_weight_strategy_enum = _convert_to_highs_enum(
+        simplex_dual_edge_weight_strategy,
+        'simplex_dual_edge_weight_strategy',
+        choices={'dantzig': HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_DANTZIG,
+                 'devex': HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_DEVEX,
+                 'steepest-devex': HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_CHOOSE,
+                 'steepest':
+                 HIGHS_SIMPLEX_EDGE_WEIGHT_STRATEGY_STEEPEST_EDGE,
+                 None: None})
+
+    c, A_ub, b_ub, A_eq, b_eq, bounds, x0, integrality = lp
+
+    lb, ub = bounds.T.copy()  # separate bounds, copy->C-cntgs
+    # highs_wrapper solves LHS <= A*x <= RHS, not equality constraints
+    with np.errstate(invalid="ignore"):
+        lhs_ub = -np.ones_like(b_ub)*np.inf  # LHS of UB constraints is -inf
+    rhs_ub = b_ub  # RHS of UB constraints is b_ub
+    lhs_eq = b_eq  # Equality constraint is inequality
+    rhs_eq = b_eq  # constraint with LHS=RHS
+    lhs = np.concatenate((lhs_ub, lhs_eq))
+    rhs = np.concatenate((rhs_ub, rhs_eq))
+
+    if issparse(A_ub) or issparse(A_eq):
+        A = vstack((A_ub, A_eq))
+    else:
+        A = np.vstack((A_ub, A_eq))
+    A = csc_matrix(A)
+
+    options = {
+        'presolve': presolve,
+        'sense': HIGHS_OBJECTIVE_SENSE_MINIMIZE,
+        'solver': solver,
+        'time_limit': time_limit,
+        'highs_debug_level': MESSAGE_LEVEL_NONE,
+        'dual_feasibility_tolerance': dual_feasibility_tolerance,
+        'ipm_optimality_tolerance': ipm_optimality_tolerance,
+        'log_to_console': disp,
+        'mip_max_nodes': mip_max_nodes,
+        'output_flag': disp,
+        'primal_feasibility_tolerance': primal_feasibility_tolerance,
+        'simplex_dual_edge_weight_strategy':
+            simplex_dual_edge_weight_strategy_enum,
+        'simplex_strategy': HIGHS_SIMPLEX_STRATEGY_DUAL,
+        'simplex_crash_strategy': HIGHS_SIMPLEX_CRASH_STRATEGY_OFF,
+        'ipm_iteration_limit': maxiter,
+        'simplex_iteration_limit': maxiter,
+        'mip_rel_gap': mip_rel_gap,
+    }
+    options.update(unknown_options)
+
+    # np.inf doesn't work; use very large constant
+    rhs = _replace_inf(rhs)
+    lhs = _replace_inf(lhs)
+    lb = _replace_inf(lb)
+    ub = _replace_inf(ub)
+
+    if integrality is None or np.sum(integrality) == 0:
+        integrality = np.empty(0)
+    else:
+        integrality = np.array(integrality)
+
+    res = _highs_wrapper(c, A.indptr, A.indices, A.data, lhs, rhs,
+                         lb, ub, integrality.astype(np.uint8), options)
+
+    # HiGHS represents constraints as lhs/rhs, so
+    # Ax + s = b => Ax = b - s
+    # and we need to split up s by A_ub and A_eq
+    if 'slack' in res:
+        slack = res['slack']
+        con = np.array(slack[len(b_ub):])
+        slack = np.array(slack[:len(b_ub)])
+    else:
+        slack, con = None, None
+
+    # lagrange multipliers for equalities/inequalities and upper/lower bounds
+    if 'lambda' in res:
+        lamda = res['lambda']
+        marg_ineqlin = np.array(lamda[:len(b_ub)])
+        marg_eqlin = np.array(lamda[len(b_ub):])
+        marg_upper = np.array(res['marg_bnds'][1, :])
+        marg_lower = np.array(res['marg_bnds'][0, :])
+    else:
+        marg_ineqlin, marg_eqlin = None, None
+        marg_upper, marg_lower = None, None
+
+    # this needs to be updated if we start choosing the solver intelligently
+
+    # Convert to scipy-style status and message
+    highs_status = res.get('status', None)
+    highs_message = res.get('message', None)
+    status, message = _highs_to_scipy_status_message(highs_status,
+                                                     highs_message)
+
+    x = np.array(res['x']) if 'x' in res else None
+    sol = {'x': x,
+           'slack': slack,
+           'con': con,
+           'ineqlin': OptimizeResult({
+               'residual': slack,
+               'marginals': marg_ineqlin,
+           }),
+           'eqlin': OptimizeResult({
+               'residual': con,
+               'marginals': marg_eqlin,
+           }),
+           'lower': OptimizeResult({
+               'residual': None if x is None else x - lb,
+               'marginals': marg_lower,
+           }),
+           'upper': OptimizeResult({
+               'residual': None if x is None else ub - x,
+               'marginals': marg_upper
+            }),
+           'fun': res.get('fun'),
+           'status': status,
+           'success': res['status'] == MODEL_STATUS_OPTIMAL,
+           'message': message,
+           'nit': res.get('simplex_nit', 0) or res.get('ipm_nit', 0),
+           'crossover_nit': res.get('crossover_nit'),
+           }
+
+    if np.any(x) and integrality is not None:
+        sol.update({
+            'mip_node_count': res.get('mip_node_count', 0),
+            'mip_dual_bound': res.get('mip_dual_bound', 0.0),
+            'mip_gap': res.get('mip_gap', 0.0),
+        })
+
+    return sol

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_linprog_rs.py

@@ -0,0 +1,572 @@
+"""Revised simplex method for linear programming
+
+The *revised simplex* method uses the method described in [1]_, except
+that a factorization [2]_ of the basis matrix, rather than its inverse,
+is efficiently maintained and used to solve the linear systems at each
+iteration of the algorithm.
+
+.. versionadded:: 1.3.0
+
+References
+----------
+.. [1] Bertsimas, Dimitris, and J. Tsitsiklis. "Introduction to linear
+           programming." Athena Scientific 1 (1997): 997.
+.. [2] Bartels, Richard H. "A stabilization of the simplex method."
+            Journal in  Numerische Mathematik 16.5 (1971): 414-434.
+
+"""
+# Author: Matt Haberland
+
+import numpy as np
+from numpy.linalg import LinAlgError
+
+from scipy.linalg import solve
+from ._optimize import _check_unknown_options
+from ._bglu_dense import LU
+from ._bglu_dense import BGLU as BGLU
+from ._linprog_util import _postsolve
+from ._optimize import OptimizeResult
+
+
+def _phase_one(A, b, x0, callback, postsolve_args, maxiter, tol, disp,
+               maxupdate, mast, pivot):
+    """
+    The purpose of phase one is to find an initial basic feasible solution
+    (BFS) to the original problem.
+
+    Generates an auxiliary problem with a trivial BFS and an objective that
+    minimizes infeasibility of the original problem. Solves the auxiliary
+    problem using the main simplex routine (phase two). This either yields
+    a BFS to the original problem or determines that the original problem is
+    infeasible. If feasible, phase one detects redundant rows in the original
+    constraint matrix and removes them, then chooses additional indices as
+    necessary to complete a basis/BFS for the original problem.
+    """
+
+    m, n = A.shape
+    status = 0
+
+    # generate auxiliary problem to get initial BFS
+    A, b, c, basis, x, status = _generate_auxiliary_problem(A, b, x0, tol)
+
+    if status == 6:
+        residual = c.dot(x)
+        iter_k = 0
+        return x, basis, A, b, residual, status, iter_k
+
+    # solve auxiliary problem
+    phase_one_n = n
+    iter_k = 0
+    x, basis, status, iter_k = _phase_two(c, A, x, basis, callback,
+                                          postsolve_args,
+                                          maxiter, tol, disp,
+                                          maxupdate, mast, pivot,
+                                          iter_k, phase_one_n)
+
+    # check for infeasibility
+    residual = c.dot(x)
+    if status == 0 and residual > tol:
+        status = 2
+
+    # drive artificial variables out of basis
+    # TODO: test redundant row removal better
+    # TODO: make solve more efficient with BGLU? This could take a while.
+    keep_rows = np.ones(m, dtype=bool)
+    for basis_column in basis[basis >= n]:
+        B = A[:, basis]
+        try:
+            basis_finder = np.abs(solve(B, A))  # inefficient
+            pertinent_row = np.argmax(basis_finder[:, basis_column])
+            eligible_columns = np.ones(n, dtype=bool)
+            eligible_columns[basis[basis < n]] = 0
+            eligible_column_indices = np.where(eligible_columns)[0]
+            index = np.argmax(basis_finder[:, :n]
+                              [pertinent_row, eligible_columns])
+            new_basis_column = eligible_column_indices[index]
+            if basis_finder[pertinent_row, new_basis_column] < tol:
+                keep_rows[pertinent_row] = False
+            else:
+                basis[basis == basis_column] = new_basis_column
+        except LinAlgError:
+            status = 4
+
+    # form solution to original problem
+    A = A[keep_rows, :n]
+    basis = basis[keep_rows]
+    x = x[:n]
+    m = A.shape[0]
+    return x, basis, A, b, residual, status, iter_k
+
+
+def _get_more_basis_columns(A, basis):
+    """
+    Called when the auxiliary problem terminates with artificial columns in
+    the basis, which must be removed and replaced with non-artificial
+    columns. Finds additional columns that do not make the matrix singular.
+    """
+    m, n = A.shape
+
+    # options for inclusion are those that aren't already in the basis
+    a = np.arange(m+n)
+    bl = np.zeros(len(a), dtype=bool)
+    bl[basis] = 1
+    options = a[~bl]
+    options = options[options < n]  # and they have to be non-artificial
+
+    # form basis matrix
+    B = np.zeros((m, m))
+    B[:, 0:len(basis)] = A[:, basis]
+
+    if (basis.size > 0 and
+            np.linalg.matrix_rank(B[:, :len(basis)]) < len(basis)):
+        raise Exception("Basis has dependent columns")
+
+    rank = 0  # just enter the loop
+    for i in range(n):  # somewhat arbitrary, but we need another way out
+        # permute the options, and take as many as needed
+        new_basis = np.random.permutation(options)[:m-len(basis)]
+        B[:, len(basis):] = A[:, new_basis]  # update the basis matrix
+        rank = np.linalg.matrix_rank(B)      # check the rank
+        if rank == m:
+            break
+
+    return np.concatenate((basis, new_basis))
+
+
+def _generate_auxiliary_problem(A, b, x0, tol):
+    """
+    Modifies original problem to create an auxiliary problem with a trivial
+    initial basic feasible solution and an objective that minimizes
+    infeasibility in the original problem.
+
+    Conceptually, this is done by stacking an identity matrix on the right of
+    the original constraint matrix, adding artificial variables to correspond
+    with each of these new columns, and generating a cost vector that is all
+    zeros except for ones corresponding with each of the new variables.
+
+    A initial basic feasible solution is trivial: all variables are zero
+    except for the artificial variables, which are set equal to the
+    corresponding element of the right hand side `b`.
+
+    Running the simplex method on this auxiliary problem drives all of the
+    artificial variables - and thus the cost - to zero if the original problem
+    is feasible. The original problem is declared infeasible otherwise.
+
+    Much of the complexity below is to improve efficiency by using singleton
+    columns in the original problem where possible, thus generating artificial
+    variables only as necessary, and using an initial 'guess' basic feasible
+    solution.
+    """
+    status = 0
+    m, n = A.shape
+
+    if x0 is not None:
+        x = x0
+    else:
+        x = np.zeros(n)
+
+    r = b - A@x  # residual; this must be all zeros for feasibility
+
+    A[r < 0] = -A[r < 0]  # express problem with RHS positive for trivial BFS
+    b[r < 0] = -b[r < 0]  # to the auxiliary problem
+    r[r < 0] *= -1
+
+    # Rows which we will need to find a trivial way to zero.
+    # This should just be the rows where there is a nonzero residual.
+    # But then we would not necessarily have a column singleton in every row.
+    # This makes it difficult to find an initial basis.
+    if x0 is None:
+        nonzero_constraints = np.arange(m)
+    else:
+        nonzero_constraints = np.where(r > tol)[0]
+
+    # these are (at least some of) the initial basis columns
+    basis = np.where(np.abs(x) > tol)[0]
+
+    if len(nonzero_constraints) == 0 and len(basis) <= m:  # already a BFS
+        c = np.zeros(n)
+        basis = _get_more_basis_columns(A, basis)
+        return A, b, c, basis, x, status
+    elif (len(nonzero_constraints) > m - len(basis) or
+          np.any(x < 0)):  # can't get trivial BFS
+        c = np.zeros(n)
+        status = 6
+        return A, b, c, basis, x, status
+
+    # chooses existing columns appropriate for inclusion in initial basis
+    cols, rows = _select_singleton_columns(A, r)
+
+    # find the rows we need to zero that we _can_ zero with column singletons
+    i_tofix = np.isin(rows, nonzero_constraints)
+    # these columns can't already be in the basis, though
+    # we are going to add them to the basis and change the corresponding x val
+    i_notinbasis = np.logical_not(np.isin(cols, basis))
+    i_fix_without_aux = np.logical_and(i_tofix, i_notinbasis)
+    rows = rows[i_fix_without_aux]
+    cols = cols[i_fix_without_aux]
+
+    # indices of the rows we can only zero with auxiliary variable
+    # these rows will get a one in each auxiliary column
+    arows = nonzero_constraints[np.logical_not(
+                                np.isin(nonzero_constraints, rows))]
+    n_aux = len(arows)
+    acols = n + np.arange(n_aux)          # indices of auxiliary columns
+
+    basis_ng = np.concatenate((cols, acols))   # basis columns not from guess
+    basis_ng_rows = np.concatenate((rows, arows))  # rows we need to zero
+
+    # add auxiliary singleton columns
+    A = np.hstack((A, np.zeros((m, n_aux))))
+    A[arows, acols] = 1
+
+    # generate initial BFS
+    x = np.concatenate((x, np.zeros(n_aux)))
+    x[basis_ng] = r[basis_ng_rows]/A[basis_ng_rows, basis_ng]
+
+    # generate costs to minimize infeasibility
+    c = np.zeros(n_aux + n)
+    c[acols] = 1
+
+    # basis columns correspond with nonzeros in guess, those with column
+    # singletons we used to zero remaining constraints, and any additional
+    # columns to get a full set (m columns)
+    basis = np.concatenate((basis, basis_ng))
+    basis = _get_more_basis_columns(A, basis)  # add columns as needed
+
+    return A, b, c, basis, x, status
+
+
+def _select_singleton_columns(A, b):
+    """
+    Finds singleton columns for which the singleton entry is of the same sign
+    as the right-hand side; these columns are eligible for inclusion in an
+    initial basis. Determines the rows in which the singleton entries are
+    located. For each of these rows, returns the indices of the one singleton
+    column and its corresponding row.
+    """
+    # find indices of all singleton columns and corresponding row indices
+    column_indices = np.nonzero(np.sum(np.abs(A) != 0, axis=0) == 1)[0]
+    columns = A[:, column_indices]          # array of singleton columns
+    row_indices = np.zeros(len(column_indices), dtype=int)
+    nonzero_rows, nonzero_columns = np.nonzero(columns)
+    row_indices[nonzero_columns] = nonzero_rows   # corresponding row indices
+
+    # keep only singletons with entries that have same sign as RHS
+    # this is necessary because all elements of BFS must be non-negative
+    same_sign = A[row_indices, column_indices]*b[row_indices] >= 0
+    column_indices = column_indices[same_sign][::-1]
+    row_indices = row_indices[same_sign][::-1]
+    # Reversing the order so that steps below select rightmost columns
+    # for initial basis, which will tend to be slack variables. (If the
+    # guess corresponds with a basic feasible solution but a constraint
+    # is not satisfied with the corresponding slack variable zero, the slack
+    # variable must be basic.)
+
+    # for each row, keep rightmost singleton column with an entry in that row
+    unique_row_indices, first_columns = np.unique(row_indices,
+                                                  return_index=True)
+    return column_indices[first_columns], unique_row_indices
+
+
+def _find_nonzero_rows(A, tol):
+    """
+    Returns logical array indicating the locations of rows with at least
+    one nonzero element.
+    """
+    return np.any(np.abs(A) > tol, axis=1)
+
+
+def _select_enter_pivot(c_hat, bl, a, rule="bland", tol=1e-12):
+    """
+    Selects a pivot to enter the basis. Currently Bland's rule - the smallest
+    index that has a negative reduced cost - is the default.
+    """
+    if rule.lower() == "mrc":  # index with minimum reduced cost
+        return a[~bl][np.argmin(c_hat)]
+    else:  # smallest index w/ negative reduced cost
+        return a[~bl][c_hat < -tol][0]
+
+
+def _display_iter(phase, iteration, slack, con, fun):
+    """
+    Print indicators of optimization status to the console.
+    """
+    header = True if not iteration % 20 else False
+
+    if header:
+        print("Phase",
+              "Iteration",
+              "Minimum Slack      ",
+              "Constraint Residual",
+              "Objective          ")
+
+    # :<X.Y left aligns Y digits in X digit spaces
+    fmt = '{0:<6}{1:<10}{2:<20.13}{3:<20.13}{4:<20.13}'
+    try:
+        slack = np.min(slack)
+    except ValueError:
+        slack = "NA"
+    print(fmt.format(phase, iteration, slack, np.linalg.norm(con), fun))
+
+
+def _display_and_callback(phase_one_n, x, postsolve_args, status,
+                          iteration, disp, callback):
+    if phase_one_n is not None:
+        phase = 1
+        x_postsolve = x[:phase_one_n]
+    else:
+        phase = 2
+        x_postsolve = x
+    x_o, fun, slack, con = _postsolve(x_postsolve,
+                                      postsolve_args)
+
+    if callback is not None:
+        res = OptimizeResult({'x': x_o, 'fun': fun, 'slack': slack,
+                              'con': con, 'nit': iteration,
+                              'phase': phase, 'complete': False,
+                              'status': status, 'message': "",
+                              'success': False})
+        callback(res)
+    if disp:
+        _display_iter(phase, iteration, slack, con, fun)
+
+
+def _phase_two(c, A, x, b, callback, postsolve_args, maxiter, tol, disp,
+               maxupdate, mast, pivot, iteration=0, phase_one_n=None):
+    """
+    The heart of the simplex method. Beginning with a basic feasible solution,
+    moves to adjacent basic feasible solutions successively lower reduced cost.
+    Terminates when there are no basic feasible solutions with lower reduced
+    cost or if the problem is determined to be unbounded.
+
+    This implementation follows the revised simplex method based on LU
+    decomposition. Rather than maintaining a tableau or an inverse of the
+    basis matrix, we keep a factorization of the basis matrix that allows
+    efficient solution of linear systems while avoiding stability issues
+    associated with inverted matrices.
+    """
+    m, n = A.shape
+    status = 0
+    a = np.arange(n)                    # indices of columns of A
+    ab = np.arange(m)                   # indices of columns of B
+    if maxupdate:
+        # basis matrix factorization object; similar to B = A[:, b]
+        B = BGLU(A, b, maxupdate, mast)
+    else:
+        B = LU(A, b)
+
+    for iteration in range(iteration, maxiter):
+
+        if disp or callback is not None:
+            _display_and_callback(phase_one_n, x, postsolve_args, status,
+                                  iteration, disp, callback)
+
+        bl = np.zeros(len(a), dtype=bool)
+        bl[b] = 1
+
+        xb = x[b]       # basic variables
+        cb = c[b]       # basic costs
+
+        try:
+            v = B.solve(cb, transposed=True)    # similar to v = solve(B.T, cb)
+        except LinAlgError:
+            status = 4
+            break
+
+        # TODO: cythonize?
+        c_hat = c - v.dot(A)    # reduced cost
+        c_hat = c_hat[~bl]
+        # Above is much faster than:
+        # N = A[:, ~bl]                 # slow!
+        # c_hat = c[~bl] - v.T.dot(N)
+        # Can we perform the multiplication only on the nonbasic columns?
+
+        if np.all(c_hat >= -tol):  # all reduced costs positive -> terminate
+            break
+
+        j = _select_enter_pivot(c_hat, bl, a, rule=pivot, tol=tol)
+        u = B.solve(A[:, j])        # similar to u = solve(B, A[:, j])
+
+        i = u > tol                 # if none of the u are positive, unbounded
+        if not np.any(i):
+            status = 3
+            break
+
+        th = xb[i]/u[i]
+        l = np.argmin(th)           # implicitly selects smallest subscript
+        th_star = th[l]             # step size
+
+        x[b] = x[b] - th_star*u     # take step
+        x[j] = th_star
+        B.update(ab[i][l], j)       # modify basis
+        b = B.b                     # similar to b[ab[i][l]] =
+
+    else:
+        # If the end of the for loop is reached (without a break statement),
+        # then another step has been taken, so the iteration counter should
+        # increment, info should be displayed, and callback should be called.
+        iteration += 1
+        status = 1
+        if disp or callback is not None:
+            _display_and_callback(phase_one_n, x, postsolve_args, status,
+                                  iteration, disp, callback)
+
+    return x, b, status, iteration
+
+
+def _linprog_rs(c, c0, A, b, x0, callback, postsolve_args,
+                maxiter=5000, tol=1e-12, disp=False,
+                maxupdate=10, mast=False, pivot="mrc",
+                **unknown_options):
+    """
+    Solve the following linear programming problem via a two-phase
+    revised simplex algorithm.::
+
+        minimize:     c @ x
+
+        subject to:  A @ x == b
+                     0 <= x < oo
+
+    User-facing documentation is in _linprog_doc.py.
+
+    Parameters
+    ----------
+    c : 1-D array
+        Coefficients of the linear objective function to be minimized.
+    c0 : float
+        Constant term in objective function due to fixed (and eliminated)
+        variables. (Currently unused.)
+    A : 2-D array
+        2-D array which, when matrix-multiplied by ``x``, gives the values of
+        the equality constraints at ``x``.
+    b : 1-D array
+        1-D array of values representing the RHS of each equality constraint
+        (row) in ``A_eq``.
+    x0 : 1-D array, optional
+        Starting values of the independent variables, which will be refined by
+        the optimization algorithm. For the revised simplex method, these must
+        correspond with a basic feasible solution.
+    callback : callable, optional
+        If a callback function is provided, it will be called within each
+        iteration of the algorithm. The callback function must accept a single
+        `scipy.optimize.OptimizeResult` consisting of the following fields:
+
+            x : 1-D array
+                Current solution vector.
+            fun : float
+                Current value of the objective function ``c @ x``.
+            success : bool
+                True only when an algorithm has completed successfully,
+                so this is always False as the callback function is called
+                only while the algorithm is still iterating.
+            slack : 1-D array
+                The values of the slack variables. Each slack variable
+                corresponds to an inequality constraint. If the slack is zero,
+                the corresponding constraint is active.
+            con : 1-D array
+                The (nominally zero) residuals of the equality constraints,
+                that is, ``b - A_eq @ x``.
+            phase : int
+                The phase of the algorithm being executed.
+            status : int
+                For revised simplex, this is always 0 because if a different
+                status is detected, the algorithm terminates.
+            nit : int
+                The number of iterations performed.
+            message : str
+                A string descriptor of the exit status of the optimization.
+    postsolve_args : tuple
+        Data needed by _postsolve to convert the solution to the standard-form
+        problem into the solution to the original problem.
+
+    Options
+    -------
+    maxiter : int
+       The maximum number of iterations to perform in either phase.
+    tol : float
+        The tolerance which determines when a solution is "close enough" to
+        zero in Phase 1 to be considered a basic feasible solution or close
+        enough to positive to serve as an optimal solution.
+    disp : bool
+        Set to ``True`` if indicators of optimization status are to be printed
+        to the console each iteration.
+    maxupdate : int
+        The maximum number of updates performed on the LU factorization.
+        After this many updates is reached, the basis matrix is factorized
+        from scratch.
+    mast : bool
+        Minimize Amortized Solve Time. If enabled, the average time to solve
+        a linear system using the basis factorization is measured. Typically,
+        the average solve time will decrease with each successive solve after
+        initial factorization, as factorization takes much more time than the
+        solve operation (and updates). Eventually, however, the updated
+        factorization becomes sufficiently complex that the average solve time
+        begins to increase. When this is detected, the basis is refactorized
+        from scratch. Enable this option to maximize speed at the risk of
+        nondeterministic behavior. Ignored if ``maxupdate`` is 0.
+    pivot : "mrc" or "bland"
+        Pivot rule: Minimum Reduced Cost (default) or Bland's rule. Choose
+        Bland's rule if iteration limit is reached and cycling is suspected.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        `unknown_options` is non-empty a warning is issued listing all
+        unused options.
+
+    Returns
+    -------
+    x : 1-D array
+        Solution vector.
+    status : int
+        An integer representing the exit status of the optimization::
+
+         0 : Optimization terminated successfully
+         1 : Iteration limit reached
+         2 : Problem appears to be infeasible
+         3 : Problem appears to be unbounded
+         4 : Numerical difficulties encountered
+         5 : No constraints; turn presolve on
+         6 : Guess x0 cannot be converted to a basic feasible solution
+
+    message : str
+        A string descriptor of the exit status of the optimization.
+    iteration : int
+        The number of iterations taken to solve the problem.
+    """
+
+    _check_unknown_options(unknown_options)
+
+    messages = ["Optimization terminated successfully.",
+                "Iteration limit reached.",
+                "The problem appears infeasible, as the phase one auxiliary "
+                "problem terminated successfully with a residual of {0:.1e}, "
+                "greater than the tolerance {1} required for the solution to "
+                "be considered feasible. Consider increasing the tolerance to "
+                "be greater than {0:.1e}. If this tolerance is unnaceptably "
+                "large, the problem is likely infeasible.",
+                "The problem is unbounded, as the simplex algorithm found "
+                "a basic feasible solution from which there is a direction "
+                "with negative reduced cost in which all decision variables "
+                "increase.",
+                "Numerical difficulties encountered; consider trying "
+                "method='interior-point'.",
+                "Problems with no constraints are trivially solved; please "
+                "turn presolve on.",
+                "The guess x0 cannot be converted to a basic feasible "
+                "solution. "
+                ]
+
+    if A.size == 0:  # address test_unbounded_below_no_presolve_corrected
+        return np.zeros(c.shape), 5, messages[5], 0
+
+    x, basis, A, b, residual, status, iteration = (
+        _phase_one(A, b, x0, callback, postsolve_args,
+                   maxiter, tol, disp, maxupdate, mast, pivot))
+
+    if status == 0:
+        x, basis, status, iteration = _phase_two(c, A, x, basis, callback,
+                                                 postsolve_args,
+                                                 maxiter, tol, disp,
+                                                 maxupdate, mast, pivot,
+                                                 iteration)
+
+    return x, status, messages[status].format(residual, tol), iteration

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_linprog_simplex.py

@@ -0,0 +1,661 @@
+"""Simplex method for  linear programming
+
+The *simplex* method uses a traditional, full-tableau implementation of
+Dantzig's simplex algorithm [1]_, [2]_ (*not* the Nelder-Mead simplex).
+This algorithm is included for backwards compatibility and educational
+purposes.
+
+    .. versionadded:: 0.15.0
+
+Warnings
+--------
+
+The simplex method may encounter numerical difficulties when pivot
+values are close to the specified tolerance. If encountered try
+remove any redundant constraints, change the pivot strategy to Bland's
+rule or increase the tolerance value.
+
+Alternatively, more robust methods maybe be used. See
+:ref:`'interior-point' <optimize.linprog-interior-point>` and
+:ref:`'revised simplex' <optimize.linprog-revised_simplex>`.
+
+References
+----------
+.. [1] Dantzig, George B., Linear programming and extensions. Rand
+       Corporation Research Study Princeton Univ. Press, Princeton, NJ,
+       1963
+.. [2] Hillier, S.H. and Lieberman, G.J. (1995), "Introduction to
+       Mathematical Programming", McGraw-Hill, Chapter 4.
+"""
+
+import numpy as np
+from warnings import warn
+from ._optimize import OptimizeResult, OptimizeWarning, _check_unknown_options
+from ._linprog_util import _postsolve
+
+
+def _pivot_col(T, tol=1e-9, bland=False):
+    """
+    Given a linear programming simplex tableau, determine the column
+    of the variable to enter the basis.
+
+    Parameters
+    ----------
+    T : 2-D array
+        A 2-D array representing the simplex tableau, T, corresponding to the
+        linear programming problem. It should have the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],    0]]
+
+        for a Phase 2 problem, or the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],   0],
+         [c'[0],  c'[1], ...,  c'[n_total],  0]]
+
+         for a Phase 1 problem (a problem in which a basic feasible solution is
+         sought prior to maximizing the actual objective. ``T`` is modified in
+         place by ``_solve_simplex``.
+    tol : float
+        Elements in the objective row larger than -tol will not be considered
+        for pivoting. Nominally this value is zero, but numerical issues
+        cause a tolerance about zero to be necessary.
+    bland : bool
+        If True, use Bland's rule for selection of the column (select the
+        first column with a negative coefficient in the objective row,
+        regardless of magnitude).
+
+    Returns
+    -------
+    status: bool
+        True if a suitable pivot column was found, otherwise False.
+        A return of False indicates that the linear programming simplex
+        algorithm is complete.
+    col: int
+        The index of the column of the pivot element.
+        If status is False, col will be returned as nan.
+    """
+    ma = np.ma.masked_where(T[-1, :-1] >= -tol, T[-1, :-1], copy=False)
+    if ma.count() == 0:
+        return False, np.nan
+    if bland:
+        # ma.mask is sometimes 0d
+        return True, np.nonzero(np.logical_not(np.atleast_1d(ma.mask)))[0][0]
+    return True, np.ma.nonzero(ma == ma.min())[0][0]
+
+
+def _pivot_row(T, basis, pivcol, phase, tol=1e-9, bland=False):
+    """
+    Given a linear programming simplex tableau, determine the row for the
+    pivot operation.
+
+    Parameters
+    ----------
+    T : 2-D array
+        A 2-D array representing the simplex tableau, T, corresponding to the
+        linear programming problem. It should have the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],    0]]
+
+        for a Phase 2 problem, or the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],   0],
+         [c'[0],  c'[1], ...,  c'[n_total],  0]]
+
+         for a Phase 1 problem (a Problem in which a basic feasible solution is
+         sought prior to maximizing the actual objective. ``T`` is modified in
+         place by ``_solve_simplex``.
+    basis : array
+        A list of the current basic variables.
+    pivcol : int
+        The index of the pivot column.
+    phase : int
+        The phase of the simplex algorithm (1 or 2).
+    tol : float
+        Elements in the pivot column smaller than tol will not be considered
+        for pivoting. Nominally this value is zero, but numerical issues
+        cause a tolerance about zero to be necessary.
+    bland : bool
+        If True, use Bland's rule for selection of the row (if more than one
+        row can be used, choose the one with the lowest variable index).
+
+    Returns
+    -------
+    status: bool
+        True if a suitable pivot row was found, otherwise False. A return
+        of False indicates that the linear programming problem is unbounded.
+    row: int
+        The index of the row of the pivot element. If status is False, row
+        will be returned as nan.
+    """
+    if phase == 1:
+        k = 2
+    else:
+        k = 1
+    ma = np.ma.masked_where(T[:-k, pivcol] <= tol, T[:-k, pivcol], copy=False)
+    if ma.count() == 0:
+        return False, np.nan
+    mb = np.ma.masked_where(T[:-k, pivcol] <= tol, T[:-k, -1], copy=False)
+    q = mb / ma
+    min_rows = np.ma.nonzero(q == q.min())[0]
+    if bland:
+        return True, min_rows[np.argmin(np.take(basis, min_rows))]
+    return True, min_rows[0]
+
+
+def _apply_pivot(T, basis, pivrow, pivcol, tol=1e-9):
+    """
+    Pivot the simplex tableau inplace on the element given by (pivrow, pivol).
+    The entering variable corresponds to the column given by pivcol forcing
+    the variable basis[pivrow] to leave the basis.
+
+    Parameters
+    ----------
+    T : 2-D array
+        A 2-D array representing the simplex tableau, T, corresponding to the
+        linear programming problem. It should have the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],    0]]
+
+        for a Phase 2 problem, or the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],   0],
+         [c'[0],  c'[1], ...,  c'[n_total],  0]]
+
+         for a Phase 1 problem (a problem in which a basic feasible solution is
+         sought prior to maximizing the actual objective. ``T`` is modified in
+         place by ``_solve_simplex``.
+    basis : 1-D array
+        An array of the indices of the basic variables, such that basis[i]
+        contains the column corresponding to the basic variable for row i.
+        Basis is modified in place by _apply_pivot.
+    pivrow : int
+        Row index of the pivot.
+    pivcol : int
+        Column index of the pivot.
+    """
+    basis[pivrow] = pivcol
+    pivval = T[pivrow, pivcol]
+    T[pivrow] = T[pivrow] / pivval
+    for irow in range(T.shape[0]):
+        if irow != pivrow:
+            T[irow] = T[irow] - T[pivrow] * T[irow, pivcol]
+
+    # The selected pivot should never lead to a pivot value less than the tol.
+    if np.isclose(pivval, tol, atol=0, rtol=1e4):
+        message = (
+            f"The pivot operation produces a pivot value of:{pivval: .1e}, "
+            "which is only slightly greater than the specified "
+            f"tolerance{tol: .1e}. This may lead to issues regarding the "
+            "numerical stability of the simplex method. "
+            "Removing redundant constraints, changing the pivot strategy "
+            "via Bland's rule or increasing the tolerance may "
+            "help reduce the issue.")
+        warn(message, OptimizeWarning, stacklevel=5)
+
+
+def _solve_simplex(T, n, basis, callback, postsolve_args,
+                   maxiter=1000, tol=1e-9, phase=2, bland=False, nit0=0,
+                   ):
+    """
+    Solve a linear programming problem in "standard form" using the Simplex
+    Method. Linear Programming is intended to solve the following problem form:
+
+    Minimize::
+
+        c @ x
+
+    Subject to::
+
+        A @ x == b
+            x >= 0
+
+    Parameters
+    ----------
+    T : 2-D array
+        A 2-D array representing the simplex tableau, T, corresponding to the
+        linear programming problem. It should have the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],    0]]
+
+        for a Phase 2 problem, or the form:
+
+        [[A[0, 0], A[0, 1], ..., A[0, n_total], b[0]],
+         [A[1, 0], A[1, 1], ..., A[1, n_total], b[1]],
+         .
+         .
+         .
+         [A[m, 0], A[m, 1], ..., A[m, n_total], b[m]],
+         [c[0],   c[1], ...,   c[n_total],   0],
+         [c'[0],  c'[1], ...,  c'[n_total],  0]]
+
+         for a Phase 1 problem (a problem in which a basic feasible solution is
+         sought prior to maximizing the actual objective. ``T`` is modified in
+         place by ``_solve_simplex``.
+    n : int
+        The number of true variables in the problem.
+    basis : 1-D array
+        An array of the indices of the basic variables, such that basis[i]
+        contains the column corresponding to the basic variable for row i.
+        Basis is modified in place by _solve_simplex
+    callback : callable, optional
+        If a callback function is provided, it will be called within each
+        iteration of the algorithm. The callback must accept a
+        `scipy.optimize.OptimizeResult` consisting of the following fields:
+
+            x : 1-D array
+                Current solution vector
+            fun : float
+                Current value of the objective function
+            success : bool
+                True only when a phase has completed successfully. This
+                will be False for most iterations.
+            slack : 1-D array
+                The values of the slack variables. Each slack variable
+                corresponds to an inequality constraint. If the slack is zero,
+                the corresponding constraint is active.
+            con : 1-D array
+                The (nominally zero) residuals of the equality constraints,
+                that is, ``b - A_eq @ x``
+            phase : int
+                The phase of the optimization being executed. In phase 1 a basic
+                feasible solution is sought and the T has an additional row
+                representing an alternate objective function.
+            status : int
+                An integer representing the exit status of the optimization::
+
+                     0 : Optimization terminated successfully
+                     1 : Iteration limit reached
+                     2 : Problem appears to be infeasible
+                     3 : Problem appears to be unbounded
+                     4 : Serious numerical difficulties encountered
+
+            nit : int
+                The number of iterations performed.
+            message : str
+                A string descriptor of the exit status of the optimization.
+    postsolve_args : tuple
+        Data needed by _postsolve to convert the solution to the standard-form
+        problem into the solution to the original problem.
+    maxiter : int
+        The maximum number of iterations to perform before aborting the
+        optimization.
+    tol : float
+        The tolerance which determines when a solution is "close enough" to
+        zero in Phase 1 to be considered a basic feasible solution or close
+        enough to positive to serve as an optimal solution.
+    phase : int
+        The phase of the optimization being executed. In phase 1 a basic
+        feasible solution is sought and the T has an additional row
+        representing an alternate objective function.
+    bland : bool
+        If True, choose pivots using Bland's rule [3]_. In problems which
+        fail to converge due to cycling, using Bland's rule can provide
+        convergence at the expense of a less optimal path about the simplex.
+    nit0 : int
+        The initial iteration number used to keep an accurate iteration total
+        in a two-phase problem.
+
+    Returns
+    -------
+    nit : int
+        The number of iterations. Used to keep an accurate iteration total
+        in the two-phase problem.
+    status : int
+        An integer representing the exit status of the optimization::
+
+         0 : Optimization terminated successfully
+         1 : Iteration limit reached
+         2 : Problem appears to be infeasible
+         3 : Problem appears to be unbounded
+         4 : Serious numerical difficulties encountered
+
+    """
+    nit = nit0
+    status = 0
+    message = ''
+    complete = False
+
+    if phase == 1:
+        m = T.shape[1]-2
+    elif phase == 2:
+        m = T.shape[1]-1
+    else:
+        raise ValueError("Argument 'phase' to _solve_simplex must be 1 or 2")
+
+    if phase == 2:
+        # Check if any artificial variables are still in the basis.
+        # If yes, check if any coefficients from this row and a column
+        # corresponding to one of the non-artificial variable is non-zero.
+        # If found, pivot at this term. If not, start phase 2.
+        # Do this for all artificial variables in the basis.
+        # Ref: "An Introduction to Linear Programming and Game Theory"
+        # by Paul R. Thie, Gerard E. Keough, 3rd Ed,
+        # Chapter 3.7 Redundant Systems (pag 102)
+        for pivrow in [row for row in range(basis.size)
+                       if basis[row] > T.shape[1] - 2]:
+            non_zero_row = [col for col in range(T.shape[1] - 1)
+                            if abs(T[pivrow, col]) > tol]
+            if len(non_zero_row) > 0:
+                pivcol = non_zero_row[0]
+                _apply_pivot(T, basis, pivrow, pivcol, tol)
+                nit += 1
+
+    if len(basis[:m]) == 0:
+        solution = np.empty(T.shape[1] - 1, dtype=np.float64)
+    else:
+        solution = np.empty(max(T.shape[1] - 1, max(basis[:m]) + 1),
+                            dtype=np.float64)
+
+    while not complete:
+        # Find the pivot column
+        pivcol_found, pivcol = _pivot_col(T, tol, bland)
+        if not pivcol_found:
+            pivcol = np.nan
+            pivrow = np.nan
+            status = 0
+            complete = True
+        else:
+            # Find the pivot row
+            pivrow_found, pivrow = _pivot_row(T, basis, pivcol, phase, tol, bland)
+            if not pivrow_found:
+                status = 3
+                complete = True
+
+        if callback is not None:
+            solution[:] = 0
+            solution[basis[:n]] = T[:n, -1]
+            x = solution[:m]
+            x, fun, slack, con = _postsolve(
+                x, postsolve_args
+            )
+            res = OptimizeResult({
+                'x': x,
+                'fun': fun,
+                'slack': slack,
+                'con': con,
+                'status': status,
+                'message': message,
+                'nit': nit,
+                'success': status == 0 and complete,
+                'phase': phase,
+                'complete': complete,
+                })
+            callback(res)
+
+        if not complete:
+            if nit >= maxiter:
+                # Iteration limit exceeded
+                status = 1
+                complete = True
+            else:
+                _apply_pivot(T, basis, pivrow, pivcol, tol)
+                nit += 1
+    return nit, status
+
+
+def _linprog_simplex(c, c0, A, b, callback, postsolve_args,
+                     maxiter=1000, tol=1e-9, disp=False, bland=False,
+                     **unknown_options):
+    """
+    Minimize a linear objective function subject to linear equality and
+    non-negativity constraints using the two phase simplex method.
+    Linear programming is intended to solve problems of the following form:
+
+    Minimize::
+
+        c @ x
+
+    Subject to::
+
+        A @ x == b
+            x >= 0
+
+    User-facing documentation is in _linprog_doc.py.
+
+    Parameters
+    ----------
+    c : 1-D array
+        Coefficients of the linear objective function to be minimized.
+    c0 : float
+        Constant term in objective function due to fixed (and eliminated)
+        variables. (Purely for display.)
+    A : 2-D array
+        2-D array such that ``A @ x``, gives the values of the equality
+        constraints at ``x``.
+    b : 1-D array
+        1-D array of values representing the right hand side of each equality
+        constraint (row) in ``A``.
+    callback : callable, optional
+        If a callback function is provided, it will be called within each
+        iteration of the algorithm. The callback function must accept a single
+        `scipy.optimize.OptimizeResult` consisting of the following fields:
+
+            x : 1-D array
+                Current solution vector
+            fun : float
+                Current value of the objective function
+            success : bool
+                True when an algorithm has completed successfully.
+            slack : 1-D array
+                The values of the slack variables. Each slack variable
+                corresponds to an inequality constraint. If the slack is zero,
+                the corresponding constraint is active.
+            con : 1-D array
+                The (nominally zero) residuals of the equality constraints,
+                that is, ``b - A_eq @ x``
+            phase : int
+                The phase of the algorithm being executed.
+            status : int
+                An integer representing the status of the optimization::
+
+                     0 : Algorithm proceeding nominally
+                     1 : Iteration limit reached
+                     2 : Problem appears to be infeasible
+                     3 : Problem appears to be unbounded
+                     4 : Serious numerical difficulties encountered
+            nit : int
+                The number of iterations performed.
+            message : str
+                A string descriptor of the exit status of the optimization.
+    postsolve_args : tuple
+        Data needed by _postsolve to convert the solution to the standard-form
+        problem into the solution to the original problem.
+
+    Options
+    -------
+    maxiter : int
+       The maximum number of iterations to perform.
+    disp : bool
+        If True, print exit status message to sys.stdout
+    tol : float
+        The tolerance which determines when a solution is "close enough" to
+        zero in Phase 1 to be considered a basic feasible solution or close
+        enough to positive to serve as an optimal solution.
+    bland : bool
+        If True, use Bland's anti-cycling rule [3]_ to choose pivots to
+        prevent cycling. If False, choose pivots which should lead to a
+        converged solution more quickly. The latter method is subject to
+        cycling (non-convergence) in rare instances.
+    unknown_options : dict
+        Optional arguments not used by this particular solver. If
+        `unknown_options` is non-empty a warning is issued listing all
+        unused options.
+
+    Returns
+    -------
+    x : 1-D array
+        Solution vector.
+    status : int
+        An integer representing the exit status of the optimization::
+
+         0 : Optimization terminated successfully
+         1 : Iteration limit reached
+         2 : Problem appears to be infeasible
+         3 : Problem appears to be unbounded
+         4 : Serious numerical difficulties encountered
+
+    message : str
+        A string descriptor of the exit status of the optimization.
+    iteration : int
+        The number of iterations taken to solve the problem.
+
+    References
+    ----------
+    .. [1] Dantzig, George B., Linear programming and extensions. Rand
+           Corporation Research Study Princeton Univ. Press, Princeton, NJ,
+           1963
+    .. [2] Hillier, S.H. and Lieberman, G.J. (1995), "Introduction to
+           Mathematical Programming", McGraw-Hill, Chapter 4.
+    .. [3] Bland, Robert G. New finite pivoting rules for the simplex method.
+           Mathematics of Operations Research (2), 1977: pp. 103-107.
+
+
+    Notes
+    -----
+    The expected problem formulation differs between the top level ``linprog``
+    module and the method specific solvers. The method specific solvers expect a
+    problem in standard form:
+
+    Minimize::
+
+        c @ x
+
+    Subject to::
+
+        A @ x == b
+            x >= 0
+
+    Whereas the top level ``linprog`` module expects a problem of form:
+
+    Minimize::
+
+        c @ x
+
+    Subject to::
+
+        A_ub @ x <= b_ub
+        A_eq @ x == b_eq
+         lb <= x <= ub
+
+    where ``lb = 0`` and ``ub = None`` unless set in ``bounds``.
+
+    The original problem contains equality, upper-bound and variable constraints
+    whereas the method specific solver requires equality constraints and
+    variable non-negativity.
+
+    ``linprog`` module converts the original problem to standard form by
+    converting the simple bounds to upper bound constraints, introducing
+    non-negative slack variables for inequality constraints, and expressing
+    unbounded variables as the difference between two non-negative variables.
+    """
+    _check_unknown_options(unknown_options)
+
+    status = 0
+    messages = {0: "Optimization terminated successfully.",
+                1: "Iteration limit reached.",
+                2: "Optimization failed. Unable to find a feasible"
+                   " starting point.",
+                3: "Optimization failed. The problem appears to be unbounded.",
+                4: "Optimization failed. Singular matrix encountered."}
+
+    n, m = A.shape
+
+    # All constraints must have b >= 0.
+    is_negative_constraint = np.less(b, 0)
+    A[is_negative_constraint] *= -1
+    b[is_negative_constraint] *= -1
+
+    # As all constraints are equality constraints the artificial variables
+    # will also be basic variables.
+    av = np.arange(n) + m
+    basis = av.copy()
+
+    # Format the phase one tableau by adding artificial variables and stacking
+    # the constraints, the objective row and pseudo-objective row.
+    row_constraints = np.hstack((A, np.eye(n), b[:, np.newaxis]))
+    row_objective = np.hstack((c, np.zeros(n), c0))
+    row_pseudo_objective = -row_constraints.sum(axis=0)
+    row_pseudo_objective[av] = 0
+    T = np.vstack((row_constraints, row_objective, row_pseudo_objective))
+
+    nit1, status = _solve_simplex(T, n, basis, callback=callback,
+                                  postsolve_args=postsolve_args,
+                                  maxiter=maxiter, tol=tol, phase=1,
+                                  bland=bland
+                                  )
+    # if pseudo objective is zero, remove the last row from the tableau and
+    # proceed to phase 2
+    nit2 = nit1
+    if abs(T[-1, -1]) < tol:
+        # Remove the pseudo-objective row from the tableau
+        T = T[:-1, :]
+        # Remove the artificial variable columns from the tableau
+        T = np.delete(T, av, 1)
+    else:
+        # Failure to find a feasible starting point
+        status = 2
+        messages[status] = (
+            "Phase 1 of the simplex method failed to find a feasible "
+            "solution. The pseudo-objective function evaluates to {0:.1e} "
+            "which exceeds the required tolerance of {1} for a solution to be "
+            "considered 'close enough' to zero to be a basic solution. "
+            "Consider increasing the tolerance to be greater than {0:.1e}. "
+            "If this tolerance is unacceptably  large the problem may be "
+            "infeasible.".format(abs(T[-1, -1]), tol)
+        )
+
+    if status == 0:
+        # Phase 2
+        nit2, status = _solve_simplex(T, n, basis, callback=callback,
+                                      postsolve_args=postsolve_args,
+                                      maxiter=maxiter, tol=tol, phase=2,
+                                      bland=bland, nit0=nit1
+                                      )
+
+    solution = np.zeros(n + m)
+    solution[basis[:n]] = T[:n, -1]
+    x = solution[:m]
+
+    return x, status, messages[status], int(nit2)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_lsq/common.py

@@ -0,0 +1,733 @@
+"""Functions used by least-squares algorithms."""
+from math import copysign
+
+import numpy as np
+from numpy.linalg import norm
+
+from scipy.linalg import cho_factor, cho_solve, LinAlgError
+from scipy.sparse import issparse
+from scipy.sparse.linalg import LinearOperator, aslinearoperator
+
+
+EPS = np.finfo(float).eps
+
+
+# Functions related to a trust-region problem.
+
+
+def intersect_trust_region(x, s, Delta):
+    """Find the intersection of a line with the boundary of a trust region.
+
+    This function solves the quadratic equation with respect to t
+    ||(x + s*t)||**2 = Delta**2.
+
+    Returns
+    -------
+    t_neg, t_pos : tuple of float
+        Negative and positive roots.
+
+    Raises
+    ------
+    ValueError
+        If `s` is zero or `x` is not within the trust region.
+    """
+    a = np.dot(s, s)
+    if a == 0:
+        raise ValueError("`s` is zero.")
+
+    b = np.dot(x, s)
+
+    c = np.dot(x, x) - Delta**2
+    if c > 0:
+        raise ValueError("`x` is not within the trust region.")
+
+    d = np.sqrt(b*b - a*c)  # Root from one fourth of the discriminant.
+
+    # Computations below avoid loss of significance, see "Numerical Recipes".
+    q = -(b + copysign(d, b))
+    t1 = q / a
+    t2 = c / q
+
+    if t1 < t2:
+        return t1, t2
+    else:
+        return t2, t1
+
+
+def solve_lsq_trust_region(n, m, uf, s, V, Delta, initial_alpha=None,
+                           rtol=0.01, max_iter=10):
+    """Solve a trust-region problem arising in least-squares minimization.
+
+    This function implements a method described by J. J. More [1]_ and used
+    in MINPACK, but it relies on a single SVD of Jacobian instead of series
+    of Cholesky decompositions. Before running this function, compute:
+    ``U, s, VT = svd(J, full_matrices=False)``.
+
+    Parameters
+    ----------
+    n : int
+        Number of variables.
+    m : int
+        Number of residuals.
+    uf : ndarray
+        Computed as U.T.dot(f).
+    s : ndarray
+        Singular values of J.
+    V : ndarray
+        Transpose of VT.
+    Delta : float
+        Radius of a trust region.
+    initial_alpha : float, optional
+        Initial guess for alpha, which might be available from a previous
+        iteration. If None, determined automatically.
+    rtol : float, optional
+        Stopping tolerance for the root-finding procedure. Namely, the
+        solution ``p`` will satisfy ``abs(norm(p) - Delta) < rtol * Delta``.
+    max_iter : int, optional
+        Maximum allowed number of iterations for the root-finding procedure.
+
+    Returns
+    -------
+    p : ndarray, shape (n,)
+        Found solution of a trust-region problem.
+    alpha : float
+        Positive value such that (J.T*J + alpha*I)*p = -J.T*f.
+        Sometimes called Levenberg-Marquardt parameter.
+    n_iter : int
+        Number of iterations made by root-finding procedure. Zero means
+        that Gauss-Newton step was selected as the solution.
+
+    References
+    ----------
+    .. [1] More, J. J., "The Levenberg-Marquardt Algorithm: Implementation
+           and Theory," Numerical Analysis, ed. G. A. Watson, Lecture Notes
+           in Mathematics 630, Springer Verlag, pp. 105-116, 1977.
+    """
+    def phi_and_derivative(alpha, suf, s, Delta):
+        """Function of which to find zero.
+
+        It is defined as "norm of regularized (by alpha) least-squares
+        solution minus `Delta`". Refer to [1]_.
+        """
+        denom = s**2 + alpha
+        p_norm = norm(suf / denom)
+        phi = p_norm - Delta
+        phi_prime = -np.sum(suf ** 2 / denom**3) / p_norm
+        return phi, phi_prime
+
+    suf = s * uf
+
+    # Check if J has full rank and try Gauss-Newton step.
+    if m >= n:
+        threshold = EPS * m * s[0]
+        full_rank = s[-1] > threshold
+    else:
+        full_rank = False
+
+    if full_rank:
+        p = -V.dot(uf / s)
+        if norm(p) <= Delta:
+            return p, 0.0, 0
+
+    alpha_upper = norm(suf) / Delta
+
+    if full_rank:
+        phi, phi_prime = phi_and_derivative(0.0, suf, s, Delta)
+        alpha_lower = -phi / phi_prime
+    else:
+        alpha_lower = 0.0
+
+    if initial_alpha is None or not full_rank and initial_alpha == 0:
+        alpha = max(0.001 * alpha_upper, (alpha_lower * alpha_upper)**0.5)
+    else:
+        alpha = initial_alpha
+
+    for it in range(max_iter):
+        if alpha < alpha_lower or alpha > alpha_upper:
+            alpha = max(0.001 * alpha_upper, (alpha_lower * alpha_upper)**0.5)
+
+        phi, phi_prime = phi_and_derivative(alpha, suf, s, Delta)
+
+        if phi < 0:
+            alpha_upper = alpha
+
+        ratio = phi / phi_prime
+        alpha_lower = max(alpha_lower, alpha - ratio)
+        alpha -= (phi + Delta) * ratio / Delta
+
+        if np.abs(phi) < rtol * Delta:
+            break
+
+    p = -V.dot(suf / (s**2 + alpha))
+
+    # Make the norm of p equal to Delta, p is changed only slightly during
+    # this. It is done to prevent p lie outside the trust region (which can
+    # cause problems later).
+    p *= Delta / norm(p)
+
+    return p, alpha, it + 1
+
+
+def solve_trust_region_2d(B, g, Delta):
+    """Solve a general trust-region problem in 2 dimensions.
+
+    The problem is reformulated as a 4th order algebraic equation,
+    the solution of which is found by numpy.roots.
+
+    Parameters
+    ----------
+    B : ndarray, shape (2, 2)
+        Symmetric matrix, defines a quadratic term of the function.
+    g : ndarray, shape (2,)
+        Defines a linear term of the function.
+    Delta : float
+        Radius of a trust region.
+
+    Returns
+    -------
+    p : ndarray, shape (2,)
+        Found solution.
+    newton_step : bool
+        Whether the returned solution is the Newton step which lies within
+        the trust region.
+    """
+    try:
+        R, lower = cho_factor(B)
+        p = -cho_solve((R, lower), g)
+        if np.dot(p, p) <= Delta**2:
+            return p, True
+    except LinAlgError:
+        pass
+
+    a = B[0, 0] * Delta**2
+    b = B[0, 1] * Delta**2
+    c = B[1, 1] * Delta**2
+
+    d = g[0] * Delta
+    f = g[1] * Delta
+
+    coeffs = np.array(
+        [-b + d, 2 * (a - c + f), 6 * b, 2 * (-a + c + f), -b - d])
+    t = np.roots(coeffs)  # Can handle leading zeros.
+    t = np.real(t[np.isreal(t)])
+
+    p = Delta * np.vstack((2 * t / (1 + t**2), (1 - t**2) / (1 + t**2)))
+    value = 0.5 * np.sum(p * B.dot(p), axis=0) + np.dot(g, p)
+    i = np.argmin(value)
+    p = p[:, i]
+
+    return p, False
+
+
+def update_tr_radius(Delta, actual_reduction, predicted_reduction,
+                     step_norm, bound_hit):
+    """Update the radius of a trust region based on the cost reduction.
+
+    Returns
+    -------
+    Delta : float
+        New radius.
+    ratio : float
+        Ratio between actual and predicted reductions.
+    """
+    if predicted_reduction > 0:
+        ratio = actual_reduction / predicted_reduction
+    elif predicted_reduction == actual_reduction == 0:
+        ratio = 1
+    else:
+        ratio = 0
+
+    if ratio < 0.25:
+        Delta = 0.25 * step_norm
+    elif ratio > 0.75 and bound_hit:
+        Delta *= 2.0
+
+    return Delta, ratio
+
+
+# Construction and minimization of quadratic functions.
+
+
+def build_quadratic_1d(J, g, s, diag=None, s0=None):
+    """Parameterize a multivariate quadratic function along a line.
+
+    The resulting univariate quadratic function is given as follows::
+
+        f(t) = 0.5 * (s0 + s*t).T * (J.T*J + diag) * (s0 + s*t) +
+               g.T * (s0 + s*t)
+
+    Parameters
+    ----------
+    J : ndarray, sparse matrix or LinearOperator shape (m, n)
+        Jacobian matrix, affects the quadratic term.
+    g : ndarray, shape (n,)
+        Gradient, defines the linear term.
+    s : ndarray, shape (n,)
+        Direction vector of a line.
+    diag : None or ndarray with shape (n,), optional
+        Addition diagonal part, affects the quadratic term.
+        If None, assumed to be 0.
+    s0 : None or ndarray with shape (n,), optional
+        Initial point. If None, assumed to be 0.
+
+    Returns
+    -------
+    a : float
+        Coefficient for t**2.
+    b : float
+        Coefficient for t.
+    c : float
+        Free term. Returned only if `s0` is provided.
+    """
+    v = J.dot(s)
+    a = np.dot(v, v)
+    if diag is not None:
+        a += np.dot(s * diag, s)
+    a *= 0.5
+
+    b = np.dot(g, s)
+
+    if s0 is not None:
+        u = J.dot(s0)
+        b += np.dot(u, v)
+        c = 0.5 * np.dot(u, u) + np.dot(g, s0)
+        if diag is not None:
+            b += np.dot(s0 * diag, s)
+            c += 0.5 * np.dot(s0 * diag, s0)
+        return a, b, c
+    else:
+        return a, b
+
+
+def minimize_quadratic_1d(a, b, lb, ub, c=0):
+    """Minimize a 1-D quadratic function subject to bounds.
+
+    The free term `c` is 0 by default. Bounds must be finite.
+
+    Returns
+    -------
+    t : float
+        Minimum point.
+    y : float
+        Minimum value.
+    """
+    t = [lb, ub]
+    if a != 0:
+        extremum = -0.5 * b / a
+        if lb < extremum < ub:
+            t.append(extremum)
+    t = np.asarray(t)
+    y = t * (a * t + b) + c
+    min_index = np.argmin(y)
+    return t[min_index], y[min_index]
+
+
+def evaluate_quadratic(J, g, s, diag=None):
+    """Compute values of a quadratic function arising in least squares.
+
+    The function is 0.5 * s.T * (J.T * J + diag) * s + g.T * s.
+
+    Parameters
+    ----------
+    J : ndarray, sparse matrix or LinearOperator, shape (m, n)
+        Jacobian matrix, affects the quadratic term.
+    g : ndarray, shape (n,)
+        Gradient, defines the linear term.
+    s : ndarray, shape (k, n) or (n,)
+        Array containing steps as rows.
+    diag : ndarray, shape (n,), optional
+        Addition diagonal part, affects the quadratic term.
+        If None, assumed to be 0.
+
+    Returns
+    -------
+    values : ndarray with shape (k,) or float
+        Values of the function. If `s` was 2-D, then ndarray is
+        returned, otherwise, float is returned.
+    """
+    if s.ndim == 1:
+        Js = J.dot(s)
+        q = np.dot(Js, Js)
+        if diag is not None:
+            q += np.dot(s * diag, s)
+    else:
+        Js = J.dot(s.T)
+        q = np.sum(Js**2, axis=0)
+        if diag is not None:
+            q += np.sum(diag * s**2, axis=1)
+
+    l = np.dot(s, g)
+
+    return 0.5 * q + l
+
+
+# Utility functions to work with bound constraints.
+
+
+def in_bounds(x, lb, ub):
+    """Check if a point lies within bounds."""
+    return np.all((x >= lb) & (x <= ub))
+
+
+def step_size_to_bound(x, s, lb, ub):
+    """Compute a min_step size required to reach a bound.
+
+    The function computes a positive scalar t, such that x + s * t is on
+    the bound.
+
+    Returns
+    -------
+    step : float
+        Computed step. Non-negative value.
+    hits : ndarray of int with shape of x
+        Each element indicates whether a corresponding variable reaches the
+        bound:
+
+             *  0 - the bound was not hit.
+             * -1 - the lower bound was hit.
+             *  1 - the upper bound was hit.
+    """
+    non_zero = np.nonzero(s)
+    s_non_zero = s[non_zero]
+    steps = np.empty_like(x)
+    steps.fill(np.inf)
+    with np.errstate(over='ignore'):
+        steps[non_zero] = np.maximum((lb - x)[non_zero] / s_non_zero,
+                                     (ub - x)[non_zero] / s_non_zero)
+    min_step = np.min(steps)
+    return min_step, np.equal(steps, min_step) * np.sign(s).astype(int)
+
+
+def find_active_constraints(x, lb, ub, rtol=1e-10):
+    """Determine which constraints are active in a given point.
+
+    The threshold is computed using `rtol` and the absolute value of the
+    closest bound.
+
+    Returns
+    -------
+    active : ndarray of int with shape of x
+        Each component shows whether the corresponding constraint is active:
+
+             *  0 - a constraint is not active.
+             * -1 - a lower bound is active.
+             *  1 - a upper bound is active.
+    """
+    active = np.zeros_like(x, dtype=int)
+
+    if rtol == 0:
+        active[x <= lb] = -1
+        active[x >= ub] = 1
+        return active
+
+    lower_dist = x - lb
+    upper_dist = ub - x
+
+    lower_threshold = rtol * np.maximum(1, np.abs(lb))
+    upper_threshold = rtol * np.maximum(1, np.abs(ub))
+
+    lower_active = (np.isfinite(lb) &
+                    (lower_dist <= np.minimum(upper_dist, lower_threshold)))
+    active[lower_active] = -1
+
+    upper_active = (np.isfinite(ub) &
+                    (upper_dist <= np.minimum(lower_dist, upper_threshold)))
+    active[upper_active] = 1
+
+    return active
+
+
+def make_strictly_feasible(x, lb, ub, rstep=1e-10):
+    """Shift a point to the interior of a feasible region.
+
+    Each element of the returned vector is at least at a relative distance
+    `rstep` from the closest bound. If ``rstep=0`` then `np.nextafter` is used.
+    """
+    x_new = x.copy()
+
+    active = find_active_constraints(x, lb, ub, rstep)
+    lower_mask = np.equal(active, -1)
+    upper_mask = np.equal(active, 1)
+
+    if rstep == 0:
+        x_new[lower_mask] = np.nextafter(lb[lower_mask], ub[lower_mask])
+        x_new[upper_mask] = np.nextafter(ub[upper_mask], lb[upper_mask])
+    else:
+        x_new[lower_mask] = (lb[lower_mask] +
+                             rstep * np.maximum(1, np.abs(lb[lower_mask])))
+        x_new[upper_mask] = (ub[upper_mask] -
+                             rstep * np.maximum(1, np.abs(ub[upper_mask])))
+
+    tight_bounds = (x_new < lb) | (x_new > ub)
+    x_new[tight_bounds] = 0.5 * (lb[tight_bounds] + ub[tight_bounds])
+
+    return x_new
+
+
+def CL_scaling_vector(x, g, lb, ub):
+    """Compute Coleman-Li scaling vector and its derivatives.
+
+    Components of a vector v are defined as follows::
+
+               | ub[i] - x[i], if g[i] < 0 and ub[i] < np.inf
+        v[i] = | x[i] - lb[i], if g[i] > 0 and lb[i] > -np.inf
+               | 1,           otherwise
+
+    According to this definition v[i] >= 0 for all i. It differs from the
+    definition in paper [1]_ (eq. (2.2)), where the absolute value of v is
+    used. Both definitions are equivalent down the line.
+    Derivatives of v with respect to x take value 1, -1 or 0 depending on a
+    case.
+
+    Returns
+    -------
+    v : ndarray with shape of x
+        Scaling vector.
+    dv : ndarray with shape of x
+        Derivatives of v[i] with respect to x[i], diagonal elements of v's
+        Jacobian.
+
+    References
+    ----------
+    .. [1] M.A. Branch, T.F. Coleman, and Y. Li, "A Subspace, Interior,
+           and Conjugate Gradient Method for Large-Scale Bound-Constrained
+           Minimization Problems," SIAM Journal on Scientific Computing,
+           Vol. 21, Number 1, pp 1-23, 1999.
+    """
+    v = np.ones_like(x)
+    dv = np.zeros_like(x)
+
+    mask = (g < 0) & np.isfinite(ub)
+    v[mask] = ub[mask] - x[mask]
+    dv[mask] = -1
+
+    mask = (g > 0) & np.isfinite(lb)
+    v[mask] = x[mask] - lb[mask]
+    dv[mask] = 1
+
+    return v, dv
+
+
+def reflective_transformation(y, lb, ub):
+    """Compute reflective transformation and its gradient."""
+    if in_bounds(y, lb, ub):
+        return y, np.ones_like(y)
+
+    lb_finite = np.isfinite(lb)
+    ub_finite = np.isfinite(ub)
+
+    x = y.copy()
+    g_negative = np.zeros_like(y, dtype=bool)
+
+    mask = lb_finite & ~ub_finite
+    x[mask] = np.maximum(y[mask], 2 * lb[mask] - y[mask])
+    g_negative[mask] = y[mask] < lb[mask]
+
+    mask = ~lb_finite & ub_finite
+    x[mask] = np.minimum(y[mask], 2 * ub[mask] - y[mask])
+    g_negative[mask] = y[mask] > ub[mask]
+
+    mask = lb_finite & ub_finite
+    d = ub - lb
+    t = np.remainder(y[mask] - lb[mask], 2 * d[mask])
+    x[mask] = lb[mask] + np.minimum(t, 2 * d[mask] - t)
+    g_negative[mask] = t > d[mask]
+
+    g = np.ones_like(y)
+    g[g_negative] = -1
+
+    return x, g
+
+
+# Functions to display algorithm's progress.
+
+
+def print_header_nonlinear():
+    print("{:^15}{:^15}{:^15}{:^15}{:^15}{:^15}"
+          .format("Iteration", "Total nfev", "Cost", "Cost reduction",
+                  "Step norm", "Optimality"))
+
+
+def print_iteration_nonlinear(iteration, nfev, cost, cost_reduction,
+                              step_norm, optimality):
+    if cost_reduction is None:
+        cost_reduction = " " * 15
+    else:
+        cost_reduction = f"{cost_reduction:^15.2e}"
+
+    if step_norm is None:
+        step_norm = " " * 15
+    else:
+        step_norm = f"{step_norm:^15.2e}"
+
+    print("{:^15}{:^15}{:^15.4e}{}{}{:^15.2e}"
+          .format(iteration, nfev, cost, cost_reduction,
+                  step_norm, optimality))
+
+
+def print_header_linear():
+    print("{:^15}{:^15}{:^15}{:^15}{:^15}"
+          .format("Iteration", "Cost", "Cost reduction", "Step norm",
+                  "Optimality"))
+
+
+def print_iteration_linear(iteration, cost, cost_reduction, step_norm,
+                           optimality):
+    if cost_reduction is None:
+        cost_reduction = " " * 15
+    else:
+        cost_reduction = f"{cost_reduction:^15.2e}"
+
+    if step_norm is None:
+        step_norm = " " * 15
+    else:
+        step_norm = f"{step_norm:^15.2e}"
+
+    print(f"{iteration:^15}{cost:^15.4e}{cost_reduction}{step_norm}{optimality:^15.2e}")
+
+
+# Simple helper functions.
+
+
+def compute_grad(J, f):
+    """Compute gradient of the least-squares cost function."""
+    if isinstance(J, LinearOperator):
+        return J.rmatvec(f)
+    else:
+        return J.T.dot(f)
+
+
+def compute_jac_scale(J, scale_inv_old=None):
+    """Compute variables scale based on the Jacobian matrix."""
+    if issparse(J):
+        scale_inv = np.asarray(J.power(2).sum(axis=0)).ravel()**0.5
+    else:
+        scale_inv = np.sum(J**2, axis=0)**0.5
+
+    if scale_inv_old is None:
+        scale_inv[scale_inv == 0] = 1
+    else:
+        scale_inv = np.maximum(scale_inv, scale_inv_old)
+
+    return 1 / scale_inv, scale_inv
+
+
+def left_multiplied_operator(J, d):
+    """Return diag(d) J as LinearOperator."""
+    J = aslinearoperator(J)
+
+    def matvec(x):
+        return d * J.matvec(x)
+
+    def matmat(X):
+        return d[:, np.newaxis] * J.matmat(X)
+
+    def rmatvec(x):
+        return J.rmatvec(x.ravel() * d)
+
+    return LinearOperator(J.shape, matvec=matvec, matmat=matmat,
+                          rmatvec=rmatvec)
+
+
+def right_multiplied_operator(J, d):
+    """Return J diag(d) as LinearOperator."""
+    J = aslinearoperator(J)
+
+    def matvec(x):
+        return J.matvec(np.ravel(x) * d)
+
+    def matmat(X):
+        return J.matmat(X * d[:, np.newaxis])
+
+    def rmatvec(x):
+        return d * J.rmatvec(x)
+
+    return LinearOperator(J.shape, matvec=matvec, matmat=matmat,
+                          rmatvec=rmatvec)
+
+
+def regularized_lsq_operator(J, diag):
+    """Return a matrix arising in regularized least squares as LinearOperator.
+
+    The matrix is
+        [ J ]
+        [ D ]
+    where D is diagonal matrix with elements from `diag`.
+    """
+    J = aslinearoperator(J)
+    m, n = J.shape
+
+    def matvec(x):
+        return np.hstack((J.matvec(x), diag * x))
+
+    def rmatvec(x):
+        x1 = x[:m]
+        x2 = x[m:]
+        return J.rmatvec(x1) + diag * x2
+
+    return LinearOperator((m + n, n), matvec=matvec, rmatvec=rmatvec)
+
+
+def right_multiply(J, d, copy=True):
+    """Compute J diag(d).
+
+    If `copy` is False, `J` is modified in place (unless being LinearOperator).
+    """
+    if copy and not isinstance(J, LinearOperator):
+        J = J.copy()
+
+    if issparse(J):
+        J.data *= d.take(J.indices, mode='clip')  # scikit-learn recipe.
+    elif isinstance(J, LinearOperator):
+        J = right_multiplied_operator(J, d)
+    else:
+        J *= d
+
+    return J
+
+
+def left_multiply(J, d, copy=True):
+    """Compute diag(d) J.
+
+    If `copy` is False, `J` is modified in place (unless being LinearOperator).
+    """
+    if copy and not isinstance(J, LinearOperator):
+        J = J.copy()
+
+    if issparse(J):
+        J.data *= np.repeat(d, np.diff(J.indptr))  # scikit-learn recipe.
+    elif isinstance(J, LinearOperator):
+        J = left_multiplied_operator(J, d)
+    else:
+        J *= d[:, np.newaxis]
+
+    return J
+
+
+def check_termination(dF, F, dx_norm, x_norm, ratio, ftol, xtol):
+    """Check termination condition for nonlinear least squares."""
+    ftol_satisfied = dF < ftol * F and ratio > 0.25
+    xtol_satisfied = dx_norm < xtol * (xtol + x_norm)
+
+    if ftol_satisfied and xtol_satisfied:
+        return 4
+    elif ftol_satisfied:
+        return 2
+    elif xtol_satisfied:
+        return 3
+    else:
+        return None
+
+
+def scale_for_robust_loss_function(J, f, rho):
+    """Scale Jacobian and residuals for a robust loss function.
+
+    Arrays are modified in place.
+    """
+    J_scale = rho[1] + 2 * rho[2] * f**2
+    J_scale[J_scale < EPS] = EPS
+    J_scale **= 0.5
+
+    f *= rho[1] / J_scale
+
+    return left_multiply(J, J_scale, copy=False), f

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_lsq/dogbox.py

@@ -0,0 +1,331 @@
+"""
+Dogleg algorithm with rectangular trust regions for least-squares minimization.
+
+The description of the algorithm can be found in [Voglis]_. The algorithm does
+trust-region iterations, but the shape of trust regions is rectangular as
+opposed to conventional elliptical. The intersection of a trust region and
+an initial feasible region is again some rectangle. Thus, on each iteration a
+bound-constrained quadratic optimization problem is solved.
+
+A quadratic problem is solved by well-known dogleg approach, where the
+function is minimized along piecewise-linear "dogleg" path [NumOpt]_,
+Chapter 4. If Jacobian is not rank-deficient then the function is decreasing
+along this path, and optimization amounts to simply following along this
+path as long as a point stays within the bounds. A constrained Cauchy step
+(along the anti-gradient) is considered for safety in rank deficient cases,
+in this situations the convergence might be slow.
+
+If during iterations some variable hit the initial bound and the component
+of anti-gradient points outside the feasible region, then a next dogleg step
+won't make any progress. At this state such variables satisfy first-order
+optimality conditions and they are excluded before computing a next dogleg
+step.
+
+Gauss-Newton step can be computed exactly by `numpy.linalg.lstsq` (for dense
+Jacobian matrices) or by iterative procedure `scipy.sparse.linalg.lsmr` (for
+dense and sparse matrices, or Jacobian being LinearOperator). The second
+option allows to solve very large problems (up to couple of millions of
+residuals on a regular PC), provided the Jacobian matrix is sufficiently
+sparse. But note that dogbox is not very good for solving problems with
+large number of constraints, because of variables exclusion-inclusion on each
+iteration (a required number of function evaluations might be high or accuracy
+of a solution will be poor), thus its large-scale usage is probably limited
+to unconstrained problems.
+
+References
+----------
+.. [Voglis] C. Voglis and I. E. Lagaris, "A Rectangular Trust Region Dogleg
+            Approach for Unconstrained and Bound Constrained Nonlinear
+            Optimization", WSEAS International Conference on Applied
+            Mathematics, Corfu, Greece, 2004.
+.. [NumOpt] J. Nocedal and S. J. Wright, "Numerical optimization, 2nd edition".
+"""
+import numpy as np
+from numpy.linalg import lstsq, norm
+
+from scipy.sparse.linalg import LinearOperator, aslinearoperator, lsmr
+from scipy.optimize import OptimizeResult
+
+from .common import (
+    step_size_to_bound, in_bounds, update_tr_radius, evaluate_quadratic,
+    build_quadratic_1d, minimize_quadratic_1d, compute_grad,
+    compute_jac_scale, check_termination, scale_for_robust_loss_function,
+    print_header_nonlinear, print_iteration_nonlinear)
+
+
+def lsmr_operator(Jop, d, active_set):
+    """Compute LinearOperator to use in LSMR by dogbox algorithm.
+
+    `active_set` mask is used to excluded active variables from computations
+    of matrix-vector products.
+    """
+    m, n = Jop.shape
+
+    def matvec(x):
+        x_free = x.ravel().copy()
+        x_free[active_set] = 0
+        return Jop.matvec(x * d)
+
+    def rmatvec(x):
+        r = d * Jop.rmatvec(x)
+        r[active_set] = 0
+        return r
+
+    return LinearOperator((m, n), matvec=matvec, rmatvec=rmatvec, dtype=float)
+
+
+def find_intersection(x, tr_bounds, lb, ub):
+    """Find intersection of trust-region bounds and initial bounds.
+
+    Returns
+    -------
+    lb_total, ub_total : ndarray with shape of x
+        Lower and upper bounds of the intersection region.
+    orig_l, orig_u : ndarray of bool with shape of x
+        True means that an original bound is taken as a corresponding bound
+        in the intersection region.
+    tr_l, tr_u : ndarray of bool with shape of x
+        True means that a trust-region bound is taken as a corresponding bound
+        in the intersection region.
+    """
+    lb_centered = lb - x
+    ub_centered = ub - x
+
+    lb_total = np.maximum(lb_centered, -tr_bounds)
+    ub_total = np.minimum(ub_centered, tr_bounds)
+
+    orig_l = np.equal(lb_total, lb_centered)
+    orig_u = np.equal(ub_total, ub_centered)
+
+    tr_l = np.equal(lb_total, -tr_bounds)
+    tr_u = np.equal(ub_total, tr_bounds)
+
+    return lb_total, ub_total, orig_l, orig_u, tr_l, tr_u
+
+
+def dogleg_step(x, newton_step, g, a, b, tr_bounds, lb, ub):
+    """Find dogleg step in a rectangular region.
+
+    Returns
+    -------
+    step : ndarray, shape (n,)
+        Computed dogleg step.
+    bound_hits : ndarray of int, shape (n,)
+        Each component shows whether a corresponding variable hits the
+        initial bound after the step is taken:
+            *  0 - a variable doesn't hit the bound.
+            * -1 - lower bound is hit.
+            *  1 - upper bound is hit.
+    tr_hit : bool
+        Whether the step hit the boundary of the trust-region.
+    """
+    lb_total, ub_total, orig_l, orig_u, tr_l, tr_u = find_intersection(
+        x, tr_bounds, lb, ub
+    )
+    bound_hits = np.zeros_like(x, dtype=int)
+
+    if in_bounds(newton_step, lb_total, ub_total):
+        return newton_step, bound_hits, False
+
+    to_bounds, _ = step_size_to_bound(np.zeros_like(x), -g, lb_total, ub_total)
+
+    # The classical dogleg algorithm would check if Cauchy step fits into
+    # the bounds, and just return it constrained version if not. But in a
+    # rectangular trust region it makes sense to try to improve constrained
+    # Cauchy step too. Thus, we don't distinguish these two cases.
+
+    cauchy_step = -minimize_quadratic_1d(a, b, 0, to_bounds)[0] * g
+
+    step_diff = newton_step - cauchy_step
+    step_size, hits = step_size_to_bound(cauchy_step, step_diff,
+                                         lb_total, ub_total)
+    bound_hits[(hits < 0) & orig_l] = -1
+    bound_hits[(hits > 0) & orig_u] = 1
+    tr_hit = np.any((hits < 0) & tr_l | (hits > 0) & tr_u)
+
+    return cauchy_step + step_size * step_diff, bound_hits, tr_hit
+
+
+def dogbox(fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev, x_scale,
+           loss_function, tr_solver, tr_options, verbose):
+    f = f0
+    f_true = f.copy()
+    nfev = 1
+
+    J = J0
+    njev = 1
+
+    if loss_function is not None:
+        rho = loss_function(f)
+        cost = 0.5 * np.sum(rho[0])
+        J, f = scale_for_robust_loss_function(J, f, rho)
+    else:
+        cost = 0.5 * np.dot(f, f)
+
+    g = compute_grad(J, f)
+
+    jac_scale = isinstance(x_scale, str) and x_scale == 'jac'
+    if jac_scale:
+        scale, scale_inv = compute_jac_scale(J)
+    else:
+        scale, scale_inv = x_scale, 1 / x_scale
+
+    Delta = norm(x0 * scale_inv, ord=np.inf)
+    if Delta == 0:
+        Delta = 1.0
+
+    on_bound = np.zeros_like(x0, dtype=int)
+    on_bound[np.equal(x0, lb)] = -1
+    on_bound[np.equal(x0, ub)] = 1
+
+    x = x0
+    step = np.empty_like(x0)
+
+    if max_nfev is None:
+        max_nfev = x0.size * 100
+
+    termination_status = None
+    iteration = 0
+    step_norm = None
+    actual_reduction = None
+
+    if verbose == 2:
+        print_header_nonlinear()
+
+    while True:
+        active_set = on_bound * g < 0
+        free_set = ~active_set
+
+        g_free = g[free_set]
+        g_full = g.copy()
+        g[active_set] = 0
+
+        g_norm = norm(g, ord=np.inf)
+        if g_norm < gtol:
+            termination_status = 1
+
+        if verbose == 2:
+            print_iteration_nonlinear(iteration, nfev, cost, actual_reduction,
+                                      step_norm, g_norm)
+
+        if termination_status is not None or nfev == max_nfev:
+            break
+
+        x_free = x[free_set]
+        lb_free = lb[free_set]
+        ub_free = ub[free_set]
+        scale_free = scale[free_set]
+
+        # Compute (Gauss-)Newton and build quadratic model for Cauchy step.
+        if tr_solver == 'exact':
+            J_free = J[:, free_set]
+            newton_step = lstsq(J_free, -f, rcond=-1)[0]
+
+            # Coefficients for the quadratic model along the anti-gradient.
+            a, b = build_quadratic_1d(J_free, g_free, -g_free)
+        elif tr_solver == 'lsmr':
+            Jop = aslinearoperator(J)
+
+            # We compute lsmr step in scaled variables and then
+            # transform back to normal variables, if lsmr would give exact lsq
+            # solution, this would be equivalent to not doing any
+            # transformations, but from experience it's better this way.
+
+            # We pass active_set to make computations as if we selected
+            # the free subset of J columns, but without actually doing any
+            # slicing, which is expensive for sparse matrices and impossible
+            # for LinearOperator.
+
+            lsmr_op = lsmr_operator(Jop, scale, active_set)
+            newton_step = -lsmr(lsmr_op, f, **tr_options)[0][free_set]
+            newton_step *= scale_free
+
+            # Components of g for active variables were zeroed, so this call
+            # is correct and equivalent to using J_free and g_free.
+            a, b = build_quadratic_1d(Jop, g, -g)
+
+        actual_reduction = -1.0
+        while actual_reduction <= 0 and nfev < max_nfev:
+            tr_bounds = Delta * scale_free
+
+            step_free, on_bound_free, tr_hit = dogleg_step(
+                x_free, newton_step, g_free, a, b, tr_bounds, lb_free, ub_free)
+
+            step.fill(0.0)
+            step[free_set] = step_free
+
+            if tr_solver == 'exact':
+                predicted_reduction = -evaluate_quadratic(J_free, g_free,
+                                                          step_free)
+            elif tr_solver == 'lsmr':
+                predicted_reduction = -evaluate_quadratic(Jop, g, step)
+
+            # gh11403 ensure that solution is fully within bounds.
+            x_new = np.clip(x + step, lb, ub)
+
+            f_new = fun(x_new)
+            nfev += 1
+
+            step_h_norm = norm(step * scale_inv, ord=np.inf)
+
+            if not np.all(np.isfinite(f_new)):
+                Delta = 0.25 * step_h_norm
+                continue
+
+            # Usual trust-region step quality estimation.
+            if loss_function is not None:
+                cost_new = loss_function(f_new, cost_only=True)
+            else:
+                cost_new = 0.5 * np.dot(f_new, f_new)
+            actual_reduction = cost - cost_new
+
+            Delta, ratio = update_tr_radius(
+                Delta, actual_reduction, predicted_reduction,
+                step_h_norm, tr_hit
+            )
+
+            step_norm = norm(step)
+            termination_status = check_termination(
+                actual_reduction, cost, step_norm, norm(x), ratio, ftol, xtol)
+
+            if termination_status is not None:
+                break
+
+        if actual_reduction > 0:
+            on_bound[free_set] = on_bound_free
+
+            x = x_new
+            # Set variables exactly at the boundary.
+            mask = on_bound == -1
+            x[mask] = lb[mask]
+            mask = on_bound == 1
+            x[mask] = ub[mask]
+
+            f = f_new
+            f_true = f.copy()
+
+            cost = cost_new
+
+            J = jac(x, f)
+            njev += 1
+
+            if loss_function is not None:
+                rho = loss_function(f)
+                J, f = scale_for_robust_loss_function(J, f, rho)
+
+            g = compute_grad(J, f)
+
+            if jac_scale:
+                scale, scale_inv = compute_jac_scale(J, scale_inv)
+        else:
+            step_norm = 0
+            actual_reduction = 0
+
+        iteration += 1
+
+    if termination_status is None:
+        termination_status = 0
+
+    return OptimizeResult(
+        x=x, cost=cost, fun=f_true, jac=J, grad=g_full, optimality=g_norm,
+        active_mask=on_bound, nfev=nfev, njev=njev, status=termination_status)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_lsq/least_squares.py

@@ -0,0 +1,967 @@
+"""Generic interface for least-squares minimization."""
+from warnings import warn
+
+import numpy as np
+from numpy.linalg import norm
+
+from scipy.sparse import issparse
+from scipy.sparse.linalg import LinearOperator
+from scipy.optimize import _minpack, OptimizeResult
+from scipy.optimize._numdiff import approx_derivative, group_columns
+from scipy.optimize._minimize import Bounds
+
+from .trf import trf
+from .dogbox import dogbox
+from .common import EPS, in_bounds, make_strictly_feasible
+
+
+TERMINATION_MESSAGES = {
+    -1: "Improper input parameters status returned from `leastsq`",
+    0: "The maximum number of function evaluations is exceeded.",
+    1: "`gtol` termination condition is satisfied.",
+    2: "`ftol` termination condition is satisfied.",
+    3: "`xtol` termination condition is satisfied.",
+    4: "Both `ftol` and `xtol` termination conditions are satisfied."
+}
+
+
+FROM_MINPACK_TO_COMMON = {
+    0: -1,  # Improper input parameters from MINPACK.
+    1: 2,
+    2: 3,
+    3: 4,
+    4: 1,
+    5: 0
+    # There are 6, 7, 8 for too small tolerance parameters,
+    # but we guard against it by checking ftol, xtol, gtol beforehand.
+}
+
+
+def call_minpack(fun, x0, jac, ftol, xtol, gtol, max_nfev, x_scale, diff_step):
+    n = x0.size
+
+    if diff_step is None:
+        epsfcn = EPS
+    else:
+        epsfcn = diff_step**2
+
+    # Compute MINPACK's `diag`, which is inverse of our `x_scale` and
+    # ``x_scale='jac'`` corresponds to ``diag=None``.
+    if isinstance(x_scale, str) and x_scale == 'jac':
+        diag = None
+    else:
+        diag = 1 / x_scale
+
+    full_output = True
+    col_deriv = False
+    factor = 100.0
+
+    if jac is None:
+        if max_nfev is None:
+            # n squared to account for Jacobian evaluations.
+            max_nfev = 100 * n * (n + 1)
+        x, info, status = _minpack._lmdif(
+            fun, x0, (), full_output, ftol, xtol, gtol,
+            max_nfev, epsfcn, factor, diag)
+    else:
+        if max_nfev is None:
+            max_nfev = 100 * n
+        x, info, status = _minpack._lmder(
+            fun, jac, x0, (), full_output, col_deriv,
+            ftol, xtol, gtol, max_nfev, factor, diag)
+
+    f = info['fvec']
+
+    if callable(jac):
+        J = jac(x)
+    else:
+        J = np.atleast_2d(approx_derivative(fun, x))
+
+    cost = 0.5 * np.dot(f, f)
+    g = J.T.dot(f)
+    g_norm = norm(g, ord=np.inf)
+
+    nfev = info['nfev']
+    njev = info.get('njev', None)
+
+    status = FROM_MINPACK_TO_COMMON[status]
+    active_mask = np.zeros_like(x0, dtype=int)
+
+    return OptimizeResult(
+        x=x, cost=cost, fun=f, jac=J, grad=g, optimality=g_norm,
+        active_mask=active_mask, nfev=nfev, njev=njev, status=status)
+
+
+def prepare_bounds(bounds, n):
+    lb, ub = (np.asarray(b, dtype=float) for b in bounds)
+    if lb.ndim == 0:
+        lb = np.resize(lb, n)
+
+    if ub.ndim == 0:
+        ub = np.resize(ub, n)
+
+    return lb, ub
+
+
+def check_tolerance(ftol, xtol, gtol, method):
+    def check(tol, name):
+        if tol is None:
+            tol = 0
+        elif tol < EPS:
+            warn(f"Setting `{name}` below the machine epsilon ({EPS:.2e}) effectively "
+                 f"disables the corresponding termination condition.",
+                 stacklevel=3)
+        return tol
+
+    ftol = check(ftol, "ftol")
+    xtol = check(xtol, "xtol")
+    gtol = check(gtol, "gtol")
+
+    if method == "lm" and (ftol < EPS or xtol < EPS or gtol < EPS):
+        raise ValueError("All tolerances must be higher than machine epsilon "
+                         f"({EPS:.2e}) for method 'lm'.")
+    elif ftol < EPS and xtol < EPS and gtol < EPS:
+        raise ValueError("At least one of the tolerances must be higher than "
+                         f"machine epsilon ({EPS:.2e}).")
+
+    return ftol, xtol, gtol
+
+
+def check_x_scale(x_scale, x0):
+    if isinstance(x_scale, str) and x_scale == 'jac':
+        return x_scale
+
+    try:
+        x_scale = np.asarray(x_scale, dtype=float)
+        valid = np.all(np.isfinite(x_scale)) and np.all(x_scale > 0)
+    except (ValueError, TypeError):
+        valid = False
+
+    if not valid:
+        raise ValueError("`x_scale` must be 'jac' or array_like with "
+                         "positive numbers.")
+
+    if x_scale.ndim == 0:
+        x_scale = np.resize(x_scale, x0.shape)
+
+    if x_scale.shape != x0.shape:
+        raise ValueError("Inconsistent shapes between `x_scale` and `x0`.")
+
+    return x_scale
+
+
+def check_jac_sparsity(jac_sparsity, m, n):
+    if jac_sparsity is None:
+        return None
+
+    if not issparse(jac_sparsity):
+        jac_sparsity = np.atleast_2d(jac_sparsity)
+
+    if jac_sparsity.shape != (m, n):
+        raise ValueError("`jac_sparsity` has wrong shape.")
+
+    return jac_sparsity, group_columns(jac_sparsity)
+
+
+# Loss functions.
+
+
+def huber(z, rho, cost_only):
+    mask = z <= 1
+    rho[0, mask] = z[mask]
+    rho[0, ~mask] = 2 * z[~mask]**0.5 - 1
+    if cost_only:
+        return
+    rho[1, mask] = 1
+    rho[1, ~mask] = z[~mask]**-0.5
+    rho[2, mask] = 0
+    rho[2, ~mask] = -0.5 * z[~mask]**-1.5
+
+
+def soft_l1(z, rho, cost_only):
+    t = 1 + z
+    rho[0] = 2 * (t**0.5 - 1)
+    if cost_only:
+        return
+    rho[1] = t**-0.5
+    rho[2] = -0.5 * t**-1.5
+
+
+def cauchy(z, rho, cost_only):
+    rho[0] = np.log1p(z)
+    if cost_only:
+        return
+    t = 1 + z
+    rho[1] = 1 / t
+    rho[2] = -1 / t**2
+
+
+def arctan(z, rho, cost_only):
+    rho[0] = np.arctan(z)
+    if cost_only:
+        return
+    t = 1 + z**2
+    rho[1] = 1 / t
+    rho[2] = -2 * z / t**2
+
+
+IMPLEMENTED_LOSSES = dict(linear=None, huber=huber, soft_l1=soft_l1,
+                          cauchy=cauchy, arctan=arctan)
+
+
+def construct_loss_function(m, loss, f_scale):
+    if loss == 'linear':
+        return None
+
+    if not callable(loss):
+        loss = IMPLEMENTED_LOSSES[loss]
+        rho = np.empty((3, m))
+
+        def loss_function(f, cost_only=False):
+            z = (f / f_scale) ** 2
+            loss(z, rho, cost_only=cost_only)
+            if cost_only:
+                return 0.5 * f_scale ** 2 * np.sum(rho[0])
+            rho[0] *= f_scale ** 2
+            rho[2] /= f_scale ** 2
+            return rho
+    else:
+        def loss_function(f, cost_only=False):
+            z = (f / f_scale) ** 2
+            rho = loss(z)
+            if cost_only:
+                return 0.5 * f_scale ** 2 * np.sum(rho[0])
+            rho[0] *= f_scale ** 2
+            rho[2] /= f_scale ** 2
+            return rho
+
+    return loss_function
+
+
+def least_squares(
+        fun, x0, jac='2-point', bounds=(-np.inf, np.inf), method='trf',
+        ftol=1e-8, xtol=1e-8, gtol=1e-8, x_scale=1.0, loss='linear',
+        f_scale=1.0, diff_step=None, tr_solver=None, tr_options={},
+        jac_sparsity=None, max_nfev=None, verbose=0, args=(), kwargs={}):
+    """Solve a nonlinear least-squares problem with bounds on the variables.
+
+    Given the residuals f(x) (an m-D real function of n real
+    variables) and the loss function rho(s) (a scalar function), `least_squares`
+    finds a local minimum of the cost function F(x)::
+
+        minimize F(x) = 0.5 * sum(rho(f_i(x)**2), i = 0, ..., m - 1)
+        subject to lb <= x <= ub
+
+    The purpose of the loss function rho(s) is to reduce the influence of
+    outliers on the solution.
+
+    Parameters
+    ----------
+    fun : callable
+        Function which computes the vector of residuals, with the signature
+        ``fun(x, *args, **kwargs)``, i.e., the minimization proceeds with
+        respect to its first argument. The argument ``x`` passed to this
+        function is an ndarray of shape (n,) (never a scalar, even for n=1).
+        It must allocate and return a 1-D array_like of shape (m,) or a scalar.
+        If the argument ``x`` is complex or the function ``fun`` returns
+        complex residuals, it must be wrapped in a real function of real
+        arguments, as shown at the end of the Examples section.
+    x0 : array_like with shape (n,) or float
+        Initial guess on independent variables. If float, it will be treated
+        as a 1-D array with one element. When `method` is 'trf', the initial
+        guess might be slightly adjusted to lie sufficiently within the given
+        `bounds`.
+    jac : {'2-point', '3-point', 'cs', callable}, optional
+        Method of computing the Jacobian matrix (an m-by-n matrix, where
+        element (i, j) is the partial derivative of f[i] with respect to
+        x[j]). The keywords select a finite difference scheme for numerical
+        estimation. The scheme '3-point' is more accurate, but requires
+        twice as many operations as '2-point' (default). The scheme 'cs'
+        uses complex steps, and while potentially the most accurate, it is
+        applicable only when `fun` correctly handles complex inputs and
+        can be analytically continued to the complex plane. Method 'lm'
+        always uses the '2-point' scheme. If callable, it is used as
+        ``jac(x, *args, **kwargs)`` and should return a good approximation
+        (or the exact value) for the Jacobian as an array_like (np.atleast_2d
+        is applied), a sparse matrix (csr_matrix preferred for performance) or
+        a `scipy.sparse.linalg.LinearOperator`.
+    bounds : 2-tuple of array_like or `Bounds`, optional
+        There are two ways to specify bounds:
+
+            1. Instance of `Bounds` class
+            2. Lower and upper bounds on independent variables. Defaults to no
+               bounds. Each array must match the size of `x0` or be a scalar,
+               in the latter case a bound will be the same for all variables.
+               Use ``np.inf`` with an appropriate sign to disable bounds on all
+               or some variables.
+    method : {'trf', 'dogbox', 'lm'}, optional
+        Algorithm to perform minimization.
+
+            * 'trf' : Trust Region Reflective algorithm, particularly suitable
+              for large sparse problems with bounds. Generally robust method.
+            * 'dogbox' : dogleg algorithm with rectangular trust regions,
+              typical use case is small problems with bounds. Not recommended
+              for problems with rank-deficient Jacobian.
+            * 'lm' : Levenberg-Marquardt algorithm as implemented in MINPACK.
+              Doesn't handle bounds and sparse Jacobians. Usually the most
+              efficient method for small unconstrained problems.
+
+        Default is 'trf'. See Notes for more information.
+    ftol : float or None, optional
+        Tolerance for termination by the change of the cost function. Default
+        is 1e-8. The optimization process is stopped when ``dF < ftol * F``,
+        and there was an adequate agreement between a local quadratic model and
+        the true model in the last step.
+
+        If None and 'method' is not 'lm', the termination by this condition is
+        disabled. If 'method' is 'lm', this tolerance must be higher than
+        machine epsilon.
+    xtol : float or None, optional
+        Tolerance for termination by the change of the independent variables.
+        Default is 1e-8. The exact condition depends on the `method` used:
+
+            * For 'trf' and 'dogbox' : ``norm(dx) < xtol * (xtol + norm(x))``.
+            * For 'lm' : ``Delta < xtol * norm(xs)``, where ``Delta`` is
+              a trust-region radius and ``xs`` is the value of ``x``
+              scaled according to `x_scale` parameter (see below).
+
+        If None and 'method' is not 'lm', the termination by this condition is
+        disabled. If 'method' is 'lm', this tolerance must be higher than
+        machine epsilon.
+    gtol : float or None, optional
+        Tolerance for termination by the norm of the gradient. Default is 1e-8.
+        The exact condition depends on a `method` used:
+
+            * For 'trf' : ``norm(g_scaled, ord=np.inf) < gtol``, where
+              ``g_scaled`` is the value of the gradient scaled to account for
+              the presence of the bounds [STIR]_.
+            * For 'dogbox' : ``norm(g_free, ord=np.inf) < gtol``, where
+              ``g_free`` is the gradient with respect to the variables which
+              are not in the optimal state on the boundary.
+            * For 'lm' : the maximum absolute value of the cosine of angles
+              between columns of the Jacobian and the residual vector is less
+              than `gtol`, or the residual vector is zero.
+
+        If None and 'method' is not 'lm', the termination by this condition is
+        disabled. If 'method' is 'lm', this tolerance must be higher than
+        machine epsilon.
+    x_scale : array_like or 'jac', optional
+        Characteristic scale of each variable. Setting `x_scale` is equivalent
+        to reformulating the problem in scaled variables ``xs = x / x_scale``.
+        An alternative view is that the size of a trust region along jth
+        dimension is proportional to ``x_scale[j]``. Improved convergence may
+        be achieved by setting `x_scale` such that a step of a given size
+        along any of the scaled variables has a similar effect on the cost
+        function. If set to 'jac', the scale is iteratively updated using the
+        inverse norms of the columns of the Jacobian matrix (as described in
+        [JJMore]_).
+    loss : str or callable, optional
+        Determines the loss function. The following keyword values are allowed:
+
+            * 'linear' (default) : ``rho(z) = z``. Gives a standard
+              least-squares problem.
+            * 'soft_l1' : ``rho(z) = 2 * ((1 + z)**0.5 - 1)``. The smooth
+              approximation of l1 (absolute value) loss. Usually a good
+              choice for robust least squares.
+            * 'huber' : ``rho(z) = z if z <= 1 else 2*z**0.5 - 1``. Works
+              similarly to 'soft_l1'.
+            * 'cauchy' : ``rho(z) = ln(1 + z)``. Severely weakens outliers
+              influence, but may cause difficulties in optimization process.
+            * 'arctan' : ``rho(z) = arctan(z)``. Limits a maximum loss on
+              a single residual, has properties similar to 'cauchy'.
+
+        If callable, it must take a 1-D ndarray ``z=f**2`` and return an
+        array_like with shape (3, m) where row 0 contains function values,
+        row 1 contains first derivatives and row 2 contains second
+        derivatives. Method 'lm' supports only 'linear' loss.
+    f_scale : float, optional
+        Value of soft margin between inlier and outlier residuals, default
+        is 1.0. The loss function is evaluated as follows
+        ``rho_(f**2) = C**2 * rho(f**2 / C**2)``, where ``C`` is `f_scale`,
+        and ``rho`` is determined by `loss` parameter. This parameter has
+        no effect with ``loss='linear'``, but for other `loss` values it is
+        of crucial importance.
+    max_nfev : None or int, optional
+        Maximum number of function evaluations before the termination.
+        If None (default), the value is chosen automatically:
+
+            * For 'trf' and 'dogbox' : 100 * n.
+            * For 'lm' :  100 * n if `jac` is callable and 100 * n * (n + 1)
+              otherwise (because 'lm' counts function calls in Jacobian
+              estimation).
+
+    diff_step : None or array_like, optional
+        Determines the relative step size for the finite difference
+        approximation of the Jacobian. The actual step is computed as
+        ``x * diff_step``. If None (default), then `diff_step` is taken to be
+        a conventional "optimal" power of machine epsilon for the finite
+        difference scheme used [NR]_.
+    tr_solver : {None, 'exact', 'lsmr'}, optional
+        Method for solving trust-region subproblems, relevant only for 'trf'
+        and 'dogbox' methods.
+
+            * 'exact' is suitable for not very large problems with dense
+              Jacobian matrices. The computational complexity per iteration is
+              comparable to a singular value decomposition of the Jacobian
+              matrix.
+            * 'lsmr' is suitable for problems with sparse and large Jacobian
+              matrices. It uses the iterative procedure
+              `scipy.sparse.linalg.lsmr` for finding a solution of a linear
+              least-squares problem and only requires matrix-vector product
+              evaluations.
+
+        If None (default), the solver is chosen based on the type of Jacobian
+        returned on the first iteration.
+    tr_options : dict, optional
+        Keyword options passed to trust-region solver.
+
+            * ``tr_solver='exact'``: `tr_options` are ignored.
+            * ``tr_solver='lsmr'``: options for `scipy.sparse.linalg.lsmr`.
+              Additionally,  ``method='trf'`` supports  'regularize' option
+              (bool, default is True), which adds a regularization term to the
+              normal equation, which improves convergence if the Jacobian is
+              rank-deficient [Byrd]_ (eq. 3.4).
+
+    jac_sparsity : {None, array_like, sparse matrix}, optional
+        Defines the sparsity structure of the Jacobian matrix for finite
+        difference estimation, its shape must be (m, n). If the Jacobian has
+        only few non-zero elements in *each* row, providing the sparsity
+        structure will greatly speed up the computations [Curtis]_. A zero
+        entry means that a corresponding element in the Jacobian is identically
+        zero. If provided, forces the use of 'lsmr' trust-region solver.
+        If None (default), then dense differencing will be used. Has no effect
+        for 'lm' method.
+    verbose : {0, 1, 2}, optional
+        Level of algorithm's verbosity:
+
+            * 0 (default) : work silently.
+            * 1 : display a termination report.
+            * 2 : display progress during iterations (not supported by 'lm'
+              method).
+
+    args, kwargs : tuple and dict, optional
+        Additional arguments passed to `fun` and `jac`. Both empty by default.
+        The calling signature is ``fun(x, *args, **kwargs)`` and the same for
+        `jac`.
+
+    Returns
+    -------
+    result : OptimizeResult
+        `OptimizeResult` with the following fields defined:
+
+            x : ndarray, shape (n,)
+                Solution found.
+            cost : float
+                Value of the cost function at the solution.
+            fun : ndarray, shape (m,)
+                Vector of residuals at the solution.
+            jac : ndarray, sparse matrix or LinearOperator, shape (m, n)
+                Modified Jacobian matrix at the solution, in the sense that J^T J
+                is a Gauss-Newton approximation of the Hessian of the cost function.
+                The type is the same as the one used by the algorithm.
+            grad : ndarray, shape (m,)
+                Gradient of the cost function at the solution.
+            optimality : float
+                First-order optimality measure. In unconstrained problems, it is
+                always the uniform norm of the gradient. In constrained problems,
+                it is the quantity which was compared with `gtol` during iterations.
+            active_mask : ndarray of int, shape (n,)
+                Each component shows whether a corresponding constraint is active
+                (that is, whether a variable is at the bound):
+
+                    *  0 : a constraint is not active.
+                    * -1 : a lower bound is active.
+                    *  1 : an upper bound is active.
+
+                Might be somewhat arbitrary for 'trf' method as it generates a
+                sequence of strictly feasible iterates and `active_mask` is
+                determined within a tolerance threshold.
+            nfev : int
+                Number of function evaluations done. Methods 'trf' and 'dogbox' do
+                not count function calls for numerical Jacobian approximation, as
+                opposed to 'lm' method.
+            njev : int or None
+                Number of Jacobian evaluations done. If numerical Jacobian
+                approximation is used in 'lm' method, it is set to None.
+            status : int
+                The reason for algorithm termination:
+
+                    * -1 : improper input parameters status returned from MINPACK.
+                    *  0 : the maximum number of function evaluations is exceeded.
+                    *  1 : `gtol` termination condition is satisfied.
+                    *  2 : `ftol` termination condition is satisfied.
+                    *  3 : `xtol` termination condition is satisfied.
+                    *  4 : Both `ftol` and `xtol` termination conditions are satisfied.
+
+            message : str
+                Verbal description of the termination reason.
+            success : bool
+                True if one of the convergence criteria is satisfied (`status` > 0).
+
+    See Also
+    --------
+    leastsq : A legacy wrapper for the MINPACK implementation of the
+              Levenberg-Marquadt algorithm.
+    curve_fit : Least-squares minimization applied to a curve-fitting problem.
+
+    Notes
+    -----
+    Method 'lm' (Levenberg-Marquardt) calls a wrapper over least-squares
+    algorithms implemented in MINPACK (lmder, lmdif). It runs the
+    Levenberg-Marquardt algorithm formulated as a trust-region type algorithm.
+    The implementation is based on paper [JJMore]_, it is very robust and
+    efficient with a lot of smart tricks. It should be your first choice
+    for unconstrained problems. Note that it doesn't support bounds. Also,
+    it doesn't work when m < n.
+
+    Method 'trf' (Trust Region Reflective) is motivated by the process of
+    solving a system of equations, which constitute the first-order optimality
+    condition for a bound-constrained minimization problem as formulated in
+    [STIR]_. The algorithm iteratively solves trust-region subproblems
+    augmented by a special diagonal quadratic term and with trust-region shape
+    determined by the distance from the bounds and the direction of the
+    gradient. This enhancements help to avoid making steps directly into bounds
+    and efficiently explore the whole space of variables. To further improve
+    convergence, the algorithm considers search directions reflected from the
+    bounds. To obey theoretical requirements, the algorithm keeps iterates
+    strictly feasible. With dense Jacobians trust-region subproblems are
+    solved by an exact method very similar to the one described in [JJMore]_
+    (and implemented in MINPACK). The difference from the MINPACK
+    implementation is that a singular value decomposition of a Jacobian
+    matrix is done once per iteration, instead of a QR decomposition and series
+    of Givens rotation eliminations. For large sparse Jacobians a 2-D subspace
+    approach of solving trust-region subproblems is used [STIR]_, [Byrd]_.
+    The subspace is spanned by a scaled gradient and an approximate
+    Gauss-Newton solution delivered by `scipy.sparse.linalg.lsmr`. When no
+    constraints are imposed the algorithm is very similar to MINPACK and has
+    generally comparable performance. The algorithm works quite robust in
+    unbounded and bounded problems, thus it is chosen as a default algorithm.
+
+    Method 'dogbox' operates in a trust-region framework, but considers
+    rectangular trust regions as opposed to conventional ellipsoids [Voglis]_.
+    The intersection of a current trust region and initial bounds is again
+    rectangular, so on each iteration a quadratic minimization problem subject
+    to bound constraints is solved approximately by Powell's dogleg method
+    [NumOpt]_. The required Gauss-Newton step can be computed exactly for
+    dense Jacobians or approximately by `scipy.sparse.linalg.lsmr` for large
+    sparse Jacobians. The algorithm is likely to exhibit slow convergence when
+    the rank of Jacobian is less than the number of variables. The algorithm
+    often outperforms 'trf' in bounded problems with a small number of
+    variables.
+
+    Robust loss functions are implemented as described in [BA]_. The idea
+    is to modify a residual vector and a Jacobian matrix on each iteration
+    such that computed gradient and Gauss-Newton Hessian approximation match
+    the true gradient and Hessian approximation of the cost function. Then
+    the algorithm proceeds in a normal way, i.e., robust loss functions are
+    implemented as a simple wrapper over standard least-squares algorithms.
+
+    .. versionadded:: 0.17.0
+
+    References
+    ----------
+    .. [STIR] M. A. Branch, T. F. Coleman, and Y. Li, "A Subspace, Interior,
+              and Conjugate Gradient Method for Large-Scale Bound-Constrained
+              Minimization Problems," SIAM Journal on Scientific Computing,
+              Vol. 21, Number 1, pp 1-23, 1999.
+    .. [NR] William H. Press et. al., "Numerical Recipes. The Art of Scientific
+            Computing. 3rd edition", Sec. 5.7.
+    .. [Byrd] R. H. Byrd, R. B. Schnabel and G. A. Shultz, "Approximate
+              solution of the trust region problem by minimization over
+              two-dimensional subspaces", Math. Programming, 40, pp. 247-263,
+              1988.
+    .. [Curtis] A. Curtis, M. J. D. Powell, and J. Reid, "On the estimation of
+                sparse Jacobian matrices", Journal of the Institute of
+                Mathematics and its Applications, 13, pp. 117-120, 1974.
+    .. [JJMore] J. J. More, "The Levenberg-Marquardt Algorithm: Implementation
+                and Theory," Numerical Analysis, ed. G. A. Watson, Lecture
+                Notes in Mathematics 630, Springer Verlag, pp. 105-116, 1977.
+    .. [Voglis] C. Voglis and I. E. Lagaris, "A Rectangular Trust Region
+                Dogleg Approach for Unconstrained and Bound Constrained
+                Nonlinear Optimization", WSEAS International Conference on
+                Applied Mathematics, Corfu, Greece, 2004.
+    .. [NumOpt] J. Nocedal and S. J. Wright, "Numerical optimization,
+                2nd edition", Chapter 4.
+    .. [BA] B. Triggs et. al., "Bundle Adjustment - A Modern Synthesis",
+            Proceedings of the International Workshop on Vision Algorithms:
+            Theory and Practice, pp. 298-372, 1999.
+
+    Examples
+    --------
+    In this example we find a minimum of the Rosenbrock function without bounds
+    on independent variables.
+
+    >>> import numpy as np
+    >>> def fun_rosenbrock(x):
+    ...     return np.array([10 * (x[1] - x[0]**2), (1 - x[0])])
+
+    Notice that we only provide the vector of the residuals. The algorithm
+    constructs the cost function as a sum of squares of the residuals, which
+    gives the Rosenbrock function. The exact minimum is at ``x = [1.0, 1.0]``.
+
+    >>> from scipy.optimize import least_squares
+    >>> x0_rosenbrock = np.array([2, 2])
+    >>> res_1 = least_squares(fun_rosenbrock, x0_rosenbrock)
+    >>> res_1.x
+    array([ 1.,  1.])
+    >>> res_1.cost
+    9.8669242910846867e-30
+    >>> res_1.optimality
+    8.8928864934219529e-14
+
+    We now constrain the variables, in such a way that the previous solution
+    becomes infeasible. Specifically, we require that ``x[1] >= 1.5``, and
+    ``x[0]`` left unconstrained. To this end, we specify the `bounds` parameter
+    to `least_squares` in the form ``bounds=([-np.inf, 1.5], np.inf)``.
+
+    We also provide the analytic Jacobian:
+
+    >>> def jac_rosenbrock(x):
+    ...     return np.array([
+    ...         [-20 * x[0], 10],
+    ...         [-1, 0]])
+
+    Putting this all together, we see that the new solution lies on the bound:
+
+    >>> res_2 = least_squares(fun_rosenbrock, x0_rosenbrock, jac_rosenbrock,
+    ...                       bounds=([-np.inf, 1.5], np.inf))
+    >>> res_2.x
+    array([ 1.22437075,  1.5       ])
+    >>> res_2.cost
+    0.025213093946805685
+    >>> res_2.optimality
+    1.5885401433157753e-07
+
+    Now we solve a system of equations (i.e., the cost function should be zero
+    at a minimum) for a Broyden tridiagonal vector-valued function of 100000
+    variables:
+
+    >>> def fun_broyden(x):
+    ...     f = (3 - x) * x + 1
+    ...     f[1:] -= x[:-1]
+    ...     f[:-1] -= 2 * x[1:]
+    ...     return f
+
+    The corresponding Jacobian matrix is sparse. We tell the algorithm to
+    estimate it by finite differences and provide the sparsity structure of
+    Jacobian to significantly speed up this process.
+
+    >>> from scipy.sparse import lil_matrix
+    >>> def sparsity_broyden(n):
+    ...     sparsity = lil_matrix((n, n), dtype=int)
+    ...     i = np.arange(n)
+    ...     sparsity[i, i] = 1
+    ...     i = np.arange(1, n)
+    ...     sparsity[i, i - 1] = 1
+    ...     i = np.arange(n - 1)
+    ...     sparsity[i, i + 1] = 1
+    ...     return sparsity
+    ...
+    >>> n = 100000
+    >>> x0_broyden = -np.ones(n)
+    ...
+    >>> res_3 = least_squares(fun_broyden, x0_broyden,
+    ...                       jac_sparsity=sparsity_broyden(n))
+    >>> res_3.cost
+    4.5687069299604613e-23
+    >>> res_3.optimality
+    1.1650454296851518e-11
+
+    Let's also solve a curve fitting problem using robust loss function to
+    take care of outliers in the data. Define the model function as
+    ``y = a + b * exp(c * t)``, where t is a predictor variable, y is an
+    observation and a, b, c are parameters to estimate.
+
+    First, define the function which generates the data with noise and
+    outliers, define the model parameters, and generate data:
+
+    >>> from numpy.random import default_rng
+    >>> rng = default_rng()
+    >>> def gen_data(t, a, b, c, noise=0., n_outliers=0, seed=None):
+    ...     rng = default_rng(seed)
+    ...
+    ...     y = a + b * np.exp(t * c)
+    ...
+    ...     error = noise * rng.standard_normal(t.size)
+    ...     outliers = rng.integers(0, t.size, n_outliers)
+    ...     error[outliers] *= 10
+    ...
+    ...     return y + error
+    ...
+    >>> a = 0.5
+    >>> b = 2.0
+    >>> c = -1
+    >>> t_min = 0
+    >>> t_max = 10
+    >>> n_points = 15
+    ...
+    >>> t_train = np.linspace(t_min, t_max, n_points)
+    >>> y_train = gen_data(t_train, a, b, c, noise=0.1, n_outliers=3)
+
+    Define function for computing residuals and initial estimate of
+    parameters.
+
+    >>> def fun(x, t, y):
+    ...     return x[0] + x[1] * np.exp(x[2] * t) - y
+    ...
+    >>> x0 = np.array([1.0, 1.0, 0.0])
+
+    Compute a standard least-squares solution:
+
+    >>> res_lsq = least_squares(fun, x0, args=(t_train, y_train))
+
+    Now compute two solutions with two different robust loss functions. The
+    parameter `f_scale` is set to 0.1, meaning that inlier residuals should
+    not significantly exceed 0.1 (the noise level used).
+
+    >>> res_soft_l1 = least_squares(fun, x0, loss='soft_l1', f_scale=0.1,
+    ...                             args=(t_train, y_train))
+    >>> res_log = least_squares(fun, x0, loss='cauchy', f_scale=0.1,
+    ...                         args=(t_train, y_train))
+
+    And, finally, plot all the curves. We see that by selecting an appropriate
+    `loss`  we can get estimates close to optimal even in the presence of
+    strong outliers. But keep in mind that generally it is recommended to try
+    'soft_l1' or 'huber' losses first (if at all necessary) as the other two
+    options may cause difficulties in optimization process.
+
+    >>> t_test = np.linspace(t_min, t_max, n_points * 10)
+    >>> y_true = gen_data(t_test, a, b, c)
+    >>> y_lsq = gen_data(t_test, *res_lsq.x)
+    >>> y_soft_l1 = gen_data(t_test, *res_soft_l1.x)
+    >>> y_log = gen_data(t_test, *res_log.x)
+    ...
+    >>> import matplotlib.pyplot as plt
+    >>> plt.plot(t_train, y_train, 'o')
+    >>> plt.plot(t_test, y_true, 'k', linewidth=2, label='true')
+    >>> plt.plot(t_test, y_lsq, label='linear loss')
+    >>> plt.plot(t_test, y_soft_l1, label='soft_l1 loss')
+    >>> plt.plot(t_test, y_log, label='cauchy loss')
+    >>> plt.xlabel("t")
+    >>> plt.ylabel("y")
+    >>> plt.legend()
+    >>> plt.show()
+
+    In the next example, we show how complex-valued residual functions of
+    complex variables can be optimized with ``least_squares()``. Consider the
+    following function:
+
+    >>> def f(z):
+    ...     return z - (0.5 + 0.5j)
+
+    We wrap it into a function of real variables that returns real residuals
+    by simply handling the real and imaginary parts as independent variables:
+
+    >>> def f_wrap(x):
+    ...     fx = f(x[0] + 1j*x[1])
+    ...     return np.array([fx.real, fx.imag])
+
+    Thus, instead of the original m-D complex function of n complex
+    variables we optimize a 2m-D real function of 2n real variables:
+
+    >>> from scipy.optimize import least_squares
+    >>> res_wrapped = least_squares(f_wrap, (0.1, 0.1), bounds=([0, 0], [1, 1]))
+    >>> z = res_wrapped.x[0] + res_wrapped.x[1]*1j
+    >>> z
+    (0.49999999999925893+0.49999999999925893j)
+
+    """
+    if method not in ['trf', 'dogbox', 'lm']:
+        raise ValueError("`method` must be 'trf', 'dogbox' or 'lm'.")
+
+    if jac not in ['2-point', '3-point', 'cs'] and not callable(jac):
+        raise ValueError("`jac` must be '2-point', '3-point', 'cs' or "
+                         "callable.")
+
+    if tr_solver not in [None, 'exact', 'lsmr']:
+        raise ValueError("`tr_solver` must be None, 'exact' or 'lsmr'.")
+
+    if loss not in IMPLEMENTED_LOSSES and not callable(loss):
+        raise ValueError("`loss` must be one of {} or a callable."
+                         .format(IMPLEMENTED_LOSSES.keys()))
+
+    if method == 'lm' and loss != 'linear':
+        raise ValueError("method='lm' supports only 'linear' loss function.")
+
+    if verbose not in [0, 1, 2]:
+        raise ValueError("`verbose` must be in [0, 1, 2].")
+
+    if max_nfev is not None and max_nfev <= 0:
+        raise ValueError("`max_nfev` must be None or positive integer.")
+
+    if np.iscomplexobj(x0):
+        raise ValueError("`x0` must be real.")
+
+    x0 = np.atleast_1d(x0).astype(float)
+
+    if x0.ndim > 1:
+        raise ValueError("`x0` must have at most 1 dimension.")
+
+    if isinstance(bounds, Bounds):
+        lb, ub = bounds.lb, bounds.ub
+        bounds = (lb, ub)
+    else:
+        if len(bounds) == 2:
+            lb, ub = prepare_bounds(bounds, x0.shape[0])
+        else:
+            raise ValueError("`bounds` must contain 2 elements.")
+
+    if method == 'lm' and not np.all((lb == -np.inf) & (ub == np.inf)):
+        raise ValueError("Method 'lm' doesn't support bounds.")
+
+    if lb.shape != x0.shape or ub.shape != x0.shape:
+        raise ValueError("Inconsistent shapes between bounds and `x0`.")
+
+    if np.any(lb >= ub):
+        raise ValueError("Each lower bound must be strictly less than each "
+                         "upper bound.")
+
+    if not in_bounds(x0, lb, ub):
+        raise ValueError("`x0` is infeasible.")
+
+    x_scale = check_x_scale(x_scale, x0)
+
+    ftol, xtol, gtol = check_tolerance(ftol, xtol, gtol, method)
+
+    if method == 'trf':
+        x0 = make_strictly_feasible(x0, lb, ub)
+
+    def fun_wrapped(x):
+        return np.atleast_1d(fun(x, *args, **kwargs))
+
+    f0 = fun_wrapped(x0)
+
+    if f0.ndim != 1:
+        raise ValueError("`fun` must return at most 1-d array_like. "
+                         f"f0.shape: {f0.shape}")
+
+    if not np.all(np.isfinite(f0)):
+        raise ValueError("Residuals are not finite in the initial point.")
+
+    n = x0.size
+    m = f0.size
+
+    if method == 'lm' and m < n:
+        raise ValueError("Method 'lm' doesn't work when the number of "
+                         "residuals is less than the number of variables.")
+
+    loss_function = construct_loss_function(m, loss, f_scale)
+    if callable(loss):
+        rho = loss_function(f0)
+        if rho.shape != (3, m):
+            raise ValueError("The return value of `loss` callable has wrong "
+                             "shape.")
+        initial_cost = 0.5 * np.sum(rho[0])
+    elif loss_function is not None:
+        initial_cost = loss_function(f0, cost_only=True)
+    else:
+        initial_cost = 0.5 * np.dot(f0, f0)
+
+    if callable(jac):
+        J0 = jac(x0, *args, **kwargs)
+
+        if issparse(J0):
+            J0 = J0.tocsr()
+
+            def jac_wrapped(x, _=None):
+                return jac(x, *args, **kwargs).tocsr()
+
+        elif isinstance(J0, LinearOperator):
+            def jac_wrapped(x, _=None):
+                return jac(x, *args, **kwargs)
+
+        else:
+            J0 = np.atleast_2d(J0)
+
+            def jac_wrapped(x, _=None):
+                return np.atleast_2d(jac(x, *args, **kwargs))
+
+    else:  # Estimate Jacobian by finite differences.
+        if method == 'lm':
+            if jac_sparsity is not None:
+                raise ValueError("method='lm' does not support "
+                                 "`jac_sparsity`.")
+
+            if jac != '2-point':
+                warn(f"jac='{jac}' works equivalently to '2-point' for method='lm'.",
+                     stacklevel=2)
+
+            J0 = jac_wrapped = None
+        else:
+            if jac_sparsity is not None and tr_solver == 'exact':
+                raise ValueError("tr_solver='exact' is incompatible "
+                                 "with `jac_sparsity`.")
+
+            jac_sparsity = check_jac_sparsity(jac_sparsity, m, n)
+
+            def jac_wrapped(x, f):
+                J = approx_derivative(fun, x, rel_step=diff_step, method=jac,
+                                      f0=f, bounds=bounds, args=args,
+                                      kwargs=kwargs, sparsity=jac_sparsity)
+                if J.ndim != 2:  # J is guaranteed not sparse.
+                    J = np.atleast_2d(J)
+
+                return J
+
+            J0 = jac_wrapped(x0, f0)
+
+    if J0 is not None:
+        if J0.shape != (m, n):
+            raise ValueError(
+                f"The return value of `jac` has wrong shape: expected {(m, n)}, "
+                f"actual {J0.shape}."
+            )
+
+        if not isinstance(J0, np.ndarray):
+            if method == 'lm':
+                raise ValueError("method='lm' works only with dense "
+                                 "Jacobian matrices.")
+
+            if tr_solver == 'exact':
+                raise ValueError(
+                    "tr_solver='exact' works only with dense "
+                    "Jacobian matrices.")
+
+        jac_scale = isinstance(x_scale, str) and x_scale == 'jac'
+        if isinstance(J0, LinearOperator) and jac_scale:
+            raise ValueError("x_scale='jac' can't be used when `jac` "
+                             "returns LinearOperator.")
+
+        if tr_solver is None:
+            if isinstance(J0, np.ndarray):
+                tr_solver = 'exact'
+            else:
+                tr_solver = 'lsmr'
+
+    if method == 'lm':
+        result = call_minpack(fun_wrapped, x0, jac_wrapped, ftol, xtol, gtol,
+                              max_nfev, x_scale, diff_step)
+
+    elif method == 'trf':
+        result = trf(fun_wrapped, jac_wrapped, x0, f0, J0, lb, ub, ftol, xtol,
+                     gtol, max_nfev, x_scale, loss_function, tr_solver,
+                     tr_options.copy(), verbose)
+
+    elif method == 'dogbox':
+        if tr_solver == 'lsmr' and 'regularize' in tr_options:
+            warn("The keyword 'regularize' in `tr_options` is not relevant "
+                 "for 'dogbox' method.",
+                 stacklevel=2)
+            tr_options = tr_options.copy()
+            del tr_options['regularize']
+
+        result = dogbox(fun_wrapped, jac_wrapped, x0, f0, J0, lb, ub, ftol,
+                        xtol, gtol, max_nfev, x_scale, loss_function,
+                        tr_solver, tr_options, verbose)
+
+    result.message = TERMINATION_MESSAGES[result.status]
+    result.success = result.status > 0
+
+    if verbose >= 1:
+        print(result.message)
+        print("Function evaluations {}, initial cost {:.4e}, final cost "
+              "{:.4e}, first-order optimality {:.2e}."
+              .format(result.nfev, initial_cost, result.cost,
+                      result.optimality))
+
+    return result

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_lsq/lsq_linear.py

@@ -0,0 +1,362 @@
+"""Linear least squares with bound constraints on independent variables."""
+import numpy as np
+from numpy.linalg import norm
+from scipy.sparse import issparse, csr_matrix
+from scipy.sparse.linalg import LinearOperator, lsmr
+from scipy.optimize import OptimizeResult
+from scipy.optimize._minimize import Bounds
+
+from .common import in_bounds, compute_grad
+from .trf_linear import trf_linear
+from .bvls import bvls
+
+
+def prepare_bounds(bounds, n):
+    if len(bounds) != 2:
+        raise ValueError("`bounds` must contain 2 elements.")
+    lb, ub = (np.asarray(b, dtype=float) for b in bounds)
+
+    if lb.ndim == 0:
+        lb = np.resize(lb, n)
+
+    if ub.ndim == 0:
+        ub = np.resize(ub, n)
+
+    return lb, ub
+
+
+TERMINATION_MESSAGES = {
+    -1: "The algorithm was not able to make progress on the last iteration.",
+    0: "The maximum number of iterations is exceeded.",
+    1: "The first-order optimality measure is less than `tol`.",
+    2: "The relative change of the cost function is less than `tol`.",
+    3: "The unconstrained solution is optimal."
+}
+
+
+def lsq_linear(A, b, bounds=(-np.inf, np.inf), method='trf', tol=1e-10,
+               lsq_solver=None, lsmr_tol=None, max_iter=None,
+               verbose=0, *, lsmr_maxiter=None,):
+    r"""Solve a linear least-squares problem with bounds on the variables.
+
+    Given a m-by-n design matrix A and a target vector b with m elements,
+    `lsq_linear` solves the following optimization problem::
+
+        minimize 0.5 * ||A x - b||**2
+        subject to lb <= x <= ub
+
+    This optimization problem is convex, hence a found minimum (if iterations
+    have converged) is guaranteed to be global.
+
+    Parameters
+    ----------
+    A : array_like, sparse matrix of LinearOperator, shape (m, n)
+        Design matrix. Can be `scipy.sparse.linalg.LinearOperator`.
+    b : array_like, shape (m,)
+        Target vector.
+    bounds : 2-tuple of array_like or `Bounds`, optional
+        Lower and upper bounds on parameters. Defaults to no bounds.
+        There are two ways to specify the bounds:
+
+            - Instance of `Bounds` class.
+
+            - 2-tuple of array_like: Each element of the tuple must be either
+              an array with the length equal to the number of parameters, or a
+              scalar (in which case the bound is taken to be the same for all
+              parameters). Use ``np.inf`` with an appropriate sign to disable
+              bounds on all or some parameters.
+
+    method : 'trf' or 'bvls', optional
+        Method to perform minimization.
+
+            * 'trf' : Trust Region Reflective algorithm adapted for a linear
+              least-squares problem. This is an interior-point-like method
+              and the required number of iterations is weakly correlated with
+              the number of variables.
+            * 'bvls' : Bounded-variable least-squares algorithm. This is
+              an active set method, which requires the number of iterations
+              comparable to the number of variables. Can't be used when `A` is
+              sparse or LinearOperator.
+
+        Default is 'trf'.
+    tol : float, optional
+        Tolerance parameter. The algorithm terminates if a relative change
+        of the cost function is less than `tol` on the last iteration.
+        Additionally, the first-order optimality measure is considered:
+
+            * ``method='trf'`` terminates if the uniform norm of the gradient,
+              scaled to account for the presence of the bounds, is less than
+              `tol`.
+            * ``method='bvls'`` terminates if Karush-Kuhn-Tucker conditions
+              are satisfied within `tol` tolerance.
+
+    lsq_solver : {None, 'exact', 'lsmr'}, optional
+        Method of solving unbounded least-squares problems throughout
+        iterations:
+
+            * 'exact' : Use dense QR or SVD decomposition approach. Can't be
+              used when `A` is sparse or LinearOperator.
+            * 'lsmr' : Use `scipy.sparse.linalg.lsmr` iterative procedure
+              which requires only matrix-vector product evaluations. Can't
+              be used with ``method='bvls'``.
+
+        If None (default), the solver is chosen based on type of `A`.
+    lsmr_tol : None, float or 'auto', optional
+        Tolerance parameters 'atol' and 'btol' for `scipy.sparse.linalg.lsmr`
+        If None (default), it is set to ``1e-2 * tol``. If 'auto', the
+        tolerance will be adjusted based on the optimality of the current
+        iterate, which can speed up the optimization process, but is not always
+        reliable.
+    max_iter : None or int, optional
+        Maximum number of iterations before termination. If None (default), it
+        is set to 100 for ``method='trf'`` or to the number of variables for
+        ``method='bvls'`` (not counting iterations for 'bvls' initialization).
+    verbose : {0, 1, 2}, optional
+        Level of algorithm's verbosity:
+
+            * 0 : work silently (default).
+            * 1 : display a termination report.
+            * 2 : display progress during iterations.
+    lsmr_maxiter : None or int, optional
+        Maximum number of iterations for the lsmr least squares solver,
+        if it is used (by setting ``lsq_solver='lsmr'``). If None (default), it
+        uses lsmr's default of ``min(m, n)`` where ``m`` and ``n`` are the
+        number of rows and columns of `A`, respectively. Has no effect if
+        ``lsq_solver='exact'``.
+
+    Returns
+    -------
+    OptimizeResult with the following fields defined:
+    x : ndarray, shape (n,)
+        Solution found.
+    cost : float
+        Value of the cost function at the solution.
+    fun : ndarray, shape (m,)
+        Vector of residuals at the solution.
+    optimality : float
+        First-order optimality measure. The exact meaning depends on `method`,
+        refer to the description of `tol` parameter.
+    active_mask : ndarray of int, shape (n,)
+        Each component shows whether a corresponding constraint is active
+        (that is, whether a variable is at the bound):
+
+            *  0 : a constraint is not active.
+            * -1 : a lower bound is active.
+            *  1 : an upper bound is active.
+
+        Might be somewhat arbitrary for the `trf` method as it generates a
+        sequence of strictly feasible iterates and active_mask is determined
+        within a tolerance threshold.
+    unbounded_sol : tuple
+        Unbounded least squares solution tuple returned by the least squares
+        solver (set with `lsq_solver` option). If `lsq_solver` is not set or is
+        set to ``'exact'``, the tuple contains an ndarray of shape (n,) with
+        the unbounded solution, an ndarray with the sum of squared residuals,
+        an int with the rank of `A`, and an ndarray with the singular values
+        of `A` (see NumPy's ``linalg.lstsq`` for more information). If
+        `lsq_solver` is set to ``'lsmr'``, the tuple contains an ndarray of
+        shape (n,) with the unbounded solution, an int with the exit code,
+        an int with the number of iterations, and five floats with
+        various norms and the condition number of `A` (see SciPy's
+        ``sparse.linalg.lsmr`` for more information). This output can be
+        useful for determining the convergence of the least squares solver,
+        particularly the iterative ``'lsmr'`` solver. The unbounded least
+        squares problem is to minimize ``0.5 * ||A x - b||**2``.
+    nit : int
+        Number of iterations. Zero if the unconstrained solution is optimal.
+    status : int
+        Reason for algorithm termination:
+
+            * -1 : the algorithm was not able to make progress on the last
+              iteration.
+            *  0 : the maximum number of iterations is exceeded.
+            *  1 : the first-order optimality measure is less than `tol`.
+            *  2 : the relative change of the cost function is less than `tol`.
+            *  3 : the unconstrained solution is optimal.
+
+    message : str
+        Verbal description of the termination reason.
+    success : bool
+        True if one of the convergence criteria is satisfied (`status` > 0).
+
+    See Also
+    --------
+    nnls : Linear least squares with non-negativity constraint.
+    least_squares : Nonlinear least squares with bounds on the variables.
+
+    Notes
+    -----
+    The algorithm first computes the unconstrained least-squares solution by
+    `numpy.linalg.lstsq` or `scipy.sparse.linalg.lsmr` depending on
+    `lsq_solver`. This solution is returned as optimal if it lies within the
+    bounds.
+
+    Method 'trf' runs the adaptation of the algorithm described in [STIR]_ for
+    a linear least-squares problem. The iterations are essentially the same as
+    in the nonlinear least-squares algorithm, but as the quadratic function
+    model is always accurate, we don't need to track or modify the radius of
+    a trust region. The line search (backtracking) is used as a safety net
+    when a selected step does not decrease the cost function. Read more
+    detailed description of the algorithm in `scipy.optimize.least_squares`.
+
+    Method 'bvls' runs a Python implementation of the algorithm described in
+    [BVLS]_. The algorithm maintains active and free sets of variables, on
+    each iteration chooses a new variable to move from the active set to the
+    free set and then solves the unconstrained least-squares problem on free
+    variables. This algorithm is guaranteed to give an accurate solution
+    eventually, but may require up to n iterations for a problem with n
+    variables. Additionally, an ad-hoc initialization procedure is
+    implemented, that determines which variables to set free or active
+    initially. It takes some number of iterations before actual BVLS starts,
+    but can significantly reduce the number of further iterations.
+
+    References
+    ----------
+    .. [STIR] M. A. Branch, T. F. Coleman, and Y. Li, "A Subspace, Interior,
+              and Conjugate Gradient Method for Large-Scale Bound-Constrained
+              Minimization Problems," SIAM Journal on Scientific Computing,
+              Vol. 21, Number 1, pp 1-23, 1999.
+    .. [BVLS] P. B. Start and R. L. Parker, "Bounded-Variable Least-Squares:
+              an Algorithm and Applications", Computational Statistics, 10,
+              129-141, 1995.
+
+    Examples
+    --------
+    In this example, a problem with a large sparse matrix and bounds on the
+    variables is solved.
+
+    >>> import numpy as np
+    >>> from scipy.sparse import rand
+    >>> from scipy.optimize import lsq_linear
+    >>> rng = np.random.default_rng()
+    ...
+    >>> m = 20000
+    >>> n = 10000
+    ...
+    >>> A = rand(m, n, density=1e-4, random_state=rng)
+    >>> b = rng.standard_normal(m)
+    ...
+    >>> lb = rng.standard_normal(n)
+    >>> ub = lb + 1
+    ...
+    >>> res = lsq_linear(A, b, bounds=(lb, ub), lsmr_tol='auto', verbose=1)
+    # may vary
+    The relative change of the cost function is less than `tol`.
+    Number of iterations 16, initial cost 1.5039e+04, final cost 1.1112e+04,
+    first-order optimality 4.66e-08.
+    """
+    if method not in ['trf', 'bvls']:
+        raise ValueError("`method` must be 'trf' or 'bvls'")
+
+    if lsq_solver not in [None, 'exact', 'lsmr']:
+        raise ValueError("`solver` must be None, 'exact' or 'lsmr'.")
+
+    if verbose not in [0, 1, 2]:
+        raise ValueError("`verbose` must be in [0, 1, 2].")
+
+    if issparse(A):
+        A = csr_matrix(A)
+    elif not isinstance(A, LinearOperator):
+        A = np.atleast_2d(np.asarray(A))
+
+    if method == 'bvls':
+        if lsq_solver == 'lsmr':
+            raise ValueError("method='bvls' can't be used with "
+                             "lsq_solver='lsmr'")
+
+        if not isinstance(A, np.ndarray):
+            raise ValueError("method='bvls' can't be used with `A` being "
+                             "sparse or LinearOperator.")
+
+    if lsq_solver is None:
+        if isinstance(A, np.ndarray):
+            lsq_solver = 'exact'
+        else:
+            lsq_solver = 'lsmr'
+    elif lsq_solver == 'exact' and not isinstance(A, np.ndarray):
+        raise ValueError("`exact` solver can't be used when `A` is "
+                         "sparse or LinearOperator.")
+
+    if len(A.shape) != 2:  # No ndim for LinearOperator.
+        raise ValueError("`A` must have at most 2 dimensions.")
+
+    if max_iter is not None and max_iter <= 0:
+        raise ValueError("`max_iter` must be None or positive integer.")
+
+    m, n = A.shape
+
+    b = np.atleast_1d(b)
+    if b.ndim != 1:
+        raise ValueError("`b` must have at most 1 dimension.")
+
+    if b.size != m:
+        raise ValueError("Inconsistent shapes between `A` and `b`.")
+
+    if isinstance(bounds, Bounds):
+        lb = bounds.lb
+        ub = bounds.ub
+    else:
+        lb, ub = prepare_bounds(bounds, n)
+
+    if lb.shape != (n,) and ub.shape != (n,):
+        raise ValueError("Bounds have wrong shape.")
+
+    if np.any(lb >= ub):
+        raise ValueError("Each lower bound must be strictly less than each "
+                         "upper bound.")
+
+    if lsmr_maxiter is not None and lsmr_maxiter < 1:
+        raise ValueError("`lsmr_maxiter` must be None or positive integer.")
+
+    if not ((isinstance(lsmr_tol, float) and lsmr_tol > 0) or
+            lsmr_tol in ('auto', None)):
+        raise ValueError("`lsmr_tol` must be None, 'auto', or positive float.")
+
+    if lsq_solver == 'exact':
+        unbd_lsq = np.linalg.lstsq(A, b, rcond=-1)
+    elif lsq_solver == 'lsmr':
+        first_lsmr_tol = lsmr_tol  # tol of first call to lsmr
+        if lsmr_tol is None or lsmr_tol == 'auto':
+            first_lsmr_tol = 1e-2 * tol  # default if lsmr_tol not defined
+        unbd_lsq = lsmr(A, b, maxiter=lsmr_maxiter,
+                        atol=first_lsmr_tol, btol=first_lsmr_tol)
+    x_lsq = unbd_lsq[0]  # extract the solution from the least squares solver
+
+    if in_bounds(x_lsq, lb, ub):
+        r = A @ x_lsq - b
+        cost = 0.5 * np.dot(r, r)
+        termination_status = 3
+        termination_message = TERMINATION_MESSAGES[termination_status]
+        g = compute_grad(A, r)
+        g_norm = norm(g, ord=np.inf)
+
+        if verbose > 0:
+            print(termination_message)
+            print(f"Final cost {cost:.4e}, first-order optimality {g_norm:.2e}")
+
+        return OptimizeResult(
+            x=x_lsq, fun=r, cost=cost, optimality=g_norm,
+            active_mask=np.zeros(n), unbounded_sol=unbd_lsq,
+            nit=0, status=termination_status,
+            message=termination_message, success=True)
+
+    if method == 'trf':
+        res = trf_linear(A, b, x_lsq, lb, ub, tol, lsq_solver, lsmr_tol,
+                         max_iter, verbose, lsmr_maxiter=lsmr_maxiter)
+    elif method == 'bvls':
+        res = bvls(A, b, x_lsq, lb, ub, tol, max_iter, verbose)
+
+    res.unbounded_sol = unbd_lsq
+    res.message = TERMINATION_MESSAGES[res.status]
+    res.success = res.status > 0
+
+    if verbose > 0:
+        print(res.message)
+        print(
+            f"Number of iterations {res.nit}, initial cost {res.initial_cost:.4e}, "
+            f"final cost {res.cost:.4e}, first-order optimality {res.optimality:.2e}."
+        )
+
+    del res.initial_cost
+
+    return res

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_lsq/trf_linear.py

@@ -0,0 +1,249 @@
+"""The adaptation of Trust Region Reflective algorithm for a linear
+least-squares problem."""
+import numpy as np
+from numpy.linalg import norm
+from scipy.linalg import qr, solve_triangular
+from scipy.sparse.linalg import lsmr
+from scipy.optimize import OptimizeResult
+
+from .givens_elimination import givens_elimination
+from .common import (
+    EPS, step_size_to_bound, find_active_constraints, in_bounds,
+    make_strictly_feasible, build_quadratic_1d, evaluate_quadratic,
+    minimize_quadratic_1d, CL_scaling_vector, reflective_transformation,
+    print_header_linear, print_iteration_linear, compute_grad,
+    regularized_lsq_operator, right_multiplied_operator)
+
+
+def regularized_lsq_with_qr(m, n, R, QTb, perm, diag, copy_R=True):
+    """Solve regularized least squares using information from QR-decomposition.
+
+    The initial problem is to solve the following system in a least-squares
+    sense::
+
+        A x = b
+        D x = 0
+
+    where D is diagonal matrix. The method is based on QR decomposition
+    of the form A P = Q R, where P is a column permutation matrix, Q is an
+    orthogonal matrix and R is an upper triangular matrix.
+
+    Parameters
+    ----------
+    m, n : int
+        Initial shape of A.
+    R : ndarray, shape (n, n)
+        Upper triangular matrix from QR decomposition of A.
+    QTb : ndarray, shape (n,)
+        First n components of Q^T b.
+    perm : ndarray, shape (n,)
+        Array defining column permutation of A, such that ith column of
+        P is perm[i]-th column of identity matrix.
+    diag : ndarray, shape (n,)
+        Array containing diagonal elements of D.
+
+    Returns
+    -------
+    x : ndarray, shape (n,)
+        Found least-squares solution.
+    """
+    if copy_R:
+        R = R.copy()
+    v = QTb.copy()
+
+    givens_elimination(R, v, diag[perm])
+
+    abs_diag_R = np.abs(np.diag(R))
+    threshold = EPS * max(m, n) * np.max(abs_diag_R)
+    nns, = np.nonzero(abs_diag_R > threshold)
+
+    R = R[np.ix_(nns, nns)]
+    v = v[nns]
+
+    x = np.zeros(n)
+    x[perm[nns]] = solve_triangular(R, v)
+
+    return x
+
+
+def backtracking(A, g, x, p, theta, p_dot_g, lb, ub):
+    """Find an appropriate step size using backtracking line search."""
+    alpha = 1
+    while True:
+        x_new, _ = reflective_transformation(x + alpha * p, lb, ub)
+        step = x_new - x
+        cost_change = -evaluate_quadratic(A, g, step)
+        if cost_change > -0.1 * alpha * p_dot_g:
+            break
+        alpha *= 0.5
+
+    active = find_active_constraints(x_new, lb, ub)
+    if np.any(active != 0):
+        x_new, _ = reflective_transformation(x + theta * alpha * p, lb, ub)
+        x_new = make_strictly_feasible(x_new, lb, ub, rstep=0)
+        step = x_new - x
+        cost_change = -evaluate_quadratic(A, g, step)
+
+    return x, step, cost_change
+
+
+def select_step(x, A_h, g_h, c_h, p, p_h, d, lb, ub, theta):
+    """Select the best step according to Trust Region Reflective algorithm."""
+    if in_bounds(x + p, lb, ub):
+        return p
+
+    p_stride, hits = step_size_to_bound(x, p, lb, ub)
+    r_h = np.copy(p_h)
+    r_h[hits.astype(bool)] *= -1
+    r = d * r_h
+
+    # Restrict step, such that it hits the bound.
+    p *= p_stride
+    p_h *= p_stride
+    x_on_bound = x + p
+
+    # Find the step size along reflected direction.
+    r_stride_u, _ = step_size_to_bound(x_on_bound, r, lb, ub)
+
+    # Stay interior.
+    r_stride_l = (1 - theta) * r_stride_u
+    r_stride_u *= theta
+
+    if r_stride_u > 0:
+        a, b, c = build_quadratic_1d(A_h, g_h, r_h, s0=p_h, diag=c_h)
+        r_stride, r_value = minimize_quadratic_1d(
+            a, b, r_stride_l, r_stride_u, c=c)
+        r_h = p_h + r_h * r_stride
+        r = d * r_h
+    else:
+        r_value = np.inf
+
+    # Now correct p_h to make it strictly interior.
+    p_h *= theta
+    p *= theta
+    p_value = evaluate_quadratic(A_h, g_h, p_h, diag=c_h)
+
+    ag_h = -g_h
+    ag = d * ag_h
+    ag_stride_u, _ = step_size_to_bound(x, ag, lb, ub)
+    ag_stride_u *= theta
+    a, b = build_quadratic_1d(A_h, g_h, ag_h, diag=c_h)
+    ag_stride, ag_value = minimize_quadratic_1d(a, b, 0, ag_stride_u)
+    ag *= ag_stride
+
+    if p_value < r_value and p_value < ag_value:
+        return p
+    elif r_value < p_value and r_value < ag_value:
+        return r
+    else:
+        return ag
+
+
+def trf_linear(A, b, x_lsq, lb, ub, tol, lsq_solver, lsmr_tol,
+               max_iter, verbose, *, lsmr_maxiter=None):
+    m, n = A.shape
+    x, _ = reflective_transformation(x_lsq, lb, ub)
+    x = make_strictly_feasible(x, lb, ub, rstep=0.1)
+
+    if lsq_solver == 'exact':
+        QT, R, perm = qr(A, mode='economic', pivoting=True)
+        QT = QT.T
+
+        if m < n:
+            R = np.vstack((R, np.zeros((n - m, n))))
+
+        QTr = np.zeros(n)
+        k = min(m, n)
+    elif lsq_solver == 'lsmr':
+        r_aug = np.zeros(m + n)
+        auto_lsmr_tol = False
+        if lsmr_tol is None:
+            lsmr_tol = 1e-2 * tol
+        elif lsmr_tol == 'auto':
+            auto_lsmr_tol = True
+
+    r = A.dot(x) - b
+    g = compute_grad(A, r)
+    cost = 0.5 * np.dot(r, r)
+    initial_cost = cost
+
+    termination_status = None
+    step_norm = None
+    cost_change = None
+
+    if max_iter is None:
+        max_iter = 100
+
+    if verbose == 2:
+        print_header_linear()
+
+    for iteration in range(max_iter):
+        v, dv = CL_scaling_vector(x, g, lb, ub)
+        g_scaled = g * v
+        g_norm = norm(g_scaled, ord=np.inf)
+        if g_norm < tol:
+            termination_status = 1
+
+        if verbose == 2:
+            print_iteration_linear(iteration, cost, cost_change,
+                                   step_norm, g_norm)
+
+        if termination_status is not None:
+            break
+
+        diag_h = g * dv
+        diag_root_h = diag_h ** 0.5
+        d = v ** 0.5
+        g_h = d * g
+
+        A_h = right_multiplied_operator(A, d)
+        if lsq_solver == 'exact':
+            QTr[:k] = QT.dot(r)
+            p_h = -regularized_lsq_with_qr(m, n, R * d[perm], QTr, perm,
+                                           diag_root_h, copy_R=False)
+        elif lsq_solver == 'lsmr':
+            lsmr_op = regularized_lsq_operator(A_h, diag_root_h)
+            r_aug[:m] = r
+            if auto_lsmr_tol:
+                eta = 1e-2 * min(0.5, g_norm)
+                lsmr_tol = max(EPS, min(0.1, eta * g_norm))
+            p_h = -lsmr(lsmr_op, r_aug, maxiter=lsmr_maxiter,
+                        atol=lsmr_tol, btol=lsmr_tol)[0]
+
+        p = d * p_h
+
+        p_dot_g = np.dot(p, g)
+        if p_dot_g > 0:
+            termination_status = -1
+
+        theta = 1 - min(0.005, g_norm)
+        step = select_step(x, A_h, g_h, diag_h, p, p_h, d, lb, ub, theta)
+        cost_change = -evaluate_quadratic(A, g, step)
+
+        # Perhaps almost never executed, the idea is that `p` is descent
+        # direction thus we must find acceptable cost decrease using simple
+        # "backtracking", otherwise the algorithm's logic would break.
+        if cost_change < 0:
+            x, step, cost_change = backtracking(
+                A, g, x, p, theta, p_dot_g, lb, ub)
+        else:
+            x = make_strictly_feasible(x + step, lb, ub, rstep=0)
+
+        step_norm = norm(step)
+        r = A.dot(x) - b
+        g = compute_grad(A, r)
+
+        if cost_change < tol * cost:
+            termination_status = 2
+
+        cost = 0.5 * np.dot(r, r)
+
+    if termination_status is None:
+        termination_status = 0
+
+    active_mask = find_active_constraints(x, lb, ub, rtol=tol)
+
+    return OptimizeResult(
+        x=x, fun=r, cost=cost, optimality=g_norm, active_mask=active_mask,
+        nit=iteration + 1, status=termination_status,
+        initial_cost=initial_cost)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_minimize.py

@@ -0,0 +1,1094 @@
+"""
+Unified interfaces to minimization algorithms.
+
+Functions
+---------
+- minimize : minimization of a function of several variables.
+- minimize_scalar : minimization of a function of one variable.
+"""
+
+__all__ = ['minimize', 'minimize_scalar']
+
+
+from warnings import warn
+
+import numpy as np
+
+# unconstrained minimization
+from ._optimize import (_minimize_neldermead, _minimize_powell, _minimize_cg,
+                        _minimize_bfgs, _minimize_newtoncg,
+                        _minimize_scalar_brent, _minimize_scalar_bounded,
+                        _minimize_scalar_golden, MemoizeJac, OptimizeResult,
+                        _wrap_callback, _recover_from_bracket_error)
+from ._trustregion_dogleg import _minimize_dogleg
+from ._trustregion_ncg import _minimize_trust_ncg
+from ._trustregion_krylov import _minimize_trust_krylov
+from ._trustregion_exact import _minimize_trustregion_exact
+from ._trustregion_constr import _minimize_trustregion_constr
+
+# constrained minimization
+from ._lbfgsb_py import _minimize_lbfgsb
+from ._tnc import _minimize_tnc
+from ._cobyla_py import _minimize_cobyla
+from ._slsqp_py import _minimize_slsqp
+from ._constraints import (old_bound_to_new, new_bounds_to_old,
+                           old_constraint_to_new, new_constraint_to_old,
+                           NonlinearConstraint, LinearConstraint, Bounds,
+                           PreparedConstraint)
+from ._differentiable_functions import FD_METHODS
+
+MINIMIZE_METHODS = ['nelder-mead', 'powell', 'cg', 'bfgs', 'newton-cg',
+                    'l-bfgs-b', 'tnc', 'cobyla', 'slsqp', 'trust-constr',
+                    'dogleg', 'trust-ncg', 'trust-exact', 'trust-krylov']
+
+# These methods support the new callback interface (passed an OptimizeResult)
+MINIMIZE_METHODS_NEW_CB = ['nelder-mead', 'powell', 'cg', 'bfgs', 'newton-cg',
+                           'l-bfgs-b', 'trust-constr', 'dogleg', 'trust-ncg',
+                           'trust-exact', 'trust-krylov']
+
+MINIMIZE_SCALAR_METHODS = ['brent', 'bounded', 'golden']
+
+def minimize(fun, x0, args=(), method=None, jac=None, hess=None,
+             hessp=None, bounds=None, constraints=(), tol=None,
+             callback=None, options=None):
+    """Minimization of scalar function of one or more variables.
+
+    Parameters
+    ----------
+    fun : callable
+        The objective function to be minimized.
+
+            ``fun(x, *args) -> float``
+
+        where ``x`` is a 1-D array with shape (n,) and ``args``
+        is a tuple of the fixed parameters needed to completely
+        specify the function.
+    x0 : ndarray, shape (n,)
+        Initial guess. Array of real elements of size (n,),
+        where ``n`` is the number of independent variables.
+    args : tuple, optional
+        Extra arguments passed to the objective function and its
+        derivatives (`fun`, `jac` and `hess` functions).
+    method : str or callable, optional
+        Type of solver.  Should be one of
+
+            - 'Nelder-Mead' :ref:`(see here) <optimize.minimize-neldermead>`
+            - 'Powell'      :ref:`(see here) <optimize.minimize-powell>`
+            - 'CG'          :ref:`(see here) <optimize.minimize-cg>`
+            - 'BFGS'        :ref:`(see here) <optimize.minimize-bfgs>`
+            - 'Newton-CG'   :ref:`(see here) <optimize.minimize-newtoncg>`
+            - 'L-BFGS-B'    :ref:`(see here) <optimize.minimize-lbfgsb>`
+            - 'TNC'         :ref:`(see here) <optimize.minimize-tnc>`
+            - 'COBYLA'      :ref:`(see here) <optimize.minimize-cobyla>`
+            - 'SLSQP'       :ref:`(see here) <optimize.minimize-slsqp>`
+            - 'trust-constr':ref:`(see here) <optimize.minimize-trustconstr>`
+            - 'dogleg'      :ref:`(see here) <optimize.minimize-dogleg>`
+            - 'trust-ncg'   :ref:`(see here) <optimize.minimize-trustncg>`
+            - 'trust-exact' :ref:`(see here) <optimize.minimize-trustexact>`
+            - 'trust-krylov' :ref:`(see here) <optimize.minimize-trustkrylov>`
+            - custom - a callable object, see below for description.
+
+        If not given, chosen to be one of ``BFGS``, ``L-BFGS-B``, ``SLSQP``,
+        depending on whether or not the problem has constraints or bounds.
+    jac : {callable,  '2-point', '3-point', 'cs', bool}, optional
+        Method for computing the gradient vector. Only for CG, BFGS,
+        Newton-CG, L-BFGS-B, TNC, SLSQP, dogleg, trust-ncg, trust-krylov,
+        trust-exact and trust-constr.
+        If it is a callable, it should be a function that returns the gradient
+        vector:
+
+            ``jac(x, *args) -> array_like, shape (n,)``
+
+        where ``x`` is an array with shape (n,) and ``args`` is a tuple with
+        the fixed parameters. If `jac` is a Boolean and is True, `fun` is
+        assumed to return a tuple ``(f, g)`` containing the objective
+        function and the gradient.
+        Methods 'Newton-CG', 'trust-ncg', 'dogleg', 'trust-exact', and
+        'trust-krylov' require that either a callable be supplied, or that
+        `fun` return the objective and gradient.
+        If None or False, the gradient will be estimated using 2-point finite
+        difference estimation with an absolute step size.
+        Alternatively, the keywords  {'2-point', '3-point', 'cs'} can be used
+        to select a finite difference scheme for numerical estimation of the
+        gradient with a relative step size. These finite difference schemes
+        obey any specified `bounds`.
+    hess : {callable, '2-point', '3-point', 'cs', HessianUpdateStrategy}, optional
+        Method for computing the Hessian matrix. Only for Newton-CG, dogleg,
+        trust-ncg, trust-krylov, trust-exact and trust-constr.
+        If it is callable, it should return the Hessian matrix:
+
+            ``hess(x, *args) -> {LinearOperator, spmatrix, array}, (n, n)``
+
+        where ``x`` is a (n,) ndarray and ``args`` is a tuple with the fixed
+        parameters.
+        The keywords {'2-point', '3-point', 'cs'} can also be used to select
+        a finite difference scheme for numerical estimation of the hessian.
+        Alternatively, objects implementing the `HessianUpdateStrategy`
+        interface can be used to approximate the Hessian. Available
+        quasi-Newton methods implementing this interface are:
+
+            - `BFGS`;
+            - `SR1`.
+
+        Not all of the options are available for each of the methods; for
+        availability refer to the notes.
+    hessp : callable, optional
+        Hessian of objective function times an arbitrary vector p. Only for
+        Newton-CG, trust-ncg, trust-krylov, trust-constr.
+        Only one of `hessp` or `hess` needs to be given. If `hess` is
+        provided, then `hessp` will be ignored. `hessp` must compute the
+        Hessian times an arbitrary vector:
+
+            ``hessp(x, p, *args) ->  ndarray shape (n,)``
+
+        where ``x`` is a (n,) ndarray, ``p`` is an arbitrary vector with
+        dimension (n,) and ``args`` is a tuple with the fixed
+        parameters.
+    bounds : sequence or `Bounds`, optional
+        Bounds on variables for Nelder-Mead, L-BFGS-B, TNC, SLSQP, Powell,
+        trust-constr, and COBYLA methods. There are two ways to specify the
+        bounds:
+
+            1. Instance of `Bounds` class.
+            2. Sequence of ``(min, max)`` pairs for each element in `x`. None
+               is used to specify no bound.
+
+    constraints : {Constraint, dict} or List of {Constraint, dict}, optional
+        Constraints definition. Only for COBYLA, SLSQP and trust-constr.
+
+        Constraints for 'trust-constr' are defined as a single object or a
+        list of objects specifying constraints to the optimization problem.
+        Available constraints are:
+
+            - `LinearConstraint`
+            - `NonlinearConstraint`
+
+        Constraints for COBYLA, SLSQP are defined as a list of dictionaries.
+        Each dictionary with fields:
+
+            type : str
+                Constraint type: 'eq' for equality, 'ineq' for inequality.
+            fun : callable
+                The function defining the constraint.
+            jac : callable, optional
+                The Jacobian of `fun` (only for SLSQP).
+            args : sequence, optional
+                Extra arguments to be passed to the function and Jacobian.
+
+        Equality constraint means that the constraint function result is to
+        be zero whereas inequality means that it is to be non-negative.
+        Note that COBYLA only supports inequality constraints.
+    tol : float, optional
+        Tolerance for termination. When `tol` is specified, the selected
+        minimization algorithm sets some relevant solver-specific tolerance(s)
+        equal to `tol`. For detailed control, use solver-specific
+        options.
+    options : dict, optional
+        A dictionary of solver options. All methods except `TNC` accept the
+        following generic options:
+
+            maxiter : int
+                Maximum number of iterations to perform. Depending on the
+                method each iteration may use several function evaluations.
+
+                For `TNC` use `maxfun` instead of `maxiter`.
+            disp : bool
+                Set to True to print convergence messages.
+
+        For method-specific options, see :func:`show_options()`.
+    callback : callable, optional
+        A callable called after each iteration.
+
+        All methods except TNC, SLSQP, and COBYLA support a callable with
+        the signature:
+
+            ``callback(intermediate_result: OptimizeResult)``
+
+        where ``intermediate_result`` is a keyword parameter containing an
+        `OptimizeResult` with attributes ``x`` and ``fun``, the present values
+        of the parameter vector and objective function. Note that the name
+        of the parameter must be ``intermediate_result`` for the callback
+        to be passed an `OptimizeResult`. These methods will also terminate if
+        the callback raises ``StopIteration``.
+
+        All methods except trust-constr (also) support a signature like:
+
+            ``callback(xk)``
+
+        where ``xk`` is the current parameter vector.
+
+        Introspection is used to determine which of the signatures above to
+        invoke.
+
+    Returns
+    -------
+    res : OptimizeResult
+        The optimization result represented as a ``OptimizeResult`` object.
+        Important attributes are: ``x`` the solution array, ``success`` a
+        Boolean flag indicating if the optimizer exited successfully and
+        ``message`` which describes the cause of the termination. See
+        `OptimizeResult` for a description of other attributes.
+
+    See also
+    --------
+    minimize_scalar : Interface to minimization algorithms for scalar
+        univariate functions
+    show_options : Additional options accepted by the solvers
+
+    Notes
+    -----
+    This section describes the available solvers that can be selected by the
+    'method' parameter. The default method is *BFGS*.
+
+    **Unconstrained minimization**
+
+    Method :ref:`CG <optimize.minimize-cg>` uses a nonlinear conjugate
+    gradient algorithm by Polak and Ribiere, a variant of the
+    Fletcher-Reeves method described in [5]_ pp.120-122. Only the
+    first derivatives are used.
+
+    Method :ref:`BFGS <optimize.minimize-bfgs>` uses the quasi-Newton
+    method of Broyden, Fletcher, Goldfarb, and Shanno (BFGS) [5]_
+    pp. 136. It uses the first derivatives only. BFGS has proven good
+    performance even for non-smooth optimizations. This method also
+    returns an approximation of the Hessian inverse, stored as
+    `hess_inv` in the OptimizeResult object.
+
+    Method :ref:`Newton-CG <optimize.minimize-newtoncg>` uses a
+    Newton-CG algorithm [5]_ pp. 168 (also known as the truncated
+    Newton method). It uses a CG method to the compute the search
+    direction. See also *TNC* method for a box-constrained
+    minimization with a similar algorithm. Suitable for large-scale
+    problems.
+
+    Method :ref:`dogleg <optimize.minimize-dogleg>` uses the dog-leg
+    trust-region algorithm [5]_ for unconstrained minimization. This
+    algorithm requires the gradient and Hessian; furthermore the
+    Hessian is required to be positive definite.
+
+    Method :ref:`trust-ncg <optimize.minimize-trustncg>` uses the
+    Newton conjugate gradient trust-region algorithm [5]_ for
+    unconstrained minimization. This algorithm requires the gradient
+    and either the Hessian or a function that computes the product of
+    the Hessian with a given vector. Suitable for large-scale problems.
+
+    Method :ref:`trust-krylov <optimize.minimize-trustkrylov>` uses
+    the Newton GLTR trust-region algorithm [14]_, [15]_ for unconstrained
+    minimization. This algorithm requires the gradient
+    and either the Hessian or a function that computes the product of
+    the Hessian with a given vector. Suitable for large-scale problems.
+    On indefinite problems it requires usually less iterations than the
+    `trust-ncg` method and is recommended for medium and large-scale problems.
+
+    Method :ref:`trust-exact <optimize.minimize-trustexact>`
+    is a trust-region method for unconstrained minimization in which
+    quadratic subproblems are solved almost exactly [13]_. This
+    algorithm requires the gradient and the Hessian (which is
+    *not* required to be positive definite). It is, in many
+    situations, the Newton method to converge in fewer iterations
+    and the most recommended for small and medium-size problems.
+
+    **Bound-Constrained minimization**
+
+    Method :ref:`Nelder-Mead <optimize.minimize-neldermead>` uses the
+    Simplex algorithm [1]_, [2]_. This algorithm is robust in many
+    applications. However, if numerical computation of derivative can be
+    trusted, other algorithms using the first and/or second derivatives
+    information might be preferred for their better performance in
+    general.
+
+    Method :ref:`L-BFGS-B <optimize.minimize-lbfgsb>` uses the L-BFGS-B
+    algorithm [6]_, [7]_ for bound constrained minimization.
+
+    Method :ref:`Powell <optimize.minimize-powell>` is a modification
+    of Powell's method [3]_, [4]_ which is a conjugate direction
+    method. It performs sequential one-dimensional minimizations along
+    each vector of the directions set (`direc` field in `options` and
+    `info`), which is updated at each iteration of the main
+    minimization loop. The function need not be differentiable, and no
+    derivatives are taken. If bounds are not provided, then an
+    unbounded line search will be used. If bounds are provided and
+    the initial guess is within the bounds, then every function
+    evaluation throughout the minimization procedure will be within
+    the bounds. If bounds are provided, the initial guess is outside
+    the bounds, and `direc` is full rank (default has full rank), then
+    some function evaluations during the first iteration may be
+    outside the bounds, but every function evaluation after the first
+    iteration will be within the bounds. If `direc` is not full rank,
+    then some parameters may not be optimized and the solution is not
+    guaranteed to be within the bounds.
+
+    Method :ref:`TNC <optimize.minimize-tnc>` uses a truncated Newton
+    algorithm [5]_, [8]_ to minimize a function with variables subject
+    to bounds. This algorithm uses gradient information; it is also
+    called Newton Conjugate-Gradient. It differs from the *Newton-CG*
+    method described above as it wraps a C implementation and allows
+    each variable to be given upper and lower bounds.
+
+    **Constrained Minimization**
+
+    Method :ref:`COBYLA <optimize.minimize-cobyla>` uses the
+    Constrained Optimization BY Linear Approximation (COBYLA) method
+    [9]_, [10]_, [11]_. The algorithm is based on linear
+    approximations to the objective function and each constraint. The
+    method wraps a FORTRAN implementation of the algorithm. The
+    constraints functions 'fun' may return either a single number
+    or an array or list of numbers.
+
+    Method :ref:`SLSQP <optimize.minimize-slsqp>` uses Sequential
+    Least SQuares Programming to minimize a function of several
+    variables with any combination of bounds, equality and inequality
+    constraints. The method wraps the SLSQP Optimization subroutine
+    originally implemented by Dieter Kraft [12]_. Note that the
+    wrapper handles infinite values in bounds by converting them into
+    large floating values.
+
+    Method :ref:`trust-constr <optimize.minimize-trustconstr>` is a
+    trust-region algorithm for constrained optimization. It switches
+    between two implementations depending on the problem definition.
+    It is the most versatile constrained minimization algorithm
+    implemented in SciPy and the most appropriate for large-scale problems.
+    For equality constrained problems it is an implementation of Byrd-Omojokun
+    Trust-Region SQP method described in [17]_ and in [5]_, p. 549. When
+    inequality constraints are imposed as well, it switches to the trust-region
+    interior point method described in [16]_. This interior point algorithm,
+    in turn, solves inequality constraints by introducing slack variables
+    and solving a sequence of equality-constrained barrier problems
+    for progressively smaller values of the barrier parameter.
+    The previously described equality constrained SQP method is
+    used to solve the subproblems with increasing levels of accuracy
+    as the iterate gets closer to a solution.
+
+    **Finite-Difference Options**
+
+    For Method :ref:`trust-constr <optimize.minimize-trustconstr>`
+    the gradient and the Hessian may be approximated using
+    three finite-difference schemes: {'2-point', '3-point', 'cs'}.
+    The scheme 'cs' is, potentially, the most accurate but it
+    requires the function to correctly handle complex inputs and to
+    be differentiable in the complex plane. The scheme '3-point' is more
+    accurate than '2-point' but requires twice as many operations. If the
+    gradient is estimated via finite-differences the Hessian must be
+    estimated using one of the quasi-Newton strategies.
+
+    **Method specific options for the** `hess` **keyword**
+
+    +--------------+------+----------+-------------------------+-----+
+    | method/Hess  | None | callable | '2-point/'3-point'/'cs' | HUS |
+    +==============+======+==========+=========================+=====+
+    | Newton-CG    | x    | (n, n)   | x                       | x   |
+    |              |      | LO       |                         |     |
+    +--------------+------+----------+-------------------------+-----+
+    | dogleg       |      | (n, n)   |                         |     |
+    +--------------+------+----------+-------------------------+-----+
+    | trust-ncg    |      | (n, n)   | x                       | x   |
+    +--------------+------+----------+-------------------------+-----+
+    | trust-krylov |      | (n, n)   | x                       | x   |
+    +--------------+------+----------+-------------------------+-----+
+    | trust-exact  |      | (n, n)   |                         |     |
+    +--------------+------+----------+-------------------------+-----+
+    | trust-constr | x    | (n, n)   |  x                      | x   |
+    |              |      | LO       |                         |     |
+    |              |      | sp       |                         |     |
+    +--------------+------+----------+-------------------------+-----+
+
+    where LO=LinearOperator, sp=Sparse matrix, HUS=HessianUpdateStrategy
+
+    **Custom minimizers**
+
+    It may be useful to pass a custom minimization method, for example
+    when using a frontend to this method such as `scipy.optimize.basinhopping`
+    or a different library.  You can simply pass a callable as the ``method``
+    parameter.
+
+    The callable is called as ``method(fun, x0, args, **kwargs, **options)``
+    where ``kwargs`` corresponds to any other parameters passed to `minimize`
+    (such as `callback`, `hess`, etc.), except the `options` dict, which has
+    its contents also passed as `method` parameters pair by pair.  Also, if
+    `jac` has been passed as a bool type, `jac` and `fun` are mangled so that
+    `fun` returns just the function values and `jac` is converted to a function
+    returning the Jacobian.  The method shall return an `OptimizeResult`
+    object.
+
+    The provided `method` callable must be able to accept (and possibly ignore)
+    arbitrary parameters; the set of parameters accepted by `minimize` may
+    expand in future versions and then these parameters will be passed to
+    the method.  You can find an example in the scipy.optimize tutorial.
+
+    References
+    ----------
+    .. [1] Nelder, J A, and R Mead. 1965. A Simplex Method for Function
+        Minimization. The Computer Journal 7: 308-13.
+    .. [2] Wright M H. 1996. Direct search methods: Once scorned, now
+        respectable, in Numerical Analysis 1995: Proceedings of the 1995
+        Dundee Biennial Conference in Numerical Analysis (Eds. D F
+        Griffiths and G A Watson). Addison Wesley Longman, Harlow, UK.
+        191-208.
+    .. [3] Powell, M J D. 1964. An efficient method for finding the minimum of
+       a function of several variables without calculating derivatives. The
+       Computer Journal 7: 155-162.
+    .. [4] Press W, S A Teukolsky, W T Vetterling and B P Flannery.
+       Numerical Recipes (any edition), Cambridge University Press.
+    .. [5] Nocedal, J, and S J Wright. 2006. Numerical Optimization.
+       Springer New York.
+    .. [6] Byrd, R H and P Lu and J. Nocedal. 1995. A Limited Memory
+       Algorithm for Bound Constrained Optimization. SIAM Journal on
+       Scientific and Statistical Computing 16 (5): 1190-1208.
+    .. [7] Zhu, C and R H Byrd and J Nocedal. 1997. L-BFGS-B: Algorithm
+       778: L-BFGS-B, FORTRAN routines for large scale bound constrained
+       optimization. ACM Transactions on Mathematical Software 23 (4):
+       550-560.
+    .. [8] Nash, S G. Newton-Type Minimization Via the Lanczos Method.
+       1984. SIAM Journal of Numerical Analysis 21: 770-778.
+    .. [9] Powell, M J D. A direct search optimization method that models
+       the objective and constraint functions by linear interpolation.
+       1994. Advances in Optimization and Numerical Analysis, eds. S. Gomez
+       and J-P Hennart, Kluwer Academic (Dordrecht), 51-67.
+    .. [10] Powell M J D. Direct search algorithms for optimization
+       calculations. 1998. Acta Numerica 7: 287-336.
+    .. [11] Powell M J D. A view of algorithms for optimization without
+       derivatives. 2007.Cambridge University Technical Report DAMTP
+       2007/NA03
+    .. [12] Kraft, D. A software package for sequential quadratic
+       programming. 1988. Tech. Rep. DFVLR-FB 88-28, DLR German Aerospace
+       Center -- Institute for Flight Mechanics, Koln, Germany.
+    .. [13] Conn, A. R., Gould, N. I., and Toint, P. L.
+       Trust region methods. 2000. Siam. pp. 169-200.
+    .. [14] F. Lenders, C. Kirches, A. Potschka: "trlib: A vector-free
+       implementation of the GLTR method for iterative solution of
+       the trust region problem", :arxiv:`1611.04718`
+    .. [15] N. Gould, S. Lucidi, M. Roma, P. Toint: "Solving the
+       Trust-Region Subproblem using the Lanczos Method",
+       SIAM J. Optim., 9(2), 504--525, (1999).
+    .. [16] Byrd, Richard H., Mary E. Hribar, and Jorge Nocedal. 1999.
+        An interior point algorithm for large-scale nonlinear  programming.
+        SIAM Journal on Optimization 9.4: 877-900.
+    .. [17] Lalee, Marucha, Jorge Nocedal, and Todd Plantega. 1998. On the
+        implementation of an algorithm for large-scale equality constrained
+        optimization. SIAM Journal on Optimization 8.3: 682-706.
+
+    Examples
+    --------
+    Let us consider the problem of minimizing the Rosenbrock function. This
+    function (and its respective derivatives) is implemented in `rosen`
+    (resp. `rosen_der`, `rosen_hess`) in the `scipy.optimize`.
+
+    >>> from scipy.optimize import minimize, rosen, rosen_der
+
+    A simple application of the *Nelder-Mead* method is:
+
+    >>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2]
+    >>> res = minimize(rosen, x0, method='Nelder-Mead', tol=1e-6)
+    >>> res.x
+    array([ 1.,  1.,  1.,  1.,  1.])
+
+    Now using the *BFGS* algorithm, using the first derivative and a few
+    options:
+
+    >>> res = minimize(rosen, x0, method='BFGS', jac=rosen_der,
+    ...                options={'gtol': 1e-6, 'disp': True})
+    Optimization terminated successfully.
+             Current function value: 0.000000
+             Iterations: 26
+             Function evaluations: 31
+             Gradient evaluations: 31
+    >>> res.x
+    array([ 1.,  1.,  1.,  1.,  1.])
+    >>> print(res.message)
+    Optimization terminated successfully.
+    >>> res.hess_inv
+    array([
+        [ 0.00749589,  0.01255155,  0.02396251,  0.04750988,  0.09495377],  # may vary
+        [ 0.01255155,  0.02510441,  0.04794055,  0.09502834,  0.18996269],
+        [ 0.02396251,  0.04794055,  0.09631614,  0.19092151,  0.38165151],
+        [ 0.04750988,  0.09502834,  0.19092151,  0.38341252,  0.7664427 ],
+        [ 0.09495377,  0.18996269,  0.38165151,  0.7664427,   1.53713523]
+    ])
+
+
+    Next, consider a minimization problem with several constraints (namely
+    Example 16.4 from [5]_). The objective function is:
+
+    >>> fun = lambda x: (x[0] - 1)**2 + (x[1] - 2.5)**2
+
+    There are three constraints defined as:
+
+    >>> cons = ({'type': 'ineq', 'fun': lambda x:  x[0] - 2 * x[1] + 2},
+    ...         {'type': 'ineq', 'fun': lambda x: -x[0] - 2 * x[1] + 6},
+    ...         {'type': 'ineq', 'fun': lambda x: -x[0] + 2 * x[1] + 2})
+
+    And variables must be positive, hence the following bounds:
+
+    >>> bnds = ((0, None), (0, None))
+
+    The optimization problem is solved using the SLSQP method as:
+
+    >>> res = minimize(fun, (2, 0), method='SLSQP', bounds=bnds,
+    ...                constraints=cons)
+
+    It should converge to the theoretical solution (1.4 ,1.7).
+
+    """
+    x0 = np.atleast_1d(np.asarray(x0))
+
+    if x0.ndim != 1:
+        raise ValueError("'x0' must only have one dimension.")
+
+    if x0.dtype.kind in np.typecodes["AllInteger"]:
+        x0 = np.asarray(x0, dtype=float)
+
+    if not isinstance(args, tuple):
+        args = (args,)
+
+    if method is None:
+        # Select automatically
+        if constraints:
+            method = 'SLSQP'
+        elif bounds is not None:
+            method = 'L-BFGS-B'
+        else:
+            method = 'BFGS'
+
+    if callable(method):
+        meth = "_custom"
+    else:
+        meth = method.lower()
+
+    if options is None:
+        options = {}
+    # check if optional parameters are supported by the selected method
+    # - jac
+    if meth in ('nelder-mead', 'powell', 'cobyla') and bool(jac):
+        warn('Method %s does not use gradient information (jac).' % method,
+             RuntimeWarning, stacklevel=2)
+    # - hess
+    if meth not in ('newton-cg', 'dogleg', 'trust-ncg', 'trust-constr',
+                    'trust-krylov', 'trust-exact', '_custom') and hess is not None:
+        warn('Method %s does not use Hessian information (hess).' % method,
+             RuntimeWarning, stacklevel=2)
+    # - hessp
+    if meth not in ('newton-cg', 'trust-ncg', 'trust-constr',
+                    'trust-krylov', '_custom') \
+       and hessp is not None:
+        warn('Method %s does not use Hessian-vector product '
+             'information (hessp).' % method,
+             RuntimeWarning, stacklevel=2)
+    # - constraints or bounds
+    if (meth not in ('cobyla', 'slsqp', 'trust-constr', '_custom') and
+            np.any(constraints)):
+        warn('Method %s cannot handle constraints.' % method,
+             RuntimeWarning, stacklevel=2)
+    if meth not in ('nelder-mead', 'powell', 'l-bfgs-b', 'cobyla', 'slsqp',
+                    'tnc', 'trust-constr', '_custom') and bounds is not None:
+        warn('Method %s cannot handle bounds.' % method,
+             RuntimeWarning, stacklevel=2)
+    # - return_all
+    if (meth in ('l-bfgs-b', 'tnc', 'cobyla', 'slsqp') and
+            options.get('return_all', False)):
+        warn('Method %s does not support the return_all option.' % method,
+             RuntimeWarning, stacklevel=2)
+
+    # check gradient vector
+    if callable(jac):
+        pass
+    elif jac is True:
+        # fun returns func and grad
+        fun = MemoizeJac(fun)
+        jac = fun.derivative
+    elif (jac in FD_METHODS and
+          meth in ['trust-constr', 'bfgs', 'cg', 'l-bfgs-b', 'tnc', 'slsqp']):
+        # finite differences with relative step
+        pass
+    elif meth in ['trust-constr']:
+        # default jac calculation for this method
+        jac = '2-point'
+    elif jac is None or bool(jac) is False:
+        # this will cause e.g. LBFGS to use forward difference, absolute step
+        jac = None
+    else:
+        # default if jac option is not understood
+        jac = None
+
+    # set default tolerances
+    if tol is not None:
+        options = dict(options)
+        if meth == 'nelder-mead':
+            options.setdefault('xatol', tol)
+            options.setdefault('fatol', tol)
+        if meth in ('newton-cg', 'powell', 'tnc'):
+            options.setdefault('xtol', tol)
+        if meth in ('powell', 'l-bfgs-b', 'tnc', 'slsqp'):
+            options.setdefault('ftol', tol)
+        if meth in ('bfgs', 'cg', 'l-bfgs-b', 'tnc', 'dogleg',
+                    'trust-ncg', 'trust-exact', 'trust-krylov'):
+            options.setdefault('gtol', tol)
+        if meth in ('cobyla', '_custom'):
+            options.setdefault('tol', tol)
+        if meth == 'trust-constr':
+            options.setdefault('xtol', tol)
+            options.setdefault('gtol', tol)
+            options.setdefault('barrier_tol', tol)
+
+    if meth == '_custom':
+        # custom method called before bounds and constraints are 'standardised'
+        # custom method should be able to accept whatever bounds/constraints
+        # are provided to it.
+        return method(fun, x0, args=args, jac=jac, hess=hess, hessp=hessp,
+                      bounds=bounds, constraints=constraints,
+                      callback=callback, **options)
+
+    constraints = standardize_constraints(constraints, x0, meth)
+
+    remove_vars = False
+    if bounds is not None:
+        # convert to new-style bounds so we only have to consider one case
+        bounds = standardize_bounds(bounds, x0, 'new')
+        bounds = _validate_bounds(bounds, x0, meth)
+
+        if meth in {"tnc", "slsqp", "l-bfgs-b"}:
+            # These methods can't take the finite-difference derivatives they
+            # need when a variable is fixed by the bounds. To avoid this issue,
+            # remove fixed variables from the problem.
+            # NOTE: if this list is expanded, then be sure to update the
+            # accompanying tests and test_optimize.eb_data. Consider also if
+            # default OptimizeResult will need updating.
+
+            # determine whether any variables are fixed
+            i_fixed = (bounds.lb == bounds.ub)
+
+            if np.all(i_fixed):
+                # all the parameters are fixed, a minimizer is not able to do
+                # anything
+                return _optimize_result_for_equal_bounds(
+                    fun, bounds, meth, args=args, constraints=constraints
+                )
+
+            # determine whether finite differences are needed for any grad/jac
+            fd_needed = (not callable(jac))
+            for con in constraints:
+                if not callable(con.get('jac', None)):
+                    fd_needed = True
+
+            # If finite differences are ever used, remove all fixed variables
+            # Always remove fixed variables for TNC; see gh-14565
+            remove_vars = i_fixed.any() and (fd_needed or meth == "tnc")
+            if remove_vars:
+                x_fixed = (bounds.lb)[i_fixed]
+                x0 = x0[~i_fixed]
+                bounds = _remove_from_bounds(bounds, i_fixed)
+                fun = _remove_from_func(fun, i_fixed, x_fixed)
+                if callable(callback):
+                    callback = _remove_from_func(callback, i_fixed, x_fixed)
+                if callable(jac):
+                    jac = _remove_from_func(jac, i_fixed, x_fixed, remove=1)
+
+                # make a copy of the constraints so the user's version doesn't
+                # get changed. (Shallow copy is ok)
+                constraints = [con.copy() for con in constraints]
+                for con in constraints:  # yes, guaranteed to be a list
+                    con['fun'] = _remove_from_func(con['fun'], i_fixed,
+                                                   x_fixed, min_dim=1,
+                                                   remove=0)
+                    if callable(con.get('jac', None)):
+                        con['jac'] = _remove_from_func(con['jac'], i_fixed,
+                                                       x_fixed, min_dim=2,
+                                                       remove=1)
+        bounds = standardize_bounds(bounds, x0, meth)
+
+    callback = _wrap_callback(callback, meth)
+
+    if meth == 'nelder-mead':
+        res = _minimize_neldermead(fun, x0, args, callback, bounds=bounds,
+                                   **options)
+    elif meth == 'powell':
+        res = _minimize_powell(fun, x0, args, callback, bounds, **options)
+    elif meth == 'cg':
+        res = _minimize_cg(fun, x0, args, jac, callback, **options)
+    elif meth == 'bfgs':
+        res = _minimize_bfgs(fun, x0, args, jac, callback, **options)
+    elif meth == 'newton-cg':
+        res = _minimize_newtoncg(fun, x0, args, jac, hess, hessp, callback,
+                                 **options)
+    elif meth == 'l-bfgs-b':
+        res = _minimize_lbfgsb(fun, x0, args, jac, bounds,
+                               callback=callback, **options)
+    elif meth == 'tnc':
+        res = _minimize_tnc(fun, x0, args, jac, bounds, callback=callback,
+                            **options)
+    elif meth == 'cobyla':
+        res = _minimize_cobyla(fun, x0, args, constraints, callback=callback,
+                               bounds=bounds, **options)
+    elif meth == 'slsqp':
+        res = _minimize_slsqp(fun, x0, args, jac, bounds,
+                              constraints, callback=callback, **options)
+    elif meth == 'trust-constr':
+        res = _minimize_trustregion_constr(fun, x0, args, jac, hess, hessp,
+                                           bounds, constraints,
+                                           callback=callback, **options)
+    elif meth == 'dogleg':
+        res = _minimize_dogleg(fun, x0, args, jac, hess,
+                               callback=callback, **options)
+    elif meth == 'trust-ncg':
+        res = _minimize_trust_ncg(fun, x0, args, jac, hess, hessp,
+                                  callback=callback, **options)
+    elif meth == 'trust-krylov':
+        res = _minimize_trust_krylov(fun, x0, args, jac, hess, hessp,
+                                     callback=callback, **options)
+    elif meth == 'trust-exact':
+        res = _minimize_trustregion_exact(fun, x0, args, jac, hess,
+                                          callback=callback, **options)
+    else:
+        raise ValueError('Unknown solver %s' % method)
+
+    if remove_vars:
+        res.x = _add_to_array(res.x, i_fixed, x_fixed)
+        res.jac = _add_to_array(res.jac, i_fixed, np.nan)
+        if "hess_inv" in res:
+            res.hess_inv = None  # unknown
+
+    if getattr(callback, 'stop_iteration', False):
+        res.success = False
+        res.status = 99
+        res.message = "`callback` raised `StopIteration`."
+
+    return res
+
+
+def minimize_scalar(fun, bracket=None, bounds=None, args=(),
+                    method=None, tol=None, options=None):
+    """Local minimization of scalar function of one variable.
+
+    Parameters
+    ----------
+    fun : callable
+        Objective function.
+        Scalar function, must return a scalar.
+    bracket : sequence, optional
+        For methods 'brent' and 'golden', `bracket` defines the bracketing
+        interval and is required.
+        Either a triple ``(xa, xb, xc)`` satisfying ``xa < xb < xc`` and
+        ``func(xb) < func(xa) and  func(xb) < func(xc)``, or a pair
+        ``(xa, xb)`` to be used as initial points for a downhill bracket search
+        (see `scipy.optimize.bracket`).
+        The minimizer ``res.x`` will not necessarily satisfy
+        ``xa <= res.x <= xb``.
+    bounds : sequence, optional
+        For method 'bounded', `bounds` is mandatory and must have two finite
+        items corresponding to the optimization bounds.
+    args : tuple, optional
+        Extra arguments passed to the objective function.
+    method : str or callable, optional
+        Type of solver.  Should be one of:
+
+            - :ref:`Brent <optimize.minimize_scalar-brent>`
+            - :ref:`Bounded <optimize.minimize_scalar-bounded>`
+            - :ref:`Golden <optimize.minimize_scalar-golden>`
+            - custom - a callable object (added in version 0.14.0), see below
+
+        Default is "Bounded" if bounds are provided and "Brent" otherwise.
+        See the 'Notes' section for details of each solver.
+
+    tol : float, optional
+        Tolerance for termination. For detailed control, use solver-specific
+        options.
+    options : dict, optional
+        A dictionary of solver options.
+
+            maxiter : int
+                Maximum number of iterations to perform.
+            disp : bool
+                Set to True to print convergence messages.
+
+        See :func:`show_options()` for solver-specific options.
+
+    Returns
+    -------
+    res : OptimizeResult
+        The optimization result represented as a ``OptimizeResult`` object.
+        Important attributes are: ``x`` the solution array, ``success`` a
+        Boolean flag indicating if the optimizer exited successfully and
+        ``message`` which describes the cause of the termination. See
+        `OptimizeResult` for a description of other attributes.
+
+    See also
+    --------
+    minimize : Interface to minimization algorithms for scalar multivariate
+        functions
+    show_options : Additional options accepted by the solvers
+
+    Notes
+    -----
+    This section describes the available solvers that can be selected by the
+    'method' parameter. The default method is the ``"Bounded"`` Brent method if
+    `bounds` are passed and unbounded ``"Brent"`` otherwise.
+
+    Method :ref:`Brent <optimize.minimize_scalar-brent>` uses Brent's
+    algorithm [1]_ to find a local minimum.  The algorithm uses inverse
+    parabolic interpolation when possible to speed up convergence of
+    the golden section method.
+
+    Method :ref:`Golden <optimize.minimize_scalar-golden>` uses the
+    golden section search technique [1]_. It uses analog of the bisection
+    method to decrease the bracketed interval. It is usually
+    preferable to use the *Brent* method.
+
+    Method :ref:`Bounded <optimize.minimize_scalar-bounded>` can
+    perform bounded minimization [2]_ [3]_. It uses the Brent method to find a
+    local minimum in the interval x1 < xopt < x2.
+
+    Note that the Brent and Golden methods do not guarantee success unless a
+    valid ``bracket`` triple is provided. If a three-point bracket cannot be
+    found, consider `scipy.optimize.minimize`. Also, all methods are intended
+    only for local minimization. When the function of interest has more than
+    one local minimum, consider :ref:`global_optimization`.
+
+    **Custom minimizers**
+
+    It may be useful to pass a custom minimization method, for example
+    when using some library frontend to minimize_scalar. You can simply
+    pass a callable as the ``method`` parameter.
+
+    The callable is called as ``method(fun, args, **kwargs, **options)``
+    where ``kwargs`` corresponds to any other parameters passed to `minimize`
+    (such as `bracket`, `tol`, etc.), except the `options` dict, which has
+    its contents also passed as `method` parameters pair by pair.  The method
+    shall return an `OptimizeResult` object.
+
+    The provided `method` callable must be able to accept (and possibly ignore)
+    arbitrary parameters; the set of parameters accepted by `minimize` may
+    expand in future versions and then these parameters will be passed to
+    the method. You can find an example in the scipy.optimize tutorial.
+
+    .. versionadded:: 0.11.0
+
+    References
+    ----------
+    .. [1] Press, W., S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery.
+           Numerical Recipes in C. Cambridge University Press.
+    .. [2] Forsythe, G.E., M. A. Malcolm, and C. B. Moler. "Computer Methods
+           for Mathematical Computations." Prentice-Hall Series in Automatic
+           Computation 259 (1977).
+    .. [3] Brent, Richard P. Algorithms for Minimization Without Derivatives.
+           Courier Corporation, 2013.
+
+    Examples
+    --------
+    Consider the problem of minimizing the following function.
+
+    >>> def f(x):
+    ...     return (x - 2) * x * (x + 2)**2
+
+    Using the *Brent* method, we find the local minimum as:
+
+    >>> from scipy.optimize import minimize_scalar
+    >>> res = minimize_scalar(f)
+    >>> res.fun
+    -9.9149495908
+
+    The minimizer is:
+
+    >>> res.x
+    1.28077640403
+
+    Using the *Bounded* method, we find a local minimum with specified
+    bounds as:
+
+    >>> res = minimize_scalar(f, bounds=(-3, -1), method='bounded')
+    >>> res.fun  # minimum
+    3.28365179850e-13
+    >>> res.x  # minimizer
+    -2.0000002026
+
+    """
+    if not isinstance(args, tuple):
+        args = (args,)
+
+    if callable(method):
+        meth = "_custom"
+    elif method is None:
+        meth = 'brent' if bounds is None else 'bounded'
+    else:
+        meth = method.lower()
+    if options is None:
+        options = {}
+
+    if bounds is not None and meth in {'brent', 'golden'}:
+        message = f"Use of `bounds` is incompatible with 'method={method}'."
+        raise ValueError(message)
+
+    if tol is not None:
+        options = dict(options)
+        if meth == 'bounded' and 'xatol' not in options:
+            warn("Method 'bounded' does not support relative tolerance in x; "
+                 "defaulting to absolute tolerance.",
+                 RuntimeWarning, stacklevel=2)
+            options['xatol'] = tol
+        elif meth == '_custom':
+            options.setdefault('tol', tol)
+        else:
+            options.setdefault('xtol', tol)
+
+    # replace boolean "disp" option, if specified, by an integer value.
+    disp = options.get('disp')
+    if isinstance(disp, bool):
+        options['disp'] = 2 * int(disp)
+
+    if meth == '_custom':
+        res = method(fun, args=args, bracket=bracket, bounds=bounds, **options)
+    elif meth == 'brent':
+        res = _recover_from_bracket_error(_minimize_scalar_brent,
+                                          fun, bracket, args, **options)
+    elif meth == 'bounded':
+        if bounds is None:
+            raise ValueError('The `bounds` parameter is mandatory for '
+                             'method `bounded`.')
+        res = _minimize_scalar_bounded(fun, bounds, args, **options)
+    elif meth == 'golden':
+        res = _recover_from_bracket_error(_minimize_scalar_golden,
+                                          fun, bracket, args, **options)
+    else:
+        raise ValueError('Unknown solver %s' % method)
+
+    # gh-16196 reported inconsistencies in the output shape of `res.x`. While
+    # fixing this, future-proof it for when the function is vectorized:
+    # the shape of `res.x` should match that of `res.fun`.
+    res.fun = np.asarray(res.fun)[()]
+    res.x = np.reshape(res.x, res.fun.shape)[()]
+    return res
+
+
+def _remove_from_bounds(bounds, i_fixed):
+    """Removes fixed variables from a `Bounds` instance"""
+    lb = bounds.lb[~i_fixed]
+    ub = bounds.ub[~i_fixed]
+    return Bounds(lb, ub)  # don't mutate original Bounds object
+
+
+def _remove_from_func(fun_in, i_fixed, x_fixed, min_dim=None, remove=0):
+    """Wraps a function such that fixed variables need not be passed in"""
+    def fun_out(x_in, *args, **kwargs):
+        x_out = np.zeros_like(i_fixed, dtype=x_in.dtype)
+        x_out[i_fixed] = x_fixed
+        x_out[~i_fixed] = x_in
+        y_out = fun_in(x_out, *args, **kwargs)
+        y_out = np.array(y_out)
+
+        if min_dim == 1:
+            y_out = np.atleast_1d(y_out)
+        elif min_dim == 2:
+            y_out = np.atleast_2d(y_out)
+
+        if remove == 1:
+            y_out = y_out[..., ~i_fixed]
+        elif remove == 2:
+            y_out = y_out[~i_fixed, ~i_fixed]
+
+        return y_out
+    return fun_out
+
+
+def _add_to_array(x_in, i_fixed, x_fixed):
+    """Adds fixed variables back to an array"""
+    i_free = ~i_fixed
+    if x_in.ndim == 2:
+        i_free = i_free[:, None] @ i_free[None, :]
+    x_out = np.zeros_like(i_free, dtype=x_in.dtype)
+    x_out[~i_free] = x_fixed
+    x_out[i_free] = x_in.ravel()
+    return x_out
+
+
+def _validate_bounds(bounds, x0, meth):
+    """Check that bounds are valid."""
+
+    msg = "An upper bound is less than the corresponding lower bound."
+    if np.any(bounds.ub < bounds.lb):
+        raise ValueError(msg)
+
+    msg = "The number of bounds is not compatible with the length of `x0`."
+    try:
+        bounds.lb = np.broadcast_to(bounds.lb, x0.shape)
+        bounds.ub = np.broadcast_to(bounds.ub, x0.shape)
+    except Exception as e:
+        raise ValueError(msg) from e
+
+    return bounds
+
+def standardize_bounds(bounds, x0, meth):
+    """Converts bounds to the form required by the solver."""
+    if meth in {'trust-constr', 'powell', 'nelder-mead', 'cobyla', 'new'}:
+        if not isinstance(bounds, Bounds):
+            lb, ub = old_bound_to_new(bounds)
+            bounds = Bounds(lb, ub)
+    elif meth in ('l-bfgs-b', 'tnc', 'slsqp', 'old'):
+        if isinstance(bounds, Bounds):
+            bounds = new_bounds_to_old(bounds.lb, bounds.ub, x0.shape[0])
+    return bounds
+
+
+def standardize_constraints(constraints, x0, meth):
+    """Converts constraints to the form required by the solver."""
+    all_constraint_types = (NonlinearConstraint, LinearConstraint, dict)
+    new_constraint_types = all_constraint_types[:-1]
+    if constraints is None:
+        constraints = []
+    elif isinstance(constraints, all_constraint_types):
+        constraints = [constraints]
+    else:
+        constraints = list(constraints)  # ensure it's a mutable sequence
+
+    if meth in ['trust-constr', 'new']:
+        for i, con in enumerate(constraints):
+            if not isinstance(con, new_constraint_types):
+                constraints[i] = old_constraint_to_new(i, con)
+    else:
+        # iterate over copy, changing original
+        for i, con in enumerate(list(constraints)):
+            if isinstance(con, new_constraint_types):
+                old_constraints = new_constraint_to_old(con, x0)
+                constraints[i] = old_constraints[0]
+                constraints.extend(old_constraints[1:])  # appends 1 if present
+
+    return constraints
+
+
+def _optimize_result_for_equal_bounds(
+        fun, bounds, method, args=(), constraints=()
+):
+    """
+    Provides a default OptimizeResult for when a bounded minimization method
+    has (lb == ub).all().
+
+    Parameters
+    ----------
+    fun: callable
+    bounds: Bounds
+    method: str
+    constraints: Constraint
+    """
+    success = True
+    message = 'All independent variables were fixed by bounds.'
+
+    # bounds is new-style
+    x0 = bounds.lb
+
+    if constraints:
+        message = ("All independent variables were fixed by bounds at values"
+                   " that satisfy the constraints.")
+        constraints = standardize_constraints(constraints, x0, 'new')
+
+    maxcv = 0
+    for c in constraints:
+        pc = PreparedConstraint(c, x0)
+        violation = pc.violation(x0)
+        if np.sum(violation):
+            maxcv = max(maxcv, np.max(violation))
+            success = False
+            message = (f"All independent variables were fixed by bounds, but "
+                       f"the independent variables do not satisfy the "
+                       f"constraints exactly. (Maximum violation: {maxcv}).")
+
+    return OptimizeResult(
+        x=x0, fun=fun(x0, *args), success=success, message=message, nfev=1,
+        njev=0, nhev=0,
+    )

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_qap.py

@@ -0,0 +1,731 @@
+import numpy as np
+import operator
+from . import (linear_sum_assignment, OptimizeResult)
+from ._optimize import _check_unknown_options
+
+from scipy._lib._util import check_random_state
+import itertools
+
+QUADRATIC_ASSIGNMENT_METHODS = ['faq', '2opt']
+
+def quadratic_assignment(A, B, method="faq", options=None):
+    r"""
+    Approximates solution to the quadratic assignment problem and
+    the graph matching problem.
+
+    Quadratic assignment solves problems of the following form:
+
+    .. math::
+
+        \min_P & \ {\ \text{trace}(A^T P B P^T)}\\
+        \mbox{s.t. } & {P \ \epsilon \ \mathcal{P}}\\
+
+    where :math:`\mathcal{P}` is the set of all permutation matrices,
+    and :math:`A` and :math:`B` are square matrices.
+
+    Graph matching tries to *maximize* the same objective function.
+    This algorithm can be thought of as finding the alignment of the
+    nodes of two graphs that minimizes the number of induced edge
+    disagreements, or, in the case of weighted graphs, the sum of squared
+    edge weight differences.
+
+    Note that the quadratic assignment problem is NP-hard. The results given
+    here are approximations and are not guaranteed to be optimal.
+
+
+    Parameters
+    ----------
+    A : 2-D array, square
+        The square matrix :math:`A` in the objective function above.
+
+    B : 2-D array, square
+        The square matrix :math:`B` in the objective function above.
+
+    method :  str in {'faq', '2opt'} (default: 'faq')
+        The algorithm used to solve the problem.
+        :ref:`'faq' <optimize.qap-faq>` (default) and
+        :ref:`'2opt' <optimize.qap-2opt>` are available.
+
+    options : dict, optional
+        A dictionary of solver options. All solvers support the following:
+
+        maximize : bool (default: False)
+            Maximizes the objective function if ``True``.
+
+        partial_match : 2-D array of integers, optional (default: None)
+            Fixes part of the matching. Also known as a "seed" [2]_.
+
+            Each row of `partial_match` specifies a pair of matched nodes:
+            node ``partial_match[i, 0]`` of `A` is matched to node
+            ``partial_match[i, 1]`` of `B`. The array has shape ``(m, 2)``,
+            where ``m`` is not greater than the number of nodes, :math:`n`.
+
+        rng : {None, int, `numpy.random.Generator`,
+               `numpy.random.RandomState`}, optional
+
+            If `seed` is None (or `np.random`), the `numpy.random.RandomState`
+            singleton is used.
+            If `seed` is an int, a new ``RandomState`` instance is used,
+            seeded with `seed`.
+            If `seed` is already a ``Generator`` or ``RandomState`` instance then
+            that instance is used.
+
+        For method-specific options, see
+        :func:`show_options('quadratic_assignment') <show_options>`.
+
+    Returns
+    -------
+    res : OptimizeResult
+        `OptimizeResult` containing the following fields.
+
+        col_ind : 1-D array
+            Column indices corresponding to the best permutation found of the
+            nodes of `B`.
+        fun : float
+            The objective value of the solution.
+        nit : int
+            The number of iterations performed during optimization.
+
+    Notes
+    -----
+    The default method :ref:`'faq' <optimize.qap-faq>` uses the Fast
+    Approximate QAP algorithm [1]_; it typically offers the best combination of
+    speed and accuracy.
+    Method :ref:`'2opt' <optimize.qap-2opt>` can be computationally expensive,
+    but may be a useful alternative, or it can be used to refine the solution
+    returned by another method.
+
+    References
+    ----------
+    .. [1] J.T. Vogelstein, J.M. Conroy, V. Lyzinski, L.J. Podrazik,
+           S.G. Kratzer, E.T. Harley, D.E. Fishkind, R.J. Vogelstein, and
+           C.E. Priebe, "Fast approximate quadratic programming for graph
+           matching," PLOS one, vol. 10, no. 4, p. e0121002, 2015,
+           :doi:`10.1371/journal.pone.0121002`
+
+    .. [2] D. Fishkind, S. Adali, H. Patsolic, L. Meng, D. Singh, V. Lyzinski,
+           C. Priebe, "Seeded graph matching", Pattern Recognit. 87 (2019):
+           203-215, :doi:`10.1016/j.patcog.2018.09.014`
+
+    .. [3] "2-opt," Wikipedia.
+           https://en.wikipedia.org/wiki/2-opt
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize import quadratic_assignment
+    >>> A = np.array([[0, 80, 150, 170], [80, 0, 130, 100],
+    ...               [150, 130, 0, 120], [170, 100, 120, 0]])
+    >>> B = np.array([[0, 5, 2, 7], [0, 0, 3, 8],
+    ...               [0, 0, 0, 3], [0, 0, 0, 0]])
+    >>> res = quadratic_assignment(A, B)
+    >>> print(res)
+         fun: 3260
+     col_ind: [0 3 2 1]
+         nit: 9
+
+    The see the relationship between the returned ``col_ind`` and ``fun``,
+    use ``col_ind`` to form the best permutation matrix found, then evaluate
+    the objective function :math:`f(P) = trace(A^T P B P^T )`.
+
+    >>> perm = res['col_ind']
+    >>> P = np.eye(len(A), dtype=int)[perm]
+    >>> fun = np.trace(A.T @ P @ B @ P.T)
+    >>> print(fun)
+    3260
+
+    Alternatively, to avoid constructing the permutation matrix explicitly,
+    directly permute the rows and columns of the distance matrix.
+
+    >>> fun = np.trace(A.T @ B[perm][:, perm])
+    >>> print(fun)
+    3260
+
+    Although not guaranteed in general, ``quadratic_assignment`` happens to
+    have found the globally optimal solution.
+
+    >>> from itertools import permutations
+    >>> perm_opt, fun_opt = None, np.inf
+    >>> for perm in permutations([0, 1, 2, 3]):
+    ...     perm = np.array(perm)
+    ...     fun = np.trace(A.T @ B[perm][:, perm])
+    ...     if fun < fun_opt:
+    ...         fun_opt, perm_opt = fun, perm
+    >>> print(np.array_equal(perm_opt, res['col_ind']))
+    True
+
+    Here is an example for which the default method,
+    :ref:`'faq' <optimize.qap-faq>`, does not find the global optimum.
+
+    >>> A = np.array([[0, 5, 8, 6], [5, 0, 5, 1],
+    ...               [8, 5, 0, 2], [6, 1, 2, 0]])
+    >>> B = np.array([[0, 1, 8, 4], [1, 0, 5, 2],
+    ...               [8, 5, 0, 5], [4, 2, 5, 0]])
+    >>> res = quadratic_assignment(A, B)
+    >>> print(res)
+         fun: 178
+     col_ind: [1 0 3 2]
+         nit: 13
+
+    If accuracy is important, consider using  :ref:`'2opt' <optimize.qap-2opt>`
+    to refine the solution.
+
+    >>> guess = np.array([np.arange(len(A)), res.col_ind]).T
+    >>> res = quadratic_assignment(A, B, method="2opt",
+    ...                            options = {'partial_guess': guess})
+    >>> print(res)
+         fun: 176
+     col_ind: [1 2 3 0]
+         nit: 17
+
+    """
+
+    if options is None:
+        options = {}
+
+    method = method.lower()
+    methods = {"faq": _quadratic_assignment_faq,
+               "2opt": _quadratic_assignment_2opt}
+    if method not in methods:
+        raise ValueError(f"method {method} must be in {methods}.")
+    res = methods[method](A, B, **options)
+    return res
+
+
+def _calc_score(A, B, perm):
+    # equivalent to objective function but avoids matmul
+    return np.sum(A * B[perm][:, perm])
+
+
+def _common_input_validation(A, B, partial_match):
+    A = np.atleast_2d(A)
+    B = np.atleast_2d(B)
+
+    if partial_match is None:
+        partial_match = np.array([[], []]).T
+    partial_match = np.atleast_2d(partial_match).astype(int)
+
+    msg = None
+    if A.shape[0] != A.shape[1]:
+        msg = "`A` must be square"
+    elif B.shape[0] != B.shape[1]:
+        msg = "`B` must be square"
+    elif A.ndim != 2 or B.ndim != 2:
+        msg = "`A` and `B` must have exactly two dimensions"
+    elif A.shape != B.shape:
+        msg = "`A` and `B` matrices must be of equal size"
+    elif partial_match.shape[0] > A.shape[0]:
+        msg = "`partial_match` can have only as many seeds as there are nodes"
+    elif partial_match.shape[1] != 2:
+        msg = "`partial_match` must have two columns"
+    elif partial_match.ndim != 2:
+        msg = "`partial_match` must have exactly two dimensions"
+    elif (partial_match < 0).any():
+        msg = "`partial_match` must contain only positive indices"
+    elif (partial_match >= len(A)).any():
+        msg = "`partial_match` entries must be less than number of nodes"
+    elif (not len(set(partial_match[:, 0])) == len(partial_match[:, 0]) or
+          not len(set(partial_match[:, 1])) == len(partial_match[:, 1])):
+        msg = "`partial_match` column entries must be unique"
+
+    if msg is not None:
+        raise ValueError(msg)
+
+    return A, B, partial_match
+
+
+def _quadratic_assignment_faq(A, B,
+                              maximize=False, partial_match=None, rng=None,
+                              P0="barycenter", shuffle_input=False, maxiter=30,
+                              tol=0.03, **unknown_options):
+    r"""Solve the quadratic assignment problem (approximately).
+
+    This function solves the Quadratic Assignment Problem (QAP) and the
+    Graph Matching Problem (GMP) using the Fast Approximate QAP Algorithm
+    (FAQ) [1]_.
+
+    Quadratic assignment solves problems of the following form:
+
+    .. math::
+
+        \min_P & \ {\ \text{trace}(A^T P B P^T)}\\
+        \mbox{s.t. } & {P \ \epsilon \ \mathcal{P}}\\
+
+    where :math:`\mathcal{P}` is the set of all permutation matrices,
+    and :math:`A` and :math:`B` are square matrices.
+
+    Graph matching tries to *maximize* the same objective function.
+    This algorithm can be thought of as finding the alignment of the
+    nodes of two graphs that minimizes the number of induced edge
+    disagreements, or, in the case of weighted graphs, the sum of squared
+    edge weight differences.
+
+    Note that the quadratic assignment problem is NP-hard. The results given
+    here are approximations and are not guaranteed to be optimal.
+
+    Parameters
+    ----------
+    A : 2-D array, square
+        The square matrix :math:`A` in the objective function above.
+    B : 2-D array, square
+        The square matrix :math:`B` in the objective function above.
+    method :  str in {'faq', '2opt'} (default: 'faq')
+        The algorithm used to solve the problem. This is the method-specific
+        documentation for 'faq'.
+        :ref:`'2opt' <optimize.qap-2opt>` is also available.
+
+    Options
+    -------
+    maximize : bool (default: False)
+        Maximizes the objective function if ``True``.
+    partial_match : 2-D array of integers, optional (default: None)
+        Fixes part of the matching. Also known as a "seed" [2]_.
+
+        Each row of `partial_match` specifies a pair of matched nodes:
+        node ``partial_match[i, 0]`` of `A` is matched to node
+        ``partial_match[i, 1]`` of `B`. The array has shape ``(m, 2)``, where
+        ``m`` is not greater than the number of nodes, :math:`n`.
+
+    rng : {None, int, `numpy.random.Generator`,
+           `numpy.random.RandomState`}, optional
+
+        If `seed` is None (or `np.random`), the `numpy.random.RandomState`
+        singleton is used.
+        If `seed` is an int, a new ``RandomState`` instance is used,
+        seeded with `seed`.
+        If `seed` is already a ``Generator`` or ``RandomState`` instance then
+        that instance is used.
+    P0 : 2-D array, "barycenter", or "randomized" (default: "barycenter")
+        Initial position. Must be a doubly-stochastic matrix [3]_.
+
+        If the initial position is an array, it must be a doubly stochastic
+        matrix of size :math:`m' \times m'` where :math:`m' = n - m`.
+
+        If ``"barycenter"`` (default), the initial position is the barycenter
+        of the Birkhoff polytope (the space of doubly stochastic matrices).
+        This is a :math:`m' \times m'` matrix with all entries equal to
+        :math:`1 / m'`.
+
+        If ``"randomized"`` the initial search position is
+        :math:`P_0 = (J + K) / 2`, where :math:`J` is the barycenter and
+        :math:`K` is a random doubly stochastic matrix.
+    shuffle_input : bool (default: False)
+        Set to `True` to resolve degenerate gradients randomly. For
+        non-degenerate gradients this option has no effect.
+    maxiter : int, positive (default: 30)
+        Integer specifying the max number of Frank-Wolfe iterations performed.
+    tol : float (default: 0.03)
+        Tolerance for termination. Frank-Wolfe iteration terminates when
+        :math:`\frac{||P_{i}-P_{i+1}||_F}{\sqrt{m')}} \leq tol`,
+        where :math:`i` is the iteration number.
+
+    Returns
+    -------
+    res : OptimizeResult
+        `OptimizeResult` containing the following fields.
+
+        col_ind : 1-D array
+            Column indices corresponding to the best permutation found of the
+            nodes of `B`.
+        fun : float
+            The objective value of the solution.
+        nit : int
+            The number of Frank-Wolfe iterations performed.
+
+    Notes
+    -----
+    The algorithm may be sensitive to the initial permutation matrix (or
+    search "position") due to the possibility of several local minima
+    within the feasible region. A barycenter initialization is more likely to
+    result in a better solution than a single random initialization. However,
+    calling ``quadratic_assignment`` several times with different random
+    initializations may result in a better optimum at the cost of longer
+    total execution time.
+
+    Examples
+    --------
+    As mentioned above, a barycenter initialization often results in a better
+    solution than a single random initialization.
+
+    >>> from numpy.random import default_rng
+    >>> rng = default_rng()
+    >>> n = 15
+    >>> A = rng.random((n, n))
+    >>> B = rng.random((n, n))
+    >>> res = quadratic_assignment(A, B)  # FAQ is default method
+    >>> print(res.fun)
+    46.871483385480545  # may vary
+
+    >>> options = {"P0": "randomized"}  # use randomized initialization
+    >>> res = quadratic_assignment(A, B, options=options)
+    >>> print(res.fun)
+    47.224831071310625 # may vary
+
+    However, consider running from several randomized initializations and
+    keeping the best result.
+
+    >>> res = min([quadratic_assignment(A, B, options=options)
+    ...            for i in range(30)], key=lambda x: x.fun)
+    >>> print(res.fun)
+    46.671852533681516 # may vary
+
+    The '2-opt' method can be used to further refine the results.
+
+    >>> options = {"partial_guess": np.array([np.arange(n), res.col_ind]).T}
+    >>> res = quadratic_assignment(A, B, method="2opt", options=options)
+    >>> print(res.fun)
+    46.47160735721583 # may vary
+
+    References
+    ----------
+    .. [1] J.T. Vogelstein, J.M. Conroy, V. Lyzinski, L.J. Podrazik,
+           S.G. Kratzer, E.T. Harley, D.E. Fishkind, R.J. Vogelstein, and
+           C.E. Priebe, "Fast approximate quadratic programming for graph
+           matching," PLOS one, vol. 10, no. 4, p. e0121002, 2015,
+           :doi:`10.1371/journal.pone.0121002`
+
+    .. [2] D. Fishkind, S. Adali, H. Patsolic, L. Meng, D. Singh, V. Lyzinski,
+           C. Priebe, "Seeded graph matching", Pattern Recognit. 87 (2019):
+           203-215, :doi:`10.1016/j.patcog.2018.09.014`
+
+    .. [3] "Doubly stochastic Matrix," Wikipedia.
+           https://en.wikipedia.org/wiki/Doubly_stochastic_matrix
+
+    """
+
+    _check_unknown_options(unknown_options)
+
+    maxiter = operator.index(maxiter)
+
+    # ValueError check
+    A, B, partial_match = _common_input_validation(A, B, partial_match)
+
+    msg = None
+    if isinstance(P0, str) and P0 not in {'barycenter', 'randomized'}:
+        msg = "Invalid 'P0' parameter string"
+    elif maxiter <= 0:
+        msg = "'maxiter' must be a positive integer"
+    elif tol <= 0:
+        msg = "'tol' must be a positive float"
+    if msg is not None:
+        raise ValueError(msg)
+
+    rng = check_random_state(rng)
+    n = len(A)  # number of vertices in graphs
+    n_seeds = len(partial_match)  # number of seeds
+    n_unseed = n - n_seeds
+
+    # [1] Algorithm 1 Line 1 - choose initialization
+    if not isinstance(P0, str):
+        P0 = np.atleast_2d(P0)
+        if P0.shape != (n_unseed, n_unseed):
+            msg = "`P0` matrix must have shape m' x m', where m'=n-m"
+        elif ((P0 < 0).any() or not np.allclose(np.sum(P0, axis=0), 1)
+              or not np.allclose(np.sum(P0, axis=1), 1)):
+            msg = "`P0` matrix must be doubly stochastic"
+        if msg is not None:
+            raise ValueError(msg)
+    elif P0 == 'barycenter':
+        P0 = np.ones((n_unseed, n_unseed)) / n_unseed
+    elif P0 == 'randomized':
+        J = np.ones((n_unseed, n_unseed)) / n_unseed
+        # generate a nxn matrix where each entry is a random number [0, 1]
+        # would use rand, but Generators don't have it
+        # would use random, but old mtrand.RandomStates don't have it
+        K = _doubly_stochastic(rng.uniform(size=(n_unseed, n_unseed)))
+        P0 = (J + K) / 2
+
+    # check trivial cases
+    if n == 0 or n_seeds == n:
+        score = _calc_score(A, B, partial_match[:, 1])
+        res = {"col_ind": partial_match[:, 1], "fun": score, "nit": 0}
+        return OptimizeResult(res)
+
+    obj_func_scalar = 1
+    if maximize:
+        obj_func_scalar = -1
+
+    nonseed_B = np.setdiff1d(range(n), partial_match[:, 1])
+    if shuffle_input:
+        nonseed_B = rng.permutation(nonseed_B)
+
+    nonseed_A = np.setdiff1d(range(n), partial_match[:, 0])
+    perm_A = np.concatenate([partial_match[:, 0], nonseed_A])
+    perm_B = np.concatenate([partial_match[:, 1], nonseed_B])
+
+    # definitions according to Seeded Graph Matching [2].
+    A11, A12, A21, A22 = _split_matrix(A[perm_A][:, perm_A], n_seeds)
+    B11, B12, B21, B22 = _split_matrix(B[perm_B][:, perm_B], n_seeds)
+    const_sum = A21 @ B21.T + A12.T @ B12
+
+    P = P0
+    # [1] Algorithm 1 Line 2 - loop while stopping criteria not met
+    for n_iter in range(1, maxiter+1):
+        # [1] Algorithm 1 Line 3 - compute the gradient of f(P) = -tr(APB^tP^t)
+        grad_fp = (const_sum + A22 @ P @ B22.T + A22.T @ P @ B22)
+        # [1] Algorithm 1 Line 4 - get direction Q by solving Eq. 8
+        _, cols = linear_sum_assignment(grad_fp, maximize=maximize)
+        Q = np.eye(n_unseed)[cols]
+
+        # [1] Algorithm 1 Line 5 - compute the step size
+        # Noting that e.g. trace(Ax) = trace(A)*x, expand and re-collect
+        # terms as ax**2 + bx + c. c does not affect location of minimum
+        # and can be ignored. Also, note that trace(A@B) = (A.T*B).sum();
+        # apply where possible for efficiency.
+        R = P - Q
+        b21 = ((R.T @ A21) * B21).sum()
+        b12 = ((R.T @ A12.T) * B12.T).sum()
+        AR22 = A22.T @ R
+        BR22 = B22 @ R.T
+        b22a = (AR22 * B22.T[cols]).sum()
+        b22b = (A22 * BR22[cols]).sum()
+        a = (AR22.T * BR22).sum()
+        b = b21 + b12 + b22a + b22b
+        # critical point of ax^2 + bx + c is at x = -d/(2*e)
+        # if a * obj_func_scalar > 0, it is a minimum
+        # if minimum is not in [0, 1], only endpoints need to be considered
+        if a*obj_func_scalar > 0 and 0 <= -b/(2*a) <= 1:
+            alpha = -b/(2*a)
+        else:
+            alpha = np.argmin([0, (b + a)*obj_func_scalar])
+
+        # [1] Algorithm 1 Line 6 - Update P
+        P_i1 = alpha * P + (1 - alpha) * Q
+        if np.linalg.norm(P - P_i1) / np.sqrt(n_unseed) < tol:
+            P = P_i1
+            break
+        P = P_i1
+    # [1] Algorithm 1 Line 7 - end main loop
+
+    # [1] Algorithm 1 Line 8 - project onto the set of permutation matrices
+    _, col = linear_sum_assignment(P, maximize=True)
+    perm = np.concatenate((np.arange(n_seeds), col + n_seeds))
+
+    unshuffled_perm = np.zeros(n, dtype=int)
+    unshuffled_perm[perm_A] = perm_B[perm]
+
+    score = _calc_score(A, B, unshuffled_perm)
+    res = {"col_ind": unshuffled_perm, "fun": score, "nit": n_iter}
+    return OptimizeResult(res)
+
+
+def _split_matrix(X, n):
+    # definitions according to Seeded Graph Matching [2].
+    upper, lower = X[:n], X[n:]
+    return upper[:, :n], upper[:, n:], lower[:, :n], lower[:, n:]
+
+
+def _doubly_stochastic(P, tol=1e-3):
+    # Adapted from @btaba implementation
+    # https://github.com/btaba/sinkhorn_knopp
+    # of Sinkhorn-Knopp algorithm
+    # https://projecteuclid.org/euclid.pjm/1102992505
+
+    max_iter = 1000
+    c = 1 / P.sum(axis=0)
+    r = 1 / (P @ c)
+    P_eps = P
+
+    for it in range(max_iter):
+        if ((np.abs(P_eps.sum(axis=1) - 1) < tol).all() and
+                (np.abs(P_eps.sum(axis=0) - 1) < tol).all()):
+            # All column/row sums ~= 1 within threshold
+            break
+
+        c = 1 / (r @ P)
+        r = 1 / (P @ c)
+        P_eps = r[:, None] * P * c
+
+    return P_eps
+
+
+def _quadratic_assignment_2opt(A, B, maximize=False, rng=None,
+                               partial_match=None,
+                               partial_guess=None,
+                               **unknown_options):
+    r"""Solve the quadratic assignment problem (approximately).
+
+    This function solves the Quadratic Assignment Problem (QAP) and the
+    Graph Matching Problem (GMP) using the 2-opt algorithm [1]_.
+
+    Quadratic assignment solves problems of the following form:
+
+    .. math::
+
+        \min_P & \ {\ \text{trace}(A^T P B P^T)}\\
+        \mbox{s.t. } & {P \ \epsilon \ \mathcal{P}}\\
+
+    where :math:`\mathcal{P}` is the set of all permutation matrices,
+    and :math:`A` and :math:`B` are square matrices.
+
+    Graph matching tries to *maximize* the same objective function.
+    This algorithm can be thought of as finding the alignment of the
+    nodes of two graphs that minimizes the number of induced edge
+    disagreements, or, in the case of weighted graphs, the sum of squared
+    edge weight differences.
+
+    Note that the quadratic assignment problem is NP-hard. The results given
+    here are approximations and are not guaranteed to be optimal.
+
+    Parameters
+    ----------
+    A : 2-D array, square
+        The square matrix :math:`A` in the objective function above.
+    B : 2-D array, square
+        The square matrix :math:`B` in the objective function above.
+    method :  str in {'faq', '2opt'} (default: 'faq')
+        The algorithm used to solve the problem. This is the method-specific
+        documentation for '2opt'.
+        :ref:`'faq' <optimize.qap-faq>` is also available.
+
+    Options
+    -------
+    maximize : bool (default: False)
+        Maximizes the objective function if ``True``.
+    rng : {None, int, `numpy.random.Generator`,
+           `numpy.random.RandomState`}, optional
+
+        If `seed` is None (or `np.random`), the `numpy.random.RandomState`
+        singleton is used.
+        If `seed` is an int, a new ``RandomState`` instance is used,
+        seeded with `seed`.
+        If `seed` is already a ``Generator`` or ``RandomState`` instance then
+        that instance is used.
+    partial_match : 2-D array of integers, optional (default: None)
+        Fixes part of the matching. Also known as a "seed" [2]_.
+
+        Each row of `partial_match` specifies a pair of matched nodes: node
+        ``partial_match[i, 0]`` of `A` is matched to node
+        ``partial_match[i, 1]`` of `B`. The array has shape ``(m, 2)``,
+        where ``m`` is not greater than the number of nodes, :math:`n`.
+
+        .. note::
+             `partial_match` must be sorted by the first column.
+
+    partial_guess : 2-D array of integers, optional (default: None)
+        A guess for the matching between the two matrices. Unlike
+        `partial_match`, `partial_guess` does not fix the indices; they are
+        still free to be optimized.
+
+        Each row of `partial_guess` specifies a pair of matched nodes: node
+        ``partial_guess[i, 0]`` of `A` is matched to node
+        ``partial_guess[i, 1]`` of `B`. The array has shape ``(m, 2)``,
+        where ``m`` is not greater than the number of nodes, :math:`n`.
+
+        .. note:: 
+                `partial_guess` must be sorted by the first column.
+
+    Returns
+    -------
+    res : OptimizeResult
+        `OptimizeResult` containing the following fields.
+
+        col_ind : 1-D array
+            Column indices corresponding to the best permutation found of the
+            nodes of `B`.
+        fun : float
+            The objective value of the solution.
+        nit : int
+            The number of iterations performed during optimization.
+
+    Notes
+    -----
+    This is a greedy algorithm that works similarly to bubble sort: beginning
+    with an initial permutation, it iteratively swaps pairs of indices to
+    improve the objective function until no such improvements are possible.
+
+    References
+    ----------
+    .. [1] "2-opt," Wikipedia.
+           https://en.wikipedia.org/wiki/2-opt
+
+    .. [2] D. Fishkind, S. Adali, H. Patsolic, L. Meng, D. Singh, V. Lyzinski,
+           C. Priebe, "Seeded graph matching", Pattern Recognit. 87 (2019):
+           203-215, https://doi.org/10.1016/j.patcog.2018.09.014
+
+    """
+    _check_unknown_options(unknown_options)
+    rng = check_random_state(rng)
+    A, B, partial_match = _common_input_validation(A, B, partial_match)
+
+    N = len(A)
+    # check trivial cases
+    if N == 0 or partial_match.shape[0] == N:
+        score = _calc_score(A, B, partial_match[:, 1])
+        res = {"col_ind": partial_match[:, 1], "fun": score, "nit": 0}
+        return OptimizeResult(res)
+
+    if partial_guess is None:
+        partial_guess = np.array([[], []]).T
+    partial_guess = np.atleast_2d(partial_guess).astype(int)
+
+    msg = None
+    if partial_guess.shape[0] > A.shape[0]:
+        msg = ("`partial_guess` can have only as "
+               "many entries as there are nodes")
+    elif partial_guess.shape[1] != 2:
+        msg = "`partial_guess` must have two columns"
+    elif partial_guess.ndim != 2:
+        msg = "`partial_guess` must have exactly two dimensions"
+    elif (partial_guess < 0).any():
+        msg = "`partial_guess` must contain only positive indices"
+    elif (partial_guess >= len(A)).any():
+        msg = "`partial_guess` entries must be less than number of nodes"
+    elif (not len(set(partial_guess[:, 0])) == len(partial_guess[:, 0]) or
+          not len(set(partial_guess[:, 1])) == len(partial_guess[:, 1])):
+        msg = "`partial_guess` column entries must be unique"
+    if msg is not None:
+        raise ValueError(msg)
+
+    fixed_rows = None
+    if partial_match.size or partial_guess.size:
+        # use partial_match and partial_guess for initial permutation,
+        # but randomly permute the rest.
+        guess_rows = np.zeros(N, dtype=bool)
+        guess_cols = np.zeros(N, dtype=bool)
+        fixed_rows = np.zeros(N, dtype=bool)
+        fixed_cols = np.zeros(N, dtype=bool)
+        perm = np.zeros(N, dtype=int)
+
+        rg, cg = partial_guess.T
+        guess_rows[rg] = True
+        guess_cols[cg] = True
+        perm[guess_rows] = cg
+
+        # match overrides guess
+        rf, cf = partial_match.T
+        fixed_rows[rf] = True
+        fixed_cols[cf] = True
+        perm[fixed_rows] = cf
+
+        random_rows = ~fixed_rows & ~guess_rows
+        random_cols = ~fixed_cols & ~guess_cols
+        perm[random_rows] = rng.permutation(np.arange(N)[random_cols])
+    else:
+        perm = rng.permutation(np.arange(N))
+
+    best_score = _calc_score(A, B, perm)
+
+    i_free = np.arange(N)
+    if fixed_rows is not None:
+        i_free = i_free[~fixed_rows]
+
+    better = operator.gt if maximize else operator.lt
+    n_iter = 0
+    done = False
+    while not done:
+        # equivalent to nested for loops i in range(N), j in range(i, N)
+        for i, j in itertools.combinations_with_replacement(i_free, 2):
+            n_iter += 1
+            perm[i], perm[j] = perm[j], perm[i]
+            score = _calc_score(A, B, perm)
+            if better(score, best_score):
+                best_score = score
+                break
+            # faster to swap back than to create a new list every time
+            perm[i], perm[j] = perm[j], perm[i]
+        else:  # no swaps made
+            done = True
+
+    res = {"col_ind": perm, "fun": best_score, "nit": n_iter}
+    return OptimizeResult(res)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/_trustregion_krylov.py

@@ -0,0 +1,65 @@
+from ._trustregion import (_minimize_trust_region)
+from ._trlib import (get_trlib_quadratic_subproblem)
+
+__all__ = ['_minimize_trust_krylov']
+
+def _minimize_trust_krylov(fun, x0, args=(), jac=None, hess=None, hessp=None,
+                           inexact=True, **trust_region_options):
+    """
+    Minimization of a scalar function of one or more variables using
+    a nearly exact trust-region algorithm that only requires matrix
+    vector products with the hessian matrix.
+
+    .. versionadded:: 1.0.0
+
+    Options
+    -------
+    inexact : bool, optional
+        Accuracy to solve subproblems. If True requires less nonlinear
+        iterations, but more vector products.
+    """
+
+    if jac is None:
+        raise ValueError('Jacobian is required for trust region ',
+                         'exact minimization.')
+    if hess is None and hessp is None:
+        raise ValueError('Either the Hessian or the Hessian-vector product '
+                         'is required for Krylov trust-region minimization')
+
+    # tol_rel specifies the termination tolerance relative to the initial
+    # gradient norm in the Krylov subspace iteration.
+
+    # - tol_rel_i specifies the tolerance for interior convergence.
+    # - tol_rel_b specifies the tolerance for boundary convergence.
+    #   in nonlinear programming applications it is not necessary to solve
+    #   the boundary case as exact as the interior case.
+
+    # - setting tol_rel_i=-2 leads to a forcing sequence in the Krylov
+    #   subspace iteration leading to quadratic convergence if eventually
+    #   the trust region stays inactive.
+    # - setting tol_rel_b=-3 leads to a forcing sequence in the Krylov
+    #   subspace iteration leading to superlinear convergence as long
+    #   as the iterates hit the trust region boundary.
+
+    # For details consult the documentation of trlib_krylov_min
+    # in _trlib/trlib_krylov.h
+    #
+    # Optimality of this choice of parameters among a range of possibilities
+    # has been tested on the unconstrained subset of the CUTEst library.
+
+    if inexact:
+        return _minimize_trust_region(fun, x0, args=args, jac=jac,
+                                      hess=hess, hessp=hessp,
+                                      subproblem=get_trlib_quadratic_subproblem(
+                                          tol_rel_i=-2.0, tol_rel_b=-3.0,
+                                          disp=trust_region_options.get('disp', False)
+                                          ),
+                                      **trust_region_options)
+    else:
+        return _minimize_trust_region(fun, x0, args=args, jac=jac,
+                                      hess=hess, hessp=hessp,
+                                      subproblem=get_trlib_quadratic_subproblem(
+                                          tol_rel_i=1e-8, tol_rel_b=1e-6,
+                                          disp=trust_region_options.get('disp', False)
+                                          ),
+                                      **trust_region_options)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__basinhopping.py

@@ -0,0 +1,525 @@
+"""
+Unit tests for the basin hopping global minimization algorithm.
+"""
+import copy
+
+from numpy.testing import (assert_almost_equal, assert_equal, assert_,
+                           assert_allclose)
+import pytest
+from pytest import raises as assert_raises
+import numpy as np
+from numpy import cos, sin
+
+from scipy.optimize import basinhopping, OptimizeResult
+from scipy.optimize._basinhopping import (
+    Storage, RandomDisplacement, Metropolis, AdaptiveStepsize)
+
+
+def func1d(x):
+    f = cos(14.5 * x - 0.3) + (x + 0.2) * x
+    df = np.array(-14.5 * sin(14.5 * x - 0.3) + 2. * x + 0.2)
+    return f, df
+
+
+def func2d_nograd(x):
+    f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
+    return f
+
+
+def func2d(x):
+    f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
+    df = np.zeros(2)
+    df[0] = -14.5 * sin(14.5 * x[0] - 0.3) + 2. * x[0] + 0.2
+    df[1] = 2. * x[1] + 0.2
+    return f, df
+
+
+def func2d_easyderiv(x):
+    f = 2.0*x[0]**2 + 2.0*x[0]*x[1] + 2.0*x[1]**2 - 6.0*x[0]
+    df = np.zeros(2)
+    df[0] = 4.0*x[0] + 2.0*x[1] - 6.0
+    df[1] = 2.0*x[0] + 4.0*x[1]
+
+    return f, df
+
+
+class MyTakeStep1(RandomDisplacement):
+    """use a copy of displace, but have it set a special parameter to
+    make sure it's actually being used."""
+    def __init__(self):
+        self.been_called = False
+        super().__init__()
+
+    def __call__(self, x):
+        self.been_called = True
+        return super().__call__(x)
+
+
+def myTakeStep2(x):
+    """redo RandomDisplacement in function form without the attribute stepsize
+    to make sure everything still works ok
+    """
+    s = 0.5
+    x += np.random.uniform(-s, s, np.shape(x))
+    return x
+
+
+class MyAcceptTest:
+    """pass a custom accept test
+
+    This does nothing but make sure it's being used and ensure all the
+    possible return values are accepted
+    """
+    def __init__(self):
+        self.been_called = False
+        self.ncalls = 0
+        self.testres = [False, 'force accept', True, np.bool_(True),
+                        np.bool_(False), [], {}, 0, 1]
+
+    def __call__(self, **kwargs):
+        self.been_called = True
+        self.ncalls += 1
+        if self.ncalls - 1 < len(self.testres):
+            return self.testres[self.ncalls - 1]
+        else:
+            return True
+
+
+class MyCallBack:
+    """pass a custom callback function
+
+    This makes sure it's being used. It also returns True after 10
+    steps to ensure that it's stopping early.
+
+    """
+    def __init__(self):
+        self.been_called = False
+        self.ncalls = 0
+
+    def __call__(self, x, f, accepted):
+        self.been_called = True
+        self.ncalls += 1
+        if self.ncalls == 10:
+            return True
+
+
+class TestBasinHopping:
+
+    def setup_method(self):
+        """ Tests setup.
+
+        Run tests based on the 1-D and 2-D functions described above.
+        """
+        self.x0 = (1.0, [1.0, 1.0])
+        self.sol = (-0.195, np.array([-0.195, -0.1]))
+
+        self.tol = 3  # number of decimal places
+
+        self.niter = 100
+        self.disp = False
+
+        # fix random seed
+        np.random.seed(1234)
+
+        self.kwargs = {"method": "L-BFGS-B", "jac": True}
+        self.kwargs_nograd = {"method": "L-BFGS-B"}
+
+    def test_TypeError(self):
+        # test the TypeErrors are raised on bad input
+        i = 1
+        # if take_step is passed, it must be callable
+        assert_raises(TypeError, basinhopping, func2d, self.x0[i],
+                      take_step=1)
+        # if accept_test is passed, it must be callable
+        assert_raises(TypeError, basinhopping, func2d, self.x0[i],
+                      accept_test=1)
+
+    def test_input_validation(self):
+        msg = 'target_accept_rate has to be in range \\(0, 1\\)'
+        with assert_raises(ValueError, match=msg):
+            basinhopping(func1d, self.x0[0], target_accept_rate=0.)
+        with assert_raises(ValueError, match=msg):
+            basinhopping(func1d, self.x0[0], target_accept_rate=1.)
+
+        msg = 'stepwise_factor has to be in range \\(0, 1\\)'
+        with assert_raises(ValueError, match=msg):
+            basinhopping(func1d, self.x0[0], stepwise_factor=0.)
+        with assert_raises(ValueError, match=msg):
+            basinhopping(func1d, self.x0[0], stepwise_factor=1.)
+
+    def test_1d_grad(self):
+        # test 1-D minimizations with gradient
+        i = 0
+        res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
+                           niter=self.niter, disp=self.disp)
+        assert_almost_equal(res.x, self.sol[i], self.tol)
+
+    def test_2d(self):
+        # test 2d minimizations with gradient
+        i = 1
+        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
+                           niter=self.niter, disp=self.disp)
+        assert_almost_equal(res.x, self.sol[i], self.tol)
+        assert_(res.nfev > 0)
+
+    def test_njev(self):
+        # test njev is returned correctly
+        i = 1
+        minimizer_kwargs = self.kwargs.copy()
+        # L-BFGS-B doesn't use njev, but BFGS does
+        minimizer_kwargs["method"] = "BFGS"
+        res = basinhopping(func2d, self.x0[i],
+                           minimizer_kwargs=minimizer_kwargs, niter=self.niter,
+                           disp=self.disp)
+        assert_(res.nfev > 0)
+        assert_equal(res.nfev, res.njev)
+
+    def test_jac(self):
+        # test Jacobian returned
+        minimizer_kwargs = self.kwargs.copy()
+        # BFGS returns a Jacobian
+        minimizer_kwargs["method"] = "BFGS"
+
+        res = basinhopping(func2d_easyderiv, [0.0, 0.0],
+                           minimizer_kwargs=minimizer_kwargs, niter=self.niter,
+                           disp=self.disp)
+
+        assert_(hasattr(res.lowest_optimization_result, "jac"))
+
+        # in this case, the Jacobian is just [df/dx, df/dy]
+        _, jacobian = func2d_easyderiv(res.x)
+        assert_almost_equal(res.lowest_optimization_result.jac, jacobian,
+                            self.tol)
+
+    def test_2d_nograd(self):
+        # test 2-D minimizations without gradient
+        i = 1
+        res = basinhopping(func2d_nograd, self.x0[i],
+                           minimizer_kwargs=self.kwargs_nograd,
+                           niter=self.niter, disp=self.disp)
+        assert_almost_equal(res.x, self.sol[i], self.tol)
+
+    def test_all_minimizers(self):
+        # Test 2-D minimizations with gradient. Nelder-Mead, Powell, and COBYLA
+        # don't accept jac=True, so aren't included here.
+        i = 1
+        methods = ['CG', 'BFGS', 'Newton-CG', 'L-BFGS-B', 'TNC', 'SLSQP']
+        minimizer_kwargs = copy.copy(self.kwargs)
+        for method in methods:
+            minimizer_kwargs["method"] = method
+            res = basinhopping(func2d, self.x0[i],
+                               minimizer_kwargs=minimizer_kwargs,
+                               niter=self.niter, disp=self.disp)
+            assert_almost_equal(res.x, self.sol[i], self.tol)
+
+    def test_all_nograd_minimizers(self):
+        # Test 2-D minimizations without gradient. Newton-CG requires jac=True,
+        # so not included here.
+        i = 1
+        methods = ['CG', 'BFGS', 'L-BFGS-B', 'TNC', 'SLSQP',
+                   'Nelder-Mead', 'Powell', 'COBYLA']
+        minimizer_kwargs = copy.copy(self.kwargs_nograd)
+        for method in methods:
+            minimizer_kwargs["method"] = method
+            res = basinhopping(func2d_nograd, self.x0[i],
+                               minimizer_kwargs=minimizer_kwargs,
+                               niter=self.niter, disp=self.disp)
+            tol = self.tol
+            if method == 'COBYLA':
+                tol = 2
+            assert_almost_equal(res.x, self.sol[i], decimal=tol)
+
+    def test_pass_takestep(self):
+        # test that passing a custom takestep works
+        # also test that the stepsize is being adjusted
+        takestep = MyTakeStep1()
+        initial_step_size = takestep.stepsize
+        i = 1
+        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
+                           niter=self.niter, disp=self.disp,
+                           take_step=takestep)
+        assert_almost_equal(res.x, self.sol[i], self.tol)
+        assert_(takestep.been_called)
+        # make sure that the build in adaptive step size has been used
+        assert_(initial_step_size != takestep.stepsize)
+
+    def test_pass_simple_takestep(self):
+        # test that passing a custom takestep without attribute stepsize
+        takestep = myTakeStep2
+        i = 1
+        res = basinhopping(func2d_nograd, self.x0[i],
+                           minimizer_kwargs=self.kwargs_nograd,
+                           niter=self.niter, disp=self.disp,
+                           take_step=takestep)
+        assert_almost_equal(res.x, self.sol[i], self.tol)
+
+    def test_pass_accept_test(self):
+        # test passing a custom accept test
+        # makes sure it's being used and ensures all the possible return values
+        # are accepted.
+        accept_test = MyAcceptTest()
+        i = 1
+        # there's no point in running it more than a few steps.
+        basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
+                     niter=10, disp=self.disp, accept_test=accept_test)
+        assert_(accept_test.been_called)
+
+    def test_pass_callback(self):
+        # test passing a custom callback function
+        # This makes sure it's being used. It also returns True after 10 steps
+        # to ensure that it's stopping early.
+        callback = MyCallBack()
+        i = 1
+        # there's no point in running it more than a few steps.
+        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
+                           niter=30, disp=self.disp, callback=callback)
+        assert_(callback.been_called)
+        assert_("callback" in res.message[0])
+        # One of the calls of MyCallBack is during BasinHoppingRunner
+        # construction, so there are only 9 remaining before MyCallBack stops
+        # the minimization.
+        assert_equal(res.nit, 9)
+
+    def test_minimizer_fail(self):
+        # test if a minimizer fails
+        i = 1
+        self.kwargs["options"] = dict(maxiter=0)
+        self.niter = 10
+        res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
+                           niter=self.niter, disp=self.disp)
+        # the number of failed minimizations should be the number of
+        # iterations + 1
+        assert_equal(res.nit + 1, res.minimization_failures)
+
+    def test_niter_zero(self):
+        # gh5915, what happens if you call basinhopping with niter=0
+        i = 0
+        basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
+                     niter=0, disp=self.disp)
+
+    def test_seed_reproducibility(self):
+        # seed should ensure reproducibility between runs
+        minimizer_kwargs = {"method": "L-BFGS-B", "jac": True}
+
+        f_1 = []
+
+        def callback(x, f, accepted):
+            f_1.append(f)
+
+        basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
+                     niter=10, callback=callback, seed=10)
+
+        f_2 = []
+
+        def callback2(x, f, accepted):
+            f_2.append(f)
+
+        basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
+                     niter=10, callback=callback2, seed=10)
+        assert_equal(np.array(f_1), np.array(f_2))
+
+    def test_random_gen(self):
+        # check that np.random.Generator can be used (numpy >= 1.17)
+        rng = np.random.default_rng(1)
+
+        minimizer_kwargs = {"method": "L-BFGS-B", "jac": True}
+
+        res1 = basinhopping(func2d, [1.0, 1.0],
+                            minimizer_kwargs=minimizer_kwargs,
+                            niter=10, seed=rng)
+
+        rng = np.random.default_rng(1)
+        res2 = basinhopping(func2d, [1.0, 1.0],
+                            minimizer_kwargs=minimizer_kwargs,
+                            niter=10, seed=rng)
+        assert_equal(res1.x, res2.x)
+
+    def test_monotonic_basin_hopping(self):
+        # test 1-D minimizations with gradient and T=0
+        i = 0
+        res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
+                           niter=self.niter, disp=self.disp, T=0)
+        assert_almost_equal(res.x, self.sol[i], self.tol)
+
+
+class Test_Storage:
+    def setup_method(self):
+        self.x0 = np.array(1)
+        self.f0 = 0
+
+        minres = OptimizeResult(success=True)
+        minres.x = self.x0
+        minres.fun = self.f0
+
+        self.storage = Storage(minres)
+
+    def test_higher_f_rejected(self):
+        new_minres = OptimizeResult(success=True)
+        new_minres.x = self.x0 + 1
+        new_minres.fun = self.f0 + 1
+
+        ret = self.storage.update(new_minres)
+        minres = self.storage.get_lowest()
+        assert_equal(self.x0, minres.x)
+        assert_equal(self.f0, minres.fun)
+        assert_(not ret)
+
+    @pytest.mark.parametrize('success', [True, False])
+    def test_lower_f_accepted(self, success):
+        new_minres = OptimizeResult(success=success)
+        new_minres.x = self.x0 + 1
+        new_minres.fun = self.f0 - 1
+
+        ret = self.storage.update(new_minres)
+        minres = self.storage.get_lowest()
+        assert (self.x0 != minres.x) == success  # can't use `is`
+        assert (self.f0 != minres.fun) == success  # left side is NumPy bool
+        assert ret is success
+
+
+class Test_RandomDisplacement:
+    def setup_method(self):
+        self.stepsize = 1.0
+        self.displace = RandomDisplacement(stepsize=self.stepsize)
+        self.N = 300000
+        self.x0 = np.zeros([self.N])
+
+    def test_random(self):
+        # the mean should be 0
+        # the variance should be (2*stepsize)**2 / 12
+        # note these tests are random, they will fail from time to time
+        x = self.displace(self.x0)
+        v = (2. * self.stepsize) ** 2 / 12
+        assert_almost_equal(np.mean(x), 0., 1)
+        assert_almost_equal(np.var(x), v, 1)
+
+
+class Test_Metropolis:
+    def setup_method(self):
+        self.T = 2.
+        self.met = Metropolis(self.T)
+        self.res_new = OptimizeResult(success=True, fun=0.)
+        self.res_old = OptimizeResult(success=True, fun=1.)
+
+    def test_boolean_return(self):
+        # the return must be a bool, else an error will be raised in
+        # basinhopping
+        ret = self.met(res_new=self.res_new, res_old=self.res_old)
+        assert isinstance(ret, bool)
+
+    def test_lower_f_accepted(self):
+        assert_(self.met(res_new=self.res_new, res_old=self.res_old))
+
+    def test_accept(self):
+        # test that steps are randomly accepted for f_new > f_old
+        one_accept = False
+        one_reject = False
+        for i in range(1000):
+            if one_accept and one_reject:
+                break
+            res_new = OptimizeResult(success=True, fun=1.)
+            res_old = OptimizeResult(success=True, fun=0.5)
+            ret = self.met(res_new=res_new, res_old=res_old)
+            if ret:
+                one_accept = True
+            else:
+                one_reject = True
+        assert_(one_accept)
+        assert_(one_reject)
+
+    def test_GH7495(self):
+        # an overflow in exp was producing a RuntimeWarning
+        # create own object here in case someone changes self.T
+        met = Metropolis(2)
+        res_new = OptimizeResult(success=True, fun=0.)
+        res_old = OptimizeResult(success=True, fun=2000)
+        with np.errstate(over='raise'):
+            met.accept_reject(res_new=res_new, res_old=res_old)
+
+    def test_gh7799(self):
+        # gh-7799 reported a problem in which local search was successful but
+        # basinhopping returned an invalid solution. Show that this is fixed.
+        def func(x):
+            return (x**2-8)**2+(x+2)**2
+
+        x0 = -4
+        limit = 50  # Constrain to func value >= 50
+        con = {'type': 'ineq', 'fun': lambda x: func(x) - limit},
+        res = basinhopping(func, x0, 30, minimizer_kwargs={'constraints': con})
+        assert res.success
+        assert_allclose(res.fun, limit, rtol=1e-6)
+
+    def test_accept_gh7799(self):
+        # Metropolis should not accept the result of an unsuccessful new local
+        # search if the old local search was successful
+
+        met = Metropolis(0)  # monotonic basin hopping
+        res_new = OptimizeResult(success=True, fun=0.)
+        res_old = OptimizeResult(success=True, fun=1.)
+
+        # if new local search was successful and energy is lower, accept
+        assert met(res_new=res_new, res_old=res_old)
+        # if new res is unsuccessful, don't accept - even if energy is lower
+        res_new.success = False
+        assert not met(res_new=res_new, res_old=res_old)
+        # ...unless the old res was unsuccessful, too. In that case, why not?
+        res_old.success = False
+        assert met(res_new=res_new, res_old=res_old)
+
+    def test_reject_all_gh7799(self):
+        # Test the behavior when there is no feasible solution
+        def fun(x):
+            return x@x
+
+        def constraint(x):
+            return x + 1
+
+        kwargs = {'constraints': {'type': 'eq', 'fun': constraint},
+                  'bounds': [(0, 1), (0, 1)], 'method': 'slsqp'}
+        res = basinhopping(fun, x0=[2, 3], niter=10, minimizer_kwargs=kwargs)
+        assert not res.success
+
+
+class Test_AdaptiveStepsize:
+    def setup_method(self):
+        self.stepsize = 1.
+        self.ts = RandomDisplacement(stepsize=self.stepsize)
+        self.target_accept_rate = 0.5
+        self.takestep = AdaptiveStepsize(takestep=self.ts, verbose=False,
+                                         accept_rate=self.target_accept_rate)
+
+    def test_adaptive_increase(self):
+        # if few steps are rejected, the stepsize should increase
+        x = 0.
+        self.takestep(x)
+        self.takestep.report(False)
+        for i in range(self.takestep.interval):
+            self.takestep(x)
+            self.takestep.report(True)
+        assert_(self.ts.stepsize > self.stepsize)
+
+    def test_adaptive_decrease(self):
+        # if few steps are rejected, the stepsize should increase
+        x = 0.
+        self.takestep(x)
+        self.takestep.report(True)
+        for i in range(self.takestep.interval):
+            self.takestep(x)
+            self.takestep.report(False)
+        assert_(self.ts.stepsize < self.stepsize)
+
+    def test_all_accepted(self):
+        # test that everything works OK if all steps were accepted
+        x = 0.
+        for i in range(self.takestep.interval + 1):
+            self.takestep(x)
+            self.takestep.report(True)
+        assert_(self.ts.stepsize > self.stepsize)
+
+    def test_all_rejected(self):
+        # test that everything works OK if all steps were rejected
+        x = 0.
+        for i in range(self.takestep.interval + 1):
+            self.takestep(x)
+            self.takestep.report(False)
+        assert_(self.ts.stepsize < self.stepsize)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__differential_evolution.py

@@ -0,0 +1,1677 @@
+"""
+Unit tests for the differential global minimization algorithm.
+"""
+import multiprocessing
+import platform
+
+from scipy.optimize._differentialevolution import (DifferentialEvolutionSolver,
+                                                   _ConstraintWrapper)
+from scipy.optimize import differential_evolution, OptimizeResult
+from scipy.optimize._constraints import (Bounds, NonlinearConstraint,
+                                         LinearConstraint)
+from scipy.optimize import rosen, minimize
+from scipy.sparse import csr_matrix
+from scipy import stats
+
+import numpy as np
+from numpy.testing import (assert_equal, assert_allclose, assert_almost_equal,
+                           assert_string_equal, assert_, suppress_warnings)
+from pytest import raises as assert_raises, warns
+import pytest
+
+
+class TestDifferentialEvolutionSolver:
+
+    def setup_method(self):
+        self.old_seterr = np.seterr(invalid='raise')
+        self.limits = np.array([[0., 0.],
+                                [2., 2.]])
+        self.bounds = [(0., 2.), (0., 2.)]
+
+        self.dummy_solver = DifferentialEvolutionSolver(self.quadratic,
+                                                        [(0, 100)])
+
+        # dummy_solver2 will be used to test mutation strategies
+        self.dummy_solver2 = DifferentialEvolutionSolver(self.quadratic,
+                                                         [(0, 1)],
+                                                         popsize=7,
+                                                         mutation=0.5)
+        # create a population that's only 7 members long
+        # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
+        population = np.atleast_2d(np.arange(0.1, 0.8, 0.1)).T
+        self.dummy_solver2.population = population
+
+    def teardown_method(self):
+        np.seterr(**self.old_seterr)
+
+    def quadratic(self, x):
+        return x[0]**2
+
+    def test__strategy_resolves(self):
+        # test that the correct mutation function is resolved by
+        # different requested strategy arguments
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='best1exp')
+        assert_equal(solver.strategy, 'best1exp')
+        assert_equal(solver.mutation_func.__name__, '_best1')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='best1bin')
+        assert_equal(solver.strategy, 'best1bin')
+        assert_equal(solver.mutation_func.__name__, '_best1')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='rand1bin')
+        assert_equal(solver.strategy, 'rand1bin')
+        assert_equal(solver.mutation_func.__name__, '_rand1')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='rand1exp')
+        assert_equal(solver.strategy, 'rand1exp')
+        assert_equal(solver.mutation_func.__name__, '_rand1')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='rand2exp')
+        assert_equal(solver.strategy, 'rand2exp')
+        assert_equal(solver.mutation_func.__name__, '_rand2')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='best2bin')
+        assert_equal(solver.strategy, 'best2bin')
+        assert_equal(solver.mutation_func.__name__, '_best2')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='rand2bin')
+        assert_equal(solver.strategy, 'rand2bin')
+        assert_equal(solver.mutation_func.__name__, '_rand2')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='rand2exp')
+        assert_equal(solver.strategy, 'rand2exp')
+        assert_equal(solver.mutation_func.__name__, '_rand2')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='randtobest1bin')
+        assert_equal(solver.strategy, 'randtobest1bin')
+        assert_equal(solver.mutation_func.__name__, '_randtobest1')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='randtobest1exp')
+        assert_equal(solver.strategy, 'randtobest1exp')
+        assert_equal(solver.mutation_func.__name__, '_randtobest1')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='currenttobest1bin')
+        assert_equal(solver.strategy, 'currenttobest1bin')
+        assert_equal(solver.mutation_func.__name__, '_currenttobest1')
+
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='currenttobest1exp')
+        assert_equal(solver.strategy, 'currenttobest1exp')
+        assert_equal(solver.mutation_func.__name__, '_currenttobest1')
+
+    def test__mutate1(self):
+        # strategies */1/*, i.e. rand/1/bin, best/1/exp, etc.
+        result = np.array([0.05])
+        trial = self.dummy_solver2._best1((2, 3, 4, 5, 6))
+        assert_allclose(trial, result)
+
+        result = np.array([0.25])
+        trial = self.dummy_solver2._rand1((2, 3, 4, 5, 6))
+        assert_allclose(trial, result)
+
+    def test__mutate2(self):
+        # strategies */2/*, i.e. rand/2/bin, best/2/exp, etc.
+        # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
+
+        result = np.array([-0.1])
+        trial = self.dummy_solver2._best2((2, 3, 4, 5, 6))
+        assert_allclose(trial, result)
+
+        result = np.array([0.1])
+        trial = self.dummy_solver2._rand2((2, 3, 4, 5, 6))
+        assert_allclose(trial, result)
+
+    def test__randtobest1(self):
+        # strategies randtobest/1/*
+        result = np.array([0.15])
+        trial = self.dummy_solver2._randtobest1((2, 3, 4, 5, 6))
+        assert_allclose(trial, result)
+
+    def test__currenttobest1(self):
+        # strategies currenttobest/1/*
+        result = np.array([0.1])
+        trial = self.dummy_solver2._currenttobest1(1, (2, 3, 4, 5, 6))
+        assert_allclose(trial, result)
+
+    def test_can_init_with_dithering(self):
+        mutation = (0.5, 1)
+        solver = DifferentialEvolutionSolver(self.quadratic,
+                                             self.bounds,
+                                             mutation=mutation)
+
+        assert_equal(solver.dither, list(mutation))
+
+    def test_invalid_mutation_values_arent_accepted(self):
+        func = rosen
+        mutation = (0.5, 3)
+        assert_raises(ValueError,
+                          DifferentialEvolutionSolver,
+                          func,
+                          self.bounds,
+                          mutation=mutation)
+
+        mutation = (-1, 1)
+        assert_raises(ValueError,
+                          DifferentialEvolutionSolver,
+                          func,
+                          self.bounds,
+                          mutation=mutation)
+
+        mutation = (0.1, np.nan)
+        assert_raises(ValueError,
+                          DifferentialEvolutionSolver,
+                          func,
+                          self.bounds,
+                          mutation=mutation)
+
+        mutation = 0.5
+        solver = DifferentialEvolutionSolver(func,
+                                             self.bounds,
+                                             mutation=mutation)
+        assert_equal(0.5, solver.scale)
+        assert_equal(None, solver.dither)
+
+    def test_invalid_functional(self):
+        def func(x):
+            return np.array([np.sum(x ** 2), np.sum(x)])
+
+        with assert_raises(
+                RuntimeError,
+                match=r"func\(x, \*args\) must return a scalar value"):
+            differential_evolution(func, [(-2, 2), (-2, 2)])
+
+    def test__scale_parameters(self):
+        trial = np.array([0.3])
+        assert_equal(30, self.dummy_solver._scale_parameters(trial))
+
+        # it should also work with the limits reversed
+        self.dummy_solver.limits = np.array([[100], [0.]])
+        assert_equal(30, self.dummy_solver._scale_parameters(trial))
+
+    def test__unscale_parameters(self):
+        trial = np.array([30])
+        assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
+
+        # it should also work with the limits reversed
+        self.dummy_solver.limits = np.array([[100], [0.]])
+        assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
+
+    def test_equal_bounds(self):
+        with np.errstate(invalid='raise'):
+            solver = DifferentialEvolutionSolver(
+                self.quadratic,
+                bounds=[(2.0, 2.0), (1.0, 3.0)]
+            )
+            v = solver._unscale_parameters([2.0, 2.0])
+            assert_allclose(v, 0.5)
+
+        res = differential_evolution(self.quadratic, [(2.0, 2.0), (3.0, 3.0)])
+        assert_equal(res.x, [2.0, 3.0])
+
+    def test__ensure_constraint(self):
+        trial = np.array([1.1, -100, 0.9, 2., 300., -0.00001])
+        self.dummy_solver._ensure_constraint(trial)
+
+        assert_equal(trial[2], 0.9)
+        assert_(np.logical_and(trial >= 0, trial <= 1).all())
+
+    def test_differential_evolution(self):
+        # test that the Jmin of DifferentialEvolutionSolver
+        # is the same as the function evaluation
+        solver = DifferentialEvolutionSolver(
+            self.quadratic, [(-2, 2)], maxiter=1, polish=False
+        )
+        result = solver.solve()
+        assert_equal(result.fun, self.quadratic(result.x))
+
+        solver = DifferentialEvolutionSolver(
+            self.quadratic, [(-2, 2)], maxiter=1, polish=True
+        )
+        result = solver.solve()
+        assert_equal(result.fun, self.quadratic(result.x))
+
+    def test_best_solution_retrieval(self):
+        # test that the getter property method for the best solution works.
+        solver = DifferentialEvolutionSolver(self.quadratic, [(-2, 2)])
+        result = solver.solve()
+        assert_equal(result.x, solver.x)
+
+    def test_intermediate_result(self):
+        # Check that intermediate result object passed into the callback
+        # function contains the expected information and that raising
+        # `StopIteration` causes the expected behavior.
+        maxiter = 10
+
+        def func(x):
+            val = rosen(x)
+            if val < func.val:
+                func.x = x
+                func.val = val
+            return val
+        func.x = None
+        func.val = np.inf
+
+        def callback(intermediate_result):
+            callback.nit += 1
+            callback.intermediate_result = intermediate_result
+            assert intermediate_result.population.ndim == 2
+            assert intermediate_result.population.shape[1] == 2
+            assert intermediate_result.nit == callback.nit
+
+            # Check that `x` and `fun` attributes are the best found so far
+            assert_equal(intermediate_result.x, callback.func.x)
+            assert_equal(intermediate_result.fun, callback.func.val)
+
+            # Check for consistency between `fun`, `population_energies`,
+            # `x`, and `population`
+            assert_equal(intermediate_result.fun, rosen(intermediate_result.x))
+            for i in range(len(intermediate_result.population_energies)):
+                res = intermediate_result.population_energies[i]
+                ref = rosen(intermediate_result.population[i])
+                assert_equal(res, ref)
+            assert_equal(intermediate_result.x,
+                         intermediate_result.population[0])
+            assert_equal(intermediate_result.fun,
+                         intermediate_result.population_energies[0])
+
+            assert intermediate_result.message == 'in progress'
+            assert intermediate_result.success is True
+            assert isinstance(intermediate_result, OptimizeResult)
+            if callback.nit == maxiter:
+                raise StopIteration
+        callback.nit = 0
+        callback.intermediate_result = None
+        callback.func = func
+
+        bounds = [(0, 2), (0, 2)]
+        kwargs = dict(func=func, bounds=bounds, seed=838245, polish=False)
+        res = differential_evolution(**kwargs, callback=callback)
+        ref = differential_evolution(**kwargs, maxiter=maxiter)
+
+        # Check that final `intermediate_result` is equivalent to returned
+        # result object and that terminating with callback `StopIteration`
+        # after `maxiter` iterations is equivalent to terminating with
+        # `maxiter` parameter.
+        assert res.success is ref.success is False
+        assert callback.nit == res.nit == maxiter
+        assert res.message == 'callback function requested stop early'
+        assert ref.message == 'Maximum number of iterations has been exceeded.'
+        for field, val in ref.items():
+            if field in {'message', 'success'}:  # checked separately
+                continue
+            assert_equal(callback.intermediate_result[field], val)
+            assert_equal(res[field], val)
+
+        # Check that polish occurs after `StopIteration` as advertised
+        callback.nit = 0
+        func.val = np.inf
+        kwargs['polish'] = True
+        res = differential_evolution(**kwargs, callback=callback)
+        assert res.fun < ref.fun
+
+    def test_callback_terminates(self):
+        # test that if the callback returns true, then the minimization halts
+        bounds = [(0, 2), (0, 2)]
+        expected_msg = 'callback function requested stop early'
+        def callback_python_true(param, convergence=0.):
+            return True
+
+        result = differential_evolution(
+            rosen, bounds, callback=callback_python_true
+        )
+        assert_string_equal(result.message, expected_msg)
+
+        # if callback raises StopIteration then solve should be interrupted
+        def callback_stop(intermediate_result):
+            raise StopIteration
+
+        result = differential_evolution(rosen, bounds, callback=callback_stop)
+        assert not result.success
+
+        def callback_evaluates_true(param, convergence=0.):
+            # DE should stop if bool(self.callback) is True
+            return [10]
+
+        result = differential_evolution(rosen, bounds, callback=callback_evaluates_true)
+        assert_string_equal(result.message, expected_msg)
+        assert not result.success
+
+        def callback_evaluates_false(param, convergence=0.):
+            return []
+
+        result = differential_evolution(rosen, bounds,
+                                        callback=callback_evaluates_false)
+        assert result.success
+
+    def test_args_tuple_is_passed(self):
+        # test that the args tuple is passed to the cost function properly.
+        bounds = [(-10, 10)]
+        args = (1., 2., 3.)
+
+        def quadratic(x, *args):
+            if type(args) != tuple:
+                raise ValueError('args should be a tuple')
+            return args[0] + args[1] * x + args[2] * x**2.
+
+        result = differential_evolution(quadratic,
+                                        bounds,
+                                        args=args,
+                                        polish=True)
+        assert_almost_equal(result.fun, 2 / 3.)
+
+    def test_init_with_invalid_strategy(self):
+        # test that passing an invalid strategy raises ValueError
+        func = rosen
+        bounds = [(-3, 3)]
+        assert_raises(ValueError,
+                          differential_evolution,
+                          func,
+                          bounds,
+                          strategy='abc')
+
+    def test_bounds_checking(self):
+        # test that the bounds checking works
+        func = rosen
+        bounds = [(-3)]
+        assert_raises(ValueError,
+                          differential_evolution,
+                          func,
+                          bounds)
+        bounds = [(-3, 3), (3, 4, 5)]
+        assert_raises(ValueError,
+                          differential_evolution,
+                          func,
+                          bounds)
+
+        # test that we can use a new-type Bounds object
+        result = differential_evolution(rosen, Bounds([0, 0], [2, 2]))
+        assert_almost_equal(result.x, (1., 1.))
+
+    def test_select_samples(self):
+        # select_samples should return 5 separate random numbers.
+        limits = np.arange(12., dtype='float64').reshape(2, 6)
+        bounds = list(zip(limits[0, :], limits[1, :]))
+        solver = DifferentialEvolutionSolver(None, bounds, popsize=1)
+        candidate = 0
+        r1, r2, r3, r4, r5 = solver._select_samples(candidate, 5)
+        assert_equal(
+            len(np.unique(np.array([candidate, r1, r2, r3, r4, r5]))), 6)
+
+    def test_maxiter_stops_solve(self):
+        # test that if the maximum number of iterations is exceeded
+        # the solver stops.
+        solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=1)
+        result = solver.solve()
+        assert_equal(result.success, False)
+        assert_equal(result.message,
+                        'Maximum number of iterations has been exceeded.')
+
+    def test_maxfun_stops_solve(self):
+        # test that if the maximum number of function evaluations is exceeded
+        # during initialisation the solver stops
+        solver = DifferentialEvolutionSolver(rosen, self.bounds, maxfun=1,
+                                             polish=False)
+        result = solver.solve()
+
+        assert_equal(result.nfev, 2)
+        assert_equal(result.success, False)
+        assert_equal(result.message,
+                     'Maximum number of function evaluations has '
+                     'been exceeded.')
+
+        # test that if the maximum number of function evaluations is exceeded
+        # during the actual minimisation, then the solver stops.
+        # Have to turn polishing off, as this will still occur even if maxfun
+        # is reached. For popsize=5 and len(bounds)=2, then there are only 10
+        # function evaluations during initialisation.
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             popsize=5,
+                                             polish=False,
+                                             maxfun=40)
+        result = solver.solve()
+
+        assert_equal(result.nfev, 41)
+        assert_equal(result.success, False)
+        assert_equal(result.message,
+                     'Maximum number of function evaluations has '
+                     'been exceeded.')
+
+        # now repeat for updating='deferred version
+        # 47 function evaluations is not a multiple of the population size,
+        # so maxfun is reached partway through a population evaluation.
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             popsize=5,
+                                             polish=False,
+                                             maxfun=47,
+                                             updating='deferred')
+        result = solver.solve()
+
+        assert_equal(result.nfev, 47)
+        assert_equal(result.success, False)
+        assert_equal(result.message,
+                     'Maximum number of function evaluations has '
+                     'been reached.')
+
+    def test_quadratic(self):
+        # test the quadratic function from object
+        solver = DifferentialEvolutionSolver(self.quadratic,
+                                             [(-100, 100)],
+                                             tol=0.02)
+        solver.solve()
+        assert_equal(np.argmin(solver.population_energies), 0)
+
+    def test_quadratic_from_diff_ev(self):
+        # test the quadratic function from differential_evolution function
+        differential_evolution(self.quadratic,
+                               [(-100, 100)],
+                               tol=0.02)
+
+    def test_seed_gives_repeatability(self):
+        result = differential_evolution(self.quadratic,
+                                        [(-100, 100)],
+                                        polish=False,
+                                        seed=1,
+                                        tol=0.5)
+        result2 = differential_evolution(self.quadratic,
+                                        [(-100, 100)],
+                                        polish=False,
+                                        seed=1,
+                                        tol=0.5)
+        assert_equal(result.x, result2.x)
+        assert_equal(result.nfev, result2.nfev)
+
+    def test_random_generator(self):
+        # check that np.random.Generator can be used (numpy >= 1.17)
+        # obtain a np.random.Generator object
+        rng = np.random.default_rng()
+
+        inits = ['random', 'latinhypercube', 'sobol', 'halton']
+        for init in inits:
+            differential_evolution(self.quadratic,
+                                   [(-100, 100)],
+                                   polish=False,
+                                   seed=rng,
+                                   tol=0.5,
+                                   init=init)
+
+    def test_exp_runs(self):
+        # test whether exponential mutation loop runs
+        solver = DifferentialEvolutionSolver(rosen,
+                                             self.bounds,
+                                             strategy='best1exp',
+                                             maxiter=1)
+
+        solver.solve()
+
+    def test_gh_4511_regression(self):
+        # This modification of the differential evolution docstring example
+        # uses a custom popsize that had triggered an off-by-one error.
+        # Because we do not care about solving the optimization problem in
+        # this test, we use maxiter=1 to reduce the testing time.
+        bounds = [(-5, 5), (-5, 5)]
+        # result = differential_evolution(rosen, bounds, popsize=1815,
+        #                                 maxiter=1)
+
+        # the original issue arose because of rounding error in arange, with
+        # linspace being a much better solution. 1815 is quite a large popsize
+        # to use and results in a long test time (~13s). I used the original
+        # issue to figure out the lowest number of samples that would cause
+        # this rounding error to occur, 49.
+        differential_evolution(rosen, bounds, popsize=49, maxiter=1)
+
+    def test_calculate_population_energies(self):
+        # if popsize is 3, then the overall generation has size (6,)
+        solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3)
+        solver._calculate_population_energies(solver.population)
+        solver._promote_lowest_energy()
+        assert_equal(np.argmin(solver.population_energies), 0)
+
+        # initial calculation of the energies should require 6 nfev.
+        assert_equal(solver._nfev, 6)
+
+    def test_iteration(self):
+        # test that DifferentialEvolutionSolver is iterable
+        # if popsize is 3, then the overall generation has size (6,)
+        solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3,
+                                             maxfun=12)
+        x, fun = next(solver)
+        assert_equal(np.size(x, 0), 2)
+
+        # 6 nfev are required for initial calculation of energies, 6 nfev are
+        # required for the evolution of the 6 population members.
+        assert_equal(solver._nfev, 12)
+
+        # the next generation should halt because it exceeds maxfun
+        assert_raises(StopIteration, next, solver)
+
+        # check a proper minimisation can be done by an iterable solver
+        solver = DifferentialEvolutionSolver(rosen, self.bounds)
+        _, fun_prev = next(solver)
+        for i, soln in enumerate(solver):
+            x_current, fun_current = soln
+            assert fun_prev >= fun_current
+            _, fun_prev = x_current, fun_current
+            # need to have this otherwise the solver would never stop.
+            if i == 50:
+                break
+
+    def test_convergence(self):
+        solver = DifferentialEvolutionSolver(rosen, self.bounds, tol=0.2,
+                                             polish=False)
+        solver.solve()
+        assert_(solver.convergence < 0.2)
+
+    def test_maxiter_none_GH5731(self):
+        # Pre 0.17 the previous default for maxiter and maxfun was None.
+        # the numerical defaults are now 1000 and np.inf. However, some scripts
+        # will still supply None for both of those, this will raise a TypeError
+        # in the solve method.
+        solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=None,
+                                             maxfun=None)
+        solver.solve()
+
+    def test_population_initiation(self):
+        # test the different modes of population initiation
+
+        # init must be either 'latinhypercube' or 'random'
+        # raising ValueError is something else is passed in
+        assert_raises(ValueError,
+                      DifferentialEvolutionSolver,
+                      *(rosen, self.bounds),
+                      **{'init': 'rubbish'})
+
+        solver = DifferentialEvolutionSolver(rosen, self.bounds)
+
+        # check that population initiation:
+        # 1) resets _nfev to 0
+        # 2) all population energies are np.inf
+        solver.init_population_random()
+        assert_equal(solver._nfev, 0)
+        assert_(np.all(np.isinf(solver.population_energies)))
+
+        solver.init_population_lhs()
+        assert_equal(solver._nfev, 0)
+        assert_(np.all(np.isinf(solver.population_energies)))
+
+        solver.init_population_qmc(qmc_engine='halton')
+        assert_equal(solver._nfev, 0)
+        assert_(np.all(np.isinf(solver.population_energies)))
+
+        solver = DifferentialEvolutionSolver(rosen, self.bounds, init='sobol')
+        solver.init_population_qmc(qmc_engine='sobol')
+        assert_equal(solver._nfev, 0)
+        assert_(np.all(np.isinf(solver.population_energies)))
+
+        # we should be able to initialize with our own array
+        population = np.linspace(-1, 3, 10).reshape(5, 2)
+        solver = DifferentialEvolutionSolver(rosen, self.bounds,
+                                             init=population,
+                                             strategy='best2bin',
+                                             atol=0.01, seed=1, popsize=5)
+
+        assert_equal(solver._nfev, 0)
+        assert_(np.all(np.isinf(solver.population_energies)))
+        assert_(solver.num_population_members == 5)
+        assert_(solver.population_shape == (5, 2))
+
+        # check that the population was initialized correctly
+        unscaled_population = np.clip(solver._unscale_parameters(population),
+                                      0, 1)
+        assert_almost_equal(solver.population[:5], unscaled_population)
+
+        # population values need to be clipped to bounds
+        assert_almost_equal(np.min(solver.population[:5]), 0)
+        assert_almost_equal(np.max(solver.population[:5]), 1)
+
+        # shouldn't be able to initialize with an array if it's the wrong shape
+        # this would have too many parameters
+        population = np.linspace(-1, 3, 15).reshape(5, 3)
+        assert_raises(ValueError,
+                      DifferentialEvolutionSolver,
+                      *(rosen, self.bounds),
+                      **{'init': population})
+
+        # provide an initial solution
+        # bounds are [(0, 2), (0, 2)]
+        x0 = np.random.uniform(low=0.0, high=2.0, size=2)
+        solver = DifferentialEvolutionSolver(
+            rosen, self.bounds, x0=x0
+        )
+        # parameters are scaled to unit interval
+        assert_allclose(solver.population[0], x0 / 2.0)
+
+    def test_x0(self):
+        # smoke test that checks that x0 is usable.
+        res = differential_evolution(rosen, self.bounds, x0=[0.2, 0.8])
+        assert res.success
+
+        # check what happens if some of the x0 lay outside the bounds
+        with assert_raises(ValueError):
+            differential_evolution(rosen, self.bounds, x0=[0.2, 2.1])
+
+    def test_infinite_objective_function(self):
+        # Test that there are no problems if the objective function
+        # returns inf on some runs
+        def sometimes_inf(x):
+            if x[0] < .5:
+                return np.inf
+            return x[1]
+        bounds = [(0, 1), (0, 1)]
+        differential_evolution(sometimes_inf, bounds=bounds, disp=False)
+
+    def test_deferred_updating(self):
+        # check setting of deferred updating, with default workers
+        bounds = [(0., 2.), (0., 2.)]
+        solver = DifferentialEvolutionSolver(rosen, bounds, updating='deferred')
+        assert_(solver._updating == 'deferred')
+        assert_(solver._mapwrapper._mapfunc is map)
+        solver.solve()
+
+    def test_immediate_updating(self):
+        # check setting of immediate updating, with default workers
+        bounds = [(0., 2.), (0., 2.)]
+        solver = DifferentialEvolutionSolver(rosen, bounds)
+        assert_(solver._updating == 'immediate')
+
+        # Safely forking from a multithreaded process is
+        # problematic, and deprecated in Python 3.12, so
+        # we use a slower but portable alternative
+        # see gh-19848
+        ctx = multiprocessing.get_context("spawn")
+        with ctx.Pool(2) as p:
+            # should raise a UserWarning because the updating='immediate'
+            # is being overridden by the workers keyword
+            with warns(UserWarning):
+                with DifferentialEvolutionSolver(rosen, bounds, workers=p.map) as s:
+                    pass
+            assert s._updating == 'deferred'
+
+    def test_parallel(self):
+        # smoke test for parallelization with deferred updating
+        bounds = [(0., 2.), (0., 2.)]
+        with multiprocessing.Pool(2) as p, DifferentialEvolutionSolver(
+                rosen, bounds, updating='deferred', workers=p.map) as solver:
+            assert_(solver._mapwrapper.pool is not None)
+            assert_(solver._updating == 'deferred')
+            solver.solve()
+
+        with DifferentialEvolutionSolver(rosen, bounds, updating='deferred',
+                                         workers=2) as solver:
+            assert_(solver._mapwrapper.pool is not None)
+            assert_(solver._updating == 'deferred')
+            solver.solve()
+
+    def test_converged(self):
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)])
+        solver.solve()
+        assert_(solver.converged())
+
+    def test_constraint_violation_fn(self):
+        def constr_f(x):
+            return [x[0] + x[1]]
+
+        def constr_f2(x):
+            return np.array([x[0]**2 + x[1], x[0] - x[1]])
+
+        nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
+
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc))
+
+        cv = solver._constraint_violation_fn(np.array([1.0, 1.0]))
+        assert_almost_equal(cv, 0.1)
+
+        nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc, nlc2))
+
+        # for multiple constraints the constraint violations should
+        # be concatenated.
+        xs = [(1.2, 1), (2.0, 2.0), (0.5, 0.5)]
+        vs = [(0.3, 0.64, 0.0), (2.1, 4.2, 0.0), (0, 0, 0)]
+
+        for x, v in zip(xs, vs):
+            cv = solver._constraint_violation_fn(np.array(x))
+            assert_allclose(cv, np.atleast_2d(v))
+
+        # vectorized calculation of a series of solutions
+        assert_allclose(
+            solver._constraint_violation_fn(np.array(xs)), np.array(vs)
+        )
+
+        # the following line is used in _calculate_population_feasibilities.
+        # _constraint_violation_fn returns an (1, M) array when
+        # x.shape == (N,), i.e. a single solution. Therefore this list
+        # comprehension should generate (S, 1, M) array.
+        constraint_violation = np.array([solver._constraint_violation_fn(x)
+                                         for x in np.array(xs)])
+        assert constraint_violation.shape == (3, 1, 3)
+
+        # we need reasonable error messages if the constraint function doesn't
+        # return the right thing
+        def constr_f3(x):
+            # returns (S, M), rather than (M, S)
+            return constr_f2(x).T
+
+        nlc2 = NonlinearConstraint(constr_f3, -np.inf, 1.8)
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc, nlc2),
+                                             vectorized=False)
+        solver.vectorized = True
+        with pytest.raises(
+                RuntimeError, match="An array returned from a Constraint"
+        ):
+            solver._constraint_violation_fn(np.array(xs))
+
+    def test_constraint_population_feasibilities(self):
+        def constr_f(x):
+            return [x[0] + x[1]]
+
+        def constr_f2(x):
+            return [x[0]**2 + x[1], x[0] - x[1]]
+
+        nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
+
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc))
+
+        # are population feasibilities correct
+        # [0.5, 0.5] corresponds to scaled values of [1., 1.]
+        feas, cv = solver._calculate_population_feasibilities(
+            np.array([[0.5, 0.5], [1., 1.]]))
+        assert_equal(feas, [False, False])
+        assert_almost_equal(cv, np.array([[0.1], [2.1]]))
+        assert cv.shape == (2, 1)
+
+        nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
+
+        for vectorize in [False, True]:
+            solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                                 constraints=(nlc, nlc2),
+                                                 vectorized=vectorize,
+                                                 updating='deferred')
+
+            feas, cv = solver._calculate_population_feasibilities(
+                np.array([[0.5, 0.5], [0.6, 0.5]]))
+            assert_equal(feas, [False, False])
+            assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [0.3, 0.64, 0]]))
+
+            feas, cv = solver._calculate_population_feasibilities(
+                np.array([[0.5, 0.5], [1., 1.]]))
+            assert_equal(feas, [False, False])
+            assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [2.1, 4.2, 0]]))
+            assert cv.shape == (2, 3)
+
+            feas, cv = solver._calculate_population_feasibilities(
+                np.array([[0.25, 0.25], [1., 1.]]))
+            assert_equal(feas, [True, False])
+            assert_almost_equal(cv, np.array([[0.0, 0.0, 0.], [2.1, 4.2, 0]]))
+            assert cv.shape == (2, 3)
+
+    def test_constraint_solve(self):
+        def constr_f(x):
+            return np.array([x[0] + x[1]])
+
+        nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
+
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc))
+
+        # trust-constr warns if the constraint function is linear
+        with warns(UserWarning):
+            res = solver.solve()
+
+        assert constr_f(res.x) <= 1.9
+        assert res.success
+
+    def test_impossible_constraint(self):
+        def constr_f(x):
+            return np.array([x[0] + x[1]])
+
+        nlc = NonlinearConstraint(constr_f, -np.inf, -1)
+
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc), popsize=3,
+                                             seed=1)
+
+        # a UserWarning is issued because the 'trust-constr' polishing is
+        # attempted on the least infeasible solution found.
+        with warns(UserWarning):
+            res = solver.solve()
+
+        assert res.maxcv > 0
+        assert not res.success
+
+        # test _promote_lowest_energy works when none of the population is
+        # feasible. In this case, the solution with the lowest constraint
+        # violation should be promoted.
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc), polish=False)
+        next(solver)
+        assert not solver.feasible.all()
+        assert not np.isfinite(solver.population_energies).all()
+
+        # now swap two of the entries in the population
+        l = 20
+        cv = solver.constraint_violation[0]
+
+        solver.population_energies[[0, l]] = solver.population_energies[[l, 0]]
+        solver.population[[0, l], :] = solver.population[[l, 0], :]
+        solver.constraint_violation[[0, l], :] = (
+            solver.constraint_violation[[l, 0], :])
+
+        solver._promote_lowest_energy()
+        assert_equal(solver.constraint_violation[0], cv)
+
+    def test_accept_trial(self):
+        # _accept_trial(self, energy_trial, feasible_trial, cv_trial,
+        #               energy_orig, feasible_orig, cv_orig)
+        def constr_f(x):
+            return [x[0] + x[1]]
+        nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
+        solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
+                                             constraints=(nlc))
+        fn = solver._accept_trial
+        # both solutions are feasible, select lower energy
+        assert fn(0.1, True, np.array([0.]), 1.0, True, np.array([0.]))
+        assert (fn(1.0, True, np.array([0.0]), 0.1, True, np.array([0.0])) is False)
+        assert fn(0.1, True, np.array([0.]), 0.1, True, np.array([0.]))
+
+        # trial is feasible, original is not
+        assert fn(9.9, True, np.array([0.]), 1.0, False, np.array([1.]))
+
+        # trial and original are infeasible
+        # cv_trial have to be <= cv_original to be better
+        assert (fn(0.1, False, np.array([0.5, 0.5]),
+                   1.0, False, np.array([1., 1.0])))
+        assert (fn(0.1, False, np.array([0.5, 0.5]),
+                   1.0, False, np.array([1., 0.50])))
+        assert not (fn(1.0, False, np.array([0.5, 0.5]),
+                       1.0, False, np.array([1.0, 0.4])))
+
+    def test_constraint_wrapper(self):
+        lb = np.array([0, 20, 30])
+        ub = np.array([0.5, np.inf, 70])
+        x0 = np.array([1, 2, 3])
+        pc = _ConstraintWrapper(Bounds(lb, ub), x0)
+        assert (pc.violation(x0) > 0).any()
+        assert (pc.violation([0.25, 21, 31]) == 0).all()
+
+        # check vectorized Bounds constraint
+        xs = np.arange(1, 16).reshape(5, 3)
+        violations = []
+        for x in xs:
+            violations.append(pc.violation(x))
+        np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
+
+        x0 = np.array([1, 2, 3, 4])
+        A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]])
+        pc = _ConstraintWrapper(LinearConstraint(A, -np.inf, 0), x0)
+        assert (pc.violation(x0) > 0).any()
+        assert (pc.violation([-10, 2, -10, 4]) == 0).all()
+
+        # check vectorized LinearConstraint, for 7 lots of parameter vectors
+        # with each parameter vector being 4 long, with 3 constraints
+        # xs is the same shape as stored in the differential evolution
+        # population, but it's sent to the violation function as (len(x), M)
+        xs = np.arange(1, 29).reshape(7, 4)
+        violations = []
+        for x in xs:
+            violations.append(pc.violation(x))
+        np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
+
+        pc = _ConstraintWrapper(LinearConstraint(csr_matrix(A), -np.inf, 0),
+                                x0)
+        assert (pc.violation(x0) > 0).any()
+        assert (pc.violation([-10, 2, -10, 4]) == 0).all()
+
+        def fun(x):
+            return A.dot(x)
+
+        nonlinear = NonlinearConstraint(fun, -np.inf, 0)
+        pc = _ConstraintWrapper(nonlinear, [-10, 2, -10, 4])
+        assert (pc.violation(x0) > 0).any()
+        assert (pc.violation([-10, 2, -10, 4]) == 0).all()
+
+    def test_constraint_wrapper_violation(self):
+        def cons_f(x):
+            # written in vectorised form to accept an array of (N, S)
+            # returning (M, S)
+            # where N is the number of parameters,
+            # S is the number of solution vectors to be examined,
+            # and M is the number of constraint components
+            return np.array([x[0] ** 2 + x[1],
+                             x[0] ** 2 - x[1]])
+
+        nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2])
+        pc = _ConstraintWrapper(nlc, [0.5, 1])
+        assert np.size(pc.bounds[0]) == 2
+
+        xs = [(0.5, 1), (0.5, 1.2), (1.2, 1.2), (0.1, -1.2), (0.1, 2.0)]
+        vs = [(0, 0), (0, 0.1), (0.64, 0), (0.19, 0), (0.01, 1.14)]
+
+        for x, v in zip(xs, vs):
+            assert_allclose(pc.violation(x), v)
+
+        # now check that we can vectorize the constraint wrapper
+        assert_allclose(pc.violation(np.array(xs).T),
+                        np.array(vs).T)
+        assert pc.fun(np.array(xs).T).shape == (2, len(xs))
+        assert pc.violation(np.array(xs).T).shape == (2, len(xs))
+        assert pc.num_constr == 2
+        assert pc.parameter_count == 2
+
+    def test_matrix_linear_constraint(self):
+        # gh20041 supplying an np.matrix to construct a LinearConstraint caused
+        # _ConstraintWrapper to start returning constraint violations of the
+        # wrong shape.
+        with suppress_warnings() as sup:
+            sup.filter(PendingDeprecationWarning)
+            matrix = np.matrix([[1, 1, 1, 1.],
+                                [2, 2, 2, 2.]])
+        lc = LinearConstraint(matrix, 0, 1)
+        x0 = np.ones(4)
+        cw = _ConstraintWrapper(lc, x0)
+        # the shape of the constraint violation should be the same as the number
+        # of constraints applied.
+        assert cw.violation(x0).shape == (2,)
+
+        # let's try a vectorised violation call.
+        xtrial = np.arange(4 * 5).reshape(4, 5)
+        assert cw.violation(xtrial).shape == (2, 5)
+
+
+    def test_L1(self):
+        # Lampinen ([5]) test problem 1
+
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            fun = np.sum(5*x[1:5]) - 5*x[1:5]@x[1:5] - np.sum(x[5:])
+            return fun
+
+        A = np.zeros((10, 14))  # 1-indexed to match reference
+        A[1, [1, 2, 10, 11]] = 2, 2, 1, 1
+        A[2, [1, 10]] = -8, 1
+        A[3, [4, 5, 10]] = -2, -1, 1
+        A[4, [1, 3, 10, 11]] = 2, 2, 1, 1
+        A[5, [2, 11]] = -8, 1
+        A[6, [6, 7, 11]] = -2, -1, 1
+        A[7, [2, 3, 11, 12]] = 2, 2, 1, 1
+        A[8, [3, 12]] = -8, 1
+        A[9, [8, 9, 12]] = -2, -1, 1
+        A = A[1:, 1:]
+
+        b = np.array([10, 0, 0, 10, 0, 0, 10, 0, 0])
+
+        L = LinearConstraint(A, -np.inf, b)
+
+        bounds = [(0, 1)]*9 + [(0, 100)]*3 + [(0, 1)]
+
+        # using a lower popsize to speed the test up
+        res = differential_evolution(f, bounds, strategy='best1bin', seed=1234,
+                                     constraints=(L), popsize=2)
+
+        x_opt = (1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 3, 3, 1)
+        f_opt = -15
+
+        assert_allclose(f(x_opt), f_opt, atol=6e-4)
+        assert res.success
+        assert_allclose(res.x, x_opt, atol=6e-4)
+        assert_allclose(res.fun, f_opt, atol=5e-3)
+        assert_(np.all([email protected] <= b))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+        # now repeat the same solve, using the same overall constraints,
+        # but using a sparse matrix for the LinearConstraint instead of an
+        # array
+
+        L = LinearConstraint(csr_matrix(A), -np.inf, b)
+
+        # using a lower popsize to speed the test up
+        res = differential_evolution(f, bounds, strategy='best1bin', seed=1234,
+                                     constraints=(L), popsize=2)
+
+        assert_allclose(f(x_opt), f_opt)
+        assert res.success
+        assert_allclose(res.x, x_opt, atol=5e-4)
+        assert_allclose(res.fun, f_opt, atol=5e-3)
+        assert_(np.all([email protected] <= b))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+        # now repeat the same solve, using the same overall constraints,
+        # but specify half the constraints in terms of LinearConstraint,
+        # and the other half by NonlinearConstraint
+        def c1(x):
+            x = np.hstack(([0], x))
+            return [2*x[2] + 2*x[3] + x[11] + x[12],
+                    -8*x[3] + x[12]]
+
+        def c2(x):
+            x = np.hstack(([0], x))
+            return -2*x[8] - x[9] + x[12]
+
+        L = LinearConstraint(A[:5, :], -np.inf, b[:5])
+        L2 = LinearConstraint(A[5:6, :], -np.inf, b[5:6])
+        N = NonlinearConstraint(c1, -np.inf, b[6:8])
+        N2 = NonlinearConstraint(c2, -np.inf, b[8:9])
+        constraints = (L, N, L2, N2)
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning)
+            res = differential_evolution(f, bounds, strategy='rand1bin',
+                                         seed=1234, constraints=constraints,
+                                         popsize=2)
+
+        assert_allclose(res.x, x_opt, atol=6e-4)
+        assert_allclose(res.fun, f_opt, atol=5e-3)
+        assert_(np.all([email protected] <= b))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_L2(self):
+        # Lampinen ([5]) test problem 2
+
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            fun = ((x[1]-10)**2 + 5*(x[2]-12)**2 + x[3]**4 + 3*(x[4]-11)**2 +
+                   10*x[5]**6 + 7*x[6]**2 + x[7]**4 - 4*x[6]*x[7] - 10*x[6] -
+                   8*x[7])
+            return fun
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [127 - 2*x[1]**2 - 3*x[2]**4 - x[3] - 4*x[4]**2 - 5*x[5],
+                    196 - 23*x[1] - x[2]**2 - 6*x[6]**2 + 8*x[7],
+                    282 - 7*x[1] - 3*x[2] - 10*x[3]**2 - x[4] + x[5],
+                    -4*x[1]**2 - x[2]**2 + 3*x[1]*x[2] - 2*x[3]**2 -
+                    5*x[6] + 11*x[7]]
+
+        N = NonlinearConstraint(c1, 0, np.inf)
+        bounds = [(-10, 10)]*7
+        constraints = (N)
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning)
+            res = differential_evolution(f, bounds, strategy='rand1bin',
+                                         seed=1234, constraints=constraints)
+
+        f_opt = 680.6300599487869
+        x_opt = (2.330499, 1.951372, -0.4775414, 4.365726,
+                 -0.6244870, 1.038131, 1.594227)
+
+        assert_allclose(f(x_opt), f_opt)
+        assert_allclose(res.fun, f_opt)
+        assert_allclose(res.x, x_opt, atol=1e-5)
+        assert res.success
+        assert_(np.all(np.array(c1(res.x)) >= 0))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_L3(self):
+        # Lampinen ([5]) test problem 3
+
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            fun = (x[1]**2 + x[2]**2 + x[1]*x[2] - 14*x[1] - 16*x[2] +
+                   (x[3]-10)**2 + 4*(x[4]-5)**2 + (x[5]-3)**2 + 2*(x[6]-1)**2 +
+                   5*x[7]**2 + 7*(x[8]-11)**2 + 2*(x[9]-10)**2 +
+                   (x[10] - 7)**2 + 45
+                   )
+            return fun  # maximize
+
+        A = np.zeros((4, 11))
+        A[1, [1, 2, 7, 8]] = -4, -5, 3, -9
+        A[2, [1, 2, 7, 8]] = -10, 8, 17, -2
+        A[3, [1, 2, 9, 10]] = 8, -2, -5, 2
+        A = A[1:, 1:]
+        b = np.array([-105, 0, -12])
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [3*x[1] - 6*x[2] - 12*(x[9]-8)**2 + 7*x[10],
+                    -3*(x[1]-2)**2 - 4*(x[2]-3)**2 - 2*x[3]**2 + 7*x[4] + 120,
+                    -x[1]**2 - 2*(x[2]-2)**2 + 2*x[1]*x[2] - 14*x[5] + 6*x[6],
+                    -5*x[1]**2 - 8*x[2] - (x[3]-6)**2 + 2*x[4] + 40,
+                    -0.5*(x[1]-8)**2 - 2*(x[2]-4)**2 - 3*x[5]**2 + x[6] + 30]
+
+        L = LinearConstraint(A, b, np.inf)
+        N = NonlinearConstraint(c1, 0, np.inf)
+        bounds = [(-10, 10)]*10
+        constraints = (L, N)
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning)
+            res = differential_evolution(f, bounds, seed=1234,
+                                         constraints=constraints, popsize=3)
+
+        x_opt = (2.171996, 2.363683, 8.773926, 5.095984, 0.9906548,
+                 1.430574, 1.321644, 9.828726, 8.280092, 8.375927)
+        f_opt = 24.3062091
+
+        assert_allclose(f(x_opt), f_opt, atol=1e-5)
+        assert_allclose(res.x, x_opt, atol=1e-6)
+        assert_allclose(res.fun, f_opt, atol=1e-5)
+        assert res.success
+        assert_(np.all(A @ res.x >= b))
+        assert_(np.all(np.array(c1(res.x)) >= 0))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_L4(self):
+        # Lampinen ([5]) test problem 4
+        def f(x):
+            return np.sum(x[:3])
+
+        A = np.zeros((4, 9))
+        A[1, [4, 6]] = 0.0025, 0.0025
+        A[2, [5, 7, 4]] = 0.0025, 0.0025, -0.0025
+        A[3, [8, 5]] = 0.01, -0.01
+        A = A[1:, 1:]
+        b = np.array([1, 1, 1])
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [x[1]*x[6] - 833.33252*x[4] - 100*x[1] + 83333.333,
+                    x[2]*x[7] - 1250*x[5] - x[2]*x[4] + 1250*x[4],
+                    x[3]*x[8] - 1250000 - x[3]*x[5] + 2500*x[5]]
+
+        L = LinearConstraint(A, -np.inf, 1)
+        N = NonlinearConstraint(c1, 0, np.inf)
+
+        bounds = [(100, 10000)] + [(1000, 10000)]*2 + [(10, 1000)]*5
+        constraints = (L, N)
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning)
+            res = differential_evolution(f, bounds, strategy='rand1bin',
+                                     seed=1234, constraints=constraints,
+                                     popsize=3)
+
+        f_opt = 7049.248
+
+        x_opt = [579.306692, 1359.97063, 5109.9707, 182.0177, 295.601172,
+                217.9823, 286.416528, 395.601172]
+
+        assert_allclose(f(x_opt), f_opt, atol=0.001)
+        assert_allclose(res.fun, f_opt, atol=0.001)
+
+        # use higher tol here for 32-bit Windows, see gh-11693
+        if (platform.system() == 'Windows' and np.dtype(np.intp).itemsize < 8):
+            assert_allclose(res.x, x_opt, rtol=2.4e-6, atol=0.0035)
+        else:
+            # tolerance determined from macOS + MKL failure, see gh-12701
+            assert_allclose(res.x, x_opt, rtol=5e-6, atol=0.0024)
+
+        assert res.success
+        assert_(np.all(A @ res.x <= b))
+        assert_(np.all(np.array(c1(res.x)) >= 0))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_L5(self):
+        # Lampinen ([5]) test problem 5
+
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            fun = (np.sin(2*np.pi*x[1])**3*np.sin(2*np.pi*x[2]) /
+                   (x[1]**3*(x[1]+x[2])))
+            return -fun  # maximize
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [x[1]**2 - x[2] + 1,
+                    1 - x[1] + (x[2]-4)**2]
+
+        N = NonlinearConstraint(c1, -np.inf, 0)
+        bounds = [(0, 10)]*2
+        constraints = (N)
+
+        res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
+                                     constraints=constraints)
+
+        x_opt = (1.22797135, 4.24537337)
+        f_opt = -0.095825
+        assert_allclose(f(x_opt), f_opt, atol=2e-5)
+        assert_allclose(res.fun, f_opt, atol=1e-4)
+        assert res.success
+        assert_(np.all(np.array(c1(res.x)) <= 0))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_L6(self):
+        # Lampinen ([5]) test problem 6
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            fun = (x[1]-10)**3 + (x[2] - 20)**3
+            return fun
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [(x[1]-5)**2 + (x[2] - 5)**2 - 100,
+                    -(x[1]-6)**2 - (x[2] - 5)**2 + 82.81]
+
+        N = NonlinearConstraint(c1, 0, np.inf)
+        bounds = [(13, 100), (0, 100)]
+        constraints = (N)
+        res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
+                                     constraints=constraints, tol=1e-7)
+        x_opt = (14.095, 0.84296)
+        f_opt = -6961.814744
+
+        assert_allclose(f(x_opt), f_opt, atol=1e-6)
+        assert_allclose(res.fun, f_opt, atol=0.001)
+        assert_allclose(res.x, x_opt, atol=1e-4)
+        assert res.success
+        assert_(np.all(np.array(c1(res.x)) >= 0))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_L7(self):
+        # Lampinen ([5]) test problem 7
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            fun = (5.3578547*x[3]**2 + 0.8356891*x[1]*x[5] +
+                   37.293239*x[1] - 40792.141)
+            return fun
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [
+                    85.334407 + 0.0056858*x[2]*x[5] + 0.0006262*x[1]*x[4] -
+                    0.0022053*x[3]*x[5],
+
+                    80.51249 + 0.0071317*x[2]*x[5] + 0.0029955*x[1]*x[2] +
+                    0.0021813*x[3]**2,
+
+                    9.300961 + 0.0047026*x[3]*x[5] + 0.0012547*x[1]*x[3] +
+                    0.0019085*x[3]*x[4]
+                    ]
+
+        N = NonlinearConstraint(c1, [0, 90, 20], [92, 110, 25])
+
+        bounds = [(78, 102), (33, 45)] + [(27, 45)]*3
+        constraints = (N)
+
+        res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
+                                     constraints=constraints)
+
+        # using our best solution, rather than Lampinen/Koziel. Koziel solution
+        # doesn't satisfy constraints, Lampinen f_opt just plain wrong.
+        x_opt = [78.00000686, 33.00000362, 29.99526064, 44.99999971,
+                 36.77579979]
+
+        f_opt = -30665.537578
+
+        assert_allclose(f(x_opt), f_opt)
+        assert_allclose(res.x, x_opt, atol=1e-3)
+        assert_allclose(res.fun, f_opt, atol=1e-3)
+
+        assert res.success
+        assert_(np.all(np.array(c1(res.x)) >= np.array([0, 90, 20])))
+        assert_(np.all(np.array(c1(res.x)) <= np.array([92, 110, 25])))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    @pytest.mark.slow
+    @pytest.mark.xfail(platform.machine() == 'ppc64le',
+                       reason="fails on ppc64le")
+    def test_L8(self):
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            fun = 3*x[1] + 0.000001*x[1]**3 + 2*x[2] + 0.000002/3*x[2]**3
+            return fun
+
+        A = np.zeros((3, 5))
+        A[1, [4, 3]] = 1, -1
+        A[2, [3, 4]] = 1, -1
+        A = A[1:, 1:]
+        b = np.array([-.55, -.55])
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [
+                    1000*np.sin(-x[3]-0.25) + 1000*np.sin(-x[4]-0.25) +
+                    894.8 - x[1],
+                    1000*np.sin(x[3]-0.25) + 1000*np.sin(x[3]-x[4]-0.25) +
+                    894.8 - x[2],
+                    1000*np.sin(x[4]-0.25) + 1000*np.sin(x[4]-x[3]-0.25) +
+                    1294.8
+                    ]
+        L = LinearConstraint(A, b, np.inf)
+        N = NonlinearConstraint(c1, np.full(3, -0.001), np.full(3, 0.001))
+
+        bounds = [(0, 1200)]*2+[(-.55, .55)]*2
+        constraints = (L, N)
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning)
+            # original Lampinen test was with rand1bin, but that takes a
+            # huge amount of CPU time. Changing strategy to best1bin speeds
+            # things up a lot
+            res = differential_evolution(f, bounds, strategy='best1bin',
+                                         seed=1234, constraints=constraints,
+                                         maxiter=5000)
+
+        x_opt = (679.9453, 1026.067, 0.1188764, -0.3962336)
+        f_opt = 5126.4981
+
+        assert_allclose(f(x_opt), f_opt, atol=1e-3)
+        assert_allclose(res.x[:2], x_opt[:2], atol=2e-3)
+        assert_allclose(res.x[2:], x_opt[2:], atol=2e-3)
+        assert_allclose(res.fun, f_opt, atol=2e-2)
+        assert res.success
+        assert_(np.all([email protected] >= b))
+        assert_(np.all(np.array(c1(res.x)) >= -0.001))
+        assert_(np.all(np.array(c1(res.x)) <= 0.001))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_L9(self):
+        # Lampinen ([5]) test problem 9
+
+        def f(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return x[1]**2 + (x[2]-1)**2
+
+        def c1(x):
+            x = np.hstack(([0], x))  # 1-indexed to match reference
+            return [x[2] - x[1]**2]
+
+        N = NonlinearConstraint(c1, [-.001], [0.001])
+
+        bounds = [(-1, 1)]*2
+        constraints = (N)
+        res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
+                                     constraints=constraints)
+
+        x_opt = [np.sqrt(2)/2, 0.5]
+        f_opt = 0.75
+
+        assert_allclose(f(x_opt), f_opt)
+        assert_allclose(np.abs(res.x), x_opt, atol=1e-3)
+        assert_allclose(res.fun, f_opt, atol=1e-3)
+        assert res.success
+        assert_(np.all(np.array(c1(res.x)) >= -0.001))
+        assert_(np.all(np.array(c1(res.x)) <= 0.001))
+        assert_(np.all(res.x >= np.array(bounds)[:, 0]))
+        assert_(np.all(res.x <= np.array(bounds)[:, 1]))
+
+    def test_integrality(self):
+        # test fitting discrete distribution to data
+        rng = np.random.default_rng(6519843218105)
+        dist = stats.nbinom
+        shapes = (5, 0.5)
+        x = dist.rvs(*shapes, size=10000, random_state=rng)
+
+        def func(p, *args):
+            dist, x = args
+            # negative log-likelihood function
+            ll = -np.log(dist.pmf(x, *p)).sum(axis=-1)
+            if np.isnan(ll):  # occurs when x is outside of support
+                ll = np.inf  # we don't want that
+            return ll
+
+        integrality = [True, False]
+        bounds = [(1, 18), (0, 0.95)]
+
+        res = differential_evolution(func, bounds, args=(dist, x),
+                                     integrality=integrality, polish=False,
+                                     seed=rng)
+        # tolerance has to be fairly relaxed for the second parameter
+        # because we're fitting a distribution to random variates.
+        assert res.x[0] == 5
+        assert_allclose(res.x, shapes, rtol=0.025)
+
+        # check that we can still use integrality constraints with polishing
+        res2 = differential_evolution(func, bounds, args=(dist, x),
+                                      integrality=integrality, polish=True,
+                                      seed=rng)
+
+        def func2(p, *args):
+            n, dist, x = args
+            return func(np.array([n, p[0]]), dist, x)
+
+        # compare the DE derived solution to an LBFGSB solution (that doesn't
+        # have to find the integral values). Note we're setting x0 to be the
+        # output from the first DE result, thereby making the polishing step
+        # and this minimisation pretty much equivalent.
+        LBFGSB = minimize(func2, res2.x[1], args=(5, dist, x),
+                          bounds=[(0, 0.95)])
+        assert_allclose(res2.x[1], LBFGSB.x)
+        assert res2.fun <= res.fun
+
+    def test_integrality_limits(self):
+        def f(x):
+            return x
+
+        integrality = [True, False, True]
+        bounds = [(0.2, 1.1), (0.9, 2.2), (3.3, 4.9)]
+
+        # no integrality constraints
+        solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
+                                             integrality=False)
+        assert_allclose(solver.limits[0], [0.2, 0.9, 3.3])
+        assert_allclose(solver.limits[1], [1.1, 2.2, 4.9])
+
+        # with integrality constraints
+        solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
+                                             integrality=integrality)
+        assert_allclose(solver.limits[0], [0.5, 0.9, 3.5])
+        assert_allclose(solver.limits[1], [1.5, 2.2, 4.5])
+        assert_equal(solver.integrality, [True, False, True])
+        assert solver.polish is False
+
+        bounds = [(-1.2, -0.9), (0.9, 2.2), (-10.3, 4.1)]
+        solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
+                                             integrality=integrality)
+        assert_allclose(solver.limits[0], [-1.5, 0.9, -10.5])
+        assert_allclose(solver.limits[1], [-0.5, 2.2, 4.5])
+
+        # A lower bound of -1.2 is converted to
+        # np.nextafter(np.ceil(-1.2) - 0.5, np.inf)
+        # with a similar process to the upper bound. Check that the
+        # conversions work
+        assert_allclose(np.round(solver.limits[0]), [-1.0, 1.0, -10.0])
+        assert_allclose(np.round(solver.limits[1]), [-1.0, 2.0, 4.0])
+
+        bounds = [(-10.2, -8.1), (0.9, 2.2), (-10.9, -9.9999)]
+        solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
+                                             integrality=integrality)
+        assert_allclose(solver.limits[0], [-10.5, 0.9, -10.5])
+        assert_allclose(solver.limits[1], [-8.5, 2.2, -9.5])
+
+        bounds = [(-10.2, -10.1), (0.9, 2.2), (-10.9, -9.9999)]
+        with pytest.raises(ValueError, match='One of the integrality'):
+            DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
+                                        integrality=integrality)
+
+    def test_vectorized(self):
+        def quadratic(x):
+            return np.sum(x**2)
+
+        def quadratic_vec(x):
+            return np.sum(x**2, axis=0)
+
+        # A vectorized function needs to accept (len(x), S) and return (S,)
+        with pytest.raises(RuntimeError, match='The vectorized function'):
+            differential_evolution(quadratic, self.bounds,
+                                   vectorized=True, updating='deferred')
+
+        # vectorized overrides the updating keyword, check for warning
+        with warns(UserWarning, match="differential_evolution: the 'vector"):
+            differential_evolution(quadratic_vec, self.bounds,
+                                   vectorized=True)
+
+        # vectorized defers to the workers keyword, check for warning
+        with warns(UserWarning, match="differential_evolution: the 'workers"):
+            differential_evolution(quadratic_vec, self.bounds,
+                                   vectorized=True, workers=map,
+                                   updating='deferred')
+
+        ncalls = [0]
+
+        def rosen_vec(x):
+            ncalls[0] += 1
+            return rosen(x)
+
+        bounds = [(0, 10), (0, 10)]
+        res1 = differential_evolution(rosen, bounds, updating='deferred',
+                                      seed=1)
+        res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
+                                      updating='deferred', seed=1)
+
+        # the two minimisation runs should be functionally equivalent
+        assert_allclose(res1.x, res2.x)
+        assert ncalls[0] == res2.nfev
+        assert res1.nit == res2.nit
+
+    def test_vectorized_constraints(self):
+        def constr_f(x):
+            return np.array([x[0] + x[1]])
+
+        def constr_f2(x):
+            return np.array([x[0]**2 + x[1], x[0] - x[1]])
+
+        nlc1 = NonlinearConstraint(constr_f, -np.inf, 1.9)
+        nlc2 = NonlinearConstraint(constr_f2, (0.9, 0.5), (2.0, 2.0))
+
+        def rosen_vec(x):
+            # accept an (len(x0), S) array, returning a (S,) array
+            v = 100 * (x[1:] - x[:-1]**2.0)**2.0
+            v += (1 - x[:-1])**2.0
+            return np.squeeze(v)
+
+        bounds = [(0, 10), (0, 10)]
+
+        res1 = differential_evolution(rosen, bounds, updating='deferred',
+                                      seed=1, constraints=[nlc1, nlc2],
+                                      polish=False)
+        res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
+                                      updating='deferred', seed=1,
+                                      constraints=[nlc1, nlc2],
+                                      polish=False)
+        # the two minimisation runs should be functionally equivalent
+        assert_allclose(res1.x, res2.x)
+
+    def test_constraint_violation_error_message(self):
+
+        def func(x):
+            return np.cos(x[0]) + np.sin(x[1])
+
+        # Intentionally infeasible constraints.
+        c0 = NonlinearConstraint(lambda x: x[1] - (x[0]-1)**2, 0, np.inf)
+        c1 = NonlinearConstraint(lambda x: x[1] + x[0]**2, -np.inf, 0)
+
+        result = differential_evolution(func,
+                                        bounds=[(-1, 2), (-1, 1)],
+                                        constraints=[c0, c1],
+                                        maxiter=10,
+                                        polish=False,
+                                        seed=864197532)
+        assert result.success is False
+        # The numerical value in the error message might be sensitive to
+        # changes in the implementation.  It can be updated if the code is
+        # changed.  The essential part of the test is that there is a number
+        # after the '=', so if necessary, the text could be reduced to, say,
+        # "MAXCV = 0.".
+        assert "MAXCV = 0.414" in result.message
+
+    def test_strategy_fn(self):
+        # examines ability to customize strategy by mimicking one of the
+        # in-built strategies and comparing to the actual in-built strategy.
+        parameter_count = 4
+        popsize = 10
+        bounds = [(0, 10.)] * parameter_count
+        total_popsize = parameter_count * popsize
+        mutation = 0.8
+        recombination = 0.7
+
+        def custom_strategy_fn(candidate, population, rng=None):
+            trial = np.copy(population[candidate])
+            fill_point = rng.choice(parameter_count)
+
+            pool = np.arange(total_popsize)
+            rng.shuffle(pool)
+
+            idxs = []
+            while len(idxs) < 2 and len(pool) > 0:
+                idx = pool[0]
+                pool = pool[1:]
+                if idx != candidate:
+                    idxs.append(idx)
+
+            r0, r1 = idxs[:2]
+
+            bprime = (population[0] + mutation *
+                    (population[r0] - population[r1]))
+
+            crossovers = rng.uniform(size=parameter_count)
+            crossovers = crossovers < recombination
+            crossovers[fill_point] = True
+            trial = np.where(crossovers, bprime, trial)
+            return trial
+
+        solver = DifferentialEvolutionSolver(
+            rosen,
+            bounds,
+            popsize=popsize,
+            recombination=recombination,
+            mutation=mutation,
+            maxiter=2,
+            strategy=custom_strategy_fn,
+            seed=10,
+            polish=False
+        )
+        assert solver.strategy is custom_strategy_fn
+        res = solver.solve()
+
+        res2 = differential_evolution(
+            rosen,
+            bounds,
+            mutation=mutation,
+            popsize=popsize,
+            recombination=recombination,
+            maxiter=2,
+            strategy='best1bin',
+            polish=False,
+            seed=10
+        )
+        assert_allclose(res.population, res2.population)
+        assert_allclose(res.x, res2.x)
+
+        def custom_strategy_fn(candidate, population, rng=None):
+            return np.array([1.0, 2.0])
+
+        with pytest.raises(RuntimeError, match="strategy*"):
+            differential_evolution(
+                rosen,
+                bounds,
+                strategy=custom_strategy_fn
+            )

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__dual_annealing.py

@@ -0,0 +1,379 @@
+# Dual annealing unit tests implementation.
+# Copyright (c) 2018 Sylvain Gubian <[email protected]>,
+# Yang Xiang <[email protected]>
+# Author: Sylvain Gubian, PMP S.A.
+"""
+Unit tests for the dual annealing global optimizer
+"""
+from scipy.optimize import dual_annealing, Bounds
+
+from scipy.optimize._dual_annealing import EnergyState
+from scipy.optimize._dual_annealing import LocalSearchWrapper
+from scipy.optimize._dual_annealing import ObjectiveFunWrapper
+from scipy.optimize._dual_annealing import StrategyChain
+from scipy.optimize._dual_annealing import VisitingDistribution
+from scipy.optimize import rosen, rosen_der
+import pytest
+import numpy as np
+from numpy.testing import assert_equal, assert_allclose, assert_array_less
+from pytest import raises as assert_raises
+from scipy._lib._util import check_random_state
+
+
+class TestDualAnnealing:
+
+    def setup_method(self):
+        # A function that returns always infinity for initialization tests
+        self.weirdfunc = lambda x: np.inf
+        # 2-D bounds for testing function
+        self.ld_bounds = [(-5.12, 5.12)] * 2
+        # 4-D bounds for testing function
+        self.hd_bounds = self.ld_bounds * 4
+        # Number of values to be generated for testing visit function
+        self.nbtestvalues = 5000
+        self.high_temperature = 5230
+        self.low_temperature = 0.1
+        self.qv = 2.62
+        self.seed = 1234
+        self.rs = check_random_state(self.seed)
+        self.nb_fun_call = 0
+        self.ngev = 0
+
+    def callback(self, x, f, context):
+        # For testing callback mechanism. Should stop for e <= 1 as
+        # the callback function returns True
+        if f <= 1.0:
+            return True
+
+    def func(self, x, args=()):
+        # Using Rastrigin function for performing tests
+        if args:
+            shift = args
+        else:
+            shift = 0
+        y = np.sum((x - shift) ** 2 - 10 * np.cos(2 * np.pi * (
+            x - shift))) + 10 * np.size(x) + shift
+        self.nb_fun_call += 1
+        return y
+
+    def rosen_der_wrapper(self, x, args=()):
+        self.ngev += 1
+        return rosen_der(x, *args)
+
+    # FIXME: there are some discontinuities in behaviour as a function of `qv`,
+    #        this needs investigating - see gh-12384
+    @pytest.mark.parametrize('qv', [1.1, 1.41, 2, 2.62, 2.9])
+    def test_visiting_stepping(self, qv):
+        lu = list(zip(*self.ld_bounds))
+        lower = np.array(lu[0])
+        upper = np.array(lu[1])
+        dim = lower.size
+        vd = VisitingDistribution(lower, upper, qv, self.rs)
+        values = np.zeros(dim)
+        x_step_low = vd.visiting(values, 0, self.high_temperature)
+        # Make sure that only the first component is changed
+        assert_equal(np.not_equal(x_step_low, 0), True)
+        values = np.zeros(dim)
+        x_step_high = vd.visiting(values, dim, self.high_temperature)
+        # Make sure that component other than at dim has changed
+        assert_equal(np.not_equal(x_step_high[0], 0), True)
+
+    @pytest.mark.parametrize('qv', [2.25, 2.62, 2.9])
+    def test_visiting_dist_high_temperature(self, qv):
+        lu = list(zip(*self.ld_bounds))
+        lower = np.array(lu[0])
+        upper = np.array(lu[1])
+        vd = VisitingDistribution(lower, upper, qv, self.rs)
+        # values = np.zeros(self.nbtestvalues)
+        # for i in np.arange(self.nbtestvalues):
+        #     values[i] = vd.visit_fn(self.high_temperature)
+        values = vd.visit_fn(self.high_temperature, self.nbtestvalues)
+
+        # Visiting distribution is a distorted version of Cauchy-Lorentz
+        # distribution, and as no 1st and higher moments (no mean defined,
+        # no variance defined).
+        # Check that big tails values are generated
+        assert_array_less(np.min(values), 1e-10)
+        assert_array_less(1e+10, np.max(values))
+
+    def test_reset(self):
+        owf = ObjectiveFunWrapper(self.weirdfunc)
+        lu = list(zip(*self.ld_bounds))
+        lower = np.array(lu[0])
+        upper = np.array(lu[1])
+        es = EnergyState(lower, upper)
+        assert_raises(ValueError, es.reset, owf, check_random_state(None))
+
+    def test_low_dim(self):
+        ret = dual_annealing(
+            self.func, self.ld_bounds, seed=self.seed)
+        assert_allclose(ret.fun, 0., atol=1e-12)
+        assert ret.success
+
+    def test_high_dim(self):
+        ret = dual_annealing(self.func, self.hd_bounds, seed=self.seed)
+        assert_allclose(ret.fun, 0., atol=1e-12)
+        assert ret.success
+
+    def test_low_dim_no_ls(self):
+        ret = dual_annealing(self.func, self.ld_bounds,
+                             no_local_search=True, seed=self.seed)
+        assert_allclose(ret.fun, 0., atol=1e-4)
+
+    def test_high_dim_no_ls(self):
+        ret = dual_annealing(self.func, self.hd_bounds,
+                             no_local_search=True, seed=self.seed)
+        assert_allclose(ret.fun, 0., atol=1e-4)
+
+    def test_nb_fun_call(self):
+        ret = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
+        assert_equal(self.nb_fun_call, ret.nfev)
+
+    def test_nb_fun_call_no_ls(self):
+        ret = dual_annealing(self.func, self.ld_bounds,
+                             no_local_search=True, seed=self.seed)
+        assert_equal(self.nb_fun_call, ret.nfev)
+
+    def test_max_reinit(self):
+        assert_raises(ValueError, dual_annealing, self.weirdfunc,
+                      self.ld_bounds)
+
+    def test_reproduce(self):
+        res1 = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
+        res2 = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
+        res3 = dual_annealing(self.func, self.ld_bounds, seed=self.seed)
+        # If we have reproducible results, x components found has to
+        # be exactly the same, which is not the case with no seeding
+        assert_equal(res1.x, res2.x)
+        assert_equal(res1.x, res3.x)
+
+    def test_rand_gen(self):
+        # check that np.random.Generator can be used (numpy >= 1.17)
+        # obtain a np.random.Generator object
+        rng = np.random.default_rng(1)
+
+        res1 = dual_annealing(self.func, self.ld_bounds, seed=rng)
+        # seed again
+        rng = np.random.default_rng(1)
+        res2 = dual_annealing(self.func, self.ld_bounds, seed=rng)
+        # If we have reproducible results, x components found has to
+        # be exactly the same, which is not the case with no seeding
+        assert_equal(res1.x, res2.x)
+
+    def test_bounds_integrity(self):
+        wrong_bounds = [(-5.12, 5.12), (1, 0), (5.12, 5.12)]
+        assert_raises(ValueError, dual_annealing, self.func,
+                      wrong_bounds)
+
+    def test_bound_validity(self):
+        invalid_bounds = [(-5, 5), (-np.inf, 0), (-5, 5)]
+        assert_raises(ValueError, dual_annealing, self.func,
+                      invalid_bounds)
+        invalid_bounds = [(-5, 5), (0, np.inf), (-5, 5)]
+        assert_raises(ValueError, dual_annealing, self.func,
+                      invalid_bounds)
+        invalid_bounds = [(-5, 5), (0, np.nan), (-5, 5)]
+        assert_raises(ValueError, dual_annealing, self.func,
+                      invalid_bounds)
+
+    def test_deprecated_local_search_options_bounds(self):
+        def func(x):
+            return np.sum((x - 5) * (x - 1))
+        bounds = list(zip([-6, -5], [6, 5]))
+        # Test bounds can be passed (see gh-10831)
+
+        with pytest.warns(RuntimeWarning, match=r"Method CG cannot handle "):
+            dual_annealing(
+                func,
+                bounds=bounds,
+                minimizer_kwargs={"method": "CG", "bounds": bounds})
+
+    def test_minimizer_kwargs_bounds(self):
+        def func(x):
+            return np.sum((x - 5) * (x - 1))
+        bounds = list(zip([-6, -5], [6, 5]))
+        # Test bounds can be passed (see gh-10831)
+        dual_annealing(
+            func,
+            bounds=bounds,
+            minimizer_kwargs={"method": "SLSQP", "bounds": bounds})
+
+        with pytest.warns(RuntimeWarning, match=r"Method CG cannot handle "):
+            dual_annealing(
+                func,
+                bounds=bounds,
+                minimizer_kwargs={"method": "CG", "bounds": bounds})
+
+    def test_max_fun_ls(self):
+        ret = dual_annealing(self.func, self.ld_bounds, maxfun=100,
+                             seed=self.seed)
+
+        ls_max_iter = min(max(
+            len(self.ld_bounds) * LocalSearchWrapper.LS_MAXITER_RATIO,
+            LocalSearchWrapper.LS_MAXITER_MIN),
+            LocalSearchWrapper.LS_MAXITER_MAX)
+        assert ret.nfev <= 100 + ls_max_iter
+        assert not ret.success
+
+    def test_max_fun_no_ls(self):
+        ret = dual_annealing(self.func, self.ld_bounds,
+                             no_local_search=True, maxfun=500, seed=self.seed)
+        assert ret.nfev <= 500
+        assert not ret.success
+
+    def test_maxiter(self):
+        ret = dual_annealing(self.func, self.ld_bounds, maxiter=700,
+                             seed=self.seed)
+        assert ret.nit <= 700
+
+    # Testing that args are passed correctly for dual_annealing
+    def test_fun_args_ls(self):
+        ret = dual_annealing(self.func, self.ld_bounds,
+                             args=((3.14159,)), seed=self.seed)
+        assert_allclose(ret.fun, 3.14159, atol=1e-6)
+
+    # Testing that args are passed correctly for pure simulated annealing
+    def test_fun_args_no_ls(self):
+        ret = dual_annealing(self.func, self.ld_bounds,
+                             args=((3.14159, )), no_local_search=True,
+                             seed=self.seed)
+        assert_allclose(ret.fun, 3.14159, atol=1e-4)
+
+    def test_callback_stop(self):
+        # Testing that callback make the algorithm stop for
+        # fun value <= 1.0 (see callback method)
+        ret = dual_annealing(self.func, self.ld_bounds,
+                             callback=self.callback, seed=self.seed)
+        assert ret.fun <= 1.0
+        assert 'stop early' in ret.message[0]
+        assert not ret.success
+
+    @pytest.mark.parametrize('method, atol', [
+        ('Nelder-Mead', 2e-5),
+        ('COBYLA', 1e-5),
+        ('Powell', 1e-8),
+        ('CG', 1e-8),
+        ('BFGS', 1e-8),
+        ('TNC', 1e-8),
+        ('SLSQP', 2e-7),
+    ])
+    def test_multi_ls_minimizer(self, method, atol):
+        ret = dual_annealing(self.func, self.ld_bounds,
+                             minimizer_kwargs=dict(method=method),
+                             seed=self.seed)
+        assert_allclose(ret.fun, 0., atol=atol)
+
+    def test_wrong_restart_temp(self):
+        assert_raises(ValueError, dual_annealing, self.func,
+                      self.ld_bounds, restart_temp_ratio=1)
+        assert_raises(ValueError, dual_annealing, self.func,
+                      self.ld_bounds, restart_temp_ratio=0)
+
+    def test_gradient_gnev(self):
+        minimizer_opts = {
+            'jac': self.rosen_der_wrapper,
+        }
+        ret = dual_annealing(rosen, self.ld_bounds,
+                             minimizer_kwargs=minimizer_opts,
+                             seed=self.seed)
+        assert ret.njev == self.ngev
+
+    def test_from_docstring(self):
+        def func(x):
+            return np.sum(x * x - 10 * np.cos(2 * np.pi * x)) + 10 * np.size(x)
+        lw = [-5.12] * 10
+        up = [5.12] * 10
+        ret = dual_annealing(func, bounds=list(zip(lw, up)), seed=1234)
+        assert_allclose(ret.x,
+                        [-4.26437714e-09, -3.91699361e-09, -1.86149218e-09,
+                         -3.97165720e-09, -6.29151648e-09, -6.53145322e-09,
+                         -3.93616815e-09, -6.55623025e-09, -6.05775280e-09,
+                         -5.00668935e-09], atol=4e-8)
+        assert_allclose(ret.fun, 0.000000, atol=5e-13)
+
+    @pytest.mark.parametrize('new_e, temp_step, accepted, accept_rate', [
+        (0, 100, 1000, 1.0097587941791923),
+        (0, 2, 1000, 1.2599210498948732),
+        (10, 100, 878, 0.8786035869128718),
+        (10, 60, 695, 0.6812920690579612),
+        (2, 100, 990, 0.9897404249173424),
+    ])
+    def test_accept_reject_probabilistic(
+            self, new_e, temp_step, accepted, accept_rate):
+        # Test accepts unconditionally with e < current_energy and
+        # probabilistically with e > current_energy
+
+        rs = check_random_state(123)
+
+        count_accepted = 0
+        iterations = 1000
+
+        accept_param = -5
+        current_energy = 1
+        for _ in range(iterations):
+            energy_state = EnergyState(lower=None, upper=None)
+            # Set energy state with current_energy, any location.
+            energy_state.update_current(current_energy, [0])
+
+            chain = StrategyChain(
+                accept_param, None, None, None, rs, energy_state)
+            # Normally this is set in run()
+            chain.temperature_step = temp_step
+
+            # Check if update is accepted.
+            chain.accept_reject(j=1, e=new_e, x_visit=[2])
+            if energy_state.current_energy == new_e:
+                count_accepted += 1
+
+        assert count_accepted == accepted
+
+        # Check accept rate
+        pqv = 1 - (1 - accept_param) * (new_e - current_energy) / temp_step
+        rate = 0 if pqv <= 0 else np.exp(np.log(pqv) / (1 - accept_param))
+
+        assert_allclose(rate, accept_rate)
+
+    def test_bounds_class(self):
+        # test that result does not depend on the bounds type
+        def func(x):
+            f = np.sum(x * x - 10 * np.cos(2 * np.pi * x)) + 10 * np.size(x)
+            return f
+        lw = [-5.12] * 5
+        up = [5.12] * 5
+
+        # Unbounded global minimum is all zeros. Most bounds below will force
+        # a DV away from unbounded minimum and be active at solution.
+        up[0] = -2.0
+        up[1] = -1.0
+        lw[3] = 1.0
+        lw[4] = 2.0
+
+        # run optimizations
+        bounds = Bounds(lw, up)
+        ret_bounds_class = dual_annealing(func, bounds=bounds, seed=1234)
+
+        bounds_old = list(zip(lw, up))
+        ret_bounds_list = dual_annealing(func, bounds=bounds_old, seed=1234)
+
+        # test that found minima, function evaluations and iterations match
+        assert_allclose(ret_bounds_class.x, ret_bounds_list.x, atol=1e-8)
+        assert_allclose(ret_bounds_class.x, np.arange(-2, 3), atol=1e-7)
+        assert_allclose(ret_bounds_list.fun, ret_bounds_class.fun, atol=1e-9)
+        assert ret_bounds_list.nfev == ret_bounds_class.nfev
+
+    def test_callable_jac_with_args_gh11052(self):
+        # dual_annealing used to fail when `jac` was callable and `args` were
+        # used; check that this is resolved. Example is from gh-11052.
+        rng = np.random.default_rng(94253637693657847462)
+        def f(x, power):
+            return np.sum(np.exp(x ** power))
+
+        def jac(x, power):
+            return np.exp(x ** power) * power * x ** (power - 1)
+
+        res1 = dual_annealing(f, args=(2, ), bounds=[[0, 1], [0, 1]], seed=rng,
+                              minimizer_kwargs=dict(method='L-BFGS-B'))
+        res2 = dual_annealing(f, args=(2, ), bounds=[[0, 1], [0, 1]], seed=rng,
+                              minimizer_kwargs=dict(method='L-BFGS-B',
+                                                    jac=jac))
+        assert_allclose(res1.fun, res2.fun, rtol=1e-6)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__linprog_clean_inputs.py

@@ -0,0 +1,310 @@
+"""
+Unit test for Linear Programming via Simplex Algorithm.
+"""
+import numpy as np
+from numpy.testing import assert_, assert_allclose, assert_equal
+from pytest import raises as assert_raises
+from scipy.optimize._linprog_util import _clean_inputs, _LPProblem
+from scipy._lib._util import VisibleDeprecationWarning
+from copy import deepcopy
+from datetime import date
+
+
+def test_aliasing():
+    """
+    Test for ensuring that no objects referred to by `lp` attributes,
+    `c`, `A_ub`, `b_ub`, `A_eq`, `b_eq`, `bounds`, have been modified
+    by `_clean_inputs` as a side effect.
+    """
+    lp = _LPProblem(
+        c=1,
+        A_ub=[[1]],
+        b_ub=[1],
+        A_eq=[[1]],
+        b_eq=[1],
+        bounds=(-np.inf, np.inf)
+    )
+    lp_copy = deepcopy(lp)
+
+    _clean_inputs(lp)
+
+    assert_(lp.c == lp_copy.c, "c modified by _clean_inputs")
+    assert_(lp.A_ub == lp_copy.A_ub, "A_ub modified by _clean_inputs")
+    assert_(lp.b_ub == lp_copy.b_ub, "b_ub modified by _clean_inputs")
+    assert_(lp.A_eq == lp_copy.A_eq, "A_eq modified by _clean_inputs")
+    assert_(lp.b_eq == lp_copy.b_eq, "b_eq modified by _clean_inputs")
+    assert_(lp.bounds == lp_copy.bounds, "bounds modified by _clean_inputs")
+
+
+def test_aliasing2():
+    """
+    Similar purpose as `test_aliasing` above.
+    """
+    lp = _LPProblem(
+        c=np.array([1, 1]),
+        A_ub=np.array([[1, 1], [2, 2]]),
+        b_ub=np.array([[1], [1]]),
+        A_eq=np.array([[1, 1]]),
+        b_eq=np.array([1]),
+        bounds=[(-np.inf, np.inf), (None, 1)]
+    )
+    lp_copy = deepcopy(lp)
+
+    _clean_inputs(lp)
+
+    assert_allclose(lp.c, lp_copy.c, err_msg="c modified by _clean_inputs")
+    assert_allclose(lp.A_ub, lp_copy.A_ub, err_msg="A_ub modified by _clean_inputs")
+    assert_allclose(lp.b_ub, lp_copy.b_ub, err_msg="b_ub modified by _clean_inputs")
+    assert_allclose(lp.A_eq, lp_copy.A_eq, err_msg="A_eq modified by _clean_inputs")
+    assert_allclose(lp.b_eq, lp_copy.b_eq, err_msg="b_eq modified by _clean_inputs")
+    assert_(lp.bounds == lp_copy.bounds, "bounds modified by _clean_inputs")
+
+
+def test_missing_inputs():
+    c = [1, 2]
+    A_ub = np.array([[1, 1], [2, 2]])
+    b_ub = np.array([1, 1])
+    A_eq = np.array([[1, 1], [2, 2]])
+    b_eq = np.array([1, 1])
+
+    assert_raises(TypeError, _clean_inputs)
+    assert_raises(TypeError, _clean_inputs, _LPProblem(c=None))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=A_ub))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=A_ub, b_ub=None))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, b_ub=b_ub))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=None, b_ub=b_ub))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=A_eq))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=A_eq, b_eq=None))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, b_eq=b_eq))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=None, b_eq=b_eq))
+
+
+def test_too_many_dimensions():
+    cb = [1, 2, 3, 4]
+    A = np.random.rand(4, 4)
+    bad2D = [[1, 2], [3, 4]]
+    bad3D = np.random.rand(4, 4, 4)
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=bad2D, A_ub=A, b_ub=cb))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_ub=bad3D, b_ub=cb))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_ub=A, b_ub=bad2D))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_eq=bad3D, b_eq=cb))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_eq=A, b_eq=bad2D))
+
+
+def test_too_few_dimensions():
+    bad = np.random.rand(4, 4).ravel()
+    cb = np.random.rand(4)
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_ub=bad, b_ub=cb))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=cb, A_eq=bad, b_eq=cb))
+
+
+def test_inconsistent_dimensions():
+    m = 2
+    n = 4
+    c = [1, 2, 3, 4]
+
+    Agood = np.random.rand(m, n)
+    Abad = np.random.rand(m, n + 1)
+    bgood = np.random.rand(m)
+    bbad = np.random.rand(m + 1)
+    boundsbad = [(0, 1)] * (n + 1)
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=Abad, b_ub=bgood))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_ub=Agood, b_ub=bbad))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=Abad, b_eq=bgood))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, A_eq=Agood, b_eq=bbad))
+    assert_raises(ValueError, _clean_inputs, _LPProblem(c=c, bounds=boundsbad))
+    with np.testing.suppress_warnings() as sup:
+        sup.filter(VisibleDeprecationWarning, "Creating an ndarray from ragged")
+        assert_raises(ValueError, _clean_inputs,
+                      _LPProblem(c=c, bounds=[[1, 2], [2, 3], [3, 4], [4, 5, 6]]))
+
+
+def test_type_errors():
+    lp = _LPProblem(
+        c=[1, 2],
+        A_ub=np.array([[1, 1], [2, 2]]),
+        b_ub=np.array([1, 1]),
+        A_eq=np.array([[1, 1], [2, 2]]),
+        b_eq=np.array([1, 1]),
+        bounds=[(0, 1)]
+    )
+    bad = "hello"
+
+    assert_raises(TypeError, _clean_inputs, lp._replace(c=bad))
+    assert_raises(TypeError, _clean_inputs, lp._replace(A_ub=bad))
+    assert_raises(TypeError, _clean_inputs, lp._replace(b_ub=bad))
+    assert_raises(TypeError, _clean_inputs, lp._replace(A_eq=bad))
+    assert_raises(TypeError, _clean_inputs, lp._replace(b_eq=bad))
+
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=bad))
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds="hi"))
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=["hi"]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[("hi")]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[(1, "")]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[(1, 2), (1, "")]))
+    assert_raises(TypeError, _clean_inputs,
+                  lp._replace(bounds=[(1, date(2020, 2, 29))]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[[[1, 2]]]))
+
+
+def test_non_finite_errors():
+    lp = _LPProblem(
+        c=[1, 2],
+        A_ub=np.array([[1, 1], [2, 2]]),
+        b_ub=np.array([1, 1]),
+        A_eq=np.array([[1, 1], [2, 2]]),
+        b_eq=np.array([1, 1]),
+        bounds=[(0, 1)]
+    )
+    assert_raises(ValueError, _clean_inputs, lp._replace(c=[0, None]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(c=[np.inf, 0]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(c=[0, -np.inf]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(c=[np.nan, 0]))
+
+    assert_raises(ValueError, _clean_inputs, lp._replace(A_ub=[[1, 2], [None, 1]]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(b_ub=[np.inf, 1]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(A_eq=[[1, 2], [1, -np.inf]]))
+    assert_raises(ValueError, _clean_inputs, lp._replace(b_eq=[1, np.nan]))
+
+
+def test__clean_inputs1():
+    lp = _LPProblem(
+        c=[1, 2],
+        A_ub=[[1, 1], [2, 2]],
+        b_ub=[1, 1],
+        A_eq=[[1, 1], [2, 2]],
+        b_eq=[1, 1],
+        bounds=None
+    )
+
+    lp_cleaned = _clean_inputs(lp)
+
+    assert_allclose(lp_cleaned.c, np.array(lp.c))
+    assert_allclose(lp_cleaned.A_ub, np.array(lp.A_ub))
+    assert_allclose(lp_cleaned.b_ub, np.array(lp.b_ub))
+    assert_allclose(lp_cleaned.A_eq, np.array(lp.A_eq))
+    assert_allclose(lp_cleaned.b_eq, np.array(lp.b_eq))
+    assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
+
+    assert_(lp_cleaned.c.shape == (2,), "")
+    assert_(lp_cleaned.A_ub.shape == (2, 2), "")
+    assert_(lp_cleaned.b_ub.shape == (2,), "")
+    assert_(lp_cleaned.A_eq.shape == (2, 2), "")
+    assert_(lp_cleaned.b_eq.shape == (2,), "")
+
+
+def test__clean_inputs2():
+    lp = _LPProblem(
+        c=1,
+        A_ub=[[1]],
+        b_ub=1,
+        A_eq=[[1]],
+        b_eq=1,
+        bounds=(0, 1)
+    )
+
+    lp_cleaned = _clean_inputs(lp)
+
+    assert_allclose(lp_cleaned.c, np.array(lp.c))
+    assert_allclose(lp_cleaned.A_ub, np.array(lp.A_ub))
+    assert_allclose(lp_cleaned.b_ub, np.array(lp.b_ub))
+    assert_allclose(lp_cleaned.A_eq, np.array(lp.A_eq))
+    assert_allclose(lp_cleaned.b_eq, np.array(lp.b_eq))
+    assert_equal(lp_cleaned.bounds, [(0, 1)])
+
+    assert_(lp_cleaned.c.shape == (1,), "")
+    assert_(lp_cleaned.A_ub.shape == (1, 1), "")
+    assert_(lp_cleaned.b_ub.shape == (1,), "")
+    assert_(lp_cleaned.A_eq.shape == (1, 1), "")
+    assert_(lp_cleaned.b_eq.shape == (1,), "")
+
+
+def test__clean_inputs3():
+    lp = _LPProblem(
+        c=[[1, 2]],
+        A_ub=np.random.rand(2, 2),
+        b_ub=[[1], [2]],
+        A_eq=np.random.rand(2, 2),
+        b_eq=[[1], [2]],
+        bounds=[(0, 1)]
+    )
+
+    lp_cleaned = _clean_inputs(lp)
+
+    assert_allclose(lp_cleaned.c, np.array([1, 2]))
+    assert_allclose(lp_cleaned.b_ub, np.array([1, 2]))
+    assert_allclose(lp_cleaned.b_eq, np.array([1, 2]))
+    assert_equal(lp_cleaned.bounds, [(0, 1)] * 2)
+
+    assert_(lp_cleaned.c.shape == (2,), "")
+    assert_(lp_cleaned.b_ub.shape == (2,), "")
+    assert_(lp_cleaned.b_eq.shape == (2,), "")
+
+
+def test_bad_bounds():
+    lp = _LPProblem(c=[1, 2])
+
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=(1, 2, 2)))
+    assert_raises(ValueError, _clean_inputs, lp._replace(bounds=[(1, 2, 2)]))
+    with np.testing.suppress_warnings() as sup:
+        sup.filter(VisibleDeprecationWarning, "Creating an ndarray from ragged")
+        assert_raises(ValueError, _clean_inputs,
+                      lp._replace(bounds=[(1, 2), (1, 2, 2)]))
+    assert_raises(ValueError, _clean_inputs,
+                  lp._replace(bounds=[(1, 2), (1, 2), (1, 2)]))
+
+    lp = _LPProblem(c=[1, 2, 3, 4])
+
+    assert_raises(ValueError, _clean_inputs,
+                  lp._replace(bounds=[(1, 2, 3, 4), (1, 2, 3, 4)]))
+
+
+def test_good_bounds():
+    lp = _LPProblem(c=[1, 2])
+
+    lp_cleaned = _clean_inputs(lp)  # lp.bounds is None by default
+    assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[]))
+    assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[[]]))
+    assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 2)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=(1, 2)))
+    assert_equal(lp_cleaned.bounds, [(1, 2)] * 2)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, 2)]))
+    assert_equal(lp_cleaned.bounds, [(1, 2)] * 2)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, None)]))
+    assert_equal(lp_cleaned.bounds, [(1, np.inf)] * 2)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, 1)]))
+    assert_equal(lp_cleaned.bounds, [(-np.inf, 1)] * 2)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, None), (-np.inf, None)]))
+    assert_equal(lp_cleaned.bounds, [(-np.inf, np.inf)] * 2)
+
+    lp = _LPProblem(c=[1, 2, 3, 4])
+
+    lp_cleaned = _clean_inputs(lp)  # lp.bounds is None by default
+    assert_equal(lp_cleaned.bounds, [(0, np.inf)] * 4)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=(1, 2)))
+    assert_equal(lp_cleaned.bounds, [(1, 2)] * 4)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, 2)]))
+    assert_equal(lp_cleaned.bounds, [(1, 2)] * 4)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(1, None)]))
+    assert_equal(lp_cleaned.bounds, [(1, np.inf)] * 4)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, 1)]))
+    assert_equal(lp_cleaned.bounds, [(-np.inf, 1)] * 4)
+
+    lp_cleaned = _clean_inputs(lp._replace(bounds=[(None, None),
+                                                   (-np.inf, None),
+                                                   (None, np.inf),
+                                                   (-np.inf, np.inf)]))
+    assert_equal(lp_cleaned.bounds, [(-np.inf, np.inf)] * 4)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__numdiff.py

@@ -0,0 +1,815 @@
+import math
+from itertools import product
+
+import numpy as np
+from numpy.testing import assert_allclose, assert_equal, assert_
+from pytest import raises as assert_raises
+
+from scipy.sparse import csr_matrix, csc_matrix, lil_matrix
+
+from scipy.optimize._numdiff import (
+    _adjust_scheme_to_bounds, approx_derivative, check_derivative,
+    group_columns, _eps_for_method, _compute_absolute_step)
+
+
+def test_group_columns():
+    structure = [
+        [1, 1, 0, 0, 0, 0],
+        [1, 1, 1, 0, 0, 0],
+        [0, 1, 1, 1, 0, 0],
+        [0, 0, 1, 1, 1, 0],
+        [0, 0, 0, 1, 1, 1],
+        [0, 0, 0, 0, 1, 1],
+        [0, 0, 0, 0, 0, 0]
+    ]
+    for transform in [np.asarray, csr_matrix, csc_matrix, lil_matrix]:
+        A = transform(structure)
+        order = np.arange(6)
+        groups_true = np.array([0, 1, 2, 0, 1, 2])
+        groups = group_columns(A, order)
+        assert_equal(groups, groups_true)
+
+        order = [1, 2, 4, 3, 5, 0]
+        groups_true = np.array([2, 0, 1, 2, 0, 1])
+        groups = group_columns(A, order)
+        assert_equal(groups, groups_true)
+
+    # Test repeatability.
+    groups_1 = group_columns(A)
+    groups_2 = group_columns(A)
+    assert_equal(groups_1, groups_2)
+
+
+def test_correct_fp_eps():
+    # check that relative step size is correct for FP size
+    EPS = np.finfo(np.float64).eps
+    relative_step = {"2-point": EPS**0.5,
+                    "3-point": EPS**(1/3),
+                     "cs": EPS**0.5}
+    for method in ['2-point', '3-point', 'cs']:
+        assert_allclose(
+            _eps_for_method(np.float64, np.float64, method),
+            relative_step[method])
+        assert_allclose(
+            _eps_for_method(np.complex128, np.complex128, method),
+            relative_step[method]
+        )
+
+    # check another FP size
+    EPS = np.finfo(np.float32).eps
+    relative_step = {"2-point": EPS**0.5,
+                    "3-point": EPS**(1/3),
+                     "cs": EPS**0.5}
+
+    for method in ['2-point', '3-point', 'cs']:
+        assert_allclose(
+            _eps_for_method(np.float64, np.float32, method),
+            relative_step[method]
+        )
+        assert_allclose(
+            _eps_for_method(np.float32, np.float64, method),
+            relative_step[method]
+        )
+        assert_allclose(
+            _eps_for_method(np.float32, np.float32, method),
+            relative_step[method]
+        )
+
+
+class TestAdjustSchemeToBounds:
+    def test_no_bounds(self):
+        x0 = np.zeros(3)
+        h = np.full(3, 1e-2)
+        inf_lower = np.empty_like(x0)
+        inf_upper = np.empty_like(x0)
+        inf_lower.fill(-np.inf)
+        inf_upper.fill(np.inf)
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 1, '1-sided', inf_lower, inf_upper)
+        assert_allclose(h_adjusted, h)
+        assert_(np.all(one_sided))
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 2, '1-sided', inf_lower, inf_upper)
+        assert_allclose(h_adjusted, h)
+        assert_(np.all(one_sided))
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 1, '2-sided', inf_lower, inf_upper)
+        assert_allclose(h_adjusted, h)
+        assert_(np.all(~one_sided))
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 2, '2-sided', inf_lower, inf_upper)
+        assert_allclose(h_adjusted, h)
+        assert_(np.all(~one_sided))
+
+    def test_with_bound(self):
+        x0 = np.array([0.0, 0.85, -0.85])
+        lb = -np.ones(3)
+        ub = np.ones(3)
+        h = np.array([1, 1, -1]) * 1e-1
+
+        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
+        assert_allclose(h_adjusted, h)
+
+        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
+        assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 1, '2-sided', lb, ub)
+        assert_allclose(h_adjusted, np.abs(h))
+        assert_(np.all(~one_sided))
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 2, '2-sided', lb, ub)
+        assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
+        assert_equal(one_sided, np.array([False, True, True]))
+
+    def test_tight_bounds(self):
+        lb = np.array([-0.03, -0.03])
+        ub = np.array([0.05, 0.05])
+        x0 = np.array([0.0, 0.03])
+        h = np.array([-0.1, -0.1])
+
+        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
+        assert_allclose(h_adjusted, np.array([0.05, -0.06]))
+
+        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
+        assert_allclose(h_adjusted, np.array([0.025, -0.03]))
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 1, '2-sided', lb, ub)
+        assert_allclose(h_adjusted, np.array([0.03, -0.03]))
+        assert_equal(one_sided, np.array([False, True]))
+
+        h_adjusted, one_sided = _adjust_scheme_to_bounds(
+            x0, h, 2, '2-sided', lb, ub)
+        assert_allclose(h_adjusted, np.array([0.015, -0.015]))
+        assert_equal(one_sided, np.array([False, True]))
+
+
+class TestApproxDerivativesDense:
+    def fun_scalar_scalar(self, x):
+        return np.sinh(x)
+
+    def jac_scalar_scalar(self, x):
+        return np.cosh(x)
+
+    def fun_scalar_vector(self, x):
+        return np.array([x[0]**2, np.tan(x[0]), np.exp(x[0])])
+
+    def jac_scalar_vector(self, x):
+        return np.array(
+            [2 * x[0], np.cos(x[0]) ** -2, np.exp(x[0])]).reshape(-1, 1)
+
+    def fun_vector_scalar(self, x):
+        return np.sin(x[0] * x[1]) * np.log(x[0])
+
+    def wrong_dimensions_fun(self, x):
+        return np.array([x**2, np.tan(x), np.exp(x)])
+
+    def jac_vector_scalar(self, x):
+        return np.array([
+            x[1] * np.cos(x[0] * x[1]) * np.log(x[0]) +
+            np.sin(x[0] * x[1]) / x[0],
+            x[0] * np.cos(x[0] * x[1]) * np.log(x[0])
+        ])
+
+    def fun_vector_vector(self, x):
+        return np.array([
+            x[0] * np.sin(x[1]),
+            x[1] * np.cos(x[0]),
+            x[0] ** 3 * x[1] ** -0.5
+        ])
+
+    def jac_vector_vector(self, x):
+        return np.array([
+            [np.sin(x[1]), x[0] * np.cos(x[1])],
+            [-x[1] * np.sin(x[0]), np.cos(x[0])],
+            [3 * x[0] ** 2 * x[1] ** -0.5, -0.5 * x[0] ** 3 * x[1] ** -1.5]
+        ])
+
+    def fun_parametrized(self, x, c0, c1=1.0):
+        return np.array([np.exp(c0 * x[0]), np.exp(c1 * x[1])])
+
+    def jac_parametrized(self, x, c0, c1=0.1):
+        return np.array([
+            [c0 * np.exp(c0 * x[0]), 0],
+            [0, c1 * np.exp(c1 * x[1])]
+        ])
+
+    def fun_with_nan(self, x):
+        return x if np.abs(x) <= 1e-8 else np.nan
+
+    def jac_with_nan(self, x):
+        return 1.0 if np.abs(x) <= 1e-8 else np.nan
+
+    def fun_zero_jacobian(self, x):
+        return np.array([x[0] * x[1], np.cos(x[0] * x[1])])
+
+    def jac_zero_jacobian(self, x):
+        return np.array([
+            [x[1], x[0]],
+            [-x[1] * np.sin(x[0] * x[1]), -x[0] * np.sin(x[0] * x[1])]
+        ])
+
+    def jac_non_numpy(self, x):
+        # x can be a scalar or an array [val].
+        # Cast to true scalar before handing over to math.exp
+        xp = np.asarray(x).item()
+        return math.exp(xp)
+
+    def test_scalar_scalar(self):
+        x0 = 1.0
+        jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       method='2-point')
+        jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0)
+        jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       method='cs')
+        jac_true = self.jac_scalar_scalar(x0)
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
+        assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
+
+    def test_scalar_scalar_abs_step(self):
+        # can approx_derivative use abs_step?
+        x0 = 1.0
+        jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       method='2-point', abs_step=1.49e-8)
+        jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       abs_step=1.49e-8)
+        jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       method='cs', abs_step=1.49e-8)
+        jac_true = self.jac_scalar_scalar(x0)
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
+        assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
+
+    def test_scalar_vector(self):
+        x0 = 0.5
+        jac_diff_2 = approx_derivative(self.fun_scalar_vector, x0,
+                                       method='2-point')
+        jac_diff_3 = approx_derivative(self.fun_scalar_vector, x0)
+        jac_diff_4 = approx_derivative(self.fun_scalar_vector, x0,
+                                       method='cs')
+        jac_true = self.jac_scalar_vector(np.atleast_1d(x0))
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
+        assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
+
+    def test_vector_scalar(self):
+        x0 = np.array([100.0, -0.5])
+        jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
+                                       method='2-point')
+        jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0)
+        jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
+                                       method='cs')
+        jac_true = self.jac_vector_scalar(x0)
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-7)
+        assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
+
+    def test_vector_scalar_abs_step(self):
+        # can approx_derivative use abs_step?
+        x0 = np.array([100.0, -0.5])
+        jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
+                                       method='2-point', abs_step=1.49e-8)
+        jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0,
+                                       abs_step=1.49e-8, rel_step=np.inf)
+        jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
+                                       method='cs', abs_step=1.49e-8)
+        jac_true = self.jac_vector_scalar(x0)
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=3e-9)
+        assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
+
+    def test_vector_vector(self):
+        x0 = np.array([-100.0, 0.2])
+        jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
+                                       method='2-point')
+        jac_diff_3 = approx_derivative(self.fun_vector_vector, x0)
+        jac_diff_4 = approx_derivative(self.fun_vector_vector, x0,
+                                       method='cs')
+        jac_true = self.jac_vector_vector(x0)
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-5)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
+
+    def test_wrong_dimensions(self):
+        x0 = 1.0
+        assert_raises(RuntimeError, approx_derivative,
+                      self.wrong_dimensions_fun, x0)
+        f0 = self.wrong_dimensions_fun(np.atleast_1d(x0))
+        assert_raises(ValueError, approx_derivative,
+                      self.wrong_dimensions_fun, x0, f0=f0)
+
+    def test_custom_rel_step(self):
+        x0 = np.array([-0.1, 0.1])
+        jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
+                                       method='2-point', rel_step=1e-4)
+        jac_diff_3 = approx_derivative(self.fun_vector_vector, x0,
+                                       rel_step=1e-4)
+        jac_true = self.jac_vector_vector(x0)
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-2)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-4)
+
+    def test_options(self):
+        x0 = np.array([1.0, 1.0])
+        c0 = -1.0
+        c1 = 1.0
+        lb = 0.0
+        ub = 2.0
+        f0 = self.fun_parametrized(x0, c0, c1=c1)
+        rel_step = np.array([-1e-6, 1e-7])
+        jac_true = self.jac_parametrized(x0, c0, c1)
+        jac_diff_2 = approx_derivative(
+            self.fun_parametrized, x0, method='2-point', rel_step=rel_step,
+            f0=f0, args=(c0,), kwargs=dict(c1=c1), bounds=(lb, ub))
+        jac_diff_3 = approx_derivative(
+            self.fun_parametrized, x0, rel_step=rel_step,
+            f0=f0, args=(c0,), kwargs=dict(c1=c1), bounds=(lb, ub))
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
+
+    def test_with_bounds_2_point(self):
+        lb = -np.ones(2)
+        ub = np.ones(2)
+
+        x0 = np.array([-2.0, 0.2])
+        assert_raises(ValueError, approx_derivative,
+                      self.fun_vector_vector, x0, bounds=(lb, ub))
+
+        x0 = np.array([-1.0, 1.0])
+        jac_diff = approx_derivative(self.fun_vector_vector, x0,
+                                     method='2-point', bounds=(lb, ub))
+        jac_true = self.jac_vector_vector(x0)
+        assert_allclose(jac_diff, jac_true, rtol=1e-6)
+
+    def test_with_bounds_3_point(self):
+        lb = np.array([1.0, 1.0])
+        ub = np.array([2.0, 2.0])
+
+        x0 = np.array([1.0, 2.0])
+        jac_true = self.jac_vector_vector(x0)
+
+        jac_diff = approx_derivative(self.fun_vector_vector, x0)
+        assert_allclose(jac_diff, jac_true, rtol=1e-9)
+
+        jac_diff = approx_derivative(self.fun_vector_vector, x0,
+                                     bounds=(lb, np.inf))
+        assert_allclose(jac_diff, jac_true, rtol=1e-9)
+
+        jac_diff = approx_derivative(self.fun_vector_vector, x0,
+                                     bounds=(-np.inf, ub))
+        assert_allclose(jac_diff, jac_true, rtol=1e-9)
+
+        jac_diff = approx_derivative(self.fun_vector_vector, x0,
+                                     bounds=(lb, ub))
+        assert_allclose(jac_diff, jac_true, rtol=1e-9)
+
+    def test_tight_bounds(self):
+        x0 = np.array([10.0, 10.0])
+        lb = x0 - 3e-9
+        ub = x0 + 2e-9
+        jac_true = self.jac_vector_vector(x0)
+        jac_diff = approx_derivative(
+            self.fun_vector_vector, x0, method='2-point', bounds=(lb, ub))
+        assert_allclose(jac_diff, jac_true, rtol=1e-6)
+        jac_diff = approx_derivative(
+            self.fun_vector_vector, x0, method='2-point',
+            rel_step=1e-6, bounds=(lb, ub))
+        assert_allclose(jac_diff, jac_true, rtol=1e-6)
+
+        jac_diff = approx_derivative(
+            self.fun_vector_vector, x0, bounds=(lb, ub))
+        assert_allclose(jac_diff, jac_true, rtol=1e-6)
+        jac_diff = approx_derivative(
+            self.fun_vector_vector, x0, rel_step=1e-6, bounds=(lb, ub))
+        assert_allclose(jac_true, jac_diff, rtol=1e-6)
+
+    def test_bound_switches(self):
+        lb = -1e-8
+        ub = 1e-8
+        x0 = 0.0
+        jac_true = self.jac_with_nan(x0)
+        jac_diff_2 = approx_derivative(
+            self.fun_with_nan, x0, method='2-point', rel_step=1e-6,
+            bounds=(lb, ub))
+        jac_diff_3 = approx_derivative(
+            self.fun_with_nan, x0, rel_step=1e-6, bounds=(lb, ub))
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
+
+        x0 = 1e-8
+        jac_true = self.jac_with_nan(x0)
+        jac_diff_2 = approx_derivative(
+            self.fun_with_nan, x0, method='2-point', rel_step=1e-6,
+            bounds=(lb, ub))
+        jac_diff_3 = approx_derivative(
+            self.fun_with_nan, x0, rel_step=1e-6, bounds=(lb, ub))
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
+
+    def test_non_numpy(self):
+        x0 = 1.0
+        jac_true = self.jac_non_numpy(x0)
+        jac_diff_2 = approx_derivative(self.jac_non_numpy, x0,
+                                       method='2-point')
+        jac_diff_3 = approx_derivative(self.jac_non_numpy, x0)
+        assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
+        assert_allclose(jac_diff_3, jac_true, rtol=1e-8)
+
+        # math.exp cannot handle complex arguments, hence this raises
+        assert_raises(TypeError, approx_derivative, self.jac_non_numpy, x0,
+                      **dict(method='cs'))
+
+    def test_fp(self):
+        # checks that approx_derivative works for FP size other than 64.
+        # Example is derived from the minimal working example in gh12991.
+        np.random.seed(1)
+
+        def func(p, x):
+            return p[0] + p[1] * x
+
+        def err(p, x, y):
+            return func(p, x) - y
+
+        x = np.linspace(0, 1, 100, dtype=np.float64)
+        y = np.random.random(100).astype(np.float64)
+        p0 = np.array([-1.0, -1.0])
+
+        jac_fp64 = approx_derivative(err, p0, method='2-point', args=(x, y))
+
+        # parameter vector is float32, func output is float64
+        jac_fp = approx_derivative(err, p0.astype(np.float32),
+                                   method='2-point', args=(x, y))
+        assert err(p0, x, y).dtype == np.float64
+        assert_allclose(jac_fp, jac_fp64, atol=1e-3)
+
+        # parameter vector is float64, func output is float32
+        def err_fp32(p):
+            assert p.dtype == np.float32
+            return err(p, x, y).astype(np.float32)
+
+        jac_fp = approx_derivative(err_fp32, p0.astype(np.float32),
+                                   method='2-point')
+        assert_allclose(jac_fp, jac_fp64, atol=1e-3)
+
+        # check upper bound of error on the derivative for 2-point
+        def f(x):
+            return np.sin(x)
+        def g(x):
+            return np.cos(x)
+        def hess(x):
+            return -np.sin(x)
+
+        def calc_atol(h, x0, f, hess, EPS):
+            # truncation error
+            t0 = h / 2 * max(np.abs(hess(x0)), np.abs(hess(x0 + h)))
+            # roundoff error. There may be a divisor (>1) missing from
+            # the following line, so this contribution is possibly
+            # overestimated
+            t1 = EPS / h * max(np.abs(f(x0)), np.abs(f(x0 + h)))
+            return t0 + t1
+
+        for dtype in [np.float16, np.float32, np.float64]:
+            EPS = np.finfo(dtype).eps
+            x0 = np.array(1.0).astype(dtype)
+            h = _compute_absolute_step(None, x0, f(x0), '2-point')
+            atol = calc_atol(h, x0, f, hess, EPS)
+            err = approx_derivative(f, x0, method='2-point',
+                                    abs_step=h) - g(x0)
+            assert abs(err) < atol
+
+    def test_check_derivative(self):
+        x0 = np.array([-10.0, 10])
+        accuracy = check_derivative(self.fun_vector_vector,
+                                    self.jac_vector_vector, x0)
+        assert_(accuracy < 1e-9)
+        accuracy = check_derivative(self.fun_vector_vector,
+                                    self.jac_vector_vector, x0)
+        assert_(accuracy < 1e-6)
+
+        x0 = np.array([0.0, 0.0])
+        accuracy = check_derivative(self.fun_zero_jacobian,
+                                    self.jac_zero_jacobian, x0)
+        assert_(accuracy == 0)
+        accuracy = check_derivative(self.fun_zero_jacobian,
+                                    self.jac_zero_jacobian, x0)
+        assert_(accuracy == 0)
+
+
+class TestApproxDerivativeSparse:
+    # Example from Numerical Optimization 2nd edition, p. 198.
+    def setup_method(self):
+        np.random.seed(0)
+        self.n = 50
+        self.lb = -0.1 * (1 + np.arange(self.n))
+        self.ub = 0.1 * (1 + np.arange(self.n))
+        self.x0 = np.empty(self.n)
+        self.x0[::2] = (1 - 1e-7) * self.lb[::2]
+        self.x0[1::2] = (1 - 1e-7) * self.ub[1::2]
+
+        self.J_true = self.jac(self.x0)
+
+    def fun(self, x):
+        e = x[1:]**3 - x[:-1]**2
+        return np.hstack((0, 3 * e)) + np.hstack((2 * e, 0))
+
+    def jac(self, x):
+        n = x.size
+        J = np.zeros((n, n))
+        J[0, 0] = -4 * x[0]
+        J[0, 1] = 6 * x[1]**2
+        for i in range(1, n - 1):
+            J[i, i - 1] = -6 * x[i-1]
+            J[i, i] = 9 * x[i]**2 - 4 * x[i]
+            J[i, i + 1] = 6 * x[i+1]**2
+        J[-1, -1] = 9 * x[-1]**2
+        J[-1, -2] = -6 * x[-2]
+
+        return J
+
+    def structure(self, n):
+        A = np.zeros((n, n), dtype=int)
+        A[0, 0] = 1
+        A[0, 1] = 1
+        for i in range(1, n - 1):
+            A[i, i - 1: i + 2] = 1
+        A[-1, -1] = 1
+        A[-1, -2] = 1
+
+        return A
+
+    def test_all(self):
+        A = self.structure(self.n)
+        order = np.arange(self.n)
+        groups_1 = group_columns(A, order)
+        np.random.shuffle(order)
+        groups_2 = group_columns(A, order)
+
+        for method, groups, l, u in product(
+                ['2-point', '3-point', 'cs'], [groups_1, groups_2],
+                [-np.inf, self.lb], [np.inf, self.ub]):
+            J = approx_derivative(self.fun, self.x0, method=method,
+                                  bounds=(l, u), sparsity=(A, groups))
+            assert_(isinstance(J, csr_matrix))
+            assert_allclose(J.toarray(), self.J_true, rtol=1e-6)
+
+            rel_step = np.full_like(self.x0, 1e-8)
+            rel_step[::2] *= -1
+            J = approx_derivative(self.fun, self.x0, method=method,
+                                  rel_step=rel_step, sparsity=(A, groups))
+            assert_allclose(J.toarray(), self.J_true, rtol=1e-5)
+
+    def test_no_precomputed_groups(self):
+        A = self.structure(self.n)
+        J = approx_derivative(self.fun, self.x0, sparsity=A)
+        assert_allclose(J.toarray(), self.J_true, rtol=1e-6)
+
+    def test_equivalence(self):
+        structure = np.ones((self.n, self.n), dtype=int)
+        groups = np.arange(self.n)
+        for method in ['2-point', '3-point', 'cs']:
+            J_dense = approx_derivative(self.fun, self.x0, method=method)
+            J_sparse = approx_derivative(
+                self.fun, self.x0, sparsity=(structure, groups), method=method)
+            assert_allclose(J_dense, J_sparse.toarray(),
+                            rtol=5e-16, atol=7e-15)
+
+    def test_check_derivative(self):
+        def jac(x):
+            return csr_matrix(self.jac(x))
+
+        accuracy = check_derivative(self.fun, jac, self.x0,
+                                    bounds=(self.lb, self.ub))
+        assert_(accuracy < 1e-9)
+
+        accuracy = check_derivative(self.fun, jac, self.x0,
+                                    bounds=(self.lb, self.ub))
+        assert_(accuracy < 1e-9)
+
+
+class TestApproxDerivativeLinearOperator:
+
+    def fun_scalar_scalar(self, x):
+        return np.sinh(x)
+
+    def jac_scalar_scalar(self, x):
+        return np.cosh(x)
+
+    def fun_scalar_vector(self, x):
+        return np.array([x[0]**2, np.tan(x[0]), np.exp(x[0])])
+
+    def jac_scalar_vector(self, x):
+        return np.array(
+            [2 * x[0], np.cos(x[0]) ** -2, np.exp(x[0])]).reshape(-1, 1)
+
+    def fun_vector_scalar(self, x):
+        return np.sin(x[0] * x[1]) * np.log(x[0])
+
+    def jac_vector_scalar(self, x):
+        return np.array([
+            x[1] * np.cos(x[0] * x[1]) * np.log(x[0]) +
+            np.sin(x[0] * x[1]) / x[0],
+            x[0] * np.cos(x[0] * x[1]) * np.log(x[0])
+        ])
+
+    def fun_vector_vector(self, x):
+        return np.array([
+            x[0] * np.sin(x[1]),
+            x[1] * np.cos(x[0]),
+            x[0] ** 3 * x[1] ** -0.5
+        ])
+
+    def jac_vector_vector(self, x):
+        return np.array([
+            [np.sin(x[1]), x[0] * np.cos(x[1])],
+            [-x[1] * np.sin(x[0]), np.cos(x[0])],
+            [3 * x[0] ** 2 * x[1] ** -0.5, -0.5 * x[0] ** 3 * x[1] ** -1.5]
+        ])
+
+    def test_scalar_scalar(self):
+        x0 = 1.0
+        jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       method='2-point',
+                                       as_linear_operator=True)
+        jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       as_linear_operator=True)
+        jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
+                                       method='cs',
+                                       as_linear_operator=True)
+        jac_true = self.jac_scalar_scalar(x0)
+        np.random.seed(1)
+        for i in range(10):
+            p = np.random.uniform(-10, 10, size=(1,))
+            assert_allclose(jac_diff_2.dot(p), jac_true*p,
+                            rtol=1e-5)
+            assert_allclose(jac_diff_3.dot(p), jac_true*p,
+                            rtol=5e-6)
+            assert_allclose(jac_diff_4.dot(p), jac_true*p,
+                            rtol=5e-6)
+
+    def test_scalar_vector(self):
+        x0 = 0.5
+        jac_diff_2 = approx_derivative(self.fun_scalar_vector, x0,
+                                       method='2-point',
+                                       as_linear_operator=True)
+        jac_diff_3 = approx_derivative(self.fun_scalar_vector, x0,
+                                       as_linear_operator=True)
+        jac_diff_4 = approx_derivative(self.fun_scalar_vector, x0,
+                                       method='cs',
+                                       as_linear_operator=True)
+        jac_true = self.jac_scalar_vector(np.atleast_1d(x0))
+        np.random.seed(1)
+        for i in range(10):
+            p = np.random.uniform(-10, 10, size=(1,))
+            assert_allclose(jac_diff_2.dot(p), jac_true.dot(p),
+                            rtol=1e-5)
+            assert_allclose(jac_diff_3.dot(p), jac_true.dot(p),
+                            rtol=5e-6)
+            assert_allclose(jac_diff_4.dot(p), jac_true.dot(p),
+                            rtol=5e-6)
+
+    def test_vector_scalar(self):
+        x0 = np.array([100.0, -0.5])
+        jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
+                                       method='2-point',
+                                       as_linear_operator=True)
+        jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0,
+                                       as_linear_operator=True)
+        jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
+                                       method='cs',
+                                       as_linear_operator=True)
+        jac_true = self.jac_vector_scalar(x0)
+        np.random.seed(1)
+        for i in range(10):
+            p = np.random.uniform(-10, 10, size=x0.shape)
+            assert_allclose(jac_diff_2.dot(p), np.atleast_1d(jac_true.dot(p)),
+                            rtol=1e-5)
+            assert_allclose(jac_diff_3.dot(p), np.atleast_1d(jac_true.dot(p)),
+                            rtol=5e-6)
+            assert_allclose(jac_diff_4.dot(p), np.atleast_1d(jac_true.dot(p)),
+                            rtol=1e-7)
+
+    def test_vector_vector(self):
+        x0 = np.array([-100.0, 0.2])
+        jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
+                                       method='2-point',
+                                       as_linear_operator=True)
+        jac_diff_3 = approx_derivative(self.fun_vector_vector, x0,
+                                       as_linear_operator=True)
+        jac_diff_4 = approx_derivative(self.fun_vector_vector, x0,
+                                       method='cs',
+                                       as_linear_operator=True)
+        jac_true = self.jac_vector_vector(x0)
+        np.random.seed(1)
+        for i in range(10):
+            p = np.random.uniform(-10, 10, size=x0.shape)
+            assert_allclose(jac_diff_2.dot(p), jac_true.dot(p), rtol=1e-5)
+            assert_allclose(jac_diff_3.dot(p), jac_true.dot(p), rtol=1e-6)
+            assert_allclose(jac_diff_4.dot(p), jac_true.dot(p), rtol=1e-7)
+
+    def test_exception(self):
+        x0 = np.array([-100.0, 0.2])
+        assert_raises(ValueError, approx_derivative,
+                      self.fun_vector_vector, x0,
+                      method='2-point', bounds=(1, np.inf))
+
+
+def test_absolute_step_sign():
+    # test for gh12487
+    # if an absolute step is specified for 2-point differences make sure that
+    # the side corresponds to the step. i.e. if step is positive then forward
+    # differences should be used, if step is negative then backwards
+    # differences should be used.
+
+    # function has double discontinuity at x = [-1, -1]
+    # first component is \/, second component is /\
+    def f(x):
+        return -np.abs(x[0] + 1) + np.abs(x[1] + 1)
+
+    # check that the forward difference is used
+    grad = approx_derivative(f, [-1, -1], method='2-point', abs_step=1e-8)
+    assert_allclose(grad, [-1.0, 1.0])
+
+    # check that the backwards difference is used
+    grad = approx_derivative(f, [-1, -1], method='2-point', abs_step=-1e-8)
+    assert_allclose(grad, [1.0, -1.0])
+
+    # check that the forwards difference is used with a step for both
+    # parameters
+    grad = approx_derivative(
+        f, [-1, -1], method='2-point', abs_step=[1e-8, 1e-8]
+    )
+    assert_allclose(grad, [-1.0, 1.0])
+
+    # check that we can mix forward/backwards steps.
+    grad = approx_derivative(
+        f, [-1, -1], method='2-point', abs_step=[1e-8, -1e-8]
+     )
+    assert_allclose(grad, [-1.0, -1.0])
+    grad = approx_derivative(
+        f, [-1, -1], method='2-point', abs_step=[-1e-8, 1e-8]
+    )
+    assert_allclose(grad, [1.0, 1.0])
+
+    # the forward step should reverse to a backwards step if it runs into a
+    # bound
+    # This is kind of tested in TestAdjustSchemeToBounds, but only for a lower level
+    # function.
+    grad = approx_derivative(
+        f, [-1, -1], method='2-point', abs_step=1e-8,
+        bounds=(-np.inf, -1)
+    )
+    assert_allclose(grad, [1.0, -1.0])
+
+    grad = approx_derivative(
+        f, [-1, -1], method='2-point', abs_step=-1e-8, bounds=(-1, np.inf)
+    )
+    assert_allclose(grad, [-1.0, 1.0])
+
+
+def test__compute_absolute_step():
+    # tests calculation of absolute step from rel_step
+    methods = ['2-point', '3-point', 'cs']
+
+    x0 = np.array([1e-5, 0, 1, 1e5])
+
+    EPS = np.finfo(np.float64).eps
+    relative_step = {
+        "2-point": EPS**0.5,
+        "3-point": EPS**(1/3),
+        "cs": EPS**0.5
+    }
+    f0 = np.array(1.0)
+
+    for method in methods:
+        rel_step = relative_step[method]
+        correct_step = np.array([rel_step,
+                                 rel_step * 1.,
+                                 rel_step * 1.,
+                                 rel_step * np.abs(x0[3])])
+
+        abs_step = _compute_absolute_step(None, x0, f0, method)
+        assert_allclose(abs_step, correct_step)
+
+        sign_x0 = (-x0 >= 0).astype(float) * 2 - 1
+        abs_step = _compute_absolute_step(None, -x0, f0, method)
+        assert_allclose(abs_step, sign_x0 * correct_step)
+
+    # if a relative step is provided it should be used
+    rel_step = np.array([0.1, 1, 10, 100])
+    correct_step = np.array([rel_step[0] * x0[0],
+                             relative_step['2-point'],
+                             rel_step[2] * 1.,
+                             rel_step[3] * np.abs(x0[3])])
+
+    abs_step = _compute_absolute_step(rel_step, x0, f0, '2-point')
+    assert_allclose(abs_step, correct_step)
+
+    sign_x0 = (-x0 >= 0).astype(float) * 2 - 1
+    abs_step = _compute_absolute_step(rel_step, -x0, f0, '2-point')
+    assert_allclose(abs_step, sign_x0 * correct_step)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__remove_redundancy.py

@@ -0,0 +1,228 @@
+"""
+Unit test for Linear Programming via Simplex Algorithm.
+"""
+
+# TODO: add tests for:
+# https://github.com/scipy/scipy/issues/5400
+# https://github.com/scipy/scipy/issues/6690
+
+import numpy as np
+from numpy.testing import (
+    assert_,
+    assert_allclose,
+    assert_equal)
+
+from .test_linprog import magic_square
+from scipy.optimize._remove_redundancy import _remove_redundancy_svd
+from scipy.optimize._remove_redundancy import _remove_redundancy_pivot_dense
+from scipy.optimize._remove_redundancy import _remove_redundancy_pivot_sparse
+from scipy.optimize._remove_redundancy import _remove_redundancy_id
+
+from scipy.sparse import csc_matrix
+
+
+def setup_module():
+    np.random.seed(2017)
+
+
+def redundancy_removed(A, B):
+    """Checks whether a matrix contains only independent rows of another"""
+    for rowA in A:
+        # `rowA in B` is not a reliable check
+        for rowB in B:
+            if np.all(rowA == rowB):
+                break
+        else:
+            return False
+    return A.shape[0] == np.linalg.matrix_rank(A) == np.linalg.matrix_rank(B)
+
+
+class RRCommonTests:
+    def test_no_redundancy(self):
+        m, n = 10, 10
+        A0 = np.random.rand(m, n)
+        b0 = np.random.rand(m)
+        A1, b1, status, message = self.rr(A0, b0)
+        assert_allclose(A0, A1)
+        assert_allclose(b0, b1)
+        assert_equal(status, 0)
+
+    def test_infeasible_zero_row(self):
+        A = np.eye(3)
+        A[1, :] = 0
+        b = np.random.rand(3)
+        A1, b1, status, message = self.rr(A, b)
+        assert_equal(status, 2)
+
+    def test_remove_zero_row(self):
+        A = np.eye(3)
+        A[1, :] = 0
+        b = np.random.rand(3)
+        b[1] = 0
+        A1, b1, status, message = self.rr(A, b)
+        assert_equal(status, 0)
+        assert_allclose(A1, A[[0, 2], :])
+        assert_allclose(b1, b[[0, 2]])
+
+    def test_infeasible_m_gt_n(self):
+        m, n = 20, 10
+        A0 = np.random.rand(m, n)
+        b0 = np.random.rand(m)
+        A1, b1, status, message = self.rr(A0, b0)
+        assert_equal(status, 2)
+
+    def test_infeasible_m_eq_n(self):
+        m, n = 10, 10
+        A0 = np.random.rand(m, n)
+        b0 = np.random.rand(m)
+        A0[-1, :] = 2 * A0[-2, :]
+        A1, b1, status, message = self.rr(A0, b0)
+        assert_equal(status, 2)
+
+    def test_infeasible_m_lt_n(self):
+        m, n = 9, 10
+        A0 = np.random.rand(m, n)
+        b0 = np.random.rand(m)
+        A0[-1, :] = np.arange(m - 1).dot(A0[:-1])
+        A1, b1, status, message = self.rr(A0, b0)
+        assert_equal(status, 2)
+
+    def test_m_gt_n(self):
+        np.random.seed(2032)
+        m, n = 20, 10
+        A0 = np.random.rand(m, n)
+        b0 = np.random.rand(m)
+        x = np.linalg.solve(A0[:n, :], b0[:n])
+        b0[n:] = A0[n:, :].dot(x)
+        A1, b1, status, message = self.rr(A0, b0)
+        assert_equal(status, 0)
+        assert_equal(A1.shape[0], n)
+        assert_equal(np.linalg.matrix_rank(A1), n)
+
+    def test_m_gt_n_rank_deficient(self):
+        m, n = 20, 10
+        A0 = np.zeros((m, n))
+        A0[:, 0] = 1
+        b0 = np.ones(m)
+        A1, b1, status, message = self.rr(A0, b0)
+        assert_equal(status, 0)
+        assert_allclose(A1, A0[0:1, :])
+        assert_allclose(b1, b0[0])
+
+    def test_m_lt_n_rank_deficient(self):
+        m, n = 9, 10
+        A0 = np.random.rand(m, n)
+        b0 = np.random.rand(m)
+        A0[-1, :] = np.arange(m - 1).dot(A0[:-1])
+        b0[-1] = np.arange(m - 1).dot(b0[:-1])
+        A1, b1, status, message = self.rr(A0, b0)
+        assert_equal(status, 0)
+        assert_equal(A1.shape[0], 8)
+        assert_equal(np.linalg.matrix_rank(A1), 8)
+
+    def test_dense1(self):
+        A = np.ones((6, 6))
+        A[0, :3] = 0
+        A[1, 3:] = 0
+        A[3:, ::2] = -1
+        A[3, :2] = 0
+        A[4, 2:] = 0
+        b = np.zeros(A.shape[0])
+
+        A1, b1, status, message = self.rr(A, b)
+        assert_(redundancy_removed(A1, A))
+        assert_equal(status, 0)
+
+    def test_dense2(self):
+        A = np.eye(6)
+        A[-2, -1] = 1
+        A[-1, :] = 1
+        b = np.zeros(A.shape[0])
+        A1, b1, status, message = self.rr(A, b)
+        assert_(redundancy_removed(A1, A))
+        assert_equal(status, 0)
+
+    def test_dense3(self):
+        A = np.eye(6)
+        A[-2, -1] = 1
+        A[-1, :] = 1
+        b = np.random.rand(A.shape[0])
+        b[-1] = np.sum(b[:-1])
+        A1, b1, status, message = self.rr(A, b)
+        assert_(redundancy_removed(A1, A))
+        assert_equal(status, 0)
+
+    def test_m_gt_n_sparse(self):
+        np.random.seed(2013)
+        m, n = 20, 5
+        p = 0.1
+        A = np.random.rand(m, n)
+        A[np.random.rand(m, n) > p] = 0
+        rank = np.linalg.matrix_rank(A)
+        b = np.zeros(A.shape[0])
+        A1, b1, status, message = self.rr(A, b)
+        assert_equal(status, 0)
+        assert_equal(A1.shape[0], rank)
+        assert_equal(np.linalg.matrix_rank(A1), rank)
+
+    def test_m_lt_n_sparse(self):
+        np.random.seed(2017)
+        m, n = 20, 50
+        p = 0.05
+        A = np.random.rand(m, n)
+        A[np.random.rand(m, n) > p] = 0
+        rank = np.linalg.matrix_rank(A)
+        b = np.zeros(A.shape[0])
+        A1, b1, status, message = self.rr(A, b)
+        assert_equal(status, 0)
+        assert_equal(A1.shape[0], rank)
+        assert_equal(np.linalg.matrix_rank(A1), rank)
+
+    def test_m_eq_n_sparse(self):
+        np.random.seed(2017)
+        m, n = 100, 100
+        p = 0.01
+        A = np.random.rand(m, n)
+        A[np.random.rand(m, n) > p] = 0
+        rank = np.linalg.matrix_rank(A)
+        b = np.zeros(A.shape[0])
+        A1, b1, status, message = self.rr(A, b)
+        assert_equal(status, 0)
+        assert_equal(A1.shape[0], rank)
+        assert_equal(np.linalg.matrix_rank(A1), rank)
+
+    def test_magic_square(self):
+        A, b, c, numbers, _ = magic_square(3)
+        A1, b1, status, message = self.rr(A, b)
+        assert_equal(status, 0)
+        assert_equal(A1.shape[0], 23)
+        assert_equal(np.linalg.matrix_rank(A1), 23)
+
+    def test_magic_square2(self):
+        A, b, c, numbers, _ = magic_square(4)
+        A1, b1, status, message = self.rr(A, b)
+        assert_equal(status, 0)
+        assert_equal(A1.shape[0], 39)
+        assert_equal(np.linalg.matrix_rank(A1), 39)
+
+
+class TestRRSVD(RRCommonTests):
+    def rr(self, A, b):
+        return _remove_redundancy_svd(A, b)
+
+
+class TestRRPivotDense(RRCommonTests):
+    def rr(self, A, b):
+        return _remove_redundancy_pivot_dense(A, b)
+
+
+class TestRRID(RRCommonTests):
+    def rr(self, A, b):
+        return _remove_redundancy_id(A, b)
+
+
+class TestRRPivotSparse(RRCommonTests):
+    def rr(self, A, b):
+        rr_res = _remove_redundancy_pivot_sparse(csc_matrix(A), b)
+        A1, b1, status, message = rr_res
+        return A1.toarray(), b1, status, message

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__root.py

@@ -0,0 +1,123 @@
+"""
+Unit tests for optimization routines from _root.py.
+"""
+from numpy.testing import assert_, assert_equal
+import pytest
+from pytest import raises as assert_raises, warns as assert_warns
+import numpy as np
+
+from scipy.optimize import root
+
+
+class TestRoot:
+    def test_tol_parameter(self):
+        # Check that the minimize() tol= argument does something
+        def func(z):
+            x, y = z
+            return np.array([x**3 - 1, y**3 - 1])
+
+        def dfunc(z):
+            x, y = z
+            return np.array([[3*x**2, 0], [0, 3*y**2]])
+
+        for method in ['hybr', 'lm', 'broyden1', 'broyden2', 'anderson',
+                       'diagbroyden', 'krylov']:
+            if method in ('linearmixing', 'excitingmixing'):
+                # doesn't converge
+                continue
+
+            if method in ('hybr', 'lm'):
+                jac = dfunc
+            else:
+                jac = None
+
+            sol1 = root(func, [1.1,1.1], jac=jac, tol=1e-4, method=method)
+            sol2 = root(func, [1.1,1.1], jac=jac, tol=0.5, method=method)
+            msg = f"{method}: {func(sol1.x)} vs. {func(sol2.x)}"
+            assert_(sol1.success, msg)
+            assert_(sol2.success, msg)
+            assert_(abs(func(sol1.x)).max() < abs(func(sol2.x)).max(),
+                    msg)
+
+    def test_tol_norm(self):
+
+        def norm(x):
+            return abs(x[0])
+
+        for method in ['excitingmixing',
+                       'diagbroyden',
+                       'linearmixing',
+                       'anderson',
+                       'broyden1',
+                       'broyden2',
+                       'krylov']:
+
+            root(np.zeros_like, np.zeros(2), method=method,
+                options={"tol_norm": norm})
+
+    def test_minimize_scalar_coerce_args_param(self):
+        # github issue #3503
+        def func(z, f=1):
+            x, y = z
+            return np.array([x**3 - 1, y**3 - f])
+        root(func, [1.1, 1.1], args=1.5)
+
+    def test_f_size(self):
+        # gh8320
+        # check that decreasing the size of the returned array raises an error
+        # and doesn't segfault
+        class fun:
+            def __init__(self):
+                self.count = 0
+
+            def __call__(self, x):
+                self.count += 1
+
+                if not (self.count % 5):
+                    ret = x[0] + 0.5 * (x[0] - x[1]) ** 3 - 1.0
+                else:
+                    ret = ([x[0] + 0.5 * (x[0] - x[1]) ** 3 - 1.0,
+                           0.5 * (x[1] - x[0]) ** 3 + x[1]])
+
+                return ret
+
+        F = fun()
+        with assert_raises(ValueError):
+            root(F, [0.1, 0.0], method='lm')
+
+    def test_gh_10370(self):
+        # gh-10370 reported that passing both `args` and `jac` to `root` with
+        # `method='krylov'` caused a failure. Ensure that this is fixed whether
+        # the gradient is passed via `jac` or as a second output of `fun`.
+        def fun(x, ignored):
+            return [3*x[0] - 0.25*x[1]**2 + 10, 0.1*x[0]**2 + 5*x[1] - 2]
+
+        def grad(x, ignored):
+            return [[3, 0.5 * x[1]], [0.2 * x[0], 5]]
+
+        def fun_grad(x, ignored):
+            return fun(x, ignored), grad(x, ignored)
+
+        x0 = np.zeros(2)
+
+        ref = root(fun, x0, args=(1,), method='krylov')
+        message = 'Method krylov does not use the jacobian'
+        with assert_warns(RuntimeWarning, match=message):
+            res1 = root(fun, x0, args=(1,), method='krylov', jac=grad)
+        with assert_warns(RuntimeWarning, match=message):
+            res2 = root(fun_grad, x0, args=(1,), method='krylov', jac=True)
+
+        assert_equal(res1.x, ref.x)
+        assert_equal(res2.x, ref.x)
+        assert res1.success is res2.success is ref.success is True
+    
+    @pytest.mark.parametrize("method", ["hybr", "lm", "broyden1", "broyden2",
+                                        "anderson", "linearmixing",
+                                        "diagbroyden", "excitingmixing",
+                                        "krylov", "df-sane"])
+    def test_method_in_result(self, method):
+        def func(x):
+            return x - 1
+        
+        res = root(func, x0=[1], method=method)
+        assert res.method == method

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__shgo.py

@@ -0,0 +1,1159 @@
+import logging
+import sys
+
+import numpy
+import numpy as np
+import time
+from multiprocessing import Pool
+from numpy.testing import assert_allclose, IS_PYPY
+import pytest
+from pytest import raises as assert_raises, warns
+from scipy.optimize import (shgo, Bounds, minimize_scalar, minimize, rosen,
+                            rosen_der, rosen_hess, NonlinearConstraint)
+from scipy.optimize._constraints import new_constraint_to_old
+from scipy.optimize._shgo import SHGO
+
+
+class StructTestFunction:
+    def __init__(self, bounds, expected_x, expected_fun=None,
+                 expected_xl=None, expected_funl=None):
+        self.bounds = bounds
+        self.expected_x = expected_x
+        self.expected_fun = expected_fun
+        self.expected_xl = expected_xl
+        self.expected_funl = expected_funl
+
+
+def wrap_constraints(g):
+    cons = []
+    if g is not None:
+        if not isinstance(g, (tuple, list)):
+            g = (g,)
+        else:
+            pass
+        for g in g:
+            cons.append({'type': 'ineq',
+                         'fun': g})
+        cons = tuple(cons)
+    else:
+        cons = None
+    return cons
+
+
+class StructTest1(StructTestFunction):
+    def f(self, x):
+        return x[0] ** 2 + x[1] ** 2
+
+    def g(x):
+        return -(numpy.sum(x, axis=0) - 6.0)
+
+    cons = wrap_constraints(g)
+
+
+test1_1 = StructTest1(bounds=[(-1, 6), (-1, 6)],
+                      expected_x=[0, 0])
+test1_2 = StructTest1(bounds=[(0, 1), (0, 1)],
+                      expected_x=[0, 0])
+test1_3 = StructTest1(bounds=[(None, None), (None, None)],
+                      expected_x=[0, 0])
+
+
+class StructTest2(StructTestFunction):
+    """
+    Scalar function with several minima to test all minimiser retrievals
+    """
+
+    def f(self, x):
+        return (x - 30) * numpy.sin(x)
+
+    def g(x):
+        return 58 - numpy.sum(x, axis=0)
+
+    cons = wrap_constraints(g)
+
+
+test2_1 = StructTest2(bounds=[(0, 60)],
+                      expected_x=[1.53567906],
+                      expected_fun=-28.44677132,
+                      # Important: test that funl return is in the correct
+                      # order
+                      expected_xl=numpy.array([[1.53567906],
+                                               [55.01782167],
+                                               [7.80894889],
+                                               [48.74797493],
+                                               [14.07445705],
+                                               [42.4913859],
+                                               [20.31743841],
+                                               [36.28607535],
+                                               [26.43039605],
+                                               [30.76371366]]),
+
+                      expected_funl=numpy.array([-28.44677132, -24.99785984,
+                                                 -22.16855376, -18.72136195,
+                                                 -15.89423937, -12.45154942,
+                                                 -9.63133158, -6.20801301,
+                                                 -3.43727232, -0.46353338])
+                      )
+
+test2_2 = StructTest2(bounds=[(0, 4.5)],
+                      expected_x=[1.53567906],
+                      expected_fun=[-28.44677132],
+                      expected_xl=numpy.array([[1.53567906]]),
+                      expected_funl=numpy.array([-28.44677132])
+                      )
+
+
+class StructTest3(StructTestFunction):
+    """
+    Hock and Schittkowski 18 problem (HS18). Hoch and Schittkowski (1981)
+    http://www.ai7.uni-bayreuth.de/test_problem_coll.pdf
+    Minimize: f = 0.01 * (x_1)**2 + (x_2)**2
+
+    Subject to: x_1 * x_2 - 25.0 >= 0,
+                (x_1)**2 + (x_2)**2 - 25.0 >= 0,
+                2 <= x_1 <= 50,
+                0 <= x_2 <= 50.
+
+    Approx. Answer:
+        f([(250)**0.5 , (2.5)**0.5]) = 5.0
+
+
+    """
+
+    # amended to test vectorisation of constraints
+    def f(self, x):
+        return 0.01 * (x[0]) ** 2 + (x[1]) ** 2
+
+    def g1(x):
+        return x[0] * x[1] - 25.0
+
+    def g2(x):
+        return x[0] ** 2 + x[1] ** 2 - 25.0
+
+    # g = (g1, g2)
+    # cons = wrap_constraints(g)
+
+    def g(x):
+        return x[0] * x[1] - 25.0, x[0] ** 2 + x[1] ** 2 - 25.0
+
+    # this checks that shgo can be sent new-style constraints
+    __nlc = NonlinearConstraint(g, 0, np.inf)
+    cons = (__nlc,)
+
+test3_1 = StructTest3(bounds=[(2, 50), (0, 50)],
+                      expected_x=[250 ** 0.5, 2.5 ** 0.5],
+                      expected_fun=5.0
+                      )
+
+
+class StructTest4(StructTestFunction):
+    """
+    Hock and Schittkowski 11 problem (HS11). Hoch and Schittkowski (1981)
+
+    NOTE: Did not find in original reference to HS collection, refer to
+          Henderson (2015) problem 7 instead. 02.03.2016
+    """
+
+    def f(self, x):
+        return ((x[0] - 10) ** 2 + 5 * (x[1] - 12) ** 2 + x[2] ** 4
+                + 3 * (x[3] - 11) ** 2 + 10 * x[4] ** 6 + 7 * x[5] ** 2 + x[
+                    6] ** 4
+                - 4 * x[5] * x[6] - 10 * x[5] - 8 * x[6]
+                )
+
+    def g1(x):
+        return -(2 * x[0] ** 2 + 3 * x[1] ** 4 + x[2] + 4 * x[3] ** 2
+                 + 5 * x[4] - 127)
+
+    def g2(x):
+        return -(7 * x[0] + 3 * x[1] + 10 * x[2] ** 2 + x[3] - x[4] - 282.0)
+
+    def g3(x):
+        return -(23 * x[0] + x[1] ** 2 + 6 * x[5] ** 2 - 8 * x[6] - 196)
+
+    def g4(x):
+        return -(4 * x[0] ** 2 + x[1] ** 2 - 3 * x[0] * x[1] + 2 * x[2] ** 2
+                 + 5 * x[5] - 11 * x[6])
+
+    g = (g1, g2, g3, g4)
+
+    cons = wrap_constraints(g)
+
+
+test4_1 = StructTest4(bounds=[(-10, 10), ] * 7,
+                      expected_x=[2.330499, 1.951372, -0.4775414,
+                                  4.365726, -0.6244870, 1.038131, 1.594227],
+                      expected_fun=680.6300573
+                      )
+
+
+class StructTest5(StructTestFunction):
+    def f(self, x):
+        return (-(x[1] + 47.0)
+                * numpy.sin(numpy.sqrt(abs(x[0] / 2.0 + (x[1] + 47.0))))
+                - x[0] * numpy.sin(numpy.sqrt(abs(x[0] - (x[1] + 47.0))))
+                )
+
+    g = None
+    cons = wrap_constraints(g)
+
+
+test5_1 = StructTest5(bounds=[(-512, 512), (-512, 512)],
+                      expected_fun=[-959.64066272085051],
+                      expected_x=[512., 404.23180542])
+
+
+class StructTestLJ(StructTestFunction):
+    """
+    LennardJones objective function. Used to test symmetry constraints
+    settings.
+    """
+
+    def f(self, x, *args):
+        print(f'x = {x}')
+        self.N = args[0]
+        k = int(self.N / 3)
+        s = 0.0
+
+        for i in range(k - 1):
+            for j in range(i + 1, k):
+                a = 3 * i
+                b = 3 * j
+                xd = x[a] - x[b]
+                yd = x[a + 1] - x[b + 1]
+                zd = x[a + 2] - x[b + 2]
+                ed = xd * xd + yd * yd + zd * zd
+                ud = ed * ed * ed
+                if ed > 0.0:
+                    s += (1.0 / ud - 2.0) / ud
+
+        return s
+
+    g = None
+    cons = wrap_constraints(g)
+
+
+N = 6
+boundsLJ = list(zip([-4.0] * 6, [4.0] * 6))
+
+testLJ = StructTestLJ(bounds=boundsLJ,
+                      expected_fun=[-1.0],
+                      expected_x=None,
+                      # expected_x=[-2.71247337e-08,
+                      #            -2.71247337e-08,
+                      #            -2.50000222e+00,
+                      #            -2.71247337e-08,
+                      #            -2.71247337e-08,
+                      #            -1.50000222e+00]
+                      )
+
+
+class StructTestS(StructTestFunction):
+    def f(self, x):
+        return ((x[0] - 0.5) ** 2 + (x[1] - 0.5) ** 2
+                + (x[2] - 0.5) ** 2 + (x[3] - 0.5) ** 2)
+
+    g = None
+    cons = wrap_constraints(g)
+
+
+test_s = StructTestS(bounds=[(0, 2.0), ] * 4,
+                     expected_fun=0.0,
+                     expected_x=numpy.ones(4) - 0.5
+                     )
+
+
+class StructTestTable(StructTestFunction):
+    def f(self, x):
+        if x[0] == 3.0 and x[1] == 3.0:
+            return 50
+        else:
+            return 100
+
+    g = None
+    cons = wrap_constraints(g)
+
+
+test_table = StructTestTable(bounds=[(-10, 10), (-10, 10)],
+                             expected_fun=[50],
+                             expected_x=[3.0, 3.0])
+
+
+class StructTestInfeasible(StructTestFunction):
+    """
+    Test function with no feasible domain.
+    """
+
+    def f(self, x, *args):
+        return x[0] ** 2 + x[1] ** 2
+
+    def g1(x):
+        return x[0] + x[1] - 1
+
+    def g2(x):
+        return -(x[0] + x[1] - 1)
+
+    def g3(x):
+        return -x[0] + x[1] - 1
+
+    def g4(x):
+        return -(-x[0] + x[1] - 1)
+
+    g = (g1, g2, g3, g4)
+    cons = wrap_constraints(g)
+
+
+test_infeasible = StructTestInfeasible(bounds=[(2, 50), (-1, 1)],
+                                       expected_fun=None,
+                                       expected_x=None
+                                       )
+
+
+@pytest.mark.skip("Not a test")
+def run_test(test, args=(), test_atol=1e-5, n=100, iters=None,
+             callback=None, minimizer_kwargs=None, options=None,
+             sampling_method='sobol', workers=1):
+    res = shgo(test.f, test.bounds, args=args, constraints=test.cons,
+               n=n, iters=iters, callback=callback,
+               minimizer_kwargs=minimizer_kwargs, options=options,
+               sampling_method=sampling_method, workers=workers)
+
+    print(f'res = {res}')
+    logging.info(f'res = {res}')
+    if test.expected_x is not None:
+        numpy.testing.assert_allclose(res.x, test.expected_x,
+                                      rtol=test_atol,
+                                      atol=test_atol)
+
+    # (Optional tests)
+    if test.expected_fun is not None:
+        numpy.testing.assert_allclose(res.fun,
+                                      test.expected_fun,
+                                      atol=test_atol)
+
+    if test.expected_xl is not None:
+        numpy.testing.assert_allclose(res.xl,
+                                      test.expected_xl,
+                                      atol=test_atol)
+
+    if test.expected_funl is not None:
+        numpy.testing.assert_allclose(res.funl,
+                                      test.expected_funl,
+                                      atol=test_atol)
+    return
+
+
+# Base test functions:
+class TestShgoSobolTestFunctions:
+    """
+    Global optimisation tests with Sobol sampling:
+    """
+
+    # Sobol algorithm
+    def test_f1_1_sobol(self):
+        """Multivariate test function 1:
+        x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]"""
+        run_test(test1_1)
+
+    def test_f1_2_sobol(self):
+        """Multivariate test function 1:
+         x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]"""
+        run_test(test1_2)
+
+    def test_f1_3_sobol(self):
+        """Multivariate test function 1:
+        x[0]**2 + x[1]**2 with bounds=[(None, None),(None, None)]"""
+        options = {'disp': True}
+        run_test(test1_3, options=options)
+
+    def test_f2_1_sobol(self):
+        """Univariate test function on
+        f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]"""
+        run_test(test2_1)
+
+    def test_f2_2_sobol(self):
+        """Univariate test function on
+        f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]"""
+        run_test(test2_2)
+
+    def test_f3_sobol(self):
+        """NLP: Hock and Schittkowski problem 18"""
+        run_test(test3_1)
+
+    @pytest.mark.slow
+    def test_f4_sobol(self):
+        """NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)"""
+        options = {'infty_constraints': False}
+        # run_test(test4_1, n=990, options=options)
+        run_test(test4_1, n=990 * 2, options=options)
+
+    def test_f5_1_sobol(self):
+        """NLP: Eggholder, multimodal"""
+        # run_test(test5_1, n=30)
+        run_test(test5_1, n=60)
+
+    def test_f5_2_sobol(self):
+        """NLP: Eggholder, multimodal"""
+        # run_test(test5_1, n=60, iters=5)
+        run_test(test5_1, n=60, iters=5)
+
+        # def test_t911(self):
+        #    """1D tabletop function"""
+        #    run_test(test11_1)
+
+
+class TestShgoSimplicialTestFunctions:
+    """
+    Global optimisation tests with Simplicial sampling:
+    """
+
+    def test_f1_1_simplicial(self):
+        """Multivariate test function 1:
+        x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]"""
+        run_test(test1_1, n=1, sampling_method='simplicial')
+
+    def test_f1_2_simplicial(self):
+        """Multivariate test function 1:
+        x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]"""
+        run_test(test1_2, n=1, sampling_method='simplicial')
+
+    def test_f1_3_simplicial(self):
+        """Multivariate test function 1: x[0]**2 + x[1]**2
+        with bounds=[(None, None),(None, None)]"""
+        run_test(test1_3, n=5, sampling_method='simplicial')
+
+    def test_f2_1_simplicial(self):
+        """Univariate test function on
+        f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]"""
+        options = {'minimize_every_iter': False}
+        run_test(test2_1, n=200, iters=7, options=options,
+                 sampling_method='simplicial')
+
+    def test_f2_2_simplicial(self):
+        """Univariate test function on
+        f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]"""
+        run_test(test2_2, n=1, sampling_method='simplicial')
+
+    def test_f3_simplicial(self):
+        """NLP: Hock and Schittkowski problem 18"""
+        run_test(test3_1, n=1, sampling_method='simplicial')
+
+    @pytest.mark.slow
+    def test_f4_simplicial(self):
+        """NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)"""
+        run_test(test4_1, n=1, sampling_method='simplicial')
+
+    def test_lj_symmetry_old(self):
+        """LJ: Symmetry-constrained test function"""
+        options = {'symmetry': True,
+                   'disp': True}
+        args = (6,)  # Number of atoms
+        run_test(testLJ, args=args, n=300,
+                 options=options, iters=1,
+                 sampling_method='simplicial')
+
+    def test_f5_1_lj_symmetry(self):
+        """LJ: Symmetry constrained test function"""
+        options = {'symmetry': [0, ] * 6,
+                   'disp': True}
+        args = (6,)  # No. of atoms
+
+        run_test(testLJ, args=args, n=300,
+                 options=options, iters=1,
+                 sampling_method='simplicial')
+
+    def test_f5_2_cons_symmetry(self):
+        """Symmetry constrained test function"""
+        options = {'symmetry': [0, 0],
+                   'disp': True}
+
+        run_test(test1_1, n=200,
+                 options=options, iters=1,
+                 sampling_method='simplicial')
+
+    def test_f5_3_cons_symmetry(self):
+        """Assymmetrically constrained test function"""
+        options = {'symmetry': [0, 0, 0, 3],
+                   'disp': True}
+
+        run_test(test_s, n=10000,
+                 options=options,
+                 iters=1,
+                 sampling_method='simplicial')
+
+    @pytest.mark.skip("Not a test")
+    def test_f0_min_variance(self):
+        """Return a minimum on a perfectly symmetric problem, based on
+            gh10429"""
+        avg = 0.5  # Given average value of x
+        cons = {'type': 'eq', 'fun': lambda x: numpy.mean(x) - avg}
+
+        # Minimize the variance of x under the given constraint
+        res = shgo(numpy.var, bounds=6 * [(0, 1)], constraints=cons)
+        assert res.success
+        assert_allclose(res.fun, 0, atol=1e-15)
+        assert_allclose(res.x, 0.5)
+
+    @pytest.mark.skip("Not a test")
+    def test_f0_min_variance_1D(self):
+        """Return a minimum on a perfectly symmetric 1D problem, based on
+            gh10538"""
+
+        def fun(x):
+            return x * (x - 1.0) * (x - 0.5)
+
+        bounds = [(0, 1)]
+        res = shgo(fun, bounds=bounds)
+        ref = minimize_scalar(fun, bounds=bounds[0])
+        assert res.success
+        assert_allclose(res.fun, ref.fun)
+        assert_allclose(res.x, ref.x, rtol=1e-6)
+
+# Argument test functions
+class TestShgoArguments:
+    def test_1_1_simpl_iter(self):
+        """Iterative simplicial sampling on TestFunction 1 (multivariate)"""
+        run_test(test1_2, n=None, iters=2, sampling_method='simplicial')
+
+    def test_1_2_simpl_iter(self):
+        """Iterative simplicial on TestFunction 2 (univariate)"""
+        options = {'minimize_every_iter': False}
+        run_test(test2_1, n=None, iters=9, options=options,
+                 sampling_method='simplicial')
+
+    def test_2_1_sobol_iter(self):
+        """Iterative Sobol sampling on TestFunction 1 (multivariate)"""
+        run_test(test1_2, n=None, iters=1, sampling_method='sobol')
+
+    def test_2_2_sobol_iter(self):
+        """Iterative Sobol sampling on TestFunction 2 (univariate)"""
+        res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
+                   n=None, iters=1, sampling_method='sobol')
+
+        numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5,
+                                      atol=1e-5)
+        numpy.testing.assert_allclose(res.fun, test2_1.expected_fun, atol=1e-5)
+
+    def test_3_1_disp_simplicial(self):
+        """Iterative sampling on TestFunction 1 and 2  (multi and univariate)
+        """
+
+        def callback_func(x):
+            print("Local minimization callback test")
+
+        for test in [test1_1, test2_1]:
+            shgo(test.f, test.bounds, iters=1,
+                 sampling_method='simplicial',
+                 callback=callback_func, options={'disp': True})
+            shgo(test.f, test.bounds, n=1, sampling_method='simplicial',
+                 callback=callback_func, options={'disp': True})
+
+    def test_3_2_disp_sobol(self):
+        """Iterative sampling on TestFunction 1 and 2 (multi and univariate)"""
+
+        def callback_func(x):
+            print("Local minimization callback test")
+
+        for test in [test1_1, test2_1]:
+            shgo(test.f, test.bounds, iters=1, sampling_method='sobol',
+                 callback=callback_func, options={'disp': True})
+
+            shgo(test.f, test.bounds, n=1, sampling_method='simplicial',
+                 callback=callback_func, options={'disp': True})
+
+    def test_args_gh14589(self):
+        """Using `args` used to cause `shgo` to fail; see #14589, #15986,
+        #16506"""
+        res = shgo(func=lambda x, y, z: x * z + y, bounds=[(0, 3)], args=(1, 2)
+                   )
+        ref = shgo(func=lambda x: 2 * x + 1, bounds=[(0, 3)])
+        assert_allclose(res.fun, ref.fun)
+        assert_allclose(res.x, ref.x)
+
+    @pytest.mark.slow
+    def test_4_1_known_f_min(self):
+        """Test known function minima stopping criteria"""
+        # Specify known function value
+        options = {'f_min': test4_1.expected_fun,
+                   'f_tol': 1e-6,
+                   'minimize_every_iter': True}
+        # TODO: Make default n higher for faster tests
+        run_test(test4_1, n=None, test_atol=1e-5, options=options,
+                 sampling_method='simplicial')
+
+    @pytest.mark.slow
+    def test_4_2_known_f_min(self):
+        """Test Global mode limiting local evaluations"""
+        options = {  # Specify known function value
+            'f_min': test4_1.expected_fun,
+            'f_tol': 1e-6,
+            # Specify number of local iterations to perform
+            'minimize_every_iter': True,
+            'local_iter': 1}
+
+        run_test(test4_1, n=None, test_atol=1e-5, options=options,
+                 sampling_method='simplicial')
+
+    def test_4_4_known_f_min(self):
+        """Test Global mode limiting local evaluations for 1D funcs"""
+        options = {  # Specify known function value
+            'f_min': test2_1.expected_fun,
+            'f_tol': 1e-6,
+            # Specify number of local iterations to perform+
+            'minimize_every_iter': True,
+            'local_iter': 1,
+            'infty_constraints': False}
+
+        res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
+                   n=None, iters=None, options=options,
+                   sampling_method='sobol')
+        numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5,
+                                      atol=1e-5)
+
+    def test_5_1_simplicial_argless(self):
+        """Test Default simplicial sampling settings on TestFunction 1"""
+        res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons)
+        numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5,
+                                      atol=1e-5)
+
+    def test_5_2_sobol_argless(self):
+        """Test Default sobol sampling settings on TestFunction 1"""
+        res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons,
+                   sampling_method='sobol')
+        numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5,
+                                      atol=1e-5)
+
+    def test_6_1_simplicial_max_iter(self):
+        """Test that maximum iteration option works on TestFunction 3"""
+        options = {'max_iter': 2}
+        res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons,
+                   options=options, sampling_method='simplicial')
+        numpy.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5,
+                                      atol=1e-5)
+        numpy.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5)
+
+    def test_6_2_simplicial_min_iter(self):
+        """Test that maximum iteration option works on TestFunction 3"""
+        options = {'min_iter': 2}
+        res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons,
+                   options=options, sampling_method='simplicial')
+        numpy.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5,
+                                      atol=1e-5)
+        numpy.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5)
+
+    def test_7_1_minkwargs(self):
+        """Test the minimizer_kwargs arguments for solvers with constraints"""
+        # Test solvers
+        for solver in ['COBYLA', 'SLSQP']:
+            # Note that passing global constraints to SLSQP is tested in other
+            # unittests which run test4_1 normally
+            minimizer_kwargs = {'method': solver,
+                                'constraints': test3_1.cons}
+            run_test(test3_1, n=100, test_atol=1e-3,
+                     minimizer_kwargs=minimizer_kwargs,
+                     sampling_method='sobol')
+
+    def test_7_2_minkwargs(self):
+        """Test the minimizer_kwargs default inits"""
+        minimizer_kwargs = {'ftol': 1e-5}
+        options = {'disp': True}  # For coverage purposes
+        SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0],
+             minimizer_kwargs=minimizer_kwargs, options=options)
+
+    def test_7_3_minkwargs(self):
+        """Test minimizer_kwargs arguments for solvers without constraints"""
+        for solver in ['Nelder-Mead', 'Powell', 'CG', 'BFGS', 'Newton-CG',
+                       'L-BFGS-B', 'TNC', 'dogleg', 'trust-ncg', 'trust-exact',
+                       'trust-krylov']:
+            def jac(x):
+                return numpy.array([2 * x[0], 2 * x[1]]).T
+
+            def hess(x):
+                return numpy.array([[2, 0], [0, 2]])
+
+            minimizer_kwargs = {'method': solver,
+                                'jac': jac,
+                                'hess': hess}
+            logging.info(f"Solver = {solver}")
+            logging.info("=" * 100)
+            run_test(test1_1, n=100, test_atol=1e-3,
+                     minimizer_kwargs=minimizer_kwargs,
+                     sampling_method='sobol')
+
+    def test_8_homology_group_diff(self):
+        options = {'minhgrd': 1,
+                   'minimize_every_iter': True}
+
+        run_test(test1_1, n=None, iters=None, options=options,
+                 sampling_method='simplicial')
+
+    def test_9_cons_g(self):
+        """Test single function constraint passing"""
+        SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0])
+
+    @pytest.mark.xfail(IS_PYPY and sys.platform == 'win32',
+            reason="Failing and fix in PyPy not planned (see gh-18632)")
+    def test_10_finite_time(self):
+        """Test single function constraint passing"""
+        options = {'maxtime': 1e-15}
+
+        def f(x):
+            time.sleep(1e-14)
+            return 0.0
+
+        res = shgo(f, test1_1.bounds, iters=5, options=options)
+        # Assert that only 1 rather than 5 requested iterations ran:
+        assert res.nit == 1
+
+    def test_11_f_min_0(self):
+        """Test to cover the case where f_lowest == 0"""
+        options = {'f_min': 0.0,
+                   'disp': True}
+        res = shgo(test1_2.f, test1_2.bounds, n=10, iters=None,
+                   options=options, sampling_method='sobol')
+        numpy.testing.assert_equal(0, res.x[0])
+        numpy.testing.assert_equal(0, res.x[1])
+
+    # @nottest
+    @pytest.mark.skip(reason="no way of currently testing this")
+    def test_12_sobol_inf_cons(self):
+        """Test to cover the case where f_lowest == 0"""
+        # TODO: This test doesn't cover anything new, it is unknown what the
+        # original test was intended for as it was never complete. Delete or
+        # replace in the future.
+        options = {'maxtime': 1e-15,
+                   'f_min': 0.0}
+        res = shgo(test1_2.f, test1_2.bounds, n=1, iters=None,
+                   options=options, sampling_method='sobol')
+        numpy.testing.assert_equal(0.0, res.fun)
+
+    def test_13_high_sobol(self):
+        """Test init of high-dimensional sobol sequences"""
+
+        def f(x):
+            return 0
+
+        bounds = [(None, None), ] * 41
+        SHGOc = SHGO(f, bounds, sampling_method='sobol')
+        # SHGOc.sobol_points(2, 50)
+        SHGOc.sampling_function(2, 50)
+
+    def test_14_local_iter(self):
+        """Test limited local iterations for a pseudo-global mode"""
+        options = {'local_iter': 4}
+        run_test(test5_1, n=60, options=options)
+
+    def test_15_min_every_iter(self):
+        """Test minimize every iter options and cover function cache"""
+        options = {'minimize_every_iter': True}
+        run_test(test1_1, n=1, iters=7, options=options,
+                 sampling_method='sobol')
+
+    def test_16_disp_bounds_minimizer(self, capsys):
+        """Test disp=True with minimizers that do not support bounds """
+        options = {'disp': True}
+        minimizer_kwargs = {'method': 'nelder-mead'}
+        run_test(test1_2, sampling_method='simplicial',
+                 options=options, minimizer_kwargs=minimizer_kwargs)
+
+    def test_17_custom_sampling(self):
+        """Test the functionality to add custom sampling methods to shgo"""
+
+        def sample(n, d):
+            return numpy.random.uniform(size=(n, d))
+
+        run_test(test1_1, n=30, sampling_method=sample)
+
+    def test_18_bounds_class(self):
+        # test that new and old bounds yield same result
+        def f(x):
+            return numpy.square(x).sum()
+
+        lb = [-6., 1., -5.]
+        ub = [-1., 3., 5.]
+        bounds_old = list(zip(lb, ub))
+        bounds_new = Bounds(lb, ub)
+
+        res_old_bounds = shgo(f, bounds_old)
+        res_new_bounds = shgo(f, bounds_new)
+
+        assert res_new_bounds.nfev == res_old_bounds.nfev
+        assert res_new_bounds.message == res_old_bounds.message
+        assert res_new_bounds.success == res_old_bounds.success
+        x_opt = numpy.array([-1., 1., 0.])
+        numpy.testing.assert_allclose(res_new_bounds.x, x_opt)
+        numpy.testing.assert_allclose(res_new_bounds.x,
+                                      res_old_bounds.x)
+
+    def test_19_parallelization(self):
+        """Test the functionality to add custom sampling methods to shgo"""
+
+        with Pool(2) as p:
+            run_test(test1_1, n=30, workers=p.map)  # Constrained
+        run_test(test1_1, n=30, workers=map)  # Constrained
+        with Pool(2) as p:
+            run_test(test_s, n=30, workers=p.map)  # Unconstrained
+        run_test(test_s, n=30, workers=map)  # Unconstrained
+
+    def test_20_constrained_args(self):
+        """Test that constraints can be passed to arguments"""
+
+        def eggholder(x):
+            return (-(x[1] + 47.0)
+                    * numpy.sin(numpy.sqrt(abs(x[0] / 2.0 + (x[1] + 47.0))))
+                    - x[0] * numpy.sin(numpy.sqrt(abs(x[0] - (x[1] + 47.0))))
+                    )
+
+        def f(x):  # (cattle-feed)
+            return 24.55 * x[0] + 26.75 * x[1] + 39 * x[2] + 40.50 * x[3]
+
+        bounds = [(0, 1.0), ] * 4
+
+        def g1_modified(x, i):
+            return i * 2.3 * x[0] + i * 5.6 * x[1] + 11.1 * x[2] + 1.3 * x[
+                3] - 5  # >=0
+
+        def g2(x):
+            return (12 * x[0] + 11.9 * x[1] + 41.8 * x[2] + 52.1 * x[3] - 21
+                    - 1.645 * numpy.sqrt(0.28 * x[0] ** 2 + 0.19 * x[1] ** 2
+                                         + 20.5 * x[2] ** 2 + 0.62 * x[3] ** 2)
+                    )  # >=0
+
+        def h1(x):
+            return x[0] + x[1] + x[2] + x[3] - 1  # == 0
+
+        cons = ({'type': 'ineq', 'fun': g1_modified, "args": (0,)},
+                {'type': 'ineq', 'fun': g2},
+                {'type': 'eq', 'fun': h1})
+
+        shgo(f, bounds, n=300, iters=1, constraints=cons)
+        # using constrain with arguments AND sampling method sobol
+        shgo(f, bounds, n=300, iters=1, constraints=cons,
+             sampling_method='sobol')
+
+    def test_21_1_jac_true(self):
+        """Test that shgo can handle objective functions that return the
+        gradient alongside the objective value. Fixes gh-13547"""
+        # previous
+        def func(x):
+            return numpy.sum(numpy.power(x, 2)), 2 * x
+
+        shgo(
+            func,
+            bounds=[[-1, 1], [1, 2]],
+            n=100, iters=5,
+            sampling_method="sobol",
+            minimizer_kwargs={'method': 'SLSQP', 'jac': True}
+        )
+
+        # new
+        def func(x):
+            return numpy.sum(x ** 2), 2 * x
+
+        bounds = [[-1, 1], [1, 2], [-1, 1], [1, 2], [0, 3]]
+
+        res = shgo(func, bounds=bounds, sampling_method="sobol",
+                   minimizer_kwargs={'method': 'SLSQP', 'jac': True})
+        ref = minimize(func, x0=[1, 1, 1, 1, 1], bounds=bounds,
+                       jac=True)
+        assert res.success
+        assert_allclose(res.fun, ref.fun)
+        assert_allclose(res.x, ref.x, atol=1e-15)
+
+    @pytest.mark.parametrize('derivative', ['jac', 'hess', 'hessp'])
+    def test_21_2_derivative_options(self, derivative):
+        """shgo used to raise an error when passing `options` with 'jac'
+        # see gh-12963. check that this is resolved
+        """
+
+        def objective(x):
+            return 3 * x[0] * x[0] + 2 * x[0] + 5
+
+        def gradient(x):
+            return 6 * x[0] + 2
+
+        def hess(x):
+            return 6
+
+        def hessp(x, p):
+            return 6 * p
+
+        derivative_funcs = {'jac': gradient, 'hess': hess, 'hessp': hessp}
+        options = {derivative: derivative_funcs[derivative]}
+        minimizer_kwargs = {'method': 'trust-constr'}
+
+        bounds = [(-100, 100)]
+        res = shgo(objective, bounds, minimizer_kwargs=minimizer_kwargs,
+                   options=options)
+        ref = minimize(objective, x0=[0], bounds=bounds, **minimizer_kwargs,
+                       **options)
+
+        assert res.success
+        numpy.testing.assert_allclose(res.fun, ref.fun)
+        numpy.testing.assert_allclose(res.x, ref.x)
+
+    def test_21_3_hess_options_rosen(self):
+        """Ensure the Hessian gets passed correctly to the local minimizer
+        routine. Previous report gh-14533.
+        """
+        bounds = [(0, 1.6), (0, 1.6), (0, 1.4), (0, 1.4), (0, 1.4)]
+        options = {'jac': rosen_der, 'hess': rosen_hess}
+        minimizer_kwargs = {'method': 'Newton-CG'}
+        res = shgo(rosen, bounds, minimizer_kwargs=minimizer_kwargs,
+                   options=options)
+        ref = minimize(rosen, numpy.zeros(5), method='Newton-CG',
+                       **options)
+        assert res.success
+        assert_allclose(res.fun, ref.fun)
+        assert_allclose(res.x, ref.x, atol=1e-15)
+
+    def test_21_arg_tuple_sobol(self):
+        """shgo used to raise an error when passing `args` with Sobol sampling
+        # see gh-12114. check that this is resolved"""
+
+        def fun(x, k):
+            return x[0] ** k
+
+        constraints = ({'type': 'ineq', 'fun': lambda x: x[0] - 1})
+
+        bounds = [(0, 10)]
+        res = shgo(fun, bounds, args=(1,), constraints=constraints,
+                   sampling_method='sobol')
+        ref = minimize(fun, numpy.zeros(1), bounds=bounds, args=(1,),
+                       constraints=constraints)
+        assert res.success
+        assert_allclose(res.fun, ref.fun)
+        assert_allclose(res.x, ref.x)
+
+
+# Failure test functions
+class TestShgoFailures:
+    def test_1_maxiter(self):
+        """Test failure on insufficient iterations"""
+        options = {'maxiter': 2}
+        res = shgo(test4_1.f, test4_1.bounds, n=2, iters=None,
+                   options=options, sampling_method='sobol')
+
+        numpy.testing.assert_equal(False, res.success)
+        # numpy.testing.assert_equal(4, res.nfev)
+        numpy.testing.assert_equal(4, res.tnev)
+
+    def test_2_sampling(self):
+        """Rejection of unknown sampling method"""
+        assert_raises(ValueError, shgo, test1_1.f, test1_1.bounds,
+                      sampling_method='not_Sobol')
+
+    def test_3_1_no_min_pool_sobol(self):
+        """Check that the routine stops when no minimiser is found
+           after maximum specified function evaluations"""
+        options = {'maxfev': 10,
+                   # 'maxev': 10,
+                   'disp': True}
+        res = shgo(test_table.f, test_table.bounds, n=3, options=options,
+                   sampling_method='sobol')
+        numpy.testing.assert_equal(False, res.success)
+        # numpy.testing.assert_equal(9, res.nfev)
+        numpy.testing.assert_equal(12, res.nfev)
+
+    def test_3_2_no_min_pool_simplicial(self):
+        """Check that the routine stops when no minimiser is found
+           after maximum specified sampling evaluations"""
+        options = {'maxev': 10,
+                   'disp': True}
+        res = shgo(test_table.f, test_table.bounds, n=3, options=options,
+                   sampling_method='simplicial')
+        numpy.testing.assert_equal(False, res.success)
+
+    def test_4_1_bound_err(self):
+        """Specified bounds ub > lb"""
+        bounds = [(6, 3), (3, 5)]
+        assert_raises(ValueError, shgo, test1_1.f, bounds)
+
+    def test_4_2_bound_err(self):
+        """Specified bounds are of the form (lb, ub)"""
+        bounds = [(3, 5, 5), (3, 5)]
+        assert_raises(ValueError, shgo, test1_1.f, bounds)
+
+    def test_5_1_1_infeasible_sobol(self):
+        """Ensures the algorithm terminates on infeasible problems
+           after maxev is exceeded. Use infty constraints option"""
+        options = {'maxev': 100,
+                   'disp': True}
+
+        res = shgo(test_infeasible.f, test_infeasible.bounds,
+                   constraints=test_infeasible.cons, n=100, options=options,
+                   sampling_method='sobol')
+
+        numpy.testing.assert_equal(False, res.success)
+
+    def test_5_1_2_infeasible_sobol(self):
+        """Ensures the algorithm terminates on infeasible problems
+           after maxev is exceeded. Do not use infty constraints option"""
+        options = {'maxev': 100,
+                   'disp': True,
+                   'infty_constraints': False}
+
+        res = shgo(test_infeasible.f, test_infeasible.bounds,
+                   constraints=test_infeasible.cons, n=100, options=options,
+                   sampling_method='sobol')
+
+        numpy.testing.assert_equal(False, res.success)
+
+    def test_5_2_infeasible_simplicial(self):
+        """Ensures the algorithm terminates on infeasible problems
+           after maxev is exceeded."""
+        options = {'maxev': 1000,
+                   'disp': False}
+
+        res = shgo(test_infeasible.f, test_infeasible.bounds,
+                   constraints=test_infeasible.cons, n=100, options=options,
+                   sampling_method='simplicial')
+
+        numpy.testing.assert_equal(False, res.success)
+
+    def test_6_1_lower_known_f_min(self):
+        """Test Global mode limiting local evaluations with f* too high"""
+        options = {  # Specify known function value
+            'f_min': test2_1.expected_fun + 2.0,
+            'f_tol': 1e-6,
+            # Specify number of local iterations to perform+
+            'minimize_every_iter': True,
+            'local_iter': 1,
+            'infty_constraints': False}
+        args = (test2_1.f, test2_1.bounds)
+        kwargs = {'constraints': test2_1.cons,
+                  'n': None,
+                  'iters': None,
+                  'options': options,
+                  'sampling_method': 'sobol'
+                  }
+        warns(UserWarning, shgo, *args, **kwargs)
+
+    def test(self):
+        from scipy.optimize import rosen, shgo
+        bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
+
+        def fun(x):
+            fun.nfev += 1
+            return rosen(x)
+
+        fun.nfev = 0
+
+        result = shgo(fun, bounds)
+        print(result.x, result.fun, fun.nfev)  # 50
+
+
+# Returns
+class TestShgoReturns:
+    def test_1_nfev_simplicial(self):
+        bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
+
+        def fun(x):
+            fun.nfev += 1
+            return rosen(x)
+
+        fun.nfev = 0
+
+        result = shgo(fun, bounds)
+        numpy.testing.assert_equal(fun.nfev, result.nfev)
+
+    def test_1_nfev_sobol(self):
+        bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
+
+        def fun(x):
+            fun.nfev += 1
+            return rosen(x)
+
+        fun.nfev = 0
+
+        result = shgo(fun, bounds, sampling_method='sobol')
+        numpy.testing.assert_equal(fun.nfev, result.nfev)
+
+
+def test_vector_constraint():
+    # gh15514
+    def quad(x):
+        x = np.asarray(x)
+        return [np.sum(x ** 2)]
+
+    nlc = NonlinearConstraint(quad, [2.2], [3])
+    oldc = new_constraint_to_old(nlc, np.array([1.0, 1.0]))
+
+    res = shgo(rosen, [(0, 10), (0, 10)], constraints=oldc, sampling_method='sobol')
+    assert np.all(np.sum((res.x)**2) >= 2.2)
+    assert np.all(np.sum((res.x) ** 2) <= 3.0)
+    assert res.success
+
+
+@pytest.mark.filterwarnings("ignore:delta_grad")
+def test_trust_constr():
+    def quad(x):
+        x = np.asarray(x)
+        return [np.sum(x ** 2)]
+
+    nlc = NonlinearConstraint(quad, [2.6], [3])
+    minimizer_kwargs = {'method': 'trust-constr'}
+    # note that we don't supply the constraints in minimizer_kwargs,
+    # so if the final result obeys the constraints we know that shgo
+    # passed them on to 'trust-constr'
+    res = shgo(
+        rosen,
+        [(0, 10), (0, 10)],
+        constraints=nlc,
+        sampling_method='sobol',
+        minimizer_kwargs=minimizer_kwargs
+    )
+    assert np.all(np.sum((res.x)**2) >= 2.6)
+    assert np.all(np.sum((res.x) ** 2) <= 3.0)
+    assert res.success
+
+
+def test_equality_constraints():
+    # gh16260
+    bounds = [(0.9, 4.0)] * 2  # Constrain probabilities to 0 and 1.
+
+    def faulty(x):
+        return x[0] + x[1]
+
+    nlc = NonlinearConstraint(faulty, 3.9, 3.9)
+    res = shgo(rosen, bounds=bounds, constraints=nlc)
+    assert_allclose(np.sum(res.x), 3.9)
+
+    def faulty(x):
+        return x[0] + x[1] - 3.9
+
+    constraints = {'type': 'eq', 'fun': faulty}
+    res = shgo(rosen, bounds=bounds, constraints=constraints)
+    assert_allclose(np.sum(res.x), 3.9)
+
+    bounds = [(0, 1.0)] * 4
+    # sum of variable should equal 1.
+    def faulty(x):
+        return x[0] + x[1] + x[2] + x[3] - 1
+
+    # options = {'minimize_every_iter': True, 'local_iter':10}
+    constraints = {'type': 'eq', 'fun': faulty}
+    res = shgo(
+        lambda x: - np.prod(x),
+        bounds=bounds,
+        constraints=constraints,
+        sampling_method='sobol'
+    )
+    assert_allclose(np.sum(res.x), 1.0)
+
+def test_gh16971():
+    def cons(x):
+        return np.sum(x**2) - 0
+
+    c = {'fun': cons, 'type': 'ineq'}
+    minimizer_kwargs = {
+        'method': 'COBYLA',
+        'options': {'rhobeg': 5, 'tol': 5e-1, 'catol': 0.05}
+    }
+
+    s = SHGO(
+        rosen, [(0, 10)]*2, constraints=c, minimizer_kwargs=minimizer_kwargs
+    )
+
+    assert s.minimizer_kwargs['method'].lower() == 'cobyla'
+    assert s.minimizer_kwargs['options']['catol'] == 0.05

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test__spectral.py

@@ -0,0 +1,226 @@
+import itertools
+
+import numpy as np
+from numpy import exp
+from numpy.testing import assert_, assert_equal
+
+from scipy.optimize import root
+
+
+def test_performance():
+    # Compare performance results to those listed in
+    # [Cheng & Li, IMA J. Num. An. 29, 814 (2008)]
+    # and
+    # [W. La Cruz, J.M. Martinez, M. Raydan, Math. Comp. 75, 1429 (2006)].
+    # and those produced by dfsane.f from M. Raydan's website.
+    #
+    # Where the results disagree, the largest limits are taken.
+
+    e_a = 1e-5
+    e_r = 1e-4
+
+    table_1 = [
+        dict(F=F_1, x0=x0_1, n=1000, nit=5, nfev=5),
+        dict(F=F_1, x0=x0_1, n=10000, nit=2, nfev=2),
+        dict(F=F_2, x0=x0_2, n=500, nit=11, nfev=11),
+        dict(F=F_2, x0=x0_2, n=2000, nit=11, nfev=11),
+        # dict(F=F_4, x0=x0_4, n=999, nit=243, nfev=1188) removed:
+        # too sensitive to rounding errors
+        # Results from dfsane.f; papers list nit=3, nfev=3
+        dict(F=F_6, x0=x0_6, n=100, nit=6, nfev=6),
+        # Must have n%3==0, typo in papers?
+        dict(F=F_7, x0=x0_7, n=99, nit=23, nfev=29),
+        # Must have n%3==0, typo in papers?
+        dict(F=F_7, x0=x0_7, n=999, nit=23, nfev=29),
+        # Results from dfsane.f; papers list nit=nfev=6?
+        dict(F=F_9, x0=x0_9, n=100, nit=12, nfev=18),
+        dict(F=F_9, x0=x0_9, n=1000, nit=12, nfev=18),
+        # Results from dfsane.f; papers list nit=2, nfev=12
+        dict(F=F_10, x0=x0_10, n=1000, nit=5, nfev=5),
+    ]
+
+    # Check also scaling invariance
+    for xscale, yscale, line_search in itertools.product(
+        [1.0, 1e-10, 1e10], [1.0, 1e-10, 1e10], ['cruz', 'cheng']
+    ):
+        for problem in table_1:
+            n = problem['n']
+            def func(x, n):
+                return yscale * problem['F'](x / xscale, n)
+            args = (n,)
+            x0 = problem['x0'](n) * xscale
+
+            fatol = np.sqrt(n) * e_a * yscale + e_r * np.linalg.norm(func(x0, n))
+
+            sigma_eps = 1e-10 * min(yscale/xscale, xscale/yscale)
+            sigma_0 = xscale/yscale
+
+            with np.errstate(over='ignore'):
+                sol = root(func, x0, args=args,
+                           options=dict(ftol=0, fatol=fatol, maxfev=problem['nfev'] + 1,
+                                        sigma_0=sigma_0, sigma_eps=sigma_eps,
+                                        line_search=line_search),
+                           method='DF-SANE')
+
+            err_msg = repr(
+                [xscale, yscale, line_search, problem, np.linalg.norm(func(sol.x, n)),
+                 fatol, sol.success, sol.nit, sol.nfev]
+            )
+            assert sol.success, err_msg
+            # nfev+1: dfsane.f doesn't count first eval
+            assert sol.nfev <= problem['nfev'] + 1, err_msg
+            assert sol.nit <= problem['nit'], err_msg
+            assert np.linalg.norm(func(sol.x, n)) <= fatol, err_msg
+
+
+def test_complex():
+    def func(z):
+        return z**2 - 1 + 2j
+    x0 = 2.0j
+
+    ftol = 1e-4
+    sol = root(func, x0, tol=ftol, method='DF-SANE')
+
+    assert_(sol.success)
+
+    f0 = np.linalg.norm(func(x0))
+    fx = np.linalg.norm(func(sol.x))
+    assert_(fx <= ftol*f0)
+
+
+def test_linear_definite():
+    # The DF-SANE paper proves convergence for "strongly isolated"
+    # solutions.
+    #
+    # For linear systems F(x) = A x - b = 0, with A positive or
+    # negative definite, the solution is strongly isolated.
+
+    def check_solvability(A, b, line_search='cruz'):
+        def func(x):
+            return A.dot(x) - b
+        xp = np.linalg.solve(A, b)
+        eps = np.linalg.norm(func(xp)) * 1e3
+        sol = root(
+            func, b,
+            options=dict(fatol=eps, ftol=0, maxfev=17523, line_search=line_search),
+            method='DF-SANE',
+        )
+        assert_(sol.success)
+        assert_(np.linalg.norm(func(sol.x)) <= eps)
+
+    n = 90
+
+    # Test linear pos.def. system
+    np.random.seed(1234)
+    A = np.arange(n*n).reshape(n, n)
+    A = A + n*n * np.diag(1 + np.arange(n))
+    assert_(np.linalg.eigvals(A).min() > 0)
+    b = np.arange(n) * 1.0
+    check_solvability(A, b, 'cruz')
+    check_solvability(A, b, 'cheng')
+
+    # Test linear neg.def. system
+    check_solvability(-A, b, 'cruz')
+    check_solvability(-A, b, 'cheng')
+
+
+def test_shape():
+    def f(x, arg):
+        return x - arg
+
+    for dt in [float, complex]:
+        x = np.zeros([2,2])
+        arg = np.ones([2,2], dtype=dt)
+
+        sol = root(f, x, args=(arg,), method='DF-SANE')
+        assert_(sol.success)
+        assert_equal(sol.x.shape, x.shape)
+
+
+# Some of the test functions and initial guesses listed in
+# [W. La Cruz, M. Raydan. Optimization Methods and Software, 18, 583 (2003)]
+
+def F_1(x, n):
+    g = np.zeros([n])
+    i = np.arange(2, n+1)
+    g[0] = exp(x[0] - 1) - 1
+    g[1:] = i*(exp(x[1:] - 1) - x[1:])
+    return g
+
+def x0_1(n):
+    x0 = np.empty([n])
+    x0.fill(n/(n-1))
+    return x0
+
+def F_2(x, n):
+    g = np.zeros([n])
+    i = np.arange(2, n+1)
+    g[0] = exp(x[0]) - 1
+    g[1:] = 0.1*i*(exp(x[1:]) + x[:-1] - 1)
+    return g
+
+def x0_2(n):
+    x0 = np.empty([n])
+    x0.fill(1/n**2)
+    return x0
+
+
+def F_4(x, n):  # skip name check
+    assert_equal(n % 3, 0)
+    g = np.zeros([n])
+    # Note: the first line is typoed in some of the references;
+    # correct in original [Gasparo, Optimization Meth. 13, 79 (2000)]
+    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
+    g[1::3] = (0.48 * x[::3] - 0.72 * x[1::3]**3 + 3.24 * x[1::3]**2 - 4.32 * x[1::3]
+               - x[2::3] + 0.2 * x[2::3]**3 + 2.16)
+    g[2::3] = 1.25 * x[2::3] - 0.25*x[2::3]**3
+    return g
+
+
+def x0_4(n):  # skip name check
+    assert_equal(n % 3, 0)
+    x0 = np.array([-1, 1/2, -1] * (n//3))
+    return x0
+
+def F_6(x, n):
+    c = 0.9
+    mu = (np.arange(1, n+1) - 0.5)/n
+    return x - 1/(1 - c/(2*n) * (mu[:,None]*x / (mu[:,None] + mu)).sum(axis=1))
+
+def x0_6(n):
+    return np.ones([n])
+
+def F_7(x, n):
+    assert_equal(n % 3, 0)
+
+    def phi(t):
+        v = 0.5*t - 2
+        v[t > -1] = ((-592*t**3 + 888*t**2 + 4551*t - 1924)/1998)[t > -1]
+        v[t >= 2] = (0.5*t + 2)[t >= 2]
+        return v
+    g = np.zeros([n])
+    g[::3] = 1e4 * x[1::3]**2 - 1
+    g[1::3] = exp(-x[::3]) + exp(-x[1::3]) - 1.0001
+    g[2::3] = phi(x[2::3])
+    return g
+
+def x0_7(n):
+    assert_equal(n % 3, 0)
+    return np.array([1e-3, 18, 1] * (n//3))
+
+def F_9(x, n):
+    g = np.zeros([n])
+    i = np.arange(2, n)
+    g[0] = x[0]**3/3 + x[1]**2/2
+    g[1:-1] = -x[1:-1]**2/2 + i*x[1:-1]**3/3 + x[2:]**2/2
+    g[-1] = -x[-1]**2/2 + n*x[-1]**3/3
+    return g
+
+def x0_9(n):
+    return np.ones([n])
+
+def F_10(x, n):
+    return np.log(1 + x) - x/n
+
+def x0_10(n):
+    return np.ones([n])

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test_bracket.py

@@ -0,0 +1,780 @@
+import pytest
+
+import numpy as np
+from numpy.testing import assert_array_less, assert_allclose, assert_equal
+
+from scipy.optimize._bracket import _bracket_root, _bracket_minimum, _ELIMITS
+import scipy._lib._elementwise_iterative_method as eim
+from scipy import stats
+
+class TestBracketRoot:
+    @pytest.mark.parametrize("seed", (615655101, 3141866013, 238075752))
+    @pytest.mark.parametrize("use_xmin", (False, True))
+    @pytest.mark.parametrize("other_side", (False, True))
+    @pytest.mark.parametrize("fix_one_side", (False, True))
+    def test_nfev_expected(self, seed, use_xmin, other_side, fix_one_side):
+        # Property-based test to confirm that _bracket_root is behaving as
+        # expected. The basic case is when root < a < b.
+        # The number of times bracket expands (per side) can be found by
+        # setting the expression for the left endpoint of the bracket to the
+        # root of f (x=0), solving for i, and rounding up. The corresponding
+        # lower and upper ends of the bracket are found by plugging this back
+        # into the expression for the ends of the bracket.
+        # `other_side=True` is the case that a < b < root
+        # Special cases like a < root < b are tested separately
+
+        rng = np.random.default_rng(seed)
+        xl0, d, factor = rng.random(size=3) * [1e5, 10, 5]
+        factor = 1 + factor  # factor must be greater than 1
+        xr0 = xl0 + d  # xr0 must be greater than a in basic case
+
+        def f(x):
+            f.count += 1
+            return x  # root is 0
+
+        if use_xmin:
+            xmin = -rng.random()
+            n = np.ceil(np.log(-(xl0 - xmin) / xmin) / np.log(factor))
+            l, u = xmin + (xl0 - xmin)*factor**-n, xmin + (xl0 - xmin)*factor**-(n - 1)
+            kwargs = dict(xl0=xl0, xr0=xr0, factor=factor, xmin=xmin)
+        else:
+            n = np.ceil(np.log(xr0/d) / np.log(factor))
+            l, u = xr0 - d*factor**n, xr0 - d*factor**(n-1)
+            kwargs = dict(xl0=xl0, xr0=xr0, factor=factor)
+
+        if other_side:
+            kwargs['xl0'], kwargs['xr0'] = -kwargs['xr0'], -kwargs['xl0']
+            l, u = -u, -l
+            if 'xmin' in kwargs:
+                kwargs['xmax'] = -kwargs.pop('xmin')
+
+        if fix_one_side:
+            if other_side:
+                kwargs['xmin'] = -xr0
+            else:
+                kwargs['xmax'] = xr0
+
+        f.count = 0
+        res = _bracket_root(f, **kwargs)
+
+        # Compare reported number of function evaluations `nfev` against
+        # reported `nit`, actual function call count `f.count`, and theoretical
+        # number of expansions `n`.
+        # When both sides are free, these get multiplied by 2 because function
+        # is evaluated on the left and the right each iteration.
+        # When one side is fixed, however, we add one: on the right side, the
+        # function gets evaluated once at b.
+        # Add 1 to `n` and `res.nit` because function evaluations occur at
+        # iterations *0*, 1, ..., `n`. Subtract 1 from `f.count` because
+        # function is called separately for left and right in iteration 0.
+        if not fix_one_side:
+            assert res.nfev == 2*(res.nit+1) == 2*(f.count-1) == 2*(n + 1)
+        else:
+            assert res.nfev == (res.nit+1)+1 == (f.count-1)+1 == (n+1)+1
+
+        # Compare reported bracket to theoretical bracket and reported function
+        # values to function evaluated at bracket.
+        bracket = np.asarray([res.xl, res.xr])
+        assert_allclose(bracket, (l, u))
+        f_bracket = np.asarray([res.fl, res.fr])
+        assert_allclose(f_bracket, f(bracket))
+
+        # Check that bracket is valid and that status and success are correct
+        assert res.xr > res.xl
+        signs = np.sign(f_bracket)
+        assert signs[0] == -signs[1]
+        assert res.status == 0
+        assert res.success
+
+    def f(self, q, p):
+        return stats.norm.cdf(q) - p
+
+    @pytest.mark.parametrize('p', [0.6, np.linspace(0.05, 0.95, 10)])
+    @pytest.mark.parametrize('xmin', [-5, None])
+    @pytest.mark.parametrize('xmax', [5, None])
+    @pytest.mark.parametrize('factor', [1.2, 2])
+    def test_basic(self, p, xmin, xmax, factor):
+        # Test basic functionality to bracket root (distribution PPF)
+        res = _bracket_root(self.f, -0.01, 0.01, xmin=xmin, xmax=xmax,
+                            factor=factor, args=(p,))
+        assert_equal(-np.sign(res.fl), np.sign(res.fr))
+
+    @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
+    def test_vectorization(self, shape):
+        # Test for correct functionality, output shapes, and dtypes for various
+        # input shapes.
+        p = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
+        args = (p,)
+        maxiter = 10
+
+        @np.vectorize
+        def bracket_root_single(xl0, xr0, xmin, xmax, factor, p):
+            return _bracket_root(self.f, xl0, xr0, xmin=xmin, xmax=xmax,
+                                 factor=factor, args=(p,),
+                                 maxiter=maxiter)
+
+        def f(*args, **kwargs):
+            f.f_evals += 1
+            return self.f(*args, **kwargs)
+        f.f_evals = 0
+
+        rng = np.random.default_rng(2348234)
+        xl0 = -rng.random(size=shape)
+        xr0 = rng.random(size=shape)
+        xmin, xmax = 1e3*xl0, 1e3*xr0
+        if shape:  # make some elements un
+            i = rng.random(size=shape) > 0.5
+            xmin[i], xmax[i] = -np.inf, np.inf
+        factor = rng.random(size=shape) + 1.5
+        res = _bracket_root(f, xl0, xr0, xmin=xmin, xmax=xmax, factor=factor,
+                            args=args, maxiter=maxiter)
+        refs = bracket_root_single(xl0, xr0, xmin, xmax, factor, p).ravel()
+
+        attrs = ['xl', 'xr', 'fl', 'fr', 'success', 'nfev', 'nit']
+        for attr in attrs:
+            ref_attr = [getattr(ref, attr) for ref in refs]
+            res_attr = getattr(res, attr)
+            assert_allclose(res_attr.ravel(), ref_attr)
+            assert_equal(res_attr.shape, shape)
+
+        assert np.issubdtype(res.success.dtype, np.bool_)
+        if shape:
+            assert np.all(res.success[1:-1])
+        assert np.issubdtype(res.status.dtype, np.integer)
+        assert np.issubdtype(res.nfev.dtype, np.integer)
+        assert np.issubdtype(res.nit.dtype, np.integer)
+        assert_equal(np.max(res.nit), f.f_evals - 2)
+        assert_array_less(res.xl, res.xr)
+        assert_allclose(res.fl, self.f(res.xl, *args))
+        assert_allclose(res.fr, self.f(res.xr, *args))
+
+    def test_flags(self):
+        # Test cases that should produce different status flags; show that all
+        # can be produced simultaneously.
+        def f(xs, js):
+            funcs = [lambda x: x - 1.5,
+                     lambda x: x - 1000,
+                     lambda x: x - 1000,
+                     lambda x: np.nan]
+
+            return [funcs[j](x) for x, j in zip(xs, js)]
+
+        args = (np.arange(4, dtype=np.int64),)
+        res = _bracket_root(f, xl0=[-1, -1, -1, -1], xr0=[1, 1, 1, 1],
+                            xmin=[-np.inf, -1, -np.inf, -np.inf],
+                            xmax=[np.inf, 1, np.inf, np.inf],
+                            args=args, maxiter=3)
+
+        ref_flags = np.array([eim._ECONVERGED,
+                              _ELIMITS,
+                              eim._ECONVERR,
+                              eim._EVALUEERR])
+        assert_equal(res.status, ref_flags)
+
+    @pytest.mark.parametrize("root", (0.622, [0.622, 0.623]))
+    @pytest.mark.parametrize('xmin', [-5, None])
+    @pytest.mark.parametrize('xmax', [5, None])
+    @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
+    def test_dtype(self, root, xmin, xmax, dtype):
+        # Test that dtypes are preserved
+
+        xmin = xmin if xmin is None else dtype(xmin)
+        xmax = xmax if xmax is None else dtype(xmax)
+        root = dtype(root)
+        def f(x, root):
+            return ((x - root) ** 3).astype(dtype)
+
+        bracket = np.asarray([-0.01, 0.01], dtype=dtype)
+        res = _bracket_root(f, *bracket, xmin=xmin, xmax=xmax, args=(root,))
+        assert np.all(res.success)
+        assert res.xl.dtype == res.xr.dtype == dtype
+        assert res.fl.dtype == res.fr.dtype == dtype
+
+    def test_input_validation(self):
+        # Test input validation for appropriate error messages
+
+        message = '`func` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(None, -4, 4)
+
+        message = '...must be numeric and real.'
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4+1j, 4)
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 'hello')
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, xmin=np)
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, xmax=object())
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, factor=sum)
+
+        message = "All elements of `factor` must be greater than 1."
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, factor=0.5)
+
+        message = '`xmin <= xl0 < xr0 <= xmax` must be True'
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, 4, -4)
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, xmax=np.nan)
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, xmin=10)
+
+        message = "shape mismatch: objects cannot be broadcast"
+        # raised by `np.broadcast, but the traceback is readable IMO
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, [-2, -3], [3, 4, 5])
+        # Consider making this give a more readable error message
+        # with pytest.raises(ValueError, match=message):
+        #     _bracket_root(lambda x: [x[0], x[1], x[1]], [-3, -3], [5, 5])
+
+        message = '`maxiter` must be a non-negative integer.'
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, maxiter=1.5)
+        with pytest.raises(ValueError, match=message):
+            _bracket_root(lambda x: x, -4, 4, maxiter=-1)
+
+    def test_special_cases(self):
+        # Test edge cases and other special cases
+
+        # Test that integers are not passed to `f`
+        # (otherwise this would overflow)
+        def f(x):
+            assert np.issubdtype(x.dtype, np.floating)
+            return x ** 99 - 1
+
+        res = _bracket_root(f, -7, 5)
+        assert res.success
+
+        # Test maxiter = 0. Should do nothing to bracket.
+        def f(x):
+            return x - 10
+
+        bracket = (-3, 5)
+        res = _bracket_root(f, *bracket, maxiter=0)
+        assert res.xl, res.xr == bracket
+        assert res.nit == 0
+        assert res.nfev == 2
+        assert res.status == -2
+
+        # Test scalar `args` (not in tuple)
+        def f(x, c):
+            return c*x - 1
+
+        res = _bracket_root(f, -1, 1, args=3)
+        assert res.success
+        assert_allclose(res.fl, f(res.xl, 3))
+
+        # Test other edge cases
+
+        def f(x):
+            f.count += 1
+            return x
+
+        # 1. root lies within guess of bracket
+        f.count = 0
+        _bracket_root(f, -10, 20)
+        assert_equal(f.count, 2)
+
+        # 2. bracket endpoint hits root exactly
+        f.count = 0
+        res = _bracket_root(f, 5, 10, factor=2)
+        bracket = (res.xl, res.xr)
+        assert_equal(res.nfev, 4)
+        assert_allclose(bracket, (0, 5), atol=1e-15)
+
+        # 3. bracket limit hits root exactly
+        with np.errstate(over='ignore'):
+            res = _bracket_root(f, 5, 10, xmin=0)
+        bracket = (res.xl, res.xr)
+        assert_allclose(bracket[0], 0, atol=1e-15)
+        with np.errstate(over='ignore'):
+            res = _bracket_root(f, -10, -5, xmax=0)
+        bracket = (res.xl, res.xr)
+        assert_allclose(bracket[1], 0, atol=1e-15)
+
+        # 4. bracket not within min, max
+        with np.errstate(over='ignore'):
+            res = _bracket_root(f, 5, 10, xmin=1)
+        assert not res.success
+
+
+class TestBracketMinimum:
+    def init_f(self):
+        def f(x, a, b):
+            f.count += 1
+            return (x - a)**2 + b
+        f.count = 0
+        return f
+
+    def assert_valid_bracket(self, result):
+        assert np.all(
+            (result.xl < result.xm) & (result.xm < result.xr)
+        )
+        assert np.all(
+            (result.fl >= result.fm) & (result.fr > result.fm)
+            | (result.fl > result.fm) & (result.fr > result.fm)
+        )
+
+    def get_kwargs(
+            self, *, xl0=None, xr0=None, factor=None, xmin=None, xmax=None, args=()
+    ):
+        names = ("xl0", "xr0", "xmin", "xmax", "factor", "args")
+        return {
+            name: val for name, val in zip(names, (xl0, xr0, xmin, xmax, factor, args))
+            if isinstance(val, np.ndarray) or np.isscalar(val)
+            or val not in [None, ()]
+        }
+
+    @pytest.mark.parametrize(
+        "seed",
+        (
+            307448016549685229886351382450158984917,
+            11650702770735516532954347931959000479,
+            113767103358505514764278732330028568336,
+        )
+    )
+    @pytest.mark.parametrize("use_xmin", (False, True))
+    @pytest.mark.parametrize("other_side", (False, True))
+    def test_nfev_expected(self, seed, use_xmin, other_side):
+        rng = np.random.default_rng(seed)
+        args = (0, 0)  # f(x) = x^2 with minimum at 0
+        # xl0, xm0, xr0 are chosen such that the initial bracket is to
+        # the right of the minimum, and the bracket will expand
+        # downhill towards zero.
+        xl0, d1, d2, factor = rng.random(size=4) * [1e5, 10, 10, 5]
+        xm0 = xl0 + d1
+        xr0 = xm0 + d2
+        # Factor should be greater than one.
+        factor += 1
+
+        if use_xmin:
+            xmin = -rng.random() * 5
+            n = int(np.ceil(np.log(-(xl0 - xmin) / xmin) / np.log(factor)))
+            lower = xmin + (xl0 - xmin)*factor**-n
+            middle = xmin + (xl0 - xmin)*factor**-(n-1)
+            upper = xmin + (xl0 - xmin)*factor**-(n-2) if n > 1 else xm0
+            # It may be the case the lower is below the minimum, but we still
+            # don't have a valid bracket.
+            if middle**2 > lower**2:
+                n += 1
+                lower, middle, upper = (
+                    xmin + (xl0 - xmin)*factor**-n, lower, middle
+                )
+        else:
+            xmin = None
+            n = int(np.ceil(np.log(xl0 / d1) / np.log(factor)))
+            lower = xl0 - d1*factor**n
+            middle = xl0 - d1*factor**(n-1) if n > 1 else xl0
+            upper = xl0 - d1*factor**(n-2) if n > 1 else xm0
+            # It may be the case the lower is below the minimum, but we still
+            # don't have a valid bracket.
+            if middle**2 > lower**2:
+                n += 1
+                lower, middle, upper = (
+                    xl0 - d1*factor**n, lower, middle
+                )
+        f = self.init_f()
+
+        xmax = None
+        if other_side:
+            xl0, xm0, xr0 = -xr0, -xm0, -xl0
+            xmin, xmax = None, -xmin if xmin is not None else None
+            lower, middle, upper = -upper, -middle, -lower
+
+        kwargs = self.get_kwargs(
+            xl0=xl0, xr0=xr0, xmin=xmin, xmax=xmax, factor=factor, args=args
+        )
+        result = _bracket_minimum(f, xm0, **kwargs)
+
+        # Check that `nfev` and `nit` have the correct relationship
+        assert result.nfev == result.nit + 3
+        # Check that `nfev` reports the correct number of function evaluations.
+        assert result.nfev == f.count
+        # Check that the number of iterations matches the theoretical value.
+        assert result.nit == n
+
+        # Compare reported bracket to theoretical bracket and reported function
+        # values to function evaluated at bracket.
+        bracket = np.asarray([result.xl, result.xm, result.xr])
+        assert_allclose(bracket, (lower, middle, upper))
+        f_bracket = np.asarray([result.fl, result.fm, result.fr])
+        assert_allclose(f_bracket, f(bracket, *args))
+
+        self.assert_valid_bracket(result)
+        assert result.status == 0
+        assert result.success
+
+    def test_flags(self):
+        # Test cases that should produce different status flags; show that all
+        # can be produced simultaneously
+        def f(xs, js):
+            funcs = [lambda x: (x - 1.5)**2,
+                     lambda x: x,
+                     lambda x: x,
+                     lambda x: np.nan]
+            return [funcs[j](x) for x, j in zip(xs, js)]
+
+        args = (np.arange(4, dtype=np.int64),)
+        xl0, xm0, xr0 = np.full(4, -1.0), np.full(4, 0.0), np.full(4, 1.0)
+        result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0,
+                                  xmin=[-np.inf, -1.0, -np.inf, -np.inf],
+                                  args=args, maxiter=3)
+
+        reference_flags = np.array([eim._ECONVERGED, _ELIMITS,
+                                    eim._ECONVERR, eim._EVALUEERR])
+        assert_equal(result.status, reference_flags)
+
+    @pytest.mark.parametrize("minimum", (0.622, [0.622, 0.623]))
+    @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
+    @pytest.mark.parametrize("xmin", [-5, None])
+    @pytest.mark.parametrize("xmax", [5, None])
+    def test_dtypes(self, minimum, xmin, xmax, dtype):
+        xmin = xmin if xmin is None else dtype(xmin)
+        xmax = xmax if xmax is None else dtype(xmax)
+        minimum = dtype(minimum)
+
+        def f(x, minimum):
+            return ((x - minimum)**2).astype(dtype)
+
+        xl0, xm0, xr0 = np.array([-0.01, 0.0, 0.01], dtype=dtype)
+        result = _bracket_minimum(
+            f, xm0, xl0=xl0, xr0=xr0, xmin=xmin, xmax=xmax, args=(minimum, )
+        )
+        assert np.all(result.success)
+        assert result.xl.dtype == result.xm.dtype == result.xr.dtype == dtype
+        assert result.fl.dtype == result.fm.dtype == result.fr.dtype == dtype
+
+    def test_input_validation(self):
+        # Test input validation for appropriate error messages
+
+        message = '`func` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(None, -4, xl0=4)
+
+        message = '...must be numeric and real.'
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, 4+1j)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xl0='hello')
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xmin=np)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xmax=object())
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, factor=sum)
+
+        message = "All elements of `factor` must be greater than 1."
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x, -4, factor=0.5)
+
+        message = '`xmin <= xl0 < xm0 < xr0 <= xmax` must be True'
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, 4, xl0=6)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xr0=-6)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xl0=-3, xr0=-2)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xl0=-6, xr0=-5)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xl0=-np.nan)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xr0=np.nan)
+
+        message = "shape mismatch: objects cannot be broadcast"
+        # raised by `np.broadcast, but the traceback is readable IMO
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, [-2, -3], xl0=[-3, -4, -5])
+
+        message = '`maxiter` must be a non-negative integer.'
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xr0=4, maxiter=1.5)
+        with pytest.raises(ValueError, match=message):
+            _bracket_minimum(lambda x: x**2, -4, xr0=4, maxiter=-1)
+
+    @pytest.mark.parametrize("xl0", [0.0, None])
+    @pytest.mark.parametrize("xm0", (0.05, 0.1, 0.15))
+    @pytest.mark.parametrize("xr0", (0.2, 0.4, 0.6, None))
+    # Minimum is ``a`` for each tuple ``(a, b)`` below. Tests cases where minimum
+    # is within, or at varying disances to the left or right of the initial
+    # bracket.
+    @pytest.mark.parametrize(
+        "args",
+        (
+            (1.2, 0), (-0.5, 0), (0.1, 0), (0.2, 0), (3.6, 0), (21.4, 0),
+            (121.6, 0), (5764.1, 0), (-6.4, 0), (-12.9, 0), (-146.2, 0)
+        )
+    )
+    def test_scalar_no_limits(self, xl0, xm0, xr0, args):
+        f = self.init_f()
+        kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, args=args)
+        result = _bracket_minimum(f, xm0, **kwargs)
+        self.assert_valid_bracket(result)
+        assert result.status == 0
+        assert result.success
+        assert result.nfev == f.count
+
+    @pytest.mark.parametrize(
+        # xmin is set at 0.0 in all cases.
+        "xl0,xm0,xr0,xmin",
+        (
+            # Initial bracket at varying distances from the xmin.
+            (0.5, 0.75, 1.0, 0.0),
+            (1.0, 2.5, 4.0, 0.0),
+            (2.0, 4.0, 6.0, 0.0),
+            (12.0, 16.0, 20.0, 0.0),
+            # Test default initial left endpoint selection. It should not
+            # be below xmin.
+            (None, 0.75, 1.0, 0.0),
+            (None, 2.5, 4.0, 0.0),
+            (None, 4.0, 6.0, 0.0),
+            (None, 16.0, 20.0, 0.0),
+        )
+    )
+    @pytest.mark.parametrize(
+        "args", (
+            (0.0, 0.0), # Minimum is directly at xmin.
+            (1e-300, 0.0), # Minimum is extremely close to xmin.
+            (1e-20, 0.0), # Minimum is very close to xmin.
+            # Minimum at varying distances from xmin.
+            (0.1, 0.0),
+            (0.2, 0.0),
+            (0.4, 0.0)
+        )
+    )
+    def test_scalar_with_limit_left(self, xl0, xm0, xr0, xmin, args):
+        f = self.init_f()
+        kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, xmin=xmin, args=args)
+        result = _bracket_minimum(f, xm0, **kwargs)
+        self.assert_valid_bracket(result)
+        assert result.status == 0
+        assert result.success
+        assert result.nfev == f.count
+
+    @pytest.mark.parametrize(
+        #xmax is set to 1.0 in all cases.
+        "xl0,xm0,xr0,xmax",
+        (
+            # Bracket at varying distances from xmax.
+            (0.2, 0.3, 0.4, 1.0),
+            (0.05, 0.075, 0.1, 1.0),
+            (-0.2, -0.1, 0.0, 1.0),
+            (-21.2, -17.7, -14.2, 1.0),
+            # Test default right endpoint selection. It should not exceed xmax.
+            (0.2, 0.3, None, 1.0),
+            (0.05, 0.075, None, 1.0),
+            (-0.2, -0.1, None, 1.0),
+            (-21.2, -17.7, None, 1.0),
+        )
+    )
+    @pytest.mark.parametrize(
+        "args", (
+            (0.9999999999999999, 0.0), # Minimum very close to xmax.
+            # Minimum at varying distances from xmax.
+            (0.9, 0.0),
+            (0.7, 0.0),
+            (0.5, 0.0)
+        )
+    )
+    def test_scalar_with_limit_right(self, xl0, xm0, xr0, xmax, args):
+        f = self.init_f()
+        kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, xmax=xmax, args=args)
+        result = _bracket_minimum(f, xm0, **kwargs)
+        self.assert_valid_bracket(result)
+        assert result.status == 0
+        assert result.success
+        assert result.nfev == f.count
+
+    @pytest.mark.parametrize(
+        "xl0,xm0,xr0,xmin,xmax,args",
+        (
+            (   # Case 1:
+                # Initial bracket.
+                0.2, 
+                0.3,
+                0.4,
+                # Function slopes down to the right from the bracket to a minimum
+                # at 1.0. xmax is also at 1.0
+                None, 
+                1.0,
+                (1.0, 0.0)
+            ),
+            (   # Case 2:
+                # Initial bracket.
+                1.4,
+                1.95,
+                2.5,
+                # Function slopes down to the left from the bracket to a minimum at
+                # 0.3 with xmin set to 0.3.
+                0.3,
+                None,
+                (0.3, 0.0)
+            ),
+            (
+                # Case 3:
+                # Initial bracket.
+                2.6,
+                3.25,
+                3.9,
+                # Function slopes down and to the right to a minimum at 99.4 with xmax
+                # at 99.4. Tests case where minimum is at xmax relatively further from
+                # the bracket.
+                None,
+                99.4,
+                (99.4, 0)
+            ),
+            (
+                # Case 4:
+                # Initial bracket.
+                4,
+                4.5,
+                5,
+                # Function slopes down and to the left away from the bracket with a
+                # minimum at -26.3 with xmin set to -26.3. Tests case where minimum is
+                # at xmin relatively far from the bracket.
+                -26.3,
+                None,
+                (-26.3, 0)
+            ),
+            (
+                # Case 5:
+                # Similar to Case 1 above, but tests default values of xl0 and xr0.
+                None,
+                0.3,
+                None,
+                None,
+                1.0,
+                (1.0, 0.0)
+            ),
+            (   # Case 6:
+                # Similar to Case 2 above, but tests default values of xl0 and xr0.
+                None,
+                1.95,
+                None,
+                0.3,
+                None,
+                (0.3, 0.0)
+            ),
+            (
+                # Case 7:
+                # Similar to Case 3 above, but tests default values of xl0 and xr0.
+                None,
+                3.25,
+                None,
+                None,
+                99.4,
+                (99.4, 0)
+            ),
+            (
+                # Case 8:
+                # Similar to Case 4 above, but tests default values of xl0 and xr0.
+                None,
+                4.5,
+                None,
+                -26.3,
+                None,
+                (-26.3, 0)
+            ),
+        )
+    )
+    def test_minimum_at_boundary_point(self, xl0, xm0, xr0, xmin, xmax, args):
+        f = self.init_f()
+        kwargs = self.get_kwargs(xr0=xr0, xmin=xmin, xmax=xmax, args=args)
+        result = _bracket_minimum(f, xm0, **kwargs)
+        assert result.status == -1
+        assert args[0] in (result.xl, result.xr)
+        assert result.nfev == f.count
+
+    @pytest.mark.parametrize('shape', [tuple(), (12, ), (3, 4), (3, 2, 2)])
+    def test_vectorization(self, shape):
+        # Test for correct functionality, output shapes, and dtypes for
+        # various input shapes.
+        a = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
+        args = (a, 0.0)
+        maxiter = 10
+
+        @np.vectorize
+        def bracket_minimum_single(xm0, xl0, xr0, xmin, xmax, factor, a):
+            return _bracket_minimum(self.init_f(), xm0, xl0=xl0, xr0=xr0, xmin=xmin,
+                                    xmax=xmax, factor=factor, maxiter=maxiter,
+                                    args=(a, 0.0))
+
+        f = self.init_f()
+
+        rng = np.random.default_rng(2348234)
+        xl0 = -rng.random(size=shape)
+        xr0 = rng.random(size=shape)
+        xm0 = xl0 + rng.random(size=shape) * (xr0 - xl0)
+        xmin, xmax = 1e3*xl0, 1e3*xr0
+        if shape:  # make some elements un
+            i = rng.random(size=shape) > 0.5
+            xmin[i], xmax[i] = -np.inf, np.inf
+        factor = rng.random(size=shape) + 1.5
+        res = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, xmin=xmin, xmax=xmax,
+                               factor=factor, args=args, maxiter=maxiter)
+        refs = bracket_minimum_single(xm0, xl0, xr0, xmin, xmax, factor, a).ravel()
+
+        attrs = ['xl', 'xm', 'xr', 'fl', 'fm', 'fr', 'success', 'nfev', 'nit']
+        for attr in attrs:
+            ref_attr = [getattr(ref, attr) for ref in refs]
+            res_attr = getattr(res, attr)
+            assert_allclose(res_attr.ravel(), ref_attr)
+            assert_equal(res_attr.shape, shape)
+
+        assert np.issubdtype(res.success.dtype, np.bool_)
+        if shape:
+            assert np.all(res.success[1:-1])
+        assert np.issubdtype(res.status.dtype, np.integer)
+        assert np.issubdtype(res.nfev.dtype, np.integer)
+        assert np.issubdtype(res.nit.dtype, np.integer)
+        assert_equal(np.max(res.nit), f.count - 3)
+        self.assert_valid_bracket(res)
+        assert_allclose(res.fl, f(res.xl, *args))
+        assert_allclose(res.fm, f(res.xm, *args))
+        assert_allclose(res.fr, f(res.xr, *args))
+
+    def test_special_cases(self):
+        # Test edge cases and other special cases.
+
+        # Test that integers are not passed to `f`
+        # (otherwise this would overflow)
+        def f(x):
+            assert np.issubdtype(x.dtype, np.floating)
+            return x ** 98 - 1
+
+        result = _bracket_minimum(f, -7, xr0=5)
+        assert result.success
+
+        # Test maxiter = 0. Should do nothing to bracket.
+        def f(x):
+            return x**2 - 10
+
+        xl0, xm0, xr0 = -3, -1, 2
+        result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, maxiter=0)
+        assert_equal([result.xl, result.xm, result.xr], [xl0, xm0, xr0])
+
+        # Test scalar `args` (not in tuple)
+        def f(x, c):
+            return c*x**2 - 1
+
+        result = _bracket_minimum(f, -1, args=3)
+        assert result.success
+        assert_allclose(result.fl, f(result.xl, 3))
+
+        # Initial bracket is valid.
+        f = self.init_f()
+        xl0, xm0, xr0 = [-1.0, -0.2, 1.0]
+        args = (0, 0)
+        result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, args=args)
+        assert f.count == 3
+
+        assert_equal(
+            [result.xl, result.xm, result.xr],
+            [xl0, xm0, xr0],
+        )
+        assert_equal(
+            [result.fl, result.fm, result.fr],
+            [f(xl0, *args), f(xm0, *args), f(xr0, *args)],
+        )

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test_chandrupatla.py

@@ -0,0 +1,827 @@
+import pytest
+import numpy as np
+from numpy.testing import assert_allclose, assert_equal, assert_array_less
+
+from scipy import stats
+import scipy._lib._elementwise_iterative_method as eim
+
+from scipy.optimize._chandrupatla import (_chandrupatla_minimize,
+                                          _chandrupatla as _chandrupatla_root)
+from scipy.optimize._tstutils import _CHANDRUPATLA_TESTS
+
+from itertools import permutations
+from .test_zeros import TestScalarRootFinders
+
+def f1(x):
+    return 100*(1 - x**3.)**2 + (1-x**2.) + 2*(1-x)**2.
+
+
+def f2(x):
+    return 5 + (x - 2.)**6
+
+
+def f3(x):
+    return np.exp(x) - 5*x
+
+
+def f4(x):
+    return x**5. - 5*x**3. - 20.*x + 5.
+
+
+def f5(x):
+    return 8*x**3 - 2*x**2 - 7*x + 3
+
+
+def _bracket_minimum(func, x1, x2):
+    phi = 1.61803398875
+    maxiter = 100
+    f1 = func(x1)
+    f2 = func(x2)
+    step = x2 - x1
+    x1, x2, f1, f2, step = ((x2, x1, f2, f1, -step) if f2 > f1
+                            else (x1, x2, f1, f2, step))
+
+    for i in range(maxiter):
+        step *= phi
+        x3 = x2 + step
+        f3 = func(x3)
+        if f3 < f2:
+            x1, x2, f1, f2 = x2, x3, f2, f3
+        else:
+            break
+    return x1, x2, x3, f1, f2, f3
+
+
+cases = [
+    (f1, -1, 11),
+    (f1, -2, 13),
+    (f1, -4, 13),
+    (f1, -8, 15),
+    (f1, -16, 16),
+    (f1, -32, 19),
+    (f1, -64, 20),
+    (f1, -128, 21),
+    (f1, -256, 21),
+    (f1, -512, 19),
+    (f1, -1024, 24),
+    (f2, -1, 8),
+    (f2, -2, 6),
+    (f2, -4, 6),
+    (f2, -8, 7),
+    (f2, -16, 8),
+    (f2, -32, 8),
+    (f2, -64, 9),
+    (f2, -128, 11),
+    (f2, -256, 13),
+    (f2, -512, 12),
+    (f2, -1024, 13),
+    (f3, -1, 11),
+    (f3, -2, 11),
+    (f3, -4, 11),
+    (f3, -8, 10),
+    (f3, -16, 14),
+    (f3, -32, 12),
+    (f3, -64, 15),
+    (f3, -128, 18),
+    (f3, -256, 18),
+    (f3, -512, 19),
+    (f3, -1024, 19),
+    (f4, -0.05, 9),
+    (f4, -0.10, 11),
+    (f4, -0.15, 11),
+    (f4, -0.20, 11),
+    (f4, -0.25, 11),
+    (f4, -0.30, 9),
+    (f4, -0.35, 9),
+    (f4, -0.40, 9),
+    (f4, -0.45, 10),
+    (f4, -0.50, 10),
+    (f4, -0.55, 10),
+    (f5, -0.05, 6),
+    (f5, -0.10, 7),
+    (f5, -0.15, 8),
+    (f5, -0.20, 10),
+    (f5, -0.25, 9),
+    (f5, -0.30, 8),
+    (f5, -0.35, 7),
+    (f5, -0.40, 7),
+    (f5, -0.45, 9),
+    (f5, -0.50, 9),
+    (f5, -0.55, 8)
+]
+
+
+class TestChandrupatlaMinimize:
+
+    def f(self, x, loc):
+        dist = stats.norm()
+        return -dist.pdf(x - loc)
+
+    @pytest.mark.parametrize('loc', [0.6, np.linspace(-1.05, 1.05, 10)])
+    def test_basic(self, loc):
+        # Find mode of normal distribution. Compare mode against location
+        # parameter and value of pdf at mode against expected pdf.
+        res = _chandrupatla_minimize(self.f, -5, 0, 5, args=(loc,))
+        ref = loc
+        np.testing.assert_allclose(res.x, ref, rtol=1e-6)
+        np.testing.assert_allclose(res.fun, -stats.norm.pdf(0), atol=0, rtol=0)
+        assert res.x.shape == np.shape(ref)
+
+    @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
+    def test_vectorization(self, shape):
+        # Test for correct functionality, output shapes, and dtypes for various
+        # input shapes.
+        loc = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
+        args = (loc,)
+
+        @np.vectorize
+        def chandrupatla_single(loc_single):
+            return _chandrupatla_minimize(self.f, -5, 0, 5, args=(loc_single,))
+
+        def f(*args, **kwargs):
+            f.f_evals += 1
+            return self.f(*args, **kwargs)
+        f.f_evals = 0
+
+        res = _chandrupatla_minimize(f, -5, 0, 5, args=args)
+        refs = chandrupatla_single(loc).ravel()
+
+        ref_x = [ref.x for ref in refs]
+        assert_allclose(res.x.ravel(), ref_x)
+        assert_equal(res.x.shape, shape)
+
+        ref_fun = [ref.fun for ref in refs]
+        assert_allclose(res.fun.ravel(), ref_fun)
+        assert_equal(res.fun.shape, shape)
+        assert_equal(res.fun, self.f(res.x, *args))
+
+        ref_success = [ref.success for ref in refs]
+        assert_equal(res.success.ravel(), ref_success)
+        assert_equal(res.success.shape, shape)
+        assert np.issubdtype(res.success.dtype, np.bool_)
+
+        ref_flag = [ref.status for ref in refs]
+        assert_equal(res.status.ravel(), ref_flag)
+        assert_equal(res.status.shape, shape)
+        assert np.issubdtype(res.status.dtype, np.integer)
+
+        ref_nfev = [ref.nfev for ref in refs]
+        assert_equal(res.nfev.ravel(), ref_nfev)
+        assert_equal(np.max(res.nfev), f.f_evals)
+        assert_equal(res.nfev.shape, res.fun.shape)
+        assert np.issubdtype(res.nfev.dtype, np.integer)
+
+        ref_nit = [ref.nit for ref in refs]
+        assert_equal(res.nit.ravel(), ref_nit)
+        assert_equal(np.max(res.nit), f.f_evals-3)
+        assert_equal(res.nit.shape, res.fun.shape)
+        assert np.issubdtype(res.nit.dtype, np.integer)
+
+        ref_xl = [ref.xl for ref in refs]
+        assert_allclose(res.xl.ravel(), ref_xl)
+        assert_equal(res.xl.shape, shape)
+
+        ref_xm = [ref.xm for ref in refs]
+        assert_allclose(res.xm.ravel(), ref_xm)
+        assert_equal(res.xm.shape, shape)
+
+        ref_xr = [ref.xr for ref in refs]
+        assert_allclose(res.xr.ravel(), ref_xr)
+        assert_equal(res.xr.shape, shape)
+
+        ref_fl = [ref.fl for ref in refs]
+        assert_allclose(res.fl.ravel(), ref_fl)
+        assert_equal(res.fl.shape, shape)
+        assert_allclose(res.fl, self.f(res.xl, *args))
+
+        ref_fm = [ref.fm for ref in refs]
+        assert_allclose(res.fm.ravel(), ref_fm)
+        assert_equal(res.fm.shape, shape)
+        assert_allclose(res.fm, self.f(res.xm, *args))
+
+        ref_fr = [ref.fr for ref in refs]
+        assert_allclose(res.fr.ravel(), ref_fr)
+        assert_equal(res.fr.shape, shape)
+        assert_allclose(res.fr, self.f(res.xr, *args))
+
+    def test_flags(self):
+        # Test cases that should produce different status flags; show that all
+        # can be produced simultaneously.
+        def f(xs, js):
+            funcs = [lambda x: (x - 2.5) ** 2,
+                     lambda x: x - 10,
+                     lambda x: (x - 2.5) ** 4,
+                     lambda x: np.nan]
+
+            return [funcs[j](x) for x, j in zip(xs, js)]
+
+        args = (np.arange(4, dtype=np.int64),)
+
+        res = _chandrupatla_minimize(f, [0]*4, [2]*4, [np.pi]*4, args=args,
+                                     maxiter=10)
+
+        ref_flags = np.array([eim._ECONVERGED,
+                              eim._ESIGNERR,
+                              eim._ECONVERR,
+                              eim._EVALUEERR])
+        assert_equal(res.status, ref_flags)
+
+    def test_convergence(self):
+        # Test that the convergence tolerances behave as expected
+        rng = np.random.default_rng(2585255913088665241)
+        p = rng.random(size=3)
+        bracket = (-5, 0, 5)
+        args = (p,)
+        kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0)
+
+        kwargs = kwargs0.copy()
+        kwargs['xatol'] = 1e-3
+        res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        j1 = abs(res1.xr - res1.xl)
+        assert_array_less(j1, 4*kwargs['xatol'])
+        kwargs['xatol'] = 1e-6
+        res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        j2 = abs(res2.xr - res2.xl)
+        assert_array_less(j2, 4*kwargs['xatol'])
+        assert_array_less(j2, j1)
+
+        kwargs = kwargs0.copy()
+        kwargs['xrtol'] = 1e-3
+        res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        j1 = abs(res1.xr - res1.xl)
+        assert_array_less(j1, 4*kwargs['xrtol']*abs(res1.x))
+        kwargs['xrtol'] = 1e-6
+        res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        j2 = abs(res2.xr - res2.xl)
+        assert_array_less(j2, 4*kwargs['xrtol']*abs(res2.x))
+        assert_array_less(j2, j1)
+
+        kwargs = kwargs0.copy()
+        kwargs['fatol'] = 1e-3
+        res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        h1 = abs(res1.fl - 2 * res1.fm + res1.fr)
+        assert_array_less(h1, 2*kwargs['fatol'])
+        kwargs['fatol'] = 1e-6
+        res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        h2 = abs(res2.fl - 2 * res2.fm + res2.fr)
+        assert_array_less(h2, 2*kwargs['fatol'])
+        assert_array_less(h2, h1)
+
+        kwargs = kwargs0.copy()
+        kwargs['frtol'] = 1e-3
+        res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        h1 = abs(res1.fl - 2 * res1.fm + res1.fr)
+        assert_array_less(h1, 2*kwargs['frtol']*abs(res1.fun))
+        kwargs['frtol'] = 1e-6
+        res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
+        h2 = abs(res2.fl - 2 * res2.fm + res2.fr)
+        assert_array_less(h2, 2*kwargs['frtol']*abs(res2.fun))
+        assert_array_less(h2, h1)
+
+    def test_maxiter_callback(self):
+        # Test behavior of `maxiter` parameter and `callback` interface
+        loc = 0.612814
+        bracket = (-5, 0, 5)
+        maxiter = 5
+
+        res = _chandrupatla_minimize(self.f, *bracket, args=(loc,),
+                                     maxiter=maxiter)
+        assert not np.any(res.success)
+        assert np.all(res.nfev == maxiter+3)
+        assert np.all(res.nit == maxiter)
+
+        def callback(res):
+            callback.iter += 1
+            callback.res = res
+            assert hasattr(res, 'x')
+            if callback.iter == 0:
+                # callback is called once with initial bracket
+                assert (res.xl, res.xm, res.xr) == bracket
+            else:
+                changed_xr = (res.xl == callback.xl) & (res.xr != callback.xr)
+                changed_xl = (res.xl != callback.xl) & (res.xr == callback.xr)
+                assert np.all(changed_xr | changed_xl)
+
+            callback.xl = res.xl
+            callback.xr = res.xr
+            assert res.status == eim._EINPROGRESS
+            assert_equal(self.f(res.xl, loc), res.fl)
+            assert_equal(self.f(res.xm, loc), res.fm)
+            assert_equal(self.f(res.xr, loc), res.fr)
+            assert_equal(self.f(res.x, loc), res.fun)
+            if callback.iter == maxiter:
+                raise StopIteration
+
+        callback.xl = np.nan
+        callback.xr = np.nan
+        callback.iter = -1  # callback called once before first iteration
+        callback.res = None
+
+        res2 = _chandrupatla_minimize(self.f, *bracket, args=(loc,),
+                                      callback=callback)
+
+        # terminating with callback is identical to terminating due to maxiter
+        # (except for `status`)
+        for key in res.keys():
+            if key == 'status':
+                assert res[key] == eim._ECONVERR
+                assert callback.res[key] == eim._EINPROGRESS
+                assert res2[key] == eim._ECALLBACK
+            else:
+                assert res2[key] == callback.res[key] == res[key]
+
+    @pytest.mark.parametrize('case', cases)
+    def test_nit_expected(self, case):
+        # Test that `_chandrupatla` implements Chandrupatla's algorithm:
+        # in all 55 test cases, the number of iterations performed
+        # matches the number reported in the original paper.
+        func, x1, nit = case
+
+        # Find bracket using the algorithm in the paper
+        step = 0.2
+        x2 = x1 + step
+        x1, x2, x3, f1, f2, f3 = _bracket_minimum(func, x1, x2)
+
+        # Use tolerances from original paper
+        xatol = 0.0001
+        fatol = 0.000001
+        xrtol = 1e-16
+        frtol = 1e-16
+
+        res = _chandrupatla_minimize(func, x1, x2, x3, xatol=xatol,
+                                     fatol=fatol, xrtol=xrtol, frtol=frtol)
+        assert_equal(res.nit, nit)
+
+    @pytest.mark.parametrize("loc", (0.65, [0.65, 0.7]))
+    @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
+    def test_dtype(self, loc, dtype):
+        # Test that dtypes are preserved
+
+        loc = dtype(loc)
+
+        def f(x, loc):
+            assert x.dtype == dtype
+            return ((x - loc) ** 2).astype(dtype)
+
+        res = _chandrupatla_minimize(f, dtype(-3), dtype(1), dtype(5),
+                                     args=(loc,))
+        assert res.x.dtype == dtype
+        assert_allclose(res.x, loc, rtol=np.sqrt(np.finfo(dtype).eps))
+
+    def test_input_validation(self):
+        # Test input validation for appropriate error messages
+
+        message = '`func` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(None, -4, 0, 4)
+
+        message = 'Abscissae and function output must be real numbers.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4+1j, 0, 4)
+
+        message = "shape mismatch: objects cannot be broadcast"
+        # raised by `np.broadcast, but the traceback is readable IMO
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, [-2, -3], [0, 0], [3, 4, 5])
+
+        message = "The shape of the array returned by `func` must be the same"
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: [x[0], x[1], x[1]], [-3, -3],
+                                   [0, 0], [5, 5])
+
+        message = 'Tolerances must be non-negative scalars.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4, 0, 4, xatol=-1)
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4, 0, 4, xrtol=np.nan)
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4, 0, 4, fatol='ekki')
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4, 0, 4, frtol=np.nan)
+
+        message = '`maxiter` must be a non-negative integer.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4, 0, 4, maxiter=1.5)
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4, 0, 4, maxiter=-1)
+
+        message = '`callback` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_minimize(lambda x: x, -4, 0, 4, callback='shrubbery')
+
+    def test_bracket_order(self):
+        # Confirm that order of points in bracket doesn't matter
+        loc = np.linspace(-1, 1, 6)[:, np.newaxis]
+        brackets = np.array(list(permutations([-5, 0, 5]))).T
+        res = _chandrupatla_minimize(self.f, *brackets, args=(loc,))
+        assert np.all(np.isclose(res.x, loc) | (res.fun == self.f(loc, loc)))
+        ref = res.x[:, 0]  # all columns should be the same
+        assert_allclose(*np.broadcast_arrays(res.x.T, ref), rtol=1e-15)
+
+    def test_special_cases(self):
+        # Test edge cases and other special cases
+
+        # Test that integers are not passed to `f`
+        # (otherwise this would overflow)
+        def f(x):
+            assert np.issubdtype(x.dtype, np.floating)
+            return (x-1) ** 100
+
+        with np.errstate(invalid='ignore'):
+            res = _chandrupatla_minimize(f, -7, 0, 8, fatol=0, frtol=0)
+        assert res.success
+        assert_allclose(res.x, 1, rtol=1e-3)
+        assert_equal(res.fun, 0)
+
+        # Test that if all elements of bracket equal minimizer, algorithm
+        # reports convergence
+        def f(x):
+            return (x-1)**2
+
+        res = _chandrupatla_minimize(f, 1, 1, 1)
+        assert res.success
+        assert_equal(res.x, 1)
+
+        # Test maxiter = 0. Should do nothing to bracket.
+        def f(x):
+            return (x-1)**2
+
+        bracket = (-3, 1.1, 5)
+        res = _chandrupatla_minimize(f, *bracket, maxiter=0)
+        assert res.xl, res.xr == bracket
+        assert res.nit == 0
+        assert res.nfev == 3
+        assert res.status == -2
+        assert res.x == 1.1  # best so far
+
+        # Test scalar `args` (not in tuple)
+        def f(x, c):
+            return (x-c)**2 - 1
+
+        res = _chandrupatla_minimize(f, -1, 0, 1, args=1/3)
+        assert_allclose(res.x, 1/3)
+
+        # Test zero tolerances
+        # TODO: fatol/frtol = 0?
+        def f(x):
+            return -np.sin(x)
+
+        res = _chandrupatla_minimize(f, 0, 1, np.pi, xatol=0, xrtol=0,
+                                     fatol=0, frtol=0)
+        assert res.success
+        # found a minimum exactly (according to floating point arithmetic)
+        assert res.xl < res.xm < res.xr
+        assert f(res.xl) == f(res.xm) == f(res.xr)
+
+
+class TestChandrupatla(TestScalarRootFinders):
+
+    def f(self, q, p):
+        return stats.norm.cdf(q) - p
+
+    @pytest.mark.parametrize('p', [0.6, np.linspace(-0.05, 1.05, 10)])
+    def test_basic(self, p):
+        # Invert distribution CDF and compare against distrtibution `ppf`
+        res = _chandrupatla_root(self.f, -5, 5, args=(p,))
+        ref = stats.norm().ppf(p)
+        np.testing.assert_allclose(res.x, ref)
+        assert res.x.shape == ref.shape
+
+    @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
+    def test_vectorization(self, shape):
+        # Test for correct functionality, output shapes, and dtypes for various
+        # input shapes.
+        p = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
+        args = (p,)
+
+        @np.vectorize
+        def chandrupatla_single(p):
+            return _chandrupatla_root(self.f, -5, 5, args=(p,))
+
+        def f(*args, **kwargs):
+            f.f_evals += 1
+            return self.f(*args, **kwargs)
+        f.f_evals = 0
+
+        res = _chandrupatla_root(f, -5, 5, args=args)
+        refs = chandrupatla_single(p).ravel()
+
+        ref_x = [ref.x for ref in refs]
+        assert_allclose(res.x.ravel(), ref_x)
+        assert_equal(res.x.shape, shape)
+
+        ref_fun = [ref.fun for ref in refs]
+        assert_allclose(res.fun.ravel(), ref_fun)
+        assert_equal(res.fun.shape, shape)
+        assert_equal(res.fun, self.f(res.x, *args))
+
+        ref_success = [ref.success for ref in refs]
+        assert_equal(res.success.ravel(), ref_success)
+        assert_equal(res.success.shape, shape)
+        assert np.issubdtype(res.success.dtype, np.bool_)
+
+        ref_flag = [ref.status for ref in refs]
+        assert_equal(res.status.ravel(), ref_flag)
+        assert_equal(res.status.shape, shape)
+        assert np.issubdtype(res.status.dtype, np.integer)
+
+        ref_nfev = [ref.nfev for ref in refs]
+        assert_equal(res.nfev.ravel(), ref_nfev)
+        assert_equal(np.max(res.nfev), f.f_evals)
+        assert_equal(res.nfev.shape, res.fun.shape)
+        assert np.issubdtype(res.nfev.dtype, np.integer)
+
+        ref_nit = [ref.nit for ref in refs]
+        assert_equal(res.nit.ravel(), ref_nit)
+        assert_equal(np.max(res.nit), f.f_evals-2)
+        assert_equal(res.nit.shape, res.fun.shape)
+        assert np.issubdtype(res.nit.dtype, np.integer)
+
+        ref_xl = [ref.xl for ref in refs]
+        assert_allclose(res.xl.ravel(), ref_xl)
+        assert_equal(res.xl.shape, shape)
+
+        ref_xr = [ref.xr for ref in refs]
+        assert_allclose(res.xr.ravel(), ref_xr)
+        assert_equal(res.xr.shape, shape)
+
+        assert_array_less(res.xl, res.xr)
+        finite = np.isfinite(res.x)
+        assert np.all((res.x[finite] == res.xl[finite])
+                      | (res.x[finite] == res.xr[finite]))
+
+        ref_fl = [ref.fl for ref in refs]
+        assert_allclose(res.fl.ravel(), ref_fl)
+        assert_equal(res.fl.shape, shape)
+        assert_allclose(res.fl, self.f(res.xl, *args))
+
+        ref_fr = [ref.fr for ref in refs]
+        assert_allclose(res.fr.ravel(), ref_fr)
+        assert_equal(res.fr.shape, shape)
+        assert_allclose(res.fr, self.f(res.xr, *args))
+
+        assert np.all(np.abs(res.fun[finite]) ==
+                      np.minimum(np.abs(res.fl[finite]),
+                                 np.abs(res.fr[finite])))
+
+    def test_flags(self):
+        # Test cases that should produce different status flags; show that all
+        # can be produced simultaneously.
+        def f(xs, js):
+            funcs = [lambda x: x - 2.5,
+                     lambda x: x - 10,
+                     lambda x: (x - 0.1)**3,
+                     lambda x: np.nan]
+            return [funcs[j](x) for x, j in zip(xs, js)]
+
+        args = (np.arange(4, dtype=np.int64),)
+        res = _chandrupatla_root(f, [0]*4, [np.pi]*4, args=args, maxiter=2)
+
+        ref_flags = np.array([eim._ECONVERGED,
+                              eim._ESIGNERR,
+                              eim._ECONVERR,
+                              eim._EVALUEERR])
+        assert_equal(res.status, ref_flags)
+
+    def test_convergence(self):
+        # Test that the convergence tolerances behave as expected
+        rng = np.random.default_rng(2585255913088665241)
+        p = rng.random(size=3)
+        bracket = (-5, 5)
+        args = (p,)
+        kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0)
+
+        kwargs = kwargs0.copy()
+        kwargs['xatol'] = 1e-3
+        res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(res1.xr - res1.xl, 1e-3)
+        kwargs['xatol'] = 1e-6
+        res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(res2.xr - res2.xl, 1e-6)
+        assert_array_less(res2.xr - res2.xl, res1.xr - res1.xl)
+
+        kwargs = kwargs0.copy()
+        kwargs['xrtol'] = 1e-3
+        res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(res1.xr - res1.xl, 1e-3 * np.abs(res1.x))
+        kwargs['xrtol'] = 1e-6
+        res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(res2.xr - res2.xl, 1e-6 * np.abs(res2.x))
+        assert_array_less(res2.xr - res2.xl, res1.xr - res1.xl)
+
+        kwargs = kwargs0.copy()
+        kwargs['fatol'] = 1e-3
+        res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(np.abs(res1.fun), 1e-3)
+        kwargs['fatol'] = 1e-6
+        res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(np.abs(res2.fun), 1e-6)
+        assert_array_less(np.abs(res2.fun), np.abs(res1.fun))
+
+        kwargs = kwargs0.copy()
+        kwargs['frtol'] = 1e-3
+        x1, x2 = bracket
+        f0 = np.minimum(abs(self.f(x1, *args)), abs(self.f(x2, *args)))
+        res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(np.abs(res1.fun), 1e-3*f0)
+        kwargs['frtol'] = 1e-6
+        res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
+        assert_array_less(np.abs(res2.fun), 1e-6*f0)
+        assert_array_less(np.abs(res2.fun), np.abs(res1.fun))
+
+    def test_maxiter_callback(self):
+        # Test behavior of `maxiter` parameter and `callback` interface
+        p = 0.612814
+        bracket = (-5, 5)
+        maxiter = 5
+
+        def f(q, p):
+            res = stats.norm().cdf(q) - p
+            f.x = q
+            f.fun = res
+            return res
+        f.x = None
+        f.fun = None
+
+        res = _chandrupatla_root(f, *bracket, args=(p,),
+                                  maxiter=maxiter)
+        assert not np.any(res.success)
+        assert np.all(res.nfev == maxiter+2)
+        assert np.all(res.nit == maxiter)
+
+        def callback(res):
+            callback.iter += 1
+            callback.res = res
+            assert hasattr(res, 'x')
+            if callback.iter == 0:
+                # callback is called once with initial bracket
+                assert (res.xl, res.xr) == bracket
+            else:
+                changed = (((res.xl == callback.xl) & (res.xr != callback.xr))
+                           | ((res.xl != callback.xl) & (res.xr == callback.xr)))
+                assert np.all(changed)
+
+            callback.xl = res.xl
+            callback.xr = res.xr
+            assert res.status == eim._EINPROGRESS
+            assert_equal(self.f(res.xl, p), res.fl)
+            assert_equal(self.f(res.xr, p), res.fr)
+            assert_equal(self.f(res.x, p), res.fun)
+            if callback.iter == maxiter:
+                raise StopIteration
+        callback.iter = -1  # callback called once before first iteration
+        callback.res = None
+        callback.xl = None
+        callback.xr = None
+
+        res2 = _chandrupatla_root(f, *bracket, args=(p,),
+                                   callback=callback)
+
+        # terminating with callback is identical to terminating due to maxiter
+        # (except for `status`)
+        for key in res.keys():
+            if key == 'status':
+                assert res[key] == eim._ECONVERR
+                assert callback.res[key] == eim._EINPROGRESS
+                assert res2[key] == eim._ECALLBACK
+            else:
+                assert res2[key] == callback.res[key] == res[key]
+
+    @pytest.mark.parametrize('case', _CHANDRUPATLA_TESTS)
+    def test_nit_expected(self, case):
+        # Test that `_chandrupatla` implements Chandrupatla's algorithm:
+        # in all 40 test cases, the number of iterations performed
+        # matches the number reported in the original paper.
+        f, bracket, root, nfeval, id = case
+        # Chandrupatla's criterion is equivalent to
+        # abs(x2-x1) < 4*abs(xmin)*xrtol + xatol, but we use the more standard
+        # abs(x2-x1) < abs(xmin)*xrtol + xatol. Therefore, set xrtol to 4x
+        # that used by Chandrupatla in tests.
+        res = _chandrupatla_root(f, *bracket, xrtol=4e-10, xatol=1e-5)
+        assert_allclose(res.fun, f(root), rtol=1e-8, atol=2e-3)
+        assert_equal(res.nfev, nfeval)
+
+    @pytest.mark.parametrize("root", (0.622, [0.622, 0.623]))
+    @pytest.mark.parametrize("dtype", (np.float16, np.float32, np.float64))
+    def test_dtype(self, root, dtype):
+        # Test that dtypes are preserved
+
+        root = dtype(root)
+        def f(x, root):
+            return ((x - root) ** 3).astype(dtype)
+
+        res = _chandrupatla_root(f, dtype(-3), dtype(5),
+                                  args=(root,), xatol=1e-3)
+        assert res.x.dtype == dtype
+        assert np.allclose(res.x, root, atol=1e-3) or np.all(res.fun == 0)
+
+    def test_input_validation(self):
+        # Test input validation for appropriate error messages
+
+        message = '`func` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(None, -4, 4)
+
+        message = 'Abscissae and function output must be real numbers.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4+1j, 4)
+
+        message = "shape mismatch: objects cannot be broadcast"
+        # raised by `np.broadcast, but the traceback is readable IMO
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, [-2, -3], [3, 4, 5])
+
+        message = "The shape of the array returned by `func`..."
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: [x[0], x[1], x[1]], [-3, -3], [5, 5])
+
+        message = 'Tolerances must be non-negative scalars.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4, 4, xatol=-1)
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4, 4, xrtol=np.nan)
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4, 4, fatol='ekki')
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4, 4, frtol=np.nan)
+
+        message = '`maxiter` must be a non-negative integer.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4, 4, maxiter=1.5)
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4, 4, maxiter=-1)
+
+        message = '`callback` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            _chandrupatla_root(lambda x: x, -4, 4, callback='shrubbery')
+
+    def test_special_cases(self):
+        # Test edge cases and other special cases
+
+        # Test that integers are not passed to `f`
+        # (otherwise this would overflow)
+        def f(x):
+            assert np.issubdtype(x.dtype, np.floating)
+            return x ** 99 - 1
+
+        res = _chandrupatla_root(f, -7, 5)
+        assert res.success
+        assert_allclose(res.x, 1)
+
+        # Test that if both ends of bracket equal root, algorithm reports
+        # convergence
+        def f(x):
+            return x**2 - 1
+
+        res = _chandrupatla_root(f, 1, 1)
+        assert res.success
+        assert_equal(res.x, 1)
+
+        def f(x):
+            return 1/x
+
+        with np.errstate(invalid='ignore'):
+            res = _chandrupatla_root(f, np.inf, np.inf)
+        assert res.success
+        assert_equal(res.x, np.inf)
+
+        # Test maxiter = 0. Should do nothing to bracket.
+        def f(x):
+            return x**3 - 1
+
+        bracket = (-3, 5)
+        res = _chandrupatla_root(f, *bracket, maxiter=0)
+        assert res.xl, res.xr == bracket
+        assert res.nit == 0
+        assert res.nfev == 2
+        assert res.status == -2
+        assert res.x == -3  # best so far
+
+        # Test maxiter = 1
+        res = _chandrupatla_root(f, *bracket, maxiter=1)
+        assert res.success
+        assert res.status == 0
+        assert res.nit == 1
+        assert res.nfev == 3
+        assert_allclose(res.x, 1)
+
+        # Test scalar `args` (not in tuple)
+        def f(x, c):
+            return c*x - 1
+
+        res = _chandrupatla_root(f, -1, 1, args=3)
+        assert_allclose(res.x, 1/3)
+
+        # # TODO: Test zero tolerance
+        # # ~~What's going on here - why are iterations repeated?~~
+        # # tl goes to zero when xatol=xrtol=0. When function is nearly linear,
+        # # this causes convergence issues.
+        # def f(x):
+        #     return np.cos(x)
+        #
+        # res = _chandrupatla_root(f, 0, np.pi, xatol=0, xrtol=0)
+        # assert res.nit < 100
+        # xp = np.nextafter(res.x, np.inf)
+        # xm = np.nextafter(res.x, -np.inf)
+        # assert np.abs(res.fun) < np.abs(f(xp))
+        # assert np.abs(res.fun) < np.abs(f(xm))

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test_cobyla.py

@@ -0,0 +1,166 @@
+import math
+
+import numpy as np
+from numpy.testing import assert_allclose, assert_, assert_array_equal
+import pytest
+
+from scipy.optimize import fmin_cobyla, minimize, Bounds
+
+
+class TestCobyla:
+    def setup_method(self):
+        self.x0 = [4.95, 0.66]
+        self.solution = [math.sqrt(25 - (2.0/3)**2), 2.0/3]
+        self.opts = {'disp': False, 'rhobeg': 1, 'tol': 1e-5,
+                     'maxiter': 100}
+
+    def fun(self, x):
+        return x[0]**2 + abs(x[1])**3
+
+    def con1(self, x):
+        return x[0]**2 + x[1]**2 - 25
+
+    def con2(self, x):
+        return -self.con1(x)
+
+    @pytest.mark.xslow(True, reason='not slow, but noisy so only run rarely')
+    def test_simple(self, capfd):
+        # use disp=True as smoke test for gh-8118
+        x = fmin_cobyla(self.fun, self.x0, [self.con1, self.con2], rhobeg=1,
+                        rhoend=1e-5, maxfun=100, disp=True)
+        assert_allclose(x, self.solution, atol=1e-4)
+
+    def test_minimize_simple(self):
+        class Callback:
+            def __init__(self):
+                self.n_calls = 0
+                self.last_x = None
+
+            def __call__(self, x):
+                self.n_calls += 1
+                self.last_x = x
+
+        callback = Callback()
+
+        # Minimize with method='COBYLA'
+        cons = ({'type': 'ineq', 'fun': self.con1},
+                {'type': 'ineq', 'fun': self.con2})
+        sol = minimize(self.fun, self.x0, method='cobyla', constraints=cons,
+                       callback=callback, options=self.opts)
+        assert_allclose(sol.x, self.solution, atol=1e-4)
+        assert_(sol.success, sol.message)
+        assert_(sol.maxcv < 1e-5, sol)
+        assert_(sol.nfev < 70, sol)
+        assert_(sol.fun < self.fun(self.solution) + 1e-3, sol)
+        assert_(sol.nfev == callback.n_calls,
+                "Callback is not called exactly once for every function eval.")
+        assert_array_equal(
+            sol.x,
+            callback.last_x,
+            "Last design vector sent to the callback is not equal to returned value.",
+        )
+
+    def test_minimize_constraint_violation(self):
+        np.random.seed(1234)
+        pb = np.random.rand(10, 10)
+        spread = np.random.rand(10)
+
+        def p(w):
+            return pb.dot(w)
+
+        def f(w):
+            return -(w * spread).sum()
+
+        def c1(w):
+            return 500 - abs(p(w)).sum()
+
+        def c2(w):
+            return 5 - abs(p(w).sum())
+
+        def c3(w):
+            return 5 - abs(p(w)).max()
+
+        cons = ({'type': 'ineq', 'fun': c1},
+                {'type': 'ineq', 'fun': c2},
+                {'type': 'ineq', 'fun': c3})
+        w0 = np.zeros((10,))
+        sol = minimize(f, w0, method='cobyla', constraints=cons,
+                       options={'catol': 1e-6})
+        assert_(sol.maxcv > 1e-6)
+        assert_(not sol.success)
+
+
+def test_vector_constraints():
+    # test that fmin_cobyla and minimize can take a combination
+    # of constraints, some returning a number and others an array
+    def fun(x):
+        return (x[0] - 1)**2 + (x[1] - 2.5)**2
+
+    def fmin(x):
+        return fun(x) - 1
+
+    def cons1(x):
+        a = np.array([[1, -2, 2], [-1, -2, 6], [-1, 2, 2]])
+        return np.array([a[i, 0] * x[0] + a[i, 1] * x[1] +
+                         a[i, 2] for i in range(len(a))])
+
+    def cons2(x):
+        return x     # identity, acts as bounds x > 0
+
+    x0 = np.array([2, 0])
+    cons_list = [fun, cons1, cons2]
+
+    xsol = [1.4, 1.7]
+    fsol = 0.8
+
+    # testing fmin_cobyla
+    sol = fmin_cobyla(fun, x0, cons_list, rhoend=1e-5)
+    assert_allclose(sol, xsol, atol=1e-4)
+
+    sol = fmin_cobyla(fun, x0, fmin, rhoend=1e-5)
+    assert_allclose(fun(sol), 1, atol=1e-4)
+
+    # testing minimize
+    constraints = [{'type': 'ineq', 'fun': cons} for cons in cons_list]
+    sol = minimize(fun, x0, constraints=constraints, tol=1e-5)
+    assert_allclose(sol.x, xsol, atol=1e-4)
+    assert_(sol.success, sol.message)
+    assert_allclose(sol.fun, fsol, atol=1e-4)
+
+    constraints = {'type': 'ineq', 'fun': fmin}
+    sol = minimize(fun, x0, constraints=constraints, tol=1e-5)
+    assert_allclose(sol.fun, 1, atol=1e-4)
+
+
+class TestBounds:
+    # Test cobyla support for bounds (only when used via `minimize`)
+    # Invalid bounds is tested in
+    # test_optimize.TestOptimizeSimple.test_minimize_invalid_bounds
+
+    def test_basic(self):
+        def f(x):
+            return np.sum(x**2)
+
+        lb = [-1, None, 1, None, -0.5]
+        ub = [-0.5, -0.5, None, None, -0.5]
+        bounds = [(a, b) for a, b in zip(lb, ub)]
+        # these are converted to Bounds internally
+
+        res = minimize(f, x0=[1, 2, 3, 4, 5], method='cobyla', bounds=bounds)
+        ref = [-0.5, -0.5, 1, 0, -0.5]
+        assert res.success
+        assert_allclose(res.x, ref, atol=1e-3)
+
+    def test_unbounded(self):
+        def f(x):
+            return np.sum(x**2)
+
+        bounds = Bounds([-np.inf, -np.inf], [np.inf, np.inf])
+        res = minimize(f, x0=[1, 2], method='cobyla', bounds=bounds)
+        assert res.success
+        assert_allclose(res.x, 0, atol=1e-3)
+
+        bounds = Bounds([1, -np.inf], [np.inf, np.inf])
+        res = minimize(f, x0=[1, 2], method='cobyla', bounds=bounds)
+        assert res.success
+        assert_allclose(res.x, [1, 0], atol=1e-3)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test_constraint_conversion.py

@@ -0,0 +1,274 @@
+"""
+Unit test for constraint conversion
+"""
+
+import numpy as np
+from numpy.testing import (assert_array_almost_equal,
+                           assert_allclose, assert_warns, suppress_warnings)
+import pytest
+from scipy.optimize import (NonlinearConstraint, LinearConstraint,
+                            OptimizeWarning, minimize, BFGS)
+from .test_minimize_constrained import (Maratos, HyperbolicIneq, Rosenbrock,
+                                        IneqRosenbrock, EqIneqRosenbrock,
+                                        BoundedRosenbrock, Elec)
+
+
+class TestOldToNew:
+    x0 = (2, 0)
+    bnds = ((0, None), (0, None))
+    method = "trust-constr"
+
+    def test_constraint_dictionary_1(self):
+        def fun(x):
+            return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2
+        cons = ({'type': 'ineq', 'fun': lambda x: x[0] - 2 * x[1] + 2},
+                {'type': 'ineq', 'fun': lambda x: -x[0] - 2 * x[1] + 6},
+                {'type': 'ineq', 'fun': lambda x: -x[0] + 2 * x[1] + 2})
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning, "delta_grad == 0.0")
+            res = minimize(fun, self.x0, method=self.method,
+                           bounds=self.bnds, constraints=cons)
+        assert_allclose(res.x, [1.4, 1.7], rtol=1e-4)
+        assert_allclose(res.fun, 0.8, rtol=1e-4)
+
+    def test_constraint_dictionary_2(self):
+        def fun(x):
+            return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2
+        cons = {'type': 'eq',
+                'fun': lambda x, p1, p2: p1*x[0] - p2*x[1],
+                'args': (1, 1.1),
+                'jac': lambda x, p1, p2: np.array([[p1, -p2]])}
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning, "delta_grad == 0.0")
+            res = minimize(fun, self.x0, method=self.method,
+                           bounds=self.bnds, constraints=cons)
+        assert_allclose(res.x, [1.7918552, 1.62895927])
+        assert_allclose(res.fun, 1.3857466063348418)
+
+    def test_constraint_dictionary_3(self):
+        def fun(x):
+            return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2
+        cons = [{'type': 'ineq', 'fun': lambda x: x[0] - 2 * x[1] + 2},
+                NonlinearConstraint(lambda x: x[0] - x[1], 0, 0)]
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning, "delta_grad == 0.0")
+            res = minimize(fun, self.x0, method=self.method,
+                           bounds=self.bnds, constraints=cons)
+        assert_allclose(res.x, [1.75, 1.75], rtol=1e-4)
+        assert_allclose(res.fun, 1.125, rtol=1e-4)
+
+
+class TestNewToOld:
+
+    def test_multiple_constraint_objects(self):
+        def fun(x):
+            return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
+        x0 = [2, 0, 1]
+        coni = []  # only inequality constraints (can use cobyla)
+        methods = ["slsqp", "cobyla", "trust-constr"]
+
+        # mixed old and new
+        coni.append([{'type': 'ineq', 'fun': lambda x: x[0] - 2 * x[1] + 2},
+                     NonlinearConstraint(lambda x: x[0] - x[1], -1, 1)])
+
+        coni.append([LinearConstraint([1, -2, 0], -2, np.inf),
+                     NonlinearConstraint(lambda x: x[0] - x[1], -1, 1)])
+
+        coni.append([NonlinearConstraint(lambda x: x[0] - 2 * x[1] + 2, 0, np.inf),
+                     NonlinearConstraint(lambda x: x[0] - x[1], -1, 1)])
+
+        for con in coni:
+            funs = {}
+            for method in methods:
+                with suppress_warnings() as sup:
+                    sup.filter(UserWarning)
+                    result = minimize(fun, x0, method=method, constraints=con)
+                    funs[method] = result.fun
+            assert_allclose(funs['slsqp'], funs['trust-constr'], rtol=1e-4)
+            assert_allclose(funs['cobyla'], funs['trust-constr'], rtol=1e-4)
+
+    def test_individual_constraint_objects(self):
+        def fun(x):
+            return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
+        x0 = [2, 0, 1]
+
+        cone = []  # with equality constraints (can't use cobyla)
+        coni = []  # only inequality constraints (can use cobyla)
+        methods = ["slsqp", "cobyla", "trust-constr"]
+
+        # nonstandard data types for constraint equality bounds
+        cone.append(NonlinearConstraint(lambda x: x[0] - x[1], 1, 1))
+        cone.append(NonlinearConstraint(lambda x: x[0] - x[1], [1.21], [1.21]))
+        cone.append(NonlinearConstraint(lambda x: x[0] - x[1],
+                                        1.21, np.array([1.21])))
+
+        # multiple equalities
+        cone.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    1.21, 1.21))  # two same equalities
+        cone.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    [1.21, 1.4], [1.21, 1.4]))  # two different equalities
+        cone.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    [1.21, 1.21], 1.21))  # equality specified two ways
+        cone.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    [1.21, -np.inf], [1.21, np.inf]))  # equality + unbounded
+
+        # nonstandard data types for constraint inequality bounds
+        coni.append(NonlinearConstraint(lambda x: x[0] - x[1], 1.21, np.inf))
+        coni.append(NonlinearConstraint(lambda x: x[0] - x[1], [1.21], np.inf))
+        coni.append(NonlinearConstraint(lambda x: x[0] - x[1],
+                                        1.21, np.array([np.inf])))
+        coni.append(NonlinearConstraint(lambda x: x[0] - x[1], -np.inf, -3))
+        coni.append(NonlinearConstraint(lambda x: x[0] - x[1],
+                                        np.array(-np.inf), -3))
+
+        # multiple inequalities/equalities
+        coni.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    1.21, np.inf))  # two same inequalities
+        cone.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    [1.21, -np.inf], [1.21, 1.4]))  # mixed equality/inequality
+        coni.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    [1.1, .8], [1.2, 1.4]))  # bounded above and below
+        coni.append(NonlinearConstraint(
+                    lambda x: [x[0] - x[1], x[1] - x[2]],
+                    [-1.2, -1.4], [-1.1, -.8]))  # - bounded above and below
+
+        # quick check of LinearConstraint class (very little new code to test)
+        cone.append(LinearConstraint([1, -1, 0], 1.21, 1.21))
+        cone.append(LinearConstraint([[1, -1, 0], [0, 1, -1]], 1.21, 1.21))
+        cone.append(LinearConstraint([[1, -1, 0], [0, 1, -1]],
+                                     [1.21, -np.inf], [1.21, 1.4]))
+
+        for con in coni:
+            funs = {}
+            for method in methods:
+                with suppress_warnings() as sup:
+                    sup.filter(UserWarning)
+                    result = minimize(fun, x0, method=method, constraints=con)
+                    funs[method] = result.fun
+            assert_allclose(funs['slsqp'], funs['trust-constr'], rtol=1e-3)
+            assert_allclose(funs['cobyla'], funs['trust-constr'], rtol=1e-3)
+
+        for con in cone:
+            funs = {}
+            for method in methods[::2]:  # skip cobyla
+                with suppress_warnings() as sup:
+                    sup.filter(UserWarning)
+                    result = minimize(fun, x0, method=method, constraints=con)
+                    funs[method] = result.fun
+            assert_allclose(funs['slsqp'], funs['trust-constr'], rtol=1e-3)
+
+
+class TestNewToOldSLSQP:
+    method = 'slsqp'
+    elec = Elec(n_electrons=2)
+    elec.x_opt = np.array([-0.58438468, 0.58438466, 0.73597047,
+                           -0.73597044, 0.34180668, -0.34180667])
+    brock = BoundedRosenbrock()
+    brock.x_opt = [0, 0]
+    list_of_problems = [Maratos(),
+                        HyperbolicIneq(),
+                        Rosenbrock(),
+                        IneqRosenbrock(),
+                        EqIneqRosenbrock(),
+                        elec,
+                        brock
+                        ]
+
+    def test_list_of_problems(self):
+
+        for prob in self.list_of_problems:
+
+            with suppress_warnings() as sup:
+                sup.filter(UserWarning)
+                result = minimize(prob.fun, prob.x0,
+                                  method=self.method,
+                                  bounds=prob.bounds,
+                                  constraints=prob.constr)
+
+            assert_array_almost_equal(result.x, prob.x_opt, decimal=3)
+
+    def test_warn_mixed_constraints(self):
+        # warns about inefficiency of mixed equality/inequality constraints
+        def fun(x):
+            return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
+        cons = NonlinearConstraint(lambda x: [x[0]**2 - x[1], x[1] - x[2]],
+                                   [1.1, .8], [1.1, 1.4])
+        bnds = ((0, None), (0, None), (0, None))
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning, "delta_grad == 0.0")
+            assert_warns(OptimizeWarning, minimize, fun, (2, 0, 1),
+                         method=self.method, bounds=bnds, constraints=cons)
+
+    def test_warn_ignored_options(self):
+        # warns about constraint options being ignored
+        def fun(x):
+            return (x[0] - 1) ** 2 + (x[1] - 2.5) ** 2 + (x[2] - 0.75) ** 2
+        x0 = (2, 0, 1)
+
+        if self.method == "slsqp":
+            bnds = ((0, None), (0, None), (0, None))
+        else:
+            bnds = None
+
+        cons = NonlinearConstraint(lambda x: x[0], 2, np.inf)
+        res = minimize(fun, x0, method=self.method,
+                       bounds=bnds, constraints=cons)
+        # no warnings without constraint options
+        assert_allclose(res.fun, 1)
+
+        cons = LinearConstraint([1, 0, 0], 2, np.inf)
+        res = minimize(fun, x0, method=self.method,
+                       bounds=bnds, constraints=cons)
+        # no warnings without constraint options
+        assert_allclose(res.fun, 1)
+
+        cons = []
+        cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
+                                        keep_feasible=True))
+        cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
+                                        hess=BFGS()))
+        cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
+                                        finite_diff_jac_sparsity=42))
+        cons.append(NonlinearConstraint(lambda x: x[0]**2, 2, np.inf,
+                                        finite_diff_rel_step=42))
+        cons.append(LinearConstraint([1, 0, 0], 2, np.inf,
+                                     keep_feasible=True))
+        for con in cons:
+            assert_warns(OptimizeWarning, minimize, fun, x0,
+                         method=self.method, bounds=bnds, constraints=cons)
+
+
+class TestNewToOldCobyla:
+    method = 'cobyla'
+
+    list_of_problems = [
+                        Elec(n_electrons=2),
+                        Elec(n_electrons=4),
+                        ]
+
+    @pytest.mark.slow
+    def test_list_of_problems(self):
+
+        for prob in self.list_of_problems:
+
+            with suppress_warnings() as sup:
+                sup.filter(UserWarning)
+                truth = minimize(prob.fun, prob.x0,
+                                 method='trust-constr',
+                                 bounds=prob.bounds,
+                                 constraints=prob.constr)
+                result = minimize(prob.fun, prob.x0,
+                                  method=self.method,
+                                  bounds=prob.bounds,
+                                  constraints=prob.constr)
+
+            assert_allclose(result.fun, truth.fun, rtol=1e-3)

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test_constraints.py

@@ -0,0 +1,255 @@
+import pytest
+import numpy as np
+from numpy.testing import TestCase, assert_array_equal
+import scipy.sparse as sps
+from scipy.optimize._constraints import (
+    Bounds, LinearConstraint, NonlinearConstraint, PreparedConstraint,
+    new_bounds_to_old, old_bound_to_new, strict_bounds)
+
+
+class TestStrictBounds(TestCase):
+    def test_scalarvalue_unique_enforce_feasibility(self):
+        m = 3
+        lb = 2
+        ub = 4
+        enforce_feasibility = False
+        strict_lb, strict_ub = strict_bounds(lb, ub,
+                                             enforce_feasibility,
+                                             m)
+        assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf])
+        assert_array_equal(strict_ub, [np.inf, np.inf, np.inf])
+
+        enforce_feasibility = True
+        strict_lb, strict_ub = strict_bounds(lb, ub,
+                                             enforce_feasibility,
+                                             m)
+        assert_array_equal(strict_lb, [2, 2, 2])
+        assert_array_equal(strict_ub, [4, 4, 4])
+
+    def test_vectorvalue_unique_enforce_feasibility(self):
+        m = 3
+        lb = [1, 2, 3]
+        ub = [4, 5, 6]
+        enforce_feasibility = False
+        strict_lb, strict_ub = strict_bounds(lb, ub,
+                                              enforce_feasibility,
+                                              m)
+        assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf])
+        assert_array_equal(strict_ub, [np.inf, np.inf, np.inf])
+
+        enforce_feasibility = True
+        strict_lb, strict_ub = strict_bounds(lb, ub,
+                                              enforce_feasibility,
+                                              m)
+        assert_array_equal(strict_lb, [1, 2, 3])
+        assert_array_equal(strict_ub, [4, 5, 6])
+
+    def test_scalarvalue_vector_enforce_feasibility(self):
+        m = 3
+        lb = 2
+        ub = 4
+        enforce_feasibility = [False, True, False]
+        strict_lb, strict_ub = strict_bounds(lb, ub,
+                                             enforce_feasibility,
+                                             m)
+        assert_array_equal(strict_lb, [-np.inf, 2, -np.inf])
+        assert_array_equal(strict_ub, [np.inf, 4, np.inf])
+
+    def test_vectorvalue_vector_enforce_feasibility(self):
+        m = 3
+        lb = [1, 2, 3]
+        ub = [4, 6, np.inf]
+        enforce_feasibility = [True, False, True]
+        strict_lb, strict_ub = strict_bounds(lb, ub,
+                                             enforce_feasibility,
+                                             m)
+        assert_array_equal(strict_lb, [1, -np.inf, 3])
+        assert_array_equal(strict_ub, [4, np.inf, np.inf])
+
+
+def test_prepare_constraint_infeasible_x0():
+    lb = np.array([0, 20, 30])
+    ub = np.array([0.5, np.inf, 70])
+    x0 = np.array([1, 2, 3])
+    enforce_feasibility = np.array([False, True, True], dtype=bool)
+    bounds = Bounds(lb, ub, enforce_feasibility)
+    pytest.raises(ValueError, PreparedConstraint, bounds, x0)
+
+    pc = PreparedConstraint(Bounds(lb, ub), [1, 2, 3])
+    assert (pc.violation([1, 2, 3]) > 0).any()
+    assert (pc.violation([0.25, 21, 31]) == 0).all()
+
+    x0 = np.array([1, 2, 3, 4])
+    A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]])
+    enforce_feasibility = np.array([True, True, True], dtype=bool)
+    linear = LinearConstraint(A, -np.inf, 0, enforce_feasibility)
+    pytest.raises(ValueError, PreparedConstraint, linear, x0)
+
+    pc = PreparedConstraint(LinearConstraint(A, -np.inf, 0),
+                            [1, 2, 3, 4])
+    assert (pc.violation([1, 2, 3, 4]) > 0).any()
+    assert (pc.violation([-10, 2, -10, 4]) == 0).all()
+
+    def fun(x):
+        return A.dot(x)
+
+    def jac(x):
+        return A
+
+    def hess(x, v):
+        return sps.csr_matrix((4, 4))
+
+    nonlinear = NonlinearConstraint(fun, -np.inf, 0, jac, hess,
+                                    enforce_feasibility)
+    pytest.raises(ValueError, PreparedConstraint, nonlinear, x0)
+
+    pc = PreparedConstraint(nonlinear, [-10, 2, -10, 4])
+    assert (pc.violation([1, 2, 3, 4]) > 0).any()
+    assert (pc.violation([-10, 2, -10, 4]) == 0).all()
+
+
+def test_violation():
+    def cons_f(x):
+        return np.array([x[0] ** 2 + x[1], x[0] ** 2 - x[1]])
+
+    nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2])
+    pc = PreparedConstraint(nlc, [0.5, 1])
+
+    assert_array_equal(pc.violation([0.5, 1]), [0., 0.])
+
+    np.testing.assert_almost_equal(pc.violation([0.5, 1.2]), [0., 0.1])
+
+    np.testing.assert_almost_equal(pc.violation([1.2, 1.2]), [0.64, 0])
+
+    np.testing.assert_almost_equal(pc.violation([0.1, -1.2]), [0.19, 0])
+
+    np.testing.assert_almost_equal(pc.violation([0.1, 2]), [0.01, 1.14])
+
+
+def test_new_bounds_to_old():
+    lb = np.array([-np.inf, 2, 3])
+    ub = np.array([3, np.inf, 10])
+
+    bounds = [(None, 3), (2, None), (3, 10)]
+    assert_array_equal(new_bounds_to_old(lb, ub, 3), bounds)
+
+    bounds_single_lb = [(-1, 3), (-1, None), (-1, 10)]
+    assert_array_equal(new_bounds_to_old(-1, ub, 3), bounds_single_lb)
+
+    bounds_no_lb = [(None, 3), (None, None), (None, 10)]
+    assert_array_equal(new_bounds_to_old(-np.inf, ub, 3), bounds_no_lb)
+
+    bounds_single_ub = [(None, 20), (2, 20), (3, 20)]
+    assert_array_equal(new_bounds_to_old(lb, 20, 3), bounds_single_ub)
+
+    bounds_no_ub = [(None, None), (2, None), (3, None)]
+    assert_array_equal(new_bounds_to_old(lb, np.inf, 3), bounds_no_ub)
+
+    bounds_single_both = [(1, 2), (1, 2), (1, 2)]
+    assert_array_equal(new_bounds_to_old(1, 2, 3), bounds_single_both)
+
+    bounds_no_both = [(None, None), (None, None), (None, None)]
+    assert_array_equal(new_bounds_to_old(-np.inf, np.inf, 3), bounds_no_both)
+
+
+def test_old_bounds_to_new():
+    bounds = ([1, 2], (None, 3), (-1, None))
+    lb_true = np.array([1, -np.inf, -1])
+    ub_true = np.array([2, 3, np.inf])
+
+    lb, ub = old_bound_to_new(bounds)
+    assert_array_equal(lb, lb_true)
+    assert_array_equal(ub, ub_true)
+
+    bounds = [(-np.inf, np.inf), (np.array([1]), np.array([1]))]
+    lb, ub = old_bound_to_new(bounds)
+
+    assert_array_equal(lb, [-np.inf, 1])
+    assert_array_equal(ub, [np.inf, 1])
+
+
+class TestBounds:
+    def test_repr(self):
+        # so that eval works
+        from numpy import array, inf  # noqa: F401
+        for args in (
+            (-1.0, 5.0),
+            (-1.0, np.inf, True),
+            (np.array([1.0, -np.inf]), np.array([2.0, np.inf])),
+            (np.array([1.0, -np.inf]), np.array([2.0, np.inf]),
+             np.array([True, False])),
+        ):
+            bounds = Bounds(*args)
+            bounds2 = eval(repr(Bounds(*args)))
+            assert_array_equal(bounds.lb, bounds2.lb)
+            assert_array_equal(bounds.ub, bounds2.ub)
+            assert_array_equal(bounds.keep_feasible, bounds2.keep_feasible)
+
+    def test_array(self):
+        # gh13501
+        b = Bounds(lb=[0.0, 0.0], ub=[1.0, 1.0])
+        assert isinstance(b.lb, np.ndarray)
+        assert isinstance(b.ub, np.ndarray)
+
+    def test_defaults(self):
+        b1 = Bounds()
+        b2 = Bounds(np.asarray(-np.inf), np.asarray(np.inf))
+        assert b1.lb == b2.lb
+        assert b1.ub == b2.ub
+
+    def test_input_validation(self):
+        message = "Lower and upper bounds must be dense arrays."
+        with pytest.raises(ValueError, match=message):
+            Bounds(sps.coo_array([1, 2]), [1, 2])
+        with pytest.raises(ValueError, match=message):
+            Bounds([1, 2], sps.coo_array([1, 2]))
+
+        message = "`keep_feasible` must be a dense array."
+        with pytest.raises(ValueError, match=message):
+            Bounds([1, 2], [1, 2], keep_feasible=sps.coo_array([True, True]))
+
+        message = "`lb`, `ub`, and `keep_feasible` must be broadcastable."
+        with pytest.raises(ValueError, match=message):
+            Bounds([1, 2], [1, 2, 3])
+
+    def test_residual(self):
+        bounds = Bounds(-2, 4)
+        x0 = [-1, 2]
+        np.testing.assert_allclose(bounds.residual(x0), ([1, 4], [5, 2]))
+
+
+class TestLinearConstraint:
+    def test_defaults(self):
+        A = np.eye(4)
+        lc = LinearConstraint(A)
+        lc2 = LinearConstraint(A, -np.inf, np.inf)
+        assert_array_equal(lc.lb, lc2.lb)
+        assert_array_equal(lc.ub, lc2.ub)
+
+    def test_input_validation(self):
+        A = np.eye(4)
+        message = "`lb`, `ub`, and `keep_feasible` must be broadcastable"
+        with pytest.raises(ValueError, match=message):
+            LinearConstraint(A, [1, 2], [1, 2, 3])
+
+        message = "Constraint limits must be dense arrays"
+        with pytest.raises(ValueError, match=message):
+            LinearConstraint(A, sps.coo_array([1, 2]), [2, 3])
+        with pytest.raises(ValueError, match=message):
+            LinearConstraint(A, [1, 2], sps.coo_array([2, 3]))
+
+        message = "`keep_feasible` must be a dense array"
+        with pytest.raises(ValueError, match=message):
+            keep_feasible = sps.coo_array([True, True])
+            LinearConstraint(A, [1, 2], [2, 3], keep_feasible=keep_feasible)
+
+        A = np.empty((4, 3, 5))
+        message = "`A` must have exactly two dimensions."
+        with pytest.raises(ValueError, match=message):
+            LinearConstraint(A)
+
+    def test_residual(self):
+        A = np.eye(2)
+        lc = LinearConstraint(A, -2, 4)
+        x0 = [-1, 2]
+        np.testing.assert_allclose(lc.residual(x0), ([1, 4], [5, 2]))

env-llmeval/lib/python3.10/site-packages/scipy/optimize/tests/test_cython_optimize.py

@@ -0,0 +1,92 @@
+"""
+Test Cython optimize zeros API functions: ``bisect``, ``ridder``, ``brenth``,
+and ``brentq`` in `scipy.optimize.cython_optimize`, by finding the roots of a
+3rd order polynomial given a sequence of constant terms, ``a0``, and fixed 1st,
+2nd, and 3rd order terms in ``args``.
+
+.. math::
+
+    f(x, a0, args) =  ((args[2]*x + args[1])*x + args[0])*x + a0
+
+The 3rd order polynomial function is written in Cython and called in a Python
+wrapper named after the zero function. See the private ``_zeros`` Cython module
+in `scipy.optimize.cython_optimze` for more information.
+"""
+
+import numpy.testing as npt
+from scipy.optimize.cython_optimize import _zeros
+
+# CONSTANTS
+# Solve x**3 - A0 = 0  for A0 = [2.0, 2.1, ..., 2.9].
+# The ARGS have 3 elements just to show how this could be done for any cubic
+# polynomial.
+A0 = tuple(-2.0 - x/10.0 for x in range(10))  # constant term
+ARGS = (0.0, 0.0, 1.0)  # 1st, 2nd, and 3rd order terms
+XLO, XHI = 0.0, 2.0  # first and second bounds of zeros functions
+# absolute and relative tolerances and max iterations for zeros functions
+XTOL, RTOL, MITR = 0.001, 0.001, 10
+EXPECTED = [(-a0) ** (1.0/3.0) for a0 in A0]
+# = [1.2599210498948732,
+#    1.2805791649874942,
+#    1.300591446851387,
+#    1.3200061217959123,
+#    1.338865900164339,
+#    1.3572088082974532,
+#    1.375068867074141,
+#    1.3924766500838337,
+#    1.4094597464129783,
+#    1.4260431471424087]
+
+
+# test bisect
+def test_bisect():
+    npt.assert_allclose(
+        EXPECTED,
+        list(
+            _zeros.loop_example('bisect', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
+        ),
+        rtol=RTOL, atol=XTOL
+    )
+
+
+# test ridder
+def test_ridder():
+    npt.assert_allclose(
+        EXPECTED,
+        list(
+            _zeros.loop_example('ridder', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
+        ),
+        rtol=RTOL, atol=XTOL
+    )
+
+
+# test brenth
+def test_brenth():
+    npt.assert_allclose(
+        EXPECTED,
+        list(
+            _zeros.loop_example('brenth', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
+        ),
+        rtol=RTOL, atol=XTOL
+    )
+
+
+# test brentq
+def test_brentq():
+    npt.assert_allclose(
+        EXPECTED,
+        list(
+            _zeros.loop_example('brentq', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
+        ),
+        rtol=RTOL, atol=XTOL
+    )
+
+
+# test brentq with full output
+def test_brentq_full_output():
+    output = _zeros.full_output_example(
+        (A0[0],) + ARGS, XLO, XHI, XTOL, RTOL, MITR)
+    npt.assert_allclose(EXPECTED[0], output['root'], rtol=RTOL, atol=XTOL)
+    npt.assert_equal(6, output['iterations'])
+    npt.assert_equal(7, output['funcalls'])
+    npt.assert_equal(0, output['error_num'])