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

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+import numpy as np
+import scipy._lib._elementwise_iterative_method as eim
+from scipy._lib._util import _RichResult
+
+_ELIMITS = -1  # used in _bracket_root
+_ESTOPONESIDE = 2  # used in _bracket_root
+
+def _bracket_root_iv(func, xl0, xr0, xmin, xmax, factor, args, maxiter):
+
+    if not callable(func):
+        raise ValueError('`func` must be callable.')
+
+    if not np.iterable(args):
+        args = (args,)
+
+    xl0 = np.asarray(xl0)[()]
+    if not np.issubdtype(xl0.dtype, np.number) or np.iscomplex(xl0).any():
+        raise ValueError('`xl0` must be numeric and real.')
+
+    xr0 = xl0 + 1 if xr0 is None else xr0
+    xmin = -np.inf if xmin is None else xmin
+    xmax = np.inf if xmax is None else xmax
+    factor = 2. if factor is None else factor
+    xl0, xr0, xmin, xmax, factor = np.broadcast_arrays(xl0, xr0, xmin, xmax, factor)
+
+    if not np.issubdtype(xr0.dtype, np.number) or np.iscomplex(xr0).any():
+        raise ValueError('`xr0` must be numeric and real.')
+
+    if not np.issubdtype(xmin.dtype, np.number) or np.iscomplex(xmin).any():
+        raise ValueError('`xmin` must be numeric and real.')
+
+    if not np.issubdtype(xmax.dtype, np.number) or np.iscomplex(xmax).any():
+        raise ValueError('`xmax` must be numeric and real.')
+
+    if not np.issubdtype(factor.dtype, np.number) or np.iscomplex(factor).any():
+        raise ValueError('`factor` must be numeric and real.')
+    if not np.all(factor > 1):
+        raise ValueError('All elements of `factor` must be greater than 1.')
+
+    maxiter = np.asarray(maxiter)
+    message = '`maxiter` must be a non-negative integer.'
+    if (not np.issubdtype(maxiter.dtype, np.number) or maxiter.shape != tuple()
+            or np.iscomplex(maxiter)):
+        raise ValueError(message)
+    maxiter_int = int(maxiter[()])
+    if not maxiter == maxiter_int or maxiter < 0:
+        raise ValueError(message)
+
+    if not np.all((xmin <= xl0) & (xl0 < xr0) & (xr0 <= xmax)):
+        raise ValueError('`xmin <= xl0 < xr0 <= xmax` must be True (elementwise).')
+
+    return func, xl0, xr0, xmin, xmax, factor, args, maxiter
+
+
+def _bracket_root(func, xl0, xr0=None, *, xmin=None, xmax=None, factor=None,
+                  args=(), maxiter=1000):
+    """Bracket the root of a monotonic scalar function of one variable
+
+    This function works elementwise when `xl0`, `xr0`, `xmin`, `xmax`, `factor`, and
+    the elements of `args` are broadcastable arrays.
+
+    Parameters
+    ----------
+    func : callable
+        The function for which the root is to be bracketed.
+        The signature must be::
+
+            func(x: ndarray, *args) -> ndarray
+
+        where each element of ``x`` is a finite real and ``args`` is a tuple,
+        which may contain an arbitrary number of arrays that are broadcastable
+        with `x`. ``func`` must be an elementwise function: each element
+        ``func(x)[i]`` must equal ``func(x[i])`` for all indices ``i``.
+    xl0, xr0: float array_like
+        Starting guess of bracket, which need not contain a root. If `xr0` is
+        not provided, ``xr0 = xl0 + 1``. Must be broadcastable with one another.
+    xmin, xmax : float array_like, optional
+        Minimum and maximum allowable endpoints of the bracket, inclusive. Must
+        be broadcastable with `xl0` and `xr0`.
+    factor : float array_like, default: 2
+        The factor used to grow the bracket. See notes for details.
+    args : tuple, optional
+        Additional positional arguments to be passed to `func`.  Must be arrays
+        broadcastable with `xl0`, `xr0`, `xmin`, and `xmax`. If the callable to be
+        bracketed requires arguments that are not broadcastable with these
+        arrays, wrap that callable with `func` such that `func` accepts
+        only `x` and broadcastable arrays.
+    maxiter : int, optional
+        The maximum number of iterations of the algorithm to perform.
+
+    Returns
+    -------
+    res : _RichResult
+        An instance of `scipy._lib._util._RichResult` with the following
+        attributes. The descriptions are written as though the values will be
+        scalars; however, if `func` returns an array, the outputs will be
+        arrays of the same shape.
+
+        xl, xr : float
+            The lower and upper ends of the bracket, if the algorithm
+            terminated successfully.
+        fl, fr : float
+            The function value at the lower and upper ends of the bracket.
+        nfev : int
+            The number of function evaluations required to find the bracket.
+            This is distinct from the number of times `func` is *called*
+            because the function may evaluated at multiple points in a single
+            call.
+        nit : int
+            The number of iterations of the algorithm that were performed.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            - ``0`` : The algorithm produced a valid bracket.
+            - ``-1`` : The bracket expanded to the allowable limits without finding a bracket.
+            - ``-2`` : The maximum number of iterations was reached.
+            - ``-3`` : A non-finite value was encountered.
+            - ``-4`` : Iteration was terminated by `callback`.
+            - ``1`` : The algorithm is proceeding normally (in `callback` only).
+            - ``2`` : A bracket was found in the opposite search direction (in `callback` only).
+
+        success : bool
+            ``True`` when the algorithm terminated successfully (status ``0``).
+
+    Notes
+    -----
+    This function generalizes an algorithm found in pieces throughout
+    `scipy.stats`. The strategy is to iteratively grow the bracket `(l, r)`
+     until ``func(l) < 0 < func(r)``. The bracket grows to the left as follows.
+
+    - If `xmin` is not provided, the distance between `xl0` and `l` is iteratively
+      increased by `factor`.
+    - If `xmin` is provided, the distance between `xmin` and `l` is iteratively
+      decreased by `factor`. Note that this also *increases* the bracket size.
+
+    Growth of the bracket to the right is analogous.
+
+    Growth of the bracket in one direction stops when the endpoint is no longer
+    finite, the function value at the endpoint is no longer finite, or the
+    endpoint reaches its limiting value (`xmin` or `xmax`). Iteration terminates
+    when the bracket stops growing in both directions, the bracket surrounds
+    the root, or a root is found (accidentally).
+
+    If two brackets are found - that is, a bracket is found on both sides in
+    the same iteration, the smaller of the two is returned.
+    If roots of the function are found, both `l` and `r` are set to the
+    leftmost root.
+
+    """  # noqa: E501
+    # Todo:
+    # - find bracket with sign change in specified direction
+    # - Add tolerance
+    # - allow factor < 1?
+
+    callback = None  # works; I just don't want to test it
+    temp = _bracket_root_iv(func, xl0, xr0, xmin, xmax, factor, args, maxiter)
+    func, xl0, xr0, xmin, xmax, factor, args, maxiter = temp
+
+    xs = (xl0, xr0)
+    temp = eim._initialize(func, xs, args)
+    func, xs, fs, args, shape, dtype = temp  # line split for PEP8
+
+    # The approach is to treat the left and right searches as though they were
+    # (almost) totally independent one-sided bracket searches. (The interaction
+    # is considered when checking for termination and preparing the result
+    # object.)
+    # `x` is the "moving" end of the bracket
+    x = np.concatenate(xs)
+    f = np.concatenate(fs)
+    n = len(x) // 2
+
+    # `x_last` is the previous location of the moving end of the bracket. If
+    # the signs of `f` and `f_last` are different, `x` and `x_last` form a
+    # bracket.
+    x_last = np.concatenate((x[n:], x[:n]))
+    f_last = np.concatenate((f[n:], f[:n]))
+    # `x0` is the "fixed" end of the bracket.
+    x0 = x_last
+    # We don't need to retain the corresponding function value, since the
+    # fixed end of the bracket is only needed to compute the new value of the
+    # moving end; it is never returned.
+
+    xmin = np.broadcast_to(xmin, shape).astype(dtype, copy=False).ravel()
+    xmax = np.broadcast_to(xmax, shape).astype(dtype, copy=False).ravel()
+    limit = np.concatenate((xmin, xmax))
+
+    factor = np.broadcast_to(factor, shape).astype(dtype, copy=False).ravel()
+    factor = np.concatenate((factor, factor))
+
+    active = np.arange(2*n)
+    args = [np.concatenate((arg, arg)) for arg in args]
+
+    # This is needed due to inner workings of `eim._loop`.
+    # We're abusing it a tiny bit.
+    shape = shape + (2,)
+
+    # `d` is for "distance".
+    # For searches without a limit, the distance between the fixed end of the
+    # bracket `x0` and the moving end `x` will grow by `factor` each iteration.
+    # For searches with a limit, the distance between the `limit` and moving
+    # end of the bracket `x` will shrink by `factor` each iteration.
+    i = np.isinf(limit)
+    ni = ~i
+    d = np.zeros_like(x)
+    d[i] = x[i] - x0[i]
+    d[ni] = limit[ni] - x[ni]
+
+    status = np.full_like(x, eim._EINPROGRESS, dtype=int)  # in progress
+    nit, nfev = 0, 1  # one function evaluation per side performed above
+
+    work = _RichResult(x=x, x0=x0, f=f, limit=limit, factor=factor,
+                       active=active, d=d, x_last=x_last, f_last=f_last,
+                       nit=nit, nfev=nfev, status=status, args=args,
+                       xl=None, xr=None, fl=None, fr=None, n=n)
+    res_work_pairs = [('status', 'status'), ('xl', 'xl'), ('xr', 'xr'),
+                      ('nit', 'nit'), ('nfev', 'nfev'), ('fl', 'fl'),
+                      ('fr', 'fr'), ('x', 'x'), ('f', 'f'),
+                      ('x_last', 'x_last'), ('f_last', 'f_last')]
+
+    def pre_func_eval(work):
+        # Initialize moving end of bracket
+        x = np.zeros_like(work.x)
+
+        # Unlimited brackets grow by `factor` by increasing distance from fixed
+        # end to moving end.
+        i = np.isinf(work.limit)  # indices of unlimited brackets
+        work.d[i] *= work.factor[i]
+        x[i] = work.x0[i] + work.d[i]
+
+        # Limited brackets grow by decreasing the distance from the limit to
+        # the moving end.
+        ni = ~i  # indices of limited brackets
+        work.d[ni] /= work.factor[ni]
+        x[ni] = work.limit[ni] - work.d[ni]
+
+        return x
+
+    def post_func_eval(x, f, work):
+        # Keep track of the previous location of the moving end so that we can
+        # return a narrower bracket. (The alternative is to remember the
+        # original fixed end, but then the bracket would be wider than needed.)
+        work.x_last = work.x
+        work.f_last = work.f
+        work.x = x
+        work.f = f
+
+    def check_termination(work):
+        stop = np.zeros_like(work.x, dtype=bool)
+
+        # Condition 1: a valid bracket (or the root itself) has been found
+        sf = np.sign(work.f)
+        sf_last = np.sign(work.f_last)
+        i = (sf_last == -sf) | (sf_last == 0) | (sf == 0)
+        work.status[i] = eim._ECONVERGED
+        stop[i] = True
+
+        # Condition 2: the other side's search found a valid bracket.
+        # (If we just found a bracket with the rightward search, we can stop
+        #  the leftward search, and vice-versa.)
+        # To do this, we need to set the status of the other side's search;
+        # this is tricky because `work.status` contains only the *active*
+        # elements, so we don't immediately know the index of the element we
+        # need to set - or even if it's still there. (That search may have
+        # terminated already, e.g. by reaching its `limit`.)
+        # To facilitate this, `work.active` contains a unit integer index of
+        # each search. Index `k` (`k < n)` and `k + n` correspond with a
+        # leftward and rightward search, respectively. Elements are removed
+        # from `work.active` just as they are removed from `work.status`, so
+        # we use `work.active` to help find the right location in
+        # `work.status`.
+        # Get the integer indices of the elements that can also stop
+        also_stop = (work.active[i] + work.n) % (2*work.n)
+        # Check whether they are still active.
+        # To start, we need to find out where in `work.active` they would
+        # appear if they are indeed there.
+        j = np.searchsorted(work.active, also_stop)
+        # If the location exceeds the length of the `work.active`, they are
+        # not there.
+        j = j[j < len(work.active)]
+        # Check whether they are still there.
+        j = j[also_stop == work.active[j]]
+        # Now convert these to boolean indices to use with `work.status`.
+        i = np.zeros_like(stop)
+        i[j] = True  # boolean indices of elements that can also stop
+        i = i & ~stop
+        work.status[i] = _ESTOPONESIDE
+        stop[i] = True
+
+        # Condition 3: moving end of bracket reaches limit
+        i = (work.x == work.limit) & ~stop
+        work.status[i] = _ELIMITS
+        stop[i] = True
+
+        # Condition 4: non-finite value encountered
+        i = ~(np.isfinite(work.x) & np.isfinite(work.f)) & ~stop
+        work.status[i] = eim._EVALUEERR
+        stop[i] = True
+
+        return stop
+
+    def post_termination_check(work):
+        pass
+
+    def customize_result(res, shape):
+        n = len(res['x']) // 2
+
+        # To avoid ambiguity, below we refer to `xl0`, the initial left endpoint
+        # as `a` and `xr0`, the initial right endpoint, as `b`.
+        # Because we treat the two one-sided searches as though they were
+        # independent, what we keep track of in `work` and what we want to
+        # return in `res` look quite different. Combine the results from the
+        # two one-sided searches before reporting the results to the user.
+        # - "a" refers to the leftward search (the moving end started at `a`)
+        # - "b" refers to the rightward search (the moving end started at `b`)
+        # - "l" refers to the left end of the bracket (closer to -oo)
+        # - "r" refers to the right end of the bracket (closer to +oo)
+        xal = res['x'][:n]
+        xar = res['x_last'][:n]
+        xbl = res['x_last'][n:]
+        xbr = res['x'][n:]
+
+        fal = res['f'][:n]
+        far = res['f_last'][:n]
+        fbl = res['f_last'][n:]
+        fbr = res['f'][n:]
+
+        # Initialize the brackets and corresponding function values to return
+        # to the user. Brackets may not be valid (e.g. there is no root,
+        # there weren't enough iterations, NaN encountered), but we still need
+        # to return something. One option would be all NaNs, but what I've
+        # chosen here is the left- and right-most points at which the function
+        # has been evaluated. This gives the user some information about what
+        # interval of the real line has been searched and shows that there is
+        # no sign change between the two ends.
+        xl = xal.copy()
+        fl = fal.copy()
+        xr = xbr.copy()
+        fr = fbr.copy()
+
+        # `status` indicates whether the bracket is valid or not. If so,
+        # we want to adjust the bracket we return to be the narrowest possible
+        # given the points at which we evaluated the function.
+        # For example if bracket "a" is valid and smaller than bracket "b" OR
+        # if bracket "a" is valid and bracket "b" is not valid, we want to
+        # return bracket "a" (and vice versa).
+        sa = res['status'][:n]
+        sb = res['status'][n:]
+
+        da = xar - xal
+        db = xbr - xbl
+
+        i1 = ((da <= db) & (sa == 0)) | ((sa == 0) & (sb != 0))
+        i2 = ((db <= da) & (sb == 0)) | ((sb == 0) & (sa != 0))
+
+        xr[i1] = xar[i1]
+        fr[i1] = far[i1]
+        xl[i2] = xbl[i2]
+        fl[i2] = fbl[i2]
+
+        # Finish assembling the result object
+        res['xl'] = xl
+        res['xr'] = xr
+        res['fl'] = fl
+        res['fr'] = fr
+
+        res['nit'] = np.maximum(res['nit'][:n], res['nit'][n:])
+        res['nfev'] = res['nfev'][:n] + res['nfev'][n:]
+        # If the status on one side is zero, the status is zero. In any case,
+        # report the status from one side only.
+        res['status'] = np.choose(sa == 0, (sb, sa))
+        res['success'] = (res['status'] == 0)
+
+        del res['x']
+        del res['f']
+        del res['x_last']
+        del res['f_last']
+
+        return shape[:-1]
+
+    return eim._loop(work, callback, shape, maxiter, func, args, dtype,
+                     pre_func_eval, post_func_eval, check_termination,
+                     post_termination_check, customize_result, res_work_pairs)
+
+
+def _bracket_minimum_iv(func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter):
+
+    if not callable(func):
+        raise ValueError('`func` must be callable.')
+
+    if not np.iterable(args):
+        args = (args,)
+
+    xm0 = np.asarray(xm0)[()]
+    if not np.issubdtype(xm0.dtype, np.number) or np.iscomplex(xm0).any():
+        raise ValueError('`xm0` must be numeric and real.')
+
+    xmin = -np.inf if xmin is None else xmin
+    xmax = np.inf if xmax is None else xmax
+
+    xl0_not_supplied = False
+    if xl0 is None:
+        xl0 = xm0 - 0.5
+        xl0_not_supplied = True
+
+    xr0_not_supplied = False
+    if xr0 is None:
+        xr0 = xm0 + 0.5
+        xr0_not_supplied = True
+
+    factor = 2.0 if factor is None else factor
+    xl0, xm0, xr0, xmin, xmax, factor = np.broadcast_arrays(
+        xl0, xm0, xr0, xmin, xmax, factor
+    )
+
+    if not np.issubdtype(xl0.dtype, np.number) or np.iscomplex(xl0).any():
+        raise ValueError('`xl0` must be numeric and real.')
+
+    if not np.issubdtype(xr0.dtype, np.number) or np.iscomplex(xr0).any():
+        raise ValueError('`xr0` must be numeric and real.')
+
+    if not np.issubdtype(xmin.dtype, np.number) or np.iscomplex(xmin).any():
+        raise ValueError('`xmin` must be numeric and real.')
+
+    if not np.issubdtype(xmax.dtype, np.number) or np.iscomplex(xmax).any():
+        raise ValueError('`xmax` must be numeric and real.')
+
+    if not np.issubdtype(factor.dtype, np.number) or np.iscomplex(factor).any():
+        raise ValueError('`factor` must be numeric and real.')
+    if not np.all(factor > 1):
+        raise ValueError('All elements of `factor` must be greater than 1.')
+
+    # Default choices for xl or xr might have exceeded xmin or xmax. Adjust
+    # to make sure this doesn't happen. We replace with copies because xl, and xr
+    # are read-only views produced by broadcast_arrays.
+    if xl0_not_supplied:
+        xl0 = xl0.copy()
+        cond = ~np.isinf(xmin) & (xl0 < xmin)
+        xl0[cond] = (
+            xm0[cond] - xmin[cond]
+        ) / np.array(16, dtype=xl0.dtype)
+    if xr0_not_supplied:
+        xr0 = xr0.copy()
+        cond = ~np.isinf(xmax) & (xmax < xr0)
+        xr0[cond] = (
+            xmax[cond] - xm0[cond]
+        ) / np.array(16, dtype=xr0.dtype)
+
+    maxiter = np.asarray(maxiter)
+    message = '`maxiter` must be a non-negative integer.'
+    if (not np.issubdtype(maxiter.dtype, np.number) or maxiter.shape != tuple()
+            or np.iscomplex(maxiter)):
+        raise ValueError(message)
+    maxiter_int = int(maxiter[()])
+    if not maxiter == maxiter_int or maxiter < 0:
+        raise ValueError(message)
+
+    if not np.all((xmin <= xl0) & (xl0 < xm0) & (xm0 < xr0) & (xr0 <= xmax)):
+        raise ValueError(
+            '`xmin <= xl0 < xm0 < xr0 <= xmax` must be True (elementwise).'
+        )
+
+    return func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter
+
+
+def _bracket_minimum(func, xm0, *, xl0=None, xr0=None, xmin=None, xmax=None,
+                     factor=None, args=(), maxiter=1000):
+    """Bracket the minimum of a unimodal scalar function of one variable
+
+    This function works elementwise when `xm0`, `xl0`, `xr0`, `xmin`, `xmax`,
+    and the elements of `args` are broadcastable arrays.
+
+    Parameters
+    ----------
+    func : callable
+        The function for which the minimum is to be bracketed.
+        The signature must be::
+
+            func(x: ndarray, *args) -> ndarray
+
+        where each element of ``x`` is a finite real and ``args`` is a tuple,
+        which may contain an arbitrary number of arrays that are broadcastable
+        with ``x``. `func` must be an elementwise function: each element
+        ``func(x)[i]`` must equal ``func(x[i])`` for all indices `i`.
+    xm0: float array_like
+        Starting guess for middle point of bracket.
+    xl0, xr0: float array_like, optional
+        Starting guesses for left and right endpoints of the bracket. Must be
+        broadcastable with one another and with `xm0`.
+    xmin, xmax : float array_like, optional
+        Minimum and maximum allowable endpoints of the bracket, inclusive. Must
+        be broadcastable with `xl0`, `xm0`, and `xr0`.
+    factor : float array_like, optional
+        Controls expansion of bracket endpoint in downhill direction. Works
+        differently in the cases where a limit is set in the downhill direction
+        with `xmax` or `xmin`. See Notes.
+    args : tuple, optional
+        Additional positional arguments to be passed to `func`.  Must be arrays
+        broadcastable with `xl0`, `xm0`, `xr0`, `xmin`, and `xmax`. If the
+        callable to be bracketed requires arguments that are not broadcastable
+        with these arrays, wrap that callable with `func` such that `func`
+        accepts only ``x`` and broadcastable arrays.
+    maxiter : int, optional
+        The maximum number of iterations of the algorithm to perform. The number
+        of function evaluations is three greater than the number of iterations.
+
+    Returns
+    -------
+    res : _RichResult
+        An instance of `scipy._lib._util._RichResult` with the following
+        attributes. The descriptions are written as though the values will be
+        scalars; however, if `func` returns an array, the outputs will be
+        arrays of the same shape.
+
+        xl, xm, xr : float
+            The left, middle, and right points of the bracket, if the algorithm
+            terminated successfully.
+        fl, fm, fr : float
+            The function value at the left, middle, and right points of the bracket.
+        nfev : int
+            The number of function evaluations required to find the bracket.
+        nit : int
+            The number of iterations of the algorithm that were performed.
+        status : int
+            An integer representing the exit status of the algorithm.
+
+            - ``0`` : The algorithm produced a valid bracket.
+            - ``-1`` : The bracket expanded to the allowable limits. Assuming
+                       unimodality, this implies the endpoint at the limit is a
+                       minimizer.
+            - ``-2`` : The maximum number of iterations was reached.
+            - ``-3`` : A non-finite value was encountered.
+
+        success : bool
+            ``True`` when the algorithm terminated successfully (status ``0``).
+
+    Notes
+    -----
+    Similar to `scipy.optimize.bracket`, this function seeks to find real
+    points ``xl < xm < xr`` such that ``f(xl) >= f(xm)`` and ``f(xr) >= f(xm)``,
+    where at least one of the inequalities is strict. Unlike `scipy.optimize.bracket`,
+    this function can operate in a vectorized manner on array input, so long as
+    the input arrays are broadcastable with each other. Also unlike
+    `scipy.optimize.bracket`, users may specify minimum and maximum endpoints
+    for the desired bracket.
+
+    Given an initial trio of points ``xl = xl0``, ``xm = xm0``, ``xr = xr0``,
+    the algorithm checks if these points already give a valid bracket. If not,
+    a new endpoint, ``w`` is chosen in the "downhill" direction, ``xm`` becomes the new
+    opposite endpoint, and either `xl` or `xr` becomes the new middle point,
+    depending on which direction is downhill. The algorithm repeats from here.
+
+    The new endpoint `w` is chosen differently depending on whether or not a
+    boundary `xmin` or `xmax` has been set in the downhill direction. Without
+    loss of generality, suppose the downhill direction is to the right, so that
+    ``f(xl) > f(xm) > f(xr)``. If there is no boundary to the right, then `w`
+    is chosen to be ``xr + factor * (xr - xm)`` where `factor` is controlled by
+    the user (defaults to 2.0) so that step sizes increase in geometric proportion.
+    If there is a boundary, `xmax` in this case, then `w` is chosen to be
+    ``xmax - (xmax - xr)/factor``, with steps slowing to a stop at
+    `xmax`. This cautious approach ensures that a minimum near but distinct from
+    the boundary isn't missed while also detecting whether or not the `xmax` is
+    a minimizer when `xmax` is reached after a finite number of steps.
+    """  # noqa: E501
+    callback = None  # works; I just don't want to test it
+
+    temp = _bracket_minimum_iv(func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter)
+    func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter = temp
+
+    xs = (xl0, xm0, xr0)
+    func, xs, fs, args, shape, dtype = eim._initialize(func, xs, args)
+
+    xl0, xm0, xr0 = xs
+    fl0, fm0, fr0 = fs
+    xmin = np.broadcast_to(xmin, shape).astype(dtype, copy=False).ravel()
+    xmax = np.broadcast_to(xmax, shape).astype(dtype, copy=False).ravel()
+    # We will modify factor later on so make a copy. np.broadcast_to returns
+    # a read-only view.
+    factor = np.broadcast_to(factor, shape).astype(dtype, copy=True).ravel()
+
+    # To simplify the logic, swap xl and xr if f(xl) < f(xr). We should always be
+    # marching downhill in the direction from xl to xr.
+    comp = fl0 < fr0
+    xl0[comp], xr0[comp] = xr0[comp], xl0[comp]
+    fl0[comp], fr0[comp] = fr0[comp], fl0[comp]
+    # We only need the boundary in the direction we're traveling.
+    limit = np.where(comp, xmin, xmax)
+
+    unlimited = np.isinf(limit)
+    limited = ~unlimited
+    step = np.empty_like(xl0)
+
+    step[unlimited] = (xr0[unlimited] - xm0[unlimited])
+    step[limited] = (limit[limited] - xr0[limited])
+
+    # Step size is divided by factor for case where there is a limit.
+    factor[limited] = 1 / factor[limited]
+
+    status = np.full_like(xl0, eim._EINPROGRESS, dtype=int)
+    nit, nfev = 0, 3
+
+    work = _RichResult(xl=xl0, xm=xm0, xr=xr0, xr0=xr0, fl=fl0, fm=fm0, fr=fr0,
+                       step=step, limit=limit, limited=limited, factor=factor, nit=nit,
+                       nfev=nfev, status=status, args=args)
+
+    res_work_pairs = [('status', 'status'), ('xl', 'xl'), ('xm', 'xm'), ('xr', 'xr'),
+                      ('nit', 'nit'), ('nfev', 'nfev'), ('fl', 'fl'), ('fm', 'fm'),
+                      ('fr', 'fr')]
+
+    def pre_func_eval(work):
+        work.step *= work.factor
+        x = np.empty_like(work.xr)
+        x[~work.limited] = work.xr0[~work.limited] + work.step[~work.limited]
+        x[work.limited] = work.limit[work.limited] - work.step[work.limited]
+        # Since the new bracket endpoint is calculated from an offset with the
+        # limit, it may be the case that the new endpoint equals the old endpoint,
+        # when the old endpoint is sufficiently close to the limit. We use the
+        # limit itself as the new endpoint in these cases.
+        x[work.limited] = np.where(
+            x[work.limited] == work.xr[work.limited],
+            work.limit[work.limited],
+            x[work.limited],
+        )
+        return x
+
+    def post_func_eval(x, f, work):
+        work.xl, work.xm, work.xr = work.xm, work.xr, x
+        work.fl, work.fm, work.fr = work.fm, work.fr, f
+
+    def check_termination(work):
+        # Condition 1: A valid bracket has been found.
+        stop = (
+            (work.fl >= work.fm) & (work.fr > work.fm)
+            | (work.fl > work.fm) & (work.fr >= work.fm)
+        )
+        work.status[stop] = eim._ECONVERGED
+
+        # Condition 2: Moving end of bracket reaches limit.
+        i = (work.xr == work.limit) & ~stop
+        work.status[i] = _ELIMITS
+        stop[i] = True
+
+        # Condition 3: non-finite value encountered
+        i = ~(np.isfinite(work.xr) & np.isfinite(work.fr)) & ~stop
+        work.status[i] = eim._EVALUEERR
+        stop[i] = True
+
+        return stop
+
+    def post_termination_check(work):
+        pass
+
+    def customize_result(res, shape):
+        # Reorder entries of xl and xr if they were swapped due to f(xl0) < f(xr0).
+        comp = res['xl'] > res['xr']
+        res['xl'][comp], res['xr'][comp] = res['xr'][comp], res['xl'][comp]
+        res['fl'][comp], res['fr'][comp] = res['fr'][comp], res['fl'][comp]
+        return shape
+
+    return eim._loop(work, callback, shape,
+                     maxiter, func, args, dtype,
+                     pre_func_eval, post_func_eval,
+                     check_termination, post_termination_check,
+                     customize_result, res_work_pairs)

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

@@ -0,0 +1,524 @@
+import numpy as np
+from ._zeros_py import _xtol, _rtol, _iter
+import scipy._lib._elementwise_iterative_method as eim
+from scipy._lib._util import _RichResult
+
+def _chandrupatla(func, a, b, *, args=(), xatol=_xtol, xrtol=_rtol,
+                  fatol=None, frtol=0, maxiter=_iter, callback=None):
+    """Find the root of an elementwise function using Chandrupatla's algorithm.
+
+    For each element of the output of `func`, `chandrupatla` seeks the scalar
+    root that makes the element 0. This function allows for `a`, `b`, and the
+    output of `func` to be of any broadcastable shapes.
+
+    Parameters
+    ----------
+    func : callable
+        The function whose root is desired. The signature must be::
+
+            func(x: ndarray, *args) -> ndarray
+
+         where each element of ``x`` is a finite real and ``args`` is a tuple,
+         which may contain an arbitrary number of components of any type(s).
+         ``func`` must be an elementwise function: each element ``func(x)[i]``
+         must equal ``func(x[i])`` for all indices ``i``. `_chandrupatla`
+         seeks an array ``x`` such that ``func(x)`` is an array of zeros.
+    a, b : array_like
+        The lower and upper bounds of the root of the function. Must be
+        broadcastable with one another.
+    args : tuple, optional
+        Additional positional arguments to be passed to `func`.
+    xatol, xrtol, fatol, frtol : float, optional
+        Absolute and relative tolerances on the root and function value.
+        See Notes for details.
+    maxiter : int, optional
+        The maximum number of iterations of the algorithm to perform.
+    callback : callable, optional
+        An optional user-supplied function to be called before the first
+        iteration and after each iteration.
+        Called as ``callback(res)``, where ``res`` is a ``_RichResult``
+        similar to that returned by `_chandrupatla` (but containing the current
+        iterate's values of all variables). If `callback` raises a
+        ``StopIteration``, the algorithm will terminate immediately and
+        `_chandrupatla` will return a result.
+
+    Returns
+    -------
+    res : _RichResult
+        An instance of `scipy._lib._util._RichResult` with the following
+        attributes. The descriptions are written as though the values will be
+        scalars; however, if `func` returns an array, the outputs will be
+        arrays of the same shape.
+
+        x : float
+            The root of the function, if the algorithm terminated successfully.
+        nfev : int
+            The number of times the function was called to find the root.
+        nit : int
+            The number of iterations of Chandrupatla's algorithm performed.
+        status : int
+            An integer representing the exit status of the algorithm.
+            ``0`` : The algorithm converged to the specified tolerances.
+            ``-1`` : The algorithm encountered an invalid bracket.
+            ``-2`` : The maximum number of iterations was reached.
+            ``-3`` : A non-finite value was encountered.
+            ``-4`` : Iteration was terminated by `callback`.
+            ``1`` : The algorithm is proceeding normally (in `callback` only).
+        success : bool
+            ``True`` when the algorithm terminated successfully (status ``0``).
+        fun : float
+            The value of `func` evaluated at `x`.
+        xl, xr : float
+            The lower and upper ends of the bracket.
+        fl, fr : float
+            The function value at the lower and upper ends of the bracket.
+
+    Notes
+    -----
+    Implemented based on Chandrupatla's original paper [1]_.
+
+    If ``xl`` and ``xr`` are the left and right ends of the bracket,
+    ``xmin = xl if abs(func(xl)) <= abs(func(xr)) else xr``,
+    and ``fmin0 = min(func(a), func(b))``, then the algorithm is considered to
+    have converged when ``abs(xr - xl) < xatol + abs(xmin) * xrtol`` or
+    ``fun(xmin) <= fatol + abs(fmin0) * frtol``. This is equivalent to the
+    termination condition described in [1]_ with ``xrtol = 4e-10``,
+    ``xatol = 1e-5``, and ``fatol = frtol = 0``. The default values are
+    ``xatol = 2e-12``, ``xrtol = 4 * np.finfo(float).eps``, ``frtol = 0``,
+    and ``fatol`` is the smallest normal number of the ``dtype`` returned
+    by ``func``.
+
+    References
+    ----------
+
+    .. [1] Chandrupatla, Tirupathi R.
+        "A new hybrid quadratic/bisection algorithm for finding the zero of a
+        nonlinear function without using derivatives".
+        Advances in Engineering Software, 28(3), 145-149.
+        https://doi.org/10.1016/s0965-9978(96)00051-8
+
+    See Also
+    --------
+    brentq, brenth, ridder, bisect, newton
+
+    Examples
+    --------
+    >>> from scipy import optimize
+    >>> def f(x, c):
+    ...     return x**3 - 2*x - c
+    >>> c = 5
+    >>> res = optimize._chandrupatla._chandrupatla(f, 0, 3, args=(c,))
+    >>> res.x
+    2.0945514818937463
+
+    >>> c = [3, 4, 5]
+    >>> res = optimize._chandrupatla._chandrupatla(f, 0, 3, args=(c,))
+    >>> res.x
+    array([1.8932892 , 2.        , 2.09455148])
+
+    """
+    res = _chandrupatla_iv(func, args, xatol, xrtol,
+                           fatol, frtol, maxiter, callback)
+    func, args, xatol, xrtol, fatol, frtol, maxiter, callback = res
+
+    # Initialization
+    temp = eim._initialize(func, (a, b), args)
+    func, xs, fs, args, shape, dtype = temp
+    x1, x2 = xs
+    f1, f2 = fs
+    status = np.full_like(x1, eim._EINPROGRESS, dtype=int)  # in progress
+    nit, nfev = 0, 2  # two function evaluations performed above
+    xatol = _xtol if xatol is None else xatol
+    xrtol = _rtol if xrtol is None else xrtol
+    fatol = np.finfo(dtype).tiny if fatol is None else fatol
+    frtol = frtol * np.minimum(np.abs(f1), np.abs(f2))
+    work = _RichResult(x1=x1, f1=f1, x2=x2, f2=f2, x3=None, f3=None, t=0.5,
+                       xatol=xatol, xrtol=xrtol, fatol=fatol, frtol=frtol,
+                       nit=nit, nfev=nfev, status=status)
+    res_work_pairs = [('status', 'status'), ('x', 'xmin'), ('fun', 'fmin'),
+                      ('nit', 'nit'), ('nfev', 'nfev'), ('xl', 'x1'),
+                      ('fl', 'f1'), ('xr', 'x2'), ('fr', 'f2')]
+
+    def pre_func_eval(work):
+        # [1] Figure 1 (first box)
+        x = work.x1 + work.t * (work.x2 - work.x1)
+        return x
+
+    def post_func_eval(x, f, work):
+        # [1] Figure 1 (first diamond and boxes)
+        # Note: y/n are reversed in figure; compare to BASIC in appendix
+        work.x3, work.f3 = work.x2.copy(), work.f2.copy()
+        j = np.sign(f) == np.sign(work.f1)
+        nj = ~j
+        work.x3[j], work.f3[j] = work.x1[j], work.f1[j]
+        work.x2[nj], work.f2[nj] = work.x1[nj], work.f1[nj]
+        work.x1, work.f1 = x, f
+
+    def check_termination(work):
+        # [1] Figure 1 (second diamond)
+        # Check for all terminal conditions and record statuses.
+
+        # See [1] Section 4 (first two sentences)
+        i = np.abs(work.f1) < np.abs(work.f2)
+        work.xmin = np.choose(i, (work.x2, work.x1))
+        work.fmin = np.choose(i, (work.f2, work.f1))
+        stop = np.zeros_like(work.x1, dtype=bool)  # termination condition met
+
+        # This is the convergence criterion used in bisect. Chandrupatla's
+        # criterion is equivalent to this except with a factor of 4 on `xrtol`.
+        work.dx = abs(work.x2 - work.x1)
+        work.tol = abs(work.xmin) * work.xrtol + work.xatol
+        i = work.dx < work.tol
+        # Modify in place to incorporate tolerance on function value. Note that
+        # `frtol` has been redefined as `frtol = frtol * np.minimum(f1, f2)`,
+        # where `f1` and `f2` are the function evaluated at the original ends of
+        # the bracket.
+        i |= np.abs(work.fmin) <= work.fatol + work.frtol
+        work.status[i] = eim._ECONVERGED
+        stop[i] = True
+
+        i = (np.sign(work.f1) == np.sign(work.f2)) & ~stop
+        work.xmin[i], work.fmin[i], work.status[i] = np.nan, np.nan, eim._ESIGNERR
+        stop[i] = True
+
+        i = ~((np.isfinite(work.x1) & np.isfinite(work.x2)
+               & np.isfinite(work.f1) & np.isfinite(work.f2)) | stop)
+        work.xmin[i], work.fmin[i], work.status[i] = np.nan, np.nan, eim._EVALUEERR
+        stop[i] = True
+
+        return stop
+
+    def post_termination_check(work):
+        # [1] Figure 1 (third diamond and boxes / Equation 1)
+        xi1 = (work.x1 - work.x2) / (work.x3 - work.x2)
+        phi1 = (work.f1 - work.f2) / (work.f3 - work.f2)
+        alpha = (work.x3 - work.x1) / (work.x2 - work.x1)
+        j = ((1 - np.sqrt(1 - xi1)) < phi1) & (phi1 < np.sqrt(xi1))
+
+        f1j, f2j, f3j, alphaj = work.f1[j], work.f2[j], work.f3[j], alpha[j]
+        t = np.full_like(alpha, 0.5)
+        t[j] = (f1j / (f1j - f2j) * f3j / (f3j - f2j)
+                - alphaj * f1j / (f3j - f1j) * f2j / (f2j - f3j))
+
+        # [1] Figure 1 (last box; see also BASIC in appendix with comment
+        # "Adjust T Away from the Interval Boundary")
+        tl = 0.5 * work.tol / work.dx
+        work.t = np.clip(t, tl, 1 - tl)
+
+    def customize_result(res, shape):
+        xl, xr, fl, fr = res['xl'], res['xr'], res['fl'], res['fr']
+        i = res['xl'] < res['xr']
+        res['xl'] = np.choose(i, (xr, xl))
+        res['xr'] = np.choose(i, (xl, xr))
+        res['fl'] = np.choose(i, (fr, fl))
+        res['fr'] = np.choose(i, (fl, fr))
+        return shape
+
+    return eim._loop(work, callback, shape, maxiter, func, args, dtype,
+                     pre_func_eval, post_func_eval, check_termination,
+                     post_termination_check, customize_result, res_work_pairs)
+
+
+def _chandrupatla_iv(func, args, xatol, xrtol,
+                     fatol, frtol, maxiter, callback):
+    # Input validation for `_chandrupatla`
+
+    if not callable(func):
+        raise ValueError('`func` must be callable.')
+
+    if not np.iterable(args):
+        args = (args,)
+
+    tols = np.asarray([xatol if xatol is not None else 1,
+                       xrtol if xrtol is not None else 1,
+                       fatol if fatol is not None else 1,
+                       frtol if frtol is not None else 1])
+    if (not np.issubdtype(tols.dtype, np.number) or np.any(tols < 0)
+            or np.any(np.isnan(tols)) or tols.shape != (4,)):
+        raise ValueError('Tolerances must be non-negative scalars.')
+
+    maxiter_int = int(maxiter)
+    if maxiter != maxiter_int or maxiter < 0:
+        raise ValueError('`maxiter` must be a non-negative integer.')
+
+    if callback is not None and not callable(callback):
+        raise ValueError('`callback` must be callable.')
+
+    return func, args, xatol, xrtol, fatol, frtol, maxiter, callback
+
+
+def _chandrupatla_minimize(func, x1, x2, x3, *, args=(), xatol=None,
+                           xrtol=None, fatol=None, frtol=None, maxiter=100,
+                           callback=None):
+    """Find the minimizer of an elementwise function.
+
+    For each element of the output of `func`, `_chandrupatla_minimize` seeks
+    the scalar minimizer that minimizes the element. This function allows for
+    `x1`, `x2`, `x3`, and the elements of `args` to be arrays of any
+    broadcastable shapes.
+
+    Parameters
+    ----------
+    func : callable
+        The function whose minimizer is desired. The signature must be::
+
+            func(x: ndarray, *args) -> ndarray
+
+         where each element of ``x`` is a finite real and ``args`` is a tuple,
+         which may contain an arbitrary number of arrays that are broadcastable
+         with `x`. ``func`` must be an elementwise function: each element
+         ``func(x)[i]`` must equal ``func(x[i])`` for all indices ``i``.
+         `_chandrupatla` seeks an array ``x`` such that ``func(x)`` is an array
+         of minima.
+    x1, x2, x3 : array_like
+        The abscissae of a standard scalar minimization bracket. A bracket is
+        valid if ``x1 < x2 < x3`` and ``func(x1) > func(x2) <= func(x3)``.
+        Must be broadcastable with one another and `args`.
+    args : tuple, optional
+        Additional positional arguments to be passed to `func`.  Must be arrays
+        broadcastable with `x1`, `x2`, and `x3`. If the callable to be
+        differentiated requires arguments that are not broadcastable with `x`,
+        wrap that callable with `func` such that `func` accepts only `x` and
+        broadcastable arrays.
+    xatol, xrtol, fatol, frtol : float, optional
+        Absolute and relative tolerances on the minimizer and function value.
+        See Notes for details.
+    maxiter : int, optional
+        The maximum number of iterations of the algorithm to perform.
+    callback : callable, optional
+        An optional user-supplied function to be called before the first
+        iteration and after each iteration.
+        Called as ``callback(res)``, where ``res`` is a ``_RichResult``
+        similar to that returned by `_chandrupatla_minimize` (but containing
+        the current iterate's values of all variables). If `callback` raises a
+        ``StopIteration``, the algorithm will terminate immediately and
+        `_chandrupatla_minimize` will return a result.
+
+    Returns
+    -------
+    res : _RichResult
+        An instance of `scipy._lib._util._RichResult` with the following
+        attributes. (The descriptions are written as though the values will be
+        scalars; however, if `func` returns an array, the outputs will be
+        arrays of the same shape.)
+
+        success : bool
+            ``True`` when the algorithm terminated successfully (status ``0``).
+        status : int
+            An integer representing the exit status of the algorithm.
+            ``0`` : The algorithm converged to the specified tolerances.
+            ``-1`` : The algorithm encountered an invalid bracket.
+            ``-2`` : The maximum number of iterations was reached.
+            ``-3`` : A non-finite value was encountered.
+            ``-4`` : Iteration was terminated by `callback`.
+            ``1`` : The algorithm is proceeding normally (in `callback` only).
+        x : float
+            The minimizer of the function, if the algorithm terminated
+            successfully.
+        fun : float
+            The value of `func` evaluated at `x`.
+        nfev : int
+            The number of points at which `func` was evaluated.
+        nit : int
+            The number of iterations of the algorithm that were performed.
+        xl, xm, xr : float
+            The final three-point bracket.
+        fl, fm, fr : float
+            The function value at the bracket points.
+
+    Notes
+    -----
+    Implemented based on Chandrupatla's original paper [1]_.
+
+    If ``x1 < x2 < x3`` are the points of the bracket and ``f1 > f2 <= f3``
+    are the values of ``func`` at those points, then the algorithm is
+    considered to have converged when ``x3 - x1 <= abs(x2)*xrtol + xatol``
+    or ``(f1 - 2*f2 + f3)/2 <= abs(f2)*frtol + fatol``. Note that first of
+    these differs from the termination conditions described in [1]_. The
+    default values of `xrtol` is the square root of the precision of the
+    appropriate dtype, and ``xatol=fatol = frtol`` is the smallest normal
+    number of the appropriate dtype.
+
+    References
+    ----------
+    .. [1] Chandrupatla, Tirupathi R. (1998).
+        "An efficient quadratic fit-sectioning algorithm for minimization
+        without derivatives".
+        Computer Methods in Applied Mechanics and Engineering, 152 (1-2),
+        211-217. https://doi.org/10.1016/S0045-7825(97)00190-4
+
+    See Also
+    --------
+    golden, brent, bounded
+
+    Examples
+    --------
+    >>> from scipy.optimize._chandrupatla import _chandrupatla_minimize
+    >>> def f(x, args=1):
+    ...     return (x - args)**2
+    >>> res = _chandrupatla_minimize(f, -5, 0, 5)
+    >>> res.x
+    1.0
+    >>> c = [1, 1.5, 2]
+    >>> res = _chandrupatla_minimize(f, -5, 0, 5, args=(c,))
+    >>> res.x
+    array([1. , 1.5, 2. ])
+    """
+    res = _chandrupatla_iv(func, args, xatol, xrtol,
+                           fatol, frtol, maxiter, callback)
+    func, args, xatol, xrtol, fatol, frtol, maxiter, callback = res
+
+    # Initialization
+    xs = (x1, x2, x3)
+    temp = eim._initialize(func, xs, args)
+    func, xs, fs, args, shape, dtype = temp  # line split for PEP8
+    x1, x2, x3 = xs
+    f1, f2, f3 = fs
+    phi = dtype.type(0.5 + 0.5*5**0.5)  # golden ratio
+    status = np.full_like(x1, eim._EINPROGRESS, dtype=int)  # in progress
+    nit, nfev = 0, 3  # three function evaluations performed above
+    fatol = np.finfo(dtype).tiny if fatol is None else fatol
+    frtol = np.finfo(dtype).tiny if frtol is None else frtol
+    xatol = np.finfo(dtype).tiny if xatol is None else xatol
+    xrtol = np.sqrt(np.finfo(dtype).eps) if xrtol is None else xrtol
+
+    # Ensure that x1 < x2 < x3 initially.
+    xs, fs = np.vstack((x1, x2, x3)), np.vstack((f1, f2, f3))
+    i = np.argsort(xs, axis=0)
+    x1, x2, x3 = np.take_along_axis(xs, i, axis=0)
+    f1, f2, f3 = np.take_along_axis(fs, i, axis=0)
+    q0 = x3.copy()  # "At the start, q0 is set at x3..." ([1] after (7))
+
+    work = _RichResult(x1=x1, f1=f1, x2=x2, f2=f2, x3=x3, f3=f3, phi=phi,
+                       xatol=xatol, xrtol=xrtol, fatol=fatol, frtol=frtol,
+                       nit=nit, nfev=nfev, status=status, q0=q0, args=args)
+    res_work_pairs = [('status', 'status'),
+                      ('x', 'x2'), ('fun', 'f2'),
+                      ('nit', 'nit'), ('nfev', 'nfev'),
+                      ('xl', 'x1'), ('xm', 'x2'), ('xr', 'x3'),
+                      ('fl', 'f1'), ('fm', 'f2'), ('fr', 'f3')]
+
+    def pre_func_eval(work):
+        # `_check_termination` is called first -> `x3 - x2 > x2 - x1`
+        # But let's calculate a few terms that we'll reuse
+        x21 = work.x2 - work.x1
+        x32 = work.x3 - work.x2
+
+        # [1] Section 3. "The quadratic minimum point Q1 is calculated using
+        # the relations developed in the previous section." [1] Section 2 (5/6)
+        A = x21 * (work.f3 - work.f2)
+        B = x32 * (work.f1 - work.f2)
+        C = A / (A + B)
+        # q1 = C * (work.x1 + work.x2) / 2 + (1 - C) * (work.x2 + work.x3) / 2
+        q1 = 0.5 * (C*(work.x1 - work.x3) + work.x2 + work.x3)  # much faster
+        # this is an array, so multiplying by 0.5 does not change dtype
+
+        # "If Q1 and Q0 are sufficiently close... Q1 is accepted if it is
+        # sufficiently away from the inside point x2"
+        i = abs(q1 - work.q0) < 0.5 * abs(x21)  # [1] (7)
+        xi = q1[i]
+        # Later, after (9), "If the point Q1 is in a +/- xtol neighborhood of
+        # x2, the new point is chosen in the larger interval at a distance
+        # tol away from x2."
+        # See also QBASIC code after "Accept Ql adjust if close to X2".
+        j = abs(q1[i] - work.x2[i]) <= work.xtol[i]
+        xi[j] = work.x2[i][j] + np.sign(x32[i][j]) * work.xtol[i][j]
+
+        # "If condition (7) is not satisfied, golden sectioning of the larger
+        # interval is carried out to introduce the new point."
+        # (For simplicity, we go ahead and calculate it for all points, but we
+        # change the elements for which the condition was satisfied.)
+        x = work.x2 + (2 - work.phi) * x32
+        x[i] = xi
+
+        # "We define Q0 as the value of Q1 at the previous iteration."
+        work.q0 = q1
+        return x
+
+    def post_func_eval(x, f, work):
+        # Standard logic for updating a three-point bracket based on a new
+        # point. In QBASIC code, see "IF SGN(X-X2) = SGN(X3-X2) THEN...".
+        # There is an awful lot of data copying going on here; this would
+        # probably benefit from code optimization or implementation in Pythran.
+        i = np.sign(x - work.x2) == np.sign(work.x3 - work.x2)
+        xi, x1i, x2i, x3i = x[i], work.x1[i], work.x2[i], work.x3[i],
+        fi, f1i, f2i, f3i = f[i], work.f1[i], work.f2[i], work.f3[i]
+        j = fi > f2i
+        x3i[j], f3i[j] = xi[j], fi[j]
+        j = ~j
+        x1i[j], f1i[j], x2i[j], f2i[j] = x2i[j], f2i[j], xi[j], fi[j]
+
+        ni = ~i
+        xni, x1ni, x2ni, x3ni = x[ni], work.x1[ni], work.x2[ni], work.x3[ni],
+        fni, f1ni, f2ni, f3ni = f[ni], work.f1[ni], work.f2[ni], work.f3[ni]
+        j = fni > f2ni
+        x1ni[j], f1ni[j] = xni[j], fni[j]
+        j = ~j
+        x3ni[j], f3ni[j], x2ni[j], f2ni[j] = x2ni[j], f2ni[j], xni[j], fni[j]
+
+        work.x1[i], work.x2[i], work.x3[i] = x1i, x2i, x3i
+        work.f1[i], work.f2[i], work.f3[i] = f1i, f2i, f3i
+        work.x1[ni], work.x2[ni], work.x3[ni] = x1ni, x2ni, x3ni,
+        work.f1[ni], work.f2[ni], work.f3[ni] = f1ni, f2ni, f3ni
+
+    def check_termination(work):
+        # Check for all terminal conditions and record statuses.
+        stop = np.zeros_like(work.x1, dtype=bool)  # termination condition met
+
+        # Bracket is invalid; stop and don't return minimizer/minimum
+        i = ((work.f2 > work.f1) | (work.f2 > work.f3))
+        work.x2[i], work.f2[i] = np.nan, np.nan
+        stop[i], work.status[i] = True, eim._ESIGNERR
+
+        # Non-finite values; stop and don't return minimizer/minimum
+        finite = np.isfinite(work.x1+work.x2+work.x3+work.f1+work.f2+work.f3)
+        i = ~(finite | stop)
+        work.x2[i], work.f2[i] = np.nan, np.nan
+        stop[i], work.status[i] = True, eim._EVALUEERR
+
+        # [1] Section 3 "Points 1 and 3 are interchanged if necessary to make
+        # the (x2, x3) the larger interval."
+        # Note: I had used np.choose; this is much faster. This would be a good
+        # place to save e.g. `work.x3 - work.x2` for reuse, but I tried and
+        # didn't notice a speed boost, so let's keep it simple.
+        i = abs(work.x3 - work.x2) < abs(work.x2 - work.x1)
+        temp = work.x1[i]
+        work.x1[i] = work.x3[i]
+        work.x3[i] = temp
+        temp = work.f1[i]
+        work.f1[i] = work.f3[i]
+        work.f3[i] = temp
+
+        # [1] Section 3 (bottom of page 212)
+        # "We set a tolerance value xtol..."
+        work.xtol = abs(work.x2) * work.xrtol + work.xatol  # [1] (8)
+        # "The convergence based on interval is achieved when..."
+        # Note: Equality allowed in case of `xtol=0`
+        i = abs(work.x3 - work.x2) <= 2 * work.xtol  # [1] (9)
+
+        # "We define ftol using..."
+        ftol = abs(work.f2) * work.frtol + work.fatol  # [1] (10)
+        # "The convergence based on function values is achieved when..."
+        # Note 1: modify in place to incorporate tolerance on function value.
+        # Note 2: factor of 2 is not in the text; see QBASIC start of DO loop
+        i |= (work.f1 - 2 * work.f2 + work.f3) <= 2*ftol  # [1] (11)
+        i &= ~stop
+        stop[i], work.status[i] = True, eim._ECONVERGED
+
+        return stop
+
+    def post_termination_check(work):
+        pass
+
+    def customize_result(res, shape):
+        xl, xr, fl, fr = res['xl'], res['xr'], res['fl'], res['fr']
+        i = res['xl'] < res['xr']
+        res['xl'] = np.choose(i, (xr, xl))
+        res['xr'] = np.choose(i, (xl, xr))
+        res['fl'] = np.choose(i, (fr, fl))
+        res['fr'] = np.choose(i, (fl, fr))
+        return shape
+
+    return eim._loop(work, callback, shape, maxiter, func, args, dtype,
+                     pre_func_eval, post_func_eval, check_termination,
+                     post_termination_check, customize_result, res_work_pairs)

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

@@ -0,0 +1,316 @@
+"""
+Interface to Constrained Optimization By Linear Approximation
+
+Functions
+---------
+.. autosummary::
+   :toctree: generated/
+
+    fmin_cobyla
+
+"""
+
+import functools
+from threading import RLock
+
+import numpy as np
+from scipy.optimize import _cobyla as cobyla
+from ._optimize import (OptimizeResult, _check_unknown_options,
+    _prepare_scalar_function)
+try:
+    from itertools import izip
+except ImportError:
+    izip = zip
+
+__all__ = ['fmin_cobyla']
+
+# Workaround as _cobyla.minimize is not threadsafe
+# due to an unknown f2py bug and can segfault,
+# see gh-9658.
+_module_lock = RLock()
+def synchronized(func):
+    @functools.wraps(func)
+    def wrapper(*args, **kwargs):
+        with _module_lock:
+            return func(*args, **kwargs)
+    return wrapper
+
+@synchronized
+def fmin_cobyla(func, x0, cons, args=(), consargs=None, rhobeg=1.0,
+                rhoend=1e-4, maxfun=1000, disp=None, catol=2e-4,
+                *, callback=None):
+    """
+    Minimize a function using the Constrained Optimization By Linear
+    Approximation (COBYLA) method. This method wraps a FORTRAN
+    implementation of the algorithm.
+
+    Parameters
+    ----------
+    func : callable
+        Function to minimize. In the form func(x, \\*args).
+    x0 : ndarray
+        Initial guess.
+    cons : sequence
+        Constraint functions; must all be ``>=0`` (a single function
+        if only 1 constraint). Each function takes the parameters `x`
+        as its first argument, and it can return either a single number or
+        an array or list of numbers.
+    args : tuple, optional
+        Extra arguments to pass to function.
+    consargs : tuple, optional
+        Extra arguments to pass to constraint functions (default of None means
+        use same extra arguments as those passed to func).
+        Use ``()`` for no extra arguments.
+    rhobeg : float, optional
+        Reasonable initial changes to the variables.
+    rhoend : float, optional
+        Final accuracy in the optimization (not precisely guaranteed). This
+        is a lower bound on the size of the trust region.
+    disp : {0, 1, 2, 3}, optional
+        Controls the frequency of output; 0 implies no output.
+    maxfun : int, optional
+        Maximum number of function evaluations.
+    catol : float, optional
+        Absolute tolerance for constraint violations.
+    callback : callable, optional
+        Called after each iteration, as ``callback(x)``, where ``x`` is the
+        current parameter vector.
+
+    Returns
+    -------
+    x : ndarray
+        The argument that minimises `f`.
+
+    See also
+    --------
+    minimize: Interface to minimization algorithms for multivariate
+        functions. See the 'COBYLA' `method` in particular.
+
+    Notes
+    -----
+    This algorithm is based on linear approximations to the objective
+    function and each constraint. We briefly describe the algorithm.
+
+    Suppose the function is being minimized over k variables. At the
+    jth iteration the algorithm has k+1 points v_1, ..., v_(k+1),
+    an approximate solution x_j, and a radius RHO_j.
+    (i.e., linear plus a constant) approximations to the objective
+    function and constraint functions such that their function values
+    agree with the linear approximation on the k+1 points v_1,.., v_(k+1).
+    This gives a linear program to solve (where the linear approximations
+    of the constraint functions are constrained to be non-negative).
+
+    However, the linear approximations are likely only good
+    approximations near the current simplex, so the linear program is
+    given the further requirement that the solution, which
+    will become x_(j+1), must be within RHO_j from x_j. RHO_j only
+    decreases, never increases. The initial RHO_j is rhobeg and the
+    final RHO_j is rhoend. In this way COBYLA's iterations behave
+    like a trust region algorithm.
+
+    Additionally, the linear program may be inconsistent, or the
+    approximation may give poor improvement. For details about
+    how these issues are resolved, as well as how the points v_i are
+    updated, refer to the source code or the references below.
+
+
+    References
+    ----------
+    Powell M.J.D. (1994), "A direct search optimization method that models
+    the objective and constraint functions by linear interpolation.", in
+    Advances in Optimization and Numerical Analysis, eds. S. Gomez and
+    J-P Hennart, Kluwer Academic (Dordrecht), pp. 51-67
+
+    Powell M.J.D. (1998), "Direct search algorithms for optimization
+    calculations", Acta Numerica 7, 287-336
+
+    Powell M.J.D. (2007), "A view of algorithms for optimization without
+    derivatives", Cambridge University Technical Report DAMTP 2007/NA03
+
+
+    Examples
+    --------
+    Minimize the objective function f(x,y) = x*y subject
+    to the constraints x**2 + y**2 < 1 and y > 0::
+
+        >>> def objective(x):
+        ...     return x[0]*x[1]
+        ...
+        >>> def constr1(x):
+        ...     return 1 - (x[0]**2 + x[1]**2)
+        ...
+        >>> def constr2(x):
+        ...     return x[1]
+        ...
+        >>> from scipy.optimize import fmin_cobyla
+        >>> fmin_cobyla(objective, [0.0, 0.1], [constr1, constr2], rhoend=1e-7)
+        array([-0.70710685,  0.70710671])
+
+    The exact solution is (-sqrt(2)/2, sqrt(2)/2).
+
+
+
+    """
+    err = "cons must be a sequence of callable functions or a single"\
+          " callable function."
+    try:
+        len(cons)
+    except TypeError as e:
+        if callable(cons):
+            cons = [cons]
+        else:
+            raise TypeError(err) from e
+    else:
+        for thisfunc in cons:
+            if not callable(thisfunc):
+                raise TypeError(err)
+
+    if consargs is None:
+        consargs = args
+
+    # build constraints
+    con = tuple({'type': 'ineq', 'fun': c, 'args': consargs} for c in cons)
+
+    # options
+    opts = {'rhobeg': rhobeg,
+            'tol': rhoend,
+            'disp': disp,
+            'maxiter': maxfun,
+            'catol': catol,
+            'callback': callback}
+
+    sol = _minimize_cobyla(func, x0, args, constraints=con,
+                           **opts)
+    if disp and not sol['success']:
+        print(f"COBYLA failed to find a solution: {sol.message}")
+    return sol['x']
+
+
+@synchronized
+def _minimize_cobyla(fun, x0, args=(), constraints=(),
+                     rhobeg=1.0, tol=1e-4, maxiter=1000,
+                     disp=False, catol=2e-4, callback=None, bounds=None,
+                     **unknown_options):
+    """
+    Minimize a scalar function of one or more variables using the
+    Constrained Optimization BY Linear Approximation (COBYLA) algorithm.
+
+    Options
+    -------
+    rhobeg : float
+        Reasonable initial changes to the variables.
+    tol : float
+        Final accuracy in the optimization (not precisely guaranteed).
+        This is a lower bound on the size of the trust region.
+    disp : bool
+        Set to True to print convergence messages. If False,
+        `verbosity` is ignored as set to 0.
+    maxiter : int
+        Maximum number of function evaluations.
+    catol : float
+        Tolerance (absolute) for constraint violations
+
+    """
+    _check_unknown_options(unknown_options)
+    maxfun = maxiter
+    rhoend = tol
+    iprint = int(bool(disp))
+
+    # check constraints
+    if isinstance(constraints, dict):
+        constraints = (constraints, )
+
+    if bounds:
+        i_lb = np.isfinite(bounds.lb)
+        if np.any(i_lb):
+            def lb_constraint(x, *args, **kwargs):
+                return x[i_lb] - bounds.lb[i_lb]
+
+            constraints.append({'type': 'ineq', 'fun': lb_constraint})
+
+        i_ub = np.isfinite(bounds.ub)
+        if np.any(i_ub):
+            def ub_constraint(x):
+                return bounds.ub[i_ub] - x[i_ub]
+
+            constraints.append({'type': 'ineq', 'fun': ub_constraint})
+
+    for ic, con in enumerate(constraints):
+        # check type
+        try:
+            ctype = con['type'].lower()
+        except KeyError as e:
+            raise KeyError('Constraint %d has no type defined.' % ic) from e
+        except TypeError as e:
+            raise TypeError('Constraints must be defined using a '
+                            'dictionary.') from e
+        except AttributeError as e:
+            raise TypeError("Constraint's type must be a string.") from e
+        else:
+            if ctype != 'ineq':
+                raise ValueError("Constraints of type '%s' not handled by "
+                                 "COBYLA." % con['type'])
+
+        # check function
+        if 'fun' not in con:
+            raise KeyError('Constraint %d has no function defined.' % ic)
+
+        # check extra arguments
+        if 'args' not in con:
+            con['args'] = ()
+
+    # m is the total number of constraint values
+    # it takes into account that some constraints may be vector-valued
+    cons_lengths = []
+    for c in constraints:
+        f = c['fun'](x0, *c['args'])
+        try:
+            cons_length = len(f)
+        except TypeError:
+            cons_length = 1
+        cons_lengths.append(cons_length)
+    m = sum(cons_lengths)
+
+    # create the ScalarFunction, cobyla doesn't require derivative function
+    def _jac(x, *args):
+        return None
+
+    sf = _prepare_scalar_function(fun, x0, args=args, jac=_jac)
+
+    def calcfc(x, con):
+        f = sf.fun(x)
+        i = 0
+        for size, c in izip(cons_lengths, constraints):
+            con[i: i + size] = c['fun'](x, *c['args'])
+            i += size
+        return f
+
+    def wrapped_callback(x):
+        if callback is not None:
+            callback(np.copy(x))
+
+    info = np.zeros(4, np.float64)
+    xopt, info = cobyla.minimize(calcfc, m=m, x=np.copy(x0), rhobeg=rhobeg,
+                                  rhoend=rhoend, iprint=iprint, maxfun=maxfun,
+                                  dinfo=info, callback=wrapped_callback)
+
+    if info[3] > catol:
+        # Check constraint violation
+        info[0] = 4
+
+    return OptimizeResult(x=xopt,
+                          status=int(info[0]),
+                          success=info[0] == 1,
+                          message={1: 'Optimization terminated successfully.',
+                                   2: 'Maximum number of function evaluations '
+                                      'has been exceeded.',
+                                   3: 'Rounding errors are becoming damaging '
+                                      'in COBYLA subroutine.',
+                                   4: 'Did not converge to a solution '
+                                      'satisfying the constraints. See '
+                                      '`maxcv` for magnitude of violation.',
+                                   5: 'NaN result encountered.'
+                                   }.get(info[0], 'Unknown exit status.'),
+                          nfev=int(info[1]),
+                          fun=info[2],
+                          maxcv=info[3])

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

@@ -0,0 +1,590 @@
+"""Constraints definition for minimize."""
+import numpy as np
+from ._hessian_update_strategy import BFGS
+from ._differentiable_functions import (
+    VectorFunction, LinearVectorFunction, IdentityVectorFunction)
+from ._optimize import OptimizeWarning
+from warnings import warn, catch_warnings, simplefilter, filterwarnings
+from scipy.sparse import issparse
+
+
+def _arr_to_scalar(x):
+    # If x is a numpy array, return x.item().  This will
+    # fail if the array has more than one element.
+    return x.item() if isinstance(x, np.ndarray) else x
+
+
+class NonlinearConstraint:
+    """Nonlinear constraint on the variables.
+
+    The constraint has the general inequality form::
+
+        lb <= fun(x) <= ub
+
+    Here the vector of independent variables x is passed as ndarray of shape
+    (n,) and ``fun`` returns a vector with m components.
+
+    It is possible to use equal bounds to represent an equality constraint or
+    infinite bounds to represent a one-sided constraint.
+
+    Parameters
+    ----------
+    fun : callable
+        The function defining the constraint.
+        The signature is ``fun(x) -> array_like, shape (m,)``.
+    lb, ub : array_like
+        Lower and upper bounds on the constraint. Each array must have the
+        shape (m,) or be a scalar, in the latter case a bound will be the same
+        for all components of the constraint. Use ``np.inf`` with an
+        appropriate sign to specify a one-sided constraint.
+        Set components of `lb` and `ub` equal to represent an equality
+        constraint. Note that you can mix constraints of different types:
+        interval, one-sided or equality, by setting different components of
+        `lb` and `ub` as  necessary.
+    jac : {callable,  '2-point', '3-point', 'cs'}, 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 {'2-point', '3-point',
+        'cs'} select a finite difference scheme for the numerical estimation.
+        A callable must have the following signature:
+        ``jac(x) -> {ndarray, sparse matrix}, shape (m, n)``.
+        Default is '2-point'.
+    hess : {callable, '2-point', '3-point', 'cs', HessianUpdateStrategy, None}, optional
+        Method for computing the Hessian matrix. The keywords
+        {'2-point', '3-point', 'cs'} select a finite difference scheme for
+        numerical  estimation.  Alternatively, objects implementing
+        `HessianUpdateStrategy` interface can be used to approximate the
+        Hessian. Currently available implementations are:
+
+            - `BFGS` (default option)
+            - `SR1`
+
+        A callable must return the Hessian matrix of ``dot(fun, v)`` and
+        must have the following signature:
+        ``hess(x, v) -> {LinearOperator, sparse matrix, array_like}, shape (n, n)``.
+        Here ``v`` is ndarray with shape (m,) containing Lagrange multipliers.
+    keep_feasible : array_like of bool, optional
+        Whether to keep the constraint components feasible throughout
+        iterations. A single value set this property for all components.
+        Default is False. Has no effect for equality constraints.
+    finite_diff_rel_step: None or array_like, optional
+        Relative step size for the finite difference approximation. Default is
+        None, which will select a reasonable value automatically depending
+        on a finite difference scheme.
+    finite_diff_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. 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.
+
+    Notes
+    -----
+    Finite difference schemes {'2-point', '3-point', 'cs'} may be used for
+    approximating either the Jacobian or the Hessian. We, however, do not allow
+    its use for approximating both simultaneously. Hence whenever the Jacobian
+    is estimated via finite-differences, we require the Hessian to be estimated
+    using one of the quasi-Newton strategies.
+
+    The scheme 'cs' is potentially the most accurate, but requires the function
+    to correctly handles complex inputs and be analytically continuable to the
+    complex plane. The scheme '3-point' is more accurate than '2-point' but
+    requires twice as many operations.
+
+    Examples
+    --------
+    Constrain ``x[0] < sin(x[1]) + 1.9``
+
+    >>> from scipy.optimize import NonlinearConstraint
+    >>> import numpy as np
+    >>> con = lambda x: x[0] - np.sin(x[1])
+    >>> nlc = NonlinearConstraint(con, -np.inf, 1.9)
+
+    """
+    def __init__(self, fun, lb, ub, jac='2-point', hess=BFGS(),
+                 keep_feasible=False, finite_diff_rel_step=None,
+                 finite_diff_jac_sparsity=None):
+        self.fun = fun
+        self.lb = lb
+        self.ub = ub
+        self.finite_diff_rel_step = finite_diff_rel_step
+        self.finite_diff_jac_sparsity = finite_diff_jac_sparsity
+        self.jac = jac
+        self.hess = hess
+        self.keep_feasible = keep_feasible
+
+
+class LinearConstraint:
+    """Linear constraint on the variables.
+
+    The constraint has the general inequality form::
+
+        lb <= A.dot(x) <= ub
+
+    Here the vector of independent variables x is passed as ndarray of shape
+    (n,) and the matrix A has shape (m, n).
+
+    It is possible to use equal bounds to represent an equality constraint or
+    infinite bounds to represent a one-sided constraint.
+
+    Parameters
+    ----------
+    A : {array_like, sparse matrix}, shape (m, n)
+        Matrix defining the constraint.
+    lb, ub : dense array_like, optional
+        Lower and upper limits on the constraint. Each array must have the
+        shape (m,) or be a scalar, in the latter case a bound will be the same
+        for all components of the constraint. Use ``np.inf`` with an
+        appropriate sign to specify a one-sided constraint.
+        Set components of `lb` and `ub` equal to represent an equality
+        constraint. Note that you can mix constraints of different types:
+        interval, one-sided or equality, by setting different components of
+        `lb` and `ub` as  necessary. Defaults to ``lb = -np.inf``
+        and ``ub = np.inf`` (no limits).
+    keep_feasible : dense array_like of bool, optional
+        Whether to keep the constraint components feasible throughout
+        iterations. A single value set this property for all components.
+        Default is False. Has no effect for equality constraints.
+    """
+    def _input_validation(self):
+        if self.A.ndim != 2:
+            message = "`A` must have exactly two dimensions."
+            raise ValueError(message)
+
+        try:
+            shape = self.A.shape[0:1]
+            self.lb = np.broadcast_to(self.lb, shape)
+            self.ub = np.broadcast_to(self.ub, shape)
+            self.keep_feasible = np.broadcast_to(self.keep_feasible, shape)
+        except ValueError:
+            message = ("`lb`, `ub`, and `keep_feasible` must be broadcastable "
+                       "to shape `A.shape[0:1]`")
+            raise ValueError(message)
+
+    def __init__(self, A, lb=-np.inf, ub=np.inf, keep_feasible=False):
+        if not issparse(A):
+            # In some cases, if the constraint is not valid, this emits a
+            # VisibleDeprecationWarning about ragged nested sequences
+            # before eventually causing an error. `scipy.optimize.milp` would
+            # prefer that this just error out immediately so it can handle it
+            # rather than concerning the user.
+            with catch_warnings():
+                simplefilter("error")
+                self.A = np.atleast_2d(A).astype(np.float64)
+        else:
+            self.A = A
+        if issparse(lb) or issparse(ub):
+            raise ValueError("Constraint limits must be dense arrays.")
+        self.lb = np.atleast_1d(lb).astype(np.float64)
+        self.ub = np.atleast_1d(ub).astype(np.float64)
+
+        if issparse(keep_feasible):
+            raise ValueError("`keep_feasible` must be a dense array.")
+        self.keep_feasible = np.atleast_1d(keep_feasible).astype(bool)
+        self._input_validation()
+
+    def residual(self, x):
+        """
+        Calculate the residual between the constraint function and the limits
+
+        For a linear constraint of the form::
+
+            lb <= A@x <= ub
+
+        the lower and upper residuals between ``A@x`` and the limits are values
+        ``sl`` and ``sb`` such that::
+
+            lb + sl == A@x == ub - sb
+
+        When all elements of ``sl`` and ``sb`` are positive, all elements of
+        the constraint are satisfied; a negative element in ``sl`` or ``sb``
+        indicates that the corresponding element of the constraint is not
+        satisfied.
+
+        Parameters
+        ----------
+        x: array_like
+            Vector of independent variables
+
+        Returns
+        -------
+        sl, sb : array-like
+            The lower and upper residuals
+        """
+        return self.A@x - self.lb, self.ub - self.A@x
+
+
+class Bounds:
+    """Bounds constraint on the variables.
+
+    The constraint has the general inequality form::
+
+        lb <= x <= ub
+
+    It is possible to use equal bounds to represent an equality constraint or
+    infinite bounds to represent a one-sided constraint.
+
+    Parameters
+    ----------
+    lb, ub : dense array_like, optional
+        Lower and upper bounds on independent variables. `lb`, `ub`, and
+        `keep_feasible` must be the same shape or broadcastable.
+        Set components of `lb` and `ub` equal
+        to fix a variable. Use ``np.inf`` with an appropriate sign to disable
+        bounds on all or some variables. Note that you can mix constraints of
+        different types: interval, one-sided or equality, by setting different
+        components of `lb` and `ub` as necessary. Defaults to ``lb = -np.inf``
+        and ``ub = np.inf`` (no bounds).
+    keep_feasible : dense array_like of bool, optional
+        Whether to keep the constraint components feasible throughout
+        iterations. Must be broadcastable with `lb` and `ub`.
+        Default is False. Has no effect for equality constraints.
+    """
+    def _input_validation(self):
+        try:
+            res = np.broadcast_arrays(self.lb, self.ub, self.keep_feasible)
+            self.lb, self.ub, self.keep_feasible = res
+        except ValueError:
+            message = "`lb`, `ub`, and `keep_feasible` must be broadcastable."
+            raise ValueError(message)
+
+    def __init__(self, lb=-np.inf, ub=np.inf, keep_feasible=False):
+        if issparse(lb) or issparse(ub):
+            raise ValueError("Lower and upper bounds must be dense arrays.")
+        self.lb = np.atleast_1d(lb)
+        self.ub = np.atleast_1d(ub)
+
+        if issparse(keep_feasible):
+            raise ValueError("`keep_feasible` must be a dense array.")
+        self.keep_feasible = np.atleast_1d(keep_feasible).astype(bool)
+        self._input_validation()
+
+    def __repr__(self):
+        start = f"{type(self).__name__}({self.lb!r}, {self.ub!r}"
+        if np.any(self.keep_feasible):
+            end = f", keep_feasible={self.keep_feasible!r})"
+        else:
+            end = ")"
+        return start + end
+
+    def residual(self, x):
+        """Calculate the residual (slack) between the input and the bounds
+
+        For a bound constraint of the form::
+
+            lb <= x <= ub
+
+        the lower and upper residuals between `x` and the bounds are values
+        ``sl`` and ``sb`` such that::
+
+            lb + sl == x == ub - sb
+
+        When all elements of ``sl`` and ``sb`` are positive, all elements of
+        ``x`` lie within the bounds; a negative element in ``sl`` or ``sb``
+        indicates that the corresponding element of ``x`` is out of bounds.
+
+        Parameters
+        ----------
+        x: array_like
+            Vector of independent variables
+
+        Returns
+        -------
+        sl, sb : array-like
+            The lower and upper residuals
+        """
+        return x - self.lb, self.ub - x
+
+
+class PreparedConstraint:
+    """Constraint prepared from a user defined constraint.
+
+    On creation it will check whether a constraint definition is valid and
+    the initial point is feasible. 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.
+    sparse_jacobian : bool or None, optional
+        If bool, then the Jacobian of the constraint will be converted
+        to the corresponded format if necessary. If None (default), such
+        conversion is not made.
+    finite_diff_bounds : 2-tuple, optional
+        Lower and upper bounds on the independent variables for the finite
+        difference approximation, if applicable. Defaults to no bounds.
+
+    Attributes
+    ----------
+    fun : {VectorFunction, LinearVectorFunction, IdentityVectorFunction}
+        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.
+    keep_feasible : ndarray
+         Array indicating which components must be kept feasible with a size
+         equal to the number of the constraints.
+    """
+    def __init__(self, constraint, x0, sparse_jacobian=None,
+                 finite_diff_bounds=(-np.inf, np.inf)):
+        if isinstance(constraint, NonlinearConstraint):
+            fun = VectorFunction(constraint.fun, x0,
+                                 constraint.jac, constraint.hess,
+                                 constraint.finite_diff_rel_step,
+                                 constraint.finite_diff_jac_sparsity,
+                                 finite_diff_bounds, sparse_jacobian)
+        elif isinstance(constraint, LinearConstraint):
+            fun = LinearVectorFunction(constraint.A, x0, sparse_jacobian)
+        elif isinstance(constraint, Bounds):
+            fun = IdentityVectorFunction(x0, sparse_jacobian)
+        else:
+            raise ValueError("`constraint` of an unknown type is passed.")
+
+        m = fun.m
+
+        lb = np.asarray(constraint.lb, dtype=float)
+        ub = np.asarray(constraint.ub, dtype=float)
+        keep_feasible = np.asarray(constraint.keep_feasible, dtype=bool)
+
+        lb = np.broadcast_to(lb, m)
+        ub = np.broadcast_to(ub, m)
+        keep_feasible = np.broadcast_to(keep_feasible, m)
+
+        if keep_feasible.shape != (m,):
+            raise ValueError("`keep_feasible` has a wrong shape.")
+
+        mask = keep_feasible & (lb != ub)
+        f0 = fun.f
+        if np.any(f0[mask] < lb[mask]) or np.any(f0[mask] > ub[mask]):
+            raise ValueError("`x0` is infeasible with respect to some "
+                             "inequality constraint with `keep_feasible` "
+                             "set to True.")
+
+        self.fun = fun
+        self.bounds = (lb, ub)
+        self.keep_feasible = keep_feasible
+
+    def violation(self, x):
+        """How much the constraint is exceeded by.
+
+        Parameters
+        ----------
+        x : array-like
+            Vector of independent variables
+
+        Returns
+        -------
+        excess : array-like
+            How much the constraint is exceeded by, for each of the
+            constraints specified by `PreparedConstraint.fun`.
+        """
+        with catch_warnings():
+            # Ignore the following warning, it's not important when
+            # figuring out total violation
+            # UserWarning: delta_grad == 0.0. Check if the approximated
+            # function is linear
+            filterwarnings("ignore", "delta_grad", UserWarning)
+            ev = self.fun.fun(np.asarray(x))
+
+        excess_lb = np.maximum(self.bounds[0] - ev, 0)
+        excess_ub = np.maximum(ev - self.bounds[1], 0)
+
+        return excess_lb + excess_ub
+
+
+def new_bounds_to_old(lb, ub, n):
+    """Convert the new bounds representation to the old one.
+
+    The new representation is a tuple (lb, ub) and the old one is a list
+    containing n tuples, ith containing lower and upper bound on a ith
+    variable.
+    If any of the entries in lb/ub are -np.inf/np.inf they are replaced by
+    None.
+    """
+    lb = np.broadcast_to(lb, n)
+    ub = np.broadcast_to(ub, n)
+
+    lb = [float(x) if x > -np.inf else None for x in lb]
+    ub = [float(x) if x < np.inf else None for x in ub]
+
+    return list(zip(lb, ub))
+
+
+def old_bound_to_new(bounds):
+    """Convert the old bounds representation to the new one.
+
+    The new representation is a tuple (lb, ub) and the old one is a list
+    containing n tuples, ith containing lower and upper bound on a ith
+    variable.
+    If any of the entries in lb/ub are None they are replaced by
+    -np.inf/np.inf.
+    """
+    lb, ub = zip(*bounds)
+
+    # Convert occurrences of None to -inf or inf, and replace occurrences of
+    # any numpy array x with x.item(). Then wrap the results in numpy arrays.
+    lb = np.array([float(_arr_to_scalar(x)) if x is not None else -np.inf
+                   for x in lb])
+    ub = np.array([float(_arr_to_scalar(x)) if x is not None else np.inf
+                   for x in ub])
+
+    return lb, ub
+
+
+def strict_bounds(lb, ub, keep_feasible, n_vars):
+    """Remove bounds which are not asked to be kept feasible."""
+    strict_lb = np.resize(lb, n_vars).astype(float)
+    strict_ub = np.resize(ub, n_vars).astype(float)
+    keep_feasible = np.resize(keep_feasible, n_vars)
+    strict_lb[~keep_feasible] = -np.inf
+    strict_ub[~keep_feasible] = np.inf
+    return strict_lb, strict_ub
+
+
+def new_constraint_to_old(con, x0):
+    """
+    Converts new-style constraint objects to old-style constraint dictionaries.
+    """
+    if isinstance(con, NonlinearConstraint):
+        if (con.finite_diff_jac_sparsity is not None or
+                con.finite_diff_rel_step is not None or
+                not isinstance(con.hess, BFGS) or  # misses user specified BFGS
+                con.keep_feasible):
+            warn("Constraint options `finite_diff_jac_sparsity`, "
+                 "`finite_diff_rel_step`, `keep_feasible`, and `hess`"
+                 "are ignored by this method.",
+                 OptimizeWarning, stacklevel=3)
+
+        fun = con.fun
+        if callable(con.jac):
+            jac = con.jac
+        else:
+            jac = None
+
+    else:  # LinearConstraint
+        if np.any(con.keep_feasible):
+            warn("Constraint option `keep_feasible` is ignored by this method.",
+                 OptimizeWarning, stacklevel=3)
+
+        A = con.A
+        if issparse(A):
+            A = A.toarray()
+        def fun(x):
+            return np.dot(A, x)
+        def jac(x):
+            return A
+
+    # FIXME: when bugs in VectorFunction/LinearVectorFunction are worked out,
+    # use pcon.fun.fun and pcon.fun.jac. Until then, get fun/jac above.
+    pcon = PreparedConstraint(con, x0)
+    lb, ub = pcon.bounds
+
+    i_eq = lb == ub
+    i_bound_below = np.logical_xor(lb != -np.inf, i_eq)
+    i_bound_above = np.logical_xor(ub != np.inf, i_eq)
+    i_unbounded = np.logical_and(lb == -np.inf, ub == np.inf)
+
+    if np.any(i_unbounded):
+        warn("At least one constraint is unbounded above and below. Such "
+             "constraints are ignored.",
+             OptimizeWarning, stacklevel=3)
+
+    ceq = []
+    if np.any(i_eq):
+        def f_eq(x):
+            y = np.array(fun(x)).flatten()
+            return y[i_eq] - lb[i_eq]
+        ceq = [{"type": "eq", "fun": f_eq}]
+
+        if jac is not None:
+            def j_eq(x):
+                dy = jac(x)
+                if issparse(dy):
+                    dy = dy.toarray()
+                dy = np.atleast_2d(dy)
+                return dy[i_eq, :]
+            ceq[0]["jac"] = j_eq
+
+    cineq = []
+    n_bound_below = np.sum(i_bound_below)
+    n_bound_above = np.sum(i_bound_above)
+    if n_bound_below + n_bound_above:
+        def f_ineq(x):
+            y = np.zeros(n_bound_below + n_bound_above)
+            y_all = np.array(fun(x)).flatten()
+            y[:n_bound_below] = y_all[i_bound_below] - lb[i_bound_below]
+            y[n_bound_below:] = -(y_all[i_bound_above] - ub[i_bound_above])
+            return y
+        cineq = [{"type": "ineq", "fun": f_ineq}]
+
+        if jac is not None:
+            def j_ineq(x):
+                dy = np.zeros((n_bound_below + n_bound_above, len(x0)))
+                dy_all = jac(x)
+                if issparse(dy_all):
+                    dy_all = dy_all.toarray()
+                dy_all = np.atleast_2d(dy_all)
+                dy[:n_bound_below, :] = dy_all[i_bound_below]
+                dy[n_bound_below:, :] = -dy_all[i_bound_above]
+                return dy
+            cineq[0]["jac"] = j_ineq
+
+    old_constraints = ceq + cineq
+
+    if len(old_constraints) > 1:
+        warn("Equality and inequality constraints are specified in the same "
+             "element of the constraint list. For efficient use with this "
+             "method, equality and inequality constraints should be specified "
+             "in separate elements of the constraint list. ",
+             OptimizeWarning, stacklevel=3)
+    return old_constraints
+
+
+def old_constraint_to_new(ic, con):
+    """
+    Converts old-style constraint dictionaries to new-style constraint objects.
+    """
+    # check type
+    try:
+        ctype = con['type'].lower()
+    except KeyError as e:
+        raise KeyError('Constraint %d has no type defined.' % ic) from e
+    except TypeError as e:
+        raise TypeError(
+            'Constraints must be a sequence of dictionaries.'
+        ) from e
+    except AttributeError as e:
+        raise TypeError("Constraint's type must be a string.") from e
+    else:
+        if ctype not in ['eq', 'ineq']:
+            raise ValueError("Unknown constraint type '%s'." % con['type'])
+    if 'fun' not in con:
+        raise ValueError('Constraint %d has no function defined.' % ic)
+
+    lb = 0
+    if ctype == 'eq':
+        ub = 0
+    else:
+        ub = np.inf
+
+    jac = '2-point'
+    if 'args' in con:
+        args = con['args']
+        def fun(x):
+            return con["fun"](x, *args)
+        if 'jac' in con:
+            def jac(x):
+                return con["jac"](x, *args)
+    else:
+        fun = con['fun']
+        if 'jac' in con:
+            jac = con['jac']
+
+    return NonlinearConstraint(fun, lb, ub, jac)

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

@@ -0,0 +1,669 @@
+# mypy: disable-error-code="attr-defined"
+import numpy as np
+import scipy._lib._elementwise_iterative_method as eim
+from scipy._lib._util import _RichResult
+
+_EERRORINCREASE = -1  # used in _differentiate
+
+def _differentiate_iv(func, x, args, atol, rtol, maxiter, order, initial_step,
+                      step_factor, step_direction, preserve_shape, callback):
+    # Input validation for `_differentiate`
+
+    if not callable(func):
+        raise ValueError('`func` must be callable.')
+
+    # x has more complex IV that is taken care of during initialization
+    x = np.asarray(x)
+    dtype = x.dtype if np.issubdtype(x.dtype, np.inexact) else np.float64
+
+    if not np.iterable(args):
+        args = (args,)
+
+    if atol is None:
+        atol = np.finfo(dtype).tiny
+
+    if rtol is None:
+        rtol = np.sqrt(np.finfo(dtype).eps)
+
+    message = 'Tolerances and step parameters must be non-negative scalars.'
+    tols = np.asarray([atol, rtol, initial_step, step_factor])
+    if (not np.issubdtype(tols.dtype, np.number)
+            or np.any(tols < 0)
+            or tols.shape != (4,)):
+        raise ValueError(message)
+    initial_step, step_factor = tols[2:].astype(dtype)
+
+    maxiter_int = int(maxiter)
+    if maxiter != maxiter_int or maxiter <= 0:
+        raise ValueError('`maxiter` must be a positive integer.')
+
+    order_int = int(order)
+    if order_int != order or order <= 0:
+        raise ValueError('`order` must be a positive integer.')
+
+    step_direction = np.sign(step_direction).astype(dtype)
+    x, step_direction = np.broadcast_arrays(x, step_direction)
+    x, step_direction = x[()], step_direction[()]
+
+    message = '`preserve_shape` must be True or False.'
+    if preserve_shape not in {True, False}:
+        raise ValueError(message)
+
+    if callback is not None and not callable(callback):
+        raise ValueError('`callback` must be callable.')
+
+    return (func, x, args, atol, rtol, maxiter_int, order_int, initial_step,
+            step_factor, step_direction, preserve_shape, callback)
+
+
+def _differentiate(func, x, *, args=(), atol=None, rtol=None, maxiter=10,
+                   order=8, initial_step=0.5, step_factor=2.0,
+                   step_direction=0, preserve_shape=False, callback=None):
+    """Evaluate the derivative of an elementwise scalar function numerically.
+
+    Parameters
+    ----------
+    func : callable
+        The function whose derivative is desired. The signature must be::
+
+            func(x: ndarray, *fargs) -> ndarray
+
+         where each element of ``x`` is a finite real and ``fargs`` is a tuple,
+         which may contain an arbitrary number of arrays that are broadcastable
+         with `x`. ``func`` must be an elementwise function: each element
+         ``func(x)[i]`` must equal ``func(x[i])`` for all indices ``i``.
+    x : array_like
+        Abscissae at which to evaluate the derivative.
+    args : tuple, optional
+        Additional positional arguments to be passed to `func`. Must be arrays
+        broadcastable with `x`. If the callable to be differentiated requires
+        arguments that are not broadcastable with `x`, wrap that callable with
+        `func`. See Examples.
+    atol, rtol : float, optional
+        Absolute and relative tolerances for the stopping condition: iteration
+        will stop when ``res.error < atol + rtol * abs(res.df)``. The default
+        `atol` is the smallest normal number of the appropriate dtype, and
+        the default `rtol` is the square root of the precision of the
+        appropriate dtype.
+    order : int, default: 8
+        The (positive integer) order of the finite difference formula to be
+        used. Odd integers will be rounded up to the next even integer.
+    initial_step : float, default: 0.5
+        The (absolute) initial step size for the finite difference derivative
+        approximation.
+    step_factor : float, default: 2.0
+        The factor by which the step size is *reduced* in each iteration; i.e.
+        the step size in iteration 1 is ``initial_step/step_factor``. If
+        ``step_factor < 1``, subsequent steps will be greater than the initial
+        step; this may be useful if steps smaller than some threshold are
+        undesirable (e.g. due to subtractive cancellation error).
+    maxiter : int, default: 10
+        The maximum number of iterations of the algorithm to perform. See
+        notes.
+    step_direction : array_like
+        An array representing the direction of the finite difference steps (for
+        use when `x` lies near to the boundary of the domain of the function.)
+        Must be broadcastable with `x` and all `args`.
+        Where 0 (default), central differences are used; where negative (e.g.
+        -1), steps are non-positive; and where positive (e.g. 1), all steps are
+        non-negative.
+    preserve_shape : bool, default: False
+        In the following, "arguments of `func`" refers to the array ``x`` and
+        any arrays within ``fargs``. Let ``shape`` be the broadcasted shape
+        of `x` and all elements of `args` (which is conceptually
+        distinct from ``fargs`` passed into `f`).
+
+        - When ``preserve_shape=False`` (default), `f` must accept arguments
+          of *any* broadcastable shapes.
+
+        - When ``preserve_shape=True``, `f` must accept arguments of shape
+          ``shape`` *or* ``shape + (n,)``, where ``(n,)`` is the number of
+          abscissae at which the function is being evaluated.
+
+        In either case, for each scalar element ``xi`` within `x`, the array
+        returned by `f` must include the scalar ``f(xi)`` at the same index.
+        Consequently, the shape of the output is always the shape of the input
+        ``x``.
+
+        See Examples.
+    callback : callable, optional
+        An optional user-supplied function to be called before the first
+        iteration and after each iteration.
+        Called as ``callback(res)``, where ``res`` is a ``_RichResult``
+        similar to that returned by `_differentiate` (but containing the
+        current iterate's values of all variables). If `callback` raises a
+        ``StopIteration``, the algorithm will terminate immediately and
+        `_differentiate` will return a result.
+
+    Returns
+    -------
+    res : _RichResult
+        An instance of `scipy._lib._util._RichResult` with the following
+        attributes. (The descriptions are written as though the values will be
+        scalars; however, if `func` returns an array, the outputs will be
+        arrays of the same shape.)
+
+        success : bool
+            ``True`` when the algorithm terminated successfully (status ``0``).
+        status : int
+            An integer representing the exit status of the algorithm.
+            ``0`` : The algorithm converged to the specified tolerances.
+            ``-1`` : The error estimate increased, so iteration was terminated.
+            ``-2`` : The maximum number of iterations was reached.
+            ``-3`` : A non-finite value was encountered.
+            ``-4`` : Iteration was terminated by `callback`.
+            ``1`` : The algorithm is proceeding normally (in `callback` only).
+        df : float
+            The derivative of `func` at `x`, if the algorithm terminated
+            successfully.
+        error : float
+            An estimate of the error: the magnitude of the difference between
+            the current estimate of the derivative and the estimate in the
+            previous iteration.
+        nit : int
+            The number of iterations performed.
+        nfev : int
+            The number of points at which `func` was evaluated.
+        x : float
+            The value at which the derivative of `func` was evaluated
+            (after broadcasting with `args` and `step_direction`).
+
+    Notes
+    -----
+    The implementation was inspired by jacobi [1]_, numdifftools [2]_, and
+    DERIVEST [3]_, but the implementation follows the theory of Taylor series
+    more straightforwardly (and arguably naively so).
+    In the first iteration, the derivative is estimated using a finite
+    difference formula of order `order` with maximum step size `initial_step`.
+    Each subsequent iteration, the maximum step size is reduced by
+    `step_factor`, and the derivative is estimated again until a termination
+    condition is reached. The error estimate is the magnitude of the difference
+    between the current derivative approximation and that of the previous
+    iteration.
+
+    The stencils of the finite difference formulae are designed such that
+    abscissae are "nested": after `func` is evaluated at ``order + 1``
+    points in the first iteration, `func` is evaluated at only two new points
+    in each subsequent iteration; ``order - 1`` previously evaluated function
+    values required by the finite difference formula are reused, and two
+    function values (evaluations at the points furthest from `x`) are unused.
+
+    Step sizes are absolute. When the step size is small relative to the
+    magnitude of `x`, precision is lost; for example, if `x` is ``1e20``, the
+    default initial step size of ``0.5`` cannot be resolved. Accordingly,
+    consider using larger initial step sizes for large magnitudes of `x`.
+
+    The default tolerances are challenging to satisfy at points where the
+    true derivative is exactly zero. If the derivative may be exactly zero,
+    consider specifying an absolute tolerance (e.g. ``atol=1e-16``) to
+    improve convergence.
+
+    References
+    ----------
+    [1]_ Hans Dembinski (@HDembinski). jacobi.
+         https://github.com/HDembinski/jacobi
+    [2]_ Per A. Brodtkorb and John D'Errico. numdifftools.
+         https://numdifftools.readthedocs.io/en/latest/
+    [3]_ John D'Errico. DERIVEST: Adaptive Robust Numerical Differentiation.
+         https://www.mathworks.com/matlabcentral/fileexchange/13490-adaptive-robust-numerical-differentiation
+    [4]_ Numerical Differentition. Wikipedia.
+         https://en.wikipedia.org/wiki/Numerical_differentiation
+
+    Examples
+    --------
+    Evaluate the derivative of ``np.exp`` at several points ``x``.
+
+    >>> import numpy as np
+    >>> from scipy.optimize._differentiate import _differentiate
+    >>> f = np.exp
+    >>> df = np.exp  # true derivative
+    >>> x = np.linspace(1, 2, 5)
+    >>> res = _differentiate(f, x)
+    >>> res.df  # approximation of the derivative
+    array([2.71828183, 3.49034296, 4.48168907, 5.75460268, 7.3890561 ])
+    >>> res.error  # estimate of the error
+    array(
+        [7.12940817e-12, 9.16688947e-12, 1.17594823e-11, 1.50972568e-11, 1.93942640e-11]
+    )
+    >>> abs(res.df - df(x))  # true error
+    array(
+        [3.06421555e-14, 3.01980663e-14, 5.06261699e-14, 6.30606678e-14, 8.34887715e-14]
+    )
+
+    Show the convergence of the approximation as the step size is reduced.
+    Each iteration, the step size is reduced by `step_factor`, so for
+    sufficiently small initial step, each iteration reduces the error by a
+    factor of ``1/step_factor**order`` until finite precision arithmetic
+    inhibits further improvement.
+
+    >>> iter = list(range(1, 12))  # maximum iterations
+    >>> hfac = 2  # step size reduction per iteration
+    >>> hdir = [-1, 0, 1]  # compare left-, central-, and right- steps
+    >>> order = 4  # order of differentiation formula
+    >>> x = 1
+    >>> ref = df(x)
+    >>> errors = []  # true error
+    >>> for i in iter:
+    ...     res = _differentiate(f, x, maxiter=i, step_factor=hfac,
+    ...                          step_direction=hdir, order=order,
+    ...                          atol=0, rtol=0)  # prevent early termination
+    ...     errors.append(abs(res.df - ref))
+    >>> errors = np.array(errors)
+    >>> plt.semilogy(iter, errors[:, 0], label='left differences')
+    >>> plt.semilogy(iter, errors[:, 1], label='central differences')
+    >>> plt.semilogy(iter, errors[:, 2], label='right differences')
+    >>> plt.xlabel('iteration')
+    >>> plt.ylabel('error')
+    >>> plt.legend()
+    >>> plt.show()
+    >>> (errors[1, 1] / errors[0, 1], 1 / hfac**order)
+    (0.06215223140159822, 0.0625)
+
+    The implementation is vectorized over `x`, `step_direction`, and `args`.
+    The function is evaluated once before the first iteration to perform input
+    validation and standardization, and once per iteration thereafter.
+
+    >>> def f(x, p):
+    ...     print('here')
+    ...     f.nit += 1
+    ...     return x**p
+    >>> f.nit = 0
+    >>> def df(x, p):
+    ...     return p*x**(p-1)
+    >>> x = np.arange(1, 5)
+    >>> p = np.arange(1, 6).reshape((-1, 1))
+    >>> hdir = np.arange(-1, 2).reshape((-1, 1, 1))
+    >>> res = _differentiate(f, x, args=(p,), step_direction=hdir, maxiter=1)
+    >>> np.allclose(res.df, df(x, p))
+    True
+    >>> res.df.shape
+    (3, 5, 4)
+    >>> f.nit
+    2
+
+    By default, `preserve_shape` is False, and therefore the callable
+    `f` may be called with arrays of any broadcastable shapes.
+    For example:
+
+    >>> shapes = []
+    >>> def f(x, c):
+    ...    shape = np.broadcast_shapes(x.shape, c.shape)
+    ...    shapes.append(shape)
+    ...    return np.sin(c*x)
+    >>>
+    >>> c = [1, 5, 10, 20]
+    >>> res = _differentiate(f, 0, args=(c,))
+    >>> shapes
+    [(4,), (4, 8), (4, 2), (3, 2), (2, 2), (1, 2)]
+
+    To understand where these shapes are coming from - and to better
+    understand how `_differentiate` computes accurate results - note that
+    higher values of ``c`` correspond with higher frequency sinusoids.
+    The higher frequency sinusoids make the function's derivative change
+    faster, so more function evaluations are required to achieve the target
+    accuracy:
+
+    >>> res.nfev
+    array([11, 13, 15, 17])
+
+    The initial ``shape``, ``(4,)``, corresponds with evaluating the
+    function at a single abscissa and all four frequencies; this is used
+    for input validation and to determine the size and dtype of the arrays
+    that store results. The next shape corresponds with evaluating the
+    function at an initial grid of abscissae and all four frequencies.
+    Successive calls to the function evaluate the function at two more
+    abscissae, increasing the effective order of the approximation by two.
+    However, in later function evaluations, the function is evaluated at
+    fewer frequencies because the corresponding derivative has already
+    converged to the required tolerance. This saves function evaluations to
+    improve performance, but it requires the function to accept arguments of
+    any shape.
+
+    "Vector-valued" functions are unlikely to satisfy this requirement.
+    For example, consider
+
+    >>> def f(x):
+    ...    return [x, np.sin(3*x), x+np.sin(10*x), np.sin(20*x)*(x-1)**2]
+
+    This integrand is not compatible with `_differentiate` as written; for instance,
+    the shape of the output will not be the same as the shape of ``x``. Such a
+    function *could* be converted to a compatible form with the introduction of
+    additional parameters, but this would be inconvenient. In such cases,
+    a simpler solution would be to use `preserve_shape`.
+
+    >>> shapes = []
+    >>> def f(x):
+    ...     shapes.append(x.shape)
+    ...     x0, x1, x2, x3 = x
+    ...     return [x0, np.sin(3*x1), x2+np.sin(10*x2), np.sin(20*x3)*(x3-1)**2]
+    >>>
+    >>> x = np.zeros(4)
+    >>> res = _differentiate(f, x, preserve_shape=True)
+    >>> shapes
+    [(4,), (4, 8), (4, 2), (4, 2), (4, 2), (4, 2)]
+
+    Here, the shape of ``x`` is ``(4,)``. With ``preserve_shape=True``, the
+    function may be called with argument ``x`` of shape ``(4,)`` or ``(4, n)``,
+    and this is what we observe.
+
+    """
+    # TODO (followup):
+    #  - investigate behavior at saddle points
+    #  - array initial_step / step_factor?
+    #  - multivariate functions?
+
+    res = _differentiate_iv(func, x, args, atol, rtol, maxiter, order, initial_step,
+                            step_factor, step_direction, preserve_shape, callback)
+    (func, x, args, atol, rtol, maxiter, order,
+     h0, fac, hdir, preserve_shape, callback) = res
+
+    # Initialization
+    # Since f(x) (no step) is not needed for central differences, it may be
+    # possible to eliminate this function evaluation. However, it's useful for
+    # input validation and standardization, and everything else is designed to
+    # reduce function calls, so let's keep it simple.
+    temp = eim._initialize(func, (x,), args, preserve_shape=preserve_shape)
+    func, xs, fs, args, shape, dtype = temp
+    x, f = xs[0], fs[0]
+    df = np.full_like(f, np.nan)
+    # Ideally we'd broadcast the shape of `hdir` in `_elementwise_algo_init`, but
+    # it's simpler to do it here than to generalize `_elementwise_algo_init` further.
+    # `hdir` and `x` are already broadcasted in `_differentiate_iv`, so we know
+    # that `hdir` can be broadcasted to the final shape.
+    hdir = np.broadcast_to(hdir, shape).flatten()
+
+    status = np.full_like(x, eim._EINPROGRESS, dtype=int)  # in progress
+    nit, nfev = 0, 1  # one function evaluations performed above
+    # Boolean indices of left, central, right, and (all) one-sided steps
+    il = hdir < 0
+    ic = hdir == 0
+    ir = hdir > 0
+    io = il | ir
+
+    # Most of these attributes are reasonably obvious, but:
+    # - `fs` holds all the function values of all active `x`. The zeroth
+    #   axis corresponds with active points `x`, the first axis corresponds
+    #   with the different steps (in the order described in
+    #   `_differentiate_weights`).
+    # - `terms` (which could probably use a better name) is half the `order`,
+    #   which is always even.
+    work = _RichResult(x=x, df=df, fs=f[:, np.newaxis], error=np.nan, h=h0,
+                       df_last=np.nan, error_last=np.nan, h0=h0, fac=fac,
+                       atol=atol, rtol=rtol, nit=nit, nfev=nfev,
+                       status=status, dtype=dtype, terms=(order+1)//2,
+                       hdir=hdir, il=il, ic=ic, ir=ir, io=io)
+    # This is the correspondence between terms in the `work` object and the
+    # final result. In this case, the mapping is trivial. Note that `success`
+    # is prepended automatically.
+    res_work_pairs = [('status', 'status'), ('df', 'df'), ('error', 'error'),
+                      ('nit', 'nit'), ('nfev', 'nfev'), ('x', 'x')]
+
+    def pre_func_eval(work):
+        """Determine the abscissae at which the function needs to be evaluated.
+
+        See `_differentiate_weights` for a description of the stencil (pattern
+        of the abscissae).
+
+        In the first iteration, there is only one stored function value in
+        `work.fs`, `f(x)`, so we need to evaluate at `order` new points. In
+        subsequent iterations, we evaluate at two new points. Note that
+        `work.x` is always flattened into a 1D array after broadcasting with
+        all `args`, so we add a new axis at the end and evaluate all point
+        in one call to the function.
+
+        For improvement:
+        - Consider measuring the step size actually taken, since `(x + h) - x`
+          is not identically equal to `h` with floating point arithmetic.
+        - Adjust the step size automatically if `x` is too big to resolve the
+          step.
+        - We could probably save some work if there are no central difference
+          steps or no one-sided steps.
+        """
+        n = work.terms  # half the order
+        h = work.h  # step size
+        c = work.fac  # step reduction factor
+        d = c**0.5  # square root of step reduction factor (one-sided stencil)
+        # Note - no need to be careful about dtypes until we allocate `x_eval`
+
+        if work.nit == 0:
+            hc = h / c**np.arange(n)
+            hc = np.concatenate((-hc[::-1], hc))
+        else:
+            hc = np.asarray([-h, h]) / c**(n-1)
+
+        if work.nit == 0:
+            hr = h / d**np.arange(2*n)
+        else:
+            hr = np.asarray([h, h/d]) / c**(n-1)
+
+        n_new = 2*n if work.nit == 0 else 2  # number of new abscissae
+        x_eval = np.zeros((len(work.hdir), n_new), dtype=work.dtype)
+        il, ic, ir = work.il, work.ic, work.ir
+        x_eval[ir] = work.x[ir, np.newaxis] + hr
+        x_eval[ic] = work.x[ic, np.newaxis] + hc
+        x_eval[il] = work.x[il, np.newaxis] - hr
+        return x_eval
+
+    def post_func_eval(x, f, work):
+        """ Estimate the derivative and error from the function evaluations
+
+        As in `pre_func_eval`: in the first iteration, there is only one stored
+        function value in `work.fs`, `f(x)`, so we need to add the `order` new
+        points. In subsequent iterations, we add two new points. The tricky
+        part is getting the order to match that of the weights, which is
+        described in `_differentiate_weights`.
+
+        For improvement:
+        - Change the order of the weights (and steps in `pre_func_eval`) to
+          simplify `work_fc` concatenation and eliminate `fc` concatenation.
+        - It would be simple to do one-step Richardson extrapolation with `df`
+          and `df_last` to increase the order of the estimate and/or improve
+          the error estimate.
+        - Process the function evaluations in a more numerically favorable
+          way. For instance, combining the pairs of central difference evals
+          into a second-order approximation and using Richardson extrapolation
+          to produce a higher order approximation seemed to retain accuracy up
+          to very high order.
+        - Alternatively, we could use `polyfit` like Jacobi. An advantage of
+          fitting polynomial to more points than necessary is improved noise
+          tolerance.
+        """
+        n = work.terms
+        n_new = n if work.nit == 0 else 1
+        il, ic, io = work.il, work.ic, work.io
+
+        # Central difference
+        # `work_fc` is *all* the points at which the function has been evaluated
+        # `fc` is the points we're using *this iteration* to produce the estimate
+        work_fc = (f[ic, :n_new], work.fs[ic, :], f[ic, -n_new:])
+        work_fc = np.concatenate(work_fc, axis=-1)
+        if work.nit == 0:
+            fc = work_fc
+        else:
+            fc = (work_fc[:, :n], work_fc[:, n:n+1], work_fc[:, -n:])
+            fc = np.concatenate(fc, axis=-1)
+
+        # One-sided difference
+        work_fo = np.concatenate((work.fs[io, :], f[io, :]), axis=-1)
+        if work.nit == 0:
+            fo = work_fo
+        else:
+            fo = np.concatenate((work_fo[:, 0:1], work_fo[:, -2*n:]), axis=-1)
+
+        work.fs = np.zeros((len(ic), work.fs.shape[-1] + 2*n_new))
+        work.fs[ic] = work_fc
+        work.fs[io] = work_fo
+
+        wc, wo = _differentiate_weights(work, n)
+        work.df_last = work.df.copy()
+        work.df[ic] = fc @ wc / work.h
+        work.df[io] = fo @ wo / work.h
+        work.df[il] *= -1
+
+        work.h /= work.fac
+        work.error_last = work.error
+        # Simple error estimate - the difference in derivative estimates between
+        # this iteration and the last. This is typically conservative because if
+        # convergence has begin, the true error is much closer to the difference
+        # between the current estimate and the *next* error estimate. However,
+        # we could use Richarson extrapolation to produce an error estimate that
+        # is one order higher, and take the difference between that and
+        # `work.df` (which would just be constant factor that depends on `fac`.)
+        work.error = abs(work.df - work.df_last)
+
+    def check_termination(work):
+        """Terminate due to convergence, non-finite values, or error increase"""
+        stop = np.zeros_like(work.df).astype(bool)
+
+        i = work.error < work.atol + work.rtol*abs(work.df)
+        work.status[i] = eim._ECONVERGED
+        stop[i] = True
+
+        if work.nit > 0:
+            i = ~((np.isfinite(work.x) & np.isfinite(work.df)) | stop)
+            work.df[i], work.status[i] = np.nan, eim._EVALUEERR
+            stop[i] = True
+
+        # With infinite precision, there is a step size below which
+        # all smaller step sizes will reduce the error. But in floating point
+        # arithmetic, catastrophic cancellation will begin to cause the error
+        # to increase again. This heuristic tries to avoid step sizes that are
+        # too small. There may be more theoretically sound approaches for
+        # detecting a step size that minimizes the total error, but this
+        # heuristic seems simple and effective.
+        i = (work.error > work.error_last*10) & ~stop
+        work.status[i] = _EERRORINCREASE
+        stop[i] = True
+
+        return stop
+
+    def post_termination_check(work):
+        return
+
+    def customize_result(res, shape):
+        return shape
+
+    return eim._loop(work, callback, shape, maxiter, func, args, dtype,
+                     pre_func_eval, post_func_eval, check_termination,
+                     post_termination_check, customize_result, res_work_pairs,
+                     preserve_shape)
+
+
+def _differentiate_weights(work, n):
+    # This produces the weights of the finite difference formula for a given
+    # stencil. In experiments, use of a second-order central difference formula
+    # with Richardson extrapolation was more accurate numerically, but it was
+    # more complicated, and it would have become even more complicated when
+    # adding support for one-sided differences. However, now that all the
+    # function evaluation values are stored, they can be processed in whatever
+    # way is desired to produce the derivative estimate. We leave alternative
+    # approaches to future work. To be more self-contained, here is the theory
+    # for deriving the weights below.
+    #
+    # Recall that the Taylor expansion of a univariate, scalar-values function
+    # about a point `x` may be expressed as:
+    #      f(x + h)  =     f(x) + f'(x)*h + f''(x)/2!*h**2  + O(h**3)
+    # Suppose we evaluate f(x), f(x+h), and f(x-h).  We have:
+    #      f(x)      =     f(x)
+    #      f(x + h)  =     f(x) + f'(x)*h + f''(x)/2!*h**2  + O(h**3)
+    #      f(x - h)  =     f(x) - f'(x)*h + f''(x)/2!*h**2  + O(h**3)
+    # We can solve for weights `wi` such that:
+    #   w1*f(x)      = w1*(f(x))
+    # + w2*f(x + h)  = w2*(f(x) + f'(x)*h + f''(x)/2!*h**2) + O(h**3)
+    # + w3*f(x - h)  = w3*(f(x) - f'(x)*h + f''(x)/2!*h**2) + O(h**3)
+    #                =     0    + f'(x)*h + 0               + O(h**3)
+    # Then
+    #     f'(x) ~ (w1*f(x) + w2*f(x+h) + w3*f(x-h))/h
+    # is a finite difference derivative approximation with error O(h**2),
+    # and so it is said to be a "second-order" approximation. Under certain
+    # conditions (e.g. well-behaved function, `h` sufficiently small), the
+    # error in the approximation will decrease with h**2; that is, if `h` is
+    # reduced by a factor of 2, the error is reduced by a factor of 4.
+    #
+    # By default, we use eighth-order formulae. Our central-difference formula
+    # uses abscissae:
+    #   x-h/c**3, x-h/c**2, x-h/c, x-h, x, x+h, x+h/c, x+h/c**2, x+h/c**3
+    # where `c` is the step factor. (Typically, the step factor is greater than
+    # one, so the outermost points - as written above - are actually closest to
+    # `x`.) This "stencil" is chosen so that each iteration, the step can be
+    # reduced by the factor `c`, and most of the function evaluations can be
+    # reused with the new step size. For example, in the next iteration, we
+    # will have:
+    #   x-h/c**4, x-h/c**3, x-h/c**2, x-h/c, x, x+h/c, x+h/c**2, x+h/c**3, x+h/c**4
+    # We do not reuse `x-h` and `x+h` for the new derivative estimate.
+    # While this would increase the order of the formula and thus the
+    # theoretical convergence rate, it is also less stable numerically.
+    # (As noted above, there are other ways of processing the values that are
+    # more stable. Thus, even now we store `f(x-h)` and `f(x+h)` in `work.fs`
+    # to simplify future development of this sort of improvement.)
+    #
+    # The (right) one-sided formula is produced similarly using abscissae
+    #   x, x+h, x+h/d, x+h/d**2, ..., x+h/d**6, x+h/d**7, x+h/d**7
+    # where `d` is the square root of `c`. (The left one-sided formula simply
+    # uses -h.) When the step size is reduced by factor `c = d**2`, we have
+    # abscissae:
+    #   x, x+h/d**2, x+h/d**3..., x+h/d**8, x+h/d**9, x+h/d**9
+    # `d` is chosen as the square root of `c` so that the rate of the step-size
+    # reduction is the same per iteration as in the central difference case.
+    # Note that because the central difference formulas are inherently of even
+    # order, for simplicity, we use only even-order formulas for one-sided
+    # differences, too.
+
+    # It's possible for the user to specify `fac` in, say, double precision but
+    # `x` and `args` in single precision. `fac` gets converted to single
+    # precision, but we should always use double precision for the intermediate
+    # calculations here to avoid additional error in the weights.
+    fac = work.fac.astype(np.float64)
+
+    # Note that if the user switches back to floating point precision with
+    # `x` and `args`, then `fac` will not necessarily equal the (lower
+    # precision) cached `_differentiate_weights.fac`, and the weights will
+    # need to be recalculated. This could be fixed, but it's late, and of
+    # low consequence.
+    if fac != _differentiate_weights.fac:
+        _differentiate_weights.central = []
+        _differentiate_weights.right = []
+        _differentiate_weights.fac = fac
+
+    if len(_differentiate_weights.central) != 2*n + 1:
+        # Central difference weights. Consider refactoring this; it could
+        # probably be more compact.
+        i = np.arange(-n, n + 1)
+        p = np.abs(i) - 1.  # center point has power `p` -1, but sign `s` is 0
+        s = np.sign(i)
+
+        h = s / fac ** p
+        A = np.vander(h, increasing=True).T
+        b = np.zeros(2*n + 1)
+        b[1] = 1
+        weights = np.linalg.solve(A, b)
+
+        # Enforce identities to improve accuracy
+        weights[n] = 0
+        for i in range(n):
+            weights[-i-1] = -weights[i]
+
+        # Cache the weights. We only need to calculate them once unless
+        # the step factor changes.
+        _differentiate_weights.central = weights
+
+        # One-sided difference weights. The left one-sided weights (with
+        # negative steps) are simply the negative of the right one-sided
+        # weights, so no need to compute them separately.
+        i = np.arange(2*n + 1)
+        p = i - 1.
+        s = np.sign(i)
+
+        h = s / np.sqrt(fac) ** p
+        A = np.vander(h, increasing=True).T
+        b = np.zeros(2 * n + 1)
+        b[1] = 1
+        weights = np.linalg.solve(A, b)
+
+        _differentiate_weights.right = weights
+
+    return (_differentiate_weights.central.astype(work.dtype, copy=False),
+            _differentiate_weights.right.astype(work.dtype, copy=False))
+_differentiate_weights.central = []
+_differentiate_weights.right = []
+_differentiate_weights.fac = None

llmeval-env/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"

llmeval-env/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)

llmeval-env/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"

llmeval-env/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

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

@@ -0,0 +1,46 @@
+# cython: language_level=3
+
+from libcpp cimport bool
+from libcpp.string cimport string
+from libcpp.vector cimport vector
+
+from .HConst cimport HighsBasisStatus, ObjSense, HighsVarType
+from .HighsSparseMatrix cimport HighsSparseMatrix
+
+
+cdef extern from "HighsLp.h" nogil:
+    # From HiGHS/src/lp_data/HighsLp.h
+    cdef cppclass HighsLp:
+        int num_col_
+        int num_row_
+
+        vector[double] col_cost_
+        vector[double] col_lower_
+        vector[double] col_upper_
+        vector[double] row_lower_
+        vector[double] row_upper_
+
+        HighsSparseMatrix a_matrix_
+
+        ObjSense sense_
+        double offset_
+
+        string model_name_
+
+        vector[string] row_names_
+        vector[string] col_names_
+
+        vector[HighsVarType] integrality_
+
+        bool isMip() const
+
+    cdef cppclass HighsSolution:
+        vector[double] col_value
+        vector[double] col_dual
+        vector[double] row_value
+        vector[double] row_dual
+
+    cdef cppclass HighsBasis:
+        bool valid_
+        vector[HighsBasisStatus] col_status
+        vector[HighsBasisStatus] row_status

llmeval-env/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)

llmeval-env/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)

llmeval-env/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

llmeval-env/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)

llmeval-env/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)

llmeval-env/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

llmeval-env/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)

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

@@ -0,0 +1,543 @@
+"""
+Functions
+---------
+.. autosummary::
+   :toctree: generated/
+
+    fmin_l_bfgs_b
+
+"""
+
+## 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.
+
+## Modifications by Travis Oliphant and Enthought, Inc. for inclusion in SciPy
+
+import numpy as np
+from numpy import array, asarray, float64, zeros
+from . import _lbfgsb
+from ._optimize import (MemoizeJac, OptimizeResult, _call_callback_maybe_halt,
+                        _wrap_callback, _check_unknown_options,
+                        _prepare_scalar_function)
+from ._constraints import old_bound_to_new
+
+from scipy.sparse.linalg import LinearOperator
+
+__all__ = ['fmin_l_bfgs_b', 'LbfgsInvHessProduct']
+
+
+def fmin_l_bfgs_b(func, x0, fprime=None, args=(),
+                  approx_grad=0,
+                  bounds=None, m=10, factr=1e7, pgtol=1e-5,
+                  epsilon=1e-8,
+                  iprint=-1, maxfun=15000, maxiter=15000, disp=None,
+                  callback=None, maxls=20):
+    """
+    Minimize a function func using the L-BFGS-B algorithm.
+
+    Parameters
+    ----------
+    func : callable f(x,*args)
+        Function to minimize.
+    x0 : ndarray
+        Initial guess.
+    fprime : callable fprime(x,*args), optional
+        The gradient of `func`. If None, then `func` returns the function
+        value and the gradient (``f, g = func(x, *args)``), unless
+        `approx_grad` is True in which case `func` returns only ``f``.
+    args : sequence, optional
+        Arguments to pass to `func` and `fprime`.
+    approx_grad : bool, optional
+        Whether to approximate the gradient numerically (in which case
+        `func` returns only the function value).
+    bounds : list, optional
+        ``(min, max)`` pairs for each element in ``x``, defining
+        the bounds on that parameter. Use None or +-inf for one of ``min`` or
+        ``max`` when there is no bound in that direction.
+    m : int, optional
+        The maximum number of variable metric corrections
+        used to define the limited memory matrix. (The limited memory BFGS
+        method does not store the full hessian but uses this many terms in an
+        approximation to it.)
+    factr : float, optional
+        The iteration stops when
+        ``(f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= factr * eps``,
+        where ``eps`` is the machine precision, which is automatically
+        generated by the code. Typical values for `factr` are: 1e12 for
+        low accuracy; 1e7 for moderate accuracy; 10.0 for extremely
+        high accuracy. See Notes for relationship to `ftol`, which is exposed
+        (instead of `factr`) by the `scipy.optimize.minimize` interface to
+        L-BFGS-B.
+    pgtol : float, optional
+        The iteration will stop when
+        ``max{|proj g_i | i = 1, ..., n} <= pgtol``
+        where ``proj g_i`` is the i-th component of the projected gradient.
+    epsilon : float, optional
+        Step size used when `approx_grad` is True, for numerically
+        calculating the gradient
+    iprint : int, optional
+        Controls the frequency of output. ``iprint < 0`` means no output;
+        ``iprint = 0``    print only one line at the last iteration;
+        ``0 < iprint < 99`` print also f and ``|proj g|`` every iprint iterations;
+        ``iprint = 99``   print details of every iteration except n-vectors;
+        ``iprint = 100``  print also the changes of active set and final x;
+        ``iprint > 100``  print details of every iteration including x and g.
+    disp : int, optional
+        If zero, then no output. If a positive number, then this over-rides
+        `iprint` (i.e., `iprint` gets the value of `disp`).
+    maxfun : int, optional
+        Maximum number of function evaluations. Note that this function
+        may violate the limit because of evaluating gradients by numerical
+        differentiation.
+    maxiter : int, optional
+        Maximum number of iterations.
+    callback : callable, optional
+        Called after each iteration, as ``callback(xk)``, where ``xk`` is the
+        current parameter vector.
+    maxls : int, optional
+        Maximum number of line search steps (per iteration). Default is 20.
+
+    Returns
+    -------
+    x : array_like
+        Estimated position of the minimum.
+    f : float
+        Value of `func` at the minimum.
+    d : dict
+        Information dictionary.
+
+        * d['warnflag'] is
+
+          - 0 if converged,
+          - 1 if too many function evaluations or too many iterations,
+          - 2 if stopped for another reason, given in d['task']
+
+        * d['grad'] is the gradient at the minimum (should be 0 ish)
+        * d['funcalls'] is the number of function calls made.
+        * d['nit'] is the number of iterations.
+
+    See also
+    --------
+    minimize: Interface to minimization algorithms for multivariate
+        functions. See the 'L-BFGS-B' `method` in particular. Note that the
+        `ftol` option is made available via that interface, while `factr` is
+        provided via this interface, where `factr` is the factor multiplying
+        the default machine floating-point precision to arrive at `ftol`:
+        ``ftol = factr * numpy.finfo(float).eps``.
+
+    Notes
+    -----
+    License of L-BFGS-B (FORTRAN code):
+
+    The version included here (in fortran code) 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.
+
+    Examples
+    --------
+    Solve a linear regression problem via `fmin_l_bfgs_b`. To do this, first we define
+    an objective function ``f(m, b) = (y - y_model)**2``, where `y` describes the
+    observations and `y_model` the prediction of the linear model as
+    ``y_model = m*x + b``. The bounds for the parameters, ``m`` and ``b``, are arbitrarily
+    chosen as ``(0,5)`` and ``(5,10)`` for this example.
+
+    >>> import numpy as np
+    >>> from scipy.optimize import fmin_l_bfgs_b
+    >>> X = np.arange(0, 10, 1)
+    >>> M = 2
+    >>> B = 3
+    >>> Y = M * X + B
+    >>> def func(parameters, *args):
+    ...     x = args[0]
+    ...     y = args[1]
+    ...     m, b = parameters
+    ...     y_model = m*x + b
+    ...     error = sum(np.power((y - y_model), 2))
+    ...     return error
+
+    >>> initial_values = np.array([0.0, 1.0])
+
+    >>> x_opt, f_opt, info = fmin_l_bfgs_b(func, x0=initial_values, args=(X, Y),
+    ...                                    approx_grad=True)
+    >>> x_opt, f_opt
+    array([1.99999999, 3.00000006]), 1.7746231151323805e-14  # may vary
+
+    The optimized parameters in ``x_opt`` agree with the ground truth parameters
+    ``m`` and ``b``. Next, let us perform a bound contrained optimization using the `bounds`
+    parameter. 
+
+    >>> bounds = [(0, 5), (5, 10)]
+    >>> x_opt, f_op, info = fmin_l_bfgs_b(func, x0=initial_values, args=(X, Y),
+    ...                                   approx_grad=True, bounds=bounds)
+    >>> x_opt, f_opt
+    array([1.65990508, 5.31649385]), 15.721334516453945  # may vary    
+    """
+    # handle fprime/approx_grad
+    if approx_grad:
+        fun = func
+        jac = None
+    elif fprime is None:
+        fun = MemoizeJac(func)
+        jac = fun.derivative
+    else:
+        fun = func
+        jac = fprime
+
+    # build options
+    callback = _wrap_callback(callback)
+    opts = {'disp': disp,
+            'iprint': iprint,
+            'maxcor': m,
+            'ftol': factr * np.finfo(float).eps,
+            'gtol': pgtol,
+            'eps': epsilon,
+            'maxfun': maxfun,
+            'maxiter': maxiter,
+            'callback': callback,
+            'maxls': maxls}
+
+    res = _minimize_lbfgsb(fun, x0, args=args, jac=jac, bounds=bounds,
+                           **opts)
+    d = {'grad': res['jac'],
+         'task': res['message'],
+         'funcalls': res['nfev'],
+         'nit': res['nit'],
+         'warnflag': res['status']}
+    f = res['fun']
+    x = res['x']
+
+    return x, f, d
+
+
+def _minimize_lbfgsb(fun, x0, args=(), jac=None, bounds=None,
+                     disp=None, maxcor=10, ftol=2.2204460492503131e-09,
+                     gtol=1e-5, eps=1e-8, maxfun=15000, maxiter=15000,
+                     iprint=-1, callback=None, maxls=20,
+                     finite_diff_rel_step=None, **unknown_options):
+    """
+    Minimize a scalar function of one or more variables using the L-BFGS-B
+    algorithm.
+
+    Options
+    -------
+    disp : None or int
+        If `disp is None` (the default), then the supplied version of `iprint`
+        is used. If `disp is not None`, then it overrides the supplied version
+        of `iprint` with the behaviour you outlined.
+    maxcor : int
+        The maximum number of variable metric corrections used to
+        define the limited memory matrix. (The limited memory BFGS
+        method does not store the full hessian but uses this many terms
+        in an approximation to it.)
+    ftol : float
+        The iteration stops when ``(f^k -
+        f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= ftol``.
+    gtol : float
+        The iteration will stop when ``max{|proj g_i | i = 1, ..., n}
+        <= gtol`` where ``proj g_i`` is the i-th component of the
+        projected gradient.
+    eps : float or ndarray
+        If `jac is None` the absolute step size used for numerical
+        approximation of the jacobian via forward differences.
+    maxfun : int
+        Maximum number of function evaluations. Note that this function
+        may violate the limit because of evaluating gradients by numerical
+        differentiation.
+    maxiter : int
+        Maximum number of iterations.
+    iprint : int, optional
+        Controls the frequency of output. ``iprint < 0`` means no output;
+        ``iprint = 0``    print only one line at the last iteration;
+        ``0 < iprint < 99`` print also f and ``|proj g|`` every iprint iterations;
+        ``iprint = 99``   print details of every iteration except n-vectors;
+        ``iprint = 100``  print also the changes of active set and final x;
+        ``iprint > 100``  print details of every iteration including x and g.
+    maxls : int, optional
+        Maximum number of line search steps (per iteration). Default is 20.
+    finite_diff_rel_step : None or array_like, optional
+        If `jac in ['2-point', '3-point', 'cs']` the relative step size to
+        use for numerical approximation of the jacobian. The absolute step
+        size is computed as ``h = rel_step * sign(x) * max(1, abs(x))``,
+        possibly adjusted to fit into the bounds. For ``method='3-point'``
+        the sign of `h` is ignored. If None (default) then step is selected
+        automatically.
+
+    Notes
+    -----
+    The option `ftol` is exposed via the `scipy.optimize.minimize` interface,
+    but calling `scipy.optimize.fmin_l_bfgs_b` directly exposes `factr`. The
+    relationship between the two is ``ftol = factr * numpy.finfo(float).eps``.
+    I.e., `factr` multiplies the default machine floating-point precision to
+    arrive at `ftol`.
+
+    """
+    _check_unknown_options(unknown_options)
+    m = maxcor
+    pgtol = gtol
+    factr = ftol / np.finfo(float).eps
+
+    x0 = asarray(x0).ravel()
+    n, = x0.shape
+
+    # historically old-style bounds were/are expected by lbfgsb.
+    # That's still the case but we'll deal with new-style from here on,
+    # it's easier
+    if bounds is None:
+        pass
+    elif len(bounds) != n:
+        raise ValueError('length of x0 != length of bounds')
+    else:
+        bounds = np.array(old_bound_to_new(bounds))
+
+        # check bounds
+        if (bounds[0] > bounds[1]).any():
+            raise ValueError(
+                "LBFGSB - one of the lower bounds is greater than an upper bound."
+            )
+
+        # initial vector must lie within the bounds. Otherwise ScalarFunction and
+        # approx_derivative will cause problems
+        x0 = np.clip(x0, bounds[0], bounds[1])
+
+    if disp is not None:
+        if disp == 0:
+            iprint = -1
+        else:
+            iprint = disp
+
+    # _prepare_scalar_function can use bounds=None to represent no bounds
+    sf = _prepare_scalar_function(fun, x0, jac=jac, args=args, epsilon=eps,
+                                  bounds=bounds,
+                                  finite_diff_rel_step=finite_diff_rel_step)
+
+    func_and_grad = sf.fun_and_grad
+
+    fortran_int = _lbfgsb.types.intvar.dtype
+
+    nbd = zeros(n, fortran_int)
+    low_bnd = zeros(n, float64)
+    upper_bnd = zeros(n, float64)
+    bounds_map = {(-np.inf, np.inf): 0,
+                  (1, np.inf): 1,
+                  (1, 1): 2,
+                  (-np.inf, 1): 3}
+
+    if bounds is not None:
+        for i in range(0, n):
+            l, u = bounds[0, i], bounds[1, i]
+            if not np.isinf(l):
+                low_bnd[i] = l
+                l = 1
+            if not np.isinf(u):
+                upper_bnd[i] = u
+                u = 1
+            nbd[i] = bounds_map[l, u]
+
+    if not maxls > 0:
+        raise ValueError('maxls must be positive.')
+
+    x = array(x0, float64)
+    f = array(0.0, float64)
+    g = zeros((n,), float64)
+    wa = zeros(2*m*n + 5*n + 11*m*m + 8*m, float64)
+    iwa = zeros(3*n, fortran_int)
+    task = zeros(1, 'S60')
+    csave = zeros(1, 'S60')
+    lsave = zeros(4, fortran_int)
+    isave = zeros(44, fortran_int)
+    dsave = zeros(29, float64)
+
+    task[:] = 'START'
+
+    n_iterations = 0
+
+    while 1:
+        # g may become float32 if a user provides a function that calculates
+        # the Jacobian in float32 (see gh-18730). The underlying Fortran code
+        # expects float64, so upcast it
+        g = g.astype(np.float64)
+        # x, f, g, wa, iwa, task, csave, lsave, isave, dsave = \
+        _lbfgsb.setulb(m, x, low_bnd, upper_bnd, nbd, f, g, factr,
+                       pgtol, wa, iwa, task, iprint, csave, lsave,
+                       isave, dsave, maxls)
+        task_str = task.tobytes()
+        if task_str.startswith(b'FG'):
+            # The minimization routine wants f and g at the current x.
+            # Note that interruptions due to maxfun are postponed
+            # until the completion of the current minimization iteration.
+            # Overwrite f and g:
+            f, g = func_and_grad(x)
+        elif task_str.startswith(b'NEW_X'):
+            # new iteration
+            n_iterations += 1
+
+            intermediate_result = OptimizeResult(x=x, fun=f)
+            if _call_callback_maybe_halt(callback, intermediate_result):
+                task[:] = 'STOP: CALLBACK REQUESTED HALT'
+            if n_iterations >= maxiter:
+                task[:] = 'STOP: TOTAL NO. of ITERATIONS REACHED LIMIT'
+            elif sf.nfev > maxfun:
+                task[:] = ('STOP: TOTAL NO. of f AND g EVALUATIONS '
+                           'EXCEEDS LIMIT')
+        else:
+            break
+
+    task_str = task.tobytes().strip(b'\x00').strip()
+    if task_str.startswith(b'CONV'):
+        warnflag = 0
+    elif sf.nfev > maxfun or n_iterations >= maxiter:
+        warnflag = 1
+    else:
+        warnflag = 2
+
+    # These two portions of the workspace are described in the mainlb
+    # subroutine in lbfgsb.f. See line 363.
+    s = wa[0: m*n].reshape(m, n)
+    y = wa[m*n: 2*m*n].reshape(m, n)
+
+    # See lbfgsb.f line 160 for this portion of the workspace.
+    # isave(31) = the total number of BFGS updates prior the current iteration;
+    n_bfgs_updates = isave[30]
+
+    n_corrs = min(n_bfgs_updates, maxcor)
+    hess_inv = LbfgsInvHessProduct(s[:n_corrs], y[:n_corrs])
+
+    task_str = task_str.decode()
+    return OptimizeResult(fun=f, jac=g, nfev=sf.nfev,
+                          njev=sf.ngev,
+                          nit=n_iterations, status=warnflag, message=task_str,
+                          x=x, success=(warnflag == 0), hess_inv=hess_inv)
+
+
+class LbfgsInvHessProduct(LinearOperator):
+    """Linear operator for the L-BFGS approximate inverse Hessian.
+
+    This operator computes the product of a vector with the approximate inverse
+    of the Hessian of the objective function, using the L-BFGS limited
+    memory approximation to the inverse Hessian, accumulated during the
+    optimization.
+
+    Objects of this class implement the ``scipy.sparse.linalg.LinearOperator``
+    interface.
+
+    Parameters
+    ----------
+    sk : array_like, shape=(n_corr, n)
+        Array of `n_corr` most recent updates to the solution vector.
+        (See [1]).
+    yk : array_like, shape=(n_corr, n)
+        Array of `n_corr` most recent updates to the gradient. (See [1]).
+
+    References
+    ----------
+    .. [1] Nocedal, Jorge. "Updating quasi-Newton matrices with limited
+       storage." Mathematics of computation 35.151 (1980): 773-782.
+
+    """
+
+    def __init__(self, sk, yk):
+        """Construct the operator."""
+        if sk.shape != yk.shape or sk.ndim != 2:
+            raise ValueError('sk and yk must have matching shape, (n_corrs, n)')
+        n_corrs, n = sk.shape
+
+        super().__init__(dtype=np.float64, shape=(n, n))
+
+        self.sk = sk
+        self.yk = yk
+        self.n_corrs = n_corrs
+        self.rho = 1 / np.einsum('ij,ij->i', sk, yk)
+
+    def _matvec(self, x):
+        """Efficient matrix-vector multiply with the BFGS matrices.
+
+        This calculation is described in Section (4) of [1].
+
+        Parameters
+        ----------
+        x : ndarray
+            An array with shape (n,) or (n,1).
+
+        Returns
+        -------
+        y : ndarray
+            The matrix-vector product
+
+        """
+        s, y, n_corrs, rho = self.sk, self.yk, self.n_corrs, self.rho
+        q = np.array(x, dtype=self.dtype, copy=True)
+        if q.ndim == 2 and q.shape[1] == 1:
+            q = q.reshape(-1)
+
+        alpha = np.empty(n_corrs)
+
+        for i in range(n_corrs-1, -1, -1):
+            alpha[i] = rho[i] * np.dot(s[i], q)
+            q = q - alpha[i]*y[i]
+
+        r = q
+        for i in range(n_corrs):
+            beta = rho[i] * np.dot(y[i], r)
+            r = r + s[i] * (alpha[i] - beta)
+
+        return r
+
+    def todense(self):
+        """Return a dense array representation of this operator.
+
+        Returns
+        -------
+        arr : ndarray, shape=(n, n)
+            An array with the same shape and containing
+            the same data represented by this `LinearOperator`.
+
+        """
+        s, y, n_corrs, rho = self.sk, self.yk, self.n_corrs, self.rho
+        I = np.eye(*self.shape, dtype=self.dtype)
+        Hk = I
+
+        for i in range(n_corrs):
+            A1 = I - s[i][:, np.newaxis] * y[i][np.newaxis, :] * rho[i]
+            A2 = I - y[i][:, np.newaxis] * s[i][np.newaxis, :] * rho[i]
+
+            Hk = np.dot(A1, np.dot(Hk, A2)) + (rho[i] * s[i][:, np.newaxis] *
+                                                        s[i][np.newaxis, :])
+        return Hk

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

@@ -0,0 +1,897 @@
+"""
+Functions
+---------
+.. autosummary::
+   :toctree: generated/
+
+    line_search_armijo
+    line_search_wolfe1
+    line_search_wolfe2
+    scalar_search_wolfe1
+    scalar_search_wolfe2
+
+"""
+from warnings import warn
+
+from scipy.optimize import _minpack2 as minpack2    # noqa: F401
+from ._dcsrch import DCSRCH
+import numpy as np
+
+__all__ = ['LineSearchWarning', 'line_search_wolfe1', 'line_search_wolfe2',
+           'scalar_search_wolfe1', 'scalar_search_wolfe2',
+           'line_search_armijo']
+
+class LineSearchWarning(RuntimeWarning):
+    pass
+
+
+def _check_c1_c2(c1, c2):
+    if not (0 < c1 < c2 < 1):
+        raise ValueError("'c1' and 'c2' do not satisfy"
+                         "'0 < c1 < c2 < 1'.")
+
+
+#------------------------------------------------------------------------------
+# Minpack's Wolfe line and scalar searches
+#------------------------------------------------------------------------------
+
+def line_search_wolfe1(f, fprime, xk, pk, gfk=None,
+                       old_fval=None, old_old_fval=None,
+                       args=(), c1=1e-4, c2=0.9, amax=50, amin=1e-8,
+                       xtol=1e-14):
+    """
+    As `scalar_search_wolfe1` but do a line search to direction `pk`
+
+    Parameters
+    ----------
+    f : callable
+        Function `f(x)`
+    fprime : callable
+        Gradient of `f`
+    xk : array_like
+        Current point
+    pk : array_like
+        Search direction
+    gfk : array_like, optional
+        Gradient of `f` at point `xk`
+    old_fval : float, optional
+        Value of `f` at point `xk`
+    old_old_fval : float, optional
+        Value of `f` at point preceding `xk`
+
+    The rest of the parameters are the same as for `scalar_search_wolfe1`.
+
+    Returns
+    -------
+    stp, f_count, g_count, fval, old_fval
+        As in `line_search_wolfe1`
+    gval : array
+        Gradient of `f` at the final point
+
+    Notes
+    -----
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``.
+
+    """
+    if gfk is None:
+        gfk = fprime(xk, *args)
+
+    gval = [gfk]
+    gc = [0]
+    fc = [0]
+
+    def phi(s):
+        fc[0] += 1
+        return f(xk + s*pk, *args)
+
+    def derphi(s):
+        gval[0] = fprime(xk + s*pk, *args)
+        gc[0] += 1
+        return np.dot(gval[0], pk)
+
+    derphi0 = np.dot(gfk, pk)
+
+    stp, fval, old_fval = scalar_search_wolfe1(
+            phi, derphi, old_fval, old_old_fval, derphi0,
+            c1=c1, c2=c2, amax=amax, amin=amin, xtol=xtol)
+
+    return stp, fc[0], gc[0], fval, old_fval, gval[0]
+
+
+def scalar_search_wolfe1(phi, derphi, phi0=None, old_phi0=None, derphi0=None,
+                         c1=1e-4, c2=0.9,
+                         amax=50, amin=1e-8, xtol=1e-14):
+    """
+    Scalar function search for alpha that satisfies strong Wolfe conditions
+
+    alpha > 0 is assumed to be a descent direction.
+
+    Parameters
+    ----------
+    phi : callable phi(alpha)
+        Function at point `alpha`
+    derphi : callable phi'(alpha)
+        Objective function derivative. Returns a scalar.
+    phi0 : float, optional
+        Value of phi at 0
+    old_phi0 : float, optional
+        Value of phi at previous point
+    derphi0 : float, optional
+        Value derphi at 0
+    c1 : float, optional
+        Parameter for Armijo condition rule.
+    c2 : float, optional
+        Parameter for curvature condition rule.
+    amax, amin : float, optional
+        Maximum and minimum step size
+    xtol : float, optional
+        Relative tolerance for an acceptable step.
+
+    Returns
+    -------
+    alpha : float
+        Step size, or None if no suitable step was found
+    phi : float
+        Value of `phi` at the new point `alpha`
+    phi0 : float
+        Value of `phi` at `alpha=0`
+
+    Notes
+    -----
+    Uses routine DCSRCH from MINPACK.
+    
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1`` as described in [1]_.
+
+    References
+    ----------
+    
+    .. [1] Nocedal, J., & Wright, S. J. (2006). Numerical optimization.
+       In Springer Series in Operations Research and Financial Engineering.
+       (Springer Series in Operations Research and Financial Engineering).
+       Springer Nature.
+
+    """
+    _check_c1_c2(c1, c2)
+
+    if phi0 is None:
+        phi0 = phi(0.)
+    if derphi0 is None:
+        derphi0 = derphi(0.)
+
+    if old_phi0 is not None and derphi0 != 0:
+        alpha1 = min(1.0, 1.01*2*(phi0 - old_phi0)/derphi0)
+        if alpha1 < 0:
+            alpha1 = 1.0
+    else:
+        alpha1 = 1.0
+
+    maxiter = 100
+
+    dcsrch = DCSRCH(phi, derphi, c1, c2, xtol, amin, amax)
+    stp, phi1, phi0, task = dcsrch(
+        alpha1, phi0=phi0, derphi0=derphi0, maxiter=maxiter
+    )
+
+    return stp, phi1, phi0
+
+
+line_search = line_search_wolfe1
+
+
+#------------------------------------------------------------------------------
+# Pure-Python Wolfe line and scalar searches
+#------------------------------------------------------------------------------
+
+# Note: `line_search_wolfe2` is the public `scipy.optimize.line_search`
+
+def line_search_wolfe2(f, myfprime, xk, pk, gfk=None, old_fval=None,
+                       old_old_fval=None, args=(), c1=1e-4, c2=0.9, amax=None,
+                       extra_condition=None, maxiter=10):
+    """Find alpha that satisfies strong Wolfe conditions.
+
+    Parameters
+    ----------
+    f : callable f(x,*args)
+        Objective function.
+    myfprime : callable f'(x,*args)
+        Objective function gradient.
+    xk : ndarray
+        Starting point.
+    pk : ndarray
+        Search direction. The search direction must be a descent direction
+        for the algorithm to converge.
+    gfk : ndarray, optional
+        Gradient value for x=xk (xk being the current parameter
+        estimate). Will be recomputed if omitted.
+    old_fval : float, optional
+        Function value for x=xk. Will be recomputed if omitted.
+    old_old_fval : float, optional
+        Function value for the point preceding x=xk.
+    args : tuple, optional
+        Additional arguments passed to objective function.
+    c1 : float, optional
+        Parameter for Armijo condition rule.
+    c2 : float, optional
+        Parameter for curvature condition rule.
+    amax : float, optional
+        Maximum step size
+    extra_condition : callable, optional
+        A callable of the form ``extra_condition(alpha, x, f, g)``
+        returning a boolean. Arguments are the proposed step ``alpha``
+        and the corresponding ``x``, ``f`` and ``g`` values. The line search
+        accepts the value of ``alpha`` only if this
+        callable returns ``True``. If the callable returns ``False``
+        for the step length, the algorithm will continue with
+        new iterates. The callable is only called for iterates
+        satisfying the strong Wolfe conditions.
+    maxiter : int, optional
+        Maximum number of iterations to perform.
+
+    Returns
+    -------
+    alpha : float or None
+        Alpha for which ``x_new = x0 + alpha * pk``,
+        or None if the line search algorithm did not converge.
+    fc : int
+        Number of function evaluations made.
+    gc : int
+        Number of gradient evaluations made.
+    new_fval : float or None
+        New function value ``f(x_new)=f(x0+alpha*pk)``,
+        or None if the line search algorithm did not converge.
+    old_fval : float
+        Old function value ``f(x0)``.
+    new_slope : float or None
+        The local slope along the search direction at the
+        new value ``<myfprime(x_new), pk>``,
+        or None if the line search algorithm did not converge.
+
+
+    Notes
+    -----
+    Uses the line search algorithm to enforce strong Wolfe
+    conditions. See Wright and Nocedal, 'Numerical Optimization',
+    1999, pp. 59-61.
+
+    The search direction `pk` must be a descent direction (e.g.
+    ``-myfprime(xk)``) to find a step length that satisfies the strong Wolfe
+    conditions. If the search direction is not a descent direction (e.g.
+    ``myfprime(xk)``), then `alpha`, `new_fval`, and `new_slope` will be None.
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize import line_search
+
+    A objective function and its gradient are defined.
+
+    >>> def obj_func(x):
+    ...     return (x[0])**2+(x[1])**2
+    >>> def obj_grad(x):
+    ...     return [2*x[0], 2*x[1]]
+
+    We can find alpha that satisfies strong Wolfe conditions.
+
+    >>> start_point = np.array([1.8, 1.7])
+    >>> search_gradient = np.array([-1.0, -1.0])
+    >>> line_search(obj_func, obj_grad, start_point, search_gradient)
+    (1.0, 2, 1, 1.1300000000000001, 6.13, [1.6, 1.4])
+
+    """
+    fc = [0]
+    gc = [0]
+    gval = [None]
+    gval_alpha = [None]
+
+    def phi(alpha):
+        fc[0] += 1
+        return f(xk + alpha * pk, *args)
+
+    fprime = myfprime
+
+    def derphi(alpha):
+        gc[0] += 1
+        gval[0] = fprime(xk + alpha * pk, *args)  # store for later use
+        gval_alpha[0] = alpha
+        return np.dot(gval[0], pk)
+
+    if gfk is None:
+        gfk = fprime(xk, *args)
+    derphi0 = np.dot(gfk, pk)
+
+    if extra_condition is not None:
+        # Add the current gradient as argument, to avoid needless
+        # re-evaluation
+        def extra_condition2(alpha, phi):
+            if gval_alpha[0] != alpha:
+                derphi(alpha)
+            x = xk + alpha * pk
+            return extra_condition(alpha, x, phi, gval[0])
+    else:
+        extra_condition2 = None
+
+    alpha_star, phi_star, old_fval, derphi_star = scalar_search_wolfe2(
+            phi, derphi, old_fval, old_old_fval, derphi0, c1, c2, amax,
+            extra_condition2, maxiter=maxiter)
+
+    if derphi_star is None:
+        warn('The line search algorithm did not converge',
+             LineSearchWarning, stacklevel=2)
+    else:
+        # derphi_star is a number (derphi) -- so use the most recently
+        # calculated gradient used in computing it derphi = gfk*pk
+        # this is the gradient at the next step no need to compute it
+        # again in the outer loop.
+        derphi_star = gval[0]
+
+    return alpha_star, fc[0], gc[0], phi_star, old_fval, derphi_star
+
+
+def scalar_search_wolfe2(phi, derphi, phi0=None,
+                         old_phi0=None, derphi0=None,
+                         c1=1e-4, c2=0.9, amax=None,
+                         extra_condition=None, maxiter=10):
+    """Find alpha that satisfies strong Wolfe conditions.
+
+    alpha > 0 is assumed to be a descent direction.
+
+    Parameters
+    ----------
+    phi : callable phi(alpha)
+        Objective scalar function.
+    derphi : callable phi'(alpha)
+        Objective function derivative. Returns a scalar.
+    phi0 : float, optional
+        Value of phi at 0.
+    old_phi0 : float, optional
+        Value of phi at previous point.
+    derphi0 : float, optional
+        Value of derphi at 0
+    c1 : float, optional
+        Parameter for Armijo condition rule.
+    c2 : float, optional
+        Parameter for curvature condition rule.
+    amax : float, optional
+        Maximum step size.
+    extra_condition : callable, optional
+        A callable of the form ``extra_condition(alpha, phi_value)``
+        returning a boolean. The line search accepts the value
+        of ``alpha`` only if this callable returns ``True``.
+        If the callable returns ``False`` for the step length,
+        the algorithm will continue with new iterates.
+        The callable is only called for iterates satisfying
+        the strong Wolfe conditions.
+    maxiter : int, optional
+        Maximum number of iterations to perform.
+
+    Returns
+    -------
+    alpha_star : float or None
+        Best alpha, or None if the line search algorithm did not converge.
+    phi_star : float
+        phi at alpha_star.
+    phi0 : float
+        phi at 0.
+    derphi_star : float or None
+        derphi at alpha_star, or None if the line search algorithm
+        did not converge.
+
+    Notes
+    -----
+    Uses the line search algorithm to enforce strong Wolfe
+    conditions. See Wright and Nocedal, 'Numerical Optimization',
+    1999, pp. 59-61.
+
+    """
+    _check_c1_c2(c1, c2)
+
+    if phi0 is None:
+        phi0 = phi(0.)
+
+    if derphi0 is None:
+        derphi0 = derphi(0.)
+
+    alpha0 = 0
+    if old_phi0 is not None and derphi0 != 0:
+        alpha1 = min(1.0, 1.01*2*(phi0 - old_phi0)/derphi0)
+    else:
+        alpha1 = 1.0
+
+    if alpha1 < 0:
+        alpha1 = 1.0
+
+    if amax is not None:
+        alpha1 = min(alpha1, amax)
+
+    phi_a1 = phi(alpha1)
+    #derphi_a1 = derphi(alpha1) evaluated below
+
+    phi_a0 = phi0
+    derphi_a0 = derphi0
+
+    if extra_condition is None:
+        def extra_condition(alpha, phi):
+            return True
+
+    for i in range(maxiter):
+        if alpha1 == 0 or (amax is not None and alpha0 > amax):
+            # alpha1 == 0: This shouldn't happen. Perhaps the increment has
+            # slipped below machine precision?
+            alpha_star = None
+            phi_star = phi0
+            phi0 = old_phi0
+            derphi_star = None
+
+            if alpha1 == 0:
+                msg = 'Rounding errors prevent the line search from converging'
+            else:
+                msg = "The line search algorithm could not find a solution " + \
+                      "less than or equal to amax: %s" % amax
+
+            warn(msg, LineSearchWarning, stacklevel=2)
+            break
+
+        not_first_iteration = i > 0
+        if (phi_a1 > phi0 + c1 * alpha1 * derphi0) or \
+           ((phi_a1 >= phi_a0) and not_first_iteration):
+            alpha_star, phi_star, derphi_star = \
+                        _zoom(alpha0, alpha1, phi_a0,
+                              phi_a1, derphi_a0, phi, derphi,
+                              phi0, derphi0, c1, c2, extra_condition)
+            break
+
+        derphi_a1 = derphi(alpha1)
+        if (abs(derphi_a1) <= -c2*derphi0):
+            if extra_condition(alpha1, phi_a1):
+                alpha_star = alpha1
+                phi_star = phi_a1
+                derphi_star = derphi_a1
+                break
+
+        if (derphi_a1 >= 0):
+            alpha_star, phi_star, derphi_star = \
+                        _zoom(alpha1, alpha0, phi_a1,
+                              phi_a0, derphi_a1, phi, derphi,
+                              phi0, derphi0, c1, c2, extra_condition)
+            break
+
+        alpha2 = 2 * alpha1  # increase by factor of two on each iteration
+        if amax is not None:
+            alpha2 = min(alpha2, amax)
+        alpha0 = alpha1
+        alpha1 = alpha2
+        phi_a0 = phi_a1
+        phi_a1 = phi(alpha1)
+        derphi_a0 = derphi_a1
+
+    else:
+        # stopping test maxiter reached
+        alpha_star = alpha1
+        phi_star = phi_a1
+        derphi_star = None
+        warn('The line search algorithm did not converge',
+             LineSearchWarning, stacklevel=2)
+
+    return alpha_star, phi_star, phi0, derphi_star
+
+
+def _cubicmin(a, fa, fpa, b, fb, c, fc):
+    """
+    Finds the minimizer for a cubic polynomial that goes through the
+    points (a,fa), (b,fb), and (c,fc) with derivative at a of fpa.
+
+    If no minimizer can be found, return None.
+
+    """
+    # f(x) = A *(x-a)^3 + B*(x-a)^2 + C*(x-a) + D
+
+    with np.errstate(divide='raise', over='raise', invalid='raise'):
+        try:
+            C = fpa
+            db = b - a
+            dc = c - a
+            denom = (db * dc) ** 2 * (db - dc)
+            d1 = np.empty((2, 2))
+            d1[0, 0] = dc ** 2
+            d1[0, 1] = -db ** 2
+            d1[1, 0] = -dc ** 3
+            d1[1, 1] = db ** 3
+            [A, B] = np.dot(d1, np.asarray([fb - fa - C * db,
+                                            fc - fa - C * dc]).flatten())
+            A /= denom
+            B /= denom
+            radical = B * B - 3 * A * C
+            xmin = a + (-B + np.sqrt(radical)) / (3 * A)
+        except ArithmeticError:
+            return None
+    if not np.isfinite(xmin):
+        return None
+    return xmin
+
+
+def _quadmin(a, fa, fpa, b, fb):
+    """
+    Finds the minimizer for a quadratic polynomial that goes through
+    the points (a,fa), (b,fb) with derivative at a of fpa.
+
+    """
+    # f(x) = B*(x-a)^2 + C*(x-a) + D
+    with np.errstate(divide='raise', over='raise', invalid='raise'):
+        try:
+            D = fa
+            C = fpa
+            db = b - a * 1.0
+            B = (fb - D - C * db) / (db * db)
+            xmin = a - C / (2.0 * B)
+        except ArithmeticError:
+            return None
+    if not np.isfinite(xmin):
+        return None
+    return xmin
+
+
+def _zoom(a_lo, a_hi, phi_lo, phi_hi, derphi_lo,
+          phi, derphi, phi0, derphi0, c1, c2, extra_condition):
+    """Zoom stage of approximate linesearch satisfying strong Wolfe conditions.
+
+    Part of the optimization algorithm in `scalar_search_wolfe2`.
+
+    Notes
+    -----
+    Implements Algorithm 3.6 (zoom) in Wright and Nocedal,
+    'Numerical Optimization', 1999, pp. 61.
+
+    """
+
+    maxiter = 10
+    i = 0
+    delta1 = 0.2  # cubic interpolant check
+    delta2 = 0.1  # quadratic interpolant check
+    phi_rec = phi0
+    a_rec = 0
+    while True:
+        # interpolate to find a trial step length between a_lo and
+        # a_hi Need to choose interpolation here. Use cubic
+        # interpolation and then if the result is within delta *
+        # dalpha or outside of the interval bounded by a_lo or a_hi
+        # then use quadratic interpolation, if the result is still too
+        # close, then use bisection
+
+        dalpha = a_hi - a_lo
+        if dalpha < 0:
+            a, b = a_hi, a_lo
+        else:
+            a, b = a_lo, a_hi
+
+        # minimizer of cubic interpolant
+        # (uses phi_lo, derphi_lo, phi_hi, and the most recent value of phi)
+        #
+        # if the result is too close to the end points (or out of the
+        # interval), then use quadratic interpolation with phi_lo,
+        # derphi_lo and phi_hi if the result is still too close to the
+        # end points (or out of the interval) then use bisection
+
+        if (i > 0):
+            cchk = delta1 * dalpha
+            a_j = _cubicmin(a_lo, phi_lo, derphi_lo, a_hi, phi_hi,
+                            a_rec, phi_rec)
+        if (i == 0) or (a_j is None) or (a_j > b - cchk) or (a_j < a + cchk):
+            qchk = delta2 * dalpha
+            a_j = _quadmin(a_lo, phi_lo, derphi_lo, a_hi, phi_hi)
+            if (a_j is None) or (a_j > b-qchk) or (a_j < a+qchk):
+                a_j = a_lo + 0.5*dalpha
+
+        # Check new value of a_j
+
+        phi_aj = phi(a_j)
+        if (phi_aj > phi0 + c1*a_j*derphi0) or (phi_aj >= phi_lo):
+            phi_rec = phi_hi
+            a_rec = a_hi
+            a_hi = a_j
+            phi_hi = phi_aj
+        else:
+            derphi_aj = derphi(a_j)
+            if abs(derphi_aj) <= -c2*derphi0 and extra_condition(a_j, phi_aj):
+                a_star = a_j
+                val_star = phi_aj
+                valprime_star = derphi_aj
+                break
+            if derphi_aj*(a_hi - a_lo) >= 0:
+                phi_rec = phi_hi
+                a_rec = a_hi
+                a_hi = a_lo
+                phi_hi = phi_lo
+            else:
+                phi_rec = phi_lo
+                a_rec = a_lo
+            a_lo = a_j
+            phi_lo = phi_aj
+            derphi_lo = derphi_aj
+        i += 1
+        if (i > maxiter):
+            # Failed to find a conforming step size
+            a_star = None
+            val_star = None
+            valprime_star = None
+            break
+    return a_star, val_star, valprime_star
+
+
+#------------------------------------------------------------------------------
+# Armijo line and scalar searches
+#------------------------------------------------------------------------------
+
+def line_search_armijo(f, xk, pk, gfk, old_fval, args=(), c1=1e-4, alpha0=1):
+    """Minimize over alpha, the function ``f(xk+alpha pk)``.
+
+    Parameters
+    ----------
+    f : callable
+        Function to be minimized.
+    xk : array_like
+        Current point.
+    pk : array_like
+        Search direction.
+    gfk : array_like
+        Gradient of `f` at point `xk`.
+    old_fval : float
+        Value of `f` at point `xk`.
+    args : tuple, optional
+        Optional arguments.
+    c1 : float, optional
+        Value to control stopping criterion.
+    alpha0 : scalar, optional
+        Value of `alpha` at start of the optimization.
+
+    Returns
+    -------
+    alpha
+    f_count
+    f_val_at_alpha
+
+    Notes
+    -----
+    Uses the interpolation algorithm (Armijo backtracking) as suggested by
+    Wright and Nocedal in 'Numerical Optimization', 1999, pp. 56-57
+
+    """
+    xk = np.atleast_1d(xk)
+    fc = [0]
+
+    def phi(alpha1):
+        fc[0] += 1
+        return f(xk + alpha1*pk, *args)
+
+    if old_fval is None:
+        phi0 = phi(0.)
+    else:
+        phi0 = old_fval  # compute f(xk) -- done in past loop
+
+    derphi0 = np.dot(gfk, pk)
+    alpha, phi1 = scalar_search_armijo(phi, phi0, derphi0, c1=c1,
+                                       alpha0=alpha0)
+    return alpha, fc[0], phi1
+
+
+def line_search_BFGS(f, xk, pk, gfk, old_fval, args=(), c1=1e-4, alpha0=1):
+    """
+    Compatibility wrapper for `line_search_armijo`
+    """
+    r = line_search_armijo(f, xk, pk, gfk, old_fval, args=args, c1=c1,
+                           alpha0=alpha0)
+    return r[0], r[1], 0, r[2]
+
+
+def scalar_search_armijo(phi, phi0, derphi0, c1=1e-4, alpha0=1, amin=0):
+    """Minimize over alpha, the function ``phi(alpha)``.
+
+    Uses the interpolation algorithm (Armijo backtracking) as suggested by
+    Wright and Nocedal in 'Numerical Optimization', 1999, pp. 56-57
+
+    alpha > 0 is assumed to be a descent direction.
+
+    Returns
+    -------
+    alpha
+    phi1
+
+    """
+    phi_a0 = phi(alpha0)
+    if phi_a0 <= phi0 + c1*alpha0*derphi0:
+        return alpha0, phi_a0
+
+    # Otherwise, compute the minimizer of a quadratic interpolant:
+
+    alpha1 = -(derphi0) * alpha0**2 / 2.0 / (phi_a0 - phi0 - derphi0 * alpha0)
+    phi_a1 = phi(alpha1)
+
+    if (phi_a1 <= phi0 + c1*alpha1*derphi0):
+        return alpha1, phi_a1
+
+    # Otherwise, loop with cubic interpolation until we find an alpha which
+    # satisfies the first Wolfe condition (since we are backtracking, we will
+    # assume that the value of alpha is not too small and satisfies the second
+    # condition.
+
+    while alpha1 > amin:       # we are assuming alpha>0 is a descent direction
+        factor = alpha0**2 * alpha1**2 * (alpha1-alpha0)
+        a = alpha0**2 * (phi_a1 - phi0 - derphi0*alpha1) - \
+            alpha1**2 * (phi_a0 - phi0 - derphi0*alpha0)
+        a = a / factor
+        b = -alpha0**3 * (phi_a1 - phi0 - derphi0*alpha1) + \
+            alpha1**3 * (phi_a0 - phi0 - derphi0*alpha0)
+        b = b / factor
+
+        alpha2 = (-b + np.sqrt(abs(b**2 - 3 * a * derphi0))) / (3.0*a)
+        phi_a2 = phi(alpha2)
+
+        if (phi_a2 <= phi0 + c1*alpha2*derphi0):
+            return alpha2, phi_a2
+
+        if (alpha1 - alpha2) > alpha1 / 2.0 or (1 - alpha2/alpha1) < 0.96:
+            alpha2 = alpha1 / 2.0
+
+        alpha0 = alpha1
+        alpha1 = alpha2
+        phi_a0 = phi_a1
+        phi_a1 = phi_a2
+
+    # Failed to find a suitable step length
+    return None, phi_a1
+
+
+#------------------------------------------------------------------------------
+# Non-monotone line search for DF-SANE
+#------------------------------------------------------------------------------
+
+def _nonmonotone_line_search_cruz(f, x_k, d, prev_fs, eta,
+                                  gamma=1e-4, tau_min=0.1, tau_max=0.5):
+    """
+    Nonmonotone backtracking line search as described in [1]_
+
+    Parameters
+    ----------
+    f : callable
+        Function returning a tuple ``(f, F)`` where ``f`` is the value
+        of a merit function and ``F`` the residual.
+    x_k : ndarray
+        Initial position.
+    d : ndarray
+        Search direction.
+    prev_fs : float
+        List of previous merit function values. Should have ``len(prev_fs) <= M``
+        where ``M`` is the nonmonotonicity window parameter.
+    eta : float
+        Allowed merit function increase, see [1]_
+    gamma, tau_min, tau_max : float, optional
+        Search parameters, see [1]_
+
+    Returns
+    -------
+    alpha : float
+        Step length
+    xp : ndarray
+        Next position
+    fp : float
+        Merit function value at next position
+    Fp : ndarray
+        Residual at next position
+
+    References
+    ----------
+    [1] "Spectral residual method without gradient information for solving
+        large-scale nonlinear systems of equations." W. La Cruz,
+        J.M. Martinez, M. Raydan. Math. Comp. **75**, 1429 (2006).
+
+    """
+    f_k = prev_fs[-1]
+    f_bar = max(prev_fs)
+
+    alpha_p = 1
+    alpha_m = 1
+    alpha = 1
+
+    while True:
+        xp = x_k + alpha_p * d
+        fp, Fp = f(xp)
+
+        if fp <= f_bar + eta - gamma * alpha_p**2 * f_k:
+            alpha = alpha_p
+            break
+
+        alpha_tp = alpha_p**2 * f_k / (fp + (2*alpha_p - 1)*f_k)
+
+        xp = x_k - alpha_m * d
+        fp, Fp = f(xp)
+
+        if fp <= f_bar + eta - gamma * alpha_m**2 * f_k:
+            alpha = -alpha_m
+            break
+
+        alpha_tm = alpha_m**2 * f_k / (fp + (2*alpha_m - 1)*f_k)
+
+        alpha_p = np.clip(alpha_tp, tau_min * alpha_p, tau_max * alpha_p)
+        alpha_m = np.clip(alpha_tm, tau_min * alpha_m, tau_max * alpha_m)
+
+    return alpha, xp, fp, Fp
+
+
+def _nonmonotone_line_search_cheng(f, x_k, d, f_k, C, Q, eta,
+                                   gamma=1e-4, tau_min=0.1, tau_max=0.5,
+                                   nu=0.85):
+    """
+    Nonmonotone line search from [1]
+
+    Parameters
+    ----------
+    f : callable
+        Function returning a tuple ``(f, F)`` where ``f`` is the value
+        of a merit function and ``F`` the residual.
+    x_k : ndarray
+        Initial position.
+    d : ndarray
+        Search direction.
+    f_k : float
+        Initial merit function value.
+    C, Q : float
+        Control parameters. On the first iteration, give values
+        Q=1.0, C=f_k
+    eta : float
+        Allowed merit function increase, see [1]_
+    nu, gamma, tau_min, tau_max : float, optional
+        Search parameters, see [1]_
+
+    Returns
+    -------
+    alpha : float
+        Step length
+    xp : ndarray
+        Next position
+    fp : float
+        Merit function value at next position
+    Fp : ndarray
+        Residual at next position
+    C : float
+        New value for the control parameter C
+    Q : float
+        New value for the control parameter Q
+
+    References
+    ----------
+    .. [1] W. Cheng & D.-H. Li, ''A derivative-free nonmonotone line
+           search and its application to the spectral residual
+           method'', IMA J. Numer. Anal. 29, 814 (2009).
+
+    """
+    alpha_p = 1
+    alpha_m = 1
+    alpha = 1
+
+    while True:
+        xp = x_k + alpha_p * d
+        fp, Fp = f(xp)
+
+        if fp <= C + eta - gamma * alpha_p**2 * f_k:
+            alpha = alpha_p
+            break
+
+        alpha_tp = alpha_p**2 * f_k / (fp + (2*alpha_p - 1)*f_k)
+
+        xp = x_k - alpha_m * d
+        fp, Fp = f(xp)
+
+        if fp <= C + eta - gamma * alpha_m**2 * f_k:
+            alpha = -alpha_m
+            break
+
+        alpha_tm = alpha_m**2 * f_k / (fp + (2*alpha_m - 1)*f_k)
+
+        alpha_p = np.clip(alpha_tp, tau_min * alpha_p, tau_max * alpha_p)
+        alpha_m = np.clip(alpha_tm, tau_min * alpha_m, tau_max * alpha_m)
+
+    # Update C and Q
+    Q_next = nu * Q + 1
+    C = (nu * Q * (C + eta) + fp) / Q_next
+    Q = Q_next
+
+    return alpha, xp, fp, Fp, C, Q

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

@@ -0,0 +1,714 @@
+"""
+A top-level linear programming interface.
+
+.. versionadded:: 0.15.0
+
+Functions
+---------
+.. autosummary::
+   :toctree: generated/
+
+    linprog
+    linprog_verbose_callback
+    linprog_terse_callback
+
+"""
+
+import numpy as np
+
+from ._optimize import OptimizeResult, OptimizeWarning
+from warnings import warn
+from ._linprog_highs import _linprog_highs
+from ._linprog_ip import _linprog_ip
+from ._linprog_simplex import _linprog_simplex
+from ._linprog_rs import _linprog_rs
+from ._linprog_doc import (_linprog_highs_doc, _linprog_ip_doc,  # noqa: F401
+                           _linprog_rs_doc, _linprog_simplex_doc,
+                           _linprog_highs_ipm_doc, _linprog_highs_ds_doc)
+from ._linprog_util import (
+    _parse_linprog, _presolve, _get_Abc, _LPProblem, _autoscale,
+    _postsolve, _check_result, _display_summary)
+from copy import deepcopy
+
+__all__ = ['linprog', 'linprog_verbose_callback', 'linprog_terse_callback']
+
+__docformat__ = "restructuredtext en"
+
+LINPROG_METHODS = [
+    'simplex', 'revised simplex', 'interior-point', 'highs', 'highs-ds', 'highs-ipm'
+]
+
+
+def linprog_verbose_callback(res):
+    """
+    A sample callback function demonstrating the linprog callback interface.
+    This callback produces detailed output to sys.stdout before each iteration
+    and after the final iteration of the simplex algorithm.
+
+    Parameters
+    ----------
+    res : A `scipy.optimize.OptimizeResult` consisting of the following fields:
+
+        x : 1-D array
+            The independent variable vector which optimizes the linear
+            programming problem.
+        fun : float
+            Value of the objective function.
+        success : bool
+            True if the algorithm succeeded in finding an optimal solution.
+        slack : 1-D array
+            The values of the slack variables. Each slack variable corresponds
+            to an inequality constraint. If the slack is zero, then 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.
+    """
+    x = res['x']
+    fun = res['fun']
+    phase = res['phase']
+    status = res['status']
+    nit = res['nit']
+    message = res['message']
+    complete = res['complete']
+
+    saved_printoptions = np.get_printoptions()
+    np.set_printoptions(linewidth=500,
+                        formatter={'float': lambda x: f"{x: 12.4f}"})
+    if status:
+        print('--------- Simplex Early Exit -------\n')
+        print(f'The simplex method exited early with status {status:d}')
+        print(message)
+    elif complete:
+        print('--------- Simplex Complete --------\n')
+        print(f'Iterations required: {nit}')
+    else:
+        print(f'--------- Iteration {nit:d}  ---------\n')
+
+    if nit > 0:
+        if phase == 1:
+            print('Current Pseudo-Objective Value:')
+        else:
+            print('Current Objective Value:')
+        print('f = ', fun)
+        print()
+        print('Current Solution Vector:')
+        print('x = ', x)
+        print()
+
+    np.set_printoptions(**saved_printoptions)
+
+
+def linprog_terse_callback(res):
+    """
+    A sample callback function demonstrating the linprog callback interface.
+    This callback produces brief output to sys.stdout before each iteration
+    and after the final iteration of the simplex algorithm.
+
+    Parameters
+    ----------
+    res : A `scipy.optimize.OptimizeResult` consisting of the following fields:
+
+        x : 1-D array
+            The independent variable vector which optimizes the linear
+            programming problem.
+        fun : float
+            Value of the objective function.
+        success : bool
+            True if the algorithm succeeded in finding an optimal solution.
+        slack : 1-D array
+            The values of the slack variables. Each slack variable corresponds
+            to an inequality constraint. If the slack is zero, then 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.
+    """
+    nit = res['nit']
+    x = res['x']
+
+    if nit == 0:
+        print("Iter:   X:")
+    print(f"{nit: <5d}   ", end="")
+    print(x)
+
+
+def linprog(c, A_ub=None, b_ub=None, A_eq=None, b_eq=None,
+            bounds=(0, None), method='highs', callback=None,
+            options=None, x0=None, integrality=None):
+    r"""
+    Linear programming: minimize a linear objective function subject to linear
+    equality and inequality constraints.
+
+    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``. Other bounds can be
+    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.
+        If a single tuple ``(min, max)`` is provided, then ``min`` and ``max``
+        will serve as bounds for all decision variables.
+        Use ``None`` to indicate that there is no bound. For instance, the
+        default bound ``(0, None)`` means that all decision variables are
+        non-negative, and the pair ``(None, None)`` means no bounds at all,
+        i.e. all variables are allowed to be any real.
+    method : str, optional
+        The algorithm used to solve the standard form problem.
+        :ref:`'highs' <optimize.linprog-highs>` (default),
+        :ref:`'highs-ds' <optimize.linprog-highs-ds>`,
+        :ref:`'highs-ipm' <optimize.linprog-highs-ipm>`,
+        :ref:`'interior-point' <optimize.linprog-interior-point>` (legacy),
+        :ref:`'revised simplex' <optimize.linprog-revised_simplex>` (legacy),
+        and
+        :ref:`'simplex' <optimize.linprog-simplex>` (legacy) are supported.
+        The legacy methods are deprecated and will be removed in SciPy 1.11.0.
+    callback : callable, optional
+        If a callback function is provided, it will be called at least once per
+        iteration of the algorithm. The callback function must accept a single
+        `scipy.optimize.OptimizeResult` consisting of the following fields:
+
+        x : 1-D array
+            The current solution vector.
+        fun : float
+            The current value of the objective function ``c @ x``.
+        success : bool
+            ``True`` when the algorithm has completed successfully.
+        slack : 1-D array
+            The (nominally positive) values of the slack,
+            ``b_ub - A_ub @ x``.
+        con : 1-D array
+            The (nominally zero) residuals of the equality constraints,
+            ``b_eq - A_eq @ x``.
+        phase : int
+            The phase of the algorithm being executed.
+        status : int
+            An integer representing the status of the algorithm.
+
+            ``0`` : Optimization proceeding nominally.
+
+            ``1`` : Iteration limit reached.
+
+            ``2`` : Problem appears to be infeasible.
+
+            ``3`` : Problem appears to be unbounded.
+
+            ``4`` : Numerical difficulties encountered.
+
+            nit : int
+                The current iteration number.
+            message : str
+                A string descriptor of the algorithm status.
+
+        Callback functions are not currently supported by the HiGHS methods.
+
+    options : dict, optional
+        A dictionary of solver options. All methods accept the following
+        options:
+
+        maxiter : int
+            Maximum number of iterations to perform.
+            Default: see method-specific documentation.
+        disp : bool
+            Set to ``True`` to print convergence messages.
+            Default: ``False``.
+        presolve : bool
+            Set to ``False`` to disable automatic presolve.
+            Default: ``True``.
+
+        All methods except the HiGHS solvers also accept:
+
+        tol : float
+            A tolerance which determines when a residual is "close enough" to
+            zero to be considered exactly zero.
+        autoscale : bool
+            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.
+            Default: ``False``.
+        rr : bool
+            Set to ``False`` to disable automatic redundancy removal.
+            Default: ``True``.
+        rr_method : string
+            Method used to identify and remove redundant rows from the
+            equality constraint matrix after presolve. For problems with
+            dense input, the available methods for redundancy removal are:
+
+            "SVD":
+                Repeatedly performs singular value decomposition on
+                the matrix, detecting redundant rows based on nonzeros
+                in the left singular vectors that correspond with
+                zero singular values. May be fast when the matrix is
+                nearly full rank.
+            "pivot":
+                Uses the algorithm presented in [5]_ to identify
+                redundant rows.
+            "ID":
+                Uses a randomized interpolative decomposition.
+                Identifies columns of the matrix transpose not used in
+                a full-rank interpolative decomposition of the matrix.
+            None:
+                Uses "svd" if the matrix is nearly full rank, that is,
+                the difference between the matrix rank and the number
+                of rows is less than five. If not, uses "pivot". The
+                behavior of this default is subject to change without
+                prior notice.
+
+            Default: None.
+            For problems with sparse input, this option is ignored, and the
+            pivot-based algorithm presented in [5]_ is used.
+
+        For method-specific options, see
+        :func:`show_options('linprog') <show_options>`.
+
+    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.
+
+    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.
+
+    Returns
+    -------
+    res : OptimizeResult
+        A :class:`scipy.optimize.OptimizeResult` consisting of the fields
+        below. Note that the return types of the fields may depend on whether
+        the optimization was successful, therefore it is recommended to check
+        `OptimizeResult.status` before relying on the other 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.
+
+        nit : int
+            The total number of iterations performed in all phases.
+        message : str
+            A string descriptor of the exit status of the algorithm.
+
+    See Also
+    --------
+    show_options : Additional options accepted by the solvers.
+
+    Notes
+    -----
+    This section describes the available solvers that can be selected by the
+    'method' parameter.
+
+    `'highs-ds'` and
+    `'highs-ipm'` are interfaces to the
+    HiGHS simplex and interior-point method solvers [13]_, respectively.
+    `'highs'` (default) chooses between
+    the two automatically. These are the fastest linear
+    programming solvers in SciPy, especially for large, sparse problems;
+    which of these two is faster is problem-dependent.
+    The other solvers (`'interior-point'`, `'revised simplex'`, and
+    `'simplex'`) are legacy methods and will be removed in SciPy 1.11.0.
+
+    Method *highs-ds* is a wrapper of the C++ high performance dual
+    revised simplex implementation (HSOL) [13]_, [14]_. Method *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 *highs* chooses between the two automatically.
+    For new code involving `linprog`, we recommend explicitly choosing one of
+    these three method values.
+
+    .. versionadded:: 1.6.0
+
+    Method *interior-point* uses the primal-dual path following algorithm
+    as outlined in [4]_. This algorithm supports sparse constraint matrices and
+    is typically faster than the simplex methods, especially for large, sparse
+    problems. Note, however, that the solution returned may be slightly less
+    accurate than those of the simplex methods and will not, in general,
+    correspond with a vertex of the polytope defined by the constraints.
+
+    .. versionadded:: 1.0.0
+
+    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.
+
+    .. versionadded:: 1.3.0
+
+    Method *simplex* 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
+
+    Before applying *interior-point*, *revised simplex*, or *simplex*,
+    a presolve procedure based on [8]_ attempts
+    to identify trivial infeasibilities, trivial unboundedness, and potential
+    problem simplifications. Specifically, it checks for:
+
+    - rows of zeros in ``A_eq`` or ``A_ub``, representing trivial constraints;
+    - columns of zeros in ``A_eq`` `and` ``A_ub``, representing unconstrained
+      variables;
+    - column singletons in ``A_eq``, representing fixed variables; and
+    - column singletons in ``A_ub``, representing simple bounds.
+
+    If presolve reveals that the problem is unbounded (e.g. an unconstrained
+    and unbounded variable has negative cost) or infeasible (e.g., a row of
+    zeros in ``A_eq`` corresponds with a nonzero in ``b_eq``), the solver
+    terminates with the appropriate status code. Note that presolve terminates
+    as soon as any sign of unboundedness is detected; consequently, a problem
+    may be reported as unbounded when in reality the problem is infeasible
+    (but infeasibility has not been detected yet). Therefore, if it is
+    important to know whether the problem is actually infeasible, solve the
+    problem again with option ``presolve=False``.
+
+    If neither infeasibility nor unboundedness are detected in a single pass
+    of the presolve, bounds are tightened where possible and fixed
+    variables are removed from the problem. Then, linearly dependent rows
+    of the ``A_eq`` matrix are removed, (unless they represent an
+    infeasibility) to avoid numerical difficulties in the primary solve
+    routine. Note that rows that are nearly linearly dependent (within a
+    prescribed tolerance) may also be removed, which can change the optimal
+    solution in rare cases. If this is a concern, eliminate redundancy from
+    your problem formulation and run with option ``rr=False`` or
+    ``presolve=False``.
+
+    Several potential improvements can be made here: additional presolve
+    checks outlined in [8]_ should be implemented, the presolve routine should
+    be run multiple times (until no further simplifications can be made), and
+    more of the efficiency improvements from [5]_ should be implemented in the
+    redundancy removal routines.
+
+    After presolve, the problem is transformed to standard form by converting
+    the (tightened) 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.
+    Optionally, the problem is automatically scaled via equilibration [12]_.
+    The selected algorithm solves the standard form problem, and a
+    postprocessing routine converts the result to a solution to the original
+    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.
+    .. [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.
+    .. [5] Andersen, Erling D. "Finding all linearly dependent rows in
+           large-scale linear programming." Optimization Methods and Software
+           6.3 (1995): 219-227.
+    .. [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
+    .. [7] Fourer, Robert. "Solving Linear Programs by Interior-Point Methods."
+           Unpublished Course Notes, August 26, 2005. Available 2/25/2017 at
+           http://www.4er.org/CourseNotes/Book%20B/B-III.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.
+    .. [11] Bartels, Richard H. "A stabilization of the simplex method."
+            Journal in  Numerische Mathematik 16.5 (1971): 414-434.
+    .. [12] Tomlin, J. A. "On scaling linear programming problems."
+            Mathematical Programming Study 4 (1975): 146-166.
+    .. [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
+
+    Examples
+    --------
+    Consider the following problem:
+
+    .. math::
+
+        \min_{x_0, x_1} \ -x_0 + 4x_1 & \\
+        \mbox{such that} \ -3x_0 + x_1 & \leq 6,\\
+        -x_0 - 2x_1 & \geq -4,\\
+        x_1 & \geq -3.
+
+    The problem is not presented in the form accepted by `linprog`. This is
+    easily remedied by converting the "greater than" inequality
+    constraint to a "less than" inequality constraint by
+    multiplying both sides by a factor of :math:`-1`. Note also that the last
+    constraint is really the simple bound :math:`-3 \leq x_1 \leq \infty`.
+    Finally, since there are no bounds on :math:`x_0`, we must explicitly
+    specify the bounds :math:`-\infty \leq x_0 \leq \infty`, as the
+    default is for variables to be non-negative. After collecting coeffecients
+    into arrays and tuples, the input for this problem is:
+
+    >>> from scipy.optimize import linprog
+    >>> c = [-1, 4]
+    >>> A = [[-3, 1], [1, 2]]
+    >>> b = [6, 4]
+    >>> x0_bounds = (None, None)
+    >>> x1_bounds = (-3, None)
+    >>> res = linprog(c, A_ub=A, b_ub=b, bounds=[x0_bounds, x1_bounds])
+    >>> res.fun
+    -22.0
+    >>> res.x
+    array([10., -3.])
+    >>> res.message
+    'Optimization terminated successfully. (HiGHS Status 7: Optimal)'
+
+    The marginals (AKA dual values / shadow prices / Lagrange multipliers)
+    and residuals (slacks) are also available.
+
+    >>> res.ineqlin
+      residual: [ 3.900e+01  0.000e+00]
+     marginals: [-0.000e+00 -1.000e+00]
+
+    For example, because the marginal associated with the second inequality
+    constraint is -1, we expect the optimal value of the objective function
+    to decrease by ``eps`` if we add a small amount ``eps`` to the right hand
+    side of the second inequality constraint:
+
+    >>> eps = 0.05
+    >>> b[1] += eps
+    >>> linprog(c, A_ub=A, b_ub=b, bounds=[x0_bounds, x1_bounds]).fun
+    -22.05
+
+    Also, because the residual on the first inequality constraint is 39, we
+    can decrease the right hand side of the first constraint by 39 without
+    affecting the optimal solution.
+
+    >>> b = [6, 4]  # reset to original values
+    >>> b[0] -= 39
+    >>> linprog(c, A_ub=A, b_ub=b, bounds=[x0_bounds, x1_bounds]).fun
+    -22.0
+
+    """
+
+    meth = method.lower()
+    methods = {"highs", "highs-ds", "highs-ipm",
+               "simplex", "revised simplex", "interior-point"}
+
+    if meth not in methods:
+        raise ValueError(f"Unknown solver '{method}'")
+
+    if x0 is not None and meth != "revised simplex":
+        warning_message = "x0 is used only when method is 'revised simplex'. "
+        warn(warning_message, OptimizeWarning, stacklevel=2)
+
+    if np.any(integrality) and not meth == "highs":
+        integrality = None
+        warning_message = ("Only `method='highs'` supports integer "
+                           "constraints. Ignoring `integrality`.")
+        warn(warning_message, OptimizeWarning, stacklevel=2)
+    elif np.any(integrality):
+        integrality = np.broadcast_to(integrality, np.shape(c))
+
+    lp = _LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0, integrality)
+    lp, solver_options = _parse_linprog(lp, options, meth)
+    tol = solver_options.get('tol', 1e-9)
+
+    # Give unmodified problem to HiGHS
+    if meth.startswith('highs'):
+        if callback is not None:
+            raise NotImplementedError("HiGHS solvers do not support the "
+                                      "callback interface.")
+        highs_solvers = {'highs-ipm': 'ipm', 'highs-ds': 'simplex',
+                         'highs': None}
+
+        sol = _linprog_highs(lp, solver=highs_solvers[meth],
+                             **solver_options)
+        sol['status'], sol['message'] = (
+            _check_result(sol['x'], sol['fun'], sol['status'], sol['slack'],
+                          sol['con'], lp.bounds, tol, sol['message'],
+                          integrality))
+        sol['success'] = sol['status'] == 0
+        return OptimizeResult(sol)
+
+    warn(f"`method='{meth}'` is deprecated and will be removed in SciPy "
+         "1.11.0. Please use one of the HiGHS solvers (e.g. "
+         "`method='highs'`) in new code.", DeprecationWarning, stacklevel=2)
+
+    iteration = 0
+    complete = False  # will become True if solved in presolve
+    undo = []
+
+    # Keep the original arrays to calculate slack/residuals for original
+    # problem.
+    lp_o = deepcopy(lp)
+
+    # Solve trivial problem, eliminate variables, tighten bounds, etc.
+    rr_method = solver_options.pop('rr_method', None)  # need to pop these;
+    rr = solver_options.pop('rr', True)  # they're not passed to methods
+    c0 = 0  # we might get a constant term in the objective
+    if solver_options.pop('presolve', True):
+        (lp, c0, x, undo, complete, status, message) = _presolve(lp, rr,
+                                                                 rr_method,
+                                                                 tol)
+
+    C, b_scale = 1, 1  # for trivial unscaling if autoscale is not used
+    postsolve_args = (lp_o._replace(bounds=lp.bounds), undo, C, b_scale)
+
+    if not complete:
+        A, b, c, c0, x0 = _get_Abc(lp, c0)
+        if solver_options.pop('autoscale', False):
+            A, b, c, x0, C, b_scale = _autoscale(A, b, c, x0)
+            postsolve_args = postsolve_args[:-2] + (C, b_scale)
+
+        if meth == 'simplex':
+            x, status, message, iteration = _linprog_simplex(
+                c, c0=c0, A=A, b=b, callback=callback,
+                postsolve_args=postsolve_args, **solver_options)
+        elif meth == 'interior-point':
+            x, status, message, iteration = _linprog_ip(
+                c, c0=c0, A=A, b=b, callback=callback,
+                postsolve_args=postsolve_args, **solver_options)
+        elif meth == 'revised simplex':
+            x, status, message, iteration = _linprog_rs(
+                c, c0=c0, A=A, b=b, x0=x0, callback=callback,
+                postsolve_args=postsolve_args, **solver_options)
+
+    # Eliminate artificial variables, re-introduce presolved variables, etc.
+    disp = solver_options.get('disp', False)
+
+    x, fun, slack, con = _postsolve(x, postsolve_args, complete)
+
+    status, message = _check_result(x, fun, status, slack, con, lp_o.bounds,
+                                    tol, message, integrality)
+
+    if disp:
+        _display_summary(message, status, fun, iteration)
+
+    sol = {
+        'x': x,
+        'fun': fun,
+        'slack': slack,
+        'con': con,
+        'status': status,
+        'message': message,
+        'nit': iteration,
+        'success': status == 0}
+
+    return OptimizeResult(sol)

llmeval-env/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

llmeval-env/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

llmeval-env/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)

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

@@ -0,0 +1,1522 @@
+"""
+Method agnostic utility functions for linear programming
+"""
+
+import numpy as np
+import scipy.sparse as sps
+from warnings import warn
+from ._optimize import OptimizeWarning
+from scipy.optimize._remove_redundancy import (
+    _remove_redundancy_svd, _remove_redundancy_pivot_sparse,
+    _remove_redundancy_pivot_dense, _remove_redundancy_id
+    )
+from collections import namedtuple
+
+_LPProblem = namedtuple('_LPProblem',
+                        'c A_ub b_ub A_eq b_eq bounds x0 integrality')
+_LPProblem.__new__.__defaults__ = (None,) * 7  # make c the only required arg
+_LPProblem.__doc__ = \
+    """ Represents a linear-programming problem.
+
+    Attributes
+    ----------
+    c : 1D array
+        The coefficients of the linear objective function to be minimized.
+    A_ub : 2D array, optional
+        The inequality constraint matrix. Each row of ``A_ub`` specifies the
+        coefficients of a linear inequality constraint on ``x``.
+    b_ub : 1D array, optional
+        The inequality constraint vector. Each element represents an
+        upper bound on the corresponding value of ``A_ub @ x``.
+    A_eq : 2D array, optional
+        The equality constraint matrix. Each row of ``A_eq`` specifies the
+        coefficients of a linear equality constraint on ``x``.
+    b_eq : 1D array, optional
+        The equality constraint vector. Each element of ``A_eq @ x`` must equal
+        the corresponding element of ``b_eq``.
+    bounds : various valid formats, optional
+        The bounds of ``x``, as ``min`` and ``max`` pairs.
+        If bounds are specified for all N variables separately, valid formats
+        are:
+        * a 2D array (N x 2);
+        * a sequence of N sequences, each with 2 values.
+        If all variables have the same bounds, the bounds can be specified as
+        a 1-D or 2-D array or sequence with 2 scalar values.
+        If all variables have a lower bound of 0 and no upper bound, the bounds
+        parameter can be omitted (or given as None).
+        Absent lower and/or upper bounds can be specified as -numpy.inf (no
+        lower bound), numpy.inf (no upper bound) or None (both).
+    x0 : 1D 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.
+    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.
+
+    Notes
+    -----
+    This namedtuple supports 2 ways of initialization:
+    >>> lp1 = _LPProblem(c=[-1, 4], A_ub=[[-3, 1], [1, 2]], b_ub=[6, 4])
+    >>> lp2 = _LPProblem([-1, 4], [[-3, 1], [1, 2]], [6, 4])
+
+    Note that only ``c`` is a required argument here, whereas all other arguments
+    ``A_ub``, ``b_ub``, ``A_eq``, ``b_eq``, ``bounds``, ``x0`` are optional with
+    default values of None.
+    For example, ``A_eq`` and ``b_eq`` can be set without ``A_ub`` or ``b_ub``:
+    >>> lp3 = _LPProblem(c=[-1, 4], A_eq=[[2, 1]], b_eq=[10])
+    """
+
+
+def _check_sparse_inputs(options, meth, A_ub, A_eq):
+    """
+    Check the provided ``A_ub`` and ``A_eq`` matrices conform to the specified
+    optional sparsity variables.
+
+    Parameters
+    ----------
+    A_ub : 2-D array, optional
+        2-D array such that ``A_ub @ x`` gives the values of the upper-bound
+        inequality constraints at ``x``.
+    A_eq : 2-D array, optional
+        2-D array such that ``A_eq @ x`` gives the values of the equality
+        constraints at ``x``.
+    options : dict
+        A dictionary of solver options. All methods accept the following
+        generic options:
+
+            maxiter : int
+                Maximum number of iterations to perform.
+            disp : bool
+                Set to True to print convergence messages.
+
+        For method-specific options, see :func:`show_options('linprog')`.
+    method : str, optional
+        The algorithm used to solve the standard form problem.
+
+    Returns
+    -------
+    A_ub : 2-D array, optional
+        2-D array such that ``A_ub @ x`` gives the values of the upper-bound
+        inequality constraints at ``x``.
+    A_eq : 2-D array, optional
+        2-D array such that ``A_eq @ x`` gives the values of the equality
+        constraints at ``x``.
+    options : dict
+        A dictionary of solver options. All methods accept the following
+        generic options:
+
+            maxiter : int
+                Maximum number of iterations to perform.
+            disp : bool
+                Set to True to print convergence messages.
+
+        For method-specific options, see :func:`show_options('linprog')`.
+    """
+    # This is an undocumented option for unit testing sparse presolve
+    _sparse_presolve = options.pop('_sparse_presolve', False)
+    if _sparse_presolve and A_eq is not None:
+        A_eq = sps.coo_matrix(A_eq)
+    if _sparse_presolve and A_ub is not None:
+        A_ub = sps.coo_matrix(A_ub)
+
+    sparse_constraint = sps.issparse(A_eq) or sps.issparse(A_ub)
+
+    preferred_methods = {"highs", "highs-ds", "highs-ipm"}
+    dense_methods = {"simplex", "revised simplex"}
+    if meth in dense_methods and sparse_constraint:
+        raise ValueError(f"Method '{meth}' does not support sparse "
+                         "constraint matrices. Please consider using one of "
+                         f"{preferred_methods}.")
+
+    sparse = options.get('sparse', False)
+    if not sparse and sparse_constraint and meth == 'interior-point':
+        options['sparse'] = True
+        warn("Sparse constraint matrix detected; setting 'sparse':True.",
+             OptimizeWarning, stacklevel=4)
+    return options, A_ub, A_eq
+
+
+def _format_A_constraints(A, n_x, sparse_lhs=False):
+    """Format the left hand side of the constraints to a 2-D array
+
+    Parameters
+    ----------
+    A : 2-D array
+        2-D array such that ``A @ x`` gives the values of the upper-bound
+        (in)equality constraints at ``x``.
+    n_x : int
+        The number of variables in the linear programming problem.
+    sparse_lhs : bool
+        Whether either of `A_ub` or `A_eq` are sparse. If true return a
+        coo_matrix instead of a numpy array.
+
+    Returns
+    -------
+    np.ndarray or sparse.coo_matrix
+        2-D array such that ``A @ x`` gives the values of the upper-bound
+        (in)equality constraints at ``x``.
+
+    """
+    if sparse_lhs:
+        return sps.coo_matrix(
+            (0, n_x) if A is None else A, dtype=float, copy=True
+        )
+    elif A is None:
+        return np.zeros((0, n_x), dtype=float)
+    else:
+        return np.array(A, dtype=float, copy=True)
+
+
+def _format_b_constraints(b):
+    """Format the upper bounds of the constraints to a 1-D array
+
+    Parameters
+    ----------
+    b : 1-D array
+        1-D array of values representing the upper-bound of each (in)equality
+        constraint (row) in ``A``.
+
+    Returns
+    -------
+    1-D np.array
+        1-D array of values representing the upper-bound of each (in)equality
+        constraint (row) in ``A``.
+
+    """
+    if b is None:
+        return np.array([], dtype=float)
+    b = np.array(b, dtype=float, copy=True).squeeze()
+    return b if b.size != 1 else b.reshape(-1)
+
+
+def _clean_inputs(lp):
+    """
+    Given user inputs for a linear programming problem, return the
+    objective vector, upper bound constraints, equality constraints,
+    and simple bounds in a preferred format.
+
+    Parameters
+    ----------
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : various valid formats, optional
+            The bounds of ``x``, as ``min`` and ``max`` pairs.
+            If bounds are specified for all N variables separately, valid formats are:
+            * a 2D array (2 x N or N x 2);
+            * a sequence of N sequences, each with 2 values.
+            If all variables have the same bounds, a single pair of values can
+            be specified. Valid formats are:
+            * a sequence with 2 scalar values;
+            * a sequence with a single element containing 2 scalar values.
+            If all variables have a lower bound of 0 and no upper bound, the bounds
+            parameter can be omitted (or given as None).
+        x0 : 1D 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.
+
+    Returns
+    -------
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : 2D array
+            The bounds of ``x``, as ``min`` and ``max`` pairs, one for each of the N
+            elements of ``x``. The N x 2 array contains lower bounds in the first
+            column and upper bounds in the 2nd. Unbounded variables have lower
+            bound -np.inf and/or upper bound np.inf.
+        x0 : 1D 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.
+
+    """
+    c, A_ub, b_ub, A_eq, b_eq, bounds, x0, integrality = lp
+
+    if c is None:
+        raise TypeError
+
+    try:
+        c = np.array(c, dtype=np.float64, copy=True).squeeze()
+    except ValueError as e:
+        raise TypeError(
+            "Invalid input for linprog: c must be a 1-D array of numerical "
+            "coefficients") from e
+    else:
+        # If c is a single value, convert it to a 1-D array.
+        if c.size == 1:
+            c = c.reshape(-1)
+
+        n_x = len(c)
+        if n_x == 0 or len(c.shape) != 1:
+            raise ValueError(
+                "Invalid input for linprog: c must be a 1-D array and must "
+                "not have more than one non-singleton dimension")
+        if not np.isfinite(c).all():
+            raise ValueError(
+                "Invalid input for linprog: c must not contain values "
+                "inf, nan, or None")
+
+    sparse_lhs = sps.issparse(A_eq) or sps.issparse(A_ub)
+    try:
+        A_ub = _format_A_constraints(A_ub, n_x, sparse_lhs=sparse_lhs)
+    except ValueError as e:
+        raise TypeError(
+            "Invalid input for linprog: A_ub must be a 2-D array "
+            "of numerical values") from e
+    else:
+        n_ub = A_ub.shape[0]
+        if len(A_ub.shape) != 2 or A_ub.shape[1] != n_x:
+            raise ValueError(
+                "Invalid input for linprog: A_ub must have exactly two "
+                "dimensions, and the number of columns in A_ub must be "
+                "equal to the size of c")
+        if (sps.issparse(A_ub) and not np.isfinite(A_ub.data).all()
+                or not sps.issparse(A_ub) and not np.isfinite(A_ub).all()):
+            raise ValueError(
+                "Invalid input for linprog: A_ub must not contain values "
+                "inf, nan, or None")
+
+    try:
+        b_ub = _format_b_constraints(b_ub)
+    except ValueError as e:
+        raise TypeError(
+            "Invalid input for linprog: b_ub must be a 1-D array of "
+            "numerical values, each representing the upper bound of an "
+            "inequality constraint (row) in A_ub") from e
+    else:
+        if b_ub.shape != (n_ub,):
+            raise ValueError(
+                "Invalid input for linprog: b_ub must be a 1-D array; b_ub "
+                "must not have more than one non-singleton dimension and "
+                "the number of rows in A_ub must equal the number of values "
+                "in b_ub")
+        if not np.isfinite(b_ub).all():
+            raise ValueError(
+                "Invalid input for linprog: b_ub must not contain values "
+                "inf, nan, or None")
+
+    try:
+        A_eq = _format_A_constraints(A_eq, n_x, sparse_lhs=sparse_lhs)
+    except ValueError as e:
+        raise TypeError(
+            "Invalid input for linprog: A_eq must be a 2-D array "
+            "of numerical values") from e
+    else:
+        n_eq = A_eq.shape[0]
+        if len(A_eq.shape) != 2 or A_eq.shape[1] != n_x:
+            raise ValueError(
+                "Invalid input for linprog: A_eq must have exactly two "
+                "dimensions, and the number of columns in A_eq must be "
+                "equal to the size of c")
+
+        if (sps.issparse(A_eq) and not np.isfinite(A_eq.data).all()
+                or not sps.issparse(A_eq) and not np.isfinite(A_eq).all()):
+            raise ValueError(
+                "Invalid input for linprog: A_eq must not contain values "
+                "inf, nan, or None")
+
+    try:
+        b_eq = _format_b_constraints(b_eq)
+    except ValueError as e:
+        raise TypeError(
+            "Invalid input for linprog: b_eq must be a dense, 1-D array of "
+            "numerical values, each representing the right hand side of an "
+            "equality constraint (row) in A_eq") from e
+    else:
+        if b_eq.shape != (n_eq,):
+            raise ValueError(
+                "Invalid input for linprog: b_eq must be a 1-D array; b_eq "
+                "must not have more than one non-singleton dimension and "
+                "the number of rows in A_eq must equal the number of values "
+                "in b_eq")
+        if not np.isfinite(b_eq).all():
+            raise ValueError(
+                "Invalid input for linprog: b_eq must not contain values "
+                "inf, nan, or None")
+
+    # x0 gives a (optional) starting solution to the solver. If x0 is None,
+    # skip the checks. Initial solution will be generated automatically.
+    if x0 is not None:
+        try:
+            x0 = np.array(x0, dtype=float, copy=True).squeeze()
+        except ValueError as e:
+            raise TypeError(
+                "Invalid input for linprog: x0 must be a 1-D array of "
+                "numerical coefficients") from e
+        if x0.ndim == 0:
+            x0 = x0.reshape(-1)
+        if len(x0) == 0 or x0.ndim != 1:
+            raise ValueError(
+                "Invalid input for linprog: x0 should be a 1-D array; it "
+                "must not have more than one non-singleton dimension")
+        if not x0.size == c.size:
+            raise ValueError(
+                "Invalid input for linprog: x0 and c should contain the "
+                "same number of elements")
+        if not np.isfinite(x0).all():
+            raise ValueError(
+                "Invalid input for linprog: x0 must not contain values "
+                "inf, nan, or None")
+
+    # Bounds can be one of these formats:
+    # (1) a 2-D array or sequence, with shape N x 2
+    # (2) a 1-D or 2-D sequence or array with 2 scalars
+    # (3) None (or an empty sequence or array)
+    # Unspecified bounds can be represented by None or (-)np.inf.
+    # All formats are converted into a N x 2 np.array with (-)np.inf where
+    # bounds are unspecified.
+
+    # Prepare clean bounds array
+    bounds_clean = np.zeros((n_x, 2), dtype=float)
+
+    # Convert to a numpy array.
+    # np.array(..,dtype=float) raises an error if dimensions are inconsistent
+    # or if there are invalid data types in bounds. Just add a linprog prefix
+    # to the error and re-raise.
+    # Creating at least a 2-D array simplifies the cases to distinguish below.
+    if bounds is None or np.array_equal(bounds, []) or np.array_equal(bounds, [[]]):
+        bounds = (0, np.inf)
+    try:
+        bounds_conv = np.atleast_2d(np.array(bounds, dtype=float))
+    except ValueError as e:
+        raise ValueError(
+            "Invalid input for linprog: unable to interpret bounds, "
+            "check values and dimensions: " + e.args[0]) from e
+    except TypeError as e:
+        raise TypeError(
+            "Invalid input for linprog: unable to interpret bounds, "
+            "check values and dimensions: " + e.args[0]) from e
+
+    # Check bounds options
+    bsh = bounds_conv.shape
+    if len(bsh) > 2:
+        # Do not try to handle multidimensional bounds input
+        raise ValueError(
+            "Invalid input for linprog: provide a 2-D array for bounds, "
+            f"not a {len(bsh):d}-D array.")
+    elif np.all(bsh == (n_x, 2)):
+        # Regular N x 2 array
+        bounds_clean = bounds_conv
+    elif (np.all(bsh == (2, 1)) or np.all(bsh == (1, 2))):
+        # 2 values: interpret as overall lower and upper bound
+        bounds_flat = bounds_conv.flatten()
+        bounds_clean[:, 0] = bounds_flat[0]
+        bounds_clean[:, 1] = bounds_flat[1]
+    elif np.all(bsh == (2, n_x)):
+        # Reject a 2 x N array
+        raise ValueError(
+            f"Invalid input for linprog: provide a {n_x:d} x 2 array for bounds, "
+            f"not a 2 x {n_x:d} array.")
+    else:
+        raise ValueError(
+            "Invalid input for linprog: unable to interpret bounds with this "
+            f"dimension tuple: {bsh}.")
+
+    # The process above creates nan-s where the input specified None
+    # Convert the nan-s in the 1st column to -np.inf and in the 2nd column
+    # to np.inf
+    i_none = np.isnan(bounds_clean[:, 0])
+    bounds_clean[i_none, 0] = -np.inf
+    i_none = np.isnan(bounds_clean[:, 1])
+    bounds_clean[i_none, 1] = np.inf
+
+    return _LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds_clean, x0, integrality)
+
+
+def _presolve(lp, rr, rr_method, tol=1e-9):
+    """
+    Given inputs for a linear programming problem in preferred format,
+    presolve the problem: identify trivial infeasibilities, redundancies,
+    and unboundedness, tighten bounds where possible, and eliminate fixed
+    variables.
+
+    Parameters
+    ----------
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : 2D array
+            The bounds of ``x``, as ``min`` and ``max`` pairs, one for each of the N
+            elements of ``x``. The N x 2 array contains lower bounds in the first
+            column and upper bounds in the 2nd. Unbounded variables have lower
+            bound -np.inf and/or upper bound np.inf.
+        x0 : 1D 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.
+
+    rr : bool
+        If ``True`` attempts to eliminate any redundant rows in ``A_eq``.
+        Set False if ``A_eq`` is known to be of full row rank, or if you are
+        looking for a potential speedup (at the expense of reliability).
+    rr_method : string
+        Method used to identify and remove redundant rows from the
+        equality constraint matrix after presolve.
+    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.
+
+    Returns
+    -------
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : 2D array
+            The bounds of ``x``, as ``min`` and ``max`` pairs, possibly tightened.
+        x0 : 1D 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.
+
+    c0 : 1D array
+        Constant term in objective function due to fixed (and eliminated)
+        variables.
+    x : 1D array
+        Solution vector (when the solution is trivial and can be determined
+        in presolve)
+    revstack: list of functions
+        the functions in the list reverse the operations of _presolve()
+        the function signature is x_org = f(x_mod), where x_mod is the result
+        of a presolve step and x_org the value at the start of the step
+        (currently, the revstack contains only one function)
+    complete: bool
+        Whether the solution is complete (solved or determined to be infeasible
+        or unbounded in presolve)
+    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.
+
+    References
+    ----------
+    .. [5] Andersen, Erling D. "Finding all linearly dependent rows in
+           large-scale linear programming." Optimization Methods and Software
+           6.3 (1995): 219-227.
+    .. [8] Andersen, Erling D., and Knud D. Andersen. "Presolving in linear
+           programming." Mathematical Programming 71.2 (1995): 221-245.
+
+    """
+    # ideas from Reference [5] by Andersen and Andersen
+    # however, unlike the reference, this is performed before converting
+    # problem to standard form
+    # There are a few advantages:
+    #  * artificial variables have not been added, so matrices are smaller
+    #  * bounds have not been converted to constraints yet. (It is better to
+    #    do that after presolve because presolve may adjust the simple bounds.)
+    # There are many improvements that can be made, namely:
+    #  * implement remaining checks from [5]
+    #  * loop presolve until no additional changes are made
+    #  * implement additional efficiency improvements in redundancy removal [2]
+
+    c, A_ub, b_ub, A_eq, b_eq, bounds, x0, _ = lp
+
+    revstack = []               # record of variables eliminated from problem
+    # constant term in cost function may be added if variables are eliminated
+    c0 = 0
+    complete = False        # complete is True if detected infeasible/unbounded
+    x = np.zeros(c.shape)   # this is solution vector if completed in presolve
+
+    status = 0              # all OK unless determined otherwise
+    message = ""
+
+    # Lower and upper bounds. Copy to prevent feedback.
+    lb = bounds[:, 0].copy()
+    ub = bounds[:, 1].copy()
+
+    m_eq, n = A_eq.shape
+    m_ub, n = A_ub.shape
+
+    if (rr_method is not None
+            and rr_method.lower() not in {"svd", "pivot", "id"}):
+        message = ("'" + str(rr_method) + "' is not a valid option "
+                   "for redundancy removal. Valid options are 'SVD', "
+                   "'pivot', and 'ID'.")
+        raise ValueError(message)
+
+    if sps.issparse(A_eq):
+        A_eq = A_eq.tocsr()
+        A_ub = A_ub.tocsr()
+
+        def where(A):
+            return A.nonzero()
+
+        vstack = sps.vstack
+    else:
+        where = np.where
+        vstack = np.vstack
+
+    # upper bounds > lower bounds
+    if np.any(ub < lb) or np.any(lb == np.inf) or np.any(ub == -np.inf):
+        status = 2
+        message = ("The problem is (trivially) infeasible since one "
+                   "or more upper bounds are smaller than the corresponding "
+                   "lower bounds, a lower bound is np.inf or an upper bound "
+                   "is -np.inf.")
+        complete = True
+        return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                c0, x, revstack, complete, status, message)
+
+    # zero row in equality constraints
+    zero_row = np.array(np.sum(A_eq != 0, axis=1) == 0).flatten()
+    if np.any(zero_row):
+        if np.any(
+            np.logical_and(
+                zero_row,
+                np.abs(b_eq) > tol)):  # test_zero_row_1
+            # infeasible if RHS is not zero
+            status = 2
+            message = ("The problem is (trivially) infeasible due to a row "
+                       "of zeros in the equality constraint matrix with a "
+                       "nonzero corresponding constraint value.")
+            complete = True
+            return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                    c0, x, revstack, complete, status, message)
+        else:  # test_zero_row_2
+            # if RHS is zero, we can eliminate this equation entirely
+            A_eq = A_eq[np.logical_not(zero_row), :]
+            b_eq = b_eq[np.logical_not(zero_row)]
+
+    # zero row in inequality constraints
+    zero_row = np.array(np.sum(A_ub != 0, axis=1) == 0).flatten()
+    if np.any(zero_row):
+        if np.any(np.logical_and(zero_row, b_ub < -tol)):  # test_zero_row_1
+            # infeasible if RHS is less than zero (because LHS is zero)
+            status = 2
+            message = ("The problem is (trivially) infeasible due to a row "
+                       "of zeros in the equality constraint matrix with a "
+                       "nonzero corresponding  constraint value.")
+            complete = True
+            return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                    c0, x, revstack, complete, status, message)
+        else:  # test_zero_row_2
+            # if LHS is >= 0, we can eliminate this constraint entirely
+            A_ub = A_ub[np.logical_not(zero_row), :]
+            b_ub = b_ub[np.logical_not(zero_row)]
+
+    # zero column in (both) constraints
+    # this indicates that a variable isn't constrained and can be removed
+    A = vstack((A_eq, A_ub))
+    if A.shape[0] > 0:
+        zero_col = np.array(np.sum(A != 0, axis=0) == 0).flatten()
+        # variable will be at upper or lower bound, depending on objective
+        x[np.logical_and(zero_col, c < 0)] = ub[
+            np.logical_and(zero_col, c < 0)]
+        x[np.logical_and(zero_col, c > 0)] = lb[
+            np.logical_and(zero_col, c > 0)]
+        if np.any(np.isinf(x)):  # if an unconstrained variable has no bound
+            status = 3
+            message = ("If feasible, the problem is (trivially) unbounded "
+                       "due  to a zero column in the constraint matrices. If "
+                       "you wish to check whether the problem is infeasible, "
+                       "turn presolve off.")
+            complete = True
+            return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                    c0, x, revstack, complete, status, message)
+        # variables will equal upper/lower bounds will be removed later
+        lb[np.logical_and(zero_col, c < 0)] = ub[
+            np.logical_and(zero_col, c < 0)]
+        ub[np.logical_and(zero_col, c > 0)] = lb[
+            np.logical_and(zero_col, c > 0)]
+
+    # row singleton in equality constraints
+    # this fixes a variable and removes the constraint
+    singleton_row = np.array(np.sum(A_eq != 0, axis=1) == 1).flatten()
+    rows = where(singleton_row)[0]
+    cols = where(A_eq[rows, :])[1]
+    if len(rows) > 0:
+        for row, col in zip(rows, cols):
+            val = b_eq[row] / A_eq[row, col]
+            if not lb[col] - tol <= val <= ub[col] + tol:
+                # infeasible if fixed value is not within bounds
+                status = 2
+                message = ("The problem is (trivially) infeasible because a "
+                           "singleton row in the equality constraints is "
+                           "inconsistent with the bounds.")
+                complete = True
+                return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                        c0, x, revstack, complete, status, message)
+            else:
+                # sets upper and lower bounds at that fixed value - variable
+                # will be removed later
+                lb[col] = val
+                ub[col] = val
+        A_eq = A_eq[np.logical_not(singleton_row), :]
+        b_eq = b_eq[np.logical_not(singleton_row)]
+
+    # row singleton in inequality constraints
+    # this indicates a simple bound and the constraint can be removed
+    # simple bounds may be adjusted here
+    # After all of the simple bound information is combined here, get_Abc will
+    # turn the simple bounds into constraints
+    singleton_row = np.array(np.sum(A_ub != 0, axis=1) == 1).flatten()
+    cols = where(A_ub[singleton_row, :])[1]
+    rows = where(singleton_row)[0]
+    if len(rows) > 0:
+        for row, col in zip(rows, cols):
+            val = b_ub[row] / A_ub[row, col]
+            if A_ub[row, col] > 0:  # upper bound
+                if val < lb[col] - tol:  # infeasible
+                    complete = True
+                elif val < ub[col]:  # new upper bound
+                    ub[col] = val
+            else:  # lower bound
+                if val > ub[col] + tol:  # infeasible
+                    complete = True
+                elif val > lb[col]:  # new lower bound
+                    lb[col] = val
+            if complete:
+                status = 2
+                message = ("The problem is (trivially) infeasible because a "
+                           "singleton row in the upper bound constraints is "
+                           "inconsistent with the bounds.")
+                return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                        c0, x, revstack, complete, status, message)
+        A_ub = A_ub[np.logical_not(singleton_row), :]
+        b_ub = b_ub[np.logical_not(singleton_row)]
+
+    # identical bounds indicate that variable can be removed
+    i_f = np.abs(lb - ub) < tol   # indices of "fixed" variables
+    i_nf = np.logical_not(i_f)  # indices of "not fixed" variables
+
+    # test_bounds_equal_but_infeasible
+    if np.all(i_f):  # if bounds define solution, check for consistency
+        residual = b_eq - A_eq.dot(lb)
+        slack = b_ub - A_ub.dot(lb)
+        if ((A_ub.size > 0 and np.any(slack < 0)) or
+                (A_eq.size > 0 and not np.allclose(residual, 0))):
+            status = 2
+            message = ("The problem is (trivially) infeasible because the "
+                       "bounds fix all variables to values inconsistent with "
+                       "the constraints")
+            complete = True
+            return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                    c0, x, revstack, complete, status, message)
+
+    ub_mod = ub
+    lb_mod = lb
+    if np.any(i_f):
+        c0 += c[i_f].dot(lb[i_f])
+        b_eq = b_eq - A_eq[:, i_f].dot(lb[i_f])
+        b_ub = b_ub - A_ub[:, i_f].dot(lb[i_f])
+        c = c[i_nf]
+        x_undo = lb[i_f]  # not x[i_f], x is just zeroes
+        x = x[i_nf]
+        # user guess x0 stays separate from presolve solution x
+        if x0 is not None:
+            x0 = x0[i_nf]
+        A_eq = A_eq[:, i_nf]
+        A_ub = A_ub[:, i_nf]
+        # modify bounds
+        lb_mod = lb[i_nf]
+        ub_mod = ub[i_nf]
+
+        def rev(x_mod):
+            # Function to restore x: insert x_undo into x_mod.
+            # When elements have been removed at positions k1, k2, k3, ...
+            # then these must be replaced at (after) positions k1-1, k2-2,
+            # k3-3, ... in the modified array to recreate the original
+            i = np.flatnonzero(i_f)
+            # Number of variables to restore
+            N = len(i)
+            index_offset = np.arange(N)
+            # Create insert indices
+            insert_indices = i - index_offset
+            x_rev = np.insert(x_mod.astype(float), insert_indices, x_undo)
+            return x_rev
+
+        # Use revstack as a list of functions, currently just this one.
+        revstack.append(rev)
+
+    # no constraints indicates that problem is trivial
+    if A_eq.size == 0 and A_ub.size == 0:
+        b_eq = np.array([])
+        b_ub = np.array([])
+        # test_empty_constraint_1
+        if c.size == 0:
+            status = 0
+            message = ("The solution was determined in presolve as there are "
+                       "no non-trivial constraints.")
+        elif (np.any(np.logical_and(c < 0, ub_mod == np.inf)) or
+              np.any(np.logical_and(c > 0, lb_mod == -np.inf))):
+            # test_no_constraints()
+            # test_unbounded_no_nontrivial_constraints_1
+            # test_unbounded_no_nontrivial_constraints_2
+            status = 3
+            message = ("The problem is (trivially) unbounded "
+                       "because there are no non-trivial constraints and "
+                       "a) at least one decision variable is unbounded "
+                       "above and its corresponding cost is negative, or "
+                       "b) at least one decision variable is unbounded below "
+                       "and its corresponding cost is positive. ")
+        else:  # test_empty_constraint_2
+            status = 0
+            message = ("The solution was determined in presolve as there are "
+                       "no non-trivial constraints.")
+        complete = True
+        x[c < 0] = ub_mod[c < 0]
+        x[c > 0] = lb_mod[c > 0]
+        # where c is zero, set x to a finite bound or zero
+        x_zero_c = ub_mod[c == 0]
+        x_zero_c[np.isinf(x_zero_c)] = ub_mod[c == 0][np.isinf(x_zero_c)]
+        x_zero_c[np.isinf(x_zero_c)] = 0
+        x[c == 0] = x_zero_c
+        # if this is not the last step of presolve, should convert bounds back
+        # to array and return here
+
+    # Convert modified lb and ub back into N x 2 bounds
+    bounds = np.hstack((lb_mod[:, np.newaxis], ub_mod[:, np.newaxis]))
+
+    # remove redundant (linearly dependent) rows from equality constraints
+    n_rows_A = A_eq.shape[0]
+    redundancy_warning = ("A_eq does not appear to be of full row rank. To "
+                          "improve performance, check the problem formulation "
+                          "for redundant equality constraints.")
+    if (sps.issparse(A_eq)):
+        if rr and A_eq.size > 0:  # TODO: Fast sparse rank check?
+            rr_res = _remove_redundancy_pivot_sparse(A_eq, b_eq)
+            A_eq, b_eq, status, message = rr_res
+            if A_eq.shape[0] < n_rows_A:
+                warn(redundancy_warning, OptimizeWarning, stacklevel=1)
+            if status != 0:
+                complete = True
+        return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+                c0, x, revstack, complete, status, message)
+
+    # This is a wild guess for which redundancy removal algorithm will be
+    # faster. More testing would be good.
+    small_nullspace = 5
+    if rr and A_eq.size > 0:
+        try:  # TODO: use results of first SVD in _remove_redundancy_svd
+            rank = np.linalg.matrix_rank(A_eq)
+        # oh well, we'll have to go with _remove_redundancy_pivot_dense
+        except Exception:
+            rank = 0
+    if rr and A_eq.size > 0 and rank < A_eq.shape[0]:
+        warn(redundancy_warning, OptimizeWarning, stacklevel=3)
+        dim_row_nullspace = A_eq.shape[0]-rank
+        if rr_method is None:
+            if dim_row_nullspace <= small_nullspace:
+                rr_res = _remove_redundancy_svd(A_eq, b_eq)
+                A_eq, b_eq, status, message = rr_res
+            if dim_row_nullspace > small_nullspace or status == 4:
+                rr_res = _remove_redundancy_pivot_dense(A_eq, b_eq)
+                A_eq, b_eq, status, message = rr_res
+
+        else:
+            rr_method = rr_method.lower()
+            if rr_method == "svd":
+                rr_res = _remove_redundancy_svd(A_eq, b_eq)
+                A_eq, b_eq, status, message = rr_res
+            elif rr_method == "pivot":
+                rr_res = _remove_redundancy_pivot_dense(A_eq, b_eq)
+                A_eq, b_eq, status, message = rr_res
+            elif rr_method == "id":
+                rr_res = _remove_redundancy_id(A_eq, b_eq, rank)
+                A_eq, b_eq, status, message = rr_res
+            else:  # shouldn't get here; option validity checked above
+                pass
+        if A_eq.shape[0] < rank:
+            message = ("Due to numerical issues, redundant equality "
+                       "constraints could not be removed automatically. "
+                       "Try providing your constraint matrices as sparse "
+                       "matrices to activate sparse presolve, try turning "
+                       "off redundancy removal, or try turning off presolve "
+                       "altogether.")
+            status = 4
+        if status != 0:
+            complete = True
+    return (_LPProblem(c, A_ub, b_ub, A_eq, b_eq, bounds, x0),
+            c0, x, revstack, complete, status, message)
+
+
+def _parse_linprog(lp, options, meth):
+    """
+    Parse the provided linear programming problem
+
+    ``_parse_linprog`` employs two main steps ``_check_sparse_inputs`` and
+    ``_clean_inputs``. ``_check_sparse_inputs`` checks for sparsity in the
+    provided constraints (``A_ub`` and ``A_eq) and if these match the provided
+    sparsity optional values.
+
+    ``_clean inputs`` checks of the provided inputs. If no violations are
+    identified the objective vector, upper bound constraints, equality
+    constraints, and simple bounds are returned in the expected format.
+
+    Parameters
+    ----------
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : various valid formats, optional
+            The bounds of ``x``, as ``min`` and ``max`` pairs.
+            If bounds are specified for all N variables separately, valid formats are:
+            * a 2D array (2 x N or N x 2);
+            * a sequence of N sequences, each with 2 values.
+            If all variables have the same bounds, a single pair of values can
+            be specified. Valid formats are:
+            * a sequence with 2 scalar values;
+            * a sequence with a single element containing 2 scalar values.
+            If all variables have a lower bound of 0 and no upper bound, the bounds
+            parameter can be omitted (or given as None).
+        x0 : 1D 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 : dict
+        A dictionary of solver options. All methods accept the following
+        generic options:
+
+            maxiter : int
+                Maximum number of iterations to perform.
+            disp : bool
+                Set to True to print convergence messages.
+
+        For method-specific options, see :func:`show_options('linprog')`.
+
+    Returns
+    -------
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : 2D array
+            The bounds of ``x``, as ``min`` and ``max`` pairs, one for each of the N
+            elements of ``x``. The N x 2 array contains lower bounds in the first
+            column and upper bounds in the 2nd. Unbounded variables have lower
+            bound -np.inf and/or upper bound np.inf.
+        x0 : 1D 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 : dict, optional
+        A dictionary of solver options. All methods accept the following
+        generic options:
+
+            maxiter : int
+                Maximum number of iterations to perform.
+            disp : bool
+                Set to True to print convergence messages.
+
+        For method-specific options, see :func:`show_options('linprog')`.
+
+    """
+    if options is None:
+        options = {}
+
+    solver_options = {k: v for k, v in options.items()}
+    solver_options, A_ub, A_eq = _check_sparse_inputs(solver_options, meth,
+                                                      lp.A_ub, lp.A_eq)
+    # Convert lists to numpy arrays, etc...
+    lp = _clean_inputs(lp._replace(A_ub=A_ub, A_eq=A_eq))
+    return lp, solver_options
+
+
+def _get_Abc(lp, c0):
+    """
+    Given a linear programming problem of the 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``.
+
+    Return the problem in standard form:
+
+    Minimize::
+
+        c @ x
+
+    Subject to::
+
+        A @ x == b
+            x >= 0
+
+    by adding slack variables and making variable substitutions as necessary.
+
+    Parameters
+    ----------
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : 2D array
+            The bounds of ``x``, lower bounds in the 1st column, upper
+            bounds in the 2nd column. The bounds are possibly tightened
+            by the presolve procedure.
+        x0 : 1D 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.
+
+    c0 : float
+        Constant term in objective function due to fixed (and eliminated)
+        variables.
+
+    Returns
+    -------
+    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 RHS of each equality constraint
+        (row) in A (for standard form problem).
+    c : 1-D array
+        Coefficients of the linear objective function to be minimized (for
+        standard form problem).
+    c0 : float
+        Constant term in objective function due to fixed (and eliminated)
+        variables.
+    x0 : 1-D array
+        Starting values of the independent variables, which will be refined by
+        the optimization algorithm
+
+    References
+    ----------
+    .. [9] Bertsimas, Dimitris, and J. Tsitsiklis. "Introduction to linear
+           programming." Athena Scientific 1 (1997): 997.
+
+    """
+    c, A_ub, b_ub, A_eq, b_eq, bounds, x0, integrality = lp
+
+    if sps.issparse(A_eq):
+        sparse = True
+        A_eq = sps.csr_matrix(A_eq)
+        A_ub = sps.csr_matrix(A_ub)
+
+        def hstack(blocks):
+            return sps.hstack(blocks, format="csr")
+
+        def vstack(blocks):
+            return sps.vstack(blocks, format="csr")
+
+        zeros = sps.csr_matrix
+        eye = sps.eye
+    else:
+        sparse = False
+        hstack = np.hstack
+        vstack = np.vstack
+        zeros = np.zeros
+        eye = np.eye
+
+    # Variables lbs and ubs (see below) may be changed, which feeds back into
+    # bounds, so copy.
+    bounds = np.array(bounds, copy=True)
+
+    # modify problem such that all variables have only non-negativity bounds
+    lbs = bounds[:, 0]
+    ubs = bounds[:, 1]
+    m_ub, n_ub = A_ub.shape
+
+    lb_none = np.equal(lbs, -np.inf)
+    ub_none = np.equal(ubs, np.inf)
+    lb_some = np.logical_not(lb_none)
+    ub_some = np.logical_not(ub_none)
+
+    # unbounded below: substitute xi = -xi' (unbounded above)
+    # if -inf <= xi <= ub, then -ub <= -xi <= inf, so swap and invert bounds
+    l_nolb_someub = np.logical_and(lb_none, ub_some)
+    i_nolb = np.nonzero(l_nolb_someub)[0]
+    lbs[l_nolb_someub], ubs[l_nolb_someub] = (
+        -ubs[l_nolb_someub], -lbs[l_nolb_someub])
+    lb_none = np.equal(lbs, -np.inf)
+    ub_none = np.equal(ubs, np.inf)
+    lb_some = np.logical_not(lb_none)
+    ub_some = np.logical_not(ub_none)
+    c[i_nolb] *= -1
+    if x0 is not None:
+        x0[i_nolb] *= -1
+    if len(i_nolb) > 0:
+        if A_ub.shape[0] > 0:  # sometimes needed for sparse arrays... weird
+            A_ub[:, i_nolb] *= -1
+        if A_eq.shape[0] > 0:
+            A_eq[:, i_nolb] *= -1
+
+    # upper bound: add inequality constraint
+    i_newub, = ub_some.nonzero()
+    ub_newub = ubs[ub_some]
+    n_bounds = len(i_newub)
+    if n_bounds > 0:
+        shape = (n_bounds, A_ub.shape[1])
+        if sparse:
+            idxs = (np.arange(n_bounds), i_newub)
+            A_ub = vstack((A_ub, sps.csr_matrix((np.ones(n_bounds), idxs),
+                                                shape=shape)))
+        else:
+            A_ub = vstack((A_ub, np.zeros(shape)))
+            A_ub[np.arange(m_ub, A_ub.shape[0]), i_newub] = 1
+        b_ub = np.concatenate((b_ub, np.zeros(n_bounds)))
+        b_ub[m_ub:] = ub_newub
+
+    A1 = vstack((A_ub, A_eq))
+    b = np.concatenate((b_ub, b_eq))
+    c = np.concatenate((c, np.zeros((A_ub.shape[0],))))
+    if x0 is not None:
+        x0 = np.concatenate((x0, np.zeros((A_ub.shape[0],))))
+    # unbounded: substitute xi = xi+ + xi-
+    l_free = np.logical_and(lb_none, ub_none)
+    i_free = np.nonzero(l_free)[0]
+    n_free = len(i_free)
+    c = np.concatenate((c, np.zeros(n_free)))
+    if x0 is not None:
+        x0 = np.concatenate((x0, np.zeros(n_free)))
+    A1 = hstack((A1[:, :n_ub], -A1[:, i_free]))
+    c[n_ub:n_ub+n_free] = -c[i_free]
+    if x0 is not None:
+        i_free_neg = x0[i_free] < 0
+        x0[np.arange(n_ub, A1.shape[1])[i_free_neg]] = -x0[i_free[i_free_neg]]
+        x0[i_free[i_free_neg]] = 0
+
+    # add slack variables
+    A2 = vstack([eye(A_ub.shape[0]), zeros((A_eq.shape[0], A_ub.shape[0]))])
+
+    A = hstack([A1, A2])
+
+    # lower bound: substitute xi = xi' + lb
+    # now there is a constant term in objective
+    i_shift = np.nonzero(lb_some)[0]
+    lb_shift = lbs[lb_some].astype(float)
+    c0 += np.sum(lb_shift * c[i_shift])
+    if sparse:
+        b = b.reshape(-1, 1)
+        A = A.tocsc()
+        b -= (A[:, i_shift] * sps.diags(lb_shift)).sum(axis=1)
+        b = b.ravel()
+    else:
+        b -= (A[:, i_shift] * lb_shift).sum(axis=1)
+    if x0 is not None:
+        x0[i_shift] -= lb_shift
+
+    return A, b, c, c0, x0
+
+
+def _round_to_power_of_two(x):
+    """
+    Round elements of the array to the nearest power of two.
+    """
+    return 2**np.around(np.log2(x))
+
+
+def _autoscale(A, b, c, x0):
+    """
+    Scales the problem according to equilibration from [12].
+    Also normalizes the right hand side vector by its maximum element.
+    """
+    m, n = A.shape
+
+    C = 1
+    R = 1
+
+    if A.size > 0:
+
+        R = np.max(np.abs(A), axis=1)
+        if sps.issparse(A):
+            R = R.toarray().flatten()
+        R[R == 0] = 1
+        R = 1/_round_to_power_of_two(R)
+        A = sps.diags(R)*A if sps.issparse(A) else A*R.reshape(m, 1)
+        b = b*R
+
+        C = np.max(np.abs(A), axis=0)
+        if sps.issparse(A):
+            C = C.toarray().flatten()
+        C[C == 0] = 1
+        C = 1/_round_to_power_of_two(C)
+        A = A*sps.diags(C) if sps.issparse(A) else A*C
+        c = c*C
+
+    b_scale = np.max(np.abs(b)) if b.size > 0 else 1
+    if b_scale == 0:
+        b_scale = 1.
+    b = b/b_scale
+
+    if x0 is not None:
+        x0 = x0/b_scale*(1/C)
+    return A, b, c, x0, C, b_scale
+
+
+def _unscale(x, C, b_scale):
+    """
+    Converts solution to _autoscale problem -> solution to original problem.
+    """
+
+    try:
+        n = len(C)
+        # fails if sparse or scalar; that's OK.
+        # this is only needed for original simplex (never sparse)
+    except TypeError:
+        n = len(x)
+
+    return x[:n]*b_scale*C
+
+
+def _display_summary(message, status, fun, iteration):
+    """
+    Print the termination summary of the linear program
+
+    Parameters
+    ----------
+    message : str
+            A string descriptor of the exit status of the optimization.
+    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
+
+    fun : float
+        Value of the objective function.
+    iteration : iteration
+        The number of iterations performed.
+    """
+    print(message)
+    if status in (0, 1):
+        print(f"         Current function value: {fun: <12.6f}")
+    print(f"         Iterations: {iteration:d}")
+
+
+def _postsolve(x, postsolve_args, complete=False):
+    """
+    Given solution x to presolved, standard form linear program x, add
+    fixed variables back into the problem and undo the variable substitutions
+    to get solution to original linear program. Also, calculate the objective
+    function value, slack in original upper bound constraints, and residuals
+    in original equality constraints.
+
+    Parameters
+    ----------
+    x : 1-D array
+        Solution vector to the standard-form problem.
+    postsolve_args : tuple
+        Data needed by _postsolve to convert the solution to the standard-form
+        problem into the solution to the original problem, including:
+
+    lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:
+
+        c : 1D array
+            The coefficients of the linear objective function to be minimized.
+        A_ub : 2D array, optional
+            The inequality constraint matrix. Each row of ``A_ub`` specifies the
+            coefficients of a linear inequality constraint on ``x``.
+        b_ub : 1D array, optional
+            The inequality constraint vector. Each element represents an
+            upper bound on the corresponding value of ``A_ub @ x``.
+        A_eq : 2D array, optional
+            The equality constraint matrix. Each row of ``A_eq`` specifies the
+            coefficients of a linear equality constraint on ``x``.
+        b_eq : 1D array, optional
+            The equality constraint vector. Each element of ``A_eq @ x`` must equal
+            the corresponding element of ``b_eq``.
+        bounds : 2D array
+            The bounds of ``x``, lower bounds in the 1st column, upper
+            bounds in the 2nd column. The bounds are possibly tightened
+            by the presolve procedure.
+        x0 : 1D 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.
+
+    revstack: list of functions
+        the functions in the list reverse the operations of _presolve()
+        the function signature is x_org = f(x_mod), where x_mod is the result
+        of a presolve step and x_org the value at the start of the step
+    complete : bool
+        Whether the solution is was determined in presolve (``True`` if so)
+
+    Returns
+    -------
+    x : 1-D array
+        Solution vector to original linear programming problem
+    fun: float
+        optimal objective value for original problem
+    slack : 1-D array
+        The (non-negative) slack in the upper bound constraints, that is,
+        ``b_ub - A_ub @ x``
+    con : 1-D array
+        The (nominally zero) residuals of the equality constraints, that is,
+        ``b - A_eq @ x``
+    """
+    # note that all the inputs are the ORIGINAL, unmodified versions
+    # no rows, columns have been removed
+
+    c, A_ub, b_ub, A_eq, b_eq, bounds, x0, integrality = postsolve_args[0]
+    revstack, C, b_scale = postsolve_args[1:]
+
+    x = _unscale(x, C, b_scale)
+
+    # Undo variable substitutions of _get_Abc()
+    # if "complete", problem was solved in presolve; don't do anything here
+    n_x = bounds.shape[0]
+    if not complete and bounds is not None:  # bounds are never none, probably
+        n_unbounded = 0
+        for i, bi in enumerate(bounds):
+            lbi = bi[0]
+            ubi = bi[1]
+            if lbi == -np.inf and ubi == np.inf:
+                n_unbounded += 1
+                x[i] = x[i] - x[n_x + n_unbounded - 1]
+            else:
+                if lbi == -np.inf:
+                    x[i] = ubi - x[i]
+                else:
+                    x[i] += lbi
+    # all the rest of the variables were artificial
+    x = x[:n_x]
+
+    # If there were variables removed from the problem, add them back into the
+    # solution vector
+    # Apply the functions in revstack (reverse direction)
+    for rev in reversed(revstack):
+        x = rev(x)
+
+    fun = x.dot(c)
+    slack = b_ub - A_ub.dot(x)  # report slack for ORIGINAL UB constraints
+    # report residuals of ORIGINAL EQ constraints
+    con = b_eq - A_eq.dot(x)
+
+    return x, fun, slack, con
+
+
+def _check_result(x, fun, status, slack, con, bounds, tol, message,
+                  integrality):
+    """
+    Check the validity of the provided solution.
+
+    A valid (optimal) solution satisfies all bounds, all slack variables are
+    negative and all equality constraint residuals are strictly non-zero.
+    Further, the lower-bounds, upper-bounds, slack and residuals contain
+    no nan values.
+
+    Parameters
+    ----------
+    x : 1-D array
+        Solution vector to original linear programming problem
+    fun: float
+        optimal objective value for original 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
+
+    slack : 1-D array
+        The (non-negative) slack in the upper bound constraints, that is,
+        ``b_ub - A_ub @ x``
+    con : 1-D array
+        The (nominally zero) residuals of the equality constraints, that is,
+        ``b - A_eq @ x``
+    bounds : 2D array
+        The bounds on the original variables ``x``
+    message : str
+        A string descriptor of the exit status of the optimization.
+    tol : float
+        Termination tolerance; see [1]_ Section 4.5.
+
+    Returns
+    -------
+    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.
+    """
+    # Somewhat arbitrary
+    tol = np.sqrt(tol) * 10
+
+    if x is None:
+        # HiGHS does not provide x if infeasible/unbounded
+        if status == 0:  # Observed with HiGHS Simplex Primal
+            status = 4
+            message = ("The solver did not provide a solution nor did it "
+                       "report a failure. Please submit a bug report.")
+        return status, message
+
+    contains_nans = (
+        np.isnan(x).any()
+        or np.isnan(fun)
+        or np.isnan(slack).any()
+        or np.isnan(con).any()
+    )
+
+    if contains_nans:
+        is_feasible = False
+    else:
+        if integrality is None:
+            integrality = 0
+        valid_bounds = (x >= bounds[:, 0] - tol) & (x <= bounds[:, 1] + tol)
+        # When integrality is 2 or 3, x must be within bounds OR take value 0
+        valid_bounds |= (integrality > 1) & np.isclose(x, 0, atol=tol)
+        invalid_bounds = not np.all(valid_bounds)
+
+        invalid_slack = status != 3 and (slack < -tol).any()
+        invalid_con = status != 3 and (np.abs(con) > tol).any()
+        is_feasible = not (invalid_bounds or invalid_slack or invalid_con)
+
+    if status == 0 and not is_feasible:
+        status = 4
+        message = ("The solution does not satisfy the constraints within the "
+                   "required tolerance of " + f"{tol:.2E}" + ", yet "
+                   "no errors were raised and there is no certificate of "
+                   "infeasibility or unboundedness. Check whether "
+                   "the slack and constraint residuals are acceptable; "
+                   "if not, consider enabling presolve, adjusting the "
+                   "tolerance option(s), and/or using a different method. "
+                   "Please consider submitting a bug report.")
+    elif status == 2 and is_feasible:
+        # Occurs if the simplex method exits after phase one with a very
+        # nearly basic feasible solution. Postsolving can make the solution
+        # basic, however, this solution is NOT optimal
+        status = 4
+        message = ("The solution is feasible, but the solver did not report "
+                   "that the solution was optimal. Please try a different "
+                   "method.")
+
+    return status, message

llmeval-env/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,
+    )

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

@@ -0,0 +1,1157 @@
+import warnings
+from . import _minpack
+
+import numpy as np
+from numpy import (atleast_1d, triu, shape, transpose, zeros, prod, greater,
+                   asarray, inf,
+                   finfo, inexact, issubdtype, dtype)
+from scipy import linalg
+from scipy.linalg import svd, cholesky, solve_triangular, LinAlgError
+from scipy._lib._util import _asarray_validated, _lazywhere, _contains_nan
+from scipy._lib._util import getfullargspec_no_self as _getfullargspec
+from ._optimize import OptimizeResult, _check_unknown_options, OptimizeWarning
+from ._lsq import least_squares
+# from ._lsq.common import make_strictly_feasible
+from ._lsq.least_squares import prepare_bounds
+from scipy.optimize._minimize import Bounds
+
+# deprecated imports to be removed in SciPy 1.13.0
+from numpy import dot, eye, take  # noqa: F401
+from numpy.linalg import inv  # noqa: F401
+
+error = _minpack.error
+
+__all__ = ['fsolve', 'leastsq', 'fixed_point', 'curve_fit']
+
+
+def _check_func(checker, argname, thefunc, x0, args, numinputs,
+                output_shape=None):
+    res = atleast_1d(thefunc(*((x0[:numinputs],) + args)))
+    if (output_shape is not None) and (shape(res) != output_shape):
+        if (output_shape[0] != 1):
+            if len(output_shape) > 1:
+                if output_shape[1] == 1:
+                    return shape(res)
+            msg = f"{checker}: there is a mismatch between the input and output " \
+                  f"shape of the '{argname}' argument"
+            func_name = getattr(thefunc, '__name__', None)
+            if func_name:
+                msg += " '%s'." % func_name
+            else:
+                msg += "."
+            msg += f'Shape should be {output_shape} but it is {shape(res)}.'
+            raise TypeError(msg)
+    if issubdtype(res.dtype, inexact):
+        dt = res.dtype
+    else:
+        dt = dtype(float)
+    return shape(res), dt
+
+
+def fsolve(func, x0, args=(), fprime=None, full_output=0,
+           col_deriv=0, xtol=1.49012e-8, maxfev=0, band=None,
+           epsfcn=None, factor=100, diag=None):
+    """
+    Find the roots of a function.
+
+    Return the roots of the (non-linear) equations defined by
+    ``func(x) = 0`` given a starting estimate.
+
+    Parameters
+    ----------
+    func : callable ``f(x, *args)``
+        A function that takes at least one (possibly vector) argument,
+        and returns a value of the same length.
+    x0 : ndarray
+        The starting estimate for the roots of ``func(x) = 0``.
+    args : tuple, optional
+        Any extra arguments to `func`.
+    fprime : callable ``f(x, *args)``, optional
+        A function to compute the Jacobian of `func` with derivatives
+        across the rows. By default, the Jacobian will be estimated.
+    full_output : bool, optional
+        If True, return optional outputs.
+    col_deriv : bool, optional
+        Specify whether the Jacobian function computes derivatives down
+        the columns (faster, because there is no transpose operation).
+    xtol : float, optional
+        The calculation will terminate if the relative error between two
+        consecutive iterates is at most `xtol`.
+    maxfev : int, optional
+        The maximum number of calls to the function. If zero, then
+        ``100*(N+1)`` is the maximum where N is the number of elements
+        in `x0`.
+    band : tuple, optional
+        If set to a two-sequence containing the number of sub- and
+        super-diagonals within the band of the Jacobi matrix, the
+        Jacobi matrix is considered banded (only for ``fprime=None``).
+    epsfcn : float, optional
+        A suitable step length for the forward-difference
+        approximation of the Jacobian (for ``fprime=None``). If
+        `epsfcn` is less than the machine precision, it is assumed
+        that the relative errors in the functions are of the order of
+        the machine precision.
+    factor : float, optional
+        A parameter determining the initial step bound
+        (``factor * || diag * x||``). Should be in the interval
+        ``(0.1, 100)``.
+    diag : sequence, optional
+        N positive entries that serve as a scale factors for the
+        variables.
+
+    Returns
+    -------
+    x : ndarray
+        The solution (or the result of the last iteration for
+        an unsuccessful call).
+    infodict : dict
+        A dictionary of optional outputs with the keys:
+
+        ``nfev``
+            number of function calls
+        ``njev``
+            number of Jacobian calls
+        ``fvec``
+            function evaluated at the output
+        ``fjac``
+            the orthogonal matrix, q, produced by the QR
+            factorization of the final approximate Jacobian
+            matrix, stored column wise
+        ``r``
+            upper triangular matrix produced by QR factorization
+            of the same matrix
+        ``qtf``
+            the vector ``(transpose(q) * fvec)``
+
+    ier : int
+        An integer flag.  Set to 1 if a solution was found, otherwise refer
+        to `mesg` for more information.
+    mesg : str
+        If no solution is found, `mesg` details the cause of failure.
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See the ``method='hybr'`` in particular.
+
+    Notes
+    -----
+    ``fsolve`` is a wrapper around MINPACK's hybrd and hybrj algorithms.
+
+    Examples
+    --------
+    Find a solution to the system of equations:
+    ``x0*cos(x1) = 4,  x1*x0 - x1 = 5``.
+
+    >>> import numpy as np
+    >>> from scipy.optimize import fsolve
+    >>> def func(x):
+    ...     return [x[0] * np.cos(x[1]) - 4,
+    ...             x[1] * x[0] - x[1] - 5]
+    >>> root = fsolve(func, [1, 1])
+    >>> root
+    array([6.50409711, 0.90841421])
+    >>> np.isclose(func(root), [0.0, 0.0])  # func(root) should be almost 0.0.
+    array([ True,  True])
+
+    """
+    options = {'col_deriv': col_deriv,
+               'xtol': xtol,
+               'maxfev': maxfev,
+               'band': band,
+               'eps': epsfcn,
+               'factor': factor,
+               'diag': diag}
+
+    res = _root_hybr(func, x0, args, jac=fprime, **options)
+    if full_output:
+        x = res['x']
+        info = {k: res.get(k)
+                    for k in ('nfev', 'njev', 'fjac', 'r', 'qtf') if k in res}
+        info['fvec'] = res['fun']
+        return x, info, res['status'], res['message']
+    else:
+        status = res['status']
+        msg = res['message']
+        if status == 0:
+            raise TypeError(msg)
+        elif status == 1:
+            pass
+        elif status in [2, 3, 4, 5]:
+            warnings.warn(msg, RuntimeWarning, stacklevel=2)
+        else:
+            raise TypeError(msg)
+        return res['x']
+
+
+def _root_hybr(func, x0, args=(), jac=None,
+               col_deriv=0, xtol=1.49012e-08, maxfev=0, band=None, eps=None,
+               factor=100, diag=None, **unknown_options):
+    """
+    Find the roots of a multivariate function using MINPACK's hybrd and
+    hybrj routines (modified Powell method).
+
+    Options
+    -------
+    col_deriv : bool
+        Specify whether the Jacobian function computes derivatives down
+        the columns (faster, because there is no transpose operation).
+    xtol : float
+        The calculation will terminate if the relative error between two
+        consecutive iterates is at most `xtol`.
+    maxfev : int
+        The maximum number of calls to the function. If zero, then
+        ``100*(N+1)`` is the maximum where N is the number of elements
+        in `x0`.
+    band : tuple
+        If set to a two-sequence containing the number of sub- and
+        super-diagonals within the band of the Jacobi matrix, the
+        Jacobi matrix is considered banded (only for ``fprime=None``).
+    eps : float
+        A suitable step length for the forward-difference
+        approximation of the Jacobian (for ``fprime=None``). If
+        `eps` is less than the machine precision, it is assumed
+        that the relative errors in the functions are of the order of
+        the machine precision.
+    factor : float
+        A parameter determining the initial step bound
+        (``factor * || diag * x||``). Should be in the interval
+        ``(0.1, 100)``.
+    diag : sequence
+        N positive entries that serve as a scale factors for the
+        variables.
+
+    """
+    _check_unknown_options(unknown_options)
+    epsfcn = eps
+
+    x0 = asarray(x0).flatten()
+    n = len(x0)
+    if not isinstance(args, tuple):
+        args = (args,)
+    shape, dtype = _check_func('fsolve', 'func', func, x0, args, n, (n,))
+    if epsfcn is None:
+        epsfcn = finfo(dtype).eps
+    Dfun = jac
+    if Dfun is None:
+        if band is None:
+            ml, mu = -10, -10
+        else:
+            ml, mu = band[:2]
+        if maxfev == 0:
+            maxfev = 200 * (n + 1)
+        retval = _minpack._hybrd(func, x0, args, 1, xtol, maxfev,
+                                 ml, mu, epsfcn, factor, diag)
+    else:
+        _check_func('fsolve', 'fprime', Dfun, x0, args, n, (n, n))
+        if (maxfev == 0):
+            maxfev = 100 * (n + 1)
+        retval = _minpack._hybrj(func, Dfun, x0, args, 1,
+                                 col_deriv, xtol, maxfev, factor, diag)
+
+    x, status = retval[0], retval[-1]
+
+    errors = {0: "Improper input parameters were entered.",
+              1: "The solution converged.",
+              2: "The number of calls to function has "
+                  "reached maxfev = %d." % maxfev,
+              3: "xtol=%f is too small, no further improvement "
+                  "in the approximate\n  solution "
+                  "is possible." % xtol,
+              4: "The iteration is not making good progress, as measured "
+                  "by the \n  improvement from the last five "
+                  "Jacobian evaluations.",
+              5: "The iteration is not making good progress, "
+                  "as measured by the \n  improvement from the last "
+                  "ten iterations.",
+              'unknown': "An error occurred."}
+
+    info = retval[1]
+    info['fun'] = info.pop('fvec')
+    sol = OptimizeResult(x=x, success=(status == 1), status=status,
+                         method="hybr")
+    sol.update(info)
+    try:
+        sol['message'] = errors[status]
+    except KeyError:
+        sol['message'] = errors['unknown']
+
+    return sol
+
+
+LEASTSQ_SUCCESS = [1, 2, 3, 4]
+LEASTSQ_FAILURE = [5, 6, 7, 8]
+
+
+def leastsq(func, x0, args=(), Dfun=None, full_output=False,
+            col_deriv=False, ftol=1.49012e-8, xtol=1.49012e-8,
+            gtol=0.0, maxfev=0, epsfcn=None, factor=100, diag=None):
+    """
+    Minimize the sum of squares of a set of equations.
+
+    ::
+
+        x = arg min(sum(func(y)**2,axis=0))
+                 y
+
+    Parameters
+    ----------
+    func : callable
+        Should take at least one (possibly length ``N`` vector) argument and
+        returns ``M`` floating point numbers. It must not return NaNs or
+        fitting might fail. ``M`` must be greater than or equal to ``N``.
+    x0 : ndarray
+        The starting estimate for the minimization.
+    args : tuple, optional
+        Any extra arguments to func are placed in this tuple.
+    Dfun : callable, optional
+        A function or method to compute the Jacobian of func with derivatives
+        across the rows. If this is None, the Jacobian will be estimated.
+    full_output : bool, optional
+        If ``True``, return all optional outputs (not just `x` and `ier`).
+    col_deriv : bool, optional
+        If ``True``, specify that the Jacobian function computes derivatives
+        down the columns (faster, because there is no transpose operation).
+    ftol : float, optional
+        Relative error desired in the sum of squares.
+    xtol : float, optional
+        Relative error desired in the approximate solution.
+    gtol : float, optional
+        Orthogonality desired between the function vector and the columns of
+        the Jacobian.
+    maxfev : int, optional
+        The maximum number of calls to the function. If `Dfun` is provided,
+        then the default `maxfev` is 100*(N+1) where N is the number of elements
+        in x0, otherwise the default `maxfev` is 200*(N+1).
+    epsfcn : float, optional
+        A variable used in determining a suitable step length for the forward-
+        difference approximation of the Jacobian (for Dfun=None).
+        Normally the actual step length will be sqrt(epsfcn)*x
+        If epsfcn is less than the machine precision, it is assumed that the
+        relative errors are of the order of the machine precision.
+    factor : float, optional
+        A parameter determining the initial step bound
+        (``factor * || diag * x||``). Should be in interval ``(0.1, 100)``.
+    diag : sequence, optional
+        N positive entries that serve as a scale factors for the variables.
+
+    Returns
+    -------
+    x : ndarray
+        The solution (or the result of the last iteration for an unsuccessful
+        call).
+    cov_x : ndarray
+        The inverse of the Hessian. `fjac` and `ipvt` are used to construct an
+        estimate of the Hessian. A value of None indicates a singular matrix,
+        which means the curvature in parameters `x` is numerically flat. To
+        obtain the covariance matrix of the parameters `x`, `cov_x` must be
+        multiplied by the variance of the residuals -- see curve_fit. Only
+        returned if `full_output` is ``True``.
+    infodict : dict
+        a dictionary of optional outputs with the keys:
+
+        ``nfev``
+            The number of function calls
+        ``fvec``
+            The function evaluated at the output
+        ``fjac``
+            A permutation of the R matrix of a QR
+            factorization of the final approximate
+            Jacobian matrix, stored column wise.
+            Together with ipvt, the covariance of the
+            estimate can be approximated.
+        ``ipvt``
+            An integer array of length N which defines
+            a permutation matrix, p, such that
+            fjac*p = q*r, where r is upper triangular
+            with diagonal elements of nonincreasing
+            magnitude. Column j of p is column ipvt(j)
+            of the identity matrix.
+        ``qtf``
+            The vector (transpose(q) * fvec).
+
+        Only returned if `full_output` is ``True``.
+    mesg : str
+        A string message giving information about the cause of failure.
+        Only returned if `full_output` is ``True``.
+    ier : int
+        An integer flag. If it is equal to 1, 2, 3 or 4, the solution was
+        found. Otherwise, the solution was not found. In either case, the
+        optional output variable 'mesg' gives more information.
+
+    See Also
+    --------
+    least_squares : Newer interface to solve nonlinear least-squares problems
+        with bounds on the variables. See ``method='lm'`` in particular.
+
+    Notes
+    -----
+    "leastsq" is a wrapper around MINPACK's lmdif and lmder algorithms.
+
+    cov_x is a Jacobian approximation to the Hessian of the least squares
+    objective function.
+    This approximation assumes that the objective function is based on the
+    difference between some observed target data (ydata) and a (non-linear)
+    function of the parameters `f(xdata, params)` ::
+
+           func(params) = ydata - f(xdata, params)
+
+    so that the objective function is ::
+
+           min   sum((ydata - f(xdata, params))**2, axis=0)
+         params
+
+    The solution, `x`, is always a 1-D array, regardless of the shape of `x0`,
+    or whether `x0` is a scalar.
+
+    Examples
+    --------
+    >>> from scipy.optimize import leastsq
+    >>> def func(x):
+    ...     return 2*(x-3)**2+1
+    >>> leastsq(func, 0)
+    (array([2.99999999]), 1)
+
+    """
+    x0 = asarray(x0).flatten()
+    n = len(x0)
+    if not isinstance(args, tuple):
+        args = (args,)
+    shape, dtype = _check_func('leastsq', 'func', func, x0, args, n)
+    m = shape[0]
+
+    if n > m:
+        raise TypeError(f"Improper input: func input vector length N={n} must"
+                        f" not exceed func output vector length M={m}")
+
+    if epsfcn is None:
+        epsfcn = finfo(dtype).eps
+
+    if Dfun is None:
+        if maxfev == 0:
+            maxfev = 200*(n + 1)
+        retval = _minpack._lmdif(func, x0, args, full_output, ftol, xtol,
+                                 gtol, maxfev, epsfcn, factor, diag)
+    else:
+        if col_deriv:
+            _check_func('leastsq', 'Dfun', Dfun, x0, args, n, (n, m))
+        else:
+            _check_func('leastsq', 'Dfun', Dfun, x0, args, n, (m, n))
+        if maxfev == 0:
+            maxfev = 100 * (n + 1)
+        retval = _minpack._lmder(func, Dfun, x0, args, full_output,
+                                 col_deriv, ftol, xtol, gtol, maxfev,
+                                 factor, diag)
+
+    errors = {0: ["Improper input parameters.", TypeError],
+              1: ["Both actual and predicted relative reductions "
+                  "in the sum of squares\n  are at most %f" % ftol, None],
+              2: ["The relative error between two consecutive "
+                  "iterates is at most %f" % xtol, None],
+              3: ["Both actual and predicted relative reductions in "
+                  f"the sum of squares\n  are at most {ftol:f} and the "
+                  "relative error between two consecutive "
+                  f"iterates is at \n  most {xtol:f}", None],
+              4: ["The cosine of the angle between func(x) and any "
+                  "column of the\n  Jacobian is at most %f in "
+                  "absolute value" % gtol, None],
+              5: ["Number of calls to function has reached "
+                  "maxfev = %d." % maxfev, ValueError],
+              6: ["ftol=%f is too small, no further reduction "
+                  "in the sum of squares\n  is possible." % ftol,
+                  ValueError],
+              7: ["xtol=%f is too small, no further improvement in "
+                  "the approximate\n  solution is possible." % xtol,
+                  ValueError],
+              8: ["gtol=%f is too small, func(x) is orthogonal to the "
+                  "columns of\n  the Jacobian to machine "
+                  "precision." % gtol, ValueError]}
+
+    # The FORTRAN return value (possible return values are >= 0 and <= 8)
+    info = retval[-1]
+
+    if full_output:
+        cov_x = None
+        if info in LEASTSQ_SUCCESS:
+            # This was
+            # perm = take(eye(n), retval[1]['ipvt'] - 1, 0)
+            # r = triu(transpose(retval[1]['fjac'])[:n, :])
+            # R = dot(r, perm)
+            # cov_x = inv(dot(transpose(R), R))
+            # but the explicit dot product was not necessary and sometimes
+            # the result was not symmetric positive definite. See gh-4555.
+            perm = retval[1]['ipvt'] - 1
+            n = len(perm)
+            r = triu(transpose(retval[1]['fjac'])[:n, :])
+            inv_triu = linalg.get_lapack_funcs('trtri', (r,))
+            try:
+                # inverse of permuted matrix is a permutation of matrix inverse
+                invR, trtri_info = inv_triu(r)  # default: upper, non-unit diag
+                if trtri_info != 0:  # explicit comparison for readability
+                    raise LinAlgError(f'trtri returned info {trtri_info}')
+                invR[perm] = invR.copy()
+                cov_x = invR @ invR.T
+            except (LinAlgError, ValueError):
+                pass
+        return (retval[0], cov_x) + retval[1:-1] + (errors[info][0], info)
+    else:
+        if info in LEASTSQ_FAILURE:
+            warnings.warn(errors[info][0], RuntimeWarning, stacklevel=2)
+        elif info == 0:
+            raise errors[info][1](errors[info][0])
+        return retval[0], info
+
+
+def _lightweight_memoizer(f):
+    # very shallow memoization to address gh-13670: only remember the first set
+    # of parameters and corresponding function value, and only attempt to use
+    # them twice (the number of times the function is evaluated at x0).
+    def _memoized_func(params):
+        if _memoized_func.skip_lookup:
+            return f(params)
+
+        if np.all(_memoized_func.last_params == params):
+            return _memoized_func.last_val
+        elif _memoized_func.last_params is not None:
+            _memoized_func.skip_lookup = True
+
+        val = f(params)
+
+        if _memoized_func.last_params is None:
+            _memoized_func.last_params = np.copy(params)
+            _memoized_func.last_val = val
+
+        return val
+
+    _memoized_func.last_params = None
+    _memoized_func.last_val = None
+    _memoized_func.skip_lookup = False
+    return _memoized_func
+
+
+def _wrap_func(func, xdata, ydata, transform):
+    if transform is None:
+        def func_wrapped(params):
+            return func(xdata, *params) - ydata
+    elif transform.size == 1 or transform.ndim == 1:
+        def func_wrapped(params):
+            return transform * (func(xdata, *params) - ydata)
+    else:
+        # Chisq = (y - yd)^T C^{-1} (y-yd)
+        # transform = L such that C = L L^T
+        # C^{-1} = L^{-T} L^{-1}
+        # Chisq = (y - yd)^T L^{-T} L^{-1} (y-yd)
+        # Define (y-yd)' = L^{-1} (y-yd)
+        # by solving
+        # L (y-yd)' = (y-yd)
+        # and minimize (y-yd)'^T (y-yd)'
+        def func_wrapped(params):
+            return solve_triangular(transform, func(xdata, *params) - ydata, lower=True)
+    return func_wrapped
+
+
+def _wrap_jac(jac, xdata, transform):
+    if transform is None:
+        def jac_wrapped(params):
+            return jac(xdata, *params)
+    elif transform.ndim == 1:
+        def jac_wrapped(params):
+            return transform[:, np.newaxis] * np.asarray(jac(xdata, *params))
+    else:
+        def jac_wrapped(params):
+            return solve_triangular(transform,
+                                    np.asarray(jac(xdata, *params)),
+                                    lower=True)
+    return jac_wrapped
+
+
+def _initialize_feasible(lb, ub):
+    p0 = np.ones_like(lb)
+    lb_finite = np.isfinite(lb)
+    ub_finite = np.isfinite(ub)
+
+    mask = lb_finite & ub_finite
+    p0[mask] = 0.5 * (lb[mask] + ub[mask])
+
+    mask = lb_finite & ~ub_finite
+    p0[mask] = lb[mask] + 1
+
+    mask = ~lb_finite & ub_finite
+    p0[mask] = ub[mask] - 1
+
+    return p0
+
+
+def curve_fit(f, xdata, ydata, p0=None, sigma=None, absolute_sigma=False,
+              check_finite=None, bounds=(-np.inf, np.inf), method=None,
+              jac=None, *, full_output=False, nan_policy=None,
+              **kwargs):
+    """
+    Use non-linear least squares to fit a function, f, to data.
+
+    Assumes ``ydata = f(xdata, *params) + eps``.
+
+    Parameters
+    ----------
+    f : callable
+        The model function, f(x, ...). It must take the independent
+        variable as the first argument and the parameters to fit as
+        separate remaining arguments.
+    xdata : array_like
+        The independent variable where the data is measured.
+        Should usually be an M-length sequence or an (k,M)-shaped array for
+        functions with k predictors, and each element should be float
+        convertible if it is an array like object.
+    ydata : array_like
+        The dependent data, a length M array - nominally ``f(xdata, ...)``.
+    p0 : array_like, optional
+        Initial guess for the parameters (length N). If None, then the
+        initial values will all be 1 (if the number of parameters for the
+        function can be determined using introspection, otherwise a
+        ValueError is raised).
+    sigma : None or scalar or M-length sequence or MxM array, optional
+        Determines the uncertainty in `ydata`. If we define residuals as
+        ``r = ydata - f(xdata, *popt)``, then the interpretation of `sigma`
+        depends on its number of dimensions:
+
+            - A scalar or 1-D `sigma` should contain values of standard deviations of
+              errors in `ydata`. In this case, the optimized function is
+              ``chisq = sum((r / sigma) ** 2)``.
+
+            - A 2-D `sigma` should contain the covariance matrix of
+              errors in `ydata`. In this case, the optimized function is
+              ``chisq = r.T @ inv(sigma) @ r``.
+
+              .. versionadded:: 0.19
+
+        None (default) is equivalent of 1-D `sigma` filled with ones.
+    absolute_sigma : bool, optional
+        If True, `sigma` is used in an absolute sense and the estimated parameter
+        covariance `pcov` reflects these absolute values.
+
+        If False (default), only the relative magnitudes of the `sigma` values matter.
+        The returned parameter covariance matrix `pcov` is based on scaling
+        `sigma` by a constant factor. This constant is set by demanding that the
+        reduced `chisq` for the optimal parameters `popt` when using the
+        *scaled* `sigma` equals unity. In other words, `sigma` is scaled to
+        match the sample variance of the residuals after the fit. Default is False.
+        Mathematically,
+        ``pcov(absolute_sigma=False) = pcov(absolute_sigma=True) * chisq(popt)/(M-N)``
+    check_finite : bool, optional
+        If True, check that the input arrays do not contain nans of infs,
+        and raise a ValueError if they do. Setting this parameter to
+        False may silently produce nonsensical results if the input arrays
+        do contain nans. Default is True if `nan_policy` is not specified
+        explicitly and False otherwise.
+    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 : {'lm', 'trf', 'dogbox'}, optional
+        Method to use for optimization. See `least_squares` for more details.
+        Default is 'lm' for unconstrained problems and 'trf' if `bounds` are
+        provided. The method 'lm' won't work when the number of observations
+        is less than the number of variables, use 'trf' or 'dogbox' in this
+        case.
+
+        .. versionadded:: 0.17
+    jac : callable, string or None, optional
+        Function with signature ``jac(x, ...)`` which computes the Jacobian
+        matrix of the model function with respect to parameters as a dense
+        array_like structure. It will be scaled according to provided `sigma`.
+        If None (default), the Jacobian will be estimated numerically.
+        String keywords for 'trf' and 'dogbox' methods can be used to select
+        a finite difference scheme, see `least_squares`.
+
+        .. versionadded:: 0.18
+    full_output : boolean, optional
+        If True, this function returns additioal information: `infodict`,
+        `mesg`, and `ier`.
+
+        .. versionadded:: 1.9
+    nan_policy : {'raise', 'omit', None}, optional
+        Defines how to handle when input contains nan.
+        The following options are available (default is None):
+
+          * 'raise': throws an error
+          * 'omit': performs the calculations ignoring nan values
+          * None: no special handling of NaNs is performed
+            (except what is done by check_finite); the behavior when NaNs
+            are present is implementation-dependent and may change.
+
+        Note that if this value is specified explicitly (not None),
+        `check_finite` will be set as False.
+
+        .. versionadded:: 1.11
+    **kwargs
+        Keyword arguments passed to `leastsq` for ``method='lm'`` or
+        `least_squares` otherwise.
+
+    Returns
+    -------
+    popt : array
+        Optimal values for the parameters so that the sum of the squared
+        residuals of ``f(xdata, *popt) - ydata`` is minimized.
+    pcov : 2-D array
+        The estimated approximate covariance of popt. The diagonals provide
+        the variance of the parameter estimate. To compute one standard
+        deviation errors on the parameters, use
+        ``perr = np.sqrt(np.diag(pcov))``. Note that the relationship between
+        `cov` and parameter error estimates is derived based on a linear
+        approximation to the model function around the optimum [1].
+        When this approximation becomes inaccurate, `cov` may not provide an
+        accurate measure of uncertainty.
+
+        How the `sigma` parameter affects the estimated covariance
+        depends on `absolute_sigma` argument, as described above.
+
+        If the Jacobian matrix at the solution doesn't have a full rank, then
+        'lm' method returns a matrix filled with ``np.inf``, on the other hand
+        'trf'  and 'dogbox' methods use Moore-Penrose pseudoinverse to compute
+        the covariance matrix. Covariance matrices with large condition numbers
+        (e.g. computed with `numpy.linalg.cond`) may indicate that results are
+        unreliable.
+    infodict : dict (returned only if `full_output` is True)
+        a dictionary of optional outputs with the keys:
+
+        ``nfev``
+            The number of function calls. Methods 'trf' and 'dogbox' do not
+            count function calls for numerical Jacobian approximation,
+            as opposed to 'lm' method.
+        ``fvec``
+            The residual values evaluated at the solution, for a 1-D `sigma`
+            this is ``(f(x, *popt) - ydata)/sigma``.
+        ``fjac``
+            A permutation of the R matrix of a QR
+            factorization of the final approximate
+            Jacobian matrix, stored column wise.
+            Together with ipvt, the covariance of the
+            estimate can be approximated.
+            Method 'lm' only provides this information.
+        ``ipvt``
+            An integer array of length N which defines
+            a permutation matrix, p, such that
+            fjac*p = q*r, where r is upper triangular
+            with diagonal elements of nonincreasing
+            magnitude. Column j of p is column ipvt(j)
+            of the identity matrix.
+            Method 'lm' only provides this information.
+        ``qtf``
+            The vector (transpose(q) * fvec).
+            Method 'lm' only provides this information.
+
+        .. versionadded:: 1.9
+    mesg : str (returned only if `full_output` is True)
+        A string message giving information about the solution.
+
+        .. versionadded:: 1.9
+    ier : int (returned only if `full_output` is True)
+        An integer flag. If it is equal to 1, 2, 3 or 4, the solution was
+        found. Otherwise, the solution was not found. In either case, the
+        optional output variable `mesg` gives more information.
+
+        .. versionadded:: 1.9
+
+    Raises
+    ------
+    ValueError
+        if either `ydata` or `xdata` contain NaNs, or if incompatible options
+        are used.
+
+    RuntimeError
+        if the least-squares minimization fails.
+
+    OptimizeWarning
+        if covariance of the parameters can not be estimated.
+
+    See Also
+    --------
+    least_squares : Minimize the sum of squares of nonlinear functions.
+    scipy.stats.linregress : Calculate a linear least squares regression for
+                             two sets of measurements.
+
+    Notes
+    -----
+    Users should ensure that inputs `xdata`, `ydata`, and the output of `f`
+    are ``float64``, or else the optimization may return incorrect results.
+
+    With ``method='lm'``, the algorithm uses the Levenberg-Marquardt algorithm
+    through `leastsq`. Note that this algorithm can only deal with
+    unconstrained problems.
+
+    Box constraints can be handled by methods 'trf' and 'dogbox'. Refer to
+    the docstring of `least_squares` for more information.
+
+    Parameters to be fitted must have similar scale. Differences of multiple
+    orders of magnitude can lead to incorrect results. For the 'trf' and
+    'dogbox' methods, the `x_scale` keyword argument can be used to scale
+    the parameters.
+
+    References
+    ----------
+    [1] K. Vugrin et al. Confidence region estimation techniques for nonlinear
+        regression in groundwater flow: Three case studies. Water Resources
+        Research, Vol. 43, W03423, :doi:`10.1029/2005WR004804`
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> import matplotlib.pyplot as plt
+    >>> from scipy.optimize import curve_fit
+
+    >>> def func(x, a, b, c):
+    ...     return a * np.exp(-b * x) + c
+
+    Define the data to be fit with some noise:
+
+    >>> xdata = np.linspace(0, 4, 50)
+    >>> y = func(xdata, 2.5, 1.3, 0.5)
+    >>> rng = np.random.default_rng()
+    >>> y_noise = 0.2 * rng.normal(size=xdata.size)
+    >>> ydata = y + y_noise
+    >>> plt.plot(xdata, ydata, 'b-', label='data')
+
+    Fit for the parameters a, b, c of the function `func`:
+
+    >>> popt, pcov = curve_fit(func, xdata, ydata)
+    >>> popt
+    array([2.56274217, 1.37268521, 0.47427475])
+    >>> plt.plot(xdata, func(xdata, *popt), 'r-',
+    ...          label='fit: a=%5.3f, b=%5.3f, c=%5.3f' % tuple(popt))
+
+    Constrain the optimization to the region of ``0 <= a <= 3``,
+    ``0 <= b <= 1`` and ``0 <= c <= 0.5``:
+
+    >>> popt, pcov = curve_fit(func, xdata, ydata, bounds=(0, [3., 1., 0.5]))
+    >>> popt
+    array([2.43736712, 1.        , 0.34463856])
+    >>> plt.plot(xdata, func(xdata, *popt), 'g--',
+    ...          label='fit: a=%5.3f, b=%5.3f, c=%5.3f' % tuple(popt))
+
+    >>> plt.xlabel('x')
+    >>> plt.ylabel('y')
+    >>> plt.legend()
+    >>> plt.show()
+
+    For reliable results, the model `func` should not be overparametrized;
+    redundant parameters can cause unreliable covariance matrices and, in some
+    cases, poorer quality fits. As a quick check of whether the model may be
+    overparameterized, calculate the condition number of the covariance matrix:
+
+    >>> np.linalg.cond(pcov)
+    34.571092161547405  # may vary
+
+    The value is small, so it does not raise much concern. If, however, we were
+    to add a fourth parameter ``d`` to `func` with the same effect as ``a``:
+
+    >>> def func2(x, a, b, c, d):
+    ...     return a * d * np.exp(-b * x) + c  # a and d are redundant
+    >>> popt, pcov = curve_fit(func2, xdata, ydata)
+    >>> np.linalg.cond(pcov)
+    1.13250718925596e+32  # may vary
+
+    Such a large value is cause for concern. The diagonal elements of the
+    covariance matrix, which is related to uncertainty of the fit, gives more
+    information:
+
+    >>> np.diag(pcov)
+    array([1.48814742e+29, 3.78596560e-02, 5.39253738e-03, 2.76417220e+28])  # may vary
+
+    Note that the first and last terms are much larger than the other elements,
+    suggesting that the optimal values of these parameters are ambiguous and
+    that only one of these parameters is needed in the model.
+
+    If the optimal parameters of `f` differ by multiple orders of magnitude, the
+    resulting fit can be inaccurate. Sometimes, `curve_fit` can fail to find any
+    results:
+
+    >>> ydata = func(xdata, 500000, 0.01, 15)
+    >>> try:
+    ...     popt, pcov = curve_fit(func, xdata, ydata, method = 'trf')
+    ... except RuntimeError as e:
+    ...     print(e)
+    Optimal parameters not found: The maximum number of function evaluations is exceeded.
+
+    If parameter scale is roughly known beforehand, it can be defined in
+    `x_scale` argument:
+
+    >>> popt, pcov = curve_fit(func, xdata, ydata, method = 'trf',
+    ...                        x_scale = [1000, 1, 1])
+    >>> popt
+    array([5.00000000e+05, 1.00000000e-02, 1.49999999e+01])
+    """
+    if p0 is None:
+        # determine number of parameters by inspecting the function
+        sig = _getfullargspec(f)
+        args = sig.args
+        if len(args) < 2:
+            raise ValueError("Unable to determine number of fit parameters.")
+        n = len(args) - 1
+    else:
+        p0 = np.atleast_1d(p0)
+        n = p0.size
+
+    if isinstance(bounds, Bounds):
+        lb, ub = bounds.lb, bounds.ub
+    else:
+        lb, ub = prepare_bounds(bounds, n)
+    if p0 is None:
+        p0 = _initialize_feasible(lb, ub)
+
+    bounded_problem = np.any((lb > -np.inf) | (ub < np.inf))
+    if method is None:
+        if bounded_problem:
+            method = 'trf'
+        else:
+            method = 'lm'
+
+    if method == 'lm' and bounded_problem:
+        raise ValueError("Method 'lm' only works for unconstrained problems. "
+                         "Use 'trf' or 'dogbox' instead.")
+
+    if check_finite is None:
+        check_finite = True if nan_policy is None else False
+
+    # optimization may produce garbage for float32 inputs, cast them to float64
+    if check_finite:
+        ydata = np.asarray_chkfinite(ydata, float)
+    else:
+        ydata = np.asarray(ydata, float)
+
+    if isinstance(xdata, (list, tuple, np.ndarray)):
+        # `xdata` is passed straight to the user-defined `f`, so allow
+        # non-array_like `xdata`.
+        if check_finite:
+            xdata = np.asarray_chkfinite(xdata, float)
+        else:
+            xdata = np.asarray(xdata, float)
+
+    if ydata.size == 0:
+        raise ValueError("`ydata` must not be empty!")
+
+    # nan handling is needed only if check_finite is False because if True,
+    # the x-y data are already checked, and they don't contain nans.
+    if not check_finite and nan_policy is not None:
+        if nan_policy == "propagate":
+            raise ValueError("`nan_policy='propagate'` is not supported "
+                             "by this function.")
+
+        policies = [None, 'raise', 'omit']
+        x_contains_nan, nan_policy = _contains_nan(xdata, nan_policy,
+                                                   policies=policies)
+        y_contains_nan, nan_policy = _contains_nan(ydata, nan_policy,
+                                                   policies=policies)
+
+        if (x_contains_nan or y_contains_nan) and nan_policy == 'omit':
+            # ignore NaNs for N dimensional arrays
+            has_nan = np.isnan(xdata)
+            has_nan = has_nan.any(axis=tuple(range(has_nan.ndim-1)))
+            has_nan |= np.isnan(ydata)
+
+            xdata = xdata[..., ~has_nan]
+            ydata = ydata[~has_nan]
+
+    # Determine type of sigma
+    if sigma is not None:
+        sigma = np.asarray(sigma)
+
+        # if 1-D or a scalar, sigma are errors, define transform = 1/sigma
+        if sigma.size == 1 or sigma.shape == (ydata.size, ):
+            transform = 1.0 / sigma
+        # if 2-D, sigma is the covariance matrix,
+        # define transform = L such that L L^T = C
+        elif sigma.shape == (ydata.size, ydata.size):
+            try:
+                # scipy.linalg.cholesky requires lower=True to return L L^T = A
+                transform = cholesky(sigma, lower=True)
+            except LinAlgError as e:
+                raise ValueError("`sigma` must be positive definite.") from e
+        else:
+            raise ValueError("`sigma` has incorrect shape.")
+    else:
+        transform = None
+
+    func = _lightweight_memoizer(_wrap_func(f, xdata, ydata, transform))
+
+    if callable(jac):
+        jac = _lightweight_memoizer(_wrap_jac(jac, xdata, transform))
+    elif jac is None and method != 'lm':
+        jac = '2-point'
+
+    if 'args' in kwargs:
+        # The specification for the model function `f` does not support
+        # additional arguments. Refer to the `curve_fit` docstring for
+        # acceptable call signatures of `f`.
+        raise ValueError("'args' is not a supported keyword argument.")
+
+    if method == 'lm':
+        # if ydata.size == 1, this might be used for broadcast.
+        if ydata.size != 1 and n > ydata.size:
+            raise TypeError(f"The number of func parameters={n} must not"
+                            f" exceed the number of data points={ydata.size}")
+        res = leastsq(func, p0, Dfun=jac, full_output=1, **kwargs)
+        popt, pcov, infodict, errmsg, ier = res
+        ysize = len(infodict['fvec'])
+        cost = np.sum(infodict['fvec'] ** 2)
+        if ier not in [1, 2, 3, 4]:
+            raise RuntimeError("Optimal parameters not found: " + errmsg)
+    else:
+        # Rename maxfev (leastsq) to max_nfev (least_squares), if specified.
+        if 'max_nfev' not in kwargs:
+            kwargs['max_nfev'] = kwargs.pop('maxfev', None)
+
+        res = least_squares(func, p0, jac=jac, bounds=bounds, method=method,
+                            **kwargs)
+
+        if not res.success:
+            raise RuntimeError("Optimal parameters not found: " + res.message)
+
+        infodict = dict(nfev=res.nfev, fvec=res.fun)
+        ier = res.status
+        errmsg = res.message
+
+        ysize = len(res.fun)
+        cost = 2 * res.cost  # res.cost is half sum of squares!
+        popt = res.x
+
+        # Do Moore-Penrose inverse discarding zero singular values.
+        _, s, VT = svd(res.jac, full_matrices=False)
+        threshold = np.finfo(float).eps * max(res.jac.shape) * s[0]
+        s = s[s > threshold]
+        VT = VT[:s.size]
+        pcov = np.dot(VT.T / s**2, VT)
+
+    warn_cov = False
+    if pcov is None or np.isnan(pcov).any():
+        # indeterminate covariance
+        pcov = zeros((len(popt), len(popt)), dtype=float)
+        pcov.fill(inf)
+        warn_cov = True
+    elif not absolute_sigma:
+        if ysize > p0.size:
+            s_sq = cost / (ysize - p0.size)
+            pcov = pcov * s_sq
+        else:
+            pcov.fill(inf)
+            warn_cov = True
+
+    if warn_cov:
+        warnings.warn('Covariance of the parameters could not be estimated',
+                      category=OptimizeWarning, stacklevel=2)
+
+    if full_output:
+        return popt, pcov, infodict, errmsg, ier
+    else:
+        return popt, pcov
+
+
+def check_gradient(fcn, Dfcn, x0, args=(), col_deriv=0):
+    """Perform a simple check on the gradient for correctness.
+
+    """
+
+    x = atleast_1d(x0)
+    n = len(x)
+    x = x.reshape((n,))
+    fvec = atleast_1d(fcn(x, *args))
+    m = len(fvec)
+    fvec = fvec.reshape((m,))
+    ldfjac = m
+    fjac = atleast_1d(Dfcn(x, *args))
+    fjac = fjac.reshape((m, n))
+    if col_deriv == 0:
+        fjac = transpose(fjac)
+
+    xp = zeros((n,), float)
+    err = zeros((m,), float)
+    fvecp = None
+    _minpack._chkder(m, n, x, fvec, fjac, ldfjac, xp, fvecp, 1, err)
+
+    fvecp = atleast_1d(fcn(xp, *args))
+    fvecp = fvecp.reshape((m,))
+    _minpack._chkder(m, n, x, fvec, fjac, ldfjac, xp, fvecp, 2, err)
+
+    good = (prod(greater(err, 0.5), axis=0))
+
+    return (good, err)
+
+
+def _del2(p0, p1, d):
+    return p0 - np.square(p1 - p0) / d
+
+
+def _relerr(actual, desired):
+    return (actual - desired) / desired
+
+
+def _fixed_point_helper(func, x0, args, xtol, maxiter, use_accel):
+    p0 = x0
+    for i in range(maxiter):
+        p1 = func(p0, *args)
+        if use_accel:
+            p2 = func(p1, *args)
+            d = p2 - 2.0 * p1 + p0
+            p = _lazywhere(d != 0, (p0, p1, d), f=_del2, fillvalue=p2)
+        else:
+            p = p1
+        relerr = _lazywhere(p0 != 0, (p, p0), f=_relerr, fillvalue=p)
+        if np.all(np.abs(relerr) < xtol):
+            return p
+        p0 = p
+    msg = "Failed to converge after %d iterations, value is %s" % (maxiter, p)
+    raise RuntimeError(msg)
+
+
+def fixed_point(func, x0, args=(), xtol=1e-8, maxiter=500, method='del2'):
+    """
+    Find a fixed point of the function.
+
+    Given a function of one or more variables and a starting point, find a
+    fixed point of the function: i.e., where ``func(x0) == x0``.
+
+    Parameters
+    ----------
+    func : function
+        Function to evaluate.
+    x0 : array_like
+        Fixed point of function.
+    args : tuple, optional
+        Extra arguments to `func`.
+    xtol : float, optional
+        Convergence tolerance, defaults to 1e-08.
+    maxiter : int, optional
+        Maximum number of iterations, defaults to 500.
+    method : {"del2", "iteration"}, optional
+        Method of finding the fixed-point, defaults to "del2",
+        which uses Steffensen's Method with Aitken's ``Del^2``
+        convergence acceleration [1]_. The "iteration" method simply iterates
+        the function until convergence is detected, without attempting to
+        accelerate the convergence.
+
+    References
+    ----------
+    .. [1] Burden, Faires, "Numerical Analysis", 5th edition, pg. 80
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy import optimize
+    >>> def func(x, c1, c2):
+    ...    return np.sqrt(c1/(x+c2))
+    >>> c1 = np.array([10,12.])
+    >>> c2 = np.array([3, 5.])
+    >>> optimize.fixed_point(func, [1.2, 1.3], args=(c1,c2))
+    array([ 1.4920333 ,  1.37228132])
+
+    """
+    use_accel = {'del2': True, 'iteration': False}[method]
+    x0 = _asarray_validated(x0, as_inexact=True)
+    return _fixed_point_helper(func, x0, args, xtol, maxiter, use_accel)

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

@@ -0,0 +1,775 @@
+"""Routines for numerical differentiation."""
+import functools
+import numpy as np
+from numpy.linalg import norm
+
+from scipy.sparse.linalg import LinearOperator
+from ..sparse import issparse, csc_matrix, csr_matrix, coo_matrix, find
+from ._group_columns import group_dense, group_sparse
+from scipy._lib._array_api import atleast_nd, array_namespace
+
+
+def _adjust_scheme_to_bounds(x0, h, num_steps, scheme, lb, ub):
+    """Adjust final difference scheme to the presence of bounds.
+
+    Parameters
+    ----------
+    x0 : ndarray, shape (n,)
+        Point at which we wish to estimate derivative.
+    h : ndarray, shape (n,)
+        Desired absolute finite difference steps.
+    num_steps : int
+        Number of `h` steps in one direction required to implement finite
+        difference scheme. For example, 2 means that we need to evaluate
+        f(x0 + 2 * h) or f(x0 - 2 * h)
+    scheme : {'1-sided', '2-sided'}
+        Whether steps in one or both directions are required. In other
+        words '1-sided' applies to forward and backward schemes, '2-sided'
+        applies to center schemes.
+    lb : ndarray, shape (n,)
+        Lower bounds on independent variables.
+    ub : ndarray, shape (n,)
+        Upper bounds on independent variables.
+
+    Returns
+    -------
+    h_adjusted : ndarray, shape (n,)
+        Adjusted absolute step sizes. Step size decreases only if a sign flip
+        or switching to one-sided scheme doesn't allow to take a full step.
+    use_one_sided : ndarray of bool, shape (n,)
+        Whether to switch to one-sided scheme. Informative only for
+        ``scheme='2-sided'``.
+    """
+    if scheme == '1-sided':
+        use_one_sided = np.ones_like(h, dtype=bool)
+    elif scheme == '2-sided':
+        h = np.abs(h)
+        use_one_sided = np.zeros_like(h, dtype=bool)
+    else:
+        raise ValueError("`scheme` must be '1-sided' or '2-sided'.")
+
+    if np.all((lb == -np.inf) & (ub == np.inf)):
+        return h, use_one_sided
+
+    h_total = h * num_steps
+    h_adjusted = h.copy()
+
+    lower_dist = x0 - lb
+    upper_dist = ub - x0
+
+    if scheme == '1-sided':
+        x = x0 + h_total
+        violated = (x < lb) | (x > ub)
+        fitting = np.abs(h_total) <= np.maximum(lower_dist, upper_dist)
+        h_adjusted[violated & fitting] *= -1
+
+        forward = (upper_dist >= lower_dist) & ~fitting
+        h_adjusted[forward] = upper_dist[forward] / num_steps
+        backward = (upper_dist < lower_dist) & ~fitting
+        h_adjusted[backward] = -lower_dist[backward] / num_steps
+    elif scheme == '2-sided':
+        central = (lower_dist >= h_total) & (upper_dist >= h_total)
+
+        forward = (upper_dist >= lower_dist) & ~central
+        h_adjusted[forward] = np.minimum(
+            h[forward], 0.5 * upper_dist[forward] / num_steps)
+        use_one_sided[forward] = True
+
+        backward = (upper_dist < lower_dist) & ~central
+        h_adjusted[backward] = -np.minimum(
+            h[backward], 0.5 * lower_dist[backward] / num_steps)
+        use_one_sided[backward] = True
+
+        min_dist = np.minimum(upper_dist, lower_dist) / num_steps
+        adjusted_central = (~central & (np.abs(h_adjusted) <= min_dist))
+        h_adjusted[adjusted_central] = min_dist[adjusted_central]
+        use_one_sided[adjusted_central] = False
+
+    return h_adjusted, use_one_sided
+
+
+@functools.lru_cache
+def _eps_for_method(x0_dtype, f0_dtype, method):
+    """
+    Calculates relative EPS step to use for a given data type
+    and numdiff step method.
+
+    Progressively smaller steps are used for larger floating point types.
+
+    Parameters
+    ----------
+    f0_dtype: np.dtype
+        dtype of function evaluation
+
+    x0_dtype: np.dtype
+        dtype of parameter vector
+
+    method: {'2-point', '3-point', 'cs'}
+
+    Returns
+    -------
+    EPS: float
+        relative step size. May be np.float16, np.float32, np.float64
+
+    Notes
+    -----
+    The default relative step will be np.float64. However, if x0 or f0 are
+    smaller floating point types (np.float16, np.float32), then the smallest
+    floating point type is chosen.
+    """
+    # the default EPS value
+    EPS = np.finfo(np.float64).eps
+
+    x0_is_fp = False
+    if np.issubdtype(x0_dtype, np.inexact):
+        # if you're a floating point type then over-ride the default EPS
+        EPS = np.finfo(x0_dtype).eps
+        x0_itemsize = np.dtype(x0_dtype).itemsize
+        x0_is_fp = True
+
+    if np.issubdtype(f0_dtype, np.inexact):
+        f0_itemsize = np.dtype(f0_dtype).itemsize
+        # choose the smallest itemsize between x0 and f0
+        if x0_is_fp and f0_itemsize < x0_itemsize:
+            EPS = np.finfo(f0_dtype).eps
+
+    if method in ["2-point", "cs"]:
+        return EPS**0.5
+    elif method in ["3-point"]:
+        return EPS**(1/3)
+    else:
+        raise RuntimeError("Unknown step method, should be one of "
+                           "{'2-point', '3-point', 'cs'}")
+
+
+def _compute_absolute_step(rel_step, x0, f0, method):
+    """
+    Computes an absolute step from a relative step for finite difference
+    calculation.
+
+    Parameters
+    ----------
+    rel_step: None or array-like
+        Relative step for the finite difference calculation
+    x0 : np.ndarray
+        Parameter vector
+    f0 : np.ndarray or scalar
+    method : {'2-point', '3-point', 'cs'}
+
+    Returns
+    -------
+    h : float
+        The absolute step size
+
+    Notes
+    -----
+    `h` will always be np.float64. However, if `x0` or `f0` are
+    smaller floating point dtypes (e.g. np.float32), then the absolute
+    step size will be calculated from the smallest floating point size.
+    """
+    # this is used instead of np.sign(x0) because we need
+    # sign_x0 to be 1 when x0 == 0.
+    sign_x0 = (x0 >= 0).astype(float) * 2 - 1
+
+    rstep = _eps_for_method(x0.dtype, f0.dtype, method)
+
+    if rel_step is None:
+        abs_step = rstep * sign_x0 * np.maximum(1.0, np.abs(x0))
+    else:
+        # User has requested specific relative steps.
+        # Don't multiply by max(1, abs(x0) because if x0 < 1 then their
+        # requested step is not used.
+        abs_step = rel_step * sign_x0 * np.abs(x0)
+
+        # however we don't want an abs_step of 0, which can happen if
+        # rel_step is 0, or x0 is 0. Instead, substitute a realistic step
+        dx = ((x0 + abs_step) - x0)
+        abs_step = np.where(dx == 0,
+                            rstep * sign_x0 * np.maximum(1.0, np.abs(x0)),
+                            abs_step)
+
+    return abs_step
+
+
+def _prepare_bounds(bounds, x0):
+    """
+    Prepares new-style bounds from a two-tuple specifying the lower and upper
+    limits for values in x0. If a value is not bound then the lower/upper bound
+    will be expected to be -np.inf/np.inf.
+
+    Examples
+    --------
+    >>> _prepare_bounds([(0, 1, 2), (1, 2, np.inf)], [0.5, 1.5, 2.5])
+    (array([0., 1., 2.]), array([ 1.,  2., inf]))
+    """
+    lb, ub = (np.asarray(b, dtype=float) for b in bounds)
+    if lb.ndim == 0:
+        lb = np.resize(lb, x0.shape)
+
+    if ub.ndim == 0:
+        ub = np.resize(ub, x0.shape)
+
+    return lb, ub
+
+
+def group_columns(A, order=0):
+    """Group columns of a 2-D matrix for sparse finite differencing [1]_.
+
+    Two columns are in the same group if in each row at least one of them
+    has zero. A greedy sequential algorithm is used to construct groups.
+
+    Parameters
+    ----------
+    A : array_like or sparse matrix, shape (m, n)
+        Matrix of which to group columns.
+    order : int, iterable of int with shape (n,) or None
+        Permutation array which defines the order of columns enumeration.
+        If int or None, a random permutation is used with `order` used as
+        a random seed. Default is 0, that is use a random permutation but
+        guarantee repeatability.
+
+    Returns
+    -------
+    groups : ndarray of int, shape (n,)
+        Contains values from 0 to n_groups-1, where n_groups is the number
+        of found groups. Each value ``groups[i]`` is an index of a group to
+        which ith column assigned. The procedure was helpful only if
+        n_groups is significantly less than n.
+
+    References
+    ----------
+    .. [1] 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 (1974), pp. 117-120.
+    """
+    if issparse(A):
+        A = csc_matrix(A)
+    else:
+        A = np.atleast_2d(A)
+        A = (A != 0).astype(np.int32)
+
+    if A.ndim != 2:
+        raise ValueError("`A` must be 2-dimensional.")
+
+    m, n = A.shape
+
+    if order is None or np.isscalar(order):
+        rng = np.random.RandomState(order)
+        order = rng.permutation(n)
+    else:
+        order = np.asarray(order)
+        if order.shape != (n,):
+            raise ValueError("`order` has incorrect shape.")
+
+    A = A[:, order]
+
+    if issparse(A):
+        groups = group_sparse(m, n, A.indices, A.indptr)
+    else:
+        groups = group_dense(m, n, A)
+
+    groups[order] = groups.copy()
+
+    return groups
+
+
+def approx_derivative(fun, x0, method='3-point', rel_step=None, abs_step=None,
+                      f0=None, bounds=(-np.inf, np.inf), sparsity=None,
+                      as_linear_operator=False, args=(), kwargs={}):
+    """Compute finite difference approximation of the derivatives of a
+    vector-valued function.
+
+    If a function maps from R^n to R^m, its derivatives form m-by-n matrix
+    called the Jacobian, where an element (i, j) is a partial derivative of
+    f[i] with respect to x[j].
+
+    Parameters
+    ----------
+    fun : callable
+        Function of which to estimate the derivatives. The argument x
+        passed to this function is ndarray of shape (n,) (never a scalar
+        even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
+    x0 : array_like of shape (n,) or float
+        Point at which to estimate the derivatives. Float will be converted
+        to a 1-D array.
+    method : {'3-point', '2-point', 'cs'}, optional
+        Finite difference method to use:
+            - '2-point' - use the first order accuracy forward or backward
+                          difference.
+            - '3-point' - use central difference in interior points and the
+                          second order accuracy forward or backward difference
+                          near the boundary.
+            - 'cs' - use a complex-step finite difference scheme. This assumes
+                     that the user function is real-valued and can be
+                     analytically continued to the complex plane. Otherwise,
+                     produces bogus results.
+    rel_step : None or array_like, optional
+        Relative step size to use. If None (default) the absolute step size is
+        computed as ``h = rel_step * sign(x0) * max(1, abs(x0))``, with
+        `rel_step` being selected automatically, see Notes. Otherwise
+        ``h = rel_step * sign(x0) * abs(x0)``. For ``method='3-point'`` the
+        sign of `h` is ignored. The calculated step size is possibly adjusted
+        to fit into the bounds.
+    abs_step : array_like, optional
+        Absolute step size to use, possibly adjusted to fit into the bounds.
+        For ``method='3-point'`` the sign of `abs_step` is ignored. By default
+        relative steps are used, only if ``abs_step is not None`` are absolute
+        steps used.
+    f0 : None or array_like, optional
+        If not None it is assumed to be equal to ``fun(x0)``, in this case
+        the ``fun(x0)`` is not called. Default is None.
+    bounds : tuple of array_like, optional
+        Lower and upper bounds on independent variables. Defaults to no bounds.
+        Each bound must match the size of `x0` or be a scalar, in the latter
+        case the bound will be the same for all variables. Use it to limit the
+        range of function evaluation. Bounds checking is not implemented
+        when `as_linear_operator` is True.
+    sparsity : {None, array_like, sparse matrix, 2-tuple}, optional
+        Defines a sparsity structure of the Jacobian matrix. If the Jacobian
+        matrix is known to have only few non-zero elements in each row, then
+        it's possible to estimate its several columns by a single function
+        evaluation [3]_. To perform such economic computations two ingredients
+        are required:
+
+        * structure : array_like or sparse matrix of shape (m, n). A zero
+          element means that a corresponding element of the Jacobian
+          identically equals to zero.
+        * groups : array_like of shape (n,). A column grouping for a given
+          sparsity structure, use `group_columns` to obtain it.
+
+        A single array or a sparse matrix is interpreted as a sparsity
+        structure, and groups are computed inside the function. A tuple is
+        interpreted as (structure, groups). If None (default), a standard
+        dense differencing will be used.
+
+        Note, that sparse differencing makes sense only for large Jacobian
+        matrices where each row contains few non-zero elements.
+    as_linear_operator : bool, optional
+        When True the function returns an `scipy.sparse.linalg.LinearOperator`.
+        Otherwise it returns a dense array or a sparse matrix depending on
+        `sparsity`. The linear operator provides an efficient way of computing
+        ``J.dot(p)`` for any vector ``p`` of shape (n,), but does not allow
+        direct access to individual elements of the matrix. By default
+        `as_linear_operator` is False.
+    args, kwargs : tuple and dict, optional
+        Additional arguments passed to `fun`. Both empty by default.
+        The calling signature is ``fun(x, *args, **kwargs)``.
+
+    Returns
+    -------
+    J : {ndarray, sparse matrix, LinearOperator}
+        Finite difference approximation of the Jacobian matrix.
+        If `as_linear_operator` is True returns a LinearOperator
+        with shape (m, n). Otherwise it returns a dense array or sparse
+        matrix depending on how `sparsity` is defined. If `sparsity`
+        is None then a ndarray with shape (m, n) is returned. If
+        `sparsity` is not None returns a csr_matrix with shape (m, n).
+        For sparse matrices and linear operators it is always returned as
+        a 2-D structure, for ndarrays, if m=1 it is returned
+        as a 1-D gradient array with shape (n,).
+
+    See Also
+    --------
+    check_derivative : Check correctness of a function computing derivatives.
+
+    Notes
+    -----
+    If `rel_step` is not provided, it assigned as ``EPS**(1/s)``, where EPS is
+    determined from the smallest floating point dtype of `x0` or `fun(x0)`,
+    ``np.finfo(x0.dtype).eps``, s=2 for '2-point' method and
+    s=3 for '3-point' method. Such relative step approximately minimizes a sum
+    of truncation and round-off errors, see [1]_. Relative steps are used by
+    default. However, absolute steps are used when ``abs_step is not None``.
+    If any of the absolute or relative steps produces an indistinguishable
+    difference from the original `x0`, ``(x0 + dx) - x0 == 0``, then a
+    automatic step size is substituted for that particular entry.
+
+    A finite difference scheme for '3-point' method is selected automatically.
+    The well-known central difference scheme is used for points sufficiently
+    far from the boundary, and 3-point forward or backward scheme is used for
+    points near the boundary. Both schemes have the second-order accuracy in
+    terms of Taylor expansion. Refer to [2]_ for the formulas of 3-point
+    forward and backward difference schemes.
+
+    For dense differencing when m=1 Jacobian is returned with a shape (n,),
+    on the other hand when n=1 Jacobian is returned with a shape (m, 1).
+    Our motivation is the following: a) It handles a case of gradient
+    computation (m=1) in a conventional way. b) It clearly separates these two
+    different cases. b) In all cases np.atleast_2d can be called to get 2-D
+    Jacobian with correct dimensions.
+
+    References
+    ----------
+    .. [1] W. H. Press et. al. "Numerical Recipes. The Art of Scientific
+           Computing. 3rd edition", sec. 5.7.
+
+    .. [2] 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 (1974), pp. 117-120.
+
+    .. [3] B. Fornberg, "Generation of Finite Difference Formulas on
+           Arbitrarily Spaced Grids", Mathematics of Computation 51, 1988.
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize._numdiff import approx_derivative
+    >>>
+    >>> def f(x, c1, c2):
+    ...     return np.array([x[0] * np.sin(c1 * x[1]),
+    ...                      x[0] * np.cos(c2 * x[1])])
+    ...
+    >>> x0 = np.array([1.0, 0.5 * np.pi])
+    >>> approx_derivative(f, x0, args=(1, 2))
+    array([[ 1.,  0.],
+           [-1.,  0.]])
+
+    Bounds can be used to limit the region of function evaluation.
+    In the example below we compute left and right derivative at point 1.0.
+
+    >>> def g(x):
+    ...     return x**2 if x >= 1 else x
+    ...
+    >>> x0 = 1.0
+    >>> approx_derivative(g, x0, bounds=(-np.inf, 1.0))
+    array([ 1.])
+    >>> approx_derivative(g, x0, bounds=(1.0, np.inf))
+    array([ 2.])
+    """
+    if method not in ['2-point', '3-point', 'cs']:
+        raise ValueError("Unknown method '%s'. " % method)
+
+    xp = array_namespace(x0)
+    _x = atleast_nd(x0, ndim=1, xp=xp)
+    _dtype = xp.float64
+    if xp.isdtype(_x.dtype, "real floating"):
+        _dtype = _x.dtype
+
+    # promotes to floating
+    x0 = xp.astype(_x, _dtype)
+
+    if x0.ndim > 1:
+        raise ValueError("`x0` must have at most 1 dimension.")
+
+    lb, ub = _prepare_bounds(bounds, x0)
+
+    if lb.shape != x0.shape or ub.shape != x0.shape:
+        raise ValueError("Inconsistent shapes between bounds and `x0`.")
+
+    if as_linear_operator and not (np.all(np.isinf(lb))
+                                   and np.all(np.isinf(ub))):
+        raise ValueError("Bounds not supported when "
+                         "`as_linear_operator` is True.")
+
+    def fun_wrapped(x):
+        # send user function same fp type as x0. (but only if cs is not being
+        # used
+        if xp.isdtype(x.dtype, "real floating"):
+            x = xp.astype(x, x0.dtype)
+
+        f = np.atleast_1d(fun(x, *args, **kwargs))
+        if f.ndim > 1:
+            raise RuntimeError("`fun` return value has "
+                               "more than 1 dimension.")
+        return f
+
+    if f0 is None:
+        f0 = fun_wrapped(x0)
+    else:
+        f0 = np.atleast_1d(f0)
+        if f0.ndim > 1:
+            raise ValueError("`f0` passed has more than 1 dimension.")
+
+    if np.any((x0 < lb) | (x0 > ub)):
+        raise ValueError("`x0` violates bound constraints.")
+
+    if as_linear_operator:
+        if rel_step is None:
+            rel_step = _eps_for_method(x0.dtype, f0.dtype, method)
+
+        return _linear_operator_difference(fun_wrapped, x0,
+                                           f0, rel_step, method)
+    else:
+        # by default we use rel_step
+        if abs_step is None:
+            h = _compute_absolute_step(rel_step, x0, f0, method)
+        else:
+            # user specifies an absolute step
+            sign_x0 = (x0 >= 0).astype(float) * 2 - 1
+            h = abs_step
+
+            # cannot have a zero step. This might happen if x0 is very large
+            # or small. In which case fall back to relative step.
+            dx = ((x0 + h) - x0)
+            h = np.where(dx == 0,
+                         _eps_for_method(x0.dtype, f0.dtype, method) *
+                         sign_x0 * np.maximum(1.0, np.abs(x0)),
+                         h)
+
+        if method == '2-point':
+            h, use_one_sided = _adjust_scheme_to_bounds(
+                x0, h, 1, '1-sided', lb, ub)
+        elif method == '3-point':
+            h, use_one_sided = _adjust_scheme_to_bounds(
+                x0, h, 1, '2-sided', lb, ub)
+        elif method == 'cs':
+            use_one_sided = False
+
+        if sparsity is None:
+            return _dense_difference(fun_wrapped, x0, f0, h,
+                                     use_one_sided, method)
+        else:
+            if not issparse(sparsity) and len(sparsity) == 2:
+                structure, groups = sparsity
+            else:
+                structure = sparsity
+                groups = group_columns(sparsity)
+
+            if issparse(structure):
+                structure = csc_matrix(structure)
+            else:
+                structure = np.atleast_2d(structure)
+
+            groups = np.atleast_1d(groups)
+            return _sparse_difference(fun_wrapped, x0, f0, h,
+                                      use_one_sided, structure,
+                                      groups, method)
+
+
+def _linear_operator_difference(fun, x0, f0, h, method):
+    m = f0.size
+    n = x0.size
+
+    if method == '2-point':
+        def matvec(p):
+            if np.array_equal(p, np.zeros_like(p)):
+                return np.zeros(m)
+            dx = h / norm(p)
+            x = x0 + dx*p
+            df = fun(x) - f0
+            return df / dx
+
+    elif method == '3-point':
+        def matvec(p):
+            if np.array_equal(p, np.zeros_like(p)):
+                return np.zeros(m)
+            dx = 2*h / norm(p)
+            x1 = x0 - (dx/2)*p
+            x2 = x0 + (dx/2)*p
+            f1 = fun(x1)
+            f2 = fun(x2)
+            df = f2 - f1
+            return df / dx
+
+    elif method == 'cs':
+        def matvec(p):
+            if np.array_equal(p, np.zeros_like(p)):
+                return np.zeros(m)
+            dx = h / norm(p)
+            x = x0 + dx*p*1.j
+            f1 = fun(x)
+            df = f1.imag
+            return df / dx
+
+    else:
+        raise RuntimeError("Never be here.")
+
+    return LinearOperator((m, n), matvec)
+
+
+def _dense_difference(fun, x0, f0, h, use_one_sided, method):
+    m = f0.size
+    n = x0.size
+    J_transposed = np.empty((n, m))
+    h_vecs = np.diag(h)
+
+    for i in range(h.size):
+        if method == '2-point':
+            x = x0 + h_vecs[i]
+            dx = x[i] - x0[i]  # Recompute dx as exactly representable number.
+            df = fun(x) - f0
+        elif method == '3-point' and use_one_sided[i]:
+            x1 = x0 + h_vecs[i]
+            x2 = x0 + 2 * h_vecs[i]
+            dx = x2[i] - x0[i]
+            f1 = fun(x1)
+            f2 = fun(x2)
+            df = -3.0 * f0 + 4 * f1 - f2
+        elif method == '3-point' and not use_one_sided[i]:
+            x1 = x0 - h_vecs[i]
+            x2 = x0 + h_vecs[i]
+            dx = x2[i] - x1[i]
+            f1 = fun(x1)
+            f2 = fun(x2)
+            df = f2 - f1
+        elif method == 'cs':
+            f1 = fun(x0 + h_vecs[i]*1.j)
+            df = f1.imag
+            dx = h_vecs[i, i]
+        else:
+            raise RuntimeError("Never be here.")
+
+        J_transposed[i] = df / dx
+
+    if m == 1:
+        J_transposed = np.ravel(J_transposed)
+
+    return J_transposed.T
+
+
+def _sparse_difference(fun, x0, f0, h, use_one_sided,
+                       structure, groups, method):
+    m = f0.size
+    n = x0.size
+    row_indices = []
+    col_indices = []
+    fractions = []
+
+    n_groups = np.max(groups) + 1
+    for group in range(n_groups):
+        # Perturb variables which are in the same group simultaneously.
+        e = np.equal(group, groups)
+        h_vec = h * e
+        if method == '2-point':
+            x = x0 + h_vec
+            dx = x - x0
+            df = fun(x) - f0
+            # The result is  written to columns which correspond to perturbed
+            # variables.
+            cols, = np.nonzero(e)
+            # Find all non-zero elements in selected columns of Jacobian.
+            i, j, _ = find(structure[:, cols])
+            # Restore column indices in the full array.
+            j = cols[j]
+        elif method == '3-point':
+            # Here we do conceptually the same but separate one-sided
+            # and two-sided schemes.
+            x1 = x0.copy()
+            x2 = x0.copy()
+
+            mask_1 = use_one_sided & e
+            x1[mask_1] += h_vec[mask_1]
+            x2[mask_1] += 2 * h_vec[mask_1]
+
+            mask_2 = ~use_one_sided & e
+            x1[mask_2] -= h_vec[mask_2]
+            x2[mask_2] += h_vec[mask_2]
+
+            dx = np.zeros(n)
+            dx[mask_1] = x2[mask_1] - x0[mask_1]
+            dx[mask_2] = x2[mask_2] - x1[mask_2]
+
+            f1 = fun(x1)
+            f2 = fun(x2)
+
+            cols, = np.nonzero(e)
+            i, j, _ = find(structure[:, cols])
+            j = cols[j]
+
+            mask = use_one_sided[j]
+            df = np.empty(m)
+
+            rows = i[mask]
+            df[rows] = -3 * f0[rows] + 4 * f1[rows] - f2[rows]
+
+            rows = i[~mask]
+            df[rows] = f2[rows] - f1[rows]
+        elif method == 'cs':
+            f1 = fun(x0 + h_vec*1.j)
+            df = f1.imag
+            dx = h_vec
+            cols, = np.nonzero(e)
+            i, j, _ = find(structure[:, cols])
+            j = cols[j]
+        else:
+            raise ValueError("Never be here.")
+
+        # All that's left is to compute the fraction. We store i, j and
+        # fractions as separate arrays and later construct coo_matrix.
+        row_indices.append(i)
+        col_indices.append(j)
+        fractions.append(df[i] / dx[j])
+
+    row_indices = np.hstack(row_indices)
+    col_indices = np.hstack(col_indices)
+    fractions = np.hstack(fractions)
+    J = coo_matrix((fractions, (row_indices, col_indices)), shape=(m, n))
+    return csr_matrix(J)
+
+
+def check_derivative(fun, jac, x0, bounds=(-np.inf, np.inf), args=(),
+                     kwargs={}):
+    """Check correctness of a function computing derivatives (Jacobian or
+    gradient) by comparison with a finite difference approximation.
+
+    Parameters
+    ----------
+    fun : callable
+        Function of which to estimate the derivatives. The argument x
+        passed to this function is ndarray of shape (n,) (never a scalar
+        even if n=1). It must return 1-D array_like of shape (m,) or a scalar.
+    jac : callable
+        Function which computes Jacobian matrix of `fun`. It must work with
+        argument x the same way as `fun`. The return value must be array_like
+        or sparse matrix with an appropriate shape.
+    x0 : array_like of shape (n,) or float
+        Point at which to estimate the derivatives. Float will be converted
+        to 1-D array.
+    bounds : 2-tuple of array_like, optional
+        Lower and upper bounds on independent variables. Defaults to no bounds.
+        Each bound must match the size of `x0` or be a scalar, in the latter
+        case the bound will be the same for all variables. Use it to limit the
+        range of function evaluation.
+    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
+    -------
+    accuracy : float
+        The maximum among all relative errors for elements with absolute values
+        higher than 1 and absolute errors for elements with absolute values
+        less or equal than 1. If `accuracy` is on the order of 1e-6 or lower,
+        then it is likely that your `jac` implementation is correct.
+
+    See Also
+    --------
+    approx_derivative : Compute finite difference approximation of derivative.
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize._numdiff import check_derivative
+    >>>
+    >>>
+    >>> def f(x, c1, c2):
+    ...     return np.array([x[0] * np.sin(c1 * x[1]),
+    ...                      x[0] * np.cos(c2 * x[1])])
+    ...
+    >>> def jac(x, c1, c2):
+    ...     return np.array([
+    ...         [np.sin(c1 * x[1]),  c1 * x[0] * np.cos(c1 * x[1])],
+    ...         [np.cos(c2 * x[1]), -c2 * x[0] * np.sin(c2 * x[1])]
+    ...     ])
+    ...
+    >>>
+    >>> x0 = np.array([1.0, 0.5 * np.pi])
+    >>> check_derivative(f, jac, x0, args=(1, 2))
+    2.4492935982947064e-16
+    """
+    J_to_test = jac(x0, *args, **kwargs)
+    if issparse(J_to_test):
+        J_diff = approx_derivative(fun, x0, bounds=bounds, sparsity=J_to_test,
+                                   args=args, kwargs=kwargs)
+        J_to_test = csr_matrix(J_to_test)
+        abs_err = J_to_test - J_diff
+        i, j, abs_err_data = find(abs_err)
+        J_diff_data = np.asarray(J_diff[i, j]).ravel()
+        return np.max(np.abs(abs_err_data) /
+                      np.maximum(1, np.abs(J_diff_data)))
+    else:
+        J_diff = approx_derivative(fun, x0, bounds=bounds,
+                                   args=args, kwargs=kwargs)
+        abs_err = np.abs(J_to_test - J_diff)
+        return np.max(abs_err / np.maximum(1, np.abs(J_diff)))

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

@@ -0,0 +1,711 @@
+"""
+Unified interfaces to root finding algorithms.
+
+Functions
+---------
+- root : find a root of a vector function.
+"""
+__all__ = ['root']
+
+import numpy as np
+
+from warnings import warn
+
+from ._optimize import MemoizeJac, OptimizeResult, _check_unknown_options
+from ._minpack_py import _root_hybr, leastsq
+from ._spectral import _root_df_sane
+from . import _nonlin as nonlin
+
+
+ROOT_METHODS = ['hybr', 'lm', 'broyden1', 'broyden2', 'anderson',
+                'linearmixing', 'diagbroyden', 'excitingmixing', 'krylov',
+                'df-sane']
+
+
+def root(fun, x0, args=(), method='hybr', jac=None, tol=None, callback=None,
+         options=None):
+    r"""
+    Find a root of a vector function.
+
+    Parameters
+    ----------
+    fun : callable
+        A vector function to find a root of.
+    x0 : ndarray
+        Initial guess.
+    args : tuple, optional
+        Extra arguments passed to the objective function and its Jacobian.
+    method : str, optional
+        Type of solver. Should be one of
+
+            - 'hybr'             :ref:`(see here) <optimize.root-hybr>`
+            - 'lm'               :ref:`(see here) <optimize.root-lm>`
+            - 'broyden1'         :ref:`(see here) <optimize.root-broyden1>`
+            - 'broyden2'         :ref:`(see here) <optimize.root-broyden2>`
+            - 'anderson'         :ref:`(see here) <optimize.root-anderson>`
+            - 'linearmixing'     :ref:`(see here) <optimize.root-linearmixing>`
+            - 'diagbroyden'      :ref:`(see here) <optimize.root-diagbroyden>`
+            - 'excitingmixing'   :ref:`(see here) <optimize.root-excitingmixing>`
+            - 'krylov'           :ref:`(see here) <optimize.root-krylov>`
+            - 'df-sane'          :ref:`(see here) <optimize.root-dfsane>`
+
+    jac : bool or callable, optional
+        If `jac` is a Boolean and is True, `fun` is assumed to return the
+        value of Jacobian along with the objective function. If False, the
+        Jacobian will be estimated numerically.
+        `jac` can also be a callable returning the Jacobian of `fun`. In
+        this case, it must accept the same arguments as `fun`.
+    tol : float, optional
+        Tolerance for termination. For detailed control, use solver-specific
+        options.
+    callback : function, optional
+        Optional callback function. It is called on every iteration as
+        ``callback(x, f)`` where `x` is the current solution and `f`
+        the corresponding residual. For all methods but 'hybr' and 'lm'.
+    options : dict, optional
+        A dictionary of solver options. E.g., `xtol` or `maxiter`, see
+        :obj:`show_options()` for details.
+
+    Returns
+    -------
+    sol : OptimizeResult
+        The solution represented as a ``OptimizeResult`` object.
+        Important attributes are: ``x`` the solution array, ``success`` a
+        Boolean flag indicating if the algorithm exited successfully and
+        ``message`` which describes the cause of the termination. See
+        `OptimizeResult` for a description of other attributes.
+
+    See also
+    --------
+    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 *hybr*.
+
+    Method *hybr* uses a modification of the Powell hybrid method as
+    implemented in MINPACK [1]_.
+
+    Method *lm* solves the system of nonlinear equations in a least squares
+    sense using a modification of the Levenberg-Marquardt algorithm as
+    implemented in MINPACK [1]_.
+
+    Method *df-sane* is a derivative-free spectral method. [3]_
+
+    Methods *broyden1*, *broyden2*, *anderson*, *linearmixing*,
+    *diagbroyden*, *excitingmixing*, *krylov* are inexact Newton methods,
+    with backtracking or full line searches [2]_. Each method corresponds
+    to a particular Jacobian approximations.
+
+    - Method *broyden1* uses Broyden's first Jacobian approximation, it is
+      known as Broyden's good method.
+    - Method *broyden2* uses Broyden's second Jacobian approximation, it
+      is known as Broyden's bad method.
+    - Method *anderson* uses (extended) Anderson mixing.
+    - Method *Krylov* uses Krylov approximation for inverse Jacobian. It
+      is suitable for large-scale problem.
+    - Method *diagbroyden* uses diagonal Broyden Jacobian approximation.
+    - Method *linearmixing* uses a scalar Jacobian approximation.
+    - Method *excitingmixing* uses a tuned diagonal Jacobian
+      approximation.
+
+    .. warning::
+
+        The algorithms implemented for methods *diagbroyden*,
+        *linearmixing* and *excitingmixing* may be useful for specific
+        problems, but whether they will work may depend strongly on the
+        problem.
+
+    .. versionadded:: 0.11.0
+
+    References
+    ----------
+    .. [1] More, Jorge J., Burton S. Garbow, and Kenneth E. Hillstrom.
+       1980. User Guide for MINPACK-1.
+    .. [2] C. T. Kelley. 1995. Iterative Methods for Linear and Nonlinear
+       Equations. Society for Industrial and Applied Mathematics.
+       <https://archive.siam.org/books/kelley/fr16/>
+    .. [3] W. La Cruz, J.M. Martinez, M. Raydan. Math. Comp. 75, 1429 (2006).
+
+    Examples
+    --------
+    The following functions define a system of nonlinear equations and its
+    jacobian.
+
+    >>> import numpy as np
+    >>> def fun(x):
+    ...     return [x[0]  + 0.5 * (x[0] - x[1])**3 - 1.0,
+    ...             0.5 * (x[1] - x[0])**3 + x[1]]
+
+    >>> def jac(x):
+    ...     return np.array([[1 + 1.5 * (x[0] - x[1])**2,
+    ...                       -1.5 * (x[0] - x[1])**2],
+    ...                      [-1.5 * (x[1] - x[0])**2,
+    ...                       1 + 1.5 * (x[1] - x[0])**2]])
+
+    A solution can be obtained as follows.
+
+    >>> from scipy import optimize
+    >>> sol = optimize.root(fun, [0, 0], jac=jac, method='hybr')
+    >>> sol.x
+    array([ 0.8411639,  0.1588361])
+
+    **Large problem**
+
+    Suppose that we needed to solve the following integrodifferential
+    equation on the square :math:`[0,1]\times[0,1]`:
+
+    .. math::
+
+       \nabla^2 P = 10 \left(\int_0^1\int_0^1\cosh(P)\,dx\,dy\right)^2
+
+    with :math:`P(x,1) = 1` and :math:`P=0` elsewhere on the boundary of
+    the square.
+
+    The solution can be found using the ``method='krylov'`` solver:
+
+    >>> from scipy import optimize
+    >>> # parameters
+    >>> nx, ny = 75, 75
+    >>> hx, hy = 1./(nx-1), 1./(ny-1)
+
+    >>> P_left, P_right = 0, 0
+    >>> P_top, P_bottom = 1, 0
+
+    >>> def residual(P):
+    ...    d2x = np.zeros_like(P)
+    ...    d2y = np.zeros_like(P)
+    ...
+    ...    d2x[1:-1] = (P[2:]   - 2*P[1:-1] + P[:-2]) / hx/hx
+    ...    d2x[0]    = (P[1]    - 2*P[0]    + P_left)/hx/hx
+    ...    d2x[-1]   = (P_right - 2*P[-1]   + P[-2])/hx/hx
+    ...
+    ...    d2y[:,1:-1] = (P[:,2:] - 2*P[:,1:-1] + P[:,:-2])/hy/hy
+    ...    d2y[:,0]    = (P[:,1]  - 2*P[:,0]    + P_bottom)/hy/hy
+    ...    d2y[:,-1]   = (P_top   - 2*P[:,-1]   + P[:,-2])/hy/hy
+    ...
+    ...    return d2x + d2y - 10*np.cosh(P).mean()**2
+
+    >>> guess = np.zeros((nx, ny), float)
+    >>> sol = optimize.root(residual, guess, method='krylov')
+    >>> print('Residual: %g' % abs(residual(sol.x)).max())
+    Residual: 5.7972e-06  # may vary
+
+    >>> import matplotlib.pyplot as plt
+    >>> x, y = np.mgrid[0:1:(nx*1j), 0:1:(ny*1j)]
+    >>> plt.pcolormesh(x, y, sol.x, shading='gouraud')
+    >>> plt.colorbar()
+    >>> plt.show()
+
+    """
+    if not isinstance(args, tuple):
+        args = (args,)
+
+    meth = method.lower()
+    if options is None:
+        options = {}
+
+    if callback is not None and meth in ('hybr', 'lm'):
+        warn('Method %s does not accept callback.' % method,
+             RuntimeWarning, stacklevel=2)
+
+    # fun also returns the Jacobian
+    if not callable(jac) and meth in ('hybr', 'lm'):
+        if bool(jac):
+            fun = MemoizeJac(fun)
+            jac = fun.derivative
+        else:
+            jac = None
+
+    # set default tolerances
+    if tol is not None:
+        options = dict(options)
+        if meth in ('hybr', 'lm'):
+            options.setdefault('xtol', tol)
+        elif meth in ('df-sane',):
+            options.setdefault('ftol', tol)
+        elif meth in ('broyden1', 'broyden2', 'anderson', 'linearmixing',
+                      'diagbroyden', 'excitingmixing', 'krylov'):
+            options.setdefault('xtol', tol)
+            options.setdefault('xatol', np.inf)
+            options.setdefault('ftol', np.inf)
+            options.setdefault('fatol', np.inf)
+
+    if meth == 'hybr':
+        sol = _root_hybr(fun, x0, args=args, jac=jac, **options)
+    elif meth == 'lm':
+        sol = _root_leastsq(fun, x0, args=args, jac=jac, **options)
+    elif meth == 'df-sane':
+        _warn_jac_unused(jac, method)
+        sol = _root_df_sane(fun, x0, args=args, callback=callback,
+                            **options)
+    elif meth in ('broyden1', 'broyden2', 'anderson', 'linearmixing',
+                  'diagbroyden', 'excitingmixing', 'krylov'):
+        _warn_jac_unused(jac, method)
+        sol = _root_nonlin_solve(fun, x0, args=args, jac=jac,
+                                 _method=meth, _callback=callback,
+                                 **options)
+    else:
+        raise ValueError('Unknown solver %s' % method)
+
+    return sol
+
+
+def _warn_jac_unused(jac, method):
+    if jac is not None:
+        warn(f'Method {method} does not use the jacobian (jac).',
+             RuntimeWarning, stacklevel=2)
+
+
+def _root_leastsq(fun, x0, args=(), jac=None,
+                  col_deriv=0, xtol=1.49012e-08, ftol=1.49012e-08,
+                  gtol=0.0, maxiter=0, eps=0.0, factor=100, diag=None,
+                  **unknown_options):
+    """
+    Solve for least squares with Levenberg-Marquardt
+
+    Options
+    -------
+    col_deriv : bool
+        non-zero to specify that the Jacobian function computes derivatives
+        down the columns (faster, because there is no transpose operation).
+    ftol : float
+        Relative error desired in the sum of squares.
+    xtol : float
+        Relative error desired in the approximate solution.
+    gtol : float
+        Orthogonality desired between the function vector and the columns
+        of the Jacobian.
+    maxiter : int
+        The maximum number of calls to the function. If zero, then
+        100*(N+1) is the maximum where N is the number of elements in x0.
+    epsfcn : float
+        A suitable step length for the forward-difference approximation of
+        the Jacobian (for Dfun=None). If epsfcn is less than the machine
+        precision, it is assumed that the relative errors in the functions
+        are of the order of the machine precision.
+    factor : float
+        A parameter determining the initial step bound
+        (``factor * || diag * x||``). Should be in interval ``(0.1, 100)``.
+    diag : sequence
+        N positive entries that serve as a scale factors for the variables.
+    """
+
+    _check_unknown_options(unknown_options)
+    x, cov_x, info, msg, ier = leastsq(fun, x0, args=args, Dfun=jac,
+                                       full_output=True,
+                                       col_deriv=col_deriv, xtol=xtol,
+                                       ftol=ftol, gtol=gtol,
+                                       maxfev=maxiter, epsfcn=eps,
+                                       factor=factor, diag=diag)
+    sol = OptimizeResult(x=x, message=msg, status=ier,
+                         success=ier in (1, 2, 3, 4), cov_x=cov_x,
+                         fun=info.pop('fvec'), method="lm")
+    sol.update(info)
+    return sol
+
+
+def _root_nonlin_solve(fun, x0, args=(), jac=None,
+                       _callback=None, _method=None,
+                       nit=None, disp=False, maxiter=None,
+                       ftol=None, fatol=None, xtol=None, xatol=None,
+                       tol_norm=None, line_search='armijo', jac_options=None,
+                       **unknown_options):
+    _check_unknown_options(unknown_options)
+
+    f_tol = fatol
+    f_rtol = ftol
+    x_tol = xatol
+    x_rtol = xtol
+    verbose = disp
+    if jac_options is None:
+        jac_options = dict()
+
+    jacobian = {'broyden1': nonlin.BroydenFirst,
+                'broyden2': nonlin.BroydenSecond,
+                'anderson': nonlin.Anderson,
+                'linearmixing': nonlin.LinearMixing,
+                'diagbroyden': nonlin.DiagBroyden,
+                'excitingmixing': nonlin.ExcitingMixing,
+                'krylov': nonlin.KrylovJacobian
+                }[_method]
+
+    if args:
+        if jac is True:
+            def f(x):
+                return fun(x, *args)[0]
+        else:
+            def f(x):
+                return fun(x, *args)
+    else:
+        f = fun
+
+    x, info = nonlin.nonlin_solve(f, x0, jacobian=jacobian(**jac_options),
+                                  iter=nit, verbose=verbose,
+                                  maxiter=maxiter, f_tol=f_tol,
+                                  f_rtol=f_rtol, x_tol=x_tol,
+                                  x_rtol=x_rtol, tol_norm=tol_norm,
+                                  line_search=line_search,
+                                  callback=_callback, full_output=True,
+                                  raise_exception=False)
+    sol = OptimizeResult(x=x, method=_method)
+    sol.update(info)
+    return sol
+
+def _root_broyden1_doc():
+    """
+    Options
+    -------
+    nit : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    disp : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make.
+    ftol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    fatol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    xtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    xatol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in
+        the direction given by the Jacobian approximation. Defaults to
+        'armijo'.
+    jac_options : dict, optional
+        Options for the respective Jacobian approximation.
+            alpha : float, optional
+                Initial guess for the Jacobian is (-1/alpha).
+            reduction_method : str or tuple, optional
+                Method used in ensuring that the rank of the Broyden
+                matrix stays low. Can either be a string giving the
+                name of the method, or a tuple of the form ``(method,
+                param1, param2, ...)`` that gives the name of the
+                method and values for additional parameters.
+
+                Methods available:
+
+                    - ``restart``
+                        Drop all matrix columns. Has no
+                        extra parameters.
+                    - ``simple``
+                        Drop oldest matrix column. Has no
+                        extra parameters.
+                    - ``svd``
+                        Keep only the most significant SVD
+                        components.
+
+                        Extra parameters:
+
+                            - ``to_retain``
+                                Number of SVD components to
+                                retain when rank reduction is done.
+                                Default is ``max_rank - 2``.
+            max_rank : int, optional
+                Maximum rank for the Broyden matrix.
+                Default is infinity (i.e., no rank reduction).
+
+    Examples
+    --------
+    >>> def func(x):
+    ...     return np.cos(x) + x[::-1] - [1, 2, 3, 4]
+    ...
+    >>> from scipy import optimize
+    >>> res = optimize.root(func, [1, 1, 1, 1], method='broyden1', tol=1e-14)
+    >>> x = res.x
+    >>> x
+    array([4.04674914, 3.91158389, 2.71791677, 1.61756251])
+    >>> np.cos(x) + x[::-1]
+    array([1., 2., 3., 4.])
+
+    """
+    pass
+
+def _root_broyden2_doc():
+    """
+    Options
+    -------
+    nit : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    disp : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make.
+    ftol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    fatol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    xtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    xatol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in
+        the direction given by the Jacobian approximation. Defaults to
+        'armijo'.
+    jac_options : dict, optional
+        Options for the respective Jacobian approximation.
+
+        alpha : float, optional
+            Initial guess for the Jacobian is (-1/alpha).
+        reduction_method : str or tuple, optional
+            Method used in ensuring that the rank of the Broyden
+            matrix stays low. Can either be a string giving the
+            name of the method, or a tuple of the form ``(method,
+            param1, param2, ...)`` that gives the name of the
+            method and values for additional parameters.
+
+            Methods available:
+
+                - ``restart``
+                    Drop all matrix columns. Has no
+                    extra parameters.
+                - ``simple``
+                    Drop oldest matrix column. Has no
+                    extra parameters.
+                - ``svd``
+                    Keep only the most significant SVD
+                    components.
+
+                    Extra parameters:
+
+                        - ``to_retain``
+                            Number of SVD components to
+                            retain when rank reduction is done.
+                            Default is ``max_rank - 2``.
+        max_rank : int, optional
+            Maximum rank for the Broyden matrix.
+            Default is infinity (i.e., no rank reduction).
+    """
+    pass
+
+def _root_anderson_doc():
+    """
+    Options
+    -------
+    nit : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    disp : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make.
+    ftol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    fatol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    xtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    xatol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in
+        the direction given by the Jacobian approximation. Defaults to
+        'armijo'.
+    jac_options : dict, optional
+        Options for the respective Jacobian approximation.
+
+        alpha : float, optional
+            Initial guess for the Jacobian is (-1/alpha).
+        M : float, optional
+            Number of previous vectors to retain. Defaults to 5.
+        w0 : float, optional
+            Regularization parameter for numerical stability.
+            Compared to unity, good values of the order of 0.01.
+    """
+    pass
+
+def _root_linearmixing_doc():
+    """
+    Options
+    -------
+    nit : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    disp : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make.
+    ftol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    fatol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    xtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    xatol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in
+        the direction given by the Jacobian approximation. Defaults to
+        'armijo'.
+    jac_options : dict, optional
+        Options for the respective Jacobian approximation.
+
+        alpha : float, optional
+            initial guess for the jacobian is (-1/alpha).
+    """
+    pass
+
+def _root_diagbroyden_doc():
+    """
+    Options
+    -------
+    nit : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    disp : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make.
+    ftol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    fatol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    xtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    xatol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in
+        the direction given by the Jacobian approximation. Defaults to
+        'armijo'.
+    jac_options : dict, optional
+        Options for the respective Jacobian approximation.
+
+        alpha : float, optional
+            initial guess for the jacobian is (-1/alpha).
+    """
+    pass
+
+def _root_excitingmixing_doc():
+    """
+    Options
+    -------
+    nit : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    disp : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make.
+    ftol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    fatol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    xtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    xatol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in
+        the direction given by the Jacobian approximation. Defaults to
+        'armijo'.
+    jac_options : dict, optional
+        Options for the respective Jacobian approximation.
+
+        alpha : float, optional
+            Initial Jacobian approximation is (-1/alpha).
+        alphamax : float, optional
+            The entries of the diagonal Jacobian are kept in the range
+            ``[alpha, alphamax]``.
+    """
+    pass
+
+def _root_krylov_doc():
+    """
+    Options
+    -------
+    nit : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    disp : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make.
+    ftol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    fatol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    xtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    xatol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in
+        the direction given by the Jacobian approximation. Defaults to
+        'armijo'.
+    jac_options : dict, optional
+        Options for the respective Jacobian approximation.
+
+        rdiff : float, optional
+            Relative step size to use in numerical differentiation.
+        method : str or callable, optional
+            Krylov method to use to approximate the Jacobian.  Can be a string,
+            or a function implementing the same interface as the iterative
+            solvers in `scipy.sparse.linalg`. If a string, needs to be one of:
+            ``'lgmres'``, ``'gmres'``, ``'bicgstab'``, ``'cgs'``, ``'minres'``,
+            ``'tfqmr'``.
+
+            The default is `scipy.sparse.linalg.lgmres`.
+        inner_M : LinearOperator or InverseJacobian
+            Preconditioner for the inner Krylov iteration.
+            Note that you can use also inverse Jacobians as (adaptive)
+            preconditioners. For example,
+
+            >>> jac = BroydenFirst()
+            >>> kjac = KrylovJacobian(inner_M=jac.inverse).
+
+            If the preconditioner has a method named 'update', it will
+            be called as ``update(x, f)`` after each nonlinear step,
+            with ``x`` giving the current point, and ``f`` the current
+            function value.
+        inner_tol, inner_maxiter, ...
+            Parameters to pass on to the "inner" Krylov solver.
+            See `scipy.sparse.linalg.gmres` for details.
+        outer_k : int, optional
+            Size of the subspace kept across LGMRES nonlinear
+            iterations.
+
+            See `scipy.sparse.linalg.lgmres` for details.
+    """
+    pass

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

@@ -0,0 +1,525 @@
+"""
+Unified interfaces to root finding algorithms for real or complex
+scalar functions.
+
+Functions
+---------
+- root : find a root of a scalar function.
+"""
+import numpy as np
+
+from . import _zeros_py as optzeros
+from ._numdiff import approx_derivative
+
+__all__ = ['root_scalar']
+
+ROOT_SCALAR_METHODS = ['bisect', 'brentq', 'brenth', 'ridder', 'toms748',
+                       'newton', 'secant', 'halley']
+
+
+class MemoizeDer:
+    """Decorator that caches the value and derivative(s) of function each
+    time it is called.
+
+    This is a simplistic memoizer that calls and caches a single value
+    of `f(x, *args)`.
+    It assumes that `args` does not change between invocations.
+    It supports the use case of a root-finder where `args` is fixed,
+    `x` changes, and only rarely, if at all, does x assume the same value
+    more than once."""
+    def __init__(self, fun):
+        self.fun = fun
+        self.vals = None
+        self.x = None
+        self.n_calls = 0
+
+    def __call__(self, x, *args):
+        r"""Calculate f or use cached value if available"""
+        # Derivative may be requested before the function itself, always check
+        if self.vals is None or x != self.x:
+            fg = self.fun(x, *args)
+            self.x = x
+            self.n_calls += 1
+            self.vals = fg[:]
+        return self.vals[0]
+
+    def fprime(self, x, *args):
+        r"""Calculate f' or use a cached value if available"""
+        if self.vals is None or x != self.x:
+            self(x, *args)
+        return self.vals[1]
+
+    def fprime2(self, x, *args):
+        r"""Calculate f'' or use a cached value if available"""
+        if self.vals is None or x != self.x:
+            self(x, *args)
+        return self.vals[2]
+
+    def ncalls(self):
+        return self.n_calls
+
+
+def root_scalar(f, args=(), method=None, bracket=None,
+                fprime=None, fprime2=None,
+                x0=None, x1=None,
+                xtol=None, rtol=None, maxiter=None,
+                options=None):
+    """
+    Find a root of a scalar function.
+
+    Parameters
+    ----------
+    f : callable
+        A function to find a root of.
+    args : tuple, optional
+        Extra arguments passed to the objective function and its derivative(s).
+    method : str, optional
+        Type of solver.  Should be one of
+
+            - 'bisect'    :ref:`(see here) <optimize.root_scalar-bisect>`
+            - 'brentq'    :ref:`(see here) <optimize.root_scalar-brentq>`
+            - 'brenth'    :ref:`(see here) <optimize.root_scalar-brenth>`
+            - 'ridder'    :ref:`(see here) <optimize.root_scalar-ridder>`
+            - 'toms748'    :ref:`(see here) <optimize.root_scalar-toms748>`
+            - 'newton'    :ref:`(see here) <optimize.root_scalar-newton>`
+            - 'secant'    :ref:`(see here) <optimize.root_scalar-secant>`
+            - 'halley'    :ref:`(see here) <optimize.root_scalar-halley>`
+
+    bracket: A sequence of 2 floats, optional
+        An interval bracketing a root.  `f(x, *args)` must have different
+        signs at the two endpoints.
+    x0 : float, optional
+        Initial guess.
+    x1 : float, optional
+        A second guess.
+    fprime : bool or callable, optional
+        If `fprime` is a boolean and is True, `f` is assumed to return the
+        value of the objective function and of the derivative.
+        `fprime` can also be a callable returning the derivative of `f`. In
+        this case, it must accept the same arguments as `f`.
+    fprime2 : bool or callable, optional
+        If `fprime2` is a boolean and is True, `f` is assumed to return the
+        value of the objective function and of the
+        first and second derivatives.
+        `fprime2` can also be a callable returning the second derivative of `f`.
+        In this case, it must accept the same arguments as `f`.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    options : dict, optional
+        A dictionary of solver options. E.g., ``k``, see
+        :obj:`show_options()` for details.
+
+    Returns
+    -------
+    sol : RootResults
+        The solution represented as a ``RootResults`` object.
+        Important attributes are: ``root`` the solution , ``converged`` a
+        boolean flag indicating if the algorithm exited successfully and
+        ``flag`` which describes the cause of the termination. See
+        `RootResults` for a description of other attributes.
+
+    See also
+    --------
+    show_options : Additional options accepted by the solvers
+    root : Find a root of a vector function.
+
+    Notes
+    -----
+    This section describes the available solvers that can be selected by the
+    'method' parameter.
+
+    The default is to use the best method available for the situation
+    presented.
+    If a bracket is provided, it may use one of the bracketing methods.
+    If a derivative and an initial value are specified, it may
+    select one of the derivative-based methods.
+    If no method is judged applicable, it will raise an Exception.
+
+    Arguments for each method are as follows (x=required, o=optional).
+
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    |                    method                     | f | args | bracket | x0 | x1 | fprime | fprime2 | xtol | rtol | maxiter | options |
+    +===============================================+===+======+=========+====+====+========+=========+======+======+=========+=========+
+    | :ref:`bisect <optimize.root_scalar-bisect>`   | x |  o   |    x    |    |    |        |         |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    | :ref:`brentq <optimize.root_scalar-brentq>`   | x |  o   |    x    |    |    |        |         |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    | :ref:`brenth <optimize.root_scalar-brenth>`   | x |  o   |    x    |    |    |        |         |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    | :ref:`ridder <optimize.root_scalar-ridder>`   | x |  o   |    x    |    |    |        |         |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    | :ref:`toms748 <optimize.root_scalar-toms748>` | x |  o   |    x    |    |    |        |         |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    | :ref:`secant <optimize.root_scalar-secant>`   | x |  o   |         | x  | o  |        |         |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    | :ref:`newton <optimize.root_scalar-newton>`   | x |  o   |         | x  |    |   o    |         |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+    | :ref:`halley <optimize.root_scalar-halley>`   | x |  o   |         | x  |    |   x    |    x    |  o   |  o   |    o    |   o     |
+    +-----------------------------------------------+---+------+---------+----+----+--------+---------+------+------+---------+---------+
+
+    Examples
+    --------
+
+    Find the root of a simple cubic
+
+    >>> from scipy import optimize
+    >>> def f(x):
+    ...     return (x**3 - 1)  # only one real root at x = 1
+
+    >>> def fprime(x):
+    ...     return 3*x**2
+
+    The `brentq` method takes as input a bracket
+
+    >>> sol = optimize.root_scalar(f, bracket=[0, 3], method='brentq')
+    >>> sol.root, sol.iterations, sol.function_calls
+    (1.0, 10, 11)
+
+    The `newton` method takes as input a single point and uses the
+    derivative(s).
+
+    >>> sol = optimize.root_scalar(f, x0=0.2, fprime=fprime, method='newton')
+    >>> sol.root, sol.iterations, sol.function_calls
+    (1.0, 11, 22)
+
+    The function can provide the value and derivative(s) in a single call.
+
+    >>> def f_p_pp(x):
+    ...     return (x**3 - 1), 3*x**2, 6*x
+
+    >>> sol = optimize.root_scalar(
+    ...     f_p_pp, x0=0.2, fprime=True, method='newton'
+    ... )
+    >>> sol.root, sol.iterations, sol.function_calls
+    (1.0, 11, 11)
+
+    >>> sol = optimize.root_scalar(
+    ...     f_p_pp, x0=0.2, fprime=True, fprime2=True, method='halley'
+    ... )
+    >>> sol.root, sol.iterations, sol.function_calls
+    (1.0, 7, 8)
+
+
+    """  # noqa: E501
+    if not isinstance(args, tuple):
+        args = (args,)
+
+    if options is None:
+        options = {}
+
+    # fun also returns the derivative(s)
+    is_memoized = False
+    if fprime2 is not None and not callable(fprime2):
+        if bool(fprime2):
+            f = MemoizeDer(f)
+            is_memoized = True
+            fprime2 = f.fprime2
+            fprime = f.fprime
+        else:
+            fprime2 = None
+    if fprime is not None and not callable(fprime):
+        if bool(fprime):
+            f = MemoizeDer(f)
+            is_memoized = True
+            fprime = f.fprime
+        else:
+            fprime = None
+
+    # respect solver-specific default tolerances - only pass in if actually set
+    kwargs = {}
+    for k in ['xtol', 'rtol', 'maxiter']:
+        v = locals().get(k)
+        if v is not None:
+            kwargs[k] = v
+
+    # Set any solver-specific options
+    if options:
+        kwargs.update(options)
+    # Always request full_output from the underlying method as _root_scalar
+    # always returns a RootResults object
+    kwargs.update(full_output=True, disp=False)
+
+    # Pick a method if not specified.
+    # Use the "best" method available for the situation.
+    if not method:
+        if bracket:
+            method = 'brentq'
+        elif x0 is not None:
+            if fprime:
+                if fprime2:
+                    method = 'halley'
+                else:
+                    method = 'newton'
+            elif x1 is not None:
+                method = 'secant'
+            else:
+                method = 'newton'
+    if not method:
+        raise ValueError('Unable to select a solver as neither bracket '
+                         'nor starting point provided.')
+
+    meth = method.lower()
+    map2underlying = {'halley': 'newton', 'secant': 'newton'}
+
+    try:
+        methodc = getattr(optzeros, map2underlying.get(meth, meth))
+    except AttributeError as e:
+        raise ValueError('Unknown solver %s' % meth) from e
+
+    if meth in ['bisect', 'ridder', 'brentq', 'brenth', 'toms748']:
+        if not isinstance(bracket, (list, tuple, np.ndarray)):
+            raise ValueError('Bracket needed for %s' % method)
+
+        a, b = bracket[:2]
+        try:
+            r, sol = methodc(f, a, b, args=args, **kwargs)
+        except ValueError as e:
+            # gh-17622 fixed some bugs in low-level solvers by raising an error
+            # (rather than returning incorrect results) when the callable
+            # returns a NaN. It did so by wrapping the callable rather than
+            # modifying compiled code, so the iteration count is not available.
+            if hasattr(e, "_x"):
+                sol = optzeros.RootResults(root=e._x,
+                                           iterations=np.nan,
+                                           function_calls=e._function_calls,
+                                           flag=str(e), method=method)
+            else:
+                raise
+
+    elif meth in ['secant']:
+        if x0 is None:
+            raise ValueError('x0 must not be None for %s' % method)
+        if 'xtol' in kwargs:
+            kwargs['tol'] = kwargs.pop('xtol')
+        r, sol = methodc(f, x0, args=args, fprime=None, fprime2=None,
+                         x1=x1, **kwargs)
+    elif meth in ['newton']:
+        if x0 is None:
+            raise ValueError('x0 must not be None for %s' % method)
+        if not fprime:
+            # approximate fprime with finite differences
+
+            def fprime(x, *args):
+                # `root_scalar` doesn't actually seem to support vectorized
+                # use of `newton`. In that case, `approx_derivative` will
+                # always get scalar input. Nonetheless, it always returns an
+                # array, so we extract the element to produce scalar output.
+                return approx_derivative(f, x, method='2-point', args=args)[0]
+
+        if 'xtol' in kwargs:
+            kwargs['tol'] = kwargs.pop('xtol')
+        r, sol = methodc(f, x0, args=args, fprime=fprime, fprime2=None,
+                         **kwargs)
+    elif meth in ['halley']:
+        if x0 is None:
+            raise ValueError('x0 must not be None for %s' % method)
+        if not fprime:
+            raise ValueError('fprime must be specified for %s' % method)
+        if not fprime2:
+            raise ValueError('fprime2 must be specified for %s' % method)
+        if 'xtol' in kwargs:
+            kwargs['tol'] = kwargs.pop('xtol')
+        r, sol = methodc(f, x0, args=args, fprime=fprime, fprime2=fprime2, **kwargs)
+    else:
+        raise ValueError('Unknown solver %s' % method)
+
+    if is_memoized:
+        # Replace the function_calls count with the memoized count.
+        # Avoids double and triple-counting.
+        n_calls = f.n_calls
+        sol.function_calls = n_calls
+
+    return sol
+
+
+def _root_scalar_brentq_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function.
+    bracket: A sequence of 2 floats, optional
+        An interval bracketing a root.  `f(x, *args)` must have different
+        signs at the two endpoints.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    options: dict, optional
+        Specifies any method-specific options not covered above
+
+    """
+    pass
+
+
+def _root_scalar_brenth_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function.
+    bracket: A sequence of 2 floats, optional
+        An interval bracketing a root.  `f(x, *args)` must have different
+        signs at the two endpoints.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    options: dict, optional
+        Specifies any method-specific options not covered above.
+
+    """
+    pass
+
+def _root_scalar_toms748_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function.
+    bracket: A sequence of 2 floats, optional
+        An interval bracketing a root.  `f(x, *args)` must have different
+        signs at the two endpoints.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    options: dict, optional
+        Specifies any method-specific options not covered above.
+
+    """
+    pass
+
+
+def _root_scalar_secant_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    x0 : float, required
+        Initial guess.
+    x1 : float, required
+        A second guess.
+    options: dict, optional
+        Specifies any method-specific options not covered above.
+
+    """
+    pass
+
+
+def _root_scalar_newton_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function and its derivative.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    x0 : float, required
+        Initial guess.
+    fprime : bool or callable, optional
+        If `fprime` is a boolean and is True, `f` is assumed to return the
+        value of derivative along with the objective function.
+        `fprime` can also be a callable returning the derivative of `f`. In
+        this case, it must accept the same arguments as `f`.
+    options: dict, optional
+        Specifies any method-specific options not covered above.
+
+    """
+    pass
+
+
+def _root_scalar_halley_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function and its derivatives.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    x0 : float, required
+        Initial guess.
+    fprime : bool or callable, required
+        If `fprime` is a boolean and is True, `f` is assumed to return the
+        value of derivative along with the objective function.
+        `fprime` can also be a callable returning the derivative of `f`. In
+        this case, it must accept the same arguments as `f`.
+    fprime2 : bool or callable, required
+        If `fprime2` is a boolean and is True, `f` is assumed to return the
+        value of 1st and 2nd derivatives along with the objective function.
+        `fprime2` can also be a callable returning the 2nd derivative of `f`.
+        In this case, it must accept the same arguments as `f`.
+    options: dict, optional
+        Specifies any method-specific options not covered above.
+
+    """
+    pass
+
+
+def _root_scalar_ridder_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function.
+    bracket: A sequence of 2 floats, optional
+        An interval bracketing a root.  `f(x, *args)` must have different
+        signs at the two endpoints.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    options: dict, optional
+        Specifies any method-specific options not covered above.
+
+    """
+    pass
+
+
+def _root_scalar_bisect_doc():
+    r"""
+    Options
+    -------
+    args : tuple, optional
+        Extra arguments passed to the objective function.
+    bracket: A sequence of 2 floats, optional
+        An interval bracketing a root.  `f(x, *args)` must have different
+        signs at the two endpoints.
+    xtol : float, optional
+        Tolerance (absolute) for termination.
+    rtol : float, optional
+        Tolerance (relative) for termination.
+    maxiter : int, optional
+        Maximum number of iterations.
+    options: dict, optional
+        Specifies any method-specific options not covered above.
+
+    """
+    pass

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

@@ -0,0 +1,1595 @@
+"""shgo: The simplicial homology global optimisation algorithm."""
+from collections import namedtuple
+import time
+import logging
+import warnings
+import sys
+
+import numpy as np
+
+from scipy import spatial
+from scipy.optimize import OptimizeResult, minimize, Bounds
+from scipy.optimize._optimize import MemoizeJac
+from scipy.optimize._constraints import new_bounds_to_old
+from scipy.optimize._minimize import standardize_constraints
+from scipy._lib._util import _FunctionWrapper
+
+from scipy.optimize._shgo_lib._complex import Complex
+
+__all__ = ['shgo']
+
+
+def shgo(
+    func, bounds, args=(), constraints=None, n=100, iters=1, callback=None,
+    minimizer_kwargs=None, options=None, sampling_method='simplicial', *,
+    workers=1
+):
+    """
+    Finds the global minimum of a function using SHG optimization.
+
+    SHGO stands for "simplicial homology global optimization".
+
+    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.
+    bounds : sequence or `Bounds`
+        Bounds for variables. There are two ways to specify the bounds:
+
+        1. Instance of `Bounds` class.
+        2. Sequence of ``(min, max)`` pairs for each element in `x`.
+
+    args : tuple, optional
+        Any additional fixed parameters needed to completely specify the
+        objective function.
+    constraints : {Constraint, dict} or List of {Constraint, dict}, optional
+        Constraints definition. Only for COBYLA, SLSQP and trust-constr.
+        See the tutorial [5]_ for further details on specifying constraints.
+
+        .. note::
+
+           Only COBYLA, SLSQP, and trust-constr local minimize methods
+           currently support constraint arguments. If the ``constraints``
+           sequence used in the local optimization problem is not defined in
+           ``minimizer_kwargs`` and a constrained method is used then the
+           global ``constraints`` will be used.
+           (Defining a ``constraints`` sequence in ``minimizer_kwargs``
+           means that ``constraints`` will not be added so if equality
+           constraints and so forth need to be added then the inequality
+           functions in ``constraints`` need to be added to
+           ``minimizer_kwargs`` too).
+           COBYLA only supports inequality constraints.
+
+        .. versionchanged:: 1.11.0
+
+           ``constraints`` accepts `NonlinearConstraint`, `LinearConstraint`.
+
+    n : int, optional
+        Number of sampling points used in the construction of the simplicial
+        complex. For the default ``simplicial`` sampling method 2**dim + 1
+        sampling points are generated instead of the default `n=100`. For all
+        other specified values `n` sampling points are generated. For
+        ``sobol``, ``halton`` and other arbitrary `sampling_methods` `n=100` or
+        another specified number of sampling points are generated.
+    iters : int, optional
+        Number of iterations used in the construction of the simplicial
+        complex. Default is 1.
+    callback : callable, optional
+        Called after each iteration, as ``callback(xk)``, where ``xk`` is the
+        current parameter vector.
+    minimizer_kwargs : dict, optional
+        Extra keyword arguments to be passed to the minimizer
+        ``scipy.optimize.minimize`` Some important options could be:
+
+            * method : str
+                The minimization method. If not given, chosen to be one of
+                BFGS, L-BFGS-B, SLSQP, depending on whether or not the
+                problem has constraints or bounds.
+            * args : tuple
+                Extra arguments passed to the objective function (``func``) and
+                its derivatives (Jacobian, Hessian).
+            * options : dict, optional
+                Note that by default the tolerance is specified as
+                ``{ftol: 1e-12}``
+
+    options : dict, optional
+        A dictionary of solver options. Many of the options specified for the
+        global routine are also passed to the scipy.optimize.minimize routine.
+        The options that are also passed to the local routine are marked with
+        "(L)".
+
+        Stopping criteria, the algorithm will terminate if any of the specified
+        criteria are met. However, the default algorithm does not require any
+        to be specified:
+
+        * maxfev : int (L)
+            Maximum number of function evaluations in the feasible domain.
+            (Note only methods that support this option will terminate
+            the routine at precisely exact specified value. Otherwise the
+            criterion will only terminate during a global iteration)
+        * f_min
+            Specify the minimum objective function value, if it is known.
+        * f_tol : float
+            Precision goal for the value of f in the stopping
+            criterion. Note that the global routine will also
+            terminate if a sampling point in the global routine is
+            within this tolerance.
+        * maxiter : int
+            Maximum number of iterations to perform.
+        * maxev : int
+            Maximum number of sampling evaluations to perform (includes
+            searching in infeasible points).
+        * maxtime : float
+            Maximum processing runtime allowed
+        * minhgrd : int
+            Minimum homology group rank differential. The homology group of the
+            objective function is calculated (approximately) during every
+            iteration. The rank of this group has a one-to-one correspondence
+            with the number of locally convex subdomains in the objective
+            function (after adequate sampling points each of these subdomains
+            contain a unique global minimum). If the difference in the hgr is 0
+            between iterations for ``maxhgrd`` specified iterations the
+            algorithm will terminate.
+
+        Objective function knowledge:
+
+        * symmetry : list or bool
+            Specify if the objective function contains symmetric variables.
+            The search space (and therefore performance) is decreased by up to
+            O(n!) times in the fully symmetric case. If `True` is specified
+            then all variables will be set symmetric to the first variable.
+            Default
+            is set to False.
+
+            E.g.  f(x) = (x_1 + x_2 + x_3) + (x_4)**2 + (x_5)**2 + (x_6)**2
+
+            In this equation x_2 and x_3 are symmetric to x_1, while x_5 and
+            x_6 are symmetric to x_4, this can be specified to the solver as:
+
+            symmetry = [0,  # Variable 1
+                        0,  # symmetric to variable 1
+                        0,  # symmetric to variable 1
+                        3,  # Variable 4
+                        3,  # symmetric to variable 4
+                        3,  # symmetric to variable 4
+                        ]
+
+        * jac : bool or callable, optional
+            Jacobian (gradient) of objective function. Only for CG, BFGS,
+            Newton-CG, L-BFGS-B, TNC, SLSQP, dogleg, trust-ncg. If ``jac`` is a
+            boolean and is True, ``fun`` is assumed to return the gradient
+            along with the objective function. If False, the gradient will be
+            estimated numerically. ``jac`` can also be a callable returning the
+            gradient of the objective. In this case, it must accept the same
+            arguments as ``fun``. (Passed to `scipy.optimize.minimize`
+            automatically)
+
+        * hess, hessp : callable, optional
+            Hessian (matrix of second-order derivatives) of objective function
+            or Hessian of objective function times an arbitrary vector p.
+            Only for Newton-CG, dogleg, trust-ncg. Only one of ``hessp`` or
+            ``hess`` needs to be given. If ``hess`` is provided, then
+            ``hessp`` will be ignored. If neither ``hess`` nor ``hessp`` is
+            provided, then the Hessian product will be approximated using
+            finite differences on ``jac``. ``hessp`` must compute the Hessian
+            times an arbitrary vector. (Passed to `scipy.optimize.minimize`
+            automatically)
+
+        Algorithm settings:
+
+        * minimize_every_iter : bool
+            If True then promising global sampling points will be passed to a
+            local minimization routine every iteration. If True then only the
+            final minimizer pool will be run. Defaults to True.
+        * local_iter : int
+            Only evaluate a few of the best minimizer pool candidates every
+            iteration. If False all potential points are passed to the local
+            minimization routine.
+        * infty_constraints : bool
+            If True then any sampling points generated which are outside will
+            the feasible domain will be saved and given an objective function
+            value of ``inf``. If False then these points will be discarded.
+            Using this functionality could lead to higher performance with
+            respect to function evaluations before the global minimum is found,
+            specifying False will use less memory at the cost of a slight
+            decrease in performance. Defaults to True.
+
+        Feedback:
+
+        * disp : bool (L)
+            Set to True to print convergence messages.
+
+    sampling_method : str or function, optional
+        Current built in sampling method options are ``halton``, ``sobol`` and
+        ``simplicial``. The default ``simplicial`` provides
+        the theoretical guarantee of convergence to the global minimum in
+        finite time. ``halton`` and ``sobol`` method are faster in terms of
+        sampling point generation at the cost of the loss of
+        guaranteed convergence. It is more appropriate for most "easier"
+        problems where the convergence is relatively fast.
+        User defined sampling functions must accept two arguments of ``n``
+        sampling points of dimension ``dim`` per call and output an array of
+        sampling points with shape `n x dim`.
+
+    workers : int or map-like callable, optional
+        Sample and run the local serial minimizations in parallel.
+        Supply -1 to use all available CPU cores, or an int to use
+        that many Processes (uses `multiprocessing.Pool <multiprocessing>`).
+
+        Alternatively supply a map-like callable, such as
+        `multiprocessing.Pool.map` for parallel evaluation.
+        This evaluation is carried out as ``workers(func, iterable)``.
+        Requires that `func` be pickleable.
+
+        .. versionadded:: 1.11.0
+
+    Returns
+    -------
+    res : OptimizeResult
+        The optimization result represented as a `OptimizeResult` object.
+        Important attributes are:
+        ``x`` the solution array corresponding to the global minimum,
+        ``fun`` the function output at the global solution,
+        ``xl`` an ordered list of local minima solutions,
+        ``funl`` the function output at the corresponding local solutions,
+        ``success`` a Boolean flag indicating if the optimizer exited
+        successfully,
+        ``message`` which describes the cause of the termination,
+        ``nfev`` the total number of objective function evaluations including
+        the sampling calls,
+        ``nlfev`` the total number of objective function evaluations
+        culminating from all local search optimizations,
+        ``nit`` number of iterations performed by the global routine.
+
+    Notes
+    -----
+    Global optimization using simplicial homology global optimization [1]_.
+    Appropriate for solving general purpose NLP and blackbox optimization
+    problems to global optimality (low-dimensional problems).
+
+    In general, the optimization problems are of the form::
+
+        minimize f(x) subject to
+
+        g_i(x) >= 0,  i = 1,...,m
+        h_j(x)  = 0,  j = 1,...,p
+
+    where x is a vector of one or more variables. ``f(x)`` is the objective
+    function ``R^n -> R``, ``g_i(x)`` are the inequality constraints, and
+    ``h_j(x)`` are the equality constraints.
+
+    Optionally, the lower and upper bounds for each element in x can also be
+    specified using the `bounds` argument.
+
+    While most of the theoretical advantages of SHGO are only proven for when
+    ``f(x)`` is a Lipschitz smooth function, the algorithm is also proven to
+    converge to the global optimum for the more general case where ``f(x)`` is
+    non-continuous, non-convex and non-smooth, if the default sampling method
+    is used [1]_.
+
+    The local search method may be specified using the ``minimizer_kwargs``
+    parameter which is passed on to ``scipy.optimize.minimize``. By default,
+    the ``SLSQP`` method is used. In general, it is recommended to use the
+    ``SLSQP`` or ``COBYLA`` local minimization if inequality constraints
+    are defined for the problem since the other methods do not use constraints.
+
+    The ``halton`` and ``sobol`` method points are generated using
+    `scipy.stats.qmc`. Any other QMC method could be used.
+
+    References
+    ----------
+    .. [1] Endres, SC, Sandrock, C, Focke, WW (2018) "A simplicial homology
+           algorithm for lipschitz optimisation", Journal of Global
+           Optimization.
+    .. [2] Joe, SW and Kuo, FY (2008) "Constructing Sobol' sequences with
+           better  two-dimensional projections", SIAM J. Sci. Comput. 30,
+           2635-2654.
+    .. [3] Hock, W and Schittkowski, K (1981) "Test examples for nonlinear
+           programming codes", Lecture Notes in Economics and Mathematical
+           Systems, 187. Springer-Verlag, New York.
+           http://www.ai7.uni-bayreuth.de/test_problem_coll.pdf
+    .. [4] Wales, DJ (2015) "Perspective: Insight into reaction coordinates and
+           dynamics from the potential energy landscape",
+           Journal of Chemical Physics, 142(13), 2015.
+    .. [5] https://docs.scipy.org/doc/scipy/tutorial/optimize.html#constrained-minimization-of-multivariate-scalar-functions-minimize
+
+    Examples
+    --------
+    First consider the problem of minimizing the Rosenbrock function, `rosen`:
+
+    >>> from scipy.optimize import rosen, shgo
+    >>> bounds = [(0,2), (0, 2), (0, 2), (0, 2), (0, 2)]
+    >>> result = shgo(rosen, bounds)
+    >>> result.x, result.fun
+    (array([1., 1., 1., 1., 1.]), 2.920392374190081e-18)
+
+    Note that bounds determine the dimensionality of the objective
+    function and is therefore a required input, however you can specify
+    empty bounds using ``None`` or objects like ``np.inf`` which will be
+    converted to large float numbers.
+
+    >>> bounds = [(None, None), ]*4
+    >>> result = shgo(rosen, bounds)
+    >>> result.x
+    array([0.99999851, 0.99999704, 0.99999411, 0.9999882 ])
+
+    Next, we consider the Eggholder function, a problem with several local
+    minima and one global minimum. We will demonstrate the use of arguments and
+    the capabilities of `shgo`.
+    (https://en.wikipedia.org/wiki/Test_functions_for_optimization)
+
+    >>> import numpy as np
+    >>> def eggholder(x):
+    ...     return (-(x[1] + 47.0)
+    ...             * np.sin(np.sqrt(abs(x[0]/2.0 + (x[1] + 47.0))))
+    ...             - x[0] * np.sin(np.sqrt(abs(x[0] - (x[1] + 47.0))))
+    ...             )
+    ...
+    >>> bounds = [(-512, 512), (-512, 512)]
+
+    `shgo` has built-in low discrepancy sampling sequences. First, we will
+    input 64 initial sampling points of the *Sobol'* sequence:
+
+    >>> result = shgo(eggholder, bounds, n=64, sampling_method='sobol')
+    >>> result.x, result.fun
+    (array([512.        , 404.23180824]), -959.6406627208397)
+
+    `shgo` also has a return for any other local minima that was found, these
+    can be called using:
+
+    >>> result.xl
+    array([[ 512.        ,  404.23180824],
+           [ 283.0759062 , -487.12565635],
+           [-294.66820039, -462.01964031],
+           [-105.87688911,  423.15323845],
+           [-242.97926   ,  274.38030925],
+           [-506.25823477,    6.3131022 ],
+           [-408.71980731, -156.10116949],
+           [ 150.23207937,  301.31376595],
+           [  91.00920901, -391.283763  ],
+           [ 202.89662724, -269.38043241],
+           [ 361.66623976, -106.96493868],
+           [-219.40612786, -244.06020508]])
+
+    >>> result.funl
+    array([-959.64066272, -718.16745962, -704.80659592, -565.99778097,
+           -559.78685655, -557.36868733, -507.87385942, -493.9605115 ,
+           -426.48799655, -421.15571437, -419.31194957, -410.98477763])
+
+    These results are useful in applications where there are many global minima
+    and the values of other global minima are desired or where the local minima
+    can provide insight into the system (for example morphologies
+    in physical chemistry [4]_).
+
+    If we want to find a larger number of local minima, we can increase the
+    number of sampling points or the number of iterations. We'll increase the
+    number of sampling points to 64 and the number of iterations from the
+    default of 1 to 3. Using ``simplicial`` this would have given us
+    64 x 3 = 192 initial sampling points.
+
+    >>> result_2 = shgo(eggholder,
+    ...                 bounds, n=64, iters=3, sampling_method='sobol')
+    >>> len(result.xl), len(result_2.xl)
+    (12, 23)
+
+    Note the difference between, e.g., ``n=192, iters=1`` and ``n=64,
+    iters=3``.
+    In the first case the promising points contained in the minimiser pool
+    are processed only once. In the latter case it is processed every 64
+    sampling points for a total of 3 times.
+
+    To demonstrate solving problems with non-linear constraints consider the
+    following example from Hock and Schittkowski problem 73 (cattle-feed)
+    [3]_::
+
+        minimize: f = 24.55 * x_1 + 26.75 * x_2 + 39 * x_3 + 40.50 * x_4
+
+        subject to: 2.3 * x_1 + 5.6 * x_2 + 11.1 * x_3 + 1.3 * x_4 - 5    >= 0,
+
+                    12 * x_1 + 11.9 * x_2 + 41.8 * x_3 + 52.1 * x_4 - 21
+                        -1.645 * sqrt(0.28 * x_1**2 + 0.19 * x_2**2 +
+                                      20.5 * x_3**2 + 0.62 * x_4**2)      >= 0,
+
+                    x_1 + x_2 + x_3 + x_4 - 1                             == 0,
+
+                    1 >= x_i >= 0 for all i
+
+    The approximate answer given in [3]_ is::
+
+        f([0.6355216, -0.12e-11, 0.3127019, 0.05177655]) = 29.894378
+
+    >>> def f(x):  # (cattle-feed)
+    ...     return 24.55*x[0] + 26.75*x[1] + 39*x[2] + 40.50*x[3]
+    ...
+    >>> def g1(x):
+    ...     return 2.3*x[0] + 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 * np.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},
+    ...         {'type': 'ineq', 'fun': g2},
+    ...         {'type': 'eq', 'fun': h1})
+    >>> bounds = [(0, 1.0),]*4
+    >>> res = shgo(f, bounds, n=150, constraints=cons)
+    >>> res
+     message: Optimization terminated successfully.
+     success: True
+         fun: 29.894378159142136
+        funl: [ 2.989e+01]
+           x: [ 6.355e-01  1.137e-13  3.127e-01  5.178e-02] # may vary
+          xl: [[ 6.355e-01  1.137e-13  3.127e-01  5.178e-02]] # may vary
+         nit: 1
+        nfev: 142 # may vary
+       nlfev: 35 # may vary
+       nljev: 5
+       nlhev: 0
+
+    >>> g1(res.x), g2(res.x), h1(res.x)
+    (-5.062616992290714e-14, -2.9594104944408173e-12, 0.0)
+
+    """
+    # if necessary, convert bounds class to old bounds
+    if isinstance(bounds, Bounds):
+        bounds = new_bounds_to_old(bounds.lb, bounds.ub, len(bounds.lb))
+
+    # Initiate SHGO class
+    # use in context manager to make sure that any parallelization
+    # resources are freed.
+    with SHGO(func, bounds, args=args, constraints=constraints, n=n,
+               iters=iters, callback=callback,
+               minimizer_kwargs=minimizer_kwargs,
+               options=options, sampling_method=sampling_method,
+               workers=workers) as shc:
+        # Run the algorithm, process results and test success
+        shc.iterate_all()
+
+    if not shc.break_routine:
+        if shc.disp:
+            logging.info("Successfully completed construction of complex.")
+
+    # Test post iterations success
+    if len(shc.LMC.xl_maps) == 0:
+        # If sampling failed to find pool, return lowest sampled point
+        # with a warning
+        shc.find_lowest_vertex()
+        shc.break_routine = True
+        shc.fail_routine(mes="Failed to find a feasible minimizer point. "
+                             f"Lowest sampling point = {shc.f_lowest}")
+        shc.res.fun = shc.f_lowest
+        shc.res.x = shc.x_lowest
+        shc.res.nfev = shc.fn
+        shc.res.tnev = shc.n_sampled
+    else:
+        # Test that the optimal solutions do not violate any constraints
+        pass  # TODO
+
+    # Confirm the routine ran successfully
+    if not shc.break_routine:
+        shc.res.message = 'Optimization terminated successfully.'
+        shc.res.success = True
+
+    # Return the final results
+    return shc.res
+
+
+class SHGO:
+    def __init__(self, func, bounds, args=(), constraints=None, n=None,
+                 iters=None, callback=None, minimizer_kwargs=None,
+                 options=None, sampling_method='simplicial', workers=1):
+        from scipy.stats import qmc
+        # Input checks
+        methods = ['halton', 'sobol', 'simplicial']
+        if isinstance(sampling_method, str) and sampling_method not in methods:
+            raise ValueError(("Unknown sampling_method specified."
+                              " Valid methods: {}").format(', '.join(methods)))
+
+        # Split obj func if given with Jac
+        try:
+            if ((minimizer_kwargs['jac'] is True) and
+                    (not callable(minimizer_kwargs['jac']))):
+                self.func = MemoizeJac(func)
+                jac = self.func.derivative
+                minimizer_kwargs['jac'] = jac
+                func = self.func  # .fun
+            else:
+                self.func = func  # Normal definition of objective function
+        except (TypeError, KeyError):
+            self.func = func  # Normal definition of objective function
+
+        # Initiate class
+        self.func = _FunctionWrapper(func, args)
+        self.bounds = bounds
+        self.args = args
+        self.callback = callback
+
+        # Bounds
+        abound = np.array(bounds, float)
+        self.dim = np.shape(abound)[0]  # Dimensionality of problem
+
+        # Set none finite values to large floats
+        infind = ~np.isfinite(abound)
+        abound[infind[:, 0], 0] = -1e50
+        abound[infind[:, 1], 1] = 1e50
+
+        # Check if bounds are correctly specified
+        bnderr = abound[:, 0] > abound[:, 1]
+        if bnderr.any():
+            raise ValueError('Error: lb > ub in bounds {}.'
+                             .format(', '.join(str(b) for b in bnderr)))
+
+        self.bounds = abound
+
+        # Constraints
+        # Process constraint dict sequence:
+        self.constraints = constraints
+        if constraints is not None:
+            self.min_cons = constraints
+            self.g_cons = []
+            self.g_args = []
+
+            # shgo internals deals with old-style constraints
+            # self.constraints is used to create Complex, so need
+            # to be stored internally in old-style.
+            # `minimize` takes care of normalising these constraints
+            # for slsqp/cobyla/trust-constr.
+            self.constraints = standardize_constraints(
+                constraints,
+                np.empty(self.dim, float),
+                'old'
+            )
+            for cons in self.constraints:
+                if cons['type'] in ('ineq'):
+                    self.g_cons.append(cons['fun'])
+                    try:
+                        self.g_args.append(cons['args'])
+                    except KeyError:
+                        self.g_args.append(())
+            self.g_cons = tuple(self.g_cons)
+            self.g_args = tuple(self.g_args)
+        else:
+            self.g_cons = None
+            self.g_args = None
+
+        # Define local minimization keyword arguments
+        # Start with defaults
+        self.minimizer_kwargs = {'method': 'SLSQP',
+                                 'bounds': self.bounds,
+                                 'options': {},
+                                 'callback': self.callback
+                                 }
+        if minimizer_kwargs is not None:
+            # Overwrite with supplied values
+            self.minimizer_kwargs.update(minimizer_kwargs)
+
+        else:
+            self.minimizer_kwargs['options'] = {'ftol': 1e-12}
+
+        if (
+            self.minimizer_kwargs['method'].lower() in ('slsqp', 'cobyla',
+                                                        'trust-constr')
+            and (
+                minimizer_kwargs is not None and
+                'constraints' not in minimizer_kwargs and
+                constraints is not None
+            ) or
+            (self.g_cons is not None)
+        ):
+            self.minimizer_kwargs['constraints'] = self.min_cons
+
+        # Process options dict
+        if options is not None:
+            self.init_options(options)
+        else:  # Default settings:
+            self.f_min_true = None
+            self.minimize_every_iter = True
+
+            # Algorithm limits
+            self.maxiter = None
+            self.maxfev = None
+            self.maxev = None
+            self.maxtime = None
+            self.f_min_true = None
+            self.minhgrd = None
+
+            # Objective function knowledge
+            self.symmetry = None
+
+            # Algorithm functionality
+            self.infty_cons_sampl = True
+            self.local_iter = False
+
+            # Feedback
+            self.disp = False
+
+        # Remove unknown arguments in self.minimizer_kwargs
+        # Start with arguments all the solvers have in common
+        self.min_solver_args = ['fun', 'x0', 'args',
+                                'callback', 'options', 'method']
+        # then add the ones unique to specific solvers
+        solver_args = {
+            '_custom': ['jac', 'hess', 'hessp', 'bounds', 'constraints'],
+            'nelder-mead': [],
+            'powell': [],
+            'cg': ['jac'],
+            'bfgs': ['jac'],
+            'newton-cg': ['jac', 'hess', 'hessp'],
+            'l-bfgs-b': ['jac', 'bounds'],
+            'tnc': ['jac', 'bounds'],
+            'cobyla': ['constraints', 'catol'],
+            'slsqp': ['jac', 'bounds', 'constraints'],
+            'dogleg': ['jac', 'hess'],
+            'trust-ncg': ['jac', 'hess', 'hessp'],
+            'trust-krylov': ['jac', 'hess', 'hessp'],
+            'trust-exact': ['jac', 'hess'],
+            'trust-constr': ['jac', 'hess', 'hessp', 'constraints'],
+        }
+        method = self.minimizer_kwargs['method']
+        self.min_solver_args += solver_args[method.lower()]
+
+        # Only retain the known arguments
+        def _restrict_to_keys(dictionary, goodkeys):
+            """Remove keys from dictionary if not in goodkeys - inplace"""
+            existingkeys = set(dictionary)
+            for key in existingkeys - set(goodkeys):
+                dictionary.pop(key, None)
+
+        _restrict_to_keys(self.minimizer_kwargs, self.min_solver_args)
+        _restrict_to_keys(self.minimizer_kwargs['options'],
+                          self.min_solver_args + ['ftol'])
+
+        # Algorithm controls
+        # Global controls
+        self.stop_global = False  # Used in the stopping_criteria method
+        self.break_routine = False  # Break the algorithm globally
+        self.iters = iters  # Iterations to be ran
+        self.iters_done = 0  # Iterations completed
+        self.n = n  # Sampling points per iteration
+        self.nc = 0  # n  # Sampling points to sample in current iteration
+        self.n_prc = 0  # Processed points (used to track Delaunay iters)
+        self.n_sampled = 0  # To track no. of sampling points already generated
+        self.fn = 0  # Number of feasible sampling points evaluations performed
+        self.hgr = 0  # Homology group rank
+        # Initially attempt to build the triangulation incrementally:
+        self.qhull_incremental = True
+
+        # Default settings if no sampling criteria.
+        if (self.n is None) and (self.iters is None) \
+                and (sampling_method == 'simplicial'):
+            self.n = 2 ** self.dim + 1
+            self.nc = 0  # self.n
+        if self.iters is None:
+            self.iters = 1
+        if (self.n is None) and not (sampling_method == 'simplicial'):
+            self.n = self.n = 100
+            self.nc = 0  # self.n
+        if (self.n == 100) and (sampling_method == 'simplicial'):
+            self.n = 2 ** self.dim + 1
+
+        if not ((self.maxiter is None) and (self.maxfev is None) and (
+                self.maxev is None)
+                and (self.minhgrd is None) and (self.f_min_true is None)):
+            self.iters = None
+
+        # Set complex construction mode based on a provided stopping criteria:
+        # Initialise sampling Complex and function cache
+        # Note that sfield_args=() since args are already wrapped in self.func
+        # using the_FunctionWrapper class.
+        self.HC = Complex(dim=self.dim, domain=self.bounds,
+                          sfield=self.func, sfield_args=(),
+                          symmetry=self.symmetry,
+                          constraints=self.constraints,
+                          workers=workers)
+
+        # Choose complex constructor
+        if sampling_method == 'simplicial':
+            self.iterate_complex = self.iterate_hypercube
+            self.sampling_method = sampling_method
+
+        elif sampling_method in ['halton', 'sobol'] or \
+                not isinstance(sampling_method, str):
+            self.iterate_complex = self.iterate_delaunay
+            # Sampling method used
+            if sampling_method in ['halton', 'sobol']:
+                if sampling_method == 'sobol':
+                    self.n = int(2 ** np.ceil(np.log2(self.n)))
+                    # self.n #TODO: Should always be self.n, this is
+                    # unacceptable for shgo, check that nfev behaves as
+                    # expected.
+                    self.nc = 0
+                    self.sampling_method = 'sobol'
+                    self.qmc_engine = qmc.Sobol(d=self.dim, scramble=False,
+                                                seed=0)
+                else:
+                    self.sampling_method = 'halton'
+                    self.qmc_engine = qmc.Halton(d=self.dim, scramble=True,
+                                                 seed=0)
+
+                def sampling_method(n, d):
+                    return self.qmc_engine.random(n)
+
+            else:
+                # A user defined sampling method:
+                self.sampling_method = 'custom'
+
+            self.sampling = self.sampling_custom
+            self.sampling_function = sampling_method  # F(n, d)
+
+        # Local controls
+        self.stop_l_iter = False  # Local minimisation iterations
+        self.stop_complex_iter = False  # Sampling iterations
+
+        # Initiate storage objects used in algorithm classes
+        self.minimizer_pool = []
+
+        # Cache of local minimizers mapped
+        self.LMC = LMapCache()
+
+        # Initialize return object
+        self.res = OptimizeResult()  # scipy.optimize.OptimizeResult object
+        self.res.nfev = 0  # Includes each sampling point as func evaluation
+        self.res.nlfev = 0  # Local function evals for all minimisers
+        self.res.nljev = 0  # Local Jacobian evals for all minimisers
+        self.res.nlhev = 0  # Local Hessian evals for all minimisers
+
+    # Initiation aids
+    def init_options(self, options):
+        """
+        Initiates the options.
+
+        Can also be useful to change parameters after class initiation.
+
+        Parameters
+        ----------
+        options : dict
+
+        Returns
+        -------
+        None
+
+        """
+        # Update 'options' dict passed to optimize.minimize
+        # Do this first so we don't mutate `options` below.
+        self.minimizer_kwargs['options'].update(options)
+
+        # Ensure that 'jac', 'hess', and 'hessp' are passed directly to
+        # `minimize` as keywords, not as part of its 'options' dictionary.
+        for opt in ['jac', 'hess', 'hessp']:
+            if opt in self.minimizer_kwargs['options']:
+                self.minimizer_kwargs[opt] = (
+                    self.minimizer_kwargs['options'].pop(opt))
+
+        # Default settings:
+        self.minimize_every_iter = options.get('minimize_every_iter', True)
+
+        # Algorithm limits
+        # Maximum number of iterations to perform.
+        self.maxiter = options.get('maxiter', None)
+        # Maximum number of function evaluations in the feasible domain
+        self.maxfev = options.get('maxfev', None)
+        # Maximum number of sampling evaluations (includes searching in
+        # infeasible points
+        self.maxev = options.get('maxev', None)
+        # Maximum processing runtime allowed
+        self.init = time.time()
+        self.maxtime = options.get('maxtime', None)
+        if 'f_min' in options:
+            # Specify the minimum objective function value, if it is known.
+            self.f_min_true = options['f_min']
+            self.f_tol = options.get('f_tol', 1e-4)
+        else:
+            self.f_min_true = None
+
+        self.minhgrd = options.get('minhgrd', None)
+
+        # Objective function knowledge
+        self.symmetry = options.get('symmetry', False)
+        if self.symmetry:
+            self.symmetry = [0, ]*len(self.bounds)
+        else:
+            self.symmetry = None
+        # Algorithm functionality
+        # Only evaluate a few of the best candidates
+        self.local_iter = options.get('local_iter', False)
+        self.infty_cons_sampl = options.get('infty_constraints', True)
+
+        # Feedback
+        self.disp = options.get('disp', False)
+
+    def __enter__(self):
+        return self
+
+    def __exit__(self, *args):
+        return self.HC.V._mapwrapper.__exit__(*args)
+
+    # Iteration properties
+    # Main construction loop:
+    def iterate_all(self):
+        """
+        Construct for `iters` iterations.
+
+        If uniform sampling is used, every iteration adds 'n' sampling points.
+
+        Iterations if a stopping criteria (e.g., sampling points or
+        processing time) has been met.
+
+        """
+        if self.disp:
+            logging.info('Splitting first generation')
+
+        while not self.stop_global:
+            if self.break_routine:
+                break
+            # Iterate complex, process minimisers
+            self.iterate()
+            self.stopping_criteria()
+
+        # Build minimiser pool
+        # Final iteration only needed if pools weren't minimised every
+        # iteration
+        if not self.minimize_every_iter:
+            if not self.break_routine:
+                self.find_minima()
+
+        self.res.nit = self.iters_done  # + 1
+        self.fn = self.HC.V.nfev
+
+    def find_minima(self):
+        """
+        Construct the minimizer pool, map the minimizers to local minima
+        and sort the results into a global return object.
+        """
+        if self.disp:
+            logging.info('Searching for minimizer pool...')
+
+        self.minimizers()
+
+        if len(self.X_min) != 0:
+            # Minimize the pool of minimizers with local minimization methods
+            # Note that if Options['local_iter'] is an `int` instead of default
+            # value False then only that number of candidates will be minimized
+            self.minimise_pool(self.local_iter)
+            # Sort results and build the global return object
+            self.sort_result()
+
+            # Lowest values used to report in case of failures
+            self.f_lowest = self.res.fun
+            self.x_lowest = self.res.x
+        else:
+            self.find_lowest_vertex()
+
+        if self.disp:
+            logging.info(f"Minimiser pool = SHGO.X_min = {self.X_min}")
+
+    def find_lowest_vertex(self):
+        # Find the lowest objective function value on one of
+        # the vertices of the simplicial complex
+        self.f_lowest = np.inf
+        for x in self.HC.V.cache:
+            if self.HC.V[x].f < self.f_lowest:
+                if self.disp:
+                    logging.info(f'self.HC.V[x].f = {self.HC.V[x].f}')
+                self.f_lowest = self.HC.V[x].f
+                self.x_lowest = self.HC.V[x].x_a
+        for lmc in self.LMC.cache:
+            if self.LMC[lmc].f_min < self.f_lowest:
+                self.f_lowest = self.LMC[lmc].f_min
+                self.x_lowest = self.LMC[lmc].x_l
+
+        if self.f_lowest == np.inf:  # no feasible point
+            self.f_lowest = None
+            self.x_lowest = None
+
+    # Stopping criteria functions:
+    def finite_iterations(self):
+        mi = min(x for x in [self.iters, self.maxiter] if x is not None)
+        if self.disp:
+            logging.info(f'Iterations done = {self.iters_done} / {mi}')
+        if self.iters is not None:
+            if self.iters_done >= (self.iters):
+                self.stop_global = True
+
+        if self.maxiter is not None:  # Stop for infeasible sampling
+            if self.iters_done >= (self.maxiter):
+                self.stop_global = True
+        return self.stop_global
+
+    def finite_fev(self):
+        # Finite function evals in the feasible domain
+        if self.disp:
+            logging.info(f'Function evaluations done = {self.fn} / {self.maxfev}')
+        if self.fn >= self.maxfev:
+            self.stop_global = True
+        return self.stop_global
+
+    def finite_ev(self):
+        # Finite evaluations including infeasible sampling points
+        if self.disp:
+            logging.info(f'Sampling evaluations done = {self.n_sampled} '
+                         f'/ {self.maxev}')
+        if self.n_sampled >= self.maxev:
+            self.stop_global = True
+
+    def finite_time(self):
+        if self.disp:
+            logging.info(f'Time elapsed = {time.time() - self.init} '
+                         f'/ {self.maxtime}')
+        if (time.time() - self.init) >= self.maxtime:
+            self.stop_global = True
+
+    def finite_precision(self):
+        """
+        Stop the algorithm if the final function value is known
+
+        Specify in options (with ``self.f_min_true = options['f_min']``)
+        and the tolerance with ``f_tol = options['f_tol']``
+        """
+        # If no minimizer has been found use the lowest sampling value
+        self.find_lowest_vertex()
+        if self.disp:
+            logging.info(f'Lowest function evaluation = {self.f_lowest}')
+            logging.info(f'Specified minimum = {self.f_min_true}')
+        # If no feasible point was return from test
+        if self.f_lowest is None:
+            return self.stop_global
+
+        # Function to stop algorithm at specified percentage error:
+        if self.f_min_true == 0.0:
+            if self.f_lowest <= self.f_tol:
+                self.stop_global = True
+        else:
+            pe = (self.f_lowest - self.f_min_true) / abs(self.f_min_true)
+            if self.f_lowest <= self.f_min_true:
+                self.stop_global = True
+                # 2if (pe - self.f_tol) <= abs(1.0 / abs(self.f_min_true)):
+                if abs(pe) >= 2 * self.f_tol:
+                    warnings.warn(
+                        f"A much lower value than expected f* = {self.f_min_true} "
+                        f"was found f_lowest = {self.f_lowest}",
+                        stacklevel=3
+                    )
+            if pe <= self.f_tol:
+                self.stop_global = True
+
+        return self.stop_global
+
+    def finite_homology_growth(self):
+        """
+        Stop the algorithm if homology group rank did not grow in iteration.
+        """
+        if self.LMC.size == 0:
+            return  # pass on no reason to stop yet.
+        self.hgrd = self.LMC.size - self.hgr
+
+        self.hgr = self.LMC.size
+        if self.hgrd <= self.minhgrd:
+            self.stop_global = True
+        if self.disp:
+            logging.info(f'Current homology growth = {self.hgrd} '
+                         f' (minimum growth = {self.minhgrd})')
+        return self.stop_global
+
+    def stopping_criteria(self):
+        """
+        Various stopping criteria ran every iteration
+
+        Returns
+        -------
+        stop : bool
+        """
+        if self.maxiter is not None:
+            self.finite_iterations()
+        if self.iters is not None:
+            self.finite_iterations()
+        if self.maxfev is not None:
+            self.finite_fev()
+        if self.maxev is not None:
+            self.finite_ev()
+        if self.maxtime is not None:
+            self.finite_time()
+        if self.f_min_true is not None:
+            self.finite_precision()
+        if self.minhgrd is not None:
+            self.finite_homology_growth()
+        return self.stop_global
+
+    def iterate(self):
+        self.iterate_complex()
+
+        # Build minimizer pool
+        if self.minimize_every_iter:
+            if not self.break_routine:
+                self.find_minima()  # Process minimizer pool
+
+        # Algorithm updates
+        self.iters_done += 1
+
+    def iterate_hypercube(self):
+        """
+        Iterate a subdivision of the complex
+
+        Note: called with ``self.iterate_complex()`` after class initiation
+        """
+        # Iterate the complex
+        if self.disp:
+            logging.info('Constructing and refining simplicial complex graph '
+                         'structure')
+        if self.n is None:
+            self.HC.refine_all()
+            self.n_sampled = self.HC.V.size()  # nevs counted
+        else:
+            self.HC.refine(self.n)
+            self.n_sampled += self.n
+
+        if self.disp:
+            logging.info('Triangulation completed, evaluating all constraints '
+                         'and objective function values.')
+
+        # Re-add minimisers to complex
+        if len(self.LMC.xl_maps) > 0:
+            for xl in self.LMC.cache:
+                v = self.HC.V[xl]
+                v_near = v.star()
+                for v in v.nn:
+                    v_near = v_near.union(v.nn)
+                # Reconnect vertices to complex
+                # if self.HC.connect_vertex_non_symm(tuple(self.LMC[xl].x_l),
+                #                                   near=v_near):
+                #    continue
+                # else:
+                    # If failure to find in v_near, then search all vertices
+                    # (very expensive operation:
+                #    self.HC.connect_vertex_non_symm(tuple(self.LMC[xl].x_l)
+                #                                    )
+
+        # Evaluate all constraints and functions
+        self.HC.V.process_pools()
+        if self.disp:
+            logging.info('Evaluations completed.')
+
+        # feasible sampling points counted by the triangulation.py routines
+        self.fn = self.HC.V.nfev
+        return
+
+    def iterate_delaunay(self):
+        """
+        Build a complex of Delaunay triangulated points
+
+        Note: called with ``self.iterate_complex()`` after class initiation
+        """
+        self.nc += self.n
+        self.sampled_surface(infty_cons_sampl=self.infty_cons_sampl)
+
+        # Add sampled points to a triangulation, construct self.Tri
+        if self.disp:
+            logging.info(f'self.n = {self.n}')
+            logging.info(f'self.nc = {self.nc}')
+            logging.info('Constructing and refining simplicial complex graph '
+                         'structure from sampling points.')
+
+        if self.dim < 2:
+            self.Ind_sorted = np.argsort(self.C, axis=0)
+            self.Ind_sorted = self.Ind_sorted.flatten()
+            tris = []
+            for ind, ind_s in enumerate(self.Ind_sorted):
+                if ind > 0:
+                    tris.append(self.Ind_sorted[ind - 1:ind + 1])
+
+            tris = np.array(tris)
+            # Store 1D triangulation:
+            self.Tri = namedtuple('Tri', ['points', 'simplices'])(self.C, tris)
+            self.points = {}
+        else:
+            if self.C.shape[0] > self.dim + 1:  # Ensure a simplex can be built
+                self.delaunay_triangulation(n_prc=self.n_prc)
+            self.n_prc = self.C.shape[0]
+
+        if self.disp:
+            logging.info('Triangulation completed, evaluating all '
+                         'constraints and objective function values.')
+
+        if hasattr(self, 'Tri'):
+            self.HC.vf_to_vv(self.Tri.points, self.Tri.simplices)
+
+        # Process all pools
+        # Evaluate all constraints and functions
+        if self.disp:
+            logging.info('Triangulation completed, evaluating all constraints '
+                         'and objective function values.')
+
+        # Evaluate all constraints and functions
+        self.HC.V.process_pools()
+        if self.disp:
+            logging.info('Evaluations completed.')
+
+        # feasible sampling points counted by the triangulation.py routines
+        self.fn = self.HC.V.nfev
+        self.n_sampled = self.nc  # nevs counted in triangulation
+        return
+
+    # Hypercube minimizers
+    def minimizers(self):
+        """
+        Returns the indexes of all minimizers
+        """
+        self.minimizer_pool = []
+        # Note: Can implement parallelization here
+        for x in self.HC.V.cache:
+            in_LMC = False
+            if len(self.LMC.xl_maps) > 0:
+                for xlmi in self.LMC.xl_maps:
+                    if np.all(np.array(x) == np.array(xlmi)):
+                        in_LMC = True
+            if in_LMC:
+                continue
+
+            if self.HC.V[x].minimiser():
+                if self.disp:
+                    logging.info('=' * 60)
+                    logging.info(f'v.x = {self.HC.V[x].x_a} is minimizer')
+                    logging.info(f'v.f = {self.HC.V[x].f} is minimizer')
+                    logging.info('=' * 30)
+
+                if self.HC.V[x] not in self.minimizer_pool:
+                    self.minimizer_pool.append(self.HC.V[x])
+
+                if self.disp:
+                    logging.info('Neighbors:')
+                    logging.info('=' * 30)
+                    for vn in self.HC.V[x].nn:
+                        logging.info(f'x = {vn.x} || f = {vn.f}')
+
+                    logging.info('=' * 60)
+        self.minimizer_pool_F = []
+        self.X_min = []
+        # normalized tuple in the Vertex cache
+        self.X_min_cache = {}  # Cache used in hypercube sampling
+
+        for v in self.minimizer_pool:
+            self.X_min.append(v.x_a)
+            self.minimizer_pool_F.append(v.f)
+            self.X_min_cache[tuple(v.x_a)] = v.x
+
+        self.minimizer_pool_F = np.array(self.minimizer_pool_F)
+        self.X_min = np.array(self.X_min)
+
+        # TODO: Only do this if global mode
+        self.sort_min_pool()
+
+        return self.X_min
+
+    # Local minimisation
+    # Minimiser pool processing
+    def minimise_pool(self, force_iter=False):
+        """
+        This processing method can optionally minimise only the best candidate
+        solutions in the minimiser pool
+
+        Parameters
+        ----------
+        force_iter : int
+                     Number of starting minimizers to process (can be specified
+                     globally or locally)
+
+        """
+        # Find first local minimum
+        # NOTE: Since we always minimize this value regardless it is a waste to
+        # build the topograph first before minimizing
+        lres_f_min = self.minimize(self.X_min[0], ind=self.minimizer_pool[0])
+
+        # Trim minimized point from current minimizer set
+        self.trim_min_pool(0)
+
+        while not self.stop_l_iter:
+            # Global stopping criteria:
+            self.stopping_criteria()
+
+            # Note first iteration is outside loop:
+            if force_iter:
+                force_iter -= 1
+                if force_iter == 0:
+                    self.stop_l_iter = True
+                    break
+
+            if np.shape(self.X_min)[0] == 0:
+                self.stop_l_iter = True
+                break
+
+            # Construct topograph from current minimizer set
+            # (NOTE: This is a very small topograph using only the minizer pool
+            #        , it might be worth using some graph theory tools instead.
+            self.g_topograph(lres_f_min.x, self.X_min)
+
+            # Find local minimum at the miniser with the greatest Euclidean
+            # distance from the current solution
+            ind_xmin_l = self.Z[:, -1]
+            lres_f_min = self.minimize(self.Ss[-1, :], self.minimizer_pool[-1])
+
+            # Trim minimised point from current minimizer set
+            self.trim_min_pool(ind_xmin_l)
+
+        # Reset controls
+        self.stop_l_iter = False
+        return
+
+    def sort_min_pool(self):
+        # Sort to find minimum func value in min_pool
+        self.ind_f_min = np.argsort(self.minimizer_pool_F)
+        self.minimizer_pool = np.array(self.minimizer_pool)[self.ind_f_min]
+        self.minimizer_pool_F = np.array(self.minimizer_pool_F)[
+            self.ind_f_min]
+        return
+
+    def trim_min_pool(self, trim_ind):
+        self.X_min = np.delete(self.X_min, trim_ind, axis=0)
+        self.minimizer_pool_F = np.delete(self.minimizer_pool_F, trim_ind)
+        self.minimizer_pool = np.delete(self.minimizer_pool, trim_ind)
+        return
+
+    def g_topograph(self, x_min, X_min):
+        """
+        Returns the topographical vector stemming from the specified value
+        ``x_min`` for the current feasible set ``X_min`` with True boolean
+        values indicating positive entries and False values indicating
+        negative entries.
+
+        """
+        x_min = np.array([x_min])
+        self.Y = spatial.distance.cdist(x_min, X_min, 'euclidean')
+        # Find sorted indexes of spatial distances:
+        self.Z = np.argsort(self.Y, axis=-1)
+
+        self.Ss = X_min[self.Z][0]
+        self.minimizer_pool = self.minimizer_pool[self.Z]
+        self.minimizer_pool = self.minimizer_pool[0]
+        return self.Ss
+
+    # Local bound functions
+    def construct_lcb_simplicial(self, v_min):
+        """
+        Construct locally (approximately) convex bounds
+
+        Parameters
+        ----------
+        v_min : Vertex object
+                The minimizer vertex
+
+        Returns
+        -------
+        cbounds : list of lists
+            List of size dimension with length-2 list of bounds for each
+            dimension.
+
+        """
+        cbounds = [[x_b_i[0], x_b_i[1]] for x_b_i in self.bounds]
+        # Loop over all bounds
+        for vn in v_min.nn:
+            for i, x_i in enumerate(vn.x_a):
+                # Lower bound
+                if (x_i < v_min.x_a[i]) and (x_i > cbounds[i][0]):
+                    cbounds[i][0] = x_i
+
+                # Upper bound
+                if (x_i > v_min.x_a[i]) and (x_i < cbounds[i][1]):
+                    cbounds[i][1] = x_i
+
+        if self.disp:
+            logging.info(f'cbounds found for v_min.x_a = {v_min.x_a}')
+            logging.info(f'cbounds = {cbounds}')
+
+        return cbounds
+
+    def construct_lcb_delaunay(self, v_min, ind=None):
+        """
+        Construct locally (approximately) convex bounds
+
+        Parameters
+        ----------
+        v_min : Vertex object
+                The minimizer vertex
+
+        Returns
+        -------
+        cbounds : list of lists
+            List of size dimension with length-2 list of bounds for each
+            dimension.
+        """
+        cbounds = [[x_b_i[0], x_b_i[1]] for x_b_i in self.bounds]
+
+        return cbounds
+
+    # Minimize a starting point locally
+    def minimize(self, x_min, ind=None):
+        """
+        This function is used to calculate the local minima using the specified
+        sampling point as a starting value.
+
+        Parameters
+        ----------
+        x_min : vector of floats
+            Current starting point to minimize.
+
+        Returns
+        -------
+        lres : OptimizeResult
+            The local optimization result represented as a `OptimizeResult`
+            object.
+        """
+        # Use minima maps if vertex was already run
+        if self.disp:
+            logging.info(f'Vertex minimiser maps = {self.LMC.v_maps}')
+
+        if self.LMC[x_min].lres is not None:
+            logging.info(f'Found self.LMC[x_min].lres = '
+                         f'{self.LMC[x_min].lres}')
+            return self.LMC[x_min].lres
+
+        if self.callback is not None:
+            logging.info(f'Callback for minimizer starting at {x_min}:')
+
+        if self.disp:
+            logging.info(f'Starting minimization at {x_min}...')
+
+        if self.sampling_method == 'simplicial':
+            x_min_t = tuple(x_min)
+            # Find the normalized tuple in the Vertex cache:
+            x_min_t_norm = self.X_min_cache[tuple(x_min_t)]
+            x_min_t_norm = tuple(x_min_t_norm)
+            g_bounds = self.construct_lcb_simplicial(self.HC.V[x_min_t_norm])
+            if 'bounds' in self.min_solver_args:
+                self.minimizer_kwargs['bounds'] = g_bounds
+                logging.info(self.minimizer_kwargs['bounds'])
+
+        else:
+            g_bounds = self.construct_lcb_delaunay(x_min, ind=ind)
+            if 'bounds' in self.min_solver_args:
+                self.minimizer_kwargs['bounds'] = g_bounds
+                logging.info(self.minimizer_kwargs['bounds'])
+
+        if self.disp and 'bounds' in self.minimizer_kwargs:
+            logging.info('bounds in kwarg:')
+            logging.info(self.minimizer_kwargs['bounds'])
+
+        # Local minimization using scipy.optimize.minimize:
+        lres = minimize(self.func, x_min, **self.minimizer_kwargs)
+
+        if self.disp:
+            logging.info(f'lres = {lres}')
+
+        # Local function evals for all minimizers
+        self.res.nlfev += lres.nfev
+        if 'njev' in lres:
+            self.res.nljev += lres.njev
+        if 'nhev' in lres:
+            self.res.nlhev += lres.nhev
+
+        try:  # Needed because of the brain dead 1x1 NumPy arrays
+            lres.fun = lres.fun[0]
+        except (IndexError, TypeError):
+            lres.fun
+
+        # Append minima maps
+        self.LMC[x_min]
+        self.LMC.add_res(x_min, lres, bounds=g_bounds)
+
+        return lres
+
+    # Post local minimization processing
+    def sort_result(self):
+        """
+        Sort results and build the global return object
+        """
+        # Sort results in local minima cache
+        results = self.LMC.sort_cache_result()
+        self.res.xl = results['xl']
+        self.res.funl = results['funl']
+        self.res.x = results['x']
+        self.res.fun = results['fun']
+
+        # Add local func evals to sampling func evals
+        # Count the number of feasible vertices and add to local func evals:
+        self.res.nfev = self.fn + self.res.nlfev
+        return self.res
+
+    # Algorithm controls
+    def fail_routine(self, mes=("Failed to converge")):
+        self.break_routine = True
+        self.res.success = False
+        self.X_min = [None]
+        self.res.message = mes
+
+    def sampled_surface(self, infty_cons_sampl=False):
+        """
+        Sample the function surface.
+
+        There are 2 modes, if ``infty_cons_sampl`` is True then the sampled
+        points that are generated outside the feasible domain will be
+        assigned an ``inf`` value in accordance with SHGO rules.
+        This guarantees convergence and usually requires less objective
+        function evaluations at the computational costs of more Delaunay
+        triangulation points.
+
+        If ``infty_cons_sampl`` is False, then the infeasible points are
+        discarded and only a subspace of the sampled points are used. This
+        comes at the cost of the loss of guaranteed convergence and usually
+        requires more objective function evaluations.
+        """
+        # Generate sampling points
+        if self.disp:
+            logging.info('Generating sampling points')
+        self.sampling(self.nc, self.dim)
+        if len(self.LMC.xl_maps) > 0:
+            self.C = np.vstack((self.C, np.array(self.LMC.xl_maps)))
+        if not infty_cons_sampl:
+            # Find subspace of feasible points
+            if self.g_cons is not None:
+                self.sampling_subspace()
+
+        # Sort remaining samples
+        self.sorted_samples()
+
+        # Find objective function references
+        self.n_sampled = self.nc
+
+    def sampling_custom(self, n, dim):
+        """
+        Generates uniform sampling points in a hypercube and scales the points
+        to the bound limits.
+        """
+        # Generate sampling points.
+        # Generate uniform sample points in [0, 1]^m \subset R^m
+        if self.n_sampled == 0:
+            self.C = self.sampling_function(n, dim)
+        else:
+            self.C = self.sampling_function(n, dim)
+        # Distribute over bounds
+        for i in range(len(self.bounds)):
+            self.C[:, i] = (self.C[:, i] *
+                            (self.bounds[i][1] - self.bounds[i][0])
+                            + self.bounds[i][0])
+        return self.C
+
+    def sampling_subspace(self):
+        """Find subspace of feasible points from g_func definition"""
+        # Subspace of feasible points.
+        for ind, g in enumerate(self.g_cons):
+            # C.shape = (Z, dim) where Z is the number of sampling points to
+            # evaluate and dim is the dimensionality of the problem.
+            # the constraint function may not be vectorised so have to step
+            # through each sampling point sequentially.
+            feasible = np.array(
+                [np.all(g(x_C, *self.g_args[ind]) >= 0.0) for x_C in self.C],
+                dtype=bool
+            )
+            self.C = self.C[feasible]
+
+            if self.C.size == 0:
+                self.res.message = ('No sampling point found within the '
+                                    + 'feasible set. Increasing sampling '
+                                    + 'size.')
+                # sampling correctly for both 1-D and >1-D cases
+                if self.disp:
+                    logging.info(self.res.message)
+
+    def sorted_samples(self):  # Validated
+        """Find indexes of the sorted sampling points"""
+        self.Ind_sorted = np.argsort(self.C, axis=0)
+        self.Xs = self.C[self.Ind_sorted]
+        return self.Ind_sorted, self.Xs
+
+    def delaunay_triangulation(self, n_prc=0):
+        if hasattr(self, 'Tri') and self.qhull_incremental:
+            # TODO: Uncertain if n_prc needs to add len(self.LMC.xl_maps)
+            # in self.sampled_surface
+            self.Tri.add_points(self.C[n_prc:, :])
+        else:
+            try:
+                self.Tri = spatial.Delaunay(self.C,
+                                            incremental=self.qhull_incremental,
+                                            )
+            except spatial.QhullError:
+                if str(sys.exc_info()[1])[:6] == 'QH6239':
+                    logging.warning('QH6239 Qhull precision error detected, '
+                                    'this usually occurs when no bounds are '
+                                    'specified, Qhull can only run with '
+                                    'handling cocircular/cospherical points'
+                                    ' and in this case incremental mode is '
+                                    'switched off. The performance of shgo '
+                                    'will be reduced in this mode.')
+                    self.qhull_incremental = False
+                    self.Tri = spatial.Delaunay(self.C,
+                                                incremental=
+                                                self.qhull_incremental)
+                else:
+                    raise
+
+        return self.Tri
+
+
+class LMap:
+    def __init__(self, v):
+        self.v = v
+        self.x_l = None
+        self.lres = None
+        self.f_min = None
+        self.lbounds = []
+
+
+class LMapCache:
+    def __init__(self):
+        self.cache = {}
+
+        # Lists for search queries
+        self.v_maps = []
+        self.xl_maps = []
+        self.xl_maps_set = set()
+        self.f_maps = []
+        self.lbound_maps = []
+        self.size = 0
+
+    def __getitem__(self, v):
+        try:
+            v = np.ndarray.tolist(v)
+        except TypeError:
+            pass
+        v = tuple(v)
+        try:
+            return self.cache[v]
+        except KeyError:
+            xval = LMap(v)
+            self.cache[v] = xval
+
+            return self.cache[v]
+
+    def add_res(self, v, lres, bounds=None):
+        v = np.ndarray.tolist(v)
+        v = tuple(v)
+        self.cache[v].x_l = lres.x
+        self.cache[v].lres = lres
+        self.cache[v].f_min = lres.fun
+        self.cache[v].lbounds = bounds
+
+        # Update cache size
+        self.size += 1
+
+        # Cache lists for search queries
+        self.v_maps.append(v)
+        self.xl_maps.append(lres.x)
+        self.xl_maps_set.add(tuple(lres.x))
+        self.f_maps.append(lres.fun)
+        self.lbound_maps.append(bounds)
+
+    def sort_cache_result(self):
+        """
+        Sort results and build the global return object
+        """
+        results = {}
+        # Sort results and save
+        self.xl_maps = np.array(self.xl_maps)
+        self.f_maps = np.array(self.f_maps)
+
+        # Sorted indexes in Func_min
+        ind_sorted = np.argsort(self.f_maps)
+
+        # Save ordered list of minima
+        results['xl'] = self.xl_maps[ind_sorted]  # Ordered x vals
+        self.f_maps = np.array(self.f_maps)
+        results['funl'] = self.f_maps[ind_sorted]
+        results['funl'] = results['funl'].T
+
+        # Find global of all minimizers
+        results['x'] = self.xl_maps[ind_sorted[0]]  # Save global minima
+        results['fun'] = self.f_maps[ind_sorted[0]]  # Save global fun value
+
+        self.xl_maps = np.ndarray.tolist(self.xl_maps)
+        self.f_maps = np.ndarray.tolist(self.f_maps)
+        return results

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

@@ -0,0 +1,1225 @@
+"""Base classes for low memory simplicial complex structures."""
+import copy
+import logging
+import itertools
+import decimal
+from functools import cache
+
+import numpy
+
+from ._vertex import (VertexCacheField, VertexCacheIndex)
+
+
+class Complex:
+    """
+    Base class for a simplicial complex described as a cache of vertices
+    together with their connections.
+
+    Important methods:
+        Domain triangulation:
+                Complex.triangulate, Complex.split_generation
+        Triangulating arbitrary points (must be traingulable,
+            may exist outside domain):
+                Complex.triangulate(sample_set)
+        Converting another simplicial complex structure data type to the
+            structure used in Complex (ex. OBJ wavefront)
+                Complex.convert(datatype, data)
+
+    Important objects:
+        HC.V: The cache of vertices and their connection
+        HC.H: Storage structure of all vertex groups
+
+    Parameters
+    ----------
+    dim : int
+        Spatial dimensionality of the complex R^dim
+    domain : list of tuples, optional
+        The bounds [x_l, x_u]^dim of the hyperrectangle space
+        ex. The default domain is the hyperrectangle [0, 1]^dim
+        Note: The domain must be convex, non-convex spaces can be cut
+              away from this domain using the non-linear
+              g_cons functions to define any arbitrary domain
+              (these domains may also be disconnected from each other)
+    sfield :
+        A scalar function defined in the associated domain f: R^dim --> R
+    sfield_args : tuple
+        Additional arguments to be passed to `sfield`
+    vfield :
+        A scalar function defined in the associated domain
+                       f: R^dim --> R^m
+                   (for example a gradient function of the scalar field)
+    vfield_args : tuple
+        Additional arguments to be passed to vfield
+    symmetry : None or list
+            Specify if the objective function contains symmetric variables.
+            The search space (and therefore performance) is decreased by up to
+            O(n!) times in the fully symmetric case.
+
+            E.g.  f(x) = (x_1 + x_2 + x_3) + (x_4)**2 + (x_5)**2 + (x_6)**2
+
+            In this equation x_2 and x_3 are symmetric to x_1, while x_5 and
+             x_6 are symmetric to x_4, this can be specified to the solver as:
+
+            symmetry = [0,  # Variable 1
+                        0,  # symmetric to variable 1
+                        0,  # symmetric to variable 1
+                        3,  # Variable 4
+                        3,  # symmetric to variable 4
+                        3,  # symmetric to variable 4
+                        ]
+
+    constraints : dict or sequence of dict, optional
+        Constraints definition.
+        Function(s) ``R**n`` in the form::
+
+            g(x) <= 0 applied as g : R^n -> R^m
+            h(x) == 0 applied as h : R^n -> R^p
+
+        Each constraint is defined in a 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.constraints : dict or sequence of dict, optional
+        Constraints definition.
+        Function(s) ``R**n`` in the form::
+
+            g(x) <= 0 applied as g : R^n -> R^m
+            h(x) == 0 applied as h : R^n -> R^p
+
+        Each constraint is defined in a 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` (unused).
+            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.
+
+    workers : int  optional
+        Uses `multiprocessing.Pool <multiprocessing>`) to compute the field
+         functions in parallel.
+    """
+    def __init__(self, dim, domain=None, sfield=None, sfield_args=(),
+                 symmetry=None, constraints=None, workers=1):
+        self.dim = dim
+
+        # Domains
+        self.domain = domain
+        if domain is None:
+            self.bounds = [(0.0, 1.0), ] * dim
+        else:
+            self.bounds = domain
+        self.symmetry = symmetry
+        #      here in init to avoid if checks
+
+        # Field functions
+        self.sfield = sfield
+        self.sfield_args = sfield_args
+
+        # Process constraints
+        # Constraints
+        # Process constraint dict sequence:
+        if constraints is not None:
+            self.min_cons = constraints
+            self.g_cons = []
+            self.g_args = []
+            if not isinstance(constraints, (tuple, list)):
+                constraints = (constraints,)
+
+            for cons in constraints:
+                if cons['type'] in ('ineq'):
+                    self.g_cons.append(cons['fun'])
+                    try:
+                        self.g_args.append(cons['args'])
+                    except KeyError:
+                        self.g_args.append(())
+            self.g_cons = tuple(self.g_cons)
+            self.g_args = tuple(self.g_args)
+        else:
+            self.g_cons = None
+            self.g_args = None
+
+        # Homology properties
+        self.gen = 0
+        self.perm_cycle = 0
+
+        # Every cell is stored in a list of its generation,
+        # ex. the initial cell is stored in self.H[0]
+        # 1st get new cells are stored in self.H[1] etc.
+        # When a cell is sub-generated it is removed from this list
+
+        self.H = []  # Storage structure of vertex groups
+
+        # Cache of all vertices
+        if (sfield is not None) or (self.g_cons is not None):
+            # Initiate a vertex cache and an associated field cache, note that
+            # the field case is always initiated inside the vertex cache if an
+            # associated field scalar field is defined:
+            if sfield is not None:
+                self.V = VertexCacheField(field=sfield, field_args=sfield_args,
+                                          g_cons=self.g_cons,
+                                          g_cons_args=self.g_args,
+                                          workers=workers)
+            elif self.g_cons is not None:
+                self.V = VertexCacheField(field=sfield, field_args=sfield_args,
+                                          g_cons=self.g_cons,
+                                          g_cons_args=self.g_args,
+                                          workers=workers)
+        else:
+            self.V = VertexCacheIndex()
+
+        self.V_non_symm = []  # List of non-symmetric vertices
+
+    def __call__(self):
+        return self.H
+
+    # %% Triangulation methods
+    def cyclic_product(self, bounds, origin, supremum, centroid=True):
+        """Generate initial triangulation using cyclic product"""
+        # Define current hyperrectangle
+        vot = tuple(origin)
+        vut = tuple(supremum)  # Hyperrectangle supremum
+        self.V[vot]
+        vo = self.V[vot]
+        yield vo.x
+        self.V[vut].connect(self.V[vot])
+        yield vut
+        # Cyclic group approach with second x_l --- x_u operation.
+
+        # These containers store the "lower" and "upper" vertices
+        # corresponding to the origin or supremum of every C2 group.
+        # It has the structure of `dim` times embedded lists each containing
+        # these vertices as the entire complex grows. Bounds[0] has to be done
+        # outside the loops before we have symmetric containers.
+        # NOTE: This means that bounds[0][1] must always exist
+        C0x = [[self.V[vot]]]
+        a_vo = copy.copy(list(origin))
+        a_vo[0] = vut[0]  # Update aN Origin
+        a_vo = self.V[tuple(a_vo)]
+        # self.V[vot].connect(self.V[tuple(a_vo)])
+        self.V[vot].connect(a_vo)
+        yield a_vo.x
+        C1x = [[a_vo]]
+        # C1x = [[self.V[tuple(a_vo)]]]
+        ab_C = []  # Container for a + b operations
+
+        # Loop over remaining bounds
+        for i, x in enumerate(bounds[1:]):
+            # Update lower and upper containers
+            C0x.append([])
+            C1x.append([])
+            # try to access a second bound (if not, C1 is symmetric)
+            try:
+                # Early try so that we don't have to copy the cache before
+                # moving on to next C1/C2: Try to add the operation of a new
+                # C2 product by accessing the upper bound
+                x[1]
+                # Copy lists for iteration
+                cC0x = [x[:] for x in C0x[:i + 1]]
+                cC1x = [x[:] for x in C1x[:i + 1]]
+                for j, (VL, VU) in enumerate(zip(cC0x, cC1x)):
+                    for k, (vl, vu) in enumerate(zip(VL, VU)):
+                        # Build aN vertices for each lower-upper pair in N:
+                        a_vl = list(vl.x)
+                        a_vu = list(vu.x)
+                        a_vl[i + 1] = vut[i + 1]
+                        a_vu[i + 1] = vut[i + 1]
+                        a_vl = self.V[tuple(a_vl)]
+
+                        # Connect vertices in N to corresponding vertices
+                        # in aN:
+                        vl.connect(a_vl)
+
+                        yield a_vl.x
+
+                        a_vu = self.V[tuple(a_vu)]
+                        # Connect vertices in N to corresponding vertices
+                        # in aN:
+                        vu.connect(a_vu)
+
+                        # Connect new vertex pair in aN:
+                        a_vl.connect(a_vu)
+
+                        # Connect lower pair to upper (triangulation
+                        # operation of a + b (two arbitrary operations):
+                        vl.connect(a_vu)
+                        ab_C.append((vl, a_vu))
+
+                        # Update the containers
+                        C0x[i + 1].append(vl)
+                        C0x[i + 1].append(vu)
+                        C1x[i + 1].append(a_vl)
+                        C1x[i + 1].append(a_vu)
+
+                        # Update old containers
+                        C0x[j].append(a_vl)
+                        C1x[j].append(a_vu)
+
+                        # Yield new points
+                        yield a_vu.x
+
+                # Try to connect aN lower source of previous a + b
+                # operation with a aN vertex
+                ab_Cc = copy.copy(ab_C)
+
+                for vp in ab_Cc:
+                    b_v = list(vp[0].x)
+                    ab_v = list(vp[1].x)
+                    b_v[i + 1] = vut[i + 1]
+                    ab_v[i + 1] = vut[i + 1]
+                    b_v = self.V[tuple(b_v)]  # b + vl
+                    ab_v = self.V[tuple(ab_v)]  # b + a_vl
+                    # Note o---o is already connected
+                    vp[0].connect(ab_v)  # o-s
+                    b_v.connect(ab_v)  # s-s
+
+                    # Add new list of cross pairs
+                    ab_C.append((vp[0], ab_v))
+                    ab_C.append((b_v, ab_v))
+
+            except IndexError:
+                cC0x = C0x[i]
+                cC1x = C1x[i]
+                VL, VU = cC0x, cC1x
+                for k, (vl, vu) in enumerate(zip(VL, VU)):
+                    # Build aN vertices for each lower-upper pair in N:
+                    a_vu = list(vu.x)
+                    a_vu[i + 1] = vut[i + 1]
+                    # Connect vertices in N to corresponding vertices
+                    # in aN:
+                    a_vu = self.V[tuple(a_vu)]
+                    # Connect vertices in N to corresponding vertices
+                    # in aN:
+                    vu.connect(a_vu)
+                    # Connect new vertex pair in aN:
+                    # a_vl.connect(a_vu)
+                    # Connect lower pair to upper (triangulation
+                    # operation of a + b (two arbitrary operations):
+                    vl.connect(a_vu)
+                    ab_C.append((vl, a_vu))
+                    C0x[i + 1].append(vu)
+                    C1x[i + 1].append(a_vu)
+                    # Yield new points
+                    a_vu.connect(self.V[vut])
+                    yield a_vu.x
+                    ab_Cc = copy.copy(ab_C)
+                    for vp in ab_Cc:
+                        if vp[1].x[i] == vut[i]:
+                            ab_v = list(vp[1].x)
+                            ab_v[i + 1] = vut[i + 1]
+                            ab_v = self.V[tuple(ab_v)]  # b + a_vl
+                            # Note o---o is already connected
+                            vp[0].connect(ab_v)  # o-s
+
+                            # Add new list of cross pairs
+                            ab_C.append((vp[0], ab_v))
+
+        # Clean class trash
+        try:
+            del C0x
+            del cC0x
+            del C1x
+            del cC1x
+            del ab_C
+            del ab_Cc
+        except UnboundLocalError:
+            pass
+
+        # Extra yield to ensure that the triangulation is completed
+        if centroid:
+            vo = self.V[vot]
+            vs = self.V[vut]
+            # Disconnect the origin and supremum
+            vo.disconnect(vs)
+            # Build centroid
+            vc = self.split_edge(vot, vut)
+            for v in vo.nn:
+                v.connect(vc)
+            yield vc.x
+            return vc.x
+        else:
+            yield vut
+            return vut
+
+    def triangulate(self, n=None, symmetry=None, centroid=True,
+                    printout=False):
+        """
+        Triangulate the initial domain, if n is not None then a limited number
+        of points will be generated
+
+        Parameters
+        ----------
+        n : int, Number of points to be sampled.
+        symmetry :
+
+            Ex. Dictionary/hashtable
+            f(x) = (x_1 + x_2 + x_3) + (x_4)**2 + (x_5)**2 + (x_6)**2
+
+            symmetry = symmetry[0]: 0,  # Variable 1
+                       symmetry[1]: 0,  # symmetric to variable 1
+                       symmetry[2]: 0,  # symmetric to variable 1
+                       symmetry[3]: 3,  # Variable 4
+                       symmetry[4]: 3,  # symmetric to variable 4
+                       symmetry[5]: 3,  # symmetric to variable 4
+                        }
+        centroid : bool, if True add a central point to the hypercube
+        printout : bool, if True print out results
+
+        NOTES:
+        ------
+        Rather than using the combinatorial algorithm to connect vertices we
+        make the following observation:
+
+        The bound pairs are similar a C2 cyclic group and the structure is
+        formed using the cartesian product:
+
+        H = C2 x C2 x C2 ... x C2 (dim times)
+
+        So construct any normal subgroup N and consider H/N first, we connect
+        all vertices within N (ex. N is C2 (the first dimension), then we move
+        to a left coset aN (an operation moving around the defined H/N group by
+        for example moving from the lower bound in C2 (dimension 2) to the
+        higher bound in C2. During this operation connection all the vertices.
+        Now repeat the N connections. Note that these elements can be connected
+        in parallel.
+        """
+        # Inherit class arguments
+        if symmetry is None:
+            symmetry = self.symmetry
+        # Build origin and supremum vectors
+        origin = [i[0] for i in self.bounds]
+        self.origin = origin
+        supremum = [i[1] for i in self.bounds]
+
+        self.supremum = supremum
+
+        if symmetry is None:
+            cbounds = self.bounds
+        else:
+            cbounds = copy.copy(self.bounds)
+            for i, j in enumerate(symmetry):
+                if i is not j:
+                    # pop second entry on second symmetry vars
+                    cbounds[i] = [self.bounds[symmetry[i]][0]]
+                    # Sole (first) entry is the sup value and there is no
+                    # origin:
+                    cbounds[i] = [self.bounds[symmetry[i]][1]]
+                    if (self.bounds[symmetry[i]] is not
+                            self.bounds[symmetry[j]]):
+                        logging.warning(f"Variable {i} was specified as "
+                                        f"symmetetric to variable {j}, however"
+                                        f", the bounds {i} ="
+                                        f" {self.bounds[symmetry[i]]} and {j}"
+                                        f" ="
+                                        f" {self.bounds[symmetry[j]]} do not "
+                                        f"match, the mismatch was ignored in "
+                                        f"the initial triangulation.")
+                        cbounds[i] = self.bounds[symmetry[j]]
+
+        if n is None:
+            # Build generator
+            self.cp = self.cyclic_product(cbounds, origin, supremum, centroid)
+            for i in self.cp:
+                i
+
+            try:
+                self.triangulated_vectors.append((tuple(self.origin),
+                                                  tuple(self.supremum)))
+            except (AttributeError, KeyError):
+                self.triangulated_vectors = [(tuple(self.origin),
+                                              tuple(self.supremum))]
+
+        else:
+            # Check if generator already exists
+            try:
+                self.cp
+            except (AttributeError, KeyError):
+                self.cp = self.cyclic_product(cbounds, origin, supremum,
+                                              centroid)
+
+            try:
+                while len(self.V.cache) < n:
+                    next(self.cp)
+            except StopIteration:
+                try:
+                    self.triangulated_vectors.append((tuple(self.origin),
+                                                      tuple(self.supremum)))
+                except (AttributeError, KeyError):
+                    self.triangulated_vectors = [(tuple(self.origin),
+                                                  tuple(self.supremum))]
+
+        if printout:
+            # for v in self.C0():
+            #   v.print_out()
+            for v in self.V.cache:
+                self.V[v].print_out()
+
+        return
+
+    def refine(self, n=1):
+        if n is None:
+            try:
+                self.triangulated_vectors
+                self.refine_all()
+                return
+            except AttributeError as ae:
+                if str(ae) == "'Complex' object has no attribute " \
+                              "'triangulated_vectors'":
+                    self.triangulate(symmetry=self.symmetry)
+                    return
+                else:
+                    raise
+
+        nt = len(self.V.cache) + n  # Target number of total vertices
+        # In the outer while loop we iterate until we have added an extra `n`
+        # vertices to the complex:
+        while len(self.V.cache) < nt:  # while loop 1
+            try:  # try 1
+                # Try to access triangulated_vectors, this should only be
+                # defined if an initial triangulation has already been
+                # performed:
+                self.triangulated_vectors
+                # Try a usual iteration of the current generator, if it
+                # does not exist or is exhausted then produce a new generator
+                try:  # try 2
+                    next(self.rls)
+                except (AttributeError, StopIteration, KeyError):
+                    vp = self.triangulated_vectors[0]
+                    self.rls = self.refine_local_space(*vp, bounds=self.bounds)
+                    next(self.rls)
+
+            except (AttributeError, KeyError):
+                # If an initial triangulation has not been completed, then
+                # we start/continue the initial triangulation targeting `nt`
+                # vertices, if nt is greater than the initial number of
+                # vertices then the `refine` routine will move back to try 1.
+                self.triangulate(nt, self.symmetry)
+        return
+
+    def refine_all(self, centroids=True):
+        """Refine the entire domain of the current complex."""
+        try:
+            self.triangulated_vectors
+            tvs = copy.copy(self.triangulated_vectors)
+            for i, vp in enumerate(tvs):
+                self.rls = self.refine_local_space(*vp, bounds=self.bounds)
+                for i in self.rls:
+                    i
+        except AttributeError as ae:
+            if str(ae) == "'Complex' object has no attribute " \
+                          "'triangulated_vectors'":
+                self.triangulate(symmetry=self.symmetry, centroid=centroids)
+            else:
+                raise
+
+        # This adds a centroid to every new sub-domain generated and defined
+        # by self.triangulated_vectors, in addition the vertices ! to complete
+        # the triangulation
+        return
+
+    def refine_local_space(self, origin, supremum, bounds, centroid=1):
+        # Copy for later removal
+        origin_c = copy.copy(origin)
+        supremum_c = copy.copy(supremum)
+
+        # Initiate local variables redefined in later inner `for` loop:
+        vl, vu, a_vu = None, None, None
+
+        # Change the vector orientation so that it is only increasing
+        s_ov = list(origin)
+        s_origin = list(origin)
+        s_sv = list(supremum)
+        s_supremum = list(supremum)
+        for i, vi in enumerate(s_origin):
+            if s_ov[i] > s_sv[i]:
+                s_origin[i] = s_sv[i]
+                s_supremum[i] = s_ov[i]
+
+        vot = tuple(s_origin)
+        vut = tuple(s_supremum)  # Hyperrectangle supremum
+
+        vo = self.V[vot]  # initiate if doesn't exist yet
+        vs = self.V[vut]
+        # Start by finding the old centroid of the new space:
+        vco = self.split_edge(vo.x, vs.x)  # Split in case not centroid arg
+
+        # Find set of extreme vertices in current local space
+        sup_set = copy.copy(vco.nn)
+        # Cyclic group approach with second x_l --- x_u operation.
+
+        # These containers store the "lower" and "upper" vertices
+        # corresponding to the origin or supremum of every C2 group.
+        # It has the structure of `dim` times embedded lists each containing
+        # these vertices as the entire complex grows. Bounds[0] has to be done
+        # outside the loops before we have symmetric containers.
+        # NOTE: This means that bounds[0][1] must always exist
+
+        a_vl = copy.copy(list(vot))
+        a_vl[0] = vut[0]  # Update aN Origin
+        if tuple(a_vl) not in self.V.cache:
+            vo = self.V[vot]  # initiate if doesn't exist yet
+            vs = self.V[vut]
+            # Start by finding the old centroid of the new space:
+            vco = self.split_edge(vo.x, vs.x)  # Split in case not centroid arg
+
+            # Find set of extreme vertices in current local space
+            sup_set = copy.copy(vco.nn)
+            a_vl = copy.copy(list(vot))
+            a_vl[0] = vut[0]  # Update aN Origin
+            a_vl = self.V[tuple(a_vl)]
+        else:
+            a_vl = self.V[tuple(a_vl)]
+
+        c_v = self.split_edge(vo.x, a_vl.x)
+        c_v.connect(vco)
+        yield c_v.x
+        Cox = [[vo]]
+        Ccx = [[c_v]]
+        Cux = [[a_vl]]
+        ab_C = []  # Container for a + b operations
+        s_ab_C = []  # Container for symmetric a + b operations
+
+        # Loop over remaining bounds
+        for i, x in enumerate(bounds[1:]):
+            # Update lower and upper containers
+            Cox.append([])
+            Ccx.append([])
+            Cux.append([])
+            # try to access a second bound (if not, C1 is symmetric)
+            try:
+                t_a_vl = list(vot)
+                t_a_vl[i + 1] = vut[i + 1]
+
+                # New: lists are used anyway, so copy all
+                # %%
+                # Copy lists for iteration
+                cCox = [x[:] for x in Cox[:i + 1]]
+                cCcx = [x[:] for x in Ccx[:i + 1]]
+                cCux = [x[:] for x in Cux[:i + 1]]
+                # Try to connect aN lower source of previous a + b
+                # operation with a aN vertex
+                ab_Cc = copy.copy(ab_C)  # NOTE: We append ab_C in the
+                # (VL, VC, VU) for-loop, but we use the copy of the list in the
+                # ab_Cc for-loop.
+                s_ab_Cc = copy.copy(s_ab_C)
+
+                # Early try so that we don't have to copy the cache before
+                # moving on to next C1/C2: Try to add the operation of a new
+                # C2 product by accessing the upper bound
+                if tuple(t_a_vl) not in self.V.cache:
+                    # Raise error to continue symmetric refine
+                    raise IndexError
+                t_a_vu = list(vut)
+                t_a_vu[i + 1] = vut[i + 1]
+                if tuple(t_a_vu) not in self.V.cache:
+                    # Raise error to continue symmetric refine:
+                    raise IndexError
+
+                for vectors in s_ab_Cc:
+                    # s_ab_C.append([c_vc, vl, vu, a_vu])
+                    bc_vc = list(vectors[0].x)
+                    b_vl = list(vectors[1].x)
+                    b_vu = list(vectors[2].x)
+                    ba_vu = list(vectors[3].x)
+
+                    bc_vc[i + 1] = vut[i + 1]
+                    b_vl[i + 1] = vut[i + 1]
+                    b_vu[i + 1] = vut[i + 1]
+                    ba_vu[i + 1] = vut[i + 1]
+
+                    bc_vc = self.V[tuple(bc_vc)]
+                    bc_vc.connect(vco)  # NOTE: Unneeded?
+                    yield bc_vc
+
+                    # Split to centre, call this centre group "d = 0.5*a"
+                    d_bc_vc = self.split_edge(vectors[0].x, bc_vc.x)
+                    d_bc_vc.connect(bc_vc)
+                    d_bc_vc.connect(vectors[1])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[2])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[3])  # Connect all to centroid
+                    yield d_bc_vc.x
+                    b_vl = self.V[tuple(b_vl)]
+                    bc_vc.connect(b_vl)  # Connect aN cross pairs
+                    d_bc_vc.connect(b_vl)  # Connect all to centroid
+
+                    yield b_vl
+                    b_vu = self.V[tuple(b_vu)]
+                    bc_vc.connect(b_vu)  # Connect aN cross pairs
+                    d_bc_vc.connect(b_vu)  # Connect all to centroid
+
+                    b_vl_c = self.split_edge(b_vu.x, b_vl.x)
+                    bc_vc.connect(b_vl_c)
+
+                    yield b_vu
+                    ba_vu = self.V[tuple(ba_vu)]
+                    bc_vc.connect(ba_vu)  # Connect aN cross pairs
+                    d_bc_vc.connect(ba_vu)  # Connect all to centroid
+
+                    # Split the a + b edge of the initial triangulation:
+                    os_v = self.split_edge(vectors[1].x, ba_vu.x)  # o-s
+                    ss_v = self.split_edge(b_vl.x, ba_vu.x)  # s-s
+                    b_vu_c = self.split_edge(b_vu.x, ba_vu.x)
+                    bc_vc.connect(b_vu_c)
+                    yield os_v.x  # often equal to vco, but not always
+                    yield ss_v.x  # often equal to bc_vu, but not always
+                    yield ba_vu
+                    # Split remaining to centre, call this centre group
+                    # "d = 0.5*a"
+                    d_bc_vc = self.split_edge(vectors[0].x, bc_vc.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    yield d_bc_vc.x
+                    d_b_vl = self.split_edge(vectors[1].x, b_vl.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    d_bc_vc.connect(d_b_vl)  # Connect dN cross pairs
+                    yield d_b_vl.x
+                    d_b_vu = self.split_edge(vectors[2].x, b_vu.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    d_bc_vc.connect(d_b_vu)  # Connect dN cross pairs
+                    yield d_b_vu.x
+                    d_ba_vu = self.split_edge(vectors[3].x, ba_vu.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    d_bc_vc.connect(d_ba_vu)  # Connect dN cross pairs
+                    yield d_ba_vu
+
+                    # comb = [c_vc, vl, vu, a_vl, a_vu,
+                    #       bc_vc, b_vl, b_vu, ba_vl, ba_vu]
+                    comb = [vl, vu, a_vu,
+                            b_vl, b_vu, ba_vu]
+                    comb_iter = itertools.combinations(comb, 2)
+                    for vecs in comb_iter:
+                        self.split_edge(vecs[0].x, vecs[1].x)
+                    # Add new list of cross pairs
+                    ab_C.append((d_bc_vc, vectors[1], b_vl, a_vu, ba_vu))
+                    ab_C.append((d_bc_vc, vl, b_vl, a_vu, ba_vu))  # = prev
+
+                for vectors in ab_Cc:
+                    bc_vc = list(vectors[0].x)
+                    b_vl = list(vectors[1].x)
+                    b_vu = list(vectors[2].x)
+                    ba_vl = list(vectors[3].x)
+                    ba_vu = list(vectors[4].x)
+                    bc_vc[i + 1] = vut[i + 1]
+                    b_vl[i + 1] = vut[i + 1]
+                    b_vu[i + 1] = vut[i + 1]
+                    ba_vl[i + 1] = vut[i + 1]
+                    ba_vu[i + 1] = vut[i + 1]
+                    bc_vc = self.V[tuple(bc_vc)]
+                    bc_vc.connect(vco)  # NOTE: Unneeded?
+                    yield bc_vc
+
+                    # Split to centre, call this centre group "d = 0.5*a"
+                    d_bc_vc = self.split_edge(vectors[0].x, bc_vc.x)
+                    d_bc_vc.connect(bc_vc)
+                    d_bc_vc.connect(vectors[1])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[2])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[3])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[4])  # Connect all to centroid
+                    yield d_bc_vc.x
+                    b_vl = self.V[tuple(b_vl)]
+                    bc_vc.connect(b_vl)  # Connect aN cross pairs
+                    d_bc_vc.connect(b_vl)  # Connect all to centroid
+                    yield b_vl
+                    b_vu = self.V[tuple(b_vu)]
+                    bc_vc.connect(b_vu)  # Connect aN cross pairs
+                    d_bc_vc.connect(b_vu)  # Connect all to centroid
+                    yield b_vu
+                    ba_vl = self.V[tuple(ba_vl)]
+                    bc_vc.connect(ba_vl)  # Connect aN cross pairs
+                    d_bc_vc.connect(ba_vl)  # Connect all to centroid
+                    self.split_edge(b_vu.x, ba_vl.x)
+                    yield ba_vl
+                    ba_vu = self.V[tuple(ba_vu)]
+                    bc_vc.connect(ba_vu)  # Connect aN cross pairs
+                    d_bc_vc.connect(ba_vu)  # Connect all to centroid
+                    # Split the a + b edge of the initial triangulation:
+                    os_v = self.split_edge(vectors[1].x, ba_vu.x)  # o-s
+                    ss_v = self.split_edge(b_vl.x, ba_vu.x)  # s-s
+                    yield os_v.x  # often equal to vco, but not always
+                    yield ss_v.x  # often equal to bc_vu, but not always
+                    yield ba_vu
+                    # Split remaining to centre, call this centre group
+                    # "d = 0.5*a"
+                    d_bc_vc = self.split_edge(vectors[0].x, bc_vc.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    yield d_bc_vc.x
+                    d_b_vl = self.split_edge(vectors[1].x, b_vl.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    d_bc_vc.connect(d_b_vl)  # Connect dN cross pairs
+                    yield d_b_vl.x
+                    d_b_vu = self.split_edge(vectors[2].x, b_vu.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    d_bc_vc.connect(d_b_vu)  # Connect dN cross pairs
+                    yield d_b_vu.x
+                    d_ba_vl = self.split_edge(vectors[3].x, ba_vl.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    d_bc_vc.connect(d_ba_vl)  # Connect dN cross pairs
+                    yield d_ba_vl
+                    d_ba_vu = self.split_edge(vectors[4].x, ba_vu.x)
+                    d_bc_vc.connect(vco)  # NOTE: Unneeded?
+                    d_bc_vc.connect(d_ba_vu)  # Connect dN cross pairs
+                    yield d_ba_vu
+                    c_vc, vl, vu, a_vl, a_vu = vectors
+
+                    comb = [vl, vu, a_vl, a_vu,
+                            b_vl, b_vu, ba_vl, ba_vu]
+                    comb_iter = itertools.combinations(comb, 2)
+                    for vecs in comb_iter:
+                        self.split_edge(vecs[0].x, vecs[1].x)
+
+                    # Add new list of cross pairs
+                    ab_C.append((bc_vc, b_vl, b_vu, ba_vl, ba_vu))
+                    ab_C.append((d_bc_vc, d_b_vl, d_b_vu, d_ba_vl, d_ba_vu))
+                    ab_C.append((d_bc_vc, vectors[1], b_vl, a_vu, ba_vu))
+                    ab_C.append((d_bc_vc, vu, b_vu, a_vl, ba_vl))
+
+                for j, (VL, VC, VU) in enumerate(zip(cCox, cCcx, cCux)):
+                    for k, (vl, vc, vu) in enumerate(zip(VL, VC, VU)):
+                        # Build aN vertices for each lower-upper C3 group in N:
+                        a_vl = list(vl.x)
+                        a_vu = list(vu.x)
+                        a_vl[i + 1] = vut[i + 1]
+                        a_vu[i + 1] = vut[i + 1]
+                        a_vl = self.V[tuple(a_vl)]
+                        a_vu = self.V[tuple(a_vu)]
+                        # Note, build (a + vc) later for consistent yields
+                        # Split the a + b edge of the initial triangulation:
+                        c_vc = self.split_edge(vl.x, a_vu.x)
+                        self.split_edge(vl.x, vu.x)  # Equal to vc
+                        # Build cN vertices for each lower-upper C3 group in N:
+                        c_vc.connect(vco)
+                        c_vc.connect(vc)
+                        c_vc.connect(vl)  # Connect c + ac operations
+                        c_vc.connect(vu)  # Connect c + ac operations
+                        c_vc.connect(a_vl)  # Connect c + ac operations
+                        c_vc.connect(a_vu)  # Connect c + ac operations
+                        yield c_vc.x
+                        c_vl = self.split_edge(vl.x, a_vl.x)
+                        c_vl.connect(vco)
+                        c_vc.connect(c_vl)  # Connect cN group vertices
+                        yield c_vl.x
+                        # yield at end of loop:
+                        c_vu = self.split_edge(vu.x, a_vu.x)
+                        c_vu.connect(vco)
+                        # Connect remaining cN group vertices
+                        c_vc.connect(c_vu)  # Connect cN group vertices
+                        yield c_vu.x
+
+                        a_vc = self.split_edge(a_vl.x, a_vu.x)  # is (a + vc) ?
+                        a_vc.connect(vco)
+                        a_vc.connect(c_vc)
+
+                        # Storage for connecting c + ac operations:
+                        ab_C.append((c_vc, vl, vu, a_vl, a_vu))
+
+                        # Update the containers
+                        Cox[i + 1].append(vl)
+                        Cox[i + 1].append(vc)
+                        Cox[i + 1].append(vu)
+                        Ccx[i + 1].append(c_vl)
+                        Ccx[i + 1].append(c_vc)
+                        Ccx[i + 1].append(c_vu)
+                        Cux[i + 1].append(a_vl)
+                        Cux[i + 1].append(a_vc)
+                        Cux[i + 1].append(a_vu)
+
+                        # Update old containers
+                        Cox[j].append(c_vl)  # !
+                        Cox[j].append(a_vl)
+                        Ccx[j].append(c_vc)  # !
+                        Ccx[j].append(a_vc)  # !
+                        Cux[j].append(c_vu)  # !
+                        Cux[j].append(a_vu)
+
+                        # Yield new points
+                        yield a_vc.x
+
+            except IndexError:
+                for vectors in ab_Cc:
+                    ba_vl = list(vectors[3].x)
+                    ba_vu = list(vectors[4].x)
+                    ba_vl[i + 1] = vut[i + 1]
+                    ba_vu[i + 1] = vut[i + 1]
+                    ba_vu = self.V[tuple(ba_vu)]
+                    yield ba_vu
+                    d_bc_vc = self.split_edge(vectors[1].x, ba_vu.x)  # o-s
+                    yield ba_vu
+                    d_bc_vc.connect(vectors[1])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[2])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[3])  # Connect all to centroid
+                    d_bc_vc.connect(vectors[4])  # Connect all to centroid
+                    yield d_bc_vc.x
+                    ba_vl = self.V[tuple(ba_vl)]
+                    yield ba_vl
+                    d_ba_vl = self.split_edge(vectors[3].x, ba_vl.x)
+                    d_ba_vu = self.split_edge(vectors[4].x, ba_vu.x)
+                    d_ba_vc = self.split_edge(d_ba_vl.x, d_ba_vu.x)
+                    yield d_ba_vl
+                    yield d_ba_vu
+                    yield d_ba_vc
+                    c_vc, vl, vu, a_vl, a_vu = vectors
+                    comb = [vl, vu, a_vl, a_vu,
+                            ba_vl,
+                            ba_vu]
+                    comb_iter = itertools.combinations(comb, 2)
+                    for vecs in comb_iter:
+                        self.split_edge(vecs[0].x, vecs[1].x)
+
+                # Copy lists for iteration
+                cCox = Cox[i]
+                cCcx = Ccx[i]
+                cCux = Cux[i]
+                VL, VC, VU = cCox, cCcx, cCux
+                for k, (vl, vc, vu) in enumerate(zip(VL, VC, VU)):
+                    # Build aN vertices for each lower-upper pair in N:
+                    a_vu = list(vu.x)
+                    a_vu[i + 1] = vut[i + 1]
+
+                    # Connect vertices in N to corresponding vertices
+                    # in aN:
+                    a_vu = self.V[tuple(a_vu)]
+                    yield a_vl.x
+                    # Split the a + b edge of the initial triangulation:
+                    c_vc = self.split_edge(vl.x, a_vu.x)
+                    self.split_edge(vl.x, vu.x)  # Equal to vc
+                    c_vc.connect(vco)
+                    c_vc.connect(vc)
+                    c_vc.connect(vl)  # Connect c + ac operations
+                    c_vc.connect(vu)  # Connect c + ac operations
+                    c_vc.connect(a_vu)  # Connect c + ac operations
+                    yield (c_vc.x)
+                    c_vu = self.split_edge(vu.x,
+                                           a_vu.x)  # yield at end of loop
+                    c_vu.connect(vco)
+                    # Connect remaining cN group vertices
+                    c_vc.connect(c_vu)  # Connect cN group vertices
+                    yield (c_vu.x)
+
+                    # Update the containers
+                    Cox[i + 1].append(vu)
+                    Ccx[i + 1].append(c_vu)
+                    Cux[i + 1].append(a_vu)
+
+                    # Update old containers
+                    s_ab_C.append([c_vc, vl, vu, a_vu])
+
+                    yield a_vu.x
+
+        # Clean class trash
+        try:
+            del Cox
+            del Ccx
+            del Cux
+            del ab_C
+            del ab_Cc
+        except UnboundLocalError:
+            pass
+
+        try:
+            self.triangulated_vectors.remove((tuple(origin_c),
+                                              tuple(supremum_c)))
+        except ValueError:
+            # Turn this into a logging warning?
+            pass
+        # Add newly triangulated vectors:
+        for vs in sup_set:
+            self.triangulated_vectors.append((tuple(vco.x), tuple(vs.x)))
+
+        # Extra yield to ensure that the triangulation is completed
+        if centroid:
+            vcn_set = set()
+            c_nn_lists = []
+            for vs in sup_set:
+                # Build centroid
+                c_nn = self.vpool(vco.x, vs.x)
+                try:
+                    c_nn.remove(vcn_set)
+                except KeyError:
+                    pass
+                c_nn_lists.append(c_nn)
+
+            for c_nn in c_nn_lists:
+                try:
+                    c_nn.remove(vcn_set)
+                except KeyError:
+                    pass
+
+            for vs, c_nn in zip(sup_set, c_nn_lists):
+                # Build centroid
+                vcn = self.split_edge(vco.x, vs.x)
+                vcn_set.add(vcn)
+                try:  # Shouldn't be needed?
+                    c_nn.remove(vcn_set)
+                except KeyError:
+                    pass
+                for vnn in c_nn:
+                    vcn.connect(vnn)
+                yield vcn.x
+        else:
+            pass
+
+        yield vut
+        return
+
+    def refine_star(self, v):
+        """Refine the star domain of a vertex `v`."""
+        # Copy lists before iteration
+        vnn = copy.copy(v.nn)
+        v1nn = []
+        d_v0v1_set = set()
+        for v1 in vnn:
+            v1nn.append(copy.copy(v1.nn))
+
+        for v1, v1nn in zip(vnn, v1nn):
+            vnnu = v1nn.intersection(vnn)
+
+            d_v0v1 = self.split_edge(v.x, v1.x)
+            for o_d_v0v1 in d_v0v1_set:
+                d_v0v1.connect(o_d_v0v1)
+            d_v0v1_set.add(d_v0v1)
+            for v2 in vnnu:
+                d_v1v2 = self.split_edge(v1.x, v2.x)
+                d_v0v1.connect(d_v1v2)
+        return
+
+    @cache
+    def split_edge(self, v1, v2):
+        v1 = self.V[v1]
+        v2 = self.V[v2]
+        # Destroy original edge, if it exists:
+        v1.disconnect(v2)
+        # Compute vertex on centre of edge:
+        try:
+            vct = (v2.x_a - v1.x_a) / 2.0 + v1.x_a
+        except TypeError:  # Allow for decimal operations
+            vct = (v2.x_a - v1.x_a) / decimal.Decimal(2.0) + v1.x_a
+
+        vc = self.V[tuple(vct)]
+        # Connect to original 2 vertices to the new centre vertex
+        vc.connect(v1)
+        vc.connect(v2)
+        return vc
+
+    def vpool(self, origin, supremum):
+        vot = tuple(origin)
+        vst = tuple(supremum)
+        # Initiate vertices in case they don't exist
+        vo = self.V[vot]
+        vs = self.V[vst]
+
+        # Remove origin - supremum disconnect
+
+        # Find the lower/upper bounds of the refinement hyperrectangle
+        bl = list(vot)
+        bu = list(vst)
+        for i, (voi, vsi) in enumerate(zip(vot, vst)):
+            if bl[i] > vsi:
+                bl[i] = vsi
+            if bu[i] < voi:
+                bu[i] = voi
+
+        #      NOTE: This is mostly done with sets/lists because we aren't sure
+        #            how well the numpy arrays will scale to thousands of
+        #             dimensions.
+        vn_pool = set()
+        vn_pool.update(vo.nn)
+        vn_pool.update(vs.nn)
+        cvn_pool = copy.copy(vn_pool)
+        for vn in cvn_pool:
+            for i, xi in enumerate(vn.x):
+                if bl[i] <= xi <= bu[i]:
+                    pass
+                else:
+                    try:
+                        vn_pool.remove(vn)
+                    except KeyError:
+                        pass  # NOTE: Not all neigbouds are in initial pool
+        return vn_pool
+
+    def vf_to_vv(self, vertices, simplices):
+        """
+        Convert a vertex-face mesh to a vertex-vertex mesh used by this class
+
+        Parameters
+        ----------
+        vertices : list
+            Vertices
+        simplices : list
+            Simplices
+        """
+        if self.dim > 1:
+            for s in simplices:
+                edges = itertools.combinations(s, self.dim)
+                for e in edges:
+                    self.V[tuple(vertices[e[0]])].connect(
+                        self.V[tuple(vertices[e[1]])])
+        else:
+            for e in simplices:
+                self.V[tuple(vertices[e[0]])].connect(
+                    self.V[tuple(vertices[e[1]])])
+        return
+
+    def connect_vertex_non_symm(self, v_x, near=None):
+        """
+        Adds a vertex at coords v_x to the complex that is not symmetric to the
+        initial triangulation and sub-triangulation.
+
+        If near is specified (for example; a star domain or collections of
+        cells known to contain v) then only those simplices containd in near
+        will be searched, this greatly speeds up the process.
+
+        If near is not specified this method will search the entire simplicial
+        complex structure.
+
+        Parameters
+        ----------
+        v_x : tuple
+            Coordinates of non-symmetric vertex
+        near : set or list
+            List of vertices, these are points near v to check for
+        """
+        if near is None:
+            star = self.V
+        else:
+            star = near
+        # Create the vertex origin
+        if tuple(v_x) in self.V.cache:
+            if self.V[v_x] in self.V_non_symm:
+                pass
+            else:
+                return
+
+        self.V[v_x]
+        found_nn = False
+        S_rows = []
+        for v in star:
+            S_rows.append(v.x)
+
+        S_rows = numpy.array(S_rows)
+        A = numpy.array(S_rows) - numpy.array(v_x)
+        # Iterate through all the possible simplices of S_rows
+        for s_i in itertools.combinations(range(S_rows.shape[0]),
+                                          r=self.dim + 1):
+            # Check if connected, else s_i is not a simplex
+            valid_simplex = True
+            for i in itertools.combinations(s_i, r=2):
+                # Every combination of vertices must be connected, we check of
+                # the current iteration of all combinations of s_i are
+                # connected we break the loop if it is not.
+                if ((self.V[tuple(S_rows[i[1]])] not in
+                        self.V[tuple(S_rows[i[0]])].nn)
+                    and (self.V[tuple(S_rows[i[0]])] not in
+                         self.V[tuple(S_rows[i[1]])].nn)):
+                    valid_simplex = False
+                    break
+
+            S = S_rows[tuple([s_i])]
+            if valid_simplex:
+                if self.deg_simplex(S, proj=None):
+                    valid_simplex = False
+
+            # If s_i is a valid simplex we can test if v_x is inside si
+            if valid_simplex:
+                # Find the A_j0 value from the precalculated values
+                A_j0 = A[tuple([s_i])]
+                if self.in_simplex(S, v_x, A_j0):
+                    found_nn = True
+                    # breaks the main for loop, s_i is the target simplex:
+                    break
+
+        # Connect the simplex to point
+        if found_nn:
+            for i in s_i:
+                self.V[v_x].connect(self.V[tuple(S_rows[i])])
+        # Attached the simplex to storage for all non-symmetric vertices
+        self.V_non_symm.append(self.V[v_x])
+        # this bool value indicates a successful connection if True:
+        return found_nn
+
+    def in_simplex(self, S, v_x, A_j0=None):
+        """Check if a vector v_x is in simplex `S`.
+
+        Parameters
+        ----------
+        S : array_like
+            Array containing simplex entries of vertices as rows
+        v_x :
+            A candidate vertex
+        A_j0 : array, optional,
+            Allows for A_j0 to be pre-calculated
+
+        Returns
+        -------
+        res : boolean
+            True if `v_x` is in `S`
+        """
+        A_11 = numpy.delete(S, 0, 0) - S[0]
+
+        sign_det_A_11 = numpy.sign(numpy.linalg.det(A_11))
+        if sign_det_A_11 == 0:
+            # NOTE: We keep the variable A_11, but we loop through A_jj
+            # ind=
+            # while sign_det_A_11 == 0:
+            #    A_11 = numpy.delete(S, ind, 0) - S[ind]
+            #    sign_det_A_11 = numpy.sign(numpy.linalg.det(A_11))
+
+            sign_det_A_11 = -1  # TODO: Choose another det of j instead?
+            # TODO: Unlikely to work in many cases
+
+        if A_j0 is None:
+            A_j0 = S - v_x
+
+        for d in range(self.dim + 1):
+            det_A_jj = (-1)**d * sign_det_A_11
+            # TODO: Note that scipy might be faster to add as an optional
+            #       dependency
+            sign_det_A_j0 = numpy.sign(numpy.linalg.det(numpy.delete(A_j0, d,
+                                                                     0)))
+            # TODO: Note if sign_det_A_j0 == then the point is coplanar to the
+            #       current simplex facet, so perhaps return True and attach?
+            if det_A_jj == sign_det_A_j0:
+                continue
+            else:
+                return False
+
+        return True
+
+    def deg_simplex(self, S, proj=None):
+        """Test a simplex S for degeneracy (linear dependence in R^dim).
+
+        Parameters
+        ----------
+        S : np.array
+            Simplex with rows as vertex vectors
+        proj : array, optional,
+            If the projection S[1:] - S[0] is already
+            computed it can be added as an optional argument.
+        """
+        # Strategy: we test all combination of faces, if any of the
+        # determinants are zero then the vectors lie on the same face and is
+        # therefore linearly dependent in the space of R^dim
+        if proj is None:
+            proj = S[1:] - S[0]
+
+        # TODO: Is checking the projection of one vertex against faces of other
+        #       vertices sufficient? Or do we need to check more vertices in
+        #       dimensions higher than 2?
+        # TODO: Literature seems to suggest using proj.T, but why is this
+        #       needed?
+        if numpy.linalg.det(proj) == 0.0:  # TODO: Repalace with tolerance?
+            return True  # Simplex is degenerate
+        else:
+            return False  # Simplex is not degenerate

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

@@ -0,0 +1,460 @@
+import collections
+from abc import ABC, abstractmethod
+
+import numpy as np
+
+from scipy._lib._util import MapWrapper
+
+
+class VertexBase(ABC):
+    """
+    Base class for a vertex.
+    """
+    def __init__(self, x, nn=None, index=None):
+        """
+        Initiation of a vertex object.
+
+        Parameters
+        ----------
+        x : tuple or vector
+            The geometric location (domain).
+        nn : list, optional
+            Nearest neighbour list.
+        index : int, optional
+            Index of vertex.
+        """
+        self.x = x
+        self.hash = hash(self.x)  # Save precomputed hash
+
+        if nn is not None:
+            self.nn = set(nn)  # can use .indexupdate to add a new list
+        else:
+            self.nn = set()
+
+        self.index = index
+
+    def __hash__(self):
+        return self.hash
+
+    def __getattr__(self, item):
+        if item not in ['x_a']:
+            raise AttributeError(f"{type(self)} object has no attribute "
+                                 f"'{item}'")
+        if item == 'x_a':
+            self.x_a = np.array(self.x)
+            return self.x_a
+
+    @abstractmethod
+    def connect(self, v):
+        raise NotImplementedError("This method is only implemented with an "
+                                  "associated child of the base class.")
+
+    @abstractmethod
+    def disconnect(self, v):
+        raise NotImplementedError("This method is only implemented with an "
+                                  "associated child of the base class.")
+
+    def star(self):
+        """Returns the star domain ``st(v)`` of the vertex.
+
+        Parameters
+        ----------
+        v :
+            The vertex ``v`` in ``st(v)``
+
+        Returns
+        -------
+        st : set
+            A set containing all the vertices in ``st(v)``
+        """
+        self.st = self.nn
+        self.st.add(self)
+        return self.st
+
+
+class VertexScalarField(VertexBase):
+    """
+    Add homology properties of a scalar field f: R^n --> R associated with
+    the geometry built from the VertexBase class
+    """
+
+    def __init__(self, x, field=None, nn=None, index=None, field_args=(),
+                 g_cons=None, g_cons_args=()):
+        """
+        Parameters
+        ----------
+        x : tuple,
+            vector of vertex coordinates
+        field : callable, optional
+            a scalar field f: R^n --> R associated with the geometry
+        nn : list, optional
+            list of nearest neighbours
+        index : int, optional
+            index of the vertex
+        field_args : tuple, optional
+            additional arguments to be passed to field
+        g_cons : callable, optional
+            constraints on the vertex
+        g_cons_args : tuple, optional
+            additional arguments to be passed to g_cons
+
+        """
+        super().__init__(x, nn=nn, index=index)
+
+        # Note Vertex is only initiated once for all x so only
+        # evaluated once
+        # self.feasible = None
+
+        # self.f is externally defined by the cache to allow parallel
+        # processing
+        # None type that will break arithmetic operations unless defined
+        # self.f = None
+
+        self.check_min = True
+        self.check_max = True
+
+    def connect(self, v):
+        """Connects self to another vertex object v.
+
+        Parameters
+        ----------
+        v : VertexBase or VertexScalarField object
+        """
+        if v is not self and v not in self.nn:
+            self.nn.add(v)
+            v.nn.add(self)
+
+            # Flags for checking homology properties:
+            self.check_min = True
+            self.check_max = True
+            v.check_min = True
+            v.check_max = True
+
+    def disconnect(self, v):
+        if v in self.nn:
+            self.nn.remove(v)
+            v.nn.remove(self)
+
+            # Flags for checking homology properties:
+            self.check_min = True
+            self.check_max = True
+            v.check_min = True
+            v.check_max = True
+
+    def minimiser(self):
+        """Check whether this vertex is strictly less than all its
+           neighbours"""
+        if self.check_min:
+            self._min = all(self.f < v.f for v in self.nn)
+            self.check_min = False
+
+        return self._min
+
+    def maximiser(self):
+        """
+        Check whether this vertex is strictly greater than all its
+        neighbours.
+        """
+        if self.check_max:
+            self._max = all(self.f > v.f for v in self.nn)
+            self.check_max = False
+
+        return self._max
+
+
+class VertexVectorField(VertexBase):
+    """
+    Add homology properties of a scalar field f: R^n --> R^m associated with
+    the geometry built from the VertexBase class.
+    """
+
+    def __init__(self, x, sfield=None, vfield=None, field_args=(),
+                 vfield_args=(), g_cons=None,
+                 g_cons_args=(), nn=None, index=None):
+        super().__init__(x, nn=nn, index=index)
+
+        raise NotImplementedError("This class is still a work in progress")
+
+
+class VertexCacheBase:
+    """Base class for a vertex cache for a simplicial complex."""
+    def __init__(self):
+
+        self.cache = collections.OrderedDict()
+        self.nfev = 0  # Feasible points
+        self.index = -1
+
+    def __iter__(self):
+        for v in self.cache:
+            yield self.cache[v]
+        return
+
+    def size(self):
+        """Returns the size of the vertex cache."""
+        return self.index + 1
+
+    def print_out(self):
+        headlen = len(f"Vertex cache of size: {len(self.cache)}:")
+        print('=' * headlen)
+        print(f"Vertex cache of size: {len(self.cache)}:")
+        print('=' * headlen)
+        for v in self.cache:
+            self.cache[v].print_out()
+
+
+class VertexCube(VertexBase):
+    """Vertex class to be used for a pure simplicial complex with no associated
+    differential geometry (single level domain that exists in R^n)"""
+    def __init__(self, x, nn=None, index=None):
+        super().__init__(x, nn=nn, index=index)
+
+    def connect(self, v):
+        if v is not self and v not in self.nn:
+            self.nn.add(v)
+            v.nn.add(self)
+
+    def disconnect(self, v):
+        if v in self.nn:
+            self.nn.remove(v)
+            v.nn.remove(self)
+
+
+class VertexCacheIndex(VertexCacheBase):
+    def __init__(self):
+        """
+        Class for a vertex cache for a simplicial complex without an associated
+        field. Useful only for building and visualising a domain complex.
+
+        Parameters
+        ----------
+        """
+        super().__init__()
+        self.Vertex = VertexCube
+
+    def __getitem__(self, x, nn=None):
+        try:
+            return self.cache[x]
+        except KeyError:
+            self.index += 1
+            xval = self.Vertex(x, index=self.index)
+            # logging.info("New generated vertex at x = {}".format(x))
+            # NOTE: Surprisingly high performance increase if logging
+            # is commented out
+            self.cache[x] = xval
+            return self.cache[x]
+
+
+class VertexCacheField(VertexCacheBase):
+    def __init__(self, field=None, field_args=(), g_cons=None, g_cons_args=(),
+                 workers=1):
+        """
+        Class for a vertex cache for a simplicial complex with an associated
+        field.
+
+        Parameters
+        ----------
+        field : callable
+            Scalar or vector field callable.
+        field_args : tuple, optional
+            Any additional fixed parameters needed to completely specify the
+            field function
+        g_cons : dict or sequence of dict, optional
+            Constraints definition.
+            Function(s) ``R**n`` in the form::
+        g_cons_args : tuple, optional
+            Any additional fixed parameters needed to completely specify the
+            constraint functions
+        workers : int  optional
+            Uses `multiprocessing.Pool <multiprocessing>`) to compute the field
+             functions in parallel.
+
+        """
+        super().__init__()
+        self.index = -1
+        self.Vertex = VertexScalarField
+        self.field = field
+        self.field_args = field_args
+        self.wfield = FieldWrapper(field, field_args)  # if workers is not 1
+
+        self.g_cons = g_cons
+        self.g_cons_args = g_cons_args
+        self.wgcons = ConstraintWrapper(g_cons, g_cons_args)
+        self.gpool = set()  # A set of tuples to process for feasibility
+
+        # Field processing objects
+        self.fpool = set()  # A set of tuples to process for scalar function
+        self.sfc_lock = False  # True if self.fpool is non-Empty
+
+        self.workers = workers
+        self._mapwrapper = MapWrapper(workers)
+
+        if workers == 1:
+            self.process_gpool = self.proc_gpool
+            if g_cons is None:
+                self.process_fpool = self.proc_fpool_nog
+            else:
+                self.process_fpool = self.proc_fpool_g
+        else:
+            self.process_gpool = self.pproc_gpool
+            if g_cons is None:
+                self.process_fpool = self.pproc_fpool_nog
+            else:
+                self.process_fpool = self.pproc_fpool_g
+
+    def __getitem__(self, x, nn=None):
+        try:
+            return self.cache[x]
+        except KeyError:
+            self.index += 1
+            xval = self.Vertex(x, field=self.field, nn=nn, index=self.index,
+                               field_args=self.field_args,
+                               g_cons=self.g_cons,
+                               g_cons_args=self.g_cons_args)
+
+            self.cache[x] = xval  # Define in cache
+            self.gpool.add(xval)  # Add to pool for processing feasibility
+            self.fpool.add(xval)  # Add to pool for processing field values
+            return self.cache[x]
+
+    def __getstate__(self):
+        self_dict = self.__dict__.copy()
+        del self_dict['pool']
+        return self_dict
+
+    def process_pools(self):
+        if self.g_cons is not None:
+            self.process_gpool()
+        self.process_fpool()
+        self.proc_minimisers()
+
+    def feasibility_check(self, v):
+        v.feasible = True
+        for g, args in zip(self.g_cons, self.g_cons_args):
+            # constraint may return more than 1 value.
+            if np.any(g(v.x_a, *args) < 0.0):
+                v.f = np.inf
+                v.feasible = False
+                break
+
+    def compute_sfield(self, v):
+        """Compute the scalar field values of a vertex object `v`.
+
+        Parameters
+        ----------
+        v : VertexBase or VertexScalarField object
+        """
+        try:
+            v.f = self.field(v.x_a, *self.field_args)
+            self.nfev += 1
+        except AttributeError:
+            v.f = np.inf
+            # logging.warning(f"Field function not found at x = {self.x_a}")
+        if np.isnan(v.f):
+            v.f = np.inf
+
+    def proc_gpool(self):
+        """Process all constraints."""
+        if self.g_cons is not None:
+            for v in self.gpool:
+                self.feasibility_check(v)
+        # Clean the pool
+        self.gpool = set()
+
+    def pproc_gpool(self):
+        """Process all constraints in parallel."""
+        gpool_l = []
+        for v in self.gpool:
+            gpool_l.append(v.x_a)
+
+        G = self._mapwrapper(self.wgcons.gcons, gpool_l)
+        for v, g in zip(self.gpool, G):
+            v.feasible = g  # set vertex object attribute v.feasible = g (bool)
+
+    def proc_fpool_g(self):
+        """Process all field functions with constraints supplied."""
+        for v in self.fpool:
+            if v.feasible:
+                self.compute_sfield(v)
+        # Clean the pool
+        self.fpool = set()
+
+    def proc_fpool_nog(self):
+        """Process all field functions with no constraints supplied."""
+        for v in self.fpool:
+            self.compute_sfield(v)
+        # Clean the pool
+        self.fpool = set()
+
+    def pproc_fpool_g(self):
+        """
+        Process all field functions with constraints supplied in parallel.
+        """
+        self.wfield.func
+        fpool_l = []
+        for v in self.fpool:
+            if v.feasible:
+                fpool_l.append(v.x_a)
+            else:
+                v.f = np.inf
+        F = self._mapwrapper(self.wfield.func, fpool_l)
+        for va, f in zip(fpool_l, F):
+            vt = tuple(va)
+            self[vt].f = f  # set vertex object attribute v.f = f
+            self.nfev += 1
+        # Clean the pool
+        self.fpool = set()
+
+    def pproc_fpool_nog(self):
+        """
+        Process all field functions with no constraints supplied in parallel.
+        """
+        self.wfield.func
+        fpool_l = []
+        for v in self.fpool:
+            fpool_l.append(v.x_a)
+        F = self._mapwrapper(self.wfield.func, fpool_l)
+        for va, f in zip(fpool_l, F):
+            vt = tuple(va)
+            self[vt].f = f  # set vertex object attribute v.f = f
+            self.nfev += 1
+        # Clean the pool
+        self.fpool = set()
+
+    def proc_minimisers(self):
+        """Check for minimisers."""
+        for v in self:
+            v.minimiser()
+            v.maximiser()
+
+
+class ConstraintWrapper:
+    """Object to wrap constraints to pass to `multiprocessing.Pool`."""
+    def __init__(self, g_cons, g_cons_args):
+        self.g_cons = g_cons
+        self.g_cons_args = g_cons_args
+
+    def gcons(self, v_x_a):
+        vfeasible = True
+        for g, args in zip(self.g_cons, self.g_cons_args):
+            # constraint may return more than 1 value.
+            if np.any(g(v_x_a, *args) < 0.0):
+                vfeasible = False
+                break
+        return vfeasible
+
+
+class FieldWrapper:
+    """Object to wrap field to pass to `multiprocessing.Pool`."""
+    def __init__(self, field, field_args):
+        self.field = field
+        self.field_args = field_args
+
+    def func(self, v_x_a):
+        try:
+            v_f = self.field(v_x_a, *self.field_args)
+        except Exception:
+            v_f = np.inf
+        if np.isnan(v_f):
+            v_f = np.inf
+
+        return v_f

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

@@ -0,0 +1,513 @@
+"""
+This module implements the Sequential Least Squares Programming optimization
+algorithm (SLSQP), originally developed by Dieter Kraft.
+See http://www.netlib.org/toms/733
+
+Functions
+---------
+.. autosummary::
+   :toctree: generated/
+
+    approx_jacobian
+    fmin_slsqp
+
+"""
+
+__all__ = ['approx_jacobian', 'fmin_slsqp']
+
+import numpy as np
+from scipy.optimize._slsqp import slsqp
+from numpy import (zeros, array, linalg, append, concatenate, finfo,
+                   sqrt, vstack, isfinite, atleast_1d)
+from ._optimize import (OptimizeResult, _check_unknown_options,
+                        _prepare_scalar_function, _clip_x_for_func,
+                        _check_clip_x)
+from ._numdiff import approx_derivative
+from ._constraints import old_bound_to_new, _arr_to_scalar
+from scipy._lib._array_api import atleast_nd, array_namespace
+
+# deprecated imports to be removed in SciPy 1.13.0
+from numpy import exp, inf  # noqa: F401
+
+
+__docformat__ = "restructuredtext en"
+
+_epsilon = sqrt(finfo(float).eps)
+
+
+def approx_jacobian(x, func, epsilon, *args):
+    """
+    Approximate the Jacobian matrix of a callable function.
+
+    Parameters
+    ----------
+    x : array_like
+        The state vector at which to compute the Jacobian matrix.
+    func : callable f(x,*args)
+        The vector-valued function.
+    epsilon : float
+        The perturbation used to determine the partial derivatives.
+    args : sequence
+        Additional arguments passed to func.
+
+    Returns
+    -------
+    An array of dimensions ``(lenf, lenx)`` where ``lenf`` is the length
+    of the outputs of `func`, and ``lenx`` is the number of elements in
+    `x`.
+
+    Notes
+    -----
+    The approximation is done using forward differences.
+
+    """
+    # approx_derivative returns (m, n) == (lenf, lenx)
+    jac = approx_derivative(func, x, method='2-point', abs_step=epsilon,
+                            args=args)
+    # if func returns a scalar jac.shape will be (lenx,). Make sure
+    # it's at least a 2D array.
+    return np.atleast_2d(jac)
+
+
+def fmin_slsqp(func, x0, eqcons=(), f_eqcons=None, ieqcons=(), f_ieqcons=None,
+               bounds=(), fprime=None, fprime_eqcons=None,
+               fprime_ieqcons=None, args=(), iter=100, acc=1.0E-6,
+               iprint=1, disp=None, full_output=0, epsilon=_epsilon,
+               callback=None):
+    """
+    Minimize a function using Sequential Least Squares Programming
+
+    Python interface function for the SLSQP Optimization subroutine
+    originally implemented by Dieter Kraft.
+
+    Parameters
+    ----------
+    func : callable f(x,*args)
+        Objective function.  Must return a scalar.
+    x0 : 1-D ndarray of float
+        Initial guess for the independent variable(s).
+    eqcons : list, optional
+        A list of functions of length n such that
+        eqcons[j](x,*args) == 0.0 in a successfully optimized
+        problem.
+    f_eqcons : callable f(x,*args), optional
+        Returns a 1-D array in which each element must equal 0.0 in a
+        successfully optimized problem. If f_eqcons is specified,
+        eqcons is ignored.
+    ieqcons : list, optional
+        A list of functions of length n such that
+        ieqcons[j](x,*args) >= 0.0 in a successfully optimized
+        problem.
+    f_ieqcons : callable f(x,*args), optional
+        Returns a 1-D ndarray in which each element must be greater or
+        equal to 0.0 in a successfully optimized problem. If
+        f_ieqcons is specified, ieqcons is ignored.
+    bounds : list, optional
+        A list of tuples specifying the lower and upper bound
+        for each independent variable [(xl0, xu0),(xl1, xu1),...]
+        Infinite values will be interpreted as large floating values.
+    fprime : callable `f(x,*args)`, optional
+        A function that evaluates the partial derivatives of func.
+    fprime_eqcons : callable `f(x,*args)`, optional
+        A function of the form `f(x, *args)` that returns the m by n
+        array of equality constraint normals. If not provided,
+        the normals will be approximated. The array returned by
+        fprime_eqcons should be sized as ( len(eqcons), len(x0) ).
+    fprime_ieqcons : callable `f(x,*args)`, optional
+        A function of the form `f(x, *args)` that returns the m by n
+        array of inequality constraint normals. If not provided,
+        the normals will be approximated. The array returned by
+        fprime_ieqcons should be sized as ( len(ieqcons), len(x0) ).
+    args : sequence, optional
+        Additional arguments passed to func and fprime.
+    iter : int, optional
+        The maximum number of iterations.
+    acc : float, optional
+        Requested accuracy.
+    iprint : int, optional
+        The verbosity of fmin_slsqp :
+
+        * iprint <= 0 : Silent operation
+        * iprint == 1 : Print summary upon completion (default)
+        * iprint >= 2 : Print status of each iterate and summary
+    disp : int, optional
+        Overrides the iprint interface (preferred).
+    full_output : bool, optional
+        If False, return only the minimizer of func (default).
+        Otherwise, output final objective function and summary
+        information.
+    epsilon : float, optional
+        The step size for finite-difference derivative estimates.
+    callback : callable, optional
+        Called after each iteration, as ``callback(x)``, where ``x`` is the
+        current parameter vector.
+
+    Returns
+    -------
+    out : ndarray of float
+        The final minimizer of func.
+    fx : ndarray of float, if full_output is true
+        The final value of the objective function.
+    its : int, if full_output is true
+        The number of iterations.
+    imode : int, if full_output is true
+        The exit mode from the optimizer (see below).
+    smode : string, if full_output is true
+        Message describing the exit mode from the optimizer.
+
+    See also
+    --------
+    minimize: Interface to minimization algorithms for multivariate
+        functions. See the 'SLSQP' `method` in particular.
+
+    Notes
+    -----
+    Exit modes are defined as follows ::
+
+        -1 : Gradient evaluation required (g & a)
+         0 : Optimization terminated successfully
+         1 : Function evaluation required (f & c)
+         2 : More equality constraints than independent variables
+         3 : More than 3*n iterations in LSQ subproblem
+         4 : Inequality constraints incompatible
+         5 : Singular matrix E in LSQ subproblem
+         6 : Singular matrix C in LSQ subproblem
+         7 : Rank-deficient equality constraint subproblem HFTI
+         8 : Positive directional derivative for linesearch
+         9 : Iteration limit reached
+
+    Examples
+    --------
+    Examples are given :ref:`in the tutorial <tutorial-sqlsp>`.
+
+    """
+    if disp is not None:
+        iprint = disp
+
+    opts = {'maxiter': iter,
+            'ftol': acc,
+            'iprint': iprint,
+            'disp': iprint != 0,
+            'eps': epsilon,
+            'callback': callback}
+
+    # Build the constraints as a tuple of dictionaries
+    cons = ()
+    # 1. constraints of the 1st kind (eqcons, ieqcons); no Jacobian; take
+    #    the same extra arguments as the objective function.
+    cons += tuple({'type': 'eq', 'fun': c, 'args': args} for c in eqcons)
+    cons += tuple({'type': 'ineq', 'fun': c, 'args': args} for c in ieqcons)
+    # 2. constraints of the 2nd kind (f_eqcons, f_ieqcons) and their Jacobian
+    #    (fprime_eqcons, fprime_ieqcons); also take the same extra arguments
+    #    as the objective function.
+    if f_eqcons:
+        cons += ({'type': 'eq', 'fun': f_eqcons, 'jac': fprime_eqcons,
+                  'args': args}, )
+    if f_ieqcons:
+        cons += ({'type': 'ineq', 'fun': f_ieqcons, 'jac': fprime_ieqcons,
+                  'args': args}, )
+
+    res = _minimize_slsqp(func, x0, args, jac=fprime, bounds=bounds,
+                          constraints=cons, **opts)
+    if full_output:
+        return res['x'], res['fun'], res['nit'], res['status'], res['message']
+    else:
+        return res['x']
+
+
+def _minimize_slsqp(func, x0, args=(), jac=None, bounds=None,
+                    constraints=(),
+                    maxiter=100, ftol=1.0E-6, iprint=1, disp=False,
+                    eps=_epsilon, callback=None, finite_diff_rel_step=None,
+                    **unknown_options):
+    """
+    Minimize a scalar function of one or more variables using Sequential
+    Least Squares Programming (SLSQP).
+
+    Options
+    -------
+    ftol : float
+        Precision goal for the value of f in the stopping criterion.
+    eps : float
+        Step size used for numerical approximation of the Jacobian.
+    disp : bool
+        Set to True to print convergence messages. If False,
+        `verbosity` is ignored and set to 0.
+    maxiter : int
+        Maximum number of iterations.
+    finite_diff_rel_step : None or array_like, optional
+        If `jac in ['2-point', '3-point', 'cs']` the relative step size to
+        use for numerical approximation of `jac`. The absolute step
+        size is computed as ``h = rel_step * sign(x) * max(1, abs(x))``,
+        possibly adjusted to fit into the bounds. For ``method='3-point'``
+        the sign of `h` is ignored. If None (default) then step is selected
+        automatically.
+    """
+    _check_unknown_options(unknown_options)
+    iter = maxiter - 1
+    acc = ftol
+    epsilon = eps
+
+    if not disp:
+        iprint = 0
+
+    # Transform x0 into an array.
+    xp = array_namespace(x0)
+    x0 = atleast_nd(x0, ndim=1, xp=xp)
+    dtype = xp.float64
+    if xp.isdtype(x0.dtype, "real floating"):
+        dtype = x0.dtype
+    x = xp.reshape(xp.astype(x0, dtype), -1)
+
+    # SLSQP is sent 'old-style' bounds, 'new-style' bounds are required by
+    # ScalarFunction
+    if bounds is None or len(bounds) == 0:
+        new_bounds = (-np.inf, np.inf)
+    else:
+        new_bounds = old_bound_to_new(bounds)
+
+    # clip the initial guess to bounds, otherwise ScalarFunction doesn't work
+    x = np.clip(x, new_bounds[0], new_bounds[1])
+
+    # Constraints are triaged per type into a dictionary of tuples
+    if isinstance(constraints, dict):
+        constraints = (constraints, )
+
+    cons = {'eq': (), 'ineq': ()}
+    for ic, con in enumerate(constraints):
+        # check type
+        try:
+            ctype = con['type'].lower()
+        except KeyError as e:
+            raise KeyError('Constraint %d has no type defined.' % ic) from e
+        except TypeError as e:
+            raise TypeError('Constraints must be defined using a '
+                            'dictionary.') from e
+        except AttributeError as e:
+            raise TypeError("Constraint's type must be a string.") from e
+        else:
+            if ctype not in ['eq', 'ineq']:
+                raise ValueError("Unknown constraint type '%s'." % con['type'])
+
+        # check function
+        if 'fun' not in con:
+            raise ValueError('Constraint %d has no function defined.' % ic)
+
+        # check Jacobian
+        cjac = con.get('jac')
+        if cjac is None:
+            # approximate Jacobian function. The factory function is needed
+            # to keep a reference to `fun`, see gh-4240.
+            def cjac_factory(fun):
+                def cjac(x, *args):
+                    x = _check_clip_x(x, new_bounds)
+
+                    if jac in ['2-point', '3-point', 'cs']:
+                        return approx_derivative(fun, x, method=jac, args=args,
+                                                 rel_step=finite_diff_rel_step,
+                                                 bounds=new_bounds)
+                    else:
+                        return approx_derivative(fun, x, method='2-point',
+                                                 abs_step=epsilon, args=args,
+                                                 bounds=new_bounds)
+
+                return cjac
+            cjac = cjac_factory(con['fun'])
+
+        # update constraints' dictionary
+        cons[ctype] += ({'fun': con['fun'],
+                         'jac': cjac,
+                         'args': con.get('args', ())}, )
+
+    exit_modes = {-1: "Gradient evaluation required (g & a)",
+                   0: "Optimization terminated successfully",
+                   1: "Function evaluation required (f & c)",
+                   2: "More equality constraints than independent variables",
+                   3: "More than 3*n iterations in LSQ subproblem",
+                   4: "Inequality constraints incompatible",
+                   5: "Singular matrix E in LSQ subproblem",
+                   6: "Singular matrix C in LSQ subproblem",
+                   7: "Rank-deficient equality constraint subproblem HFTI",
+                   8: "Positive directional derivative for linesearch",
+                   9: "Iteration limit reached"}
+
+    # Set the parameters that SLSQP will need
+    # meq, mieq: number of equality and inequality constraints
+    meq = sum(map(len, [atleast_1d(c['fun'](x, *c['args']))
+              for c in cons['eq']]))
+    mieq = sum(map(len, [atleast_1d(c['fun'](x, *c['args']))
+               for c in cons['ineq']]))
+    # m = The total number of constraints
+    m = meq + mieq
+    # la = The number of constraints, or 1 if there are no constraints
+    la = array([1, m]).max()
+    # n = The number of independent variables
+    n = len(x)
+
+    # Define the workspaces for SLSQP
+    n1 = n + 1
+    mineq = m - meq + n1 + n1
+    len_w = (3*n1+m)*(n1+1)+(n1-meq+1)*(mineq+2) + 2*mineq+(n1+mineq)*(n1-meq) \
+            + 2*meq + n1 + ((n+1)*n)//2 + 2*m + 3*n + 3*n1 + 1
+    len_jw = mineq
+    w = zeros(len_w)
+    jw = zeros(len_jw)
+
+    # Decompose bounds into xl and xu
+    if bounds is None or len(bounds) == 0:
+        xl = np.empty(n, dtype=float)
+        xu = np.empty(n, dtype=float)
+        xl.fill(np.nan)
+        xu.fill(np.nan)
+    else:
+        bnds = array([(_arr_to_scalar(l), _arr_to_scalar(u))
+                      for (l, u) in bounds], float)
+        if bnds.shape[0] != n:
+            raise IndexError('SLSQP Error: the length of bounds is not '
+                             'compatible with that of x0.')
+
+        with np.errstate(invalid='ignore'):
+            bnderr = bnds[:, 0] > bnds[:, 1]
+
+        if bnderr.any():
+            raise ValueError('SLSQP Error: lb > ub in bounds %s.' %
+                             ', '.join(str(b) for b in bnderr))
+        xl, xu = bnds[:, 0], bnds[:, 1]
+
+        # Mark infinite bounds with nans; the Fortran code understands this
+        infbnd = ~isfinite(bnds)
+        xl[infbnd[:, 0]] = np.nan
+        xu[infbnd[:, 1]] = np.nan
+
+    # ScalarFunction provides function and gradient evaluation
+    sf = _prepare_scalar_function(func, x, jac=jac, args=args, epsilon=eps,
+                                  finite_diff_rel_step=finite_diff_rel_step,
+                                  bounds=new_bounds)
+    # gh11403 SLSQP sometimes exceeds bounds by 1 or 2 ULP, make sure this
+    # doesn't get sent to the func/grad evaluator.
+    wrapped_fun = _clip_x_for_func(sf.fun, new_bounds)
+    wrapped_grad = _clip_x_for_func(sf.grad, new_bounds)
+
+    # Initialize the iteration counter and the mode value
+    mode = array(0, int)
+    acc = array(acc, float)
+    majiter = array(iter, int)
+    majiter_prev = 0
+
+    # Initialize internal SLSQP state variables
+    alpha = array(0, float)
+    f0 = array(0, float)
+    gs = array(0, float)
+    h1 = array(0, float)
+    h2 = array(0, float)
+    h3 = array(0, float)
+    h4 = array(0, float)
+    t = array(0, float)
+    t0 = array(0, float)
+    tol = array(0, float)
+    iexact = array(0, int)
+    incons = array(0, int)
+    ireset = array(0, int)
+    itermx = array(0, int)
+    line = array(0, int)
+    n1 = array(0, int)
+    n2 = array(0, int)
+    n3 = array(0, int)
+
+    # Print the header if iprint >= 2
+    if iprint >= 2:
+        print("%5s %5s %16s %16s" % ("NIT", "FC", "OBJFUN", "GNORM"))
+
+    # mode is zero on entry, so call objective, constraints and gradients
+    # there should be no func evaluations here because it's cached from
+    # ScalarFunction
+    fx = wrapped_fun(x)
+    g = append(wrapped_grad(x), 0.0)
+    c = _eval_constraint(x, cons)
+    a = _eval_con_normals(x, cons, la, n, m, meq, mieq)
+
+    while 1:
+        # Call SLSQP
+        slsqp(m, meq, x, xl, xu, fx, c, g, a, acc, majiter, mode, w, jw,
+              alpha, f0, gs, h1, h2, h3, h4, t, t0, tol,
+              iexact, incons, ireset, itermx, line,
+              n1, n2, n3)
+
+        if mode == 1:  # objective and constraint evaluation required
+            fx = wrapped_fun(x)
+            c = _eval_constraint(x, cons)
+
+        if mode == -1:  # gradient evaluation required
+            g = append(wrapped_grad(x), 0.0)
+            a = _eval_con_normals(x, cons, la, n, m, meq, mieq)
+
+        if majiter > majiter_prev:
+            # call callback if major iteration has incremented
+            if callback is not None:
+                callback(np.copy(x))
+
+            # Print the status of the current iterate if iprint > 2
+            if iprint >= 2:
+                print("%5i %5i % 16.6E % 16.6E" % (majiter, sf.nfev,
+                                                   fx, linalg.norm(g)))
+
+        # If exit mode is not -1 or 1, slsqp has completed
+        if abs(mode) != 1:
+            break
+
+        majiter_prev = int(majiter)
+
+    # Optimization loop complete. Print status if requested
+    if iprint >= 1:
+        print(exit_modes[int(mode)] + "    (Exit mode " + str(mode) + ')')
+        print("            Current function value:", fx)
+        print("            Iterations:", majiter)
+        print("            Function evaluations:", sf.nfev)
+        print("            Gradient evaluations:", sf.ngev)
+
+    return OptimizeResult(x=x, fun=fx, jac=g[:-1], nit=int(majiter),
+                          nfev=sf.nfev, njev=sf.ngev, status=int(mode),
+                          message=exit_modes[int(mode)], success=(mode == 0))
+
+
+def _eval_constraint(x, cons):
+    # Compute constraints
+    if cons['eq']:
+        c_eq = concatenate([atleast_1d(con['fun'](x, *con['args']))
+                            for con in cons['eq']])
+    else:
+        c_eq = zeros(0)
+
+    if cons['ineq']:
+        c_ieq = concatenate([atleast_1d(con['fun'](x, *con['args']))
+                             for con in cons['ineq']])
+    else:
+        c_ieq = zeros(0)
+
+    # Now combine c_eq and c_ieq into a single matrix
+    c = concatenate((c_eq, c_ieq))
+    return c
+
+
+def _eval_con_normals(x, cons, la, n, m, meq, mieq):
+    # Compute the normals of the constraints
+    if cons['eq']:
+        a_eq = vstack([con['jac'](x, *con['args'])
+                       for con in cons['eq']])
+    else:  # no equality constraint
+        a_eq = zeros((meq, n))
+
+    if cons['ineq']:
+        a_ieq = vstack([con['jac'](x, *con['args'])
+                        for con in cons['ineq']])
+    else:  # no inequality constraint
+        a_ieq = zeros((mieq, n))
+
+    # Now combine a_eq and a_ieq into a single a matrix
+    if m == 0:  # no constraints
+        a = zeros((la, n))
+    else:
+        a = vstack((a_eq, a_ieq))
+    a = concatenate((a, zeros([la, 1])), 1)
+
+    return a

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

@@ -0,0 +1,260 @@
+"""
+Spectral Algorithm for Nonlinear Equations
+"""
+import collections
+
+import numpy as np
+from scipy.optimize import OptimizeResult
+from scipy.optimize._optimize import _check_unknown_options
+from ._linesearch import _nonmonotone_line_search_cruz, _nonmonotone_line_search_cheng
+
+class _NoConvergence(Exception):
+    pass
+
+
+def _root_df_sane(func, x0, args=(), ftol=1e-8, fatol=1e-300, maxfev=1000,
+                  fnorm=None, callback=None, disp=False, M=10, eta_strategy=None,
+                  sigma_eps=1e-10, sigma_0=1.0, line_search='cruz', **unknown_options):
+    r"""
+    Solve nonlinear equation with the DF-SANE method
+
+    Options
+    -------
+    ftol : float, optional
+        Relative norm tolerance.
+    fatol : float, optional
+        Absolute norm tolerance.
+        Algorithm terminates when ``||func(x)|| < fatol + ftol ||func(x_0)||``.
+    fnorm : callable, optional
+        Norm to use in the convergence check. If None, 2-norm is used.
+    maxfev : int, optional
+        Maximum number of function evaluations.
+    disp : bool, optional
+        Whether to print convergence process to stdout.
+    eta_strategy : callable, optional
+        Choice of the ``eta_k`` parameter, which gives slack for growth
+        of ``||F||**2``.  Called as ``eta_k = eta_strategy(k, x, F)`` with
+        `k` the iteration number, `x` the current iterate and `F` the current
+        residual. Should satisfy ``eta_k > 0`` and ``sum(eta, k=0..inf) < inf``.
+        Default: ``||F||**2 / (1 + k)**2``.
+    sigma_eps : float, optional
+        The spectral coefficient is constrained to ``sigma_eps < sigma < 1/sigma_eps``.
+        Default: 1e-10
+    sigma_0 : float, optional
+        Initial spectral coefficient.
+        Default: 1.0
+    M : int, optional
+        Number of iterates to include in the nonmonotonic line search.
+        Default: 10
+    line_search : {'cruz', 'cheng'}
+        Type of line search to employ. 'cruz' is the original one defined in
+        [Martinez & Raydan. Math. Comp. 75, 1429 (2006)], 'cheng' is
+        a modified search defined in [Cheng & Li. IMA J. Numer. Anal. 29, 814 (2009)].
+        Default: 'cruz'
+
+    References
+    ----------
+    .. [1] "Spectral residual method without gradient information for solving
+           large-scale nonlinear systems of equations." W. La Cruz,
+           J.M. Martinez, M. Raydan. Math. Comp. **75**, 1429 (2006).
+    .. [2] W. La Cruz, Opt. Meth. Software, 29, 24 (2014).
+    .. [3] W. Cheng, D.-H. Li. IMA J. Numer. Anal. **29**, 814 (2009).
+
+    """
+    _check_unknown_options(unknown_options)
+
+    if line_search not in ('cheng', 'cruz'):
+        raise ValueError(f"Invalid value {line_search!r} for 'line_search'")
+
+    nexp = 2
+
+    if eta_strategy is None:
+        # Different choice from [1], as their eta is not invariant
+        # vs. scaling of F.
+        def eta_strategy(k, x, F):
+            # Obtain squared 2-norm of the initial residual from the outer scope
+            return f_0 / (1 + k)**2
+
+    if fnorm is None:
+        def fnorm(F):
+            # Obtain squared 2-norm of the current residual from the outer scope
+            return f_k**(1.0/nexp)
+
+    def fmerit(F):
+        return np.linalg.norm(F)**nexp
+
+    nfev = [0]
+    f, x_k, x_shape, f_k, F_k, is_complex = _wrap_func(func, x0, fmerit,
+                                                       nfev, maxfev, args)
+
+    k = 0
+    f_0 = f_k
+    sigma_k = sigma_0
+
+    F_0_norm = fnorm(F_k)
+
+    # For the 'cruz' line search
+    prev_fs = collections.deque([f_k], M)
+
+    # For the 'cheng' line search
+    Q = 1.0
+    C = f_0
+
+    converged = False
+    message = "too many function evaluations required"
+
+    while True:
+        F_k_norm = fnorm(F_k)
+
+        if disp:
+            print("iter %d: ||F|| = %g, sigma = %g" % (k, F_k_norm, sigma_k))
+
+        if callback is not None:
+            callback(x_k, F_k)
+
+        if F_k_norm < ftol * F_0_norm + fatol:
+            # Converged!
+            message = "successful convergence"
+            converged = True
+            break
+
+        # Control spectral parameter, from [2]
+        if abs(sigma_k) > 1/sigma_eps:
+            sigma_k = 1/sigma_eps * np.sign(sigma_k)
+        elif abs(sigma_k) < sigma_eps:
+            sigma_k = sigma_eps
+
+        # Line search direction
+        d = -sigma_k * F_k
+
+        # Nonmonotone line search
+        eta = eta_strategy(k, x_k, F_k)
+        try:
+            if line_search == 'cruz':
+                alpha, xp, fp, Fp = _nonmonotone_line_search_cruz(f, x_k, d, prev_fs,
+                                                                  eta=eta)
+            elif line_search == 'cheng':
+                alpha, xp, fp, Fp, C, Q = _nonmonotone_line_search_cheng(f, x_k, d, f_k,
+                                                                         C, Q, eta=eta)
+        except _NoConvergence:
+            break
+
+        # Update spectral parameter
+        s_k = xp - x_k
+        y_k = Fp - F_k
+        sigma_k = np.vdot(s_k, s_k) / np.vdot(s_k, y_k)
+
+        # Take step
+        x_k = xp
+        F_k = Fp
+        f_k = fp
+
+        # Store function value
+        if line_search == 'cruz':
+            prev_fs.append(fp)
+
+        k += 1
+
+    x = _wrap_result(x_k, is_complex, shape=x_shape)
+    F = _wrap_result(F_k, is_complex)
+
+    result = OptimizeResult(x=x, success=converged,
+                            message=message,
+                            fun=F, nfev=nfev[0], nit=k, method="df-sane")
+
+    return result
+
+
+def _wrap_func(func, x0, fmerit, nfev_list, maxfev, args=()):
+    """
+    Wrap a function and an initial value so that (i) complex values
+    are wrapped to reals, and (ii) value for a merit function
+    fmerit(x, f) is computed at the same time, (iii) iteration count
+    is maintained and an exception is raised if it is exceeded.
+
+    Parameters
+    ----------
+    func : callable
+        Function to wrap
+    x0 : ndarray
+        Initial value
+    fmerit : callable
+        Merit function fmerit(f) for computing merit value from residual.
+    nfev_list : list
+        List to store number of evaluations in. Should be [0] in the beginning.
+    maxfev : int
+        Maximum number of evaluations before _NoConvergence is raised.
+    args : tuple
+        Extra arguments to func
+
+    Returns
+    -------
+    wrap_func : callable
+        Wrapped function, to be called as
+        ``F, fp = wrap_func(x0)``
+    x0_wrap : ndarray of float
+        Wrapped initial value; raveled to 1-D and complex
+        values mapped to reals.
+    x0_shape : tuple
+        Shape of the initial value array
+    f : float
+        Merit function at F
+    F : ndarray of float
+        Residual at x0_wrap
+    is_complex : bool
+        Whether complex values were mapped to reals
+
+    """
+    x0 = np.asarray(x0)
+    x0_shape = x0.shape
+    F = np.asarray(func(x0, *args)).ravel()
+    is_complex = np.iscomplexobj(x0) or np.iscomplexobj(F)
+    x0 = x0.ravel()
+
+    nfev_list[0] = 1
+
+    if is_complex:
+        def wrap_func(x):
+            if nfev_list[0] >= maxfev:
+                raise _NoConvergence()
+            nfev_list[0] += 1
+            z = _real2complex(x).reshape(x0_shape)
+            v = np.asarray(func(z, *args)).ravel()
+            F = _complex2real(v)
+            f = fmerit(F)
+            return f, F
+
+        x0 = _complex2real(x0)
+        F = _complex2real(F)
+    else:
+        def wrap_func(x):
+            if nfev_list[0] >= maxfev:
+                raise _NoConvergence()
+            nfev_list[0] += 1
+            x = x.reshape(x0_shape)
+            F = np.asarray(func(x, *args)).ravel()
+            f = fmerit(F)
+            return f, F
+
+    return wrap_func, x0, x0_shape, fmerit(F), F, is_complex
+
+
+def _wrap_result(result, is_complex, shape=None):
+    """
+    Convert from real to complex and reshape result arrays.
+    """
+    if is_complex:
+        z = _real2complex(result)
+    else:
+        z = result
+    if shape is not None:
+        z = z.reshape(shape)
+    return z
+
+
+def _real2complex(x):
+    return np.ascontiguousarray(x, dtype=float).view(np.complex128)
+
+
+def _complex2real(z):
+    return np.ascontiguousarray(z, dtype=complex).view(np.float64)

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

@@ -0,0 +1,430 @@
+# TNC Python interface
+# @(#) $Jeannot: tnc.py,v 1.11 2005/01/28 18:27:31 js Exp $
+
+# Copyright (c) 2004-2005, Jean-Sebastien Roy ([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.
+
+"""
+TNC: A Python interface to the TNC non-linear optimizer
+
+TNC is a non-linear optimizer. To use it, you must provide a function to
+minimize. The function must take one argument: the list of coordinates where to
+evaluate the function; and it must return either a tuple, whose first element is the
+value of the function, and whose second argument is the gradient of the function
+(as a list of values); or None, to abort the minimization.
+"""
+
+from scipy.optimize import _moduleTNC as moduleTNC
+from ._optimize import (MemoizeJac, OptimizeResult, _check_unknown_options,
+                       _prepare_scalar_function)
+from ._constraints import old_bound_to_new
+from scipy._lib._array_api import atleast_nd, array_namespace
+
+from numpy import inf, array, zeros
+
+__all__ = ['fmin_tnc']
+
+
+MSG_NONE = 0  # No messages
+MSG_ITER = 1  # One line per iteration
+MSG_INFO = 2  # Informational messages
+MSG_VERS = 4  # Version info
+MSG_EXIT = 8  # Exit reasons
+MSG_ALL = MSG_ITER + MSG_INFO + MSG_VERS + MSG_EXIT
+
+MSGS = {
+        MSG_NONE: "No messages",
+        MSG_ITER: "One line per iteration",
+        MSG_INFO: "Informational messages",
+        MSG_VERS: "Version info",
+        MSG_EXIT: "Exit reasons",
+        MSG_ALL: "All messages"
+}
+
+INFEASIBLE = -1  # Infeasible (lower bound > upper bound)
+LOCALMINIMUM = 0  # Local minimum reached (|pg| ~= 0)
+FCONVERGED = 1  # Converged (|f_n-f_(n-1)| ~= 0)
+XCONVERGED = 2  # Converged (|x_n-x_(n-1)| ~= 0)
+MAXFUN = 3  # Max. number of function evaluations reached
+LSFAIL = 4  # Linear search failed
+CONSTANT = 5  # All lower bounds are equal to the upper bounds
+NOPROGRESS = 6  # Unable to progress
+USERABORT = 7  # User requested end of minimization
+
+RCSTRINGS = {
+        INFEASIBLE: "Infeasible (lower bound > upper bound)",
+        LOCALMINIMUM: "Local minimum reached (|pg| ~= 0)",
+        FCONVERGED: "Converged (|f_n-f_(n-1)| ~= 0)",
+        XCONVERGED: "Converged (|x_n-x_(n-1)| ~= 0)",
+        MAXFUN: "Max. number of function evaluations reached",
+        LSFAIL: "Linear search failed",
+        CONSTANT: "All lower bounds are equal to the upper bounds",
+        NOPROGRESS: "Unable to progress",
+        USERABORT: "User requested end of minimization"
+}
+
+# Changes to interface made by Travis Oliphant, Apr. 2004 for inclusion in
+#  SciPy
+
+
+def fmin_tnc(func, x0, fprime=None, args=(), approx_grad=0,
+             bounds=None, epsilon=1e-8, scale=None, offset=None,
+             messages=MSG_ALL, maxCGit=-1, maxfun=None, eta=-1,
+             stepmx=0, accuracy=0, fmin=0, ftol=-1, xtol=-1, pgtol=-1,
+             rescale=-1, disp=None, callback=None):
+    """
+    Minimize a function with variables subject to bounds, using
+    gradient information in a truncated Newton algorithm. This
+    method wraps a C implementation of the algorithm.
+
+    Parameters
+    ----------
+    func : callable ``func(x, *args)``
+        Function to minimize.  Must do one of:
+
+        1. Return f and g, where f is the value of the function and g its
+           gradient (a list of floats).
+
+        2. Return the function value but supply gradient function
+           separately as `fprime`.
+
+        3. Return the function value and set ``approx_grad=True``.
+
+        If the function returns None, the minimization
+        is aborted.
+    x0 : array_like
+        Initial estimate of minimum.
+    fprime : callable ``fprime(x, *args)``, optional
+        Gradient of `func`. If None, then either `func` must return the
+        function value and the gradient (``f,g = func(x, *args)``)
+        or `approx_grad` must be True.
+    args : tuple, optional
+        Arguments to pass to function.
+    approx_grad : bool, optional
+        If true, approximate the gradient numerically.
+    bounds : list, optional
+        (min, max) pairs for each element in x0, defining the
+        bounds on that parameter. Use None or +/-inf for one of
+        min or max when there is no bound in that direction.
+    epsilon : float, optional
+        Used if approx_grad is True. The stepsize in a finite
+        difference approximation for fprime.
+    scale : array_like, optional
+        Scaling factors to apply to each variable. If None, the
+        factors are up-low for interval bounded variables and
+        1+|x| for the others. Defaults to None.
+    offset : array_like, optional
+        Value to subtract from each variable. If None, the
+        offsets are (up+low)/2 for interval bounded variables
+        and x for the others.
+    messages : int, optional
+        Bit mask used to select messages display during
+        minimization values defined in the MSGS dict. Defaults to
+        MGS_ALL.
+    disp : int, optional
+        Integer interface to messages. 0 = no message, 5 = all messages
+    maxCGit : int, optional
+        Maximum number of hessian*vector evaluations per main
+        iteration. If maxCGit == 0, the direction chosen is
+        -gradient if maxCGit < 0, maxCGit is set to
+        max(1,min(50,n/2)). Defaults to -1.
+    maxfun : int, optional
+        Maximum number of function evaluation. If None, maxfun is
+        set to max(100, 10*len(x0)). Defaults to None. Note that this function
+        may violate the limit because of evaluating gradients by numerical
+        differentiation.
+    eta : float, optional
+        Severity of the line search. If < 0 or > 1, set to 0.25.
+        Defaults to -1.
+    stepmx : float, optional
+        Maximum step for the line search. May be increased during
+        call. If too small, it will be set to 10.0. Defaults to 0.
+    accuracy : float, optional
+        Relative precision for finite difference calculations. If
+        <= machine_precision, set to sqrt(machine_precision).
+        Defaults to 0.
+    fmin : float, optional
+        Minimum function value estimate. Defaults to 0.
+    ftol : float, optional
+        Precision goal for the value of f in the stopping criterion.
+        If ftol < 0.0, ftol is set to 0.0 defaults to -1.
+    xtol : float, optional
+        Precision goal for the value of x in the stopping
+        criterion (after applying x scaling factors). If xtol <
+        0.0, xtol is set to sqrt(machine_precision). Defaults to
+        -1.
+    pgtol : float, optional
+        Precision goal for the value of the projected gradient in
+        the stopping criterion (after applying x scaling factors).
+        If pgtol < 0.0, pgtol is set to 1e-2 * sqrt(accuracy).
+        Setting it to 0.0 is not recommended. Defaults to -1.
+    rescale : float, optional
+        Scaling factor (in log10) used to trigger f value
+        rescaling. If 0, rescale at each iteration. If a large
+        value, never rescale. If < 0, rescale is set to 1.3.
+    callback : callable, optional
+        Called after each iteration, as callback(xk), where xk is the
+        current parameter vector.
+
+    Returns
+    -------
+    x : ndarray
+        The solution.
+    nfeval : int
+        The number of function evaluations.
+    rc : int
+        Return code, see below
+
+    See also
+    --------
+    minimize: Interface to minimization algorithms for multivariate
+        functions. See the 'TNC' `method` in particular.
+
+    Notes
+    -----
+    The underlying algorithm is truncated Newton, also called
+    Newton Conjugate-Gradient. This method differs from
+    scipy.optimize.fmin_ncg in that
+
+    1. it wraps a C implementation of the algorithm
+    2. it allows each variable to be given an upper and lower bound.
+
+    The algorithm incorporates the bound constraints by determining
+    the descent direction as in an unconstrained truncated Newton,
+    but never taking a step-size large enough to leave the space
+    of feasible x's. The algorithm keeps track of a set of
+    currently active constraints, and ignores them when computing
+    the minimum allowable step size. (The x's associated with the
+    active constraint are kept fixed.) If the maximum allowable
+    step size is zero then a new constraint is added. At the end
+    of each iteration one of the constraints may be deemed no
+    longer active and removed. A constraint is considered
+    no longer active is if it is currently active
+    but the gradient for that variable points inward from the
+    constraint. The specific constraint removed is the one
+    associated with the variable of largest index whose
+    constraint is no longer active.
+
+    Return codes are defined as follows::
+
+        -1 : Infeasible (lower bound > upper bound)
+         0 : Local minimum reached (|pg| ~= 0)
+         1 : Converged (|f_n-f_(n-1)| ~= 0)
+         2 : Converged (|x_n-x_(n-1)| ~= 0)
+         3 : Max. number of function evaluations reached
+         4 : Linear search failed
+         5 : All lower bounds are equal to the upper bounds
+         6 : Unable to progress
+         7 : User requested end of minimization
+
+    References
+    ----------
+    Wright S., Nocedal J. (2006), 'Numerical Optimization'
+
+    Nash S.G. (1984), "Newton-Type Minimization Via the Lanczos Method",
+    SIAM Journal of Numerical Analysis 21, pp. 770-778
+
+    """
+    # handle fprime/approx_grad
+    if approx_grad:
+        fun = func
+        jac = None
+    elif fprime is None:
+        fun = MemoizeJac(func)
+        jac = fun.derivative
+    else:
+        fun = func
+        jac = fprime
+
+    if disp is not None:  # disp takes precedence over messages
+        mesg_num = disp
+    else:
+        mesg_num = {0:MSG_NONE, 1:MSG_ITER, 2:MSG_INFO, 3:MSG_VERS,
+                    4:MSG_EXIT, 5:MSG_ALL}.get(messages, MSG_ALL)
+    # build options
+    opts = {'eps': epsilon,
+            'scale': scale,
+            'offset': offset,
+            'mesg_num': mesg_num,
+            'maxCGit': maxCGit,
+            'maxfun': maxfun,
+            'eta': eta,
+            'stepmx': stepmx,
+            'accuracy': accuracy,
+            'minfev': fmin,
+            'ftol': ftol,
+            'xtol': xtol,
+            'gtol': pgtol,
+            'rescale': rescale,
+            'disp': False}
+
+    res = _minimize_tnc(fun, x0, args, jac, bounds, callback=callback, **opts)
+
+    return res['x'], res['nfev'], res['status']
+
+
+def _minimize_tnc(fun, x0, args=(), jac=None, bounds=None,
+                  eps=1e-8, scale=None, offset=None, mesg_num=None,
+                  maxCGit=-1, eta=-1, stepmx=0, accuracy=0,
+                  minfev=0, ftol=-1, xtol=-1, gtol=-1, rescale=-1, disp=False,
+                  callback=None, finite_diff_rel_step=None, maxfun=None,
+                  **unknown_options):
+    """
+    Minimize a scalar function of one or more variables using a truncated
+    Newton (TNC) algorithm.
+
+    Options
+    -------
+    eps : float or ndarray
+        If `jac is None` the absolute step size used for numerical
+        approximation of the jacobian via forward differences.
+    scale : list of floats
+        Scaling factors to apply to each variable. If None, the
+        factors are up-low for interval bounded variables and
+        1+|x] for the others. Defaults to None.
+    offset : float
+        Value to subtract from each variable. If None, the
+        offsets are (up+low)/2 for interval bounded variables
+        and x for the others.
+    disp : bool
+       Set to True to print convergence messages.
+    maxCGit : int
+        Maximum number of hessian*vector evaluations per main
+        iteration. If maxCGit == 0, the direction chosen is
+        -gradient if maxCGit < 0, maxCGit is set to
+        max(1,min(50,n/2)). Defaults to -1.
+    eta : float
+        Severity of the line search. If < 0 or > 1, set to 0.25.
+        Defaults to -1.
+    stepmx : float
+        Maximum step for the line search. May be increased during
+        call. If too small, it will be set to 10.0. Defaults to 0.
+    accuracy : float
+        Relative precision for finite difference calculations. If
+        <= machine_precision, set to sqrt(machine_precision).
+        Defaults to 0.
+    minfev : float
+        Minimum function value estimate. Defaults to 0.
+    ftol : float
+        Precision goal for the value of f in the stopping criterion.
+        If ftol < 0.0, ftol is set to 0.0 defaults to -1.
+    xtol : float
+        Precision goal for the value of x in the stopping
+        criterion (after applying x scaling factors). If xtol <
+        0.0, xtol is set to sqrt(machine_precision). Defaults to
+        -1.
+    gtol : float
+        Precision goal for the value of the projected gradient in
+        the stopping criterion (after applying x scaling factors).
+        If gtol < 0.0, gtol is set to 1e-2 * sqrt(accuracy).
+        Setting it to 0.0 is not recommended. Defaults to -1.
+    rescale : float
+        Scaling factor (in log10) used to trigger f value
+        rescaling.  If 0, rescale at each iteration.  If a large
+        value, never rescale.  If < 0, rescale is set to 1.3.
+    finite_diff_rel_step : None or array_like, optional
+        If `jac in ['2-point', '3-point', 'cs']` the relative step size to
+        use for numerical approximation of the jacobian. The absolute step
+        size is computed as ``h = rel_step * sign(x) * max(1, abs(x))``,
+        possibly adjusted to fit into the bounds. For ``method='3-point'``
+        the sign of `h` is ignored. If None (default) then step is selected
+        automatically.
+    maxfun : int
+        Maximum number of function evaluations. If None, `maxfun` is
+        set to max(100, 10*len(x0)). Defaults to None.
+    """
+    _check_unknown_options(unknown_options)
+    fmin = minfev
+    pgtol = gtol
+
+    xp = array_namespace(x0)
+    x0 = atleast_nd(x0, ndim=1, xp=xp)
+    dtype = xp.float64
+    if xp.isdtype(x0.dtype, "real floating"):
+        dtype = x0.dtype
+    x0 = xp.reshape(xp.astype(x0, dtype), -1)
+
+    n = len(x0)
+
+    if bounds is None:
+        bounds = [(None,None)] * n
+    if len(bounds) != n:
+        raise ValueError('length of x0 != length of bounds')
+    new_bounds = old_bound_to_new(bounds)
+
+    if mesg_num is not None:
+        messages = {0:MSG_NONE, 1:MSG_ITER, 2:MSG_INFO, 3:MSG_VERS,
+                    4:MSG_EXIT, 5:MSG_ALL}.get(mesg_num, MSG_ALL)
+    elif disp:
+        messages = MSG_ALL
+    else:
+        messages = MSG_NONE
+
+    sf = _prepare_scalar_function(fun, x0, jac=jac, args=args, epsilon=eps,
+                                  finite_diff_rel_step=finite_diff_rel_step,
+                                  bounds=new_bounds)
+    func_and_grad = sf.fun_and_grad
+
+    """
+    low, up   : the bounds (lists of floats)
+                if low is None, the lower bounds are removed.
+                if up is None, the upper bounds are removed.
+                low and up defaults to None
+    """
+    low = zeros(n)
+    up = zeros(n)
+    for i in range(n):
+        if bounds[i] is None:
+            l, u = -inf, inf
+        else:
+            l,u = bounds[i]
+            if l is None:
+                low[i] = -inf
+            else:
+                low[i] = l
+            if u is None:
+                up[i] = inf
+            else:
+                up[i] = u
+
+    if scale is None:
+        scale = array([])
+
+    if offset is None:
+        offset = array([])
+
+    if maxfun is None:
+        maxfun = max(100, 10*len(x0))
+
+    rc, nf, nit, x, funv, jacv = moduleTNC.tnc_minimize(
+        func_and_grad, x0, low, up, scale,
+        offset, messages, maxCGit, maxfun,
+        eta, stepmx, accuracy, fmin, ftol,
+        xtol, pgtol, rescale, callback
+    )
+    # the TNC documentation states: "On output, x, f and g may be very
+    # slightly out of sync because of scaling". Therefore re-evaluate
+    # func_and_grad so they are synced.
+    funv, jacv = func_and_grad(x)
+
+    return OptimizeResult(x=x, fun=funv, jac=jacv, nfev=sf.nfev,
+                          nit=nit, status=rc, message=RCSTRINGS[rc],
+                          success=(-1 < rc < 3))

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

@@ -0,0 +1,12 @@
+from ._trlib import TRLIBQuadraticSubproblem
+
+__all__ = ['TRLIBQuadraticSubproblem', 'get_trlib_quadratic_subproblem']
+
+
+def get_trlib_quadratic_subproblem(tol_rel_i=-2.0, tol_rel_b=-3.0, disp=False):
+    def subproblem_factory(x, fun, jac, hess, hessp):
+        return TRLIBQuadraticSubproblem(x, fun, jac, hess, hessp,
+                                        tol_rel_i=tol_rel_i,
+                                        tol_rel_b=tol_rel_b,
+                                        disp=disp)
+    return subproblem_factory