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Python solvers.fmin_powell函数代码示例

原作者: [db:作者] 来自: [db:来源] 收藏 邀请

本文整理汇总了Python中mystic.solvers.fmin_powell函数的典型用法代码示例。如果您正苦于以下问题:Python fmin_powell函数的具体用法?Python fmin_powell怎么用?Python fmin_powell使用的例子?那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。



在下文中一共展示了fmin_powell函数的19个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的Python代码示例。

示例1: test_constrain

def test_constrain():

  from mystic.math.measures import mean, spread
  from mystic.math.measures import impose_mean, impose_spread
  def mean_constraint(x, mean=0.0):
    return impose_mean(mean, x)

  def range_constraint(x, spread=1.0):
    return impose_spread(spread, x)

  @inner(inner=range_constraint, kwds={'spread':5.0})
  @inner(inner=mean_constraint, kwds={'mean':5.0})
  def constraints(x):
    return x

  def cost(x):
    return abs(sum(x) - 5.0)

  from mystic.solvers import fmin_powell
  from numpy import array
  x = array([1,2,3,4,5])
  y = fmin_powell(cost, x, constraints=constraints, disp=False)

  assert mean(y) == 5.0
  assert spread(y) == 5.0
  assert almostEqual(cost(y), 4*(5.0))
开发者ID:uqfoundation,项目名称:mystic,代码行数:26,代码来源:test_coupler.py


示例2: test_constrained_solve

def test_constrained_solve():

  from mystic.math.measures import mean, spread
  @with_spread(5.0)
  @with_mean(5.0)
  def constraints(x):
    return x

  def cost(x):
    return abs(sum(x) - 5.0)

  from mystic.solvers import fmin_powell
  from numpy import array
  x = array([1,2,3,4,5])
  y = fmin_powell(cost, x, constraints=constraints, disp=False)

  assert almostEqual(mean(y), 5.0, tol=1e-15)
  assert almostEqual(spread(y), 5.0, tol=1e-15)
  assert almostEqual(cost(y), 4*(5.0), tol=1e-6)
开发者ID:uqfoundation,项目名称:mystic,代码行数:19,代码来源:test_constraints.py


示例3: print_params

    - parameter trajectories using callback
"""

# Powell's Directonal solver
from mystic.solvers import fmin_powell

# Rosenbrock function
from mystic.models import rosen

iter = 0
# plot the parameter trajectories
def print_params(params):
    global iter
    from numpy import asarray
    print("Generation %d has best fit parameters: %s" % (iter,asarray(params)))
    iter += 1
    return


if __name__ == '__main__':

    # initial guess
    x0 = [0.8,1.2,0.7]
    print_params(x0)

    # use Powell's method to minimize the Rosenbrock function
    solution = fmin_powell(rosen,x0,disp=1,callback=print_params,handler=True)
    print(solution)

# end of file
开发者ID:Magellen,项目名称:mystic,代码行数:30,代码来源:example05.py


示例4: Copyright

# Copyright (c) 1997-2016 California Institute of Technology.
# Copyright (c) 2016-2019 The Uncertainty Quantification Foundation.
# License: 3-clause BSD.  The full license text is available at:
#  - https://github.com/uqfoundation/mystic/blob/master/LICENSE

from optqp import _objective, bounds, xs, ys

from mystic.penalty import quadratic_equality
from mystic.constraints import with_penalty

@with_penalty(quadratic_equality, k=1e4)
def penalty(x): # == 0.0
    return x[0]**3 - x[1]


if __name__ == '__main__':

  from mystic.solvers import diffev2, fmin_powell
  from mystic.math import almostEqual

  result = diffev2(_objective, x0=bounds, bounds=bounds, penalty=penalty, npop=40, ftol=1e-8, gtol=100, disp=False, full_output=True)
  assert almostEqual(result[0], xs, rel=2e-2)
  assert almostEqual(result[1], ys, rel=2e-2)

  result = fmin_powell(_objective, x0=[-1.0,1.0], bounds=bounds, penalty=penalty, disp=False, full_output=True)
  assert almostEqual(result[0], xs, rel=2e-2)
  assert almostEqual(result[1], ys, rel=2e-2)


# EOD
开发者ID:uqfoundation,项目名称:mystic,代码行数:30,代码来源:optqp_alt.py


示例5: penalty

@quadratic_inequality(penalty1)
@quadratic_inequality(penalty2)
@quadratic_inequality(penalty3)
@quadratic_inequality(penalty4)
@quadratic_inequality(penalty5)
@quadratic_inequality(penalty6)
@quadratic_inequality(penalty7)
@quadratic_inequality(penalty8)
def penalty(x):
    return 0.0

solver = as_constraint(penalty)



if __name__ == '__main__':
    x = [0]*len(xs)

    from mystic.solvers import fmin_powell
    from mystic.math import almostEqual

    result = fmin_powell(objective, x0=x, bounds=bounds, penalty=penalty, maxiter=1000, maxfun=100000, ftol=1e-12, xtol=1e-12, gtol=10, disp=False, full_output=True)

    assert almostEqual(result[0], xs, tol=1e-2)
    assert almostEqual(result[1], ys, rel=1e-2)



# EOF
开发者ID:jcfr,项目名称:mystic,代码行数:29,代码来源:g07_alt.py


示例6: objective

pens = ms.generate_penalty(ms.generate_conditions(eqns), k=1e3)
bounds = [(0., None), (0., 4.)]

# get the objective
def objective(x):
  x = np.asarray(x)
  return x[0]**2 + 4*x[1]**2 - 32*x[1] + 64

x0 = np.random.rand(2)

# compare against the exact minimum
xs = np.array([2., 3.])
ys = objective(xs)


sol = my.fmin_powell(objective, x0, constraint=cons, penalty=pens, disp=False,
                     bounds=bounds, gtol=3, ftol=1e-6, full_output=True)

assert mm.almostEqual(sol[0], xs, tol=1e-2)
assert mm.almostEqual(sol[1], ys, tol=1e-2)


sol = my.diffev(objective, bounds, constraint=cons, penalty=pens, disp=False,
                bounds=bounds, npop=10, gtol=100, ftol=1e-6, full_output=True)

assert mm.almostEqual(sol[0], xs, tol=1e-2)
assert mm.almostEqual(sol[1], ys, tol=1e-2)


# EOF
开发者ID:uqfoundation,项目名称:mystic,代码行数:30,代码来源:slsqp.py


示例7: almostEqual

#   assert my_x[3] <= maxfun
  if maxiter is not None:
    # test iters <= maxiter
    assert my_x[2] <= maxiter
  return 

if __name__ == '__main__':
  x0 = [0,0,0]

  # check solutions versus results based on the random_seed
# print "comparing against known results"
  sol = solvers.diffev(rosen, x0, npop=40, disp=0, full_output=True)
  assert almostEqual(sol[1], 0.0020640145337293249, tol=3e-3)
  sol = solvers.diffev2(rosen, x0, npop=40, disp=0, full_output=True)
  assert almostEqual(sol[1], 0.0017516784703663288, tol=3e-3)
  sol = solvers.fmin_powell(rosen, x0, disp=0, full_output=True)
  assert almostEqual(sol[1], 8.3173488898295291e-23)
  sol = solvers.fmin(rosen, x0, disp=0, full_output=True)
  assert almostEqual(sol[1], 1.1605792769954724e-09)

  solver2 = 'diffev2'
  for solver in ['diffev']:
#   print "comparing %s and %s from mystic" % (solver, solver2)
    test_solvers(solver, solver2, x0, npop=40)
    test_solvers(solver, solver2, x0, npop=40, maxiter=None, maxfun=0)
    test_solvers(solver, solver2, x0, npop=40, maxiter=None, maxfun=1)
    test_solvers(solver, solver2, x0, npop=40, maxiter=None, maxfun=2)
    test_solvers(solver, solver2, x0, npop=40, maxiter=None, maxfun=9)
    test_solvers(solver, solver2, x0, npop=40, maxiter=0)
    test_solvers(solver, solver2, x0, npop=40, maxiter=1)
    test_solvers(solver, solver2, x0, npop=40, maxiter=2)
开发者ID:cdeil,项目名称:mystic,代码行数:31,代码来源:test_solver_compare.py


示例8: print

#  - https://github.com/uqfoundation/mystic/blob/master/LICENSE
"""
Example:
    - Minimize Rosenbrock's Function with Powell's method.

Demonstrates:
    - standard models
    - minimal solver interface
"""

# Powell's Directonal solver
from mystic.solvers import fmin_powell

# Rosenbrock function
from mystic.models import rosen


if __name__ == '__main__':

    print("Powell's Method")
    print("===============")

    # initial guess
    x0 = [0.8,1.2,0.7]

    # use Powell's method to minimize the Rosenbrock function
    solution = fmin_powell(rosen,x0)
    print(solution)
 
# end of file
开发者ID:uqfoundation,项目名称:mystic,代码行数:30,代码来源:example01.py


示例9: generate_penalty

x0 - 2*x1 - 4.0 <= 0.0
"""
bounds = [(None, None),(0.0, None)]

# with penalty='penalty' applied, solution is:
xs = [0.5, 1.5]
ys = 2.5

from mystic.symbolic import generate_conditions, generate_penalty
pf = generate_penalty(generate_conditions(equations), k=1e3)
from mystic.symbolic import generate_constraint, generate_solvers, simplify
cf = generate_constraint(generate_solvers(simplify(equations)))



if __name__ == '__main__':

  from mystic.solvers import diffev2, fmin_powell
  from mystic.math import almostEqual

  result = diffev2(objective, x0=bounds, bounds=bounds, penalty=pf, constraint=cf, npop=40, disp=False, full_output=True, ftol=1e-10, gtol=100)
  assert almostEqual(result[0], xs, rel=1e-2)
  assert almostEqual(result[1], ys, rel=1e-2)

  result = fmin_powell(objective, x0=[0.0,0.0], bounds=bounds, penalty=pf, constraint=cf, disp=False, full_output=True, gtol=3)
  assert almostEqual(result[0], xs, rel=1e-2)
  assert almostEqual(result[1], ys, rel=1e-2)


# EOF
开发者ID:Magellen,项目名称:mystic,代码行数:30,代码来源:cvxlp.py


示例10: generate_constraint

bounds = [(13, 100), (0, 100)]
# with penalty='penalty' applied, solution is:
xs = [14.095, 0.84296079]
ys = -6961.81387628

from mystic.symbolic import generate_constraint, generate_solvers, simplify
from mystic.symbolic import generate_penalty, generate_conditions

equations = """
(x0 - 5)**2 + (x1 - 5)**2 - 100 >= 0.0
(x0 - 6)**2 + (x1 - 5)**2 - 82.81 <= 0.0
"""
cf = generate_constraint(generate_solvers(simplify(equations)))
pf = generate_penalty(generate_conditions(equations), k=1e12)


if __name__ == "__main__":
    x = [0] * len(xs)

    from mystic.solvers import fmin_powell
    from mystic.math import almostEqual

    result = fmin_powell(objective, x0=x, bounds=bounds, constraints=cf, penalty=pf, disp=False, full_output=True)

    assert almostEqual(result[0], xs, tol=1e-2)
    assert almostEqual(result[1], ys, rel=1e-2)


# EOF
开发者ID:uqfoundation,项目名称:mystic,代码行数:29,代码来源:g06.py


示例11: generate_penalty

bounds = [(None, None),(1.0, None)]

# with penalty='penalty' applied, solution is:
xs = [1,1]
ys = -1.0

from mystic.symbolic import generate_conditions, generate_penalty
pf = generate_penalty(generate_conditions(equations), k=1e4)
from mystic.symbolic import generate_constraint, generate_solvers, solve
cf = generate_constraint(generate_solvers(solve(equations)))

# inverted objective, used in solving for the maximum
_objective = lambda x: -objective(x)


if __name__ == '__main__':

  from mystic.solvers import diffev2, fmin_powell
  from mystic.math import almostEqual

  result = diffev2(_objective, x0=bounds, bounds=bounds, constraint=cf, penalty=pf, npop=40, ftol=1e-8, gtol=100, disp=False, full_output=True)
  assert almostEqual(result[0], xs, rel=2e-2)
  assert almostEqual(result[1], ys, rel=2e-2)

  result = fmin_powell(_objective, x0=[-1.0,1.0], bounds=bounds, constraint=cf, penalty=pf, disp=False, full_output=True)
  assert almostEqual(result[0], xs, rel=2e-2)
  assert almostEqual(result[1], ys, rel=2e-2)


# EOF
开发者ID:uqfoundation,项目名称:mystic,代码行数:30,代码来源:optqp.py


示例12: radius

  def radius(model, point, ytol=0.0, xtol=0.0, ipop=None, imax=None):
    """graphical distance between a single point x,y and a model F(x')"""
    # given a single point x,y: find the radius = |y - F(x')| + delta
    # radius is just a minimization over x' of |y - F(x')| + delta
    # where we apply a constraints function (of box constraints) of
    # |x - x'| <= xtol  (for each i in x)
    #
    # if hausdorff = some iterable, delta = |x - x'|/hausdorff
    # if hausdorff = True, delta = |x - x'|/spread(x); using the dataset range
    # if hausdorff = False, delta = 0.0
    #
    # if ipop, then DE else Powell; ytol is used in VTR(ytol)
    # and will terminate when cost <= ytol
    x,y = _get_xy(point)
    y = asarray(y)
    # catch cases where yptp or y will cause issues in normalization
   #if not isfinite(yptp): return 0.0 #FIXME: correct?  shouldn't happen
   #if yptp == 0: from numpy import inf; return inf #FIXME: this is bad

    # build the cost function
    if hausdorff: # distance in all directions
      def cost(rv):
        '''cost = |y - F(x')| + |x - x'| for each x,y (point in dataset)'''
        _y = model(rv)
        if not isfinite(_y): return abs(_y)
        errs = seterr(invalid='ignore', divide='ignore') # turn off warning 
        z = abs((asarray(x) - rv)/ptp)  # normalize by range
        m = abs(y - _y)/yptp            # normalize by range
        seterr(invalid=errs['invalid'], divide=errs['divide']) # turn on warning
        return m + sum(z[isfinite(z)])
    else:  # vertical distance only
      def cost(rv):
        '''cost = |y - F(x')| for each x,y (point in dataset)'''
        return abs(y - model(rv))

    if debug:
      print("rv: %s" % str(x))
      print("cost: %s" % cost(x))

    # if xtol=0, radius is difference in x,y and x,F(x); skip the optimization
    try:
      if not imax or not max(xtol): #iterables
        return cost(x)
    except TypeError:
      if not xtol: #non-iterables
        return cost(x)

    # set the range constraints
    xtol = asarray(xtol)
    bounds = list(zip( x - xtol, x + xtol ))

    if debug:
      print("lower: %s" % str(zip(*bounds)[0]))
      print("upper: %s" % str(zip(*bounds)[1]))

    # optimize where initially x' = x
    stepmon = Monitor()
    if debug: stepmon = VerboseMonitor(1)
    #XXX: edit settings?
    MINMAX = 1 #XXX: confirm MINMAX=1 is minimization
    ftol = ytol
    gtol = None  # use VTRCOG
    if ipop:
      results = diffev2(cost, bounds, ipop, ftol=ftol, gtol=gtol, \
                        itermon = stepmon, maxiter=imax, bounds=bounds, \
                        full_output=1, disp=0, handler=False)
    else:
      results = fmin_powell(cost, x, ftol=ftol, gtol=gtol, \
                            itermon = stepmon, maxiter=imax, bounds=bounds, \
                            full_output=1, disp=0, handler=False)
   #solved = results[0]            # x'
    func_opt = MINMAX * results[1] # cost(x')
    if debug:
      print("solved: %s" % results[0])
      print("cost: %s" % func_opt)

    # get the minimum distance |y - F(x')|
    return func_opt
开发者ID:Magellen,项目名称:mystic,代码行数:78,代码来源:distance.py


示例13: noisy_data

    print "Powell's Method"
    print "==============="

    # target and initial guess
    target = [-1.,4.,-5.,20.,5.]
    x0     = [-1.,2.,-3.,10.,5.]

    # generate 'observed' data
    x,datapts = noisy_data(target)

    # plot observed data
    plot_frame()
    plot_data(x,datapts)

    # generate cost function
    costfunction = PolyCostFactory(x,datapts,len(target))

    # use Powell's method to solve 5th-order polynomial coefficients
    solution = fmin_powell(costfunction,x0)

    # compare solution with actual target 5th-order polynomial coefficients
    print "\nSolved Coefficients:\n %s\n" % ForwardPolyFactory(solution)
    print "Target Coefficients:\n %s\n" % ForwardPolyFactory(target)
 
    # plot solution versus target coefficients
    plot_solution(solution)
    getch() 

# end of file
开发者ID:jcfr,项目名称:mystic,代码行数:29,代码来源:example12.py


示例14: print

if __name__ == '__main__':

    print("Powell's Method")
    print("===============")

    # initial guess
    import random
    from mystic.tools import random_seed
    random_seed(123)
    ndim = 9
    x0 = [random.uniform(-100,100) for i in range(ndim)]

    # draw frame and exact coefficients
    plot_exact()

    # use Powell's method to solve 8th-order Chebyshev coefficients
    solution = fmin_powell(chebyshev8cost,x0)

    # use pretty print for polynomials
    print(poly1d(solution))

    # compare solution with actual 8th-order Chebyshev coefficients
    print("\nActual Coefficients:\n %s\n" % poly1d(chebyshev8coeffs))

    # plot solution versus exact coefficients
    plot_solution(solution)
    getch() #XXX: or plt.show() ?

# end of file
开发者ID:uqfoundation,项目名称:mystic,代码行数:29,代码来源:example06.py


示例15: impose_feasible

def impose_feasible(cutoff, data, guess=None, **kwds):
  """impose shortness on a given list of parameters w,x,y.

Optimization on w,x,y over the given bounds seeks sum(infeasibility) = 0.
  (this function is not ???-preserving)

Inputs:
    cutoff -- maximum acceptable deviation from shortness
    data -- a dataset of observed points (these points are 'static')
    guess -- the scenario providing an initial guess at feasibility,
        or a tuple of dimensions of the target scenario

Additional Inputs:
    tol -- acceptable optimizer termination before sum(infeasibility) = 0.
    bounds -- a tuple of sample bounds:   bounds = (lower_bounds, upper_bounds)
    constraints -- a function that takes a flat list parameters
        x' = constraints(x)

Outputs:
    pm -- a scenario with desired shortness
"""
  from numpy import sum, asarray
  from mystic.math.legacydata import dataset
  from mystic.math.distance import lipschitz_distance, infeasibility, _npts
  if guess is None:
    message = "Requires a guess scenario, or a tuple of scenario dimensions."
    raise TypeError, message
  # get initial guess
  if hasattr(guess, 'pts'): # guess is a scenario
    pts = guess.pts    # number of x
    guess = guess.flatten(all=True)
  else:
    pts = guess        # guess is given as a tuple of 'pts'
    guess = None
  npts = _npts(pts)    # number of Y
  long_form = len(pts) - list(pts).count(2) # can use '2^K compressed format'

  # prepare bounds for solver
  bounds = kwds.pop('bounds', None)
  # if bounds are not set, use the default optimizer bounds
  if bounds is None:
    lower_bounds = []; upper_bounds = []
    for n in pts:  # bounds for n*x in each dimension  (x2 due to weights)
      lower_bounds += [None]*n * 2
      upper_bounds += [None]*n * 2
    # also need bounds for npts*y values
    lower_bounds += [None]*npts
    upper_bounds += [None]*npts
    bounds = lower_bounds, upper_bounds
  bounds = asarray(bounds).T

  # plug in the 'constraints' function:  param' = constraints(param)
  # constraints should impose_mean(y,w), and possibly sum(weights)
  constraints = kwds.pop('constraints', None) # default is no constraints
  if not constraints:  # if None (default), there are no constraints
    constraints = lambda x: x

  _self = kwds.pop('with_self', True) # default includes self in shortness
  if _self is not False: _self = True
  # tolerance for optimization on sum(y)
  tol = kwds.pop('tol', 0.0) # default
  npop = kwds.pop('npop', 20) #XXX: tune npop?
  maxiter = kwds.pop('maxiter', 1000) #XXX: tune maxiter?

  # if no guess was made, then use bounds constraints
  if guess is None:
    if npop:
      guess = bounds
    else:  # fmin_powell needs a list params (not bounds)
      guess = [(a + b)/2. for (a,b) in bounds]

  # construct cost function to reduce sum(lipschitz_distance)
  def cost(rv):
    """compute cost from a 1-d array of model parameters,
    where:  cost = | sum(lipschitz_distance) | """
    _data = dataset()
    _pm = scenario()
    _pm.load(rv, pts)      # here rv is param: w,x,y
    if not long_form:
      positions = _pm.select(*range(npts))
    else: positions = _pm.positions
    _data.load( data.coords, data.values )                   # LOAD static
    if _self:
      _data.load( positions, _pm.values )                    # LOAD dynamic
    _data.lipschitz = data.lipschitz                         # LOAD L
    Rv = lipschitz_distance(_data.lipschitz, _pm, _data, tol=cutoff, **kwds)
    v = infeasibility(Rv, cutoff)
    return abs(sum(v))

  # construct and configure optimizer
  debug = False  #!!!
  maxfun = 1e+6
  crossover = 0.9; percent_change = 0.9
  ftol = abs(tol); gtol = None

  if debug:
    print "lower bounds: %s" % bounds.T[0]
    print "upper bounds: %s" % bounds.T[1]
  # print "initial value: %s" % guess
  # use optimization to get feasible points
#.........这里部分代码省略.........
开发者ID:agamdua,项目名称:mystic,代码行数:101,代码来源:discrete.py


示例16: constraints_factory

    print "Powell's Method"
    print "==============="

    # initial guess
    x0 = [0.8,1.2,0.7]

    # define constraints factory function
    def constraints_factory(target):
        # define constraints function
        def constraints(x):
            # constrain the last x_i to be the same value as the first x_i
            x[-1] = x[0]
            # constrain x such that mean(x) == target
            if not almostEqual(mean(x), target):
                x = impose_mean(target, x)
            return x
        return constraints

    # configure constraints function
    constraints = constraints_factory(1.0)

    # configure monitor
    stepmon = VerboseMonitor(1)

    # use Powell's method to minimize the Rosenbrock function
    solution = fmin_powell(rosen,x0,constraints=constraints,itermon=stepmon)
    print solution
 
# end of file
开发者ID:jcfr,项目名称:mystic,代码行数:29,代码来源:constraint2_example01.py


示例17: impose_valid

def impose_valid(cutoff, model, guess=None, **kwds):
  """impose model validity on a given list of parameters w,x,y

Optimization on w,x,y over the given bounds seeks sum(infeasibility) = 0.
  (this function is not ???-preserving)

Inputs:
    cutoff -- maximum acceptable model invalidity |y - F(x')|; a single value
    model -- the model function, y' = F(x'), that approximates reality, y = G(x)
    guess -- the scenario providing an initial guess at validity,
        or a tuple of dimensions of the target scenario

Additional Inputs:
    hausdorff -- norm; where if given, ytol = |y - F(x')| + |x - x'|/norm
    xtol -- acceptable pointwise graphical distance of model from reality
    tol -- acceptable optimizer termination before sum(infeasibility) = 0.
    bounds -- a tuple of sample bounds:   bounds = (lower_bounds, upper_bounds)
    constraints -- a function that takes a flat list parameters
        x' = constraints(x)

Outputs:
    pm -- a scenario with desired model validity

Notes:
    xtol defines the n-dimensional base of a pilar of height cutoff, centered at
    each point. The region inside the pilar defines the space where a "valid"
    model must intersect. If xtol is not specified, then the base of the pilar
    will be a dirac at x' = x. This function performs an optimization to find
    a set of points where the model is valid. Here, tol is used to set the
    optimization termination for the sum(graphical_distances), while cutoff is
    used in defining the graphical_distance between x,y and x',F(x').
"""
  from numpy import sum as _sum, asarray
  from mystic.math.distance import graphical_distance, infeasibility, _npts
  if guess is None:
    message = "Requires a guess scenario, or a tuple of scenario dimensions."
    raise TypeError, message
  # get initial guess
  if hasattr(guess, 'pts'): # guess is a scenario
    pts = guess.pts    # number of x
    guess = guess.flatten(all=True)
  else:
    pts = guess        # guess is given as a tuple of 'pts'
    guess = None
  npts = _npts(pts)    # number of Y

  # prepare bounds for solver
  bounds = kwds.pop('bounds', None)
  # if bounds are not set, use the default optimizer bounds
  if bounds is None:
    lower_bounds = []; upper_bounds = []
    for n in pts:  # bounds for n*x in each dimension  (x2 due to weights)
      lower_bounds += [None]*n * 2
      upper_bounds += [None]*n * 2
    # also need bounds for npts*y values
    lower_bounds += [None]*npts
    upper_bounds += [None]*npts
    bounds = lower_bounds, upper_bounds
  bounds = asarray(bounds).T

  # plug in the 'constraints' function:  param' = constraints(param)
  constraints = kwds.pop('constraints', None) # default is no constraints
  if not constraints:  # if None (default), there are no constraints
    constraints = lambda x: x

  # 'wiggle room' tolerances
  ipop = kwds.pop('ipop', 10) #XXX: tune ipop (inner optimization)?
  imax = kwds.pop('imax', 10) #XXX: tune imax (inner optimization)?
  # tolerance for optimization on sum(y)
  tol = kwds.pop('tol', 0.0) # default
  npop = kwds.pop('npop', 20) #XXX: tune npop (outer optimization)?
  maxiter = kwds.pop('maxiter', 1000) #XXX: tune maxiter (outer optimization)?

  # if no guess was made, then use bounds constraints
  if guess is None:
    if npop:
      guess = bounds
    else:  # fmin_powell needs a list params (not bounds)
      guess = [(a + b)/2. for (a,b) in bounds]

  # construct cost function to reduce sum(infeasibility)
  def cost(rv):
    """compute cost from a 1-d array of model parameters,
    where: cost = | sum( infeasibility ) | """
    # converting rv to scenario
    points = scenario()
    points.load(rv, pts)
    # calculate infeasibility
    Rv = graphical_distance(model, points, ytol=cutoff, ipop=ipop, \
                                                        imax=imax, **kwds)
    v = infeasibility(Rv, cutoff)
    # converting v to E
    return _sum(v) #XXX: abs ?

  # construct and configure optimizer
  debug = False  #!!!
  maxfun = 1e+6
  crossover = 0.9; percent_change = 0.8
  ftol = abs(tol); gtol = None #XXX: optimally, should be VTRCOG...

#.........这里部分代码省略.........
开发者ID:agamdua,项目名称:mystic,代码行数:101,代码来源:discrete.py


示例18: generate_constraint

cf = generate_constraint(generate_solvers(simplify(equations)))

# inverted objective, used in solving for the maximum
_objective = lambda x: -objective(x)


if __name__ == '__main__':

  from mystic.solvers import diffev2, fmin_powell
  from mystic.math import almostEqual

  result = diffev2(objective, x0=bounds, bounds=bounds, constraint=cf, penalty=pf, npop=40, disp=False, full_output=True)
  assert almostEqual(result[0], xs, rel=1e-2)
  assert almostEqual(result[1], ys, rel=1e-2)

  result = fmin_powell(objective, x0=[0.0,0.0], bounds=bounds, constraint=cf, penalty=pf, disp=False, full_output=True)
  assert almostEqual(result[0], xs, rel=1e-2)
  assert almostEqual(result[1], ys, rel=1e-2)

  # alternately, solving for the maximum
  result = diffev2(_objective, x0=bounds, bounds=bounds, constraint=cf, penalty=pf, npop=40, disp=False, full_output=True)
  assert almostEqual( result[0], _xs, rel=1e-2)
  assert almostEqual(-result[1], _ys, rel=1e-2)

  result = fmin_powell(_objective, x0=[0,0], bounds=bounds, constraint=cf, penalty=pf, npop=40, disp=False, full_output=True)
  assert almostEqual( result[0], _xs, rel=1e-2)
  assert almostEqual(-result[1], _ys, rel=1e-2)


# EOF
开发者ID:Magellen,项目名称:mystic,代码行数:30,代码来源:lp.py


示例19: func_value

#x[3] is the slack variable

def func_value(d):
    curve_vec=[]
    for val in d:
        curve = (0.3 * val) + ((2 * (val ** (3/2))) / 3)
        curve_vec.append(curve)
    return curve_vec

def func(x):
    curve = func_value(x[0:3])
    return -(sum(np.dot(curve,production))-Q+x[3])

objective = lambda x: sum(np.dot(x[0:3],C))+1000*x[3]     

constraint = lambda x: func(x)

@quadratic_inequality(constraint)
def penalty(x):
    return 0.0


mon = VerboseMonitor(50)
solution = diffev2(objective,x0,penalty=penalty,bounds=bounds,itermon=mon,gtol=100, maxiter=1000, maxfun=10000, npop=40)
print(solution)

mon = VerboseMonitor(50)
solution = fmin_powell(objective,x0,penalty=penalty,bounds=bounds,itermon=mon,gtol=100, maxiter=1000, maxfun=10000)
print(solution)

开发者ID:uqfoundation,项目名称:mystic,代码行数:29,代码来源:slack_variable.py



注:本文中的mystic.solvers.fmin_powell函数示例由纯净天空整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。


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