projektAI/venv/Lib/site-packages/scipy/optimize/tests/test_lbfgsb_setulb.py
2021-06-06 22:13:05 +02:00

117 lines
3.1 KiB
Python

import numpy as np
from scipy.optimize import _lbfgsb
def objfun(x):
"""simplified objective func to test lbfgsb bound violation"""
x0 = [0.8750000000000278,
0.7500000000000153,
0.9499999999999722,
0.8214285714285992,
0.6363636363636085]
x1 = [1.0, 0.0, 1.0, 0.0, 0.0]
x2 = [1.0,
0.0,
0.9889733043149325,
0.0,
0.026353554421041155]
x3 = [1.0,
0.0,
0.9889917442915558,
0.0,
0.020341986743231205]
f0 = 5163.647901211178
f1 = 5149.8181642072905
f2 = 5149.379332309634
f3 = 5149.374490771297
g0 = np.array([-0.5934820547965749,
1.6251549718258351,
-71.99168459202559,
5.346636965797545,
37.10732723092604])
g1 = np.array([-0.43295349282641515,
1.008607936794592,
18.223666726602975,
31.927010036981997,
-19.667512518739386])
g2 = np.array([-0.4699874455100256,
0.9466285353668347,
-0.016874360242016825,
48.44999161133457,
5.819631620590712])
g3 = np.array([-0.46970678696829116,
0.9612719312174818,
0.006129809488833699,
48.43557729419473,
6.005481418498221])
if np.allclose(x, x0):
f = f0
g = g0
elif np.allclose(x, x1):
f = f1
g = g1
elif np.allclose(x, x2):
f = f2
g = g2
elif np.allclose(x, x3):
f = f3
g = g3
else:
raise ValueError(
'Simplified objective function not defined '
'at requested point')
return (np.copy(f), np.copy(g))
def test_setulb_floatround():
"""test if setulb() violates bounds
checks for violation due to floating point rounding error
"""
n = 5
m = 10
factr = 1e7
pgtol = 1e-5
maxls = 20
iprint = -1
nbd = np.full((n,), 2)
low_bnd = np.zeros(n, np.float64)
upper_bnd = np.ones(n, np.float64)
x0 = np.array(
[0.8750000000000278,
0.7500000000000153,
0.9499999999999722,
0.8214285714285992,
0.6363636363636085])
x = np.copy(x0)
f = np.array(0.0, np.float64)
g = np.zeros(n, np.float64)
fortran_int = _lbfgsb.types.intvar.dtype
wa = np.zeros(2*m*n + 5*n + 11*m*m + 8*m, np.float64)
iwa = np.zeros(3*n, fortran_int)
task = np.zeros(1, 'S60')
csave = np.zeros(1, 'S60')
lsave = np.zeros(4, fortran_int)
isave = np.zeros(44, fortran_int)
dsave = np.zeros(29, np.float64)
task[:] = b'START'
for n_iter in range(7): # 7 steps required to reproduce error
f, g = objfun(x)
_lbfgsb.setulb(m, x, low_bnd, upper_bnd, nbd, f, g, factr,
pgtol, wa, iwa, task, iprint, csave, lsave,
isave, dsave, maxls)
assert (x <= upper_bnd).all() and (x >= low_bnd).all(), (
"_lbfgsb.setulb() stepped to a point outside of the bounds")