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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