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