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  1. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__init__.py +20 -0
  2. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/__init__.cpython-310.pyc +0 -0
  3. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/framework.cpython-310.pyc +0 -0
  4. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/main.cpython-310.pyc +0 -0
  5. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/models.cpython-310.pyc +0 -0
  6. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/problem.cpython-310.pyc +0 -0
  7. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/settings.cpython-310.pyc +0 -0
  8. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/framework.py +1240 -0
  9. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/main.py +1506 -0
  10. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/models.py +1529 -0
  11. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/problem.py +1296 -0
  12. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/settings.py +132 -0
  13. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__init__.py +14 -0
  14. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/__init__.cpython-310.pyc +0 -0
  15. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/geometry.cpython-310.pyc +0 -0
  16. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/optim.cpython-310.pyc +0 -0
  17. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/geometry.py +387 -0
  18. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/optim.py +1203 -0
  19. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__init__.py +18 -0
  20. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/__init__.cpython-310.pyc +0 -0
  21. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/exceptions.cpython-310.pyc +0 -0
  22. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/math.cpython-310.pyc +0 -0
  23. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/versions.cpython-310.pyc +0 -0
  24. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/exceptions.py +22 -0
  25. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/math.py +77 -0
  26. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/versions.py +67 -0
  27. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/__init__.py +0 -0
  28. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/__pycache__/test_bunch.cpython-310.pyc +0 -0
  29. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/__pycache__/test_ccallback.cpython-310.pyc +0 -0
  30. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__gcutils.py +110 -0
  31. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__pep440.py +67 -0
  32. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__testutils.py +32 -0
  33. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__threadsafety.py +51 -0
  34. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__util.py +657 -0
  35. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_array_api.py +187 -0
  36. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_bunch.py +162 -0
  37. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_ccallback.py +204 -0
  38. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_config.py +45 -0
  39. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_deprecation.py +10 -0
  40. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_doccer.py +143 -0
  41. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_import_cycles.py +18 -0
  42. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_public_api.py +469 -0
  43. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_scipy_version.py +28 -0
  44. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_tmpdirs.py +48 -0
  45. mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_warnings.py +137 -0
  46. moondream/lib/python3.10/site-packages/pandas/tests/__pycache__/test_aggregation.cpython-310.pyc +0 -0
  47. moondream/lib/python3.10/site-packages/pandas/tests/__pycache__/test_algos.cpython-310.pyc +0 -0
  48. moondream/lib/python3.10/site-packages/pandas/tests/__pycache__/test_common.cpython-310.pyc +0 -0
  49. moondream/lib/python3.10/site-packages/pandas/tests/__pycache__/test_nanops.cpython-310.pyc +0 -0
  50. moondream/lib/python3.10/site-packages/pandas/tests/__pycache__/test_optional_dependency.cpython-310.pyc +0 -0
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__init__.py ADDED
@@ -0,0 +1,20 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from .main import minimize
2
+ from .utils import show_versions
3
+
4
+ # PEP0440 compatible formatted version, see:
5
+ # https://www.python.org/dev/peps/pep-0440/
6
+ #
7
+ # Final release markers:
8
+ # X.Y.0 # For first release after an increment in Y
9
+ # X.Y.Z # For bugfix releases
10
+ #
11
+ # Admissible pre-release markers:
12
+ # X.YaN # Alpha release
13
+ # X.YbN # Beta release
14
+ # X.YrcN # Release Candidate
15
+ #
16
+ # Dev branch marker is: 'X.Y.dev' or 'X.Y.devN' where N is an integer.
17
+ # 'X.Y.dev0' is the canonical version of 'X.Y.dev'.
18
+ __version__ = "1.1.2"
19
+
20
+ __all__ = ["minimize", "show_versions"]
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mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/framework.cpython-310.pyc ADDED
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mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/main.cpython-310.pyc ADDED
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mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/models.cpython-310.pyc ADDED
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mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/problem.cpython-310.pyc ADDED
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mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/__pycache__/settings.cpython-310.pyc ADDED
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mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/framework.py ADDED
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1
+ import warnings
2
+
3
+ import numpy as np
4
+ from scipy.optimize import lsq_linear
5
+
6
+ from .models import Models, Quadratic
7
+ from .settings import Options, Constants
8
+ from .subsolvers import (
9
+ cauchy_geometry,
10
+ spider_geometry,
11
+ normal_byrd_omojokun,
12
+ tangential_byrd_omojokun,
13
+ constrained_tangential_byrd_omojokun,
14
+ )
15
+ from .subsolvers.optim import qr_tangential_byrd_omojokun
16
+ from .utils import get_arrays_tol
17
+
18
+
19
+ TINY = np.finfo(float).tiny
20
+ EPS = np.finfo(float).eps
21
+
22
+
23
+ class TrustRegion:
24
+ """
25
+ Trust-region framework.
26
+ """
27
+
28
+ def __init__(self, pb, options, constants):
29
+ """
30
+ Initialize the trust-region framework.
31
+
32
+ Parameters
33
+ ----------
34
+ pb : `cobyqa.problem.Problem`
35
+ Problem to solve.
36
+ options : dict
37
+ Options of the solver.
38
+ constants : dict
39
+ Constants of the solver.
40
+
41
+ Raises
42
+ ------
43
+ `cobyqa.utils.MaxEvalError`
44
+ If the maximum number of evaluations is reached.
45
+ `cobyqa.utils.TargetSuccess`
46
+ If a nearly feasible point has been found with an objective
47
+ function value below the target.
48
+ `cobyqa.utils.FeasibleSuccess`
49
+ If a feasible point has been found for a feasibility problem.
50
+ `numpy.linalg.LinAlgError`
51
+ If the initial interpolation system is ill-defined.
52
+ """
53
+ # Set the initial penalty parameter.
54
+ self._penalty = 0.0
55
+
56
+ # Initialize the models.
57
+ self._pb = pb
58
+ self._models = Models(self._pb, options, self.penalty)
59
+ self._constants = constants
60
+
61
+ # Set the index of the best interpolation point.
62
+ self._best_index = 0
63
+ self.set_best_index()
64
+
65
+ # Set the initial Lagrange multipliers.
66
+ self._lm_linear_ub = np.zeros(self.m_linear_ub)
67
+ self._lm_linear_eq = np.zeros(self.m_linear_eq)
68
+ self._lm_nonlinear_ub = np.zeros(self.m_nonlinear_ub)
69
+ self._lm_nonlinear_eq = np.zeros(self.m_nonlinear_eq)
70
+ self.set_multipliers(self.x_best)
71
+
72
+ # Set the initial trust-region radius and the resolution.
73
+ self._resolution = options[Options.RHOBEG]
74
+ self._radius = self.resolution
75
+
76
+ @property
77
+ def n(self):
78
+ """
79
+ Number of variables.
80
+
81
+ Returns
82
+ -------
83
+ int
84
+ Number of variables.
85
+ """
86
+ return self._pb.n
87
+
88
+ @property
89
+ def m_linear_ub(self):
90
+ """
91
+ Number of linear inequality constraints.
92
+
93
+ Returns
94
+ -------
95
+ int
96
+ Number of linear inequality constraints.
97
+ """
98
+ return self._pb.m_linear_ub
99
+
100
+ @property
101
+ def m_linear_eq(self):
102
+ """
103
+ Number of linear equality constraints.
104
+
105
+ Returns
106
+ -------
107
+ int
108
+ Number of linear equality constraints.
109
+ """
110
+ return self._pb.m_linear_eq
111
+
112
+ @property
113
+ def m_nonlinear_ub(self):
114
+ """
115
+ Number of nonlinear inequality constraints.
116
+
117
+ Returns
118
+ -------
119
+ int
120
+ Number of nonlinear inequality constraints.
121
+ """
122
+ return self._pb.m_nonlinear_ub
123
+
124
+ @property
125
+ def m_nonlinear_eq(self):
126
+ """
127
+ Number of nonlinear equality constraints.
128
+
129
+ Returns
130
+ -------
131
+ int
132
+ Number of nonlinear equality constraints.
133
+ """
134
+ return self._pb.m_nonlinear_eq
135
+
136
+ @property
137
+ def radius(self):
138
+ """
139
+ Trust-region radius.
140
+
141
+ Returns
142
+ -------
143
+ float
144
+ Trust-region radius.
145
+ """
146
+ return self._radius
147
+
148
+ @radius.setter
149
+ def radius(self, radius):
150
+ """
151
+ Set the trust-region radius.
152
+
153
+ Parameters
154
+ ----------
155
+ radius : float
156
+ New trust-region radius.
157
+ """
158
+ self._radius = radius
159
+ if (
160
+ self.radius
161
+ <= self._constants[Constants.DECREASE_RADIUS_THRESHOLD]
162
+ * self.resolution
163
+ ):
164
+ self._radius = self.resolution
165
+
166
+ @property
167
+ def resolution(self):
168
+ """
169
+ Resolution of the trust-region framework.
170
+
171
+ The resolution is a lower bound on the trust-region radius.
172
+
173
+ Returns
174
+ -------
175
+ float
176
+ Resolution of the trust-region framework.
177
+ """
178
+ return self._resolution
179
+
180
+ @resolution.setter
181
+ def resolution(self, resolution):
182
+ """
183
+ Set the resolution of the trust-region framework.
184
+
185
+ Parameters
186
+ ----------
187
+ resolution : float
188
+ New resolution of the trust-region framework.
189
+ """
190
+ self._resolution = resolution
191
+
192
+ @property
193
+ def penalty(self):
194
+ """
195
+ Penalty parameter.
196
+
197
+ Returns
198
+ -------
199
+ float
200
+ Penalty parameter.
201
+ """
202
+ return self._penalty
203
+
204
+ @property
205
+ def models(self):
206
+ """
207
+ Models of the objective function and constraints.
208
+
209
+ Returns
210
+ -------
211
+ `cobyqa.models.Models`
212
+ Models of the objective function and constraints.
213
+ """
214
+ return self._models
215
+
216
+ @property
217
+ def best_index(self):
218
+ """
219
+ Index of the best interpolation point.
220
+
221
+ Returns
222
+ -------
223
+ int
224
+ Index of the best interpolation point.
225
+ """
226
+ return self._best_index
227
+
228
+ @property
229
+ def x_best(self):
230
+ """
231
+ Best interpolation point.
232
+
233
+ Its value is interpreted as relative to the origin, not the base point.
234
+
235
+ Returns
236
+ -------
237
+ `numpy.ndarray`
238
+ Best interpolation point.
239
+ """
240
+ return self.models.interpolation.point(self.best_index)
241
+
242
+ @property
243
+ def fun_best(self):
244
+ """
245
+ Value of the objective function at `x_best`.
246
+
247
+ Returns
248
+ -------
249
+ float
250
+ Value of the objective function at `x_best`.
251
+ """
252
+ return self.models.fun_val[self.best_index]
253
+
254
+ @property
255
+ def cub_best(self):
256
+ """
257
+ Values of the nonlinear inequality constraints at `x_best`.
258
+
259
+ Returns
260
+ -------
261
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
262
+ Values of the nonlinear inequality constraints at `x_best`.
263
+ """
264
+ return self.models.cub_val[self.best_index, :]
265
+
266
+ @property
267
+ def ceq_best(self):
268
+ """
269
+ Values of the nonlinear equality constraints at `x_best`.
270
+
271
+ Returns
272
+ -------
273
+ `numpy.ndarray`, shape (m_nonlinear_eq,)
274
+ Values of the nonlinear equality constraints at `x_best`.
275
+ """
276
+ return self.models.ceq_val[self.best_index, :]
277
+
278
+ def lag_model(self, x):
279
+ """
280
+ Evaluate the Lagrangian model at a given point.
281
+
282
+ Parameters
283
+ ----------
284
+ x : `numpy.ndarray`, shape (n,)
285
+ Point at which the Lagrangian model is evaluated.
286
+
287
+ Returns
288
+ -------
289
+ float
290
+ Value of the Lagrangian model at `x`.
291
+ """
292
+ return (
293
+ self.models.fun(x)
294
+ + self._lm_linear_ub
295
+ @ (self._pb.linear.a_ub @ x - self._pb.linear.b_ub)
296
+ + self._lm_linear_eq
297
+ @ (self._pb.linear.a_eq @ x - self._pb.linear.b_eq)
298
+ + self._lm_nonlinear_ub @ self.models.cub(x)
299
+ + self._lm_nonlinear_eq @ self.models.ceq(x)
300
+ )
301
+
302
+ def lag_model_grad(self, x):
303
+ """
304
+ Evaluate the gradient of the Lagrangian model at a given point.
305
+
306
+ Parameters
307
+ ----------
308
+ x : `numpy.ndarray`, shape (n,)
309
+ Point at which the gradient of the Lagrangian model is evaluated.
310
+
311
+ Returns
312
+ -------
313
+ `numpy.ndarray`, shape (n,)
314
+ Gradient of the Lagrangian model at `x`.
315
+ """
316
+ return (
317
+ self.models.fun_grad(x)
318
+ + self._lm_linear_ub @ self._pb.linear.a_ub
319
+ + self._lm_linear_eq @ self._pb.linear.a_eq
320
+ + self._lm_nonlinear_ub @ self.models.cub_grad(x)
321
+ + self._lm_nonlinear_eq @ self.models.ceq_grad(x)
322
+ )
323
+
324
+ def lag_model_hess(self):
325
+ """
326
+ Evaluate the Hessian matrix of the Lagrangian model at a given point.
327
+
328
+ Returns
329
+ -------
330
+ `numpy.ndarray`, shape (n, n)
331
+ Hessian matrix of the Lagrangian model at `x`.
332
+ """
333
+ hess = self.models.fun_hess()
334
+ if self.m_nonlinear_ub > 0:
335
+ hess += self._lm_nonlinear_ub @ self.models.cub_hess()
336
+ if self.m_nonlinear_eq > 0:
337
+ hess += self._lm_nonlinear_eq @ self.models.ceq_hess()
338
+ return hess
339
+
340
+ def lag_model_hess_prod(self, v):
341
+ """
342
+ Evaluate the right product of the Hessian matrix of the Lagrangian
343
+ model with a given vector.
344
+
345
+ Parameters
346
+ ----------
347
+ v : `numpy.ndarray`, shape (n,)
348
+ Vector with which the Hessian matrix of the Lagrangian model is
349
+ multiplied from the right.
350
+
351
+ Returns
352
+ -------
353
+ `numpy.ndarray`, shape (n,)
354
+ Right product of the Hessian matrix of the Lagrangian model with
355
+ `v`.
356
+ """
357
+ return (
358
+ self.models.fun_hess_prod(v)
359
+ + self._lm_nonlinear_ub @ self.models.cub_hess_prod(v)
360
+ + self._lm_nonlinear_eq @ self.models.ceq_hess_prod(v)
361
+ )
362
+
363
+ def lag_model_curv(self, v):
364
+ """
365
+ Evaluate the curvature of the Lagrangian model along a given direction.
366
+
367
+ Parameters
368
+ ----------
369
+ v : `numpy.ndarray`, shape (n,)
370
+ Direction along which the curvature of the Lagrangian model is
371
+ evaluated.
372
+
373
+ Returns
374
+ -------
375
+ float
376
+ Curvature of the Lagrangian model along `v`.
377
+ """
378
+ return (
379
+ self.models.fun_curv(v)
380
+ + self._lm_nonlinear_ub @ self.models.cub_curv(v)
381
+ + self._lm_nonlinear_eq @ self.models.ceq_curv(v)
382
+ )
383
+
384
+ def sqp_fun(self, step):
385
+ """
386
+ Evaluate the objective function of the SQP subproblem.
387
+
388
+ Parameters
389
+ ----------
390
+ step : `numpy.ndarray`, shape (n,)
391
+ Step along which the objective function of the SQP subproblem is
392
+ evaluated.
393
+
394
+ Returns
395
+ -------
396
+ float
397
+ Value of the objective function of the SQP subproblem along `step`.
398
+ """
399
+ return step @ (
400
+ self.models.fun_grad(self.x_best)
401
+ + 0.5 * self.lag_model_hess_prod(step)
402
+ )
403
+
404
+ def sqp_cub(self, step):
405
+ """
406
+ Evaluate the linearization of the nonlinear inequality constraints.
407
+
408
+ Parameters
409
+ ----------
410
+ step : `numpy.ndarray`, shape (n,)
411
+ Step along which the linearization of the nonlinear inequality
412
+ constraints is evaluated.
413
+
414
+ Returns
415
+ -------
416
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
417
+ Value of the linearization of the nonlinear inequality constraints
418
+ along `step`.
419
+ """
420
+ return (
421
+ self.models.cub(self.x_best)
422
+ + self.models.cub_grad(self.x_best) @ step
423
+ )
424
+
425
+ def sqp_ceq(self, step):
426
+ """
427
+ Evaluate the linearization of the nonlinear equality constraints.
428
+
429
+ Parameters
430
+ ----------
431
+ step : `numpy.ndarray`, shape (n,)
432
+ Step along which the linearization of the nonlinear equality
433
+ constraints is evaluated.
434
+
435
+ Returns
436
+ -------
437
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
438
+ Value of the linearization of the nonlinear equality constraints
439
+ along `step`.
440
+ """
441
+ return (
442
+ self.models.ceq(self.x_best)
443
+ + self.models.ceq_grad(self.x_best) @ step
444
+ )
445
+
446
+ def merit(self, x, fun_val=None, cub_val=None, ceq_val=None):
447
+ """
448
+ Evaluate the merit function at a given point.
449
+
450
+ Parameters
451
+ ----------
452
+ x : `numpy.ndarray`, shape (n,)
453
+ Point at which the merit function is evaluated.
454
+ fun_val : float, optional
455
+ Value of the objective function at `x`. If not provided, the
456
+ objective function is evaluated at `x`.
457
+ cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
458
+ Values of the nonlinear inequality constraints. If not provided,
459
+ the nonlinear inequality constraints are evaluated at `x`.
460
+ ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
461
+ Values of the nonlinear equality constraints. If not provided,
462
+ the nonlinear equality constraints are evaluated at `x`.
463
+
464
+ Returns
465
+ -------
466
+ float
467
+ Value of the merit function at `x`.
468
+ """
469
+ if fun_val is None or cub_val is None or ceq_val is None:
470
+ fun_val, cub_val, ceq_val = self._pb(x, self.penalty)
471
+ m_val = fun_val
472
+ if self._penalty > 0.0:
473
+ c_val = self._pb.violation(x, cub_val=cub_val, ceq_val=ceq_val)
474
+ if np.count_nonzero(c_val):
475
+ m_val += self._penalty * np.linalg.norm(c_val)
476
+ return m_val
477
+
478
+ def get_constraint_linearizations(self, x):
479
+ """
480
+ Get the linearizations of the constraints at a given point.
481
+
482
+ Parameters
483
+ ----------
484
+ x : `numpy.ndarray`, shape (n,)
485
+ Point at which the linearizations of the constraints are evaluated.
486
+
487
+ Returns
488
+ -------
489
+ `numpy.ndarray`, shape (m_linear_ub + m_nonlinear_ub, n)
490
+ Left-hand side matrix of the linearized inequality constraints.
491
+ `numpy.ndarray`, shape (m_linear_ub + m_nonlinear_ub,)
492
+ Right-hand side vector of the linearized inequality constraints.
493
+ `numpy.ndarray`, shape (m_linear_eq + m_nonlinear_eq, n)
494
+ Left-hand side matrix of the linearized equality constraints.
495
+ `numpy.ndarray`, shape (m_linear_eq + m_nonlinear_eq,)
496
+ Right-hand side vector of the linearized equality constraints.
497
+ """
498
+ aub = np.block(
499
+ [
500
+ [self._pb.linear.a_ub],
501
+ [self.models.cub_grad(x)],
502
+ ]
503
+ )
504
+ bub = np.block(
505
+ [
506
+ self._pb.linear.b_ub - self._pb.linear.a_ub @ x,
507
+ -self.models.cub(x),
508
+ ]
509
+ )
510
+ aeq = np.block(
511
+ [
512
+ [self._pb.linear.a_eq],
513
+ [self.models.ceq_grad(x)],
514
+ ]
515
+ )
516
+ beq = np.block(
517
+ [
518
+ self._pb.linear.b_eq - self._pb.linear.a_eq @ x,
519
+ -self.models.ceq(x),
520
+ ]
521
+ )
522
+ return aub, bub, aeq, beq
523
+
524
+ def get_trust_region_step(self, options):
525
+ """
526
+ Get the trust-region step.
527
+
528
+ The trust-region step is computed by solving the derivative-free
529
+ trust-region SQP subproblem using a Byrd-Omojokun composite-step
530
+ approach. For more details, see Section 5.2.3 of [1]_.
531
+
532
+ Parameters
533
+ ----------
534
+ options : dict
535
+ Options of the solver.
536
+
537
+ Returns
538
+ -------
539
+ `numpy.ndarray`, shape (n,)
540
+ Normal step.
541
+ `numpy.ndarray`, shape (n,)
542
+ Tangential step.
543
+
544
+ References
545
+ ----------
546
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization
547
+ Methods and Software*. PhD thesis, Department of Applied
548
+ Mathematics, The Hong Kong Polytechnic University, Hong Kong, China,
549
+ 2022. URL: https://theses.lib.polyu.edu.hk/handle/200/12294.
550
+ """
551
+ # Evaluate the linearizations of the constraints.
552
+ aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
553
+ xl = self._pb.bounds.xl - self.x_best
554
+ xu = self._pb.bounds.xu - self.x_best
555
+
556
+ # Evaluate the normal step.
557
+ radius = self._constants[Constants.BYRD_OMOJOKUN_FACTOR] * self.radius
558
+ normal_step = normal_byrd_omojokun(
559
+ aub,
560
+ bub,
561
+ aeq,
562
+ beq,
563
+ xl,
564
+ xu,
565
+ radius,
566
+ options[Options.DEBUG],
567
+ **self._constants,
568
+ )
569
+ if options[Options.DEBUG]:
570
+ tol = get_arrays_tol(xl, xu)
571
+ if (np.any(normal_step + tol < xl)
572
+ or np.any(xu < normal_step - tol)):
573
+ warnings.warn(
574
+ "the normal step does not respect the bound constraint.",
575
+ RuntimeWarning,
576
+ 2,
577
+ )
578
+ if np.linalg.norm(normal_step) > 1.1 * radius:
579
+ warnings.warn(
580
+ "the normal step does not respect the trust-region "
581
+ "constraint.",
582
+ RuntimeWarning,
583
+ 2,
584
+ )
585
+
586
+ # Evaluate the tangential step.
587
+ radius = np.sqrt(self.radius**2.0 - normal_step @ normal_step)
588
+ xl -= normal_step
589
+ xu -= normal_step
590
+ bub = np.maximum(bub - aub @ normal_step, 0.0)
591
+ g_best = self.models.fun_grad(self.x_best) + self.lag_model_hess_prod(
592
+ normal_step
593
+ )
594
+ if self._pb.type in ["unconstrained", "bound-constrained"]:
595
+ tangential_step = tangential_byrd_omojokun(
596
+ g_best,
597
+ self.lag_model_hess_prod,
598
+ xl,
599
+ xu,
600
+ radius,
601
+ options[Options.DEBUG],
602
+ **self._constants,
603
+ )
604
+ else:
605
+ tangential_step = constrained_tangential_byrd_omojokun(
606
+ g_best,
607
+ self.lag_model_hess_prod,
608
+ xl,
609
+ xu,
610
+ aub,
611
+ bub,
612
+ aeq,
613
+ radius,
614
+ options["debug"],
615
+ **self._constants,
616
+ )
617
+ if options[Options.DEBUG]:
618
+ tol = get_arrays_tol(xl, xu)
619
+ if np.any(tangential_step + tol < xl) or np.any(
620
+ xu < tangential_step - tol
621
+ ):
622
+ warnings.warn(
623
+ "The tangential step does not respect the bound "
624
+ "constraints.",
625
+ RuntimeWarning,
626
+ 2,
627
+ )
628
+ if (
629
+ np.linalg.norm(normal_step + tangential_step)
630
+ > 1.1 * np.sqrt(2.0) * self.radius
631
+ ):
632
+ warnings.warn(
633
+ "The trial step does not respect the trust-region "
634
+ "constraint.",
635
+ RuntimeWarning,
636
+ 2,
637
+ )
638
+ return normal_step, tangential_step
639
+
640
+ def get_geometry_step(self, k_new, options):
641
+ """
642
+ Get the geometry-improving step.
643
+
644
+ Three different geometry-improving steps are computed and the best one
645
+ is returned. For more details, see Section 5.2.7 of [1]_.
646
+
647
+ Parameters
648
+ ----------
649
+ k_new : int
650
+ Index of the interpolation point to be modified.
651
+ options : dict
652
+ Options of the solver.
653
+
654
+ Returns
655
+ -------
656
+ `numpy.ndarray`, shape (n,)
657
+ Geometry-improving step.
658
+
659
+ Raises
660
+ ------
661
+ `numpy.linalg.LinAlgError`
662
+ If the computation of a determinant fails.
663
+
664
+ References
665
+ ----------
666
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization
667
+ Methods and Software*. PhD thesis, Department of Applied
668
+ Mathematics, The Hong Kong Polytechnic University, Hong Kong, China,
669
+ 2022. URL: https://theses.lib.polyu.edu.hk/handle/200/12294.
670
+ """
671
+ if options[Options.DEBUG]:
672
+ assert (
673
+ k_new != self.best_index
674
+ ), "The index `k_new` must be different from the best index."
675
+
676
+ # Build the k_new-th Lagrange polynomial.
677
+ coord_vec = np.squeeze(np.eye(1, self.models.npt, k_new))
678
+ lag = Quadratic(
679
+ self.models.interpolation,
680
+ coord_vec,
681
+ options[Options.DEBUG],
682
+ )
683
+ g_lag = lag.grad(self.x_best, self.models.interpolation)
684
+
685
+ # Compute a simple constrained Cauchy step.
686
+ xl = self._pb.bounds.xl - self.x_best
687
+ xu = self._pb.bounds.xu - self.x_best
688
+ step = cauchy_geometry(
689
+ 0.0,
690
+ g_lag,
691
+ lambda v: lag.curv(v, self.models.interpolation),
692
+ xl,
693
+ xu,
694
+ self.radius,
695
+ options[Options.DEBUG],
696
+ )
697
+ sigma = self.models.determinants(self.x_best + step, k_new)
698
+
699
+ # Compute the solution on the straight lines joining the interpolation
700
+ # points to the k-th one, and choose it if it provides a larger value
701
+ # of the determinant of the interpolation system in absolute value.
702
+ xpt = (
703
+ self.models.interpolation.xpt
704
+ - self.models.interpolation.xpt[:, self.best_index, np.newaxis]
705
+ )
706
+ xpt[:, [0, self.best_index]] = xpt[:, [self.best_index, 0]]
707
+ step_alt = spider_geometry(
708
+ 0.0,
709
+ g_lag,
710
+ lambda v: lag.curv(v, self.models.interpolation),
711
+ xpt[:, 1:],
712
+ xl,
713
+ xu,
714
+ self.radius,
715
+ options[Options.DEBUG],
716
+ )
717
+ sigma_alt = self.models.determinants(self.x_best + step_alt, k_new)
718
+ if abs(sigma_alt) > abs(sigma):
719
+ step = step_alt
720
+ sigma = sigma_alt
721
+
722
+ # Compute a Cauchy step on the tangent space of the active constraints.
723
+ if self._pb.type in [
724
+ "linearly constrained",
725
+ "nonlinearly constrained",
726
+ ]:
727
+ aub, bub, aeq, beq = (
728
+ self.get_constraint_linearizations(self.x_best))
729
+ tol_bd = get_arrays_tol(xl, xu)
730
+ tol_ub = get_arrays_tol(bub)
731
+ free_xl = xl <= -tol_bd
732
+ free_xu = xu >= tol_bd
733
+ free_ub = bub >= tol_ub
734
+
735
+ # Compute the Cauchy step.
736
+ n_act, q = qr_tangential_byrd_omojokun(
737
+ aub,
738
+ aeq,
739
+ free_xl,
740
+ free_xu,
741
+ free_ub,
742
+ )
743
+ g_lag_proj = q[:, n_act:] @ (q[:, n_act:].T @ g_lag)
744
+ norm_g_lag_proj = np.linalg.norm(g_lag_proj)
745
+ if 0 < n_act < self._pb.n and norm_g_lag_proj > TINY * self.radius:
746
+ step_alt = (self.radius / norm_g_lag_proj) * g_lag_proj
747
+ if lag.curv(step_alt, self.models.interpolation) < 0.0:
748
+ step_alt = -step_alt
749
+
750
+ # Evaluate the constraint violation at the Cauchy step.
751
+ cbd = np.block([xl - step_alt, step_alt - xu])
752
+ cub = aub @ step_alt - bub
753
+ ceq = aeq @ step_alt - beq
754
+ maxcv_val = max(
755
+ np.max(array, initial=0.0)
756
+ for array in [cbd, cub, np.abs(ceq)]
757
+ )
758
+
759
+ # Accept the new step if it is nearly feasible and do not
760
+ # drastically worsen the determinant of the interpolation
761
+ # system in absolute value.
762
+ tol = np.max(np.abs(step_alt[~free_xl]), initial=0.0)
763
+ tol = np.max(np.abs(step_alt[~free_xu]), initial=tol)
764
+ tol = np.max(np.abs(aub[~free_ub, :] @ step_alt), initial=tol)
765
+ tol = min(10.0 * tol, 1e-2 * np.linalg.norm(step_alt))
766
+ if maxcv_val <= tol:
767
+ sigma_alt = self.models.determinants(
768
+ self.x_best + step_alt, k_new
769
+ )
770
+ if abs(sigma_alt) >= 0.1 * abs(sigma):
771
+ step = np.clip(step_alt, xl, xu)
772
+
773
+ if options[Options.DEBUG]:
774
+ tol = get_arrays_tol(xl, xu)
775
+ if np.any(step + tol < xl) or np.any(xu < step - tol):
776
+ warnings.warn(
777
+ "The geometry step does not respect the bound "
778
+ "constraints.",
779
+ RuntimeWarning,
780
+ 2,
781
+ )
782
+ if np.linalg.norm(step) > 1.1 * self.radius:
783
+ warnings.warn(
784
+ "The geometry step does not respect the "
785
+ "trust-region constraint.",
786
+ RuntimeWarning,
787
+ 2,
788
+ )
789
+ return step
790
+
791
+ def get_second_order_correction_step(self, step, options):
792
+ """
793
+ Get the second-order correction step.
794
+
795
+ Parameters
796
+ ----------
797
+ step : `numpy.ndarray`, shape (n,)
798
+ Trust-region step.
799
+ options : dict
800
+ Options of the solver.
801
+
802
+ Returns
803
+ -------
804
+ `numpy.ndarray`, shape (n,)
805
+ Second-order correction step.
806
+ """
807
+ # Evaluate the linearizations of the constraints.
808
+ aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
809
+ xl = self._pb.bounds.xl - self.x_best
810
+ xu = self._pb.bounds.xu - self.x_best
811
+ radius = np.linalg.norm(step)
812
+ soc_step = normal_byrd_omojokun(
813
+ aub,
814
+ bub,
815
+ aeq,
816
+ beq,
817
+ xl,
818
+ xu,
819
+ radius,
820
+ options[Options.DEBUG],
821
+ **self._constants,
822
+ )
823
+ if options[Options.DEBUG]:
824
+ tol = get_arrays_tol(xl, xu)
825
+ if np.any(soc_step + tol < xl) or np.any(xu < soc_step - tol):
826
+ warnings.warn(
827
+ "The second-order correction step does not "
828
+ "respect the bound constraints.",
829
+ RuntimeWarning,
830
+ 2,
831
+ )
832
+ if np.linalg.norm(soc_step) > 1.1 * radius:
833
+ warnings.warn(
834
+ "The second-order correction step does not "
835
+ "respect the trust-region constraint.",
836
+ RuntimeWarning,
837
+ 2,
838
+ )
839
+ return soc_step
840
+
841
+ def get_reduction_ratio(self, step, fun_val, cub_val, ceq_val):
842
+ """
843
+ Get the reduction ratio.
844
+
845
+ Parameters
846
+ ----------
847
+ step : `numpy.ndarray`, shape (n,)
848
+ Trust-region step.
849
+ fun_val : float
850
+ Objective function value at the trial point.
851
+ cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,)
852
+ Nonlinear inequality constraint values at the trial point.
853
+ ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,)
854
+ Nonlinear equality constraint values at the trial point.
855
+
856
+ Returns
857
+ -------
858
+ float
859
+ Reduction ratio.
860
+ """
861
+ merit_old = self.merit(
862
+ self.x_best,
863
+ self.fun_best,
864
+ self.cub_best,
865
+ self.ceq_best,
866
+ )
867
+ merit_new = self.merit(self.x_best + step, fun_val, cub_val, ceq_val)
868
+ merit_model_old = self.merit(
869
+ self.x_best,
870
+ 0.0,
871
+ self.models.cub(self.x_best),
872
+ self.models.ceq(self.x_best),
873
+ )
874
+ merit_model_new = self.merit(
875
+ self.x_best + step,
876
+ self.sqp_fun(step),
877
+ self.sqp_cub(step),
878
+ self.sqp_ceq(step),
879
+ )
880
+ if abs(merit_model_old - merit_model_new) > TINY * abs(
881
+ merit_old - merit_new
882
+ ):
883
+ return (merit_old - merit_new) / abs(
884
+ merit_model_old - merit_model_new
885
+ )
886
+ else:
887
+ return -1.0
888
+
889
+ def increase_penalty(self, step):
890
+ """
891
+ Increase the penalty parameter.
892
+
893
+ Parameters
894
+ ----------
895
+ step : `numpy.ndarray`, shape (n,)
896
+ Trust-region step.
897
+ """
898
+ aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
899
+ viol_diff = max(
900
+ np.linalg.norm(
901
+ np.block(
902
+ [
903
+ np.maximum(0.0, -bub),
904
+ beq,
905
+ ]
906
+ )
907
+ )
908
+ - np.linalg.norm(
909
+ np.block(
910
+ [
911
+ np.maximum(0.0, aub @ step - bub),
912
+ aeq @ step - beq,
913
+ ]
914
+ )
915
+ ),
916
+ 0.0,
917
+ )
918
+ sqp_val = self.sqp_fun(step)
919
+
920
+ threshold = np.linalg.norm(
921
+ np.block(
922
+ [
923
+ self._lm_linear_ub,
924
+ self._lm_linear_eq,
925
+ self._lm_nonlinear_ub,
926
+ self._lm_nonlinear_eq,
927
+ ]
928
+ )
929
+ )
930
+ if abs(viol_diff) > TINY * abs(sqp_val):
931
+ threshold = max(threshold, sqp_val / viol_diff)
932
+ best_index_save = self.best_index
933
+ if (
934
+ self._penalty
935
+ <= self._constants[Constants.PENALTY_INCREASE_THRESHOLD]
936
+ * threshold
937
+ ):
938
+ self._penalty = max(
939
+ self._constants[Constants.PENALTY_INCREASE_FACTOR] * threshold,
940
+ 1.0,
941
+ )
942
+ self.set_best_index()
943
+ return best_index_save == self.best_index
944
+
945
+ def decrease_penalty(self):
946
+ """
947
+ Decrease the penalty parameter.
948
+ """
949
+ self._penalty = min(self._penalty, self._get_low_penalty())
950
+ self.set_best_index()
951
+
952
+ def set_best_index(self):
953
+ """
954
+ Set the index of the best point.
955
+ """
956
+ best_index = self.best_index
957
+ m_best = self.merit(
958
+ self.x_best,
959
+ self.models.fun_val[best_index],
960
+ self.models.cub_val[best_index, :],
961
+ self.models.ceq_val[best_index, :],
962
+ )
963
+ r_best = self._pb.maxcv(
964
+ self.x_best,
965
+ self.models.cub_val[best_index, :],
966
+ self.models.ceq_val[best_index, :],
967
+ )
968
+ tol = (
969
+ 10.0
970
+ * EPS
971
+ * max(self.models.n, self.models.npt)
972
+ * max(abs(m_best), 1.0)
973
+ )
974
+ for k in range(self.models.npt):
975
+ if k != self.best_index:
976
+ x_val = self.models.interpolation.point(k)
977
+ m_val = self.merit(
978
+ x_val,
979
+ self.models.fun_val[k],
980
+ self.models.cub_val[k, :],
981
+ self.models.ceq_val[k, :],
982
+ )
983
+ r_val = self._pb.maxcv(
984
+ x_val,
985
+ self.models.cub_val[k, :],
986
+ self.models.ceq_val[k, :],
987
+ )
988
+ if m_val < m_best or (m_val < m_best + tol and r_val < r_best):
989
+ best_index = k
990
+ m_best = m_val
991
+ r_best = r_val
992
+ self._best_index = best_index
993
+
994
+ def get_index_to_remove(self, x_new=None):
995
+ """
996
+ Get the index of the interpolation point to remove.
997
+
998
+ If `x_new` is not provided, the index returned should be used during
999
+ the geometry-improvement phase. Otherwise, the index returned is the
1000
+ best index for included `x_new` in the interpolation set.
1001
+
1002
+ Parameters
1003
+ ----------
1004
+ x_new : `numpy.ndarray`, shape (n,), optional
1005
+ New point to be included in the interpolation set.
1006
+
1007
+ Returns
1008
+ -------
1009
+ int
1010
+ Index of the interpolation point to remove.
1011
+ float
1012
+ Distance between `x_best` and the removed point.
1013
+
1014
+ Raises
1015
+ ------
1016
+ `numpy.linalg.LinAlgError`
1017
+ If the computation of a determinant fails.
1018
+ """
1019
+ dist_sq = np.sum(
1020
+ (
1021
+ self.models.interpolation.xpt
1022
+ - self.models.interpolation.xpt[:, self.best_index, np.newaxis]
1023
+ )
1024
+ ** 2.0,
1025
+ axis=0,
1026
+ )
1027
+ if x_new is None:
1028
+ sigma = 1.0
1029
+ weights = dist_sq
1030
+ else:
1031
+ sigma = self.models.determinants(x_new)
1032
+ weights = (
1033
+ np.maximum(
1034
+ 1.0,
1035
+ dist_sq
1036
+ / max(
1037
+ self._constants[Constants.LOW_RADIUS_FACTOR]
1038
+ * self.radius,
1039
+ self.resolution,
1040
+ )
1041
+ ** 2.0,
1042
+ )
1043
+ ** 3.0
1044
+ )
1045
+ weights[self.best_index] = -1.0 # do not remove the best point
1046
+ k_max = np.argmax(weights * np.abs(sigma))
1047
+ return k_max, np.sqrt(dist_sq[k_max])
1048
+
1049
+ def update_radius(self, step, ratio):
1050
+ """
1051
+ Update the trust-region radius.
1052
+
1053
+ Parameters
1054
+ ----------
1055
+ step : `numpy.ndarray`, shape (n,)
1056
+ Trust-region step.
1057
+ ratio : float
1058
+ Reduction ratio.
1059
+ """
1060
+ s_norm = np.linalg.norm(step)
1061
+ if ratio <= self._constants[Constants.LOW_RATIO]:
1062
+ self.radius *= self._constants[Constants.DECREASE_RADIUS_FACTOR]
1063
+ elif ratio <= self._constants[Constants.HIGH_RATIO]:
1064
+ self.radius = max(
1065
+ self._constants[Constants.DECREASE_RADIUS_FACTOR]
1066
+ * self.radius,
1067
+ s_norm,
1068
+ )
1069
+ else:
1070
+ self.radius = min(
1071
+ self._constants[Constants.INCREASE_RADIUS_FACTOR]
1072
+ * self.radius,
1073
+ max(
1074
+ self._constants[Constants.DECREASE_RADIUS_FACTOR]
1075
+ * self.radius,
1076
+ self._constants[Constants.INCREASE_RADIUS_THRESHOLD]
1077
+ * s_norm,
1078
+ ),
1079
+ )
1080
+
1081
+ def enhance_resolution(self, options):
1082
+ """
1083
+ Enhance the resolution of the trust-region framework.
1084
+
1085
+ Parameters
1086
+ ----------
1087
+ options : dict
1088
+ Options of the solver.
1089
+ """
1090
+ if (
1091
+ self._constants[Constants.LARGE_RESOLUTION_THRESHOLD]
1092
+ * options[Options.RHOEND]
1093
+ < self.resolution
1094
+ ):
1095
+ self.resolution *= self._constants[
1096
+ Constants.DECREASE_RESOLUTION_FACTOR
1097
+ ]
1098
+ elif (
1099
+ self._constants[Constants.MODERATE_RESOLUTION_THRESHOLD]
1100
+ * options[Options.RHOEND]
1101
+ < self.resolution
1102
+ ):
1103
+ self.resolution = np.sqrt(self.resolution
1104
+ * options[Options.RHOEND])
1105
+ else:
1106
+ self.resolution = options[Options.RHOEND]
1107
+
1108
+ # Reduce the trust-region radius.
1109
+ self._radius = max(
1110
+ self._constants[Constants.DECREASE_RADIUS_FACTOR] * self._radius,
1111
+ self.resolution,
1112
+ )
1113
+
1114
+ def shift_x_base(self, options):
1115
+ """
1116
+ Shift the base point to `x_best`.
1117
+
1118
+ Parameters
1119
+ ----------
1120
+ options : dict
1121
+ Options of the solver.
1122
+ """
1123
+ self.models.shift_x_base(np.copy(self.x_best), options)
1124
+
1125
+ def set_multipliers(self, x):
1126
+ """
1127
+ Set the Lagrange multipliers.
1128
+
1129
+ This method computes and set the Lagrange multipliers of the linear and
1130
+ nonlinear constraints to be the QP multipliers.
1131
+
1132
+ Parameters
1133
+ ----------
1134
+ x : `numpy.ndarray`, shape (n,)
1135
+ Point at which the Lagrange multipliers are computed.
1136
+ """
1137
+ # Build the constraints of the least-squares problem.
1138
+ incl_linear_ub = self._pb.linear.a_ub @ x >= self._pb.linear.b_ub
1139
+ incl_nonlinear_ub = self.cub_best >= 0.0
1140
+ incl_xl = self._pb.bounds.xl >= x
1141
+ incl_xu = self._pb.bounds.xu <= x
1142
+ m_linear_ub = np.count_nonzero(incl_linear_ub)
1143
+ m_nonlinear_ub = np.count_nonzero(incl_nonlinear_ub)
1144
+ m_xl = np.count_nonzero(incl_xl)
1145
+ m_xu = np.count_nonzero(incl_xu)
1146
+
1147
+ if (
1148
+ m_linear_ub + m_nonlinear_ub + self.m_linear_eq
1149
+ + self.m_nonlinear_eq > 0
1150
+ ):
1151
+ identity = np.eye(self._pb.n)
1152
+ c_jac = np.r_[
1153
+ -identity[incl_xl, :],
1154
+ identity[incl_xu, :],
1155
+ self._pb.linear.a_ub[incl_linear_ub, :],
1156
+ self.models.cub_grad(x, incl_nonlinear_ub),
1157
+ self._pb.linear.a_eq,
1158
+ self.models.ceq_grad(x),
1159
+ ]
1160
+
1161
+ # Solve the least-squares problem.
1162
+ g_best = self.models.fun_grad(x)
1163
+ xl_lm = np.full(c_jac.shape[0], -np.inf)
1164
+ xl_lm[: m_xl + m_xu + m_linear_ub + m_nonlinear_ub] = 0.0
1165
+ res = lsq_linear(
1166
+ c_jac.T,
1167
+ -g_best,
1168
+ bounds=(xl_lm, np.inf),
1169
+ method="bvls",
1170
+ )
1171
+
1172
+ # Extract the Lagrange multipliers.
1173
+ self._lm_linear_ub[incl_linear_ub] = res.x[
1174
+ m_xl + m_xu:m_xl + m_xu + m_linear_ub
1175
+ ]
1176
+ self._lm_linear_ub[~incl_linear_ub] = 0.0
1177
+ self._lm_nonlinear_ub[incl_nonlinear_ub] = res.x[
1178
+ m_xl
1179
+ + m_xu
1180
+ + m_linear_ub:m_xl
1181
+ + m_xu
1182
+ + m_linear_ub
1183
+ + m_nonlinear_ub
1184
+ ]
1185
+ self._lm_nonlinear_ub[~incl_nonlinear_ub] = 0.0
1186
+ self._lm_linear_eq[:] = res.x[
1187
+ m_xl
1188
+ + m_xu
1189
+ + m_linear_ub
1190
+ + m_nonlinear_ub:m_xl
1191
+ + m_xu
1192
+ + m_linear_ub
1193
+ + m_nonlinear_ub
1194
+ + self.m_linear_eq
1195
+ ]
1196
+ self._lm_nonlinear_eq[:] = res.x[
1197
+ m_xl + m_xu + m_linear_ub + m_nonlinear_ub + self.m_linear_eq:
1198
+ ]
1199
+
1200
+ def _get_low_penalty(self):
1201
+ r_val_ub = np.c_[
1202
+ (
1203
+ self.models.interpolation.x_base[np.newaxis, :]
1204
+ + self.models.interpolation.xpt.T
1205
+ )
1206
+ @ self._pb.linear.a_ub.T
1207
+ - self._pb.linear.b_ub[np.newaxis, :],
1208
+ self.models.cub_val,
1209
+ ]
1210
+ r_val_eq = (
1211
+ self.models.interpolation.x_base[np.newaxis, :]
1212
+ + self.models.interpolation.xpt.T
1213
+ ) @ self._pb.linear.a_eq.T - self._pb.linear.b_eq[np.newaxis, :]
1214
+ r_val_eq = np.block(
1215
+ [
1216
+ r_val_eq,
1217
+ -r_val_eq,
1218
+ self.models.ceq_val,
1219
+ -self.models.ceq_val,
1220
+ ]
1221
+ )
1222
+ r_val = np.block([r_val_ub, r_val_eq])
1223
+ c_min = np.nanmin(r_val, axis=0)
1224
+ c_max = np.nanmax(r_val, axis=0)
1225
+ indices = (
1226
+ c_min
1227
+ < self._constants[Constants.THRESHOLD_RATIO_CONSTRAINTS] * c_max
1228
+ )
1229
+ if np.any(indices):
1230
+ f_min = np.nanmin(self.models.fun_val)
1231
+ f_max = np.nanmax(self.models.fun_val)
1232
+ c_min_neg = np.minimum(0.0, c_min[indices])
1233
+ c_diff = np.min(c_max[indices] - c_min_neg)
1234
+ if c_diff > TINY * (f_max - f_min):
1235
+ penalty = (f_max - f_min) / c_diff
1236
+ else:
1237
+ penalty = np.inf
1238
+ else:
1239
+ penalty = 0.0
1240
+ return penalty
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/main.py ADDED
@@ -0,0 +1,1506 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import warnings
2
+
3
+ import numpy as np
4
+ from scipy.optimize import (
5
+ Bounds,
6
+ LinearConstraint,
7
+ NonlinearConstraint,
8
+ OptimizeResult,
9
+ )
10
+
11
+ from .framework import TrustRegion
12
+ from .problem import (
13
+ ObjectiveFunction,
14
+ BoundConstraints,
15
+ LinearConstraints,
16
+ NonlinearConstraints,
17
+ Problem,
18
+ )
19
+ from .utils import (
20
+ MaxEvalError,
21
+ TargetSuccess,
22
+ CallbackSuccess,
23
+ FeasibleSuccess,
24
+ exact_1d_array,
25
+ )
26
+ from .settings import (
27
+ ExitStatus,
28
+ Options,
29
+ Constants,
30
+ DEFAULT_OPTIONS,
31
+ DEFAULT_CONSTANTS,
32
+ PRINT_OPTIONS,
33
+ )
34
+
35
+
36
+ def minimize(
37
+ fun,
38
+ x0,
39
+ args=(),
40
+ bounds=None,
41
+ constraints=(),
42
+ callback=None,
43
+ options=None,
44
+ **kwargs,
45
+ ):
46
+ r"""
47
+ Minimize a scalar function using the COBYQA method.
48
+
49
+ The Constrained Optimization BY Quadratic Approximations (COBYQA) method is
50
+ a derivative-free optimization method designed to solve general nonlinear
51
+ optimization problems. A complete description of COBYQA is given in [3]_.
52
+
53
+ Parameters
54
+ ----------
55
+ fun : {callable, None}
56
+ Objective function to be minimized.
57
+
58
+ ``fun(x, *args) -> float``
59
+
60
+ where ``x`` is an array with shape (n,) and `args` is a tuple. If `fun`
61
+ is ``None``, the objective function is assumed to be the zero function,
62
+ resulting in a feasibility problem.
63
+ x0 : array_like, shape (n,)
64
+ Initial guess.
65
+ args : tuple, optional
66
+ Extra arguments passed to the objective function.
67
+ bounds : {`scipy.optimize.Bounds`, array_like, shape (n, 2)}, optional
68
+ Bound constraints of the problem. It can be one of the cases below.
69
+
70
+ #. An instance of `scipy.optimize.Bounds`. For the time being, the
71
+ argument ``keep_feasible`` is disregarded, and all the constraints
72
+ are considered unrelaxable and will be enforced.
73
+ #. An array with shape (n, 2). The bound constraints for ``x[i]`` are
74
+ ``bounds[i][0] <= x[i] <= bounds[i][1]``. Set ``bounds[i][0]`` to
75
+ :math:`-\infty` if there is no lower bound, and set ``bounds[i][1]``
76
+ to :math:`\infty` if there is no upper bound.
77
+
78
+ The COBYQA method always respect the bound constraints.
79
+ constraints : {Constraint, list}, optional
80
+ General constraints of the problem. It can be one of the cases below.
81
+
82
+ #. An instance of `scipy.optimize.LinearConstraint`. The argument
83
+ ``keep_feasible`` is disregarded.
84
+ #. An instance of `scipy.optimize.NonlinearConstraint`. The arguments
85
+ ``jac``, ``hess``, ``keep_feasible``, ``finite_diff_rel_step``, and
86
+ ``finite_diff_jac_sparsity`` are disregarded.
87
+
88
+ #. A list, each of whose elements are described in the cases above.
89
+
90
+ callback : callable, optional
91
+ A callback executed at each objective function evaluation. The method
92
+ terminates if a ``StopIteration`` exception is raised by the callback
93
+ function. Its signature can be one of the following:
94
+
95
+ ``callback(intermediate_result)``
96
+
97
+ where ``intermediate_result`` is a keyword parameter that contains an
98
+ instance of `scipy.optimize.OptimizeResult`, with attributes ``x``
99
+ and ``fun``, being the point at which the objective function is
100
+ evaluated and the value of the objective function, respectively. The
101
+ name of the parameter must be ``intermediate_result`` for the callback
102
+ to be passed an instance of `scipy.optimize.OptimizeResult`.
103
+
104
+ Alternatively, the callback function can have the signature:
105
+
106
+ ``callback(xk)``
107
+
108
+ where ``xk`` is the point at which the objective function is evaluated.
109
+ Introspection is used to determine which of the signatures to invoke.
110
+ options : dict, optional
111
+ Options passed to the solver. Accepted keys are:
112
+
113
+ disp : bool, optional
114
+ Whether to print information about the optimization procedure.
115
+ Default is ``False``.
116
+ maxfev : int, optional
117
+ Maximum number of function evaluations. Default is ``500 * n``.
118
+ maxiter : int, optional
119
+ Maximum number of iterations. Default is ``1000 * n``.
120
+ target : float, optional
121
+ Target on the objective function value. The optimization
122
+ procedure is terminated when the objective function value of a
123
+ feasible point is less than or equal to this target. Default is
124
+ ``-numpy.inf``.
125
+ feasibility_tol : float, optional
126
+ Tolerance on the constraint violation. If the maximum
127
+ constraint violation at a point is less than or equal to this
128
+ tolerance, the point is considered feasible. Default is
129
+ ``numpy.sqrt(numpy.finfo(float).eps)``.
130
+ radius_init : float, optional
131
+ Initial trust-region radius. Typically, this value should be in
132
+ the order of one tenth of the greatest expected change to `x0`.
133
+ Default is ``1.0``.
134
+ radius_final : float, optional
135
+ Final trust-region radius. It should indicate the accuracy
136
+ required in the final values of the variables. Default is
137
+ ``1e-6``.
138
+ nb_points : int, optional
139
+ Number of interpolation points used to build the quadratic
140
+ models of the objective and constraint functions. Default is
141
+ ``2 * n + 1``.
142
+ scale : bool, optional
143
+ Whether to scale the variables according to the bounds. Default
144
+ is ``False``.
145
+ filter_size : int, optional
146
+ Maximum number of points in the filter. The filter is used to
147
+ select the best point returned by the optimization procedure.
148
+ Default is ``sys.maxsize``.
149
+ store_history : bool, optional
150
+ Whether to store the history of the function evaluations.
151
+ Default is ``False``.
152
+ history_size : int, optional
153
+ Maximum number of function evaluations to store in the history.
154
+ Default is ``sys.maxsize``.
155
+ debug : bool, optional
156
+ Whether to perform additional checks during the optimization
157
+ procedure. This option should be used only for debugging
158
+ purposes and is highly discouraged to general users. Default is
159
+ ``False``.
160
+
161
+ Other constants (from the keyword arguments) are described below. They
162
+ are not intended to be changed by general users. They should only be
163
+ changed by users with a deep understanding of the algorithm, who want
164
+ to experiment with different settings.
165
+
166
+ Returns
167
+ -------
168
+ `scipy.optimize.OptimizeResult`
169
+ Result of the optimization procedure, with the following fields:
170
+
171
+ message : str
172
+ Description of the cause of the termination.
173
+ success : bool
174
+ Whether the optimization procedure terminated successfully.
175
+ status : int
176
+ Termination status of the optimization procedure.
177
+ x : `numpy.ndarray`, shape (n,)
178
+ Solution point.
179
+ fun : float
180
+ Objective function value at the solution point.
181
+ maxcv : float
182
+ Maximum constraint violation at the solution point.
183
+ nfev : int
184
+ Number of function evaluations.
185
+ nit : int
186
+ Number of iterations.
187
+
188
+ If ``store_history`` is True, the result also has the following fields:
189
+
190
+ fun_history : `numpy.ndarray`, shape (nfev,)
191
+ History of the objective function values.
192
+ maxcv_history : `numpy.ndarray`, shape (nfev,)
193
+ History of the maximum constraint violations.
194
+
195
+ A description of the termination statuses is given below.
196
+
197
+ .. list-table::
198
+ :widths: 25 75
199
+ :header-rows: 1
200
+
201
+ * - Exit status
202
+ - Description
203
+ * - 0
204
+ - The lower bound for the trust-region radius has been reached.
205
+ * - 1
206
+ - The target objective function value has been reached.
207
+ * - 2
208
+ - All variables are fixed by the bound constraints.
209
+ * - 3
210
+ - The callback requested to stop the optimization procedure.
211
+ * - 4
212
+ - The feasibility problem received has been solved successfully.
213
+ * - 5
214
+ - The maximum number of function evaluations has been exceeded.
215
+ * - 6
216
+ - The maximum number of iterations has been exceeded.
217
+ * - -1
218
+ - The bound constraints are infeasible.
219
+ * - -2
220
+ - A linear algebra error occurred.
221
+
222
+ Other Parameters
223
+ ----------------
224
+ decrease_radius_factor : float, optional
225
+ Factor by which the trust-region radius is reduced when the reduction
226
+ ratio is low or negative. Default is ``0.5``.
227
+ increase_radius_factor : float, optional
228
+ Factor by which the trust-region radius is increased when the reduction
229
+ ratio is large. Default is ``numpy.sqrt(2.0)``.
230
+ increase_radius_threshold : float, optional
231
+ Threshold that controls the increase of the trust-region radius when
232
+ the reduction ratio is large. Default is ``2.0``.
233
+ decrease_radius_threshold : float, optional
234
+ Threshold used to determine whether the trust-region radius should be
235
+ reduced to the resolution. Default is ``1.4``.
236
+ decrease_resolution_factor : float, optional
237
+ Factor by which the resolution is reduced when the current value is far
238
+ from its final value. Default is ``0.1``.
239
+ large_resolution_threshold : float, optional
240
+ Threshold used to determine whether the resolution is far from its
241
+ final value. Default is ``250.0``.
242
+ moderate_resolution_threshold : float, optional
243
+ Threshold used to determine whether the resolution is close to its
244
+ final value. Default is ``16.0``.
245
+ low_ratio : float, optional
246
+ Threshold used to determine whether the reduction ratio is low. Default
247
+ is ``0.1``.
248
+ high_ratio : float, optional
249
+ Threshold used to determine whether the reduction ratio is high.
250
+ Default is ``0.7``.
251
+ very_low_ratio : float, optional
252
+ Threshold used to determine whether the reduction ratio is very low.
253
+ This is used to determine whether the models should be reset. Default
254
+ is ``0.01``.
255
+ penalty_increase_threshold : float, optional
256
+ Threshold used to determine whether the penalty parameter should be
257
+ increased. Default is ``1.5``.
258
+ penalty_increase_factor : float, optional
259
+ Factor by which the penalty parameter is increased. Default is ``2.0``.
260
+ short_step_threshold : float, optional
261
+ Factor used to determine whether the trial step is too short. Default
262
+ is ``0.5``.
263
+ low_radius_factor : float, optional
264
+ Factor used to determine which interpolation point should be removed
265
+ from the interpolation set at each iteration. Default is ``0.1``.
266
+ byrd_omojokun_factor : float, optional
267
+ Factor by which the trust-region radius is reduced for the computations
268
+ of the normal step in the Byrd-Omojokun composite-step approach.
269
+ Default is ``0.8``.
270
+ threshold_ratio_constraints : float, optional
271
+ Threshold used to determine which constraints should be taken into
272
+ account when decreasing the penalty parameter. Default is ``2.0``.
273
+ large_shift_factor : float, optional
274
+ Factor used to determine whether the point around which the quadratic
275
+ models are built should be updated. Default is ``10.0``.
276
+ large_gradient_factor : float, optional
277
+ Factor used to determine whether the models should be reset. Default is
278
+ ``10.0``.
279
+ resolution_factor : float, optional
280
+ Factor by which the resolution is decreased. Default is ``2.0``.
281
+ improve_tcg : bool, optional
282
+ Whether to improve the steps computed by the truncated conjugate
283
+ gradient method when the trust-region boundary is reached. Default is
284
+ ``True``.
285
+
286
+ References
287
+ ----------
288
+ .. [1] J. Nocedal and S. J. Wright. *Numerical Optimization*. Springer Ser.
289
+ Oper. Res. Financ. Eng. Springer, New York, NY, USA, second edition,
290
+ 2006. `doi:10.1007/978-0-387-40065-5
291
+ <https://doi.org/10.1007/978-0-387-40065-5>`_.
292
+ .. [2] M. J. D. Powell. A direct search optimization method that models the
293
+ objective and constraint functions by linear interpolation. In S. Gomez
294
+ and J.-P. Hennart, editors, *Advances in Optimization and Numerical
295
+ Analysis*, volume 275 of Math. Appl., pages 51--67. Springer, Dordrecht,
296
+ Netherlands, 1994. `doi:10.1007/978-94-015-8330-5_4
297
+ <https://doi.org/10.1007/978-94-015-8330-5_4>`_.
298
+ .. [3] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
299
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
300
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
301
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
302
+
303
+ Examples
304
+ --------
305
+ To demonstrate how to use `minimize`, we first minimize the Rosenbrock
306
+ function implemented in `scipy.optimize` in an unconstrained setting.
307
+
308
+ .. testsetup::
309
+
310
+ import numpy as np
311
+ np.set_printoptions(precision=3, suppress=True)
312
+
313
+ >>> from cobyqa import minimize
314
+ >>> from scipy.optimize import rosen
315
+
316
+ To solve the problem using COBYQA, run:
317
+
318
+ >>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2]
319
+ >>> res = minimize(rosen, x0)
320
+ >>> res.x
321
+ array([1., 1., 1., 1., 1.])
322
+
323
+ To see how bound and constraints are handled using `minimize`, we solve
324
+ Example 16.4 of [1]_, defined as
325
+
326
+ .. math::
327
+
328
+ \begin{aligned}
329
+ \min_{x \in \mathbb{R}^2} & \quad (x_1 - 1)^2 + (x_2 - 2.5)^2\\
330
+ \text{s.t.} & \quad -x_1 + 2x_2 \le 2,\\
331
+ & \quad x_1 + 2x_2 \le 6,\\
332
+ & \quad x_1 - 2x_2 \le 2,\\
333
+ & \quad x_1 \ge 0,\\
334
+ & \quad x_2 \ge 0.
335
+ \end{aligned}
336
+
337
+ >>> import numpy as np
338
+ >>> from scipy.optimize import Bounds, LinearConstraint
339
+
340
+ Its objective function can be implemented as:
341
+
342
+ >>> def fun(x):
343
+ ... return (x[0] - 1.0)**2 + (x[1] - 2.5)**2
344
+
345
+ This problem can be solved using `minimize` as:
346
+
347
+ >>> x0 = [2.0, 0.0]
348
+ >>> bounds = Bounds([0.0, 0.0], np.inf)
349
+ >>> constraints = LinearConstraint([
350
+ ... [-1.0, 2.0],
351
+ ... [1.0, 2.0],
352
+ ... [1.0, -2.0],
353
+ ... ], -np.inf, [2.0, 6.0, 2.0])
354
+ >>> res = minimize(fun, x0, bounds=bounds, constraints=constraints)
355
+ >>> res.x
356
+ array([1.4, 1.7])
357
+
358
+ To see how nonlinear constraints are handled, we solve Problem (F) of [2]_,
359
+ defined as
360
+
361
+ .. math::
362
+
363
+ \begin{aligned}
364
+ \min_{x \in \mathbb{R}^2} & \quad -x_1 - x_2\\
365
+ \text{s.t.} & \quad x_1^2 - x_2 \le 0,\\
366
+ & \quad x_1^2 + x_2^2 \le 1.
367
+ \end{aligned}
368
+
369
+ >>> from scipy.optimize import NonlinearConstraint
370
+
371
+ Its objective and constraint functions can be implemented as:
372
+
373
+ >>> def fun(x):
374
+ ... return -x[0] - x[1]
375
+ >>>
376
+ >>> def cub(x):
377
+ ... return [x[0]**2 - x[1], x[0]**2 + x[1]**2]
378
+
379
+ This problem can be solved using `minimize` as:
380
+
381
+ >>> x0 = [1.0, 1.0]
382
+ >>> constraints = NonlinearConstraint(cub, -np.inf, [0.0, 1.0])
383
+ >>> res = minimize(fun, x0, constraints=constraints)
384
+ >>> res.x
385
+ array([0.707, 0.707])
386
+
387
+ Finally, to see how to supply linear and nonlinear constraints
388
+ simultaneously, we solve Problem (G) of [2]_, defined as
389
+
390
+ .. math::
391
+
392
+ \begin{aligned}
393
+ \min_{x \in \mathbb{R}^3} & \quad x_3\\
394
+ \text{s.t.} & \quad 5x_1 - x_2 + x_3 \ge 0,\\
395
+ & \quad -5x_1 - x_2 + x_3 \ge 0,\\
396
+ & \quad x_1^2 + x_2^2 + 4x_2 \le x_3.
397
+ \end{aligned}
398
+
399
+ Its objective and nonlinear constraint functions can be implemented as:
400
+
401
+ >>> def fun(x):
402
+ ... return x[2]
403
+ >>>
404
+ >>> def cub(x):
405
+ ... return x[0]**2 + x[1]**2 + 4.0*x[1] - x[2]
406
+
407
+ This problem can be solved using `minimize` as:
408
+
409
+ >>> x0 = [1.0, 1.0, 1.0]
410
+ >>> constraints = [
411
+ ... LinearConstraint(
412
+ ... [[5.0, -1.0, 1.0], [-5.0, -1.0, 1.0]],
413
+ ... [0.0, 0.0],
414
+ ... np.inf,
415
+ ... ),
416
+ ... NonlinearConstraint(cub, -np.inf, 0.0),
417
+ ... ]
418
+ >>> res = minimize(fun, x0, constraints=constraints)
419
+ >>> res.x
420
+ array([ 0., -3., -3.])
421
+ """
422
+ # Get basic options that are needed for the initialization.
423
+ if options is None:
424
+ options = {}
425
+ else:
426
+ options = dict(options)
427
+ verbose = options.get(Options.VERBOSE, DEFAULT_OPTIONS[Options.VERBOSE])
428
+ verbose = bool(verbose)
429
+ feasibility_tol = options.get(
430
+ Options.FEASIBILITY_TOL,
431
+ DEFAULT_OPTIONS[Options.FEASIBILITY_TOL],
432
+ )
433
+ feasibility_tol = float(feasibility_tol)
434
+ scale = options.get(Options.SCALE, DEFAULT_OPTIONS[Options.SCALE])
435
+ scale = bool(scale)
436
+ store_history = options.get(
437
+ Options.STORE_HISTORY,
438
+ DEFAULT_OPTIONS[Options.STORE_HISTORY],
439
+ )
440
+ store_history = bool(store_history)
441
+ if Options.HISTORY_SIZE in options and options[Options.HISTORY_SIZE] <= 0:
442
+ raise ValueError("The size of the history must be positive.")
443
+ history_size = options.get(
444
+ Options.HISTORY_SIZE,
445
+ DEFAULT_OPTIONS[Options.HISTORY_SIZE],
446
+ )
447
+ history_size = int(history_size)
448
+ if Options.FILTER_SIZE in options and options[Options.FILTER_SIZE] <= 0:
449
+ raise ValueError("The size of the filter must be positive.")
450
+ filter_size = options.get(
451
+ Options.FILTER_SIZE,
452
+ DEFAULT_OPTIONS[Options.FILTER_SIZE],
453
+ )
454
+ filter_size = int(filter_size)
455
+ debug = options.get(Options.DEBUG, DEFAULT_OPTIONS[Options.DEBUG])
456
+ debug = bool(debug)
457
+
458
+ # Initialize the objective function.
459
+ if not isinstance(args, tuple):
460
+ args = (args,)
461
+ obj = ObjectiveFunction(fun, verbose, debug, *args)
462
+
463
+ # Initialize the bound constraints.
464
+ if not hasattr(x0, "__len__"):
465
+ x0 = [x0]
466
+ n_orig = len(x0)
467
+ bounds = BoundConstraints(_get_bounds(bounds, n_orig))
468
+
469
+ # Initialize the constraints.
470
+ linear_constraints, nonlinear_constraints = _get_constraints(constraints)
471
+ linear = LinearConstraints(linear_constraints, n_orig, debug)
472
+ nonlinear = NonlinearConstraints(nonlinear_constraints, verbose, debug)
473
+
474
+ # Initialize the problem (and remove the fixed variables).
475
+ pb = Problem(
476
+ obj,
477
+ x0,
478
+ bounds,
479
+ linear,
480
+ nonlinear,
481
+ callback,
482
+ feasibility_tol,
483
+ scale,
484
+ store_history,
485
+ history_size,
486
+ filter_size,
487
+ debug,
488
+ )
489
+
490
+ # Set the default options.
491
+ _set_default_options(options, pb.n)
492
+ constants = _set_default_constants(**kwargs)
493
+
494
+ # Initialize the models and skip the computations whenever possible.
495
+ if not pb.bounds.is_feasible:
496
+ # The bound constraints are infeasible.
497
+ return _build_result(
498
+ pb,
499
+ 0.0,
500
+ False,
501
+ ExitStatus.INFEASIBLE_ERROR,
502
+ 0,
503
+ options,
504
+ )
505
+ elif pb.n == 0:
506
+ # All variables are fixed by the bound constraints.
507
+ return _build_result(
508
+ pb,
509
+ 0.0,
510
+ True,
511
+ ExitStatus.FIXED_SUCCESS,
512
+ 0,
513
+ options,
514
+ )
515
+ if verbose:
516
+ print("Starting the optimization procedure.")
517
+ print(f"Initial trust-region radius: {options[Options.RHOBEG]}.")
518
+ print(f"Final trust-region radius: {options[Options.RHOEND]}.")
519
+ print(
520
+ f"Maximum number of function evaluations: "
521
+ f"{options[Options.MAX_EVAL]}."
522
+ )
523
+ print(f"Maximum number of iterations: {options[Options.MAX_ITER]}.")
524
+ print()
525
+ try:
526
+ framework = TrustRegion(pb, options, constants)
527
+ except TargetSuccess:
528
+ # The target on the objective function value has been reached
529
+ return _build_result(
530
+ pb,
531
+ 0.0,
532
+ True,
533
+ ExitStatus.TARGET_SUCCESS,
534
+ 0,
535
+ options,
536
+ )
537
+ except CallbackSuccess:
538
+ # The callback raised a StopIteration exception.
539
+ return _build_result(
540
+ pb,
541
+ 0.0,
542
+ True,
543
+ ExitStatus.CALLBACK_SUCCESS,
544
+ 0,
545
+ options,
546
+ )
547
+ except FeasibleSuccess:
548
+ # The feasibility problem has been solved successfully.
549
+ return _build_result(
550
+ pb,
551
+ 0.0,
552
+ True,
553
+ ExitStatus.FEASIBLE_SUCCESS,
554
+ 0,
555
+ options,
556
+ )
557
+ except MaxEvalError:
558
+ # The maximum number of function evaluations has been exceeded.
559
+ return _build_result(
560
+ pb,
561
+ 0.0,
562
+ False,
563
+ ExitStatus.MAX_ITER_WARNING,
564
+ 0,
565
+ options,
566
+ )
567
+ except np.linalg.LinAlgError:
568
+ # The construction of the initial interpolation set failed.
569
+ return _build_result(
570
+ pb,
571
+ 0.0,
572
+ False,
573
+ ExitStatus.LINALG_ERROR,
574
+ 0,
575
+ options,
576
+ )
577
+
578
+ # Start the optimization procedure.
579
+ success = False
580
+ n_iter = 0
581
+ k_new = None
582
+ n_short_steps = 0
583
+ n_very_short_steps = 0
584
+ n_alt_models = 0
585
+ while True:
586
+ # Stop the optimization procedure if the maximum number of iterations
587
+ # has been exceeded. We do not write the main loop as a for loop
588
+ # because we want to access the number of iterations outside the loop.
589
+ if n_iter >= options[Options.MAX_ITER]:
590
+ status = ExitStatus.MAX_ITER_WARNING
591
+ break
592
+ n_iter += 1
593
+
594
+ # Update the point around which the quadratic models are built.
595
+ if (
596
+ np.linalg.norm(
597
+ framework.x_best - framework.models.interpolation.x_base
598
+ )
599
+ >= constants[Constants.LARGE_SHIFT_FACTOR] * framework.radius
600
+ ):
601
+ framework.shift_x_base(options)
602
+
603
+ # Evaluate the trial step.
604
+ radius_save = framework.radius
605
+ normal_step, tangential_step = framework.get_trust_region_step(options)
606
+ step = normal_step + tangential_step
607
+ s_norm = np.linalg.norm(step)
608
+
609
+ # If the trial step is too short, we do not attempt to evaluate the
610
+ # objective and constraint functions. Instead, we reduce the
611
+ # trust-region radius and check whether the resolution should be
612
+ # enhanced and whether the geometry of the interpolation set should be
613
+ # improved. Otherwise, we entertain a classical iteration. The
614
+ # criterion for performing an exceptional jump is taken from NEWUOA.
615
+ if (
616
+ s_norm
617
+ <= constants[Constants.SHORT_STEP_THRESHOLD] * framework.resolution
618
+ ):
619
+ framework.radius *= constants[Constants.DECREASE_RESOLUTION_FACTOR]
620
+ if radius_save > framework.resolution:
621
+ n_short_steps = 0
622
+ n_very_short_steps = 0
623
+ else:
624
+ n_short_steps += 1
625
+ n_very_short_steps += 1
626
+ if s_norm > 0.1 * framework.resolution:
627
+ n_very_short_steps = 0
628
+ enhance_resolution = n_short_steps >= 5 or n_very_short_steps >= 3
629
+ if enhance_resolution:
630
+ n_short_steps = 0
631
+ n_very_short_steps = 0
632
+ improve_geometry = False
633
+ else:
634
+ try:
635
+ k_new, dist_new = framework.get_index_to_remove()
636
+ except np.linalg.LinAlgError:
637
+ status = ExitStatus.LINALG_ERROR
638
+ break
639
+ improve_geometry = dist_new > max(
640
+ framework.radius,
641
+ constants[Constants.RESOLUTION_FACTOR]
642
+ * framework.resolution,
643
+ )
644
+ else:
645
+ # Increase the penalty parameter if necessary.
646
+ same_best_point = framework.increase_penalty(step)
647
+ if same_best_point:
648
+ # Evaluate the objective and constraint functions.
649
+ try:
650
+ fun_val, cub_val, ceq_val = _eval(
651
+ pb,
652
+ framework,
653
+ step,
654
+ options,
655
+ )
656
+ except TargetSuccess:
657
+ status = ExitStatus.TARGET_SUCCESS
658
+ success = True
659
+ break
660
+ except FeasibleSuccess:
661
+ status = ExitStatus.FEASIBLE_SUCCESS
662
+ success = True
663
+ break
664
+ except CallbackSuccess:
665
+ status = ExitStatus.CALLBACK_SUCCESS
666
+ success = True
667
+ break
668
+ except MaxEvalError:
669
+ status = ExitStatus.MAX_EVAL_WARNING
670
+ break
671
+
672
+ # Perform a second-order correction step if necessary.
673
+ merit_old = framework.merit(
674
+ framework.x_best,
675
+ framework.fun_best,
676
+ framework.cub_best,
677
+ framework.ceq_best,
678
+ )
679
+ merit_new = framework.merit(
680
+ framework.x_best + step, fun_val, cub_val, ceq_val
681
+ )
682
+ if (
683
+ pb.type == "nonlinearly constrained"
684
+ and merit_new > merit_old
685
+ and np.linalg.norm(normal_step)
686
+ > constants[Constants.BYRD_OMOJOKUN_FACTOR] ** 2.0
687
+ * framework.radius
688
+ ):
689
+ soc_step = framework.get_second_order_correction_step(
690
+ step, options
691
+ )
692
+ if np.linalg.norm(soc_step) > 0.0:
693
+ step += soc_step
694
+
695
+ # Evaluate the objective and constraint functions.
696
+ try:
697
+ fun_val, cub_val, ceq_val = _eval(
698
+ pb,
699
+ framework,
700
+ step,
701
+ options,
702
+ )
703
+ except TargetSuccess:
704
+ status = ExitStatus.TARGET_SUCCESS
705
+ success = True
706
+ break
707
+ except FeasibleSuccess:
708
+ status = ExitStatus.FEASIBLE_SUCCESS
709
+ success = True
710
+ break
711
+ except CallbackSuccess:
712
+ status = ExitStatus.CALLBACK_SUCCESS
713
+ success = True
714
+ break
715
+ except MaxEvalError:
716
+ status = ExitStatus.MAX_EVAL_WARNING
717
+ break
718
+
719
+ # Calculate the reduction ratio.
720
+ ratio = framework.get_reduction_ratio(
721
+ step,
722
+ fun_val,
723
+ cub_val,
724
+ ceq_val,
725
+ )
726
+
727
+ # Choose an interpolation point to remove.
728
+ try:
729
+ k_new = framework.get_index_to_remove(
730
+ framework.x_best + step
731
+ )[0]
732
+ except np.linalg.LinAlgError:
733
+ status = ExitStatus.LINALG_ERROR
734
+ break
735
+
736
+ # Update the interpolation set.
737
+ try:
738
+ ill_conditioned = framework.models.update_interpolation(
739
+ k_new, framework.x_best + step, fun_val, cub_val,
740
+ ceq_val
741
+ )
742
+ except np.linalg.LinAlgError:
743
+ status = ExitStatus.LINALG_ERROR
744
+ break
745
+ framework.set_best_index()
746
+
747
+ # Update the trust-region radius.
748
+ framework.update_radius(step, ratio)
749
+
750
+ # Attempt to replace the models by the alternative ones.
751
+ if framework.radius <= framework.resolution:
752
+ if ratio >= constants[Constants.VERY_LOW_RATIO]:
753
+ n_alt_models = 0
754
+ else:
755
+ n_alt_models += 1
756
+ grad = framework.models.fun_grad(framework.x_best)
757
+ try:
758
+ grad_alt = framework.models.fun_alt_grad(
759
+ framework.x_best
760
+ )
761
+ except np.linalg.LinAlgError:
762
+ status = ExitStatus.LINALG_ERROR
763
+ break
764
+ if np.linalg.norm(grad) < constants[
765
+ Constants.LARGE_GRADIENT_FACTOR
766
+ ] * np.linalg.norm(grad_alt):
767
+ n_alt_models = 0
768
+ if n_alt_models >= 3:
769
+ try:
770
+ framework.models.reset_models()
771
+ except np.linalg.LinAlgError:
772
+ status = ExitStatus.LINALG_ERROR
773
+ break
774
+ n_alt_models = 0
775
+
776
+ # Update the Lagrange multipliers.
777
+ framework.set_multipliers(framework.x_best + step)
778
+
779
+ # Check whether the resolution should be enhanced.
780
+ try:
781
+ k_new, dist_new = framework.get_index_to_remove()
782
+ except np.linalg.LinAlgError:
783
+ status = ExitStatus.LINALG_ERROR
784
+ break
785
+ improve_geometry = (
786
+ ill_conditioned
787
+ or ratio <= constants[Constants.LOW_RATIO]
788
+ and dist_new
789
+ > max(
790
+ framework.radius,
791
+ constants[Constants.RESOLUTION_FACTOR]
792
+ * framework.resolution,
793
+ )
794
+ )
795
+ enhance_resolution = (
796
+ radius_save <= framework.resolution
797
+ and ratio <= constants[Constants.LOW_RATIO]
798
+ and not improve_geometry
799
+ )
800
+ else:
801
+ # When increasing the penalty parameter, the best point so far
802
+ # may change. In this case, we restart the iteration.
803
+ enhance_resolution = False
804
+ improve_geometry = False
805
+
806
+ # Reduce the resolution if necessary.
807
+ if enhance_resolution:
808
+ if framework.resolution <= options[Options.RHOEND]:
809
+ success = True
810
+ status = ExitStatus.RADIUS_SUCCESS
811
+ break
812
+ framework.enhance_resolution(options)
813
+ framework.decrease_penalty()
814
+
815
+ if verbose:
816
+ maxcv_val = pb.maxcv(
817
+ framework.x_best, framework.cub_best, framework.ceq_best
818
+ )
819
+ _print_step(
820
+ f"New trust-region radius: {framework.resolution}",
821
+ pb,
822
+ pb.build_x(framework.x_best),
823
+ framework.fun_best,
824
+ maxcv_val,
825
+ pb.n_eval,
826
+ n_iter,
827
+ )
828
+ print()
829
+
830
+ # Improve the geometry of the interpolation set if necessary.
831
+ if improve_geometry:
832
+ try:
833
+ step = framework.get_geometry_step(k_new, options)
834
+ except np.linalg.LinAlgError:
835
+ status = ExitStatus.LINALG_ERROR
836
+ break
837
+
838
+ # Evaluate the objective and constraint functions.
839
+ try:
840
+ fun_val, cub_val, ceq_val = _eval(pb, framework, step, options)
841
+ except TargetSuccess:
842
+ status = ExitStatus.TARGET_SUCCESS
843
+ success = True
844
+ break
845
+ except FeasibleSuccess:
846
+ status = ExitStatus.FEASIBLE_SUCCESS
847
+ success = True
848
+ break
849
+ except CallbackSuccess:
850
+ status = ExitStatus.CALLBACK_SUCCESS
851
+ success = True
852
+ break
853
+ except MaxEvalError:
854
+ status = ExitStatus.MAX_EVAL_WARNING
855
+ break
856
+
857
+ # Update the interpolation set.
858
+ try:
859
+ framework.models.update_interpolation(
860
+ k_new,
861
+ framework.x_best + step,
862
+ fun_val,
863
+ cub_val,
864
+ ceq_val,
865
+ )
866
+ except np.linalg.LinAlgError:
867
+ status = ExitStatus.LINALG_ERROR
868
+ break
869
+ framework.set_best_index()
870
+
871
+ return _build_result(
872
+ pb,
873
+ framework.penalty,
874
+ success,
875
+ status,
876
+ n_iter,
877
+ options,
878
+ )
879
+
880
+
881
+ def _get_bounds(bounds, n):
882
+ """
883
+ Uniformize the bounds.
884
+ """
885
+ if bounds is None:
886
+ return Bounds(np.full(n, -np.inf), np.full(n, np.inf))
887
+ elif isinstance(bounds, Bounds):
888
+ if bounds.lb.shape != (n,) or bounds.ub.shape != (n,):
889
+ raise ValueError(f"The bounds must have {n} elements.")
890
+ return Bounds(bounds.lb, bounds.ub)
891
+ elif hasattr(bounds, "__len__"):
892
+ bounds = np.asarray(bounds)
893
+ if bounds.shape != (n, 2):
894
+ raise ValueError(
895
+ "The shape of the bounds is not compatible with "
896
+ "the number of variables."
897
+ )
898
+ return Bounds(bounds[:, 0], bounds[:, 1])
899
+ else:
900
+ raise TypeError(
901
+ "The bounds must be an instance of "
902
+ "scipy.optimize.Bounds or an array-like object."
903
+ )
904
+
905
+
906
+ def _get_constraints(constraints):
907
+ """
908
+ Extract the linear and nonlinear constraints.
909
+ """
910
+ if isinstance(constraints, dict) or not hasattr(constraints, "__len__"):
911
+ constraints = (constraints,)
912
+
913
+ # Extract the linear and nonlinear constraints.
914
+ linear_constraints = []
915
+ nonlinear_constraints = []
916
+ for constraint in constraints:
917
+ if isinstance(constraint, LinearConstraint):
918
+ lb = exact_1d_array(
919
+ constraint.lb,
920
+ "The lower bound of the linear constraints must be a vector.",
921
+ )
922
+ ub = exact_1d_array(
923
+ constraint.ub,
924
+ "The upper bound of the linear constraints must be a vector.",
925
+ )
926
+ linear_constraints.append(
927
+ LinearConstraint(
928
+ constraint.A,
929
+ *np.broadcast_arrays(lb, ub),
930
+ )
931
+ )
932
+ elif isinstance(constraint, NonlinearConstraint):
933
+ lb = exact_1d_array(
934
+ constraint.lb,
935
+ "The lower bound of the "
936
+ "nonlinear constraints must be a "
937
+ "vector.",
938
+ )
939
+ ub = exact_1d_array(
940
+ constraint.ub,
941
+ "The upper bound of the "
942
+ "nonlinear constraints must be a "
943
+ "vector.",
944
+ )
945
+ nonlinear_constraints.append(
946
+ NonlinearConstraint(
947
+ constraint.fun,
948
+ *np.broadcast_arrays(lb, ub),
949
+ )
950
+ )
951
+ elif isinstance(constraint, dict):
952
+ if "type" not in constraint or constraint["type"] not in (
953
+ "eq",
954
+ "ineq",
955
+ ):
956
+ raise ValueError('The constraint type must be "eq" or "ineq".')
957
+ if "fun" not in constraint or not callable(constraint["fun"]):
958
+ raise ValueError("The constraint function must be callable.")
959
+ nonlinear_constraints.append(
960
+ {
961
+ "fun": constraint["fun"],
962
+ "type": constraint["type"],
963
+ "args": constraint.get("args", ()),
964
+ }
965
+ )
966
+ else:
967
+ raise TypeError(
968
+ "The constraints must be instances of "
969
+ "scipy.optimize.LinearConstraint, "
970
+ "scipy.optimize.NonlinearConstraint, or dict."
971
+ )
972
+ return linear_constraints, nonlinear_constraints
973
+
974
+
975
+ def _set_default_options(options, n):
976
+ """
977
+ Set the default options.
978
+ """
979
+ if Options.RHOBEG in options and options[Options.RHOBEG] <= 0.0:
980
+ raise ValueError("The initial trust-region radius must be positive.")
981
+ if Options.RHOEND in options and options[Options.RHOEND] < 0.0:
982
+ raise ValueError("The final trust-region radius must be nonnegative.")
983
+ if Options.RHOBEG in options and Options.RHOEND in options:
984
+ if options[Options.RHOBEG] < options[Options.RHOEND]:
985
+ raise ValueError(
986
+ "The initial trust-region radius must be greater "
987
+ "than or equal to the final trust-region radius."
988
+ )
989
+ elif Options.RHOBEG in options:
990
+ options[Options.RHOEND.value] = np.min(
991
+ [
992
+ DEFAULT_OPTIONS[Options.RHOEND],
993
+ options[Options.RHOBEG],
994
+ ]
995
+ )
996
+ elif Options.RHOEND in options:
997
+ options[Options.RHOBEG.value] = np.max(
998
+ [
999
+ DEFAULT_OPTIONS[Options.RHOBEG],
1000
+ options[Options.RHOEND],
1001
+ ]
1002
+ )
1003
+ else:
1004
+ options[Options.RHOBEG.value] = DEFAULT_OPTIONS[Options.RHOBEG]
1005
+ options[Options.RHOEND.value] = DEFAULT_OPTIONS[Options.RHOEND]
1006
+ options[Options.RHOBEG.value] = float(options[Options.RHOBEG])
1007
+ options[Options.RHOEND.value] = float(options[Options.RHOEND])
1008
+ if Options.NPT in options and options[Options.NPT] <= 0:
1009
+ raise ValueError("The number of interpolation points must be "
1010
+ "positive.")
1011
+ if (
1012
+ Options.NPT in options
1013
+ and options[Options.NPT] > ((n + 1) * (n + 2)) // 2
1014
+ ):
1015
+ raise ValueError(
1016
+ f"The number of interpolation points must be at most "
1017
+ f"{((n + 1) * (n + 2)) // 2}."
1018
+ )
1019
+ options.setdefault(Options.NPT.value, DEFAULT_OPTIONS[Options.NPT](n))
1020
+ options[Options.NPT.value] = int(options[Options.NPT])
1021
+ if Options.MAX_EVAL in options and options[Options.MAX_EVAL] <= 0:
1022
+ raise ValueError(
1023
+ "The maximum number of function evaluations must be positive."
1024
+ )
1025
+ options.setdefault(
1026
+ Options.MAX_EVAL.value,
1027
+ np.max(
1028
+ [
1029
+ DEFAULT_OPTIONS[Options.MAX_EVAL](n),
1030
+ options[Options.NPT] + 1,
1031
+ ]
1032
+ ),
1033
+ )
1034
+ options[Options.MAX_EVAL.value] = int(options[Options.MAX_EVAL])
1035
+ if Options.MAX_ITER in options and options[Options.MAX_ITER] <= 0:
1036
+ raise ValueError("The maximum number of iterations must be positive.")
1037
+ options.setdefault(
1038
+ Options.MAX_ITER.value,
1039
+ DEFAULT_OPTIONS[Options.MAX_ITER](n),
1040
+ )
1041
+ options[Options.MAX_ITER.value] = int(options[Options.MAX_ITER])
1042
+ options.setdefault(Options.TARGET.value, DEFAULT_OPTIONS[Options.TARGET])
1043
+ options[Options.TARGET.value] = float(options[Options.TARGET])
1044
+ options.setdefault(
1045
+ Options.FEASIBILITY_TOL.value,
1046
+ DEFAULT_OPTIONS[Options.FEASIBILITY_TOL],
1047
+ )
1048
+ options[Options.FEASIBILITY_TOL.value] = float(
1049
+ options[Options.FEASIBILITY_TOL]
1050
+ )
1051
+ options.setdefault(Options.VERBOSE.value, DEFAULT_OPTIONS[Options.VERBOSE])
1052
+ options[Options.VERBOSE.value] = bool(options[Options.VERBOSE])
1053
+ options.setdefault(Options.SCALE.value, DEFAULT_OPTIONS[Options.SCALE])
1054
+ options[Options.SCALE.value] = bool(options[Options.SCALE])
1055
+ options.setdefault(
1056
+ Options.FILTER_SIZE.value,
1057
+ DEFAULT_OPTIONS[Options.FILTER_SIZE],
1058
+ )
1059
+ options[Options.FILTER_SIZE.value] = int(options[Options.FILTER_SIZE])
1060
+ options.setdefault(
1061
+ Options.STORE_HISTORY.value,
1062
+ DEFAULT_OPTIONS[Options.STORE_HISTORY],
1063
+ )
1064
+ options[Options.STORE_HISTORY.value] = bool(options[Options.STORE_HISTORY])
1065
+ options.setdefault(
1066
+ Options.HISTORY_SIZE.value,
1067
+ DEFAULT_OPTIONS[Options.HISTORY_SIZE],
1068
+ )
1069
+ options[Options.HISTORY_SIZE.value] = int(options[Options.HISTORY_SIZE])
1070
+ options.setdefault(Options.DEBUG.value, DEFAULT_OPTIONS[Options.DEBUG])
1071
+ options[Options.DEBUG.value] = bool(options[Options.DEBUG])
1072
+
1073
+ # Check whether they are any unknown options.
1074
+ for key in options:
1075
+ if key not in Options.__members__.values():
1076
+ warnings.warn(f"Unknown option: {key}.", RuntimeWarning, 3)
1077
+
1078
+
1079
+ def _set_default_constants(**kwargs):
1080
+ """
1081
+ Set the default constants.
1082
+ """
1083
+ constants = dict(kwargs)
1084
+ constants.setdefault(
1085
+ Constants.DECREASE_RADIUS_FACTOR.value,
1086
+ DEFAULT_CONSTANTS[Constants.DECREASE_RADIUS_FACTOR],
1087
+ )
1088
+ constants[Constants.DECREASE_RADIUS_FACTOR.value] = float(
1089
+ constants[Constants.DECREASE_RADIUS_FACTOR]
1090
+ )
1091
+ if (
1092
+ constants[Constants.DECREASE_RADIUS_FACTOR] <= 0.0
1093
+ or constants[Constants.DECREASE_RADIUS_FACTOR] >= 1.0
1094
+ ):
1095
+ raise ValueError(
1096
+ "The constant decrease_radius_factor must be in the interval "
1097
+ "(0, 1)."
1098
+ )
1099
+ constants.setdefault(
1100
+ Constants.INCREASE_RADIUS_THRESHOLD.value,
1101
+ DEFAULT_CONSTANTS[Constants.INCREASE_RADIUS_THRESHOLD],
1102
+ )
1103
+ constants[Constants.INCREASE_RADIUS_THRESHOLD.value] = float(
1104
+ constants[Constants.INCREASE_RADIUS_THRESHOLD]
1105
+ )
1106
+ if constants[Constants.INCREASE_RADIUS_THRESHOLD] <= 1.0:
1107
+ raise ValueError(
1108
+ "The constant increase_radius_threshold must be greater than 1."
1109
+ )
1110
+ if (
1111
+ Constants.INCREASE_RADIUS_FACTOR in constants
1112
+ and constants[Constants.INCREASE_RADIUS_FACTOR] <= 1.0
1113
+ ):
1114
+ raise ValueError(
1115
+ "The constant increase_radius_factor must be greater than 1."
1116
+ )
1117
+ if (
1118
+ Constants.DECREASE_RADIUS_THRESHOLD in constants
1119
+ and constants[Constants.DECREASE_RADIUS_THRESHOLD] <= 1.0
1120
+ ):
1121
+ raise ValueError(
1122
+ "The constant decrease_radius_threshold must be greater than 1."
1123
+ )
1124
+ if (
1125
+ Constants.INCREASE_RADIUS_FACTOR in constants
1126
+ and Constants.DECREASE_RADIUS_THRESHOLD in constants
1127
+ ):
1128
+ if (
1129
+ constants[Constants.DECREASE_RADIUS_THRESHOLD]
1130
+ >= constants[Constants.INCREASE_RADIUS_FACTOR]
1131
+ ):
1132
+ raise ValueError(
1133
+ "The constant decrease_radius_threshold must be "
1134
+ "less than increase_radius_factor."
1135
+ )
1136
+ elif Constants.INCREASE_RADIUS_FACTOR in constants:
1137
+ constants[Constants.DECREASE_RADIUS_THRESHOLD.value] = np.min(
1138
+ [
1139
+ DEFAULT_CONSTANTS[Constants.DECREASE_RADIUS_THRESHOLD],
1140
+ 0.5 * (1.0 + constants[Constants.INCREASE_RADIUS_FACTOR]),
1141
+ ]
1142
+ )
1143
+ elif Constants.DECREASE_RADIUS_THRESHOLD in constants:
1144
+ constants[Constants.INCREASE_RADIUS_FACTOR.value] = np.max(
1145
+ [
1146
+ DEFAULT_CONSTANTS[Constants.INCREASE_RADIUS_FACTOR],
1147
+ 2.0 * constants[Constants.DECREASE_RADIUS_THRESHOLD],
1148
+ ]
1149
+ )
1150
+ else:
1151
+ constants[Constants.INCREASE_RADIUS_FACTOR.value] = DEFAULT_CONSTANTS[
1152
+ Constants.INCREASE_RADIUS_FACTOR
1153
+ ]
1154
+ constants[Constants.DECREASE_RADIUS_THRESHOLD.value] = (
1155
+ DEFAULT_CONSTANTS[Constants.DECREASE_RADIUS_THRESHOLD])
1156
+ constants.setdefault(
1157
+ Constants.DECREASE_RESOLUTION_FACTOR.value,
1158
+ DEFAULT_CONSTANTS[Constants.DECREASE_RESOLUTION_FACTOR],
1159
+ )
1160
+ constants[Constants.DECREASE_RESOLUTION_FACTOR.value] = float(
1161
+ constants[Constants.DECREASE_RESOLUTION_FACTOR]
1162
+ )
1163
+ if (
1164
+ constants[Constants.DECREASE_RESOLUTION_FACTOR] <= 0.0
1165
+ or constants[Constants.DECREASE_RESOLUTION_FACTOR] >= 1.0
1166
+ ):
1167
+ raise ValueError(
1168
+ "The constant decrease_resolution_factor must be in the interval "
1169
+ "(0, 1)."
1170
+ )
1171
+ if (
1172
+ Constants.LARGE_RESOLUTION_THRESHOLD in constants
1173
+ and constants[Constants.LARGE_RESOLUTION_THRESHOLD] <= 1.0
1174
+ ):
1175
+ raise ValueError(
1176
+ "The constant large_resolution_threshold must be greater than 1."
1177
+ )
1178
+ if (
1179
+ Constants.MODERATE_RESOLUTION_THRESHOLD in constants
1180
+ and constants[Constants.MODERATE_RESOLUTION_THRESHOLD] <= 1.0
1181
+ ):
1182
+ raise ValueError(
1183
+ "The constant moderate_resolution_threshold must be greater than "
1184
+ "1."
1185
+ )
1186
+ if (
1187
+ Constants.LARGE_RESOLUTION_THRESHOLD in constants
1188
+ and Constants.MODERATE_RESOLUTION_THRESHOLD in constants
1189
+ ):
1190
+ if (
1191
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD]
1192
+ > constants[Constants.LARGE_RESOLUTION_THRESHOLD]
1193
+ ):
1194
+ raise ValueError(
1195
+ "The constant moderate_resolution_threshold "
1196
+ "must be at most large_resolution_threshold."
1197
+ )
1198
+ elif Constants.LARGE_RESOLUTION_THRESHOLD in constants:
1199
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD.value] = np.min(
1200
+ [
1201
+ DEFAULT_CONSTANTS[Constants.MODERATE_RESOLUTION_THRESHOLD],
1202
+ constants[Constants.LARGE_RESOLUTION_THRESHOLD],
1203
+ ]
1204
+ )
1205
+ elif Constants.MODERATE_RESOLUTION_THRESHOLD in constants:
1206
+ constants[Constants.LARGE_RESOLUTION_THRESHOLD.value] = np.max(
1207
+ [
1208
+ DEFAULT_CONSTANTS[Constants.LARGE_RESOLUTION_THRESHOLD],
1209
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD],
1210
+ ]
1211
+ )
1212
+ else:
1213
+ constants[Constants.LARGE_RESOLUTION_THRESHOLD.value] = (
1214
+ DEFAULT_CONSTANTS[Constants.LARGE_RESOLUTION_THRESHOLD]
1215
+ )
1216
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD.value] = (
1217
+ DEFAULT_CONSTANTS[Constants.MODERATE_RESOLUTION_THRESHOLD]
1218
+ )
1219
+ if Constants.LOW_RATIO in constants and (
1220
+ constants[Constants.LOW_RATIO] <= 0.0
1221
+ or constants[Constants.LOW_RATIO] >= 1.0
1222
+ ):
1223
+ raise ValueError(
1224
+ "The constant low_ratio must be in the interval (0, 1)."
1225
+ )
1226
+ if Constants.HIGH_RATIO in constants and (
1227
+ constants[Constants.HIGH_RATIO] <= 0.0
1228
+ or constants[Constants.HIGH_RATIO] >= 1.0
1229
+ ):
1230
+ raise ValueError(
1231
+ "The constant high_ratio must be in the interval (0, 1)."
1232
+ )
1233
+ if Constants.LOW_RATIO in constants and Constants.HIGH_RATIO in constants:
1234
+ if constants[Constants.LOW_RATIO] > constants[Constants.HIGH_RATIO]:
1235
+ raise ValueError(
1236
+ "The constant low_ratio must be at most high_ratio."
1237
+ )
1238
+ elif Constants.LOW_RATIO in constants:
1239
+ constants[Constants.HIGH_RATIO.value] = np.max(
1240
+ [
1241
+ DEFAULT_CONSTANTS[Constants.HIGH_RATIO],
1242
+ constants[Constants.LOW_RATIO],
1243
+ ]
1244
+ )
1245
+ elif Constants.HIGH_RATIO in constants:
1246
+ constants[Constants.LOW_RATIO.value] = np.min(
1247
+ [
1248
+ DEFAULT_CONSTANTS[Constants.LOW_RATIO],
1249
+ constants[Constants.HIGH_RATIO],
1250
+ ]
1251
+ )
1252
+ else:
1253
+ constants[Constants.LOW_RATIO.value] = DEFAULT_CONSTANTS[
1254
+ Constants.LOW_RATIO
1255
+ ]
1256
+ constants[Constants.HIGH_RATIO.value] = DEFAULT_CONSTANTS[
1257
+ Constants.HIGH_RATIO
1258
+ ]
1259
+ constants.setdefault(
1260
+ Constants.VERY_LOW_RATIO.value,
1261
+ DEFAULT_CONSTANTS[Constants.VERY_LOW_RATIO],
1262
+ )
1263
+ constants[Constants.VERY_LOW_RATIO.value] = float(
1264
+ constants[Constants.VERY_LOW_RATIO]
1265
+ )
1266
+ if (
1267
+ constants[Constants.VERY_LOW_RATIO] <= 0.0
1268
+ or constants[Constants.VERY_LOW_RATIO] >= 1.0
1269
+ ):
1270
+ raise ValueError(
1271
+ "The constant very_low_ratio must be in the interval (0, 1)."
1272
+ )
1273
+ if (
1274
+ Constants.PENALTY_INCREASE_THRESHOLD in constants
1275
+ and constants[Constants.PENALTY_INCREASE_THRESHOLD] < 1.0
1276
+ ):
1277
+ raise ValueError(
1278
+ "The constant penalty_increase_threshold must be "
1279
+ "greater than or equal to 1."
1280
+ )
1281
+ if (
1282
+ Constants.PENALTY_INCREASE_FACTOR in constants
1283
+ and constants[Constants.PENALTY_INCREASE_FACTOR] <= 1.0
1284
+ ):
1285
+ raise ValueError(
1286
+ "The constant penalty_increase_factor must be greater than 1."
1287
+ )
1288
+ if (
1289
+ Constants.PENALTY_INCREASE_THRESHOLD in constants
1290
+ and Constants.PENALTY_INCREASE_FACTOR in constants
1291
+ ):
1292
+ if (
1293
+ constants[Constants.PENALTY_INCREASE_FACTOR]
1294
+ < constants[Constants.PENALTY_INCREASE_THRESHOLD]
1295
+ ):
1296
+ raise ValueError(
1297
+ "The constant penalty_increase_factor must be "
1298
+ "greater than or equal to "
1299
+ "penalty_increase_threshold."
1300
+ )
1301
+ elif Constants.PENALTY_INCREASE_THRESHOLD in constants:
1302
+ constants[Constants.PENALTY_INCREASE_FACTOR.value] = np.max(
1303
+ [
1304
+ DEFAULT_CONSTANTS[Constants.PENALTY_INCREASE_FACTOR],
1305
+ constants[Constants.PENALTY_INCREASE_THRESHOLD],
1306
+ ]
1307
+ )
1308
+ elif Constants.PENALTY_INCREASE_FACTOR in constants:
1309
+ constants[Constants.PENALTY_INCREASE_THRESHOLD.value] = np.min(
1310
+ [
1311
+ DEFAULT_CONSTANTS[Constants.PENALTY_INCREASE_THRESHOLD],
1312
+ constants[Constants.PENALTY_INCREASE_FACTOR],
1313
+ ]
1314
+ )
1315
+ else:
1316
+ constants[Constants.PENALTY_INCREASE_THRESHOLD.value] = (
1317
+ DEFAULT_CONSTANTS[Constants.PENALTY_INCREASE_THRESHOLD]
1318
+ )
1319
+ constants[Constants.PENALTY_INCREASE_FACTOR.value] = DEFAULT_CONSTANTS[
1320
+ Constants.PENALTY_INCREASE_FACTOR
1321
+ ]
1322
+ constants.setdefault(
1323
+ Constants.SHORT_STEP_THRESHOLD.value,
1324
+ DEFAULT_CONSTANTS[Constants.SHORT_STEP_THRESHOLD],
1325
+ )
1326
+ constants[Constants.SHORT_STEP_THRESHOLD.value] = float(
1327
+ constants[Constants.SHORT_STEP_THRESHOLD]
1328
+ )
1329
+ if (
1330
+ constants[Constants.SHORT_STEP_THRESHOLD] <= 0.0
1331
+ or constants[Constants.SHORT_STEP_THRESHOLD] >= 1.0
1332
+ ):
1333
+ raise ValueError(
1334
+ "The constant short_step_threshold must be in the interval (0, 1)."
1335
+ )
1336
+ constants.setdefault(
1337
+ Constants.LOW_RADIUS_FACTOR.value,
1338
+ DEFAULT_CONSTANTS[Constants.LOW_RADIUS_FACTOR],
1339
+ )
1340
+ constants[Constants.LOW_RADIUS_FACTOR.value] = float(
1341
+ constants[Constants.LOW_RADIUS_FACTOR]
1342
+ )
1343
+ if (
1344
+ constants[Constants.LOW_RADIUS_FACTOR] <= 0.0
1345
+ or constants[Constants.LOW_RADIUS_FACTOR] >= 1.0
1346
+ ):
1347
+ raise ValueError(
1348
+ "The constant low_radius_factor must be in the interval (0, 1)."
1349
+ )
1350
+ constants.setdefault(
1351
+ Constants.BYRD_OMOJOKUN_FACTOR.value,
1352
+ DEFAULT_CONSTANTS[Constants.BYRD_OMOJOKUN_FACTOR],
1353
+ )
1354
+ constants[Constants.BYRD_OMOJOKUN_FACTOR.value] = float(
1355
+ constants[Constants.BYRD_OMOJOKUN_FACTOR]
1356
+ )
1357
+ if (
1358
+ constants[Constants.BYRD_OMOJOKUN_FACTOR] <= 0.0
1359
+ or constants[Constants.BYRD_OMOJOKUN_FACTOR] >= 1.0
1360
+ ):
1361
+ raise ValueError(
1362
+ "The constant byrd_omojokun_factor must be in the interval (0, 1)."
1363
+ )
1364
+ constants.setdefault(
1365
+ Constants.THRESHOLD_RATIO_CONSTRAINTS.value,
1366
+ DEFAULT_CONSTANTS[Constants.THRESHOLD_RATIO_CONSTRAINTS],
1367
+ )
1368
+ constants[Constants.THRESHOLD_RATIO_CONSTRAINTS.value] = float(
1369
+ constants[Constants.THRESHOLD_RATIO_CONSTRAINTS]
1370
+ )
1371
+ if constants[Constants.THRESHOLD_RATIO_CONSTRAINTS] <= 1.0:
1372
+ raise ValueError(
1373
+ "The constant threshold_ratio_constraints must be greater than 1."
1374
+ )
1375
+ constants.setdefault(
1376
+ Constants.LARGE_SHIFT_FACTOR.value,
1377
+ DEFAULT_CONSTANTS[Constants.LARGE_SHIFT_FACTOR],
1378
+ )
1379
+ constants[Constants.LARGE_SHIFT_FACTOR.value] = float(
1380
+ constants[Constants.LARGE_SHIFT_FACTOR]
1381
+ )
1382
+ if constants[Constants.LARGE_SHIFT_FACTOR] < 0.0:
1383
+ raise ValueError("The constant large_shift_factor must be "
1384
+ "nonnegative.")
1385
+ constants.setdefault(
1386
+ Constants.LARGE_GRADIENT_FACTOR.value,
1387
+ DEFAULT_CONSTANTS[Constants.LARGE_GRADIENT_FACTOR],
1388
+ )
1389
+ constants[Constants.LARGE_GRADIENT_FACTOR.value] = float(
1390
+ constants[Constants.LARGE_GRADIENT_FACTOR]
1391
+ )
1392
+ if constants[Constants.LARGE_GRADIENT_FACTOR] <= 1.0:
1393
+ raise ValueError(
1394
+ "The constant large_gradient_factor must be greater than 1."
1395
+ )
1396
+ constants.setdefault(
1397
+ Constants.RESOLUTION_FACTOR.value,
1398
+ DEFAULT_CONSTANTS[Constants.RESOLUTION_FACTOR],
1399
+ )
1400
+ constants[Constants.RESOLUTION_FACTOR.value] = float(
1401
+ constants[Constants.RESOLUTION_FACTOR]
1402
+ )
1403
+ if constants[Constants.RESOLUTION_FACTOR] <= 1.0:
1404
+ raise ValueError(
1405
+ "The constant resolution_factor must be greater than 1."
1406
+ )
1407
+ constants.setdefault(
1408
+ Constants.IMPROVE_TCG.value,
1409
+ DEFAULT_CONSTANTS[Constants.IMPROVE_TCG],
1410
+ )
1411
+ constants[Constants.IMPROVE_TCG.value] = bool(
1412
+ constants[Constants.IMPROVE_TCG]
1413
+ )
1414
+
1415
+ # Check whether they are any unknown options.
1416
+ for key in kwargs:
1417
+ if key not in Constants.__members__.values():
1418
+ warnings.warn(f"Unknown constant: {key}.", RuntimeWarning, 3)
1419
+ return constants
1420
+
1421
+
1422
+ def _eval(pb, framework, step, options):
1423
+ """
1424
+ Evaluate the objective and constraint functions.
1425
+ """
1426
+ if pb.n_eval >= options[Options.MAX_EVAL]:
1427
+ raise MaxEvalError
1428
+ x_eval = framework.x_best + step
1429
+ fun_val, cub_val, ceq_val = pb(x_eval, framework.penalty)
1430
+ r_val = pb.maxcv(x_eval, cub_val, ceq_val)
1431
+ if (
1432
+ fun_val <= options[Options.TARGET]
1433
+ and r_val <= options[Options.FEASIBILITY_TOL]
1434
+ ):
1435
+ raise TargetSuccess
1436
+ if pb.is_feasibility and r_val <= options[Options.FEASIBILITY_TOL]:
1437
+ raise FeasibleSuccess
1438
+ return fun_val, cub_val, ceq_val
1439
+
1440
+
1441
+ def _build_result(pb, penalty, success, status, n_iter, options):
1442
+ """
1443
+ Build the result of the optimization process.
1444
+ """
1445
+ # Build the result.
1446
+ x, fun, maxcv = pb.best_eval(penalty)
1447
+ success = success and np.isfinite(fun) and np.isfinite(maxcv)
1448
+ if status not in [ExitStatus.TARGET_SUCCESS, ExitStatus.FEASIBLE_SUCCESS]:
1449
+ success = success and maxcv <= options[Options.FEASIBILITY_TOL]
1450
+ result = OptimizeResult()
1451
+ result.message = {
1452
+ ExitStatus.RADIUS_SUCCESS: "The lower bound for the trust-region "
1453
+ "radius has been reached",
1454
+ ExitStatus.TARGET_SUCCESS: "The target objective function value has "
1455
+ "been reached",
1456
+ ExitStatus.FIXED_SUCCESS: "All variables are fixed by the bound "
1457
+ "constraints",
1458
+ ExitStatus.CALLBACK_SUCCESS: "The callback requested to stop the "
1459
+ "optimization procedure",
1460
+ ExitStatus.FEASIBLE_SUCCESS: "The feasibility problem received has "
1461
+ "been solved successfully",
1462
+ ExitStatus.MAX_EVAL_WARNING: "The maximum number of function "
1463
+ "evaluations has been exceeded",
1464
+ ExitStatus.MAX_ITER_WARNING: "The maximum number of iterations has "
1465
+ "been exceeded",
1466
+ ExitStatus.INFEASIBLE_ERROR: "The bound constraints are infeasible",
1467
+ ExitStatus.LINALG_ERROR: "A linear algebra error occurred",
1468
+ }.get(status, "Unknown exit status")
1469
+ result.success = success
1470
+ result.status = status.value
1471
+ result.x = pb.build_x(x)
1472
+ result.fun = fun
1473
+ result.maxcv = maxcv
1474
+ result.nfev = pb.n_eval
1475
+ result.nit = n_iter
1476
+ if options[Options.STORE_HISTORY]:
1477
+ result.fun_history = pb.fun_history
1478
+ result.maxcv_history = pb.maxcv_history
1479
+
1480
+ # Print the result if requested.
1481
+ if options[Options.VERBOSE]:
1482
+ _print_step(
1483
+ result.message,
1484
+ pb,
1485
+ result.x,
1486
+ result.fun,
1487
+ result.maxcv,
1488
+ result.nfev,
1489
+ result.nit,
1490
+ )
1491
+ return result
1492
+
1493
+
1494
+ def _print_step(message, pb, x, fun_val, r_val, n_eval, n_iter):
1495
+ """
1496
+ Print information about the current state of the optimization process.
1497
+ """
1498
+ print()
1499
+ print(f"{message}.")
1500
+ print(f"Number of function evaluations: {n_eval}.")
1501
+ print(f"Number of iterations: {n_iter}.")
1502
+ if not pb.is_feasibility:
1503
+ print(f"Least value of {pb.fun_name}: {fun_val}.")
1504
+ print(f"Maximum constraint violation: {r_val}.")
1505
+ with np.printoptions(**PRINT_OPTIONS):
1506
+ print(f"Corresponding point: {x}.")
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/models.py ADDED
@@ -0,0 +1,1529 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import warnings
2
+
3
+ import numpy as np
4
+ from scipy.linalg import eigh
5
+
6
+ from .settings import Options
7
+ from .utils import MaxEvalError, TargetSuccess, FeasibleSuccess
8
+
9
+
10
+ EPS = np.finfo(float).eps
11
+
12
+
13
+ class Interpolation:
14
+ """
15
+ Interpolation set.
16
+
17
+ This class stores a base point around which the models are expanded and the
18
+ interpolation points. The coordinates of the interpolation points are
19
+ relative to the base point.
20
+ """
21
+
22
+ def __init__(self, pb, options):
23
+ """
24
+ Initialize the interpolation set.
25
+
26
+ Parameters
27
+ ----------
28
+ pb : `cobyqa.problem.Problem`
29
+ Problem to be solved.
30
+ options : dict
31
+ Options of the solver.
32
+ """
33
+ # Reduce the initial trust-region radius if necessary.
34
+ self._debug = options[Options.DEBUG]
35
+ max_radius = 0.5 * np.min(pb.bounds.xu - pb.bounds.xl)
36
+ if options[Options.RHOBEG] > max_radius:
37
+ options[Options.RHOBEG.value] = max_radius
38
+ options[Options.RHOEND.value] = np.min(
39
+ [
40
+ options[Options.RHOEND],
41
+ max_radius,
42
+ ]
43
+ )
44
+
45
+ # Set the initial point around which the models are expanded.
46
+ self._x_base = np.copy(pb.x0)
47
+ very_close_xl_idx = (
48
+ self.x_base <= pb.bounds.xl + 0.5 * options[Options.RHOBEG]
49
+ )
50
+ self.x_base[very_close_xl_idx] = pb.bounds.xl[very_close_xl_idx]
51
+ close_xl_idx = (
52
+ pb.bounds.xl + 0.5 * options[Options.RHOBEG] < self.x_base
53
+ ) & (self.x_base <= pb.bounds.xl + options[Options.RHOBEG])
54
+ self.x_base[close_xl_idx] = np.minimum(
55
+ pb.bounds.xl[close_xl_idx] + options[Options.RHOBEG],
56
+ pb.bounds.xu[close_xl_idx],
57
+ )
58
+ very_close_xu_idx = (
59
+ self.x_base >= pb.bounds.xu - 0.5 * options[Options.RHOBEG]
60
+ )
61
+ self.x_base[very_close_xu_idx] = pb.bounds.xu[very_close_xu_idx]
62
+ close_xu_idx = (
63
+ self.x_base < pb.bounds.xu - 0.5 * options[Options.RHOBEG]
64
+ ) & (pb.bounds.xu - options[Options.RHOBEG] <= self.x_base)
65
+ self.x_base[close_xu_idx] = np.maximum(
66
+ pb.bounds.xu[close_xu_idx] - options[Options.RHOBEG],
67
+ pb.bounds.xl[close_xu_idx],
68
+ )
69
+
70
+ # Set the initial interpolation set.
71
+ self._xpt = np.zeros((pb.n, options[Options.NPT]))
72
+ for k in range(1, options[Options.NPT]):
73
+ if k <= pb.n:
74
+ if very_close_xu_idx[k - 1]:
75
+ self.xpt[k - 1, k] = -options[Options.RHOBEG]
76
+ else:
77
+ self.xpt[k - 1, k] = options[Options.RHOBEG]
78
+ elif k <= 2 * pb.n:
79
+ if very_close_xl_idx[k - pb.n - 1]:
80
+ self.xpt[k - pb.n - 1, k] = 2.0 * options[Options.RHOBEG]
81
+ elif very_close_xu_idx[k - pb.n - 1]:
82
+ self.xpt[k - pb.n - 1, k] = -2.0 * options[Options.RHOBEG]
83
+ else:
84
+ self.xpt[k - pb.n - 1, k] = -options[Options.RHOBEG]
85
+ else:
86
+ spread = (k - pb.n - 1) // pb.n
87
+ k1 = k - (1 + spread) * pb.n - 1
88
+ k2 = (k1 + spread) % pb.n
89
+ self.xpt[k1, k] = self.xpt[k1, k1 + 1]
90
+ self.xpt[k2, k] = self.xpt[k2, k2 + 1]
91
+
92
+ @property
93
+ def n(self):
94
+ """
95
+ Number of variables.
96
+
97
+ Returns
98
+ -------
99
+ int
100
+ Number of variables.
101
+ """
102
+ return self.xpt.shape[0]
103
+
104
+ @property
105
+ def npt(self):
106
+ """
107
+ Number of interpolation points.
108
+
109
+ Returns
110
+ -------
111
+ int
112
+ Number of interpolation points.
113
+ """
114
+ return self.xpt.shape[1]
115
+
116
+ @property
117
+ def xpt(self):
118
+ """
119
+ Interpolation points.
120
+
121
+ Returns
122
+ -------
123
+ `numpy.ndarray`, shape (n, npt)
124
+ Interpolation points.
125
+ """
126
+ return self._xpt
127
+
128
+ @xpt.setter
129
+ def xpt(self, xpt):
130
+ """
131
+ Set the interpolation points.
132
+
133
+ Parameters
134
+ ----------
135
+ xpt : `numpy.ndarray`, shape (n, npt)
136
+ New interpolation points.
137
+ """
138
+ if self._debug:
139
+ assert xpt.shape == (
140
+ self.n,
141
+ self.npt,
142
+ ), "The shape of `xpt` is not valid."
143
+ self._xpt = xpt
144
+
145
+ @property
146
+ def x_base(self):
147
+ """
148
+ Base point around which the models are expanded.
149
+
150
+ Returns
151
+ -------
152
+ `numpy.ndarray`, shape (n,)
153
+ Base point around which the models are expanded.
154
+ """
155
+ return self._x_base
156
+
157
+ @x_base.setter
158
+ def x_base(self, x_base):
159
+ """
160
+ Set the base point around which the models are expanded.
161
+
162
+ Parameters
163
+ ----------
164
+ x_base : `numpy.ndarray`, shape (n,)
165
+ New base point around which the models are expanded.
166
+ """
167
+ if self._debug:
168
+ assert x_base.shape == (
169
+ self.n,
170
+ ), "The shape of `x_base` is not valid."
171
+ self._x_base = x_base
172
+
173
+ def point(self, k):
174
+ """
175
+ Get the `k`-th interpolation point.
176
+
177
+ The return point is relative to the origin.
178
+
179
+ Parameters
180
+ ----------
181
+ k : int
182
+ Index of the interpolation point.
183
+
184
+ Returns
185
+ -------
186
+ `numpy.ndarray`, shape (n,)
187
+ `k`-th interpolation point.
188
+ """
189
+ if self._debug:
190
+ assert 0 <= k < self.npt, "The index `k` is not valid."
191
+ return self.x_base + self.xpt[:, k]
192
+
193
+
194
+ _cache = {"xpt": None, "a": None, "right_scaling": None, "eigh": None}
195
+
196
+
197
+ def build_system(interpolation):
198
+ """
199
+ Build the left-hand side matrix of the interpolation system. The
200
+ matrix below stores W * diag(right_scaling),
201
+ where W is the theoretical matrix of the interpolation system. The
202
+ right scaling matrices is chosen to keep the elements in
203
+ the matrix well-balanced.
204
+
205
+ Parameters
206
+ ----------
207
+ interpolation : `cobyqa.models.Interpolation`
208
+ Interpolation set.
209
+ """
210
+
211
+ # Compute the scaled directions from the base point to the
212
+ # interpolation points. We scale the directions to avoid numerical
213
+ # difficulties.
214
+ if _cache["xpt"] is not None and np.array_equal(
215
+ interpolation.xpt, _cache["xpt"]
216
+ ):
217
+ return _cache["a"], _cache["right_scaling"], _cache["eigh"]
218
+
219
+ scale = np.max(np.linalg.norm(interpolation.xpt, axis=0), initial=EPS)
220
+ xpt_scale = interpolation.xpt / scale
221
+
222
+ n, npt = xpt_scale.shape
223
+ a = np.zeros((npt + n + 1, npt + n + 1))
224
+ a[:npt, :npt] = 0.5 * (xpt_scale.T @ xpt_scale) ** 2.0
225
+ a[:npt, npt] = 1.0
226
+ a[:npt, npt + 1:] = xpt_scale.T
227
+ a[npt, :npt] = 1.0
228
+ a[npt + 1:, :npt] = xpt_scale
229
+
230
+ # Build the left and right scaling diagonal matrices.
231
+ right_scaling = np.empty(npt + n + 1)
232
+ right_scaling[:npt] = 1.0 / scale**2.0
233
+ right_scaling[npt] = scale**2.0
234
+ right_scaling[npt + 1:] = scale
235
+
236
+ eig_values, eig_vectors = eigh(a, check_finite=False)
237
+
238
+ _cache["xpt"] = np.copy(interpolation.xpt)
239
+ _cache["a"] = np.copy(a)
240
+ _cache["right_scaling"] = np.copy(right_scaling)
241
+ _cache["eigh"] = (eig_values, eig_vectors)
242
+
243
+ return a, right_scaling, (eig_values, eig_vectors)
244
+
245
+
246
+ class Quadratic:
247
+ """
248
+ Quadratic model.
249
+
250
+ This class stores the Hessian matrix of the quadratic model using the
251
+ implicit/explicit representation designed by Powell for NEWUOA [1]_.
252
+
253
+ References
254
+ ----------
255
+ .. [1] M. J. D. Powell. The NEWUOA software for unconstrained optimization
256
+ without derivatives. In G. Di Pillo and M. Roma, editors, *Large-Scale
257
+ Nonlinear Optimization*, volume 83 of Nonconvex Optim. Appl., pages
258
+ 255--297. Springer, Boston, MA, USA, 2006. `doi:10.1007/0-387-30065-1_16
259
+ <https://doi.org/10.1007/0-387-30065-1_16>`_.
260
+ """
261
+
262
+ def __init__(self, interpolation, values, debug):
263
+ """
264
+ Initialize the quadratic model.
265
+
266
+ Parameters
267
+ ----------
268
+ interpolation : `cobyqa.models.Interpolation`
269
+ Interpolation set.
270
+ values : `numpy.ndarray`, shape (npt,)
271
+ Values of the interpolated function at the interpolation points.
272
+ debug : bool
273
+ Whether to make debugging tests during the execution.
274
+
275
+ Raises
276
+ ------
277
+ `numpy.linalg.LinAlgError`
278
+ If the interpolation system is ill-defined.
279
+ """
280
+ self._debug = debug
281
+ if self._debug:
282
+ assert values.shape == (
283
+ interpolation.npt,
284
+ ), "The shape of `values` is not valid."
285
+ if interpolation.npt < interpolation.n + 1:
286
+ raise ValueError(
287
+ f"The number of interpolation points must be at least "
288
+ f"{interpolation.n + 1}."
289
+ )
290
+ self._const, self._grad, self._i_hess, _ = self._get_model(
291
+ interpolation,
292
+ values,
293
+ )
294
+ self._e_hess = np.zeros((self.n, self.n))
295
+
296
+ def __call__(self, x, interpolation):
297
+ """
298
+ Evaluate the quadratic model at a given point.
299
+
300
+ Parameters
301
+ ----------
302
+ x : `numpy.ndarray`, shape (n,)
303
+ Point at which the quadratic model is evaluated.
304
+ interpolation : `cobyqa.models.Interpolation`
305
+ Interpolation set.
306
+
307
+ Returns
308
+ -------
309
+ float
310
+ Value of the quadratic model at `x`.
311
+ """
312
+ if self._debug:
313
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
314
+ x_diff = x - interpolation.x_base
315
+ return (
316
+ self._const
317
+ + self._grad @ x_diff
318
+ + 0.5
319
+ * (
320
+ self._i_hess @ (interpolation.xpt.T @ x_diff) ** 2.0
321
+ + x_diff @ self._e_hess @ x_diff
322
+ )
323
+ )
324
+
325
+ @property
326
+ def n(self):
327
+ """
328
+ Number of variables.
329
+
330
+ Returns
331
+ -------
332
+ int
333
+ Number of variables.
334
+ """
335
+ return self._grad.size
336
+
337
+ @property
338
+ def npt(self):
339
+ """
340
+ Number of interpolation points used to define the quadratic model.
341
+
342
+ Returns
343
+ -------
344
+ int
345
+ Number of interpolation points used to define the quadratic model.
346
+ """
347
+ return self._i_hess.size
348
+
349
+ def grad(self, x, interpolation):
350
+ """
351
+ Evaluate the gradient of the quadratic model at a given point.
352
+
353
+ Parameters
354
+ ----------
355
+ x : `numpy.ndarray`, shape (n,)
356
+ Point at which the gradient of the quadratic model is evaluated.
357
+ interpolation : `cobyqa.models.Interpolation`
358
+ Interpolation set.
359
+
360
+ Returns
361
+ -------
362
+ `numpy.ndarray`, shape (n,)
363
+ Gradient of the quadratic model at `x`.
364
+ """
365
+ if self._debug:
366
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
367
+ x_diff = x - interpolation.x_base
368
+ return self._grad + self.hess_prod(x_diff, interpolation)
369
+
370
+ def hess(self, interpolation):
371
+ """
372
+ Evaluate the Hessian matrix of the quadratic model.
373
+
374
+ Parameters
375
+ ----------
376
+ interpolation : `cobyqa.models.Interpolation`
377
+ Interpolation set.
378
+
379
+ Returns
380
+ -------
381
+ `numpy.ndarray`, shape (n, n)
382
+ Hessian matrix of the quadratic model.
383
+ """
384
+ return self._e_hess + interpolation.xpt @ (
385
+ self._i_hess[:, np.newaxis] * interpolation.xpt.T
386
+ )
387
+
388
+ def hess_prod(self, v, interpolation):
389
+ """
390
+ Evaluate the right product of the Hessian matrix of the quadratic model
391
+ with a given vector.
392
+
393
+ Parameters
394
+ ----------
395
+ v : `numpy.ndarray`, shape (n,)
396
+ Vector with which the Hessian matrix of the quadratic model is
397
+ multiplied from the right.
398
+ interpolation : `cobyqa.models.Interpolation`
399
+ Interpolation set.
400
+
401
+ Returns
402
+ -------
403
+ `numpy.ndarray`, shape (n,)
404
+ Right product of the Hessian matrix of the quadratic model with
405
+ `v`.
406
+ """
407
+ if self._debug:
408
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
409
+ return self._e_hess @ v + interpolation.xpt @ (
410
+ self._i_hess * (interpolation.xpt.T @ v)
411
+ )
412
+
413
+ def curv(self, v, interpolation):
414
+ """
415
+ Evaluate the curvature of the quadratic model along a given direction.
416
+
417
+ Parameters
418
+ ----------
419
+ v : `numpy.ndarray`, shape (n,)
420
+ Direction along which the curvature of the quadratic model is
421
+ evaluated.
422
+ interpolation : `cobyqa.models.Interpolation`
423
+ Interpolation set.
424
+
425
+ Returns
426
+ -------
427
+ float
428
+ Curvature of the quadratic model along `v`.
429
+ """
430
+ if self._debug:
431
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
432
+ return (
433
+ v @ self._e_hess @ v
434
+ + self._i_hess @ (interpolation.xpt.T @ v) ** 2.0
435
+ )
436
+
437
+ def update(self, interpolation, k_new, dir_old, values_diff):
438
+ """
439
+ Update the quadratic model.
440
+
441
+ This method applies the derivative-free symmetric Broyden update to the
442
+ quadratic model. The `knew`-th interpolation point must be updated
443
+ before calling this method.
444
+
445
+ Parameters
446
+ ----------
447
+ interpolation : `cobyqa.models.Interpolation`
448
+ Updated interpolation set.
449
+ k_new : int
450
+ Index of the updated interpolation point.
451
+ dir_old : `numpy.ndarray`, shape (n,)
452
+ Value of ``interpolation.xpt[:, k_new]`` before the update.
453
+ values_diff : `numpy.ndarray`, shape (npt,)
454
+ Differences between the values of the interpolated nonlinear
455
+ function and the previous quadratic model at the updated
456
+ interpolation points.
457
+
458
+ Raises
459
+ ------
460
+ `numpy.linalg.LinAlgError`
461
+ If the interpolation system is ill-defined.
462
+ """
463
+ if self._debug:
464
+ assert 0 <= k_new < self.npt, "The index `k_new` is not valid."
465
+ assert dir_old.shape == (
466
+ self.n,
467
+ ), "The shape of `dir_old` is not valid."
468
+ assert values_diff.shape == (
469
+ self.npt,
470
+ ), "The shape of `values_diff` is not valid."
471
+
472
+ # Forward the k_new-th element of the implicit Hessian matrix to the
473
+ # explicit Hessian matrix. This must be done because the implicit
474
+ # Hessian matrix is related to the interpolation points, and the
475
+ # k_new-th interpolation point is modified.
476
+ self._e_hess += self._i_hess[k_new] * np.outer(dir_old, dir_old)
477
+ self._i_hess[k_new] = 0.0
478
+
479
+ # Update the quadratic model.
480
+ const, grad, i_hess, ill_conditioned = self._get_model(
481
+ interpolation,
482
+ values_diff,
483
+ )
484
+ self._const += const
485
+ self._grad += grad
486
+ self._i_hess += i_hess
487
+ return ill_conditioned
488
+
489
+ def shift_x_base(self, interpolation, new_x_base):
490
+ """
491
+ Shift the point around which the quadratic model is defined.
492
+
493
+ Parameters
494
+ ----------
495
+ interpolation : `cobyqa.models.Interpolation`
496
+ Previous interpolation set.
497
+ new_x_base : `numpy.ndarray`, shape (n,)
498
+ Point that will replace ``interpolation.x_base``.
499
+ """
500
+ if self._debug:
501
+ assert new_x_base.shape == (
502
+ self.n,
503
+ ), "The shape of `new_x_base` is not valid."
504
+ self._const = self(new_x_base, interpolation)
505
+ self._grad = self.grad(new_x_base, interpolation)
506
+ shift = new_x_base - interpolation.x_base
507
+ update = np.outer(
508
+ shift,
509
+ (interpolation.xpt - 0.5 * shift[:, np.newaxis]) @ self._i_hess,
510
+ )
511
+ self._e_hess += update + update.T
512
+
513
+ @staticmethod
514
+ def solve_systems(interpolation, rhs):
515
+ """
516
+ Solve the interpolation systems.
517
+
518
+ Parameters
519
+ ----------
520
+ interpolation : `cobyqa.models.Interpolation`
521
+ Interpolation set.
522
+ rhs : `numpy.ndarray`, shape (npt + n + 1, m)
523
+ Right-hand side vectors of the ``m`` interpolation systems.
524
+
525
+ Returns
526
+ -------
527
+ `numpy.ndarray`, shape (npt + n + 1, m)
528
+ Solutions of the interpolation systems.
529
+ `numpy.ndarray`, shape (m, )
530
+ Whether the interpolation systems are ill-conditioned.
531
+
532
+ Raises
533
+ ------
534
+ `numpy.linalg.LinAlgError`
535
+ If the interpolation systems are ill-defined.
536
+ """
537
+ n, npt = interpolation.xpt.shape
538
+ assert (
539
+ rhs.ndim == 2 and rhs.shape[0] == npt + n + 1
540
+ ), "The shape of `rhs` is not valid."
541
+
542
+ # Build the left-hand side matrix of the interpolation system. The
543
+ # matrix below stores diag(left_scaling) * W * diag(right_scaling),
544
+ # where W is the theoretical matrix of the interpolation system. The
545
+ # left and right scaling matrices are chosen to keep the elements in
546
+ # the matrix well-balanced.
547
+ a, right_scaling, eig = build_system(interpolation)
548
+
549
+ # Build the solution. After a discussion with Mike Saunders and Alexis
550
+ # Montoison during their visit to the Hong Kong Polytechnic University
551
+ # in 2024, we decided to use the eigendecomposition of the symmetric
552
+ # matrix a. This is more stable than the previously employed LBL
553
+ # decomposition, and allows us to directly detect ill-conditioning of
554
+ # the system and to build the least-squares solution if necessary.
555
+ # Numerical experiments have shown that this strategy improves the
556
+ # performance of the solver.
557
+ rhs_scaled = rhs * right_scaling[:, np.newaxis]
558
+ if not (np.all(np.isfinite(a)) and np.all(np.isfinite(rhs_scaled))):
559
+ raise np.linalg.LinAlgError(
560
+ "The interpolation system is ill-defined."
561
+ )
562
+
563
+ # calculated in build_system
564
+ eig_values, eig_vectors = eig
565
+
566
+ large_eig_values = np.abs(eig_values) > EPS
567
+ eig_vectors = eig_vectors[:, large_eig_values]
568
+ inv_eig_values = 1.0 / eig_values[large_eig_values]
569
+ ill_conditioned = ~np.all(large_eig_values, 0)
570
+ left_scaled_solutions = eig_vectors @ (
571
+ (eig_vectors.T @ rhs_scaled) * inv_eig_values[:, np.newaxis]
572
+ )
573
+ return (
574
+ left_scaled_solutions * right_scaling[:, np.newaxis],
575
+ ill_conditioned,
576
+ )
577
+
578
+ @staticmethod
579
+ def _get_model(interpolation, values):
580
+ """
581
+ Solve the interpolation system.
582
+
583
+ Parameters
584
+ ----------
585
+ interpolation : `cobyqa.models.Interpolation`
586
+ Interpolation set.
587
+ values : `numpy.ndarray`, shape (npt,)
588
+ Values of the interpolated function at the interpolation points.
589
+
590
+ Returns
591
+ -------
592
+ float
593
+ Constant term of the quadratic model.
594
+ `numpy.ndarray`, shape (n,)
595
+ Gradient of the quadratic model at ``interpolation.x_base``.
596
+ `numpy.ndarray`, shape (npt,)
597
+ Implicit Hessian matrix of the quadratic model.
598
+
599
+ Raises
600
+ ------
601
+ `numpy.linalg.LinAlgError`
602
+ If the interpolation system is ill-defined.
603
+ """
604
+ assert values.shape == (
605
+ interpolation.npt,
606
+ ), "The shape of `values` is not valid."
607
+ n, npt = interpolation.xpt.shape
608
+ x, ill_conditioned = Quadratic.solve_systems(
609
+ interpolation,
610
+ np.block(
611
+ [
612
+ [
613
+ values,
614
+ np.zeros(n + 1),
615
+ ]
616
+ ]
617
+ ).T,
618
+ )
619
+ return x[npt, 0], x[npt + 1:, 0], x[:npt, 0], ill_conditioned
620
+
621
+
622
+ class Models:
623
+ """
624
+ Models for a nonlinear optimization problem.
625
+ """
626
+
627
+ def __init__(self, pb, options, penalty):
628
+ """
629
+ Initialize the models.
630
+
631
+ Parameters
632
+ ----------
633
+ pb : `cobyqa.problem.Problem`
634
+ Problem to be solved.
635
+ options : dict
636
+ Options of the solver.
637
+ penalty : float
638
+ Penalty parameter used to select the point in the filter to forward
639
+ to the callback function.
640
+
641
+ Raises
642
+ ------
643
+ `cobyqa.utils.MaxEvalError`
644
+ If the maximum number of evaluations is reached.
645
+ `cobyqa.utils.TargetSuccess`
646
+ If a nearly feasible point has been found with an objective
647
+ function value below the target.
648
+ `cobyqa.utils.FeasibleSuccess`
649
+ If a feasible point has been found for a feasibility problem.
650
+ `numpy.linalg.LinAlgError`
651
+ If the interpolation system is ill-defined.
652
+ """
653
+ # Set the initial interpolation set.
654
+ self._debug = options[Options.DEBUG]
655
+ self._interpolation = Interpolation(pb, options)
656
+
657
+ # Evaluate the nonlinear functions at the initial interpolation points.
658
+ x_eval = self.interpolation.point(0)
659
+ fun_init, cub_init, ceq_init = pb(x_eval, penalty)
660
+ self._fun_val = np.full(options[Options.NPT], np.nan)
661
+ self._cub_val = np.full((options[Options.NPT], cub_init.size), np.nan)
662
+ self._ceq_val = np.full((options[Options.NPT], ceq_init.size), np.nan)
663
+ for k in range(options[Options.NPT]):
664
+ if k >= options[Options.MAX_EVAL]:
665
+ raise MaxEvalError
666
+ if k == 0:
667
+ self.fun_val[k] = fun_init
668
+ self.cub_val[k, :] = cub_init
669
+ self.ceq_val[k, :] = ceq_init
670
+ else:
671
+ x_eval = self.interpolation.point(k)
672
+ self.fun_val[k], self.cub_val[k, :], self.ceq_val[k, :] = pb(
673
+ x_eval,
674
+ penalty,
675
+ )
676
+
677
+ # Stop the iterations if the problem is a feasibility problem and
678
+ # the current interpolation point is feasible.
679
+ if (
680
+ pb.is_feasibility
681
+ and pb.maxcv(
682
+ self.interpolation.point(k),
683
+ self.cub_val[k, :],
684
+ self.ceq_val[k, :],
685
+ )
686
+ <= options[Options.FEASIBILITY_TOL]
687
+ ):
688
+ raise FeasibleSuccess
689
+
690
+ # Stop the iterations if the current interpolation point is nearly
691
+ # feasible and has an objective function value below the target.
692
+ if (
693
+ self._fun_val[k] <= options[Options.TARGET]
694
+ and pb.maxcv(
695
+ self.interpolation.point(k),
696
+ self.cub_val[k, :],
697
+ self.ceq_val[k, :],
698
+ )
699
+ <= options[Options.FEASIBILITY_TOL]
700
+ ):
701
+ raise TargetSuccess
702
+
703
+ # Build the initial quadratic models.
704
+ self._fun = Quadratic(
705
+ self.interpolation,
706
+ self._fun_val,
707
+ options[Options.DEBUG],
708
+ )
709
+ self._cub = np.empty(self.m_nonlinear_ub, dtype=Quadratic)
710
+ self._ceq = np.empty(self.m_nonlinear_eq, dtype=Quadratic)
711
+ for i in range(self.m_nonlinear_ub):
712
+ self._cub[i] = Quadratic(
713
+ self.interpolation,
714
+ self.cub_val[:, i],
715
+ options[Options.DEBUG],
716
+ )
717
+ for i in range(self.m_nonlinear_eq):
718
+ self._ceq[i] = Quadratic(
719
+ self.interpolation,
720
+ self.ceq_val[:, i],
721
+ options[Options.DEBUG],
722
+ )
723
+ if self._debug:
724
+ self._check_interpolation_conditions()
725
+
726
+ @property
727
+ def n(self):
728
+ """
729
+ Dimension of the problem.
730
+
731
+ Returns
732
+ -------
733
+ int
734
+ Dimension of the problem.
735
+ """
736
+ return self.interpolation.n
737
+
738
+ @property
739
+ def npt(self):
740
+ """
741
+ Number of interpolation points.
742
+
743
+ Returns
744
+ -------
745
+ int
746
+ Number of interpolation points.
747
+ """
748
+ return self.interpolation.npt
749
+
750
+ @property
751
+ def m_nonlinear_ub(self):
752
+ """
753
+ Number of nonlinear inequality constraints.
754
+
755
+ Returns
756
+ -------
757
+ int
758
+ Number of nonlinear inequality constraints.
759
+ """
760
+ return self.cub_val.shape[1]
761
+
762
+ @property
763
+ def m_nonlinear_eq(self):
764
+ """
765
+ Number of nonlinear equality constraints.
766
+
767
+ Returns
768
+ -------
769
+ int
770
+ Number of nonlinear equality constraints.
771
+ """
772
+ return self.ceq_val.shape[1]
773
+
774
+ @property
775
+ def interpolation(self):
776
+ """
777
+ Interpolation set.
778
+
779
+ Returns
780
+ -------
781
+ `cobyqa.models.Interpolation`
782
+ Interpolation set.
783
+ """
784
+ return self._interpolation
785
+
786
+ @property
787
+ def fun_val(self):
788
+ """
789
+ Values of the objective function at the interpolation points.
790
+
791
+ Returns
792
+ -------
793
+ `numpy.ndarray`, shape (npt,)
794
+ Values of the objective function at the interpolation points.
795
+ """
796
+ return self._fun_val
797
+
798
+ @property
799
+ def cub_val(self):
800
+ """
801
+ Values of the nonlinear inequality constraint functions at the
802
+ interpolation points.
803
+
804
+ Returns
805
+ -------
806
+ `numpy.ndarray`, shape (npt, m_nonlinear_ub)
807
+ Values of the nonlinear inequality constraint functions at the
808
+ interpolation points.
809
+ """
810
+ return self._cub_val
811
+
812
+ @property
813
+ def ceq_val(self):
814
+ """
815
+ Values of the nonlinear equality constraint functions at the
816
+ interpolation points.
817
+
818
+ Returns
819
+ -------
820
+ `numpy.ndarray`, shape (npt, m_nonlinear_eq)
821
+ Values of the nonlinear equality constraint functions at the
822
+ interpolation points.
823
+ """
824
+ return self._ceq_val
825
+
826
+ def fun(self, x):
827
+ """
828
+ Evaluate the quadratic model of the objective function at a given
829
+ point.
830
+
831
+ Parameters
832
+ ----------
833
+ x : `numpy.ndarray`, shape (n,)
834
+ Point at which to evaluate the quadratic model of the objective
835
+ function.
836
+
837
+ Returns
838
+ -------
839
+ float
840
+ Value of the quadratic model of the objective function at `x`.
841
+ """
842
+ if self._debug:
843
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
844
+ return self._fun(x, self.interpolation)
845
+
846
+ def fun_grad(self, x):
847
+ """
848
+ Evaluate the gradient of the quadratic model of the objective function
849
+ at a given point.
850
+
851
+ Parameters
852
+ ----------
853
+ x : `numpy.ndarray`, shape (n,)
854
+ Point at which to evaluate the gradient of the quadratic model of
855
+ the objective function.
856
+
857
+ Returns
858
+ -------
859
+ `numpy.ndarray`, shape (n,)
860
+ Gradient of the quadratic model of the objective function at `x`.
861
+ """
862
+ if self._debug:
863
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
864
+ return self._fun.grad(x, self.interpolation)
865
+
866
+ def fun_hess(self):
867
+ """
868
+ Evaluate the Hessian matrix of the quadratic model of the objective
869
+ function.
870
+
871
+ Returns
872
+ -------
873
+ `numpy.ndarray`, shape (n, n)
874
+ Hessian matrix of the quadratic model of the objective function.
875
+ """
876
+ return self._fun.hess(self.interpolation)
877
+
878
+ def fun_hess_prod(self, v):
879
+ """
880
+ Evaluate the right product of the Hessian matrix of the quadratic model
881
+ of the objective function with a given vector.
882
+
883
+ Parameters
884
+ ----------
885
+ v : `numpy.ndarray`, shape (n,)
886
+ Vector with which the Hessian matrix of the quadratic model of the
887
+ objective function is multiplied from the right.
888
+
889
+ Returns
890
+ -------
891
+ `numpy.ndarray`, shape (n,)
892
+ Right product of the Hessian matrix of the quadratic model of the
893
+ objective function with `v`.
894
+ """
895
+ if self._debug:
896
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
897
+ return self._fun.hess_prod(v, self.interpolation)
898
+
899
+ def fun_curv(self, v):
900
+ """
901
+ Evaluate the curvature of the quadratic model of the objective function
902
+ along a given direction.
903
+
904
+ Parameters
905
+ ----------
906
+ v : `numpy.ndarray`, shape (n,)
907
+ Direction along which the curvature of the quadratic model of the
908
+ objective function is evaluated.
909
+
910
+ Returns
911
+ -------
912
+ float
913
+ Curvature of the quadratic model of the objective function along
914
+ `v`.
915
+ """
916
+ if self._debug:
917
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
918
+ return self._fun.curv(v, self.interpolation)
919
+
920
+ def fun_alt_grad(self, x):
921
+ """
922
+ Evaluate the gradient of the alternative quadratic model of the
923
+ objective function at a given point.
924
+
925
+ Parameters
926
+ ----------
927
+ x : `numpy.ndarray`, shape (n,)
928
+ Point at which to evaluate the gradient of the alternative
929
+ quadratic model of the objective function.
930
+
931
+ Returns
932
+ -------
933
+ `numpy.ndarray`, shape (n,)
934
+ Gradient of the alternative quadratic model of the objective
935
+ function at `x`.
936
+
937
+ Raises
938
+ ------
939
+ `numpy.linalg.LinAlgError`
940
+ If the interpolation system is ill-defined.
941
+ """
942
+ if self._debug:
943
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
944
+ model = Quadratic(self.interpolation, self.fun_val, self._debug)
945
+ return model.grad(x, self.interpolation)
946
+
947
+ def cub(self, x, mask=None):
948
+ """
949
+ Evaluate the quadratic models of the nonlinear inequality functions at
950
+ a given point.
951
+
952
+ Parameters
953
+ ----------
954
+ x : `numpy.ndarray`, shape (n,)
955
+ Point at which to evaluate the quadratic models of the nonlinear
956
+ inequality functions.
957
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
958
+ Mask of the quadratic models to consider.
959
+
960
+ Returns
961
+ -------
962
+ `numpy.ndarray`
963
+ Values of the quadratic model of the nonlinear inequality
964
+ functions.
965
+ """
966
+ if self._debug:
967
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
968
+ assert mask is None or mask.shape == (
969
+ self.m_nonlinear_ub,
970
+ ), "The shape of `mask` is not valid."
971
+ return np.array(
972
+ [model(x, self.interpolation) for model in self._get_cub(mask)]
973
+ )
974
+
975
+ def cub_grad(self, x, mask=None):
976
+ """
977
+ Evaluate the gradients of the quadratic models of the nonlinear
978
+ inequality functions at a given point.
979
+
980
+ Parameters
981
+ ----------
982
+ x : `numpy.ndarray`, shape (n,)
983
+ Point at which to evaluate the gradients of the quadratic models of
984
+ the nonlinear inequality functions.
985
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
986
+ Mask of the quadratic models to consider.
987
+
988
+ Returns
989
+ -------
990
+ `numpy.ndarray`
991
+ Gradients of the quadratic model of the nonlinear inequality
992
+ functions.
993
+ """
994
+ if self._debug:
995
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
996
+ assert mask is None or mask.shape == (
997
+ self.m_nonlinear_ub,
998
+ ), "The shape of `mask` is not valid."
999
+ return np.reshape(
1000
+ [model.grad(x, self.interpolation)
1001
+ for model in self._get_cub(mask)],
1002
+ (-1, self.n),
1003
+ )
1004
+
1005
+ def cub_hess(self, mask=None):
1006
+ """
1007
+ Evaluate the Hessian matrices of the quadratic models of the nonlinear
1008
+ inequality functions.
1009
+
1010
+ Parameters
1011
+ ----------
1012
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1013
+ Mask of the quadratic models to consider.
1014
+
1015
+ Returns
1016
+ -------
1017
+ `numpy.ndarray`
1018
+ Hessian matrices of the quadratic models of the nonlinear
1019
+ inequality functions.
1020
+ """
1021
+ if self._debug:
1022
+ assert mask is None or mask.shape == (
1023
+ self.m_nonlinear_ub,
1024
+ ), "The shape of `mask` is not valid."
1025
+ return np.reshape(
1026
+ [model.hess(self.interpolation) for model in self._get_cub(mask)],
1027
+ (-1, self.n, self.n),
1028
+ )
1029
+
1030
+ def cub_hess_prod(self, v, mask=None):
1031
+ """
1032
+ Evaluate the right product of the Hessian matrices of the quadratic
1033
+ models of the nonlinear inequality functions with a given vector.
1034
+
1035
+ Parameters
1036
+ ----------
1037
+ v : `numpy.ndarray`, shape (n,)
1038
+ Vector with which the Hessian matrices of the quadratic models of
1039
+ the nonlinear inequality functions are multiplied from the right.
1040
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1041
+ Mask of the quadratic models to consider.
1042
+
1043
+ Returns
1044
+ -------
1045
+ `numpy.ndarray`
1046
+ Right products of the Hessian matrices of the quadratic models of
1047
+ the nonlinear inequality functions with `v`.
1048
+ """
1049
+ if self._debug:
1050
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1051
+ assert mask is None or mask.shape == (
1052
+ self.m_nonlinear_ub,
1053
+ ), "The shape of `mask` is not valid."
1054
+ return np.reshape(
1055
+ [
1056
+ model.hess_prod(v, self.interpolation)
1057
+ for model in self._get_cub(mask)
1058
+ ],
1059
+ (-1, self.n),
1060
+ )
1061
+
1062
+ def cub_curv(self, v, mask=None):
1063
+ """
1064
+ Evaluate the curvature of the quadratic models of the nonlinear
1065
+ inequality functions along a given direction.
1066
+
1067
+ Parameters
1068
+ ----------
1069
+ v : `numpy.ndarray`, shape (n,)
1070
+ Direction along which the curvature of the quadratic models of the
1071
+ nonlinear inequality functions is evaluated.
1072
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1073
+ Mask of the quadratic models to consider.
1074
+
1075
+ Returns
1076
+ -------
1077
+ `numpy.ndarray`
1078
+ Curvature of the quadratic models of the nonlinear inequality
1079
+ functions along `v`.
1080
+ """
1081
+ if self._debug:
1082
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1083
+ assert mask is None or mask.shape == (
1084
+ self.m_nonlinear_ub,
1085
+ ), "The shape of `mask` is not valid."
1086
+ return np.array(
1087
+ [model.curv(v, self.interpolation)
1088
+ for model in self._get_cub(mask)]
1089
+ )
1090
+
1091
+ def ceq(self, x, mask=None):
1092
+ """
1093
+ Evaluate the quadratic models of the nonlinear equality functions at a
1094
+ given point.
1095
+
1096
+ Parameters
1097
+ ----------
1098
+ x : `numpy.ndarray`, shape (n,)
1099
+ Point at which to evaluate the quadratic models of the nonlinear
1100
+ equality functions.
1101
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1102
+ Mask of the quadratic models to consider.
1103
+
1104
+ Returns
1105
+ -------
1106
+ `numpy.ndarray`
1107
+ Values of the quadratic model of the nonlinear equality functions.
1108
+ """
1109
+ if self._debug:
1110
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
1111
+ assert mask is None or mask.shape == (
1112
+ self.m_nonlinear_eq,
1113
+ ), "The shape of `mask` is not valid."
1114
+ return np.array(
1115
+ [model(x, self.interpolation) for model in self._get_ceq(mask)]
1116
+ )
1117
+
1118
+ def ceq_grad(self, x, mask=None):
1119
+ """
1120
+ Evaluate the gradients of the quadratic models of the nonlinear
1121
+ equality functions at a given point.
1122
+
1123
+ Parameters
1124
+ ----------
1125
+ x : `numpy.ndarray`, shape (n,)
1126
+ Point at which to evaluate the gradients of the quadratic models of
1127
+ the nonlinear equality functions.
1128
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1129
+ Mask of the quadratic models to consider.
1130
+
1131
+ Returns
1132
+ -------
1133
+ `numpy.ndarray`
1134
+ Gradients of the quadratic model of the nonlinear equality
1135
+ functions.
1136
+ """
1137
+ if self._debug:
1138
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
1139
+ assert mask is None or mask.shape == (
1140
+ self.m_nonlinear_eq,
1141
+ ), "The shape of `mask` is not valid."
1142
+ return np.reshape(
1143
+ [model.grad(x, self.interpolation)
1144
+ for model in self._get_ceq(mask)],
1145
+ (-1, self.n),
1146
+ )
1147
+
1148
+ def ceq_hess(self, mask=None):
1149
+ """
1150
+ Evaluate the Hessian matrices of the quadratic models of the nonlinear
1151
+ equality functions.
1152
+
1153
+ Parameters
1154
+ ----------
1155
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1156
+ Mask of the quadratic models to consider.
1157
+
1158
+ Returns
1159
+ -------
1160
+ `numpy.ndarray`
1161
+ Hessian matrices of the quadratic models of the nonlinear equality
1162
+ functions.
1163
+ """
1164
+ if self._debug:
1165
+ assert mask is None or mask.shape == (
1166
+ self.m_nonlinear_eq,
1167
+ ), "The shape of `mask` is not valid."
1168
+ return np.reshape(
1169
+ [model.hess(self.interpolation) for model in self._get_ceq(mask)],
1170
+ (-1, self.n, self.n),
1171
+ )
1172
+
1173
+ def ceq_hess_prod(self, v, mask=None):
1174
+ """
1175
+ Evaluate the right product of the Hessian matrices of the quadratic
1176
+ models of the nonlinear equality functions with a given vector.
1177
+
1178
+ Parameters
1179
+ ----------
1180
+ v : `numpy.ndarray`, shape (n,)
1181
+ Vector with which the Hessian matrices of the quadratic models of
1182
+ the nonlinear equality functions are multiplied from the right.
1183
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1184
+ Mask of the quadratic models to consider.
1185
+
1186
+ Returns
1187
+ -------
1188
+ `numpy.ndarray`
1189
+ Right products of the Hessian matrices of the quadratic models of
1190
+ the nonlinear equality functions with `v`.
1191
+ """
1192
+ if self._debug:
1193
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1194
+ assert mask is None or mask.shape == (
1195
+ self.m_nonlinear_eq,
1196
+ ), "The shape of `mask` is not valid."
1197
+ return np.reshape(
1198
+ [
1199
+ model.hess_prod(v, self.interpolation)
1200
+ for model in self._get_ceq(mask)
1201
+ ],
1202
+ (-1, self.n),
1203
+ )
1204
+
1205
+ def ceq_curv(self, v, mask=None):
1206
+ """
1207
+ Evaluate the curvature of the quadratic models of the nonlinear
1208
+ equality functions along a given direction.
1209
+
1210
+ Parameters
1211
+ ----------
1212
+ v : `numpy.ndarray`, shape (n,)
1213
+ Direction along which the curvature of the quadratic models of the
1214
+ nonlinear equality functions is evaluated.
1215
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1216
+ Mask of the quadratic models to consider.
1217
+
1218
+ Returns
1219
+ -------
1220
+ `numpy.ndarray`
1221
+ Curvature of the quadratic models of the nonlinear equality
1222
+ functions along `v`.
1223
+ """
1224
+ if self._debug:
1225
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1226
+ assert mask is None or mask.shape == (
1227
+ self.m_nonlinear_eq,
1228
+ ), "The shape of `mask` is not valid."
1229
+ return np.array(
1230
+ [model.curv(v, self.interpolation)
1231
+ for model in self._get_ceq(mask)]
1232
+ )
1233
+
1234
+ def reset_models(self):
1235
+ """
1236
+ Set the quadratic models of the objective function, nonlinear
1237
+ inequality constraints, and nonlinear equality constraints to the
1238
+ alternative quadratic models.
1239
+
1240
+ Raises
1241
+ ------
1242
+ `numpy.linalg.LinAlgError`
1243
+ If the interpolation system is ill-defined.
1244
+ """
1245
+ self._fun = Quadratic(self.interpolation, self.fun_val, self._debug)
1246
+ for i in range(self.m_nonlinear_ub):
1247
+ self._cub[i] = Quadratic(
1248
+ self.interpolation,
1249
+ self.cub_val[:, i],
1250
+ self._debug,
1251
+ )
1252
+ for i in range(self.m_nonlinear_eq):
1253
+ self._ceq[i] = Quadratic(
1254
+ self.interpolation,
1255
+ self.ceq_val[:, i],
1256
+ self._debug,
1257
+ )
1258
+ if self._debug:
1259
+ self._check_interpolation_conditions()
1260
+
1261
+ def update_interpolation(self, k_new, x_new, fun_val, cub_val, ceq_val):
1262
+ """
1263
+ Update the interpolation set.
1264
+
1265
+ This method updates the interpolation set by replacing the `knew`-th
1266
+ interpolation point with `xnew`. It also updates the function values
1267
+ and the quadratic models.
1268
+
1269
+ Parameters
1270
+ ----------
1271
+ k_new : int
1272
+ Index of the updated interpolation point.
1273
+ x_new : `numpy.ndarray`, shape (n,)
1274
+ New interpolation point. Its value is interpreted as relative to
1275
+ the origin, not the base point.
1276
+ fun_val : float
1277
+ Value of the objective function at `x_new`.
1278
+ Objective function value at `x_new`.
1279
+ cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,)
1280
+ Values of the nonlinear inequality constraints at `x_new`.
1281
+ ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,)
1282
+ Values of the nonlinear equality constraints at `x_new`.
1283
+
1284
+ Raises
1285
+ ------
1286
+ `numpy.linalg.LinAlgError`
1287
+ If the interpolation system is ill-defined.
1288
+ """
1289
+ if self._debug:
1290
+ assert 0 <= k_new < self.npt, "The index `k_new` is not valid."
1291
+ assert x_new.shape == (self.n,), \
1292
+ "The shape of `x_new` is not valid."
1293
+ assert isinstance(fun_val, float), \
1294
+ "The function value is not valid."
1295
+ assert cub_val.shape == (
1296
+ self.m_nonlinear_ub,
1297
+ ), "The shape of `cub_val` is not valid."
1298
+ assert ceq_val.shape == (
1299
+ self.m_nonlinear_eq,
1300
+ ), "The shape of `ceq_val` is not valid."
1301
+
1302
+ # Compute the updates in the interpolation conditions.
1303
+ fun_diff = np.zeros(self.npt)
1304
+ cub_diff = np.zeros(self.cub_val.shape)
1305
+ ceq_diff = np.zeros(self.ceq_val.shape)
1306
+ fun_diff[k_new] = fun_val - self.fun(x_new)
1307
+ cub_diff[k_new, :] = cub_val - self.cub(x_new)
1308
+ ceq_diff[k_new, :] = ceq_val - self.ceq(x_new)
1309
+
1310
+ # Update the function values.
1311
+ self.fun_val[k_new] = fun_val
1312
+ self.cub_val[k_new, :] = cub_val
1313
+ self.ceq_val[k_new, :] = ceq_val
1314
+
1315
+ # Update the interpolation set.
1316
+ dir_old = np.copy(self.interpolation.xpt[:, k_new])
1317
+ self.interpolation.xpt[:, k_new] = x_new - self.interpolation.x_base
1318
+
1319
+ # Update the quadratic models.
1320
+ ill_conditioned = self._fun.update(
1321
+ self.interpolation,
1322
+ k_new,
1323
+ dir_old,
1324
+ fun_diff,
1325
+ )
1326
+ for i in range(self.m_nonlinear_ub):
1327
+ ill_conditioned = ill_conditioned or self._cub[i].update(
1328
+ self.interpolation,
1329
+ k_new,
1330
+ dir_old,
1331
+ cub_diff[:, i],
1332
+ )
1333
+ for i in range(self.m_nonlinear_eq):
1334
+ ill_conditioned = ill_conditioned or self._ceq[i].update(
1335
+ self.interpolation,
1336
+ k_new,
1337
+ dir_old,
1338
+ ceq_diff[:, i],
1339
+ )
1340
+ if self._debug:
1341
+ self._check_interpolation_conditions()
1342
+ return ill_conditioned
1343
+
1344
+ def determinants(self, x_new, k_new=None):
1345
+ """
1346
+ Compute the normalized determinants of the new interpolation systems.
1347
+
1348
+ Parameters
1349
+ ----------
1350
+ x_new : `numpy.ndarray`, shape (n,)
1351
+ New interpolation point. Its value is interpreted as relative to
1352
+ the origin, not the base point.
1353
+ k_new : int, optional
1354
+ Index of the updated interpolation point. If `k_new` is not
1355
+ specified, all the possible determinants are computed.
1356
+
1357
+ Returns
1358
+ -------
1359
+ {float, `numpy.ndarray`, shape (npt,)}
1360
+ Determinant(s) of the new interpolation system.
1361
+
1362
+ Raises
1363
+ ------
1364
+ `numpy.linalg.LinAlgError`
1365
+ If the interpolation system is ill-defined.
1366
+
1367
+ Notes
1368
+ -----
1369
+ The determinants are normalized by the determinant of the current
1370
+ interpolation system. For stability reasons, the calculations are done
1371
+ using the formula (2.12) in [1]_.
1372
+
1373
+ References
1374
+ ----------
1375
+ .. [1] M. J. D. Powell. On updating the inverse of a KKT matrix.
1376
+ Technical Report DAMTP 2004/NA01, Department of Applied Mathematics
1377
+ and Theoretical Physics, University of Cambridge, Cambridge, UK,
1378
+ 2004.
1379
+ """
1380
+ if self._debug:
1381
+ assert x_new.shape == (self.n,), \
1382
+ "The shape of `x_new` is not valid."
1383
+ assert (
1384
+ k_new is None or 0 <= k_new < self.npt
1385
+ ), "The index `k_new` is not valid."
1386
+
1387
+ # Compute the values independent of k_new.
1388
+ shift = x_new - self.interpolation.x_base
1389
+ new_col = np.empty((self.npt + self.n + 1, 1))
1390
+ new_col[: self.npt, 0] = (
1391
+ 0.5 * (self.interpolation.xpt.T @ shift) ** 2.0)
1392
+ new_col[self.npt, 0] = 1.0
1393
+ new_col[self.npt + 1:, 0] = shift
1394
+ inv_new_col = Quadratic.solve_systems(self.interpolation, new_col)[0]
1395
+ beta = 0.5 * (shift @ shift) ** 2.0 - new_col[:, 0] @ inv_new_col[:, 0]
1396
+
1397
+ # Compute the values that depend on k.
1398
+ if k_new is None:
1399
+ coord_vec = np.eye(self.npt + self.n + 1, self.npt)
1400
+ alpha = np.diag(
1401
+ Quadratic.solve_systems(
1402
+ self.interpolation,
1403
+ coord_vec,
1404
+ )[0]
1405
+ )
1406
+ tau = inv_new_col[: self.npt, 0]
1407
+ else:
1408
+ coord_vec = np.eye(self.npt + self.n + 1, 1, -k_new)
1409
+ alpha = Quadratic.solve_systems(
1410
+ self.interpolation,
1411
+ coord_vec,
1412
+ )[
1413
+ 0
1414
+ ][k_new, 0]
1415
+ tau = inv_new_col[k_new, 0]
1416
+ return alpha * beta + tau**2.0
1417
+
1418
+ def shift_x_base(self, new_x_base, options):
1419
+ """
1420
+ Shift the base point without changing the interpolation set.
1421
+
1422
+ Parameters
1423
+ ----------
1424
+ new_x_base : `numpy.ndarray`, shape (n,)
1425
+ New base point.
1426
+ options : dict
1427
+ Options of the solver.
1428
+ """
1429
+ if self._debug:
1430
+ assert new_x_base.shape == (
1431
+ self.n,
1432
+ ), "The shape of `new_x_base` is not valid."
1433
+
1434
+ # Update the models.
1435
+ self._fun.shift_x_base(self.interpolation, new_x_base)
1436
+ for model in self._cub:
1437
+ model.shift_x_base(self.interpolation, new_x_base)
1438
+ for model in self._ceq:
1439
+ model.shift_x_base(self.interpolation, new_x_base)
1440
+
1441
+ # Update the base point and the interpolation points.
1442
+ shift = new_x_base - self.interpolation.x_base
1443
+ self.interpolation.x_base += shift
1444
+ self.interpolation.xpt -= shift[:, np.newaxis]
1445
+ if options[Options.DEBUG]:
1446
+ self._check_interpolation_conditions()
1447
+
1448
+ def _get_cub(self, mask=None):
1449
+ """
1450
+ Get the quadratic models of the nonlinear inequality constraints.
1451
+
1452
+ Parameters
1453
+ ----------
1454
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1455
+ Mask of the quadratic models to return.
1456
+
1457
+ Returns
1458
+ -------
1459
+ `numpy.ndarray`
1460
+ Quadratic models of the nonlinear inequality constraints.
1461
+ """
1462
+ return self._cub if mask is None else self._cub[mask]
1463
+
1464
+ def _get_ceq(self, mask=None):
1465
+ """
1466
+ Get the quadratic models of the nonlinear equality constraints.
1467
+
1468
+ Parameters
1469
+ ----------
1470
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1471
+ Mask of the quadratic models to return.
1472
+
1473
+ Returns
1474
+ -------
1475
+ `numpy.ndarray`
1476
+ Quadratic models of the nonlinear equality constraints.
1477
+ """
1478
+ return self._ceq if mask is None else self._ceq[mask]
1479
+
1480
+ def _check_interpolation_conditions(self):
1481
+ """
1482
+ Check the interpolation conditions of all quadratic models.
1483
+ """
1484
+ error_fun = 0.0
1485
+ error_cub = 0.0
1486
+ error_ceq = 0.0
1487
+ for k in range(self.npt):
1488
+ error_fun = np.max(
1489
+ [
1490
+ error_fun,
1491
+ np.abs(
1492
+ self.fun(self.interpolation.point(k)) - self.fun_val[k]
1493
+ ),
1494
+ ]
1495
+ )
1496
+ error_cub = np.max(
1497
+ np.abs(
1498
+ self.cub(self.interpolation.point(k)) - self.cub_val[k, :]
1499
+ ),
1500
+ initial=error_cub,
1501
+ )
1502
+ error_ceq = np.max(
1503
+ np.abs(
1504
+ self.ceq(self.interpolation.point(k)) - self.ceq_val[k, :]
1505
+ ),
1506
+ initial=error_ceq,
1507
+ )
1508
+ tol = 10.0 * np.sqrt(EPS) * max(self.n, self.npt)
1509
+ if error_fun > tol * np.max(np.abs(self.fun_val), initial=1.0):
1510
+ warnings.warn(
1511
+ "The interpolation conditions for the objective function are "
1512
+ "not satisfied.",
1513
+ RuntimeWarning,
1514
+ 2,
1515
+ )
1516
+ if error_cub > tol * np.max(np.abs(self.cub_val), initial=1.0):
1517
+ warnings.warn(
1518
+ "The interpolation conditions for the inequality constraint "
1519
+ "function are not satisfied.",
1520
+ RuntimeWarning,
1521
+ 2,
1522
+ )
1523
+ if error_ceq > tol * np.max(np.abs(self.ceq_val), initial=1.0):
1524
+ warnings.warn(
1525
+ "The interpolation conditions for the equality constraint "
1526
+ "function are not satisfied.",
1527
+ RuntimeWarning,
1528
+ 2,
1529
+ )
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/problem.py ADDED
@@ -0,0 +1,1296 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from contextlib import suppress
2
+ from inspect import signature
3
+ import copy
4
+
5
+ import numpy as np
6
+ from scipy.optimize import (
7
+ Bounds,
8
+ LinearConstraint,
9
+ NonlinearConstraint,
10
+ OptimizeResult,
11
+ )
12
+ from scipy.optimize._constraints import PreparedConstraint
13
+
14
+
15
+ from .settings import PRINT_OPTIONS, BARRIER
16
+ from .utils import CallbackSuccess, get_arrays_tol
17
+ from .utils import exact_1d_array
18
+
19
+
20
+ class ObjectiveFunction:
21
+ """
22
+ Real-valued objective function.
23
+ """
24
+
25
+ def __init__(self, fun, verbose, debug, *args):
26
+ """
27
+ Initialize the objective function.
28
+
29
+ Parameters
30
+ ----------
31
+ fun : {callable, None}
32
+ Function to evaluate, or None.
33
+
34
+ ``fun(x, *args) -> float``
35
+
36
+ where ``x`` is an array with shape (n,) and `args` is a tuple.
37
+ verbose : bool
38
+ Whether to print the function evaluations.
39
+ debug : bool
40
+ Whether to make debugging tests during the execution.
41
+ *args : tuple
42
+ Additional arguments to be passed to the function.
43
+ """
44
+ if debug:
45
+ assert fun is None or callable(fun)
46
+ assert isinstance(verbose, bool)
47
+ assert isinstance(debug, bool)
48
+
49
+ self._fun = fun
50
+ self._verbose = verbose
51
+ self._args = args
52
+ self._n_eval = 0
53
+
54
+ def __call__(self, x):
55
+ """
56
+ Evaluate the objective function.
57
+
58
+ Parameters
59
+ ----------
60
+ x : array_like, shape (n,)
61
+ Point at which the objective function is evaluated.
62
+
63
+ Returns
64
+ -------
65
+ float
66
+ Function value at `x`.
67
+ """
68
+ x = np.array(x, dtype=float)
69
+ if self._fun is None:
70
+ f = 0.0
71
+ else:
72
+ f = float(np.squeeze(self._fun(x, *self._args)))
73
+ self._n_eval += 1
74
+ if self._verbose:
75
+ with np.printoptions(**PRINT_OPTIONS):
76
+ print(f"{self.name}({x}) = {f}")
77
+ return f
78
+
79
+ @property
80
+ def n_eval(self):
81
+ """
82
+ Number of function evaluations.
83
+
84
+ Returns
85
+ -------
86
+ int
87
+ Number of function evaluations.
88
+ """
89
+ return self._n_eval
90
+
91
+ @property
92
+ def name(self):
93
+ """
94
+ Name of the objective function.
95
+
96
+ Returns
97
+ -------
98
+ str
99
+ Name of the objective function.
100
+ """
101
+ name = ""
102
+ if self._fun is not None:
103
+ try:
104
+ name = self._fun.__name__
105
+ except AttributeError:
106
+ name = "fun"
107
+ return name
108
+
109
+
110
+ class BoundConstraints:
111
+ """
112
+ Bound constraints ``xl <= x <= xu``.
113
+ """
114
+
115
+ def __init__(self, bounds):
116
+ """
117
+ Initialize the bound constraints.
118
+
119
+ Parameters
120
+ ----------
121
+ bounds : scipy.optimize.Bounds
122
+ Bound constraints.
123
+ """
124
+ self._xl = np.array(bounds.lb, float)
125
+ self._xu = np.array(bounds.ub, float)
126
+
127
+ # Remove the ill-defined bounds.
128
+ self.xl[np.isnan(self.xl)] = -np.inf
129
+ self.xu[np.isnan(self.xu)] = np.inf
130
+
131
+ self.is_feasible = (
132
+ np.all(self.xl <= self.xu)
133
+ and np.all(self.xl < np.inf)
134
+ and np.all(self.xu > -np.inf)
135
+ )
136
+ self.m = np.count_nonzero(self.xl > -np.inf) + np.count_nonzero(
137
+ self.xu < np.inf
138
+ )
139
+ self.pcs = PreparedConstraint(bounds, np.ones(bounds.lb.size))
140
+
141
+ @property
142
+ def xl(self):
143
+ """
144
+ Lower bound.
145
+
146
+ Returns
147
+ -------
148
+ `numpy.ndarray`, shape (n,)
149
+ Lower bound.
150
+ """
151
+ return self._xl
152
+
153
+ @property
154
+ def xu(self):
155
+ """
156
+ Upper bound.
157
+
158
+ Returns
159
+ -------
160
+ `numpy.ndarray`, shape (n,)
161
+ Upper bound.
162
+ """
163
+ return self._xu
164
+
165
+ def maxcv(self, x):
166
+ """
167
+ Evaluate the maximum constraint violation.
168
+
169
+ Parameters
170
+ ----------
171
+ x : array_like, shape (n,)
172
+ Point at which the maximum constraint violation is evaluated.
173
+
174
+ Returns
175
+ -------
176
+ float
177
+ Maximum constraint violation at `x`.
178
+ """
179
+ x = np.asarray(x, dtype=float)
180
+ return self.violation(x)
181
+
182
+ def violation(self, x):
183
+ # shortcut for no bounds
184
+ if self.is_feasible:
185
+ return np.array([0])
186
+ else:
187
+ return self.pcs.violation(x)
188
+
189
+ def project(self, x):
190
+ """
191
+ Project a point onto the feasible set.
192
+
193
+ Parameters
194
+ ----------
195
+ x : array_like, shape (n,)
196
+ Point to be projected.
197
+
198
+ Returns
199
+ -------
200
+ `numpy.ndarray`, shape (n,)
201
+ Projection of `x` onto the feasible set.
202
+ """
203
+ return np.clip(x, self.xl, self.xu) if self.is_feasible else x
204
+
205
+
206
+ class LinearConstraints:
207
+ """
208
+ Linear constraints ``a_ub @ x <= b_ub`` and ``a_eq @ x == b_eq``.
209
+ """
210
+
211
+ def __init__(self, constraints, n, debug):
212
+ """
213
+ Initialize the linear constraints.
214
+
215
+ Parameters
216
+ ----------
217
+ constraints : list of LinearConstraint
218
+ Linear constraints.
219
+ n : int
220
+ Number of variables.
221
+ debug : bool
222
+ Whether to make debugging tests during the execution.
223
+ """
224
+ if debug:
225
+ assert isinstance(constraints, list)
226
+ for constraint in constraints:
227
+ assert isinstance(constraint, LinearConstraint)
228
+ assert isinstance(debug, bool)
229
+
230
+ self._a_ub = np.empty((0, n))
231
+ self._b_ub = np.empty(0)
232
+ self._a_eq = np.empty((0, n))
233
+ self._b_eq = np.empty(0)
234
+ for constraint in constraints:
235
+ is_equality = np.abs(
236
+ constraint.ub - constraint.lb
237
+ ) <= get_arrays_tol(constraint.lb, constraint.ub)
238
+ if np.any(is_equality):
239
+ self._a_eq = np.vstack((self.a_eq, constraint.A[is_equality]))
240
+ self._b_eq = np.concatenate(
241
+ (
242
+ self.b_eq,
243
+ 0.5
244
+ * (
245
+ constraint.lb[is_equality]
246
+ + constraint.ub[is_equality]
247
+ ),
248
+ )
249
+ )
250
+ if not np.all(is_equality):
251
+ self._a_ub = np.vstack(
252
+ (
253
+ self.a_ub,
254
+ constraint.A[~is_equality],
255
+ -constraint.A[~is_equality],
256
+ )
257
+ )
258
+ self._b_ub = np.concatenate(
259
+ (
260
+ self.b_ub,
261
+ constraint.ub[~is_equality],
262
+ -constraint.lb[~is_equality],
263
+ )
264
+ )
265
+
266
+ # Remove the ill-defined constraints.
267
+ self.a_ub[np.isnan(self.a_ub)] = 0.0
268
+ self.a_eq[np.isnan(self.a_eq)] = 0.0
269
+ undef_ub = np.isnan(self.b_ub) | np.isinf(self.b_ub)
270
+ undef_eq = np.isnan(self.b_eq)
271
+ self._a_ub = self.a_ub[~undef_ub, :]
272
+ self._b_ub = self.b_ub[~undef_ub]
273
+ self._a_eq = self.a_eq[~undef_eq, :]
274
+ self._b_eq = self.b_eq[~undef_eq]
275
+ self.pcs = [
276
+ PreparedConstraint(c, np.ones(n)) for c in constraints if c.A.size
277
+ ]
278
+
279
+ @property
280
+ def a_ub(self):
281
+ """
282
+ Left-hand side matrix of the linear inequality constraints.
283
+
284
+ Returns
285
+ -------
286
+ `numpy.ndarray`, shape (m, n)
287
+ Left-hand side matrix of the linear inequality constraints.
288
+ """
289
+ return self._a_ub
290
+
291
+ @property
292
+ def b_ub(self):
293
+ """
294
+ Right-hand side vector of the linear inequality constraints.
295
+
296
+ Returns
297
+ -------
298
+ `numpy.ndarray`, shape (m, n)
299
+ Right-hand side vector of the linear inequality constraints.
300
+ """
301
+ return self._b_ub
302
+
303
+ @property
304
+ def a_eq(self):
305
+ """
306
+ Left-hand side matrix of the linear equality constraints.
307
+
308
+ Returns
309
+ -------
310
+ `numpy.ndarray`, shape (m, n)
311
+ Left-hand side matrix of the linear equality constraints.
312
+ """
313
+ return self._a_eq
314
+
315
+ @property
316
+ def b_eq(self):
317
+ """
318
+ Right-hand side vector of the linear equality constraints.
319
+
320
+ Returns
321
+ -------
322
+ `numpy.ndarray`, shape (m, n)
323
+ Right-hand side vector of the linear equality constraints.
324
+ """
325
+ return self._b_eq
326
+
327
+ @property
328
+ def m_ub(self):
329
+ """
330
+ Number of linear inequality constraints.
331
+
332
+ Returns
333
+ -------
334
+ int
335
+ Number of linear inequality constraints.
336
+ """
337
+ return self.b_ub.size
338
+
339
+ @property
340
+ def m_eq(self):
341
+ """
342
+ Number of linear equality constraints.
343
+
344
+ Returns
345
+ -------
346
+ int
347
+ Number of linear equality constraints.
348
+ """
349
+ return self.b_eq.size
350
+
351
+ def maxcv(self, x):
352
+ """
353
+ Evaluate the maximum constraint violation.
354
+
355
+ Parameters
356
+ ----------
357
+ x : array_like, shape (n,)
358
+ Point at which the maximum constraint violation is evaluated.
359
+
360
+ Returns
361
+ -------
362
+ float
363
+ Maximum constraint violation at `x`.
364
+ """
365
+ return np.max(self.violation(x), initial=0.0)
366
+
367
+ def violation(self, x):
368
+ if len(self.pcs):
369
+ return np.concatenate([pc.violation(x) for pc in self.pcs])
370
+ return np.array([])
371
+
372
+
373
+ class NonlinearConstraints:
374
+ """
375
+ Nonlinear constraints ``c_ub(x) <= 0`` and ``c_eq(x) == b_eq``.
376
+ """
377
+
378
+ def __init__(self, constraints, verbose, debug):
379
+ """
380
+ Initialize the nonlinear constraints.
381
+
382
+ Parameters
383
+ ----------
384
+ constraints : list
385
+ Nonlinear constraints.
386
+ verbose : bool
387
+ Whether to print the function evaluations.
388
+ debug : bool
389
+ Whether to make debugging tests during the execution.
390
+ """
391
+ if debug:
392
+ assert isinstance(constraints, list)
393
+ for constraint in constraints:
394
+ assert isinstance(constraint, NonlinearConstraint)
395
+ assert isinstance(verbose, bool)
396
+ assert isinstance(debug, bool)
397
+
398
+ self._constraints = constraints
399
+ self.pcs = []
400
+ self._verbose = verbose
401
+
402
+ # map of indexes for equality and inequality constraints
403
+ self._map_ub = None
404
+ self._map_eq = None
405
+ self._m_ub = self._m_eq = None
406
+
407
+ def __call__(self, x):
408
+ """
409
+ Calculates the residual (slack) for the constraints.
410
+
411
+ Parameters
412
+ ----------
413
+ x : array_like, shape (n,)
414
+ Point at which the constraints are evaluated.
415
+
416
+ Returns
417
+ -------
418
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
419
+ Nonlinear inequality constraint slack values.
420
+ `numpy.ndarray`, shape (m_nonlinear_eq,)
421
+ Nonlinear equality constraint slack values.
422
+ """
423
+ if not len(self._constraints):
424
+ self._m_eq = self._m_ub = 0
425
+ return np.array([]), np.array([])
426
+
427
+ x = np.array(x, dtype=float)
428
+ # first time around the constraints haven't been prepared
429
+ if not len(self.pcs):
430
+ self._map_ub = []
431
+ self._map_eq = []
432
+ self._m_eq = 0
433
+ self._m_ub = 0
434
+
435
+ for constraint in self._constraints:
436
+ if not callable(constraint.jac):
437
+ # having a callable constraint function prevents
438
+ # constraint.fun from being evaluated when preparing
439
+ # constraint
440
+ c = copy.copy(constraint)
441
+ c.jac = lambda x0: x0
442
+ c.hess = lambda x0, v: 0.0
443
+ pc = PreparedConstraint(c, x)
444
+ else:
445
+ pc = PreparedConstraint(constraint, x)
446
+ # we're going to be using the same x value again immediately
447
+ # after this initialisation
448
+ pc.fun.f_updated = True
449
+
450
+ self.pcs.append(pc)
451
+ idx = np.arange(pc.fun.m)
452
+
453
+ # figure out equality and inequality maps
454
+ lb, ub = pc.bounds[0], pc.bounds[1]
455
+ arr_tol = get_arrays_tol(lb, ub)
456
+ is_equality = np.abs(ub - lb) <= arr_tol
457
+ self._map_eq.append(idx[is_equality])
458
+ self._map_ub.append(idx[~is_equality])
459
+
460
+ # these values will be corrected to their proper values later
461
+ self._m_eq += np.count_nonzero(is_equality)
462
+ self._m_ub += np.count_nonzero(~is_equality)
463
+
464
+ c_ub = []
465
+ c_eq = []
466
+ for i, pc in enumerate(self.pcs):
467
+ val = pc.fun.fun(x)
468
+ if self._verbose:
469
+ with np.printoptions(**PRINT_OPTIONS):
470
+ with suppress(AttributeError):
471
+ fun_name = self._constraints[i].fun.__name__
472
+ print(f"{fun_name}({x}) = {val}")
473
+
474
+ # separate violations into c_eq and c_ub
475
+ eq_idx = self._map_eq[i]
476
+ ub_idx = self._map_ub[i]
477
+
478
+ ub_val = val[ub_idx]
479
+ if len(ub_idx):
480
+ xl = pc.bounds[0][ub_idx]
481
+ xu = pc.bounds[1][ub_idx]
482
+
483
+ # calculate slack within lower bound
484
+ finite_xl = xl > -np.inf
485
+ _v = xl[finite_xl] - ub_val[finite_xl]
486
+ c_ub.append(_v)
487
+
488
+ # calculate slack within lower bound
489
+ finite_xu = xu < np.inf
490
+ _v = ub_val[finite_xu] - xu[finite_xu]
491
+ c_ub.append(_v)
492
+
493
+ # equality constraints taken from midpoint between lb and ub
494
+ eq_val = val[eq_idx]
495
+ if len(eq_idx):
496
+ midpoint = 0.5 * (pc.bounds[1][eq_idx] + pc.bounds[0][eq_idx])
497
+ eq_val -= midpoint
498
+ c_eq.append(eq_val)
499
+
500
+ if self._m_eq:
501
+ c_eq = np.concatenate(c_eq)
502
+ else:
503
+ c_eq = np.array([])
504
+
505
+ if self._m_ub:
506
+ c_ub = np.concatenate(c_ub)
507
+ else:
508
+ c_ub = np.array([])
509
+
510
+ self._m_ub = c_ub.size
511
+ self._m_eq = c_eq.size
512
+
513
+ return c_ub, c_eq
514
+
515
+ @property
516
+ def m_ub(self):
517
+ """
518
+ Number of nonlinear inequality constraints.
519
+
520
+ Returns
521
+ -------
522
+ int
523
+ Number of nonlinear inequality constraints.
524
+
525
+ Raises
526
+ ------
527
+ ValueError
528
+ If the number of nonlinear inequality constraints is unknown.
529
+ """
530
+ if self._m_ub is None:
531
+ raise ValueError(
532
+ "The number of nonlinear inequality constraints is unknown."
533
+ )
534
+ else:
535
+ return self._m_ub
536
+
537
+ @property
538
+ def m_eq(self):
539
+ """
540
+ Number of nonlinear equality constraints.
541
+
542
+ Returns
543
+ -------
544
+ int
545
+ Number of nonlinear equality constraints.
546
+
547
+ Raises
548
+ ------
549
+ ValueError
550
+ If the number of nonlinear equality constraints is unknown.
551
+ """
552
+ if self._m_eq is None:
553
+ raise ValueError(
554
+ "The number of nonlinear equality constraints is unknown."
555
+ )
556
+ else:
557
+ return self._m_eq
558
+
559
+ @property
560
+ def n_eval(self):
561
+ """
562
+ Number of function evaluations.
563
+
564
+ Returns
565
+ -------
566
+ int
567
+ Number of function evaluations.
568
+ """
569
+ if len(self.pcs):
570
+ return self.pcs[0].fun.nfev
571
+ else:
572
+ return 0
573
+
574
+ def maxcv(self, x, cub_val=None, ceq_val=None):
575
+ """
576
+ Evaluate the maximum constraint violation.
577
+
578
+ Parameters
579
+ ----------
580
+ x : array_like, shape (n,)
581
+ Point at which the maximum constraint violation is evaluated.
582
+ cub_val : array_like, shape (m_nonlinear_ub,), optional
583
+ Values of the nonlinear inequality constraints. If not provided,
584
+ the nonlinear inequality constraints are evaluated at `x`.
585
+ ceq_val : array_like, shape (m_nonlinear_eq,), optional
586
+ Values of the nonlinear equality constraints. If not provided,
587
+ the nonlinear equality constraints are evaluated at `x`.
588
+
589
+ Returns
590
+ -------
591
+ float
592
+ Maximum constraint violation at `x`.
593
+ """
594
+ return np.max(
595
+ self.violation(x, cub_val=cub_val, ceq_val=ceq_val), initial=0.0
596
+ )
597
+
598
+ def violation(self, x, cub_val=None, ceq_val=None):
599
+ return np.concatenate([pc.violation(x) for pc in self.pcs])
600
+
601
+
602
+ class Problem:
603
+ """
604
+ Optimization problem.
605
+ """
606
+
607
+ def __init__(
608
+ self,
609
+ obj,
610
+ x0,
611
+ bounds,
612
+ linear,
613
+ nonlinear,
614
+ callback,
615
+ feasibility_tol,
616
+ scale,
617
+ store_history,
618
+ history_size,
619
+ filter_size,
620
+ debug,
621
+ ):
622
+ """
623
+ Initialize the nonlinear problem.
624
+
625
+ The problem is preprocessed to remove all the variables that are fixed
626
+ by the bound constraints.
627
+
628
+ Parameters
629
+ ----------
630
+ obj : ObjectiveFunction
631
+ Objective function.
632
+ x0 : array_like, shape (n,)
633
+ Initial guess.
634
+ bounds : BoundConstraints
635
+ Bound constraints.
636
+ linear : LinearConstraints
637
+ Linear constraints.
638
+ nonlinear : NonlinearConstraints
639
+ Nonlinear constraints.
640
+ callback : {callable, None}
641
+ Callback function.
642
+ feasibility_tol : float
643
+ Tolerance on the constraint violation.
644
+ scale : bool
645
+ Whether to scale the problem according to the bounds.
646
+ store_history : bool
647
+ Whether to store the function evaluations.
648
+ history_size : int
649
+ Maximum number of function evaluations to store.
650
+ filter_size : int
651
+ Maximum number of points in the filter.
652
+ debug : bool
653
+ Whether to make debugging tests during the execution.
654
+ """
655
+ if debug:
656
+ assert isinstance(obj, ObjectiveFunction)
657
+ assert isinstance(bounds, BoundConstraints)
658
+ assert isinstance(linear, LinearConstraints)
659
+ assert isinstance(nonlinear, NonlinearConstraints)
660
+ assert isinstance(feasibility_tol, float)
661
+ assert isinstance(scale, bool)
662
+ assert isinstance(store_history, bool)
663
+ assert isinstance(history_size, int)
664
+ if store_history:
665
+ assert history_size > 0
666
+ assert isinstance(filter_size, int)
667
+ assert filter_size > 0
668
+ assert isinstance(debug, bool)
669
+
670
+ self._obj = obj
671
+ self._linear = linear
672
+ self._nonlinear = nonlinear
673
+ if callback is not None:
674
+ if not callable(callback):
675
+ raise TypeError("The callback must be a callable function.")
676
+ self._callback = callback
677
+
678
+ # Check the consistency of the problem.
679
+ x0 = exact_1d_array(x0, "The initial guess must be a vector.")
680
+ n = x0.size
681
+ if bounds.xl.size != n:
682
+ raise ValueError(f"The bounds must have {n} elements.")
683
+ if linear.a_ub.shape[1] != n:
684
+ raise ValueError(
685
+ f"The left-hand side matrices of the linear constraints must "
686
+ f"have {n} columns."
687
+ )
688
+
689
+ # Check which variables are fixed.
690
+ tol = get_arrays_tol(bounds.xl, bounds.xu)
691
+ self._fixed_idx = (bounds.xl <= bounds.xu) & (
692
+ np.abs(bounds.xl - bounds.xu) < tol
693
+ )
694
+ self._fixed_val = 0.5 * (
695
+ bounds.xl[self._fixed_idx] + bounds.xu[self._fixed_idx]
696
+ )
697
+ self._fixed_val = np.clip(
698
+ self._fixed_val,
699
+ bounds.xl[self._fixed_idx],
700
+ bounds.xu[self._fixed_idx],
701
+ )
702
+
703
+ # Set the bound constraints.
704
+ self._orig_bounds = bounds
705
+ self._bounds = BoundConstraints(
706
+ Bounds(bounds.xl[~self._fixed_idx], bounds.xu[~self._fixed_idx])
707
+ )
708
+
709
+ # Set the initial guess.
710
+ self._x0 = self._bounds.project(x0[~self._fixed_idx])
711
+
712
+ # Set the linear constraints.
713
+ b_eq = linear.b_eq - linear.a_eq[:, self._fixed_idx] @ self._fixed_val
714
+ self._linear = LinearConstraints(
715
+ [
716
+ LinearConstraint(
717
+ linear.a_ub[:, ~self._fixed_idx],
718
+ -np.inf,
719
+ linear.b_ub
720
+ - linear.a_ub[:, self._fixed_idx] @ self._fixed_val,
721
+ ),
722
+ LinearConstraint(linear.a_eq[:, ~self._fixed_idx], b_eq, b_eq),
723
+ ],
724
+ self.n,
725
+ debug,
726
+ )
727
+
728
+ # Scale the problem if necessary.
729
+ scale = (
730
+ scale
731
+ and self._bounds.is_feasible
732
+ and np.all(np.isfinite(self._bounds.xl))
733
+ and np.all(np.isfinite(self._bounds.xu))
734
+ )
735
+ if scale:
736
+ self._scaling_factor = 0.5 * (self._bounds.xu - self._bounds.xl)
737
+ self._scaling_shift = 0.5 * (self._bounds.xu + self._bounds.xl)
738
+ self._bounds = BoundConstraints(
739
+ Bounds(-np.ones(self.n), np.ones(self.n))
740
+ )
741
+ b_eq = self._linear.b_eq - self._linear.a_eq @ self._scaling_shift
742
+ self._linear = LinearConstraints(
743
+ [
744
+ LinearConstraint(
745
+ self._linear.a_ub @ np.diag(self._scaling_factor),
746
+ -np.inf,
747
+ self._linear.b_ub
748
+ - self._linear.a_ub @ self._scaling_shift,
749
+ ),
750
+ LinearConstraint(
751
+ self._linear.a_eq @ np.diag(self._scaling_factor),
752
+ b_eq,
753
+ b_eq,
754
+ ),
755
+ ],
756
+ self.n,
757
+ debug,
758
+ )
759
+ self._x0 = (self._x0 - self._scaling_shift) / self._scaling_factor
760
+ else:
761
+ self._scaling_factor = np.ones(self.n)
762
+ self._scaling_shift = np.zeros(self.n)
763
+
764
+ # Set the initial filter.
765
+ self._feasibility_tol = feasibility_tol
766
+ self._filter_size = filter_size
767
+ self._fun_filter = []
768
+ self._maxcv_filter = []
769
+ self._x_filter = []
770
+
771
+ # Set the initial history.
772
+ self._store_history = store_history
773
+ self._history_size = history_size
774
+ self._fun_history = []
775
+ self._maxcv_history = []
776
+ self._x_history = []
777
+
778
+ def __call__(self, x, penalty=0.0):
779
+ """
780
+ Evaluate the objective and nonlinear constraint functions.
781
+
782
+ Parameters
783
+ ----------
784
+ x : array_like, shape (n,)
785
+ Point at which the functions are evaluated.
786
+ penalty : float, optional
787
+ Penalty parameter used to select the point in the filter to forward
788
+ to the callback function.
789
+
790
+ Returns
791
+ -------
792
+ float
793
+ Objective function value.
794
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
795
+ Nonlinear inequality constraint function values.
796
+ `numpy.ndarray`, shape (m_nonlinear_eq,)
797
+ Nonlinear equality constraint function values.
798
+
799
+ Raises
800
+ ------
801
+ `cobyqa.utils.CallbackSuccess`
802
+ If the callback function raises a ``StopIteration``.
803
+ """
804
+ # Evaluate the objective and nonlinear constraint functions.
805
+ x = np.asarray(x, dtype=float)
806
+ x_full = self.build_x(x)
807
+ fun_val = self._obj(x_full)
808
+ cub_val, ceq_val = self._nonlinear(x_full)
809
+ maxcv_val = self.maxcv(x, cub_val, ceq_val)
810
+ if self._store_history:
811
+ self._fun_history.append(fun_val)
812
+ self._maxcv_history.append(maxcv_val)
813
+ self._x_history.append(x)
814
+ if len(self._fun_history) > self._history_size:
815
+ self._fun_history.pop(0)
816
+ self._maxcv_history.pop(0)
817
+ self._x_history.pop(0)
818
+
819
+ # Add the point to the filter if it is not dominated by any point.
820
+ if np.isnan(fun_val) and np.isnan(maxcv_val):
821
+ include_point = len(self._fun_filter) == 0
822
+ elif np.isnan(fun_val):
823
+ include_point = all(
824
+ np.isnan(fun_filter)
825
+ and maxcv_val < maxcv_filter
826
+ or np.isnan(maxcv_filter)
827
+ for fun_filter, maxcv_filter in zip(
828
+ self._fun_filter,
829
+ self._maxcv_filter,
830
+ )
831
+ )
832
+ elif np.isnan(maxcv_val):
833
+ include_point = all(
834
+ np.isnan(maxcv_filter)
835
+ and fun_val < fun_filter
836
+ or np.isnan(fun_filter)
837
+ for fun_filter, maxcv_filter in zip(
838
+ self._fun_filter,
839
+ self._maxcv_filter,
840
+ )
841
+ )
842
+ else:
843
+ include_point = all(
844
+ fun_val < fun_filter or maxcv_val < maxcv_filter
845
+ for fun_filter, maxcv_filter in zip(
846
+ self._fun_filter,
847
+ self._maxcv_filter,
848
+ )
849
+ )
850
+ if include_point:
851
+ self._fun_filter.append(fun_val)
852
+ self._maxcv_filter.append(maxcv_val)
853
+ self._x_filter.append(x)
854
+
855
+ # Remove the points in the filter that are dominated by the new
856
+ # point. We must iterate in reverse order to avoid problems when
857
+ # removing elements from the list.
858
+ for k in range(len(self._fun_filter) - 2, -1, -1):
859
+ if np.isnan(fun_val):
860
+ remove_point = np.isnan(self._fun_filter[k])
861
+ elif np.isnan(maxcv_val):
862
+ remove_point = np.isnan(self._maxcv_filter[k])
863
+ else:
864
+ remove_point = (
865
+ np.isnan(self._fun_filter[k])
866
+ or np.isnan(self._maxcv_filter[k])
867
+ or fun_val <= self._fun_filter[k]
868
+ and maxcv_val <= self._maxcv_filter[k]
869
+ )
870
+ if remove_point:
871
+ self._fun_filter.pop(k)
872
+ self._maxcv_filter.pop(k)
873
+ self._x_filter.pop(k)
874
+
875
+ # Keep only the most recent points in the filter.
876
+ if len(self._fun_filter) > self._filter_size:
877
+ self._fun_filter.pop(0)
878
+ self._maxcv_filter.pop(0)
879
+ self._x_filter.pop(0)
880
+
881
+ # Evaluate the callback function after updating the filter to ensure
882
+ # that the current point can be returned by the method.
883
+ if self._callback is not None:
884
+ sig = signature(self._callback)
885
+ try:
886
+ x_best, fun_best, _ = self.best_eval(penalty)
887
+ x_best = self.build_x(x_best)
888
+ if set(sig.parameters) == {"intermediate_result"}:
889
+ intermediate_result = OptimizeResult(
890
+ x=x_best,
891
+ fun=fun_best,
892
+ # maxcv=maxcv_best,
893
+ )
894
+ self._callback(intermediate_result=intermediate_result)
895
+ else:
896
+ self._callback(x_best)
897
+ except StopIteration as exc:
898
+ raise CallbackSuccess from exc
899
+
900
+ # Apply the extreme barriers and return.
901
+ if np.isnan(fun_val):
902
+ fun_val = BARRIER
903
+ cub_val[np.isnan(cub_val)] = BARRIER
904
+ ceq_val[np.isnan(ceq_val)] = BARRIER
905
+ fun_val = max(min(fun_val, BARRIER), -BARRIER)
906
+ cub_val = np.maximum(np.minimum(cub_val, BARRIER), -BARRIER)
907
+ ceq_val = np.maximum(np.minimum(ceq_val, BARRIER), -BARRIER)
908
+ return fun_val, cub_val, ceq_val
909
+
910
+ @property
911
+ def n(self):
912
+ """
913
+ Number of variables.
914
+
915
+ Returns
916
+ -------
917
+ int
918
+ Number of variables.
919
+ """
920
+ return self.x0.size
921
+
922
+ @property
923
+ def n_orig(self):
924
+ """
925
+ Number of variables in the original problem (with fixed variables).
926
+
927
+ Returns
928
+ -------
929
+ int
930
+ Number of variables in the original problem (with fixed variables).
931
+ """
932
+ return self._fixed_idx.size
933
+
934
+ @property
935
+ def x0(self):
936
+ """
937
+ Initial guess.
938
+
939
+ Returns
940
+ -------
941
+ `numpy.ndarray`, shape (n,)
942
+ Initial guess.
943
+ """
944
+ return self._x0
945
+
946
+ @property
947
+ def n_eval(self):
948
+ """
949
+ Number of function evaluations.
950
+
951
+ Returns
952
+ -------
953
+ int
954
+ Number of function evaluations.
955
+ """
956
+ return self._obj.n_eval
957
+
958
+ @property
959
+ def fun_name(self):
960
+ """
961
+ Name of the objective function.
962
+
963
+ Returns
964
+ -------
965
+ str
966
+ Name of the objective function.
967
+ """
968
+ return self._obj.name
969
+
970
+ @property
971
+ def bounds(self):
972
+ """
973
+ Bound constraints.
974
+
975
+ Returns
976
+ -------
977
+ BoundConstraints
978
+ Bound constraints.
979
+ """
980
+ return self._bounds
981
+
982
+ @property
983
+ def linear(self):
984
+ """
985
+ Linear constraints.
986
+
987
+ Returns
988
+ -------
989
+ LinearConstraints
990
+ Linear constraints.
991
+ """
992
+ return self._linear
993
+
994
+ @property
995
+ def m_bounds(self):
996
+ """
997
+ Number of bound constraints.
998
+
999
+ Returns
1000
+ -------
1001
+ int
1002
+ Number of bound constraints.
1003
+ """
1004
+ return self.bounds.m
1005
+
1006
+ @property
1007
+ def m_linear_ub(self):
1008
+ """
1009
+ Number of linear inequality constraints.
1010
+
1011
+ Returns
1012
+ -------
1013
+ int
1014
+ Number of linear inequality constraints.
1015
+ """
1016
+ return self.linear.m_ub
1017
+
1018
+ @property
1019
+ def m_linear_eq(self):
1020
+ """
1021
+ Number of linear equality constraints.
1022
+
1023
+ Returns
1024
+ -------
1025
+ int
1026
+ Number of linear equality constraints.
1027
+ """
1028
+ return self.linear.m_eq
1029
+
1030
+ @property
1031
+ def m_nonlinear_ub(self):
1032
+ """
1033
+ Number of nonlinear inequality constraints.
1034
+
1035
+ Returns
1036
+ -------
1037
+ int
1038
+ Number of nonlinear inequality constraints.
1039
+
1040
+ Raises
1041
+ ------
1042
+ ValueError
1043
+ If the number of nonlinear inequality constraints is not known.
1044
+ """
1045
+ return self._nonlinear.m_ub
1046
+
1047
+ @property
1048
+ def m_nonlinear_eq(self):
1049
+ """
1050
+ Number of nonlinear equality constraints.
1051
+
1052
+ Returns
1053
+ -------
1054
+ int
1055
+ Number of nonlinear equality constraints.
1056
+
1057
+ Raises
1058
+ ------
1059
+ ValueError
1060
+ If the number of nonlinear equality constraints is not known.
1061
+ """
1062
+ return self._nonlinear.m_eq
1063
+
1064
+ @property
1065
+ def fun_history(self):
1066
+ """
1067
+ History of objective function evaluations.
1068
+
1069
+ Returns
1070
+ -------
1071
+ `numpy.ndarray`, shape (n_eval,)
1072
+ History of objective function evaluations.
1073
+ """
1074
+ return np.array(self._fun_history, dtype=float)
1075
+
1076
+ @property
1077
+ def maxcv_history(self):
1078
+ """
1079
+ History of maximum constraint violations.
1080
+
1081
+ Returns
1082
+ -------
1083
+ `numpy.ndarray`, shape (n_eval,)
1084
+ History of maximum constraint violations.
1085
+ """
1086
+ return np.array(self._maxcv_history, dtype=float)
1087
+
1088
+ @property
1089
+ def type(self):
1090
+ """
1091
+ Type of the problem.
1092
+
1093
+ The problem can be either 'unconstrained', 'bound-constrained',
1094
+ 'linearly constrained', or 'nonlinearly constrained'.
1095
+
1096
+ Returns
1097
+ -------
1098
+ str
1099
+ Type of the problem.
1100
+ """
1101
+ try:
1102
+ if self.m_nonlinear_ub > 0 or self.m_nonlinear_eq > 0:
1103
+ return "nonlinearly constrained"
1104
+ elif self.m_linear_ub > 0 or self.m_linear_eq > 0:
1105
+ return "linearly constrained"
1106
+ elif self.m_bounds > 0:
1107
+ return "bound-constrained"
1108
+ else:
1109
+ return "unconstrained"
1110
+ except ValueError:
1111
+ # The number of nonlinear constraints is not known. It may be zero
1112
+ # if the user provided a nonlinear inequality and/or equality
1113
+ # constraint function that returns an empty array. However, as this
1114
+ # is not known before the first call to the function, we assume
1115
+ # that the problem is nonlinearly constrained.
1116
+ return "nonlinearly constrained"
1117
+
1118
+ @property
1119
+ def is_feasibility(self):
1120
+ """
1121
+ Whether the problem is a feasibility problem.
1122
+
1123
+ Returns
1124
+ -------
1125
+ bool
1126
+ Whether the problem is a feasibility problem.
1127
+ """
1128
+ return self.fun_name == ""
1129
+
1130
+ def build_x(self, x):
1131
+ """
1132
+ Build the full vector of variables from the reduced vector.
1133
+
1134
+ Parameters
1135
+ ----------
1136
+ x : array_like, shape (n,)
1137
+ Reduced vector of variables.
1138
+
1139
+ Returns
1140
+ -------
1141
+ `numpy.ndarray`, shape (n_orig,)
1142
+ Full vector of variables.
1143
+ """
1144
+ x_full = np.empty(self.n_orig)
1145
+ x_full[self._fixed_idx] = self._fixed_val
1146
+ x_full[~self._fixed_idx] = (x * self._scaling_factor
1147
+ + self._scaling_shift)
1148
+ return self._orig_bounds.project(x_full)
1149
+
1150
+ def maxcv(self, x, cub_val=None, ceq_val=None):
1151
+ """
1152
+ Evaluate the maximum constraint violation.
1153
+
1154
+ Parameters
1155
+ ----------
1156
+ x : array_like, shape (n,)
1157
+ Point at which the maximum constraint violation is evaluated.
1158
+ cub_val : array_like, shape (m_nonlinear_ub,), optional
1159
+ Values of the nonlinear inequality constraints. If not provided,
1160
+ the nonlinear inequality constraints are evaluated at `x`.
1161
+ ceq_val : array_like, shape (m_nonlinear_eq,), optional
1162
+ Values of the nonlinear equality constraints. If not provided,
1163
+ the nonlinear equality constraints are evaluated at `x`.
1164
+
1165
+ Returns
1166
+ -------
1167
+ float
1168
+ Maximum constraint violation at `x`.
1169
+ """
1170
+ violation = self.violation(x, cub_val=cub_val, ceq_val=ceq_val)
1171
+ if np.count_nonzero(violation):
1172
+ return np.max(violation, initial=0.0)
1173
+ else:
1174
+ return 0.0
1175
+
1176
+ def violation(self, x, cub_val=None, ceq_val=None):
1177
+ violation = []
1178
+ if not self.bounds.is_feasible:
1179
+ b = self.bounds.violation(x)
1180
+ violation.append(b)
1181
+
1182
+ if len(self.linear.pcs):
1183
+ lc = self.linear.violation(x)
1184
+ violation.append(lc)
1185
+ if len(self._nonlinear.pcs):
1186
+ nlc = self._nonlinear.violation(x, cub_val, ceq_val)
1187
+ violation.append(nlc)
1188
+
1189
+ if len(violation):
1190
+ return np.concatenate(violation)
1191
+
1192
+ def best_eval(self, penalty):
1193
+ """
1194
+ Return the best point in the filter and the corresponding objective and
1195
+ nonlinear constraint function evaluations.
1196
+
1197
+ Parameters
1198
+ ----------
1199
+ penalty : float
1200
+ Penalty parameter
1201
+
1202
+ Returns
1203
+ -------
1204
+ `numpy.ndarray`, shape (n,)
1205
+ Best point.
1206
+ float
1207
+ Corresponding objective function value.
1208
+ float
1209
+ Corresponding maximum constraint violation.
1210
+ """
1211
+ # If the filter is empty, i.e., if no function evaluation has been
1212
+ # performed, we evaluate the objective and nonlinear constraint
1213
+ # functions at the initial guess.
1214
+ if len(self._fun_filter) == 0:
1215
+ self(self.x0)
1216
+
1217
+ # Find the best point in the filter.
1218
+ fun_filter = np.array(self._fun_filter)
1219
+ maxcv_filter = np.array(self._maxcv_filter)
1220
+ x_filter = np.array(self._x_filter)
1221
+ finite_idx = np.isfinite(maxcv_filter)
1222
+ if np.any(finite_idx):
1223
+ # At least one point has a finite maximum constraint violation.
1224
+ feasible_idx = maxcv_filter <= self._feasibility_tol
1225
+ if np.any(feasible_idx) and not np.all(
1226
+ np.isnan(fun_filter[feasible_idx])
1227
+ ):
1228
+ # At least one point is feasible and has a well-defined
1229
+ # objective function value. We select the point with the least
1230
+ # objective function value. If there is a tie, we select the
1231
+ # point with the least maximum constraint violation. If there
1232
+ # is still a tie, we select the most recent point.
1233
+ fun_min_idx = feasible_idx & (
1234
+ fun_filter <= np.nanmin(fun_filter[feasible_idx])
1235
+ )
1236
+ if np.count_nonzero(fun_min_idx) > 1:
1237
+ fun_min_idx &= maxcv_filter <= np.min(
1238
+ maxcv_filter[fun_min_idx]
1239
+ )
1240
+ i = np.flatnonzero(fun_min_idx)[-1]
1241
+ elif np.any(feasible_idx):
1242
+ # At least one point is feasible but no feasible point has a
1243
+ # well-defined objective function value. We select the most
1244
+ # recent feasible point.
1245
+ i = np.flatnonzero(feasible_idx)[-1]
1246
+ else:
1247
+ # No point is feasible. We first compute the merit function
1248
+ # value for each point.
1249
+ merit_filter = np.full_like(fun_filter, np.nan)
1250
+ merit_filter[finite_idx] = (
1251
+ fun_filter[finite_idx] + penalty * maxcv_filter[finite_idx]
1252
+ )
1253
+ if np.all(np.isnan(merit_filter)):
1254
+ # No point has a well-defined merit function value. In
1255
+ # other words, among the points with a well-defined maximum
1256
+ # constraint violation, none has a well-defined objective
1257
+ # function value. We select the point with the least
1258
+ # maximum constraint violation. If there is a tie, we
1259
+ # select the most recent point.
1260
+ min_maxcv_idx = maxcv_filter <= np.nanmin(maxcv_filter)
1261
+ i = np.flatnonzero(min_maxcv_idx)[-1]
1262
+ else:
1263
+ # At least one point has a well-defined merit function
1264
+ # value. We select the point with the least merit function
1265
+ # value. If there is a tie, we select the point with the
1266
+ # least maximum constraint violation. If there is still a
1267
+ # tie, we select the point with the least objective
1268
+ # function value. If there is still a tie, we select the
1269
+ # most recent point.
1270
+ merit_min_idx = merit_filter <= np.nanmin(merit_filter)
1271
+ if np.count_nonzero(merit_min_idx) > 1:
1272
+ merit_min_idx &= maxcv_filter <= np.min(
1273
+ maxcv_filter[merit_min_idx]
1274
+ )
1275
+
1276
+ if np.count_nonzero(merit_min_idx) > 1:
1277
+ merit_min_idx &= fun_filter <= np.min(
1278
+ fun_filter[merit_min_idx]
1279
+ )
1280
+ i = np.flatnonzero(merit_min_idx)[-1]
1281
+ elif not np.all(np.isnan(fun_filter)):
1282
+ # No maximum constraint violation is well-defined but at least one
1283
+ # point has a well-defined objective function value. We select the
1284
+ # point with the least objective function value. If there is a tie,
1285
+ # we select the most recent point.
1286
+ fun_min_idx = fun_filter <= np.nanmin(fun_filter)
1287
+ i = np.flatnonzero(fun_min_idx)[-1]
1288
+ else:
1289
+ # No point has a well-defined maximum constraint violation or
1290
+ # objective function value. We select the most recent point.
1291
+ i = len(fun_filter) - 1
1292
+ return (
1293
+ self.bounds.project(x_filter[i, :]),
1294
+ fun_filter[i],
1295
+ maxcv_filter[i],
1296
+ )
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/settings.py ADDED
@@ -0,0 +1,132 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import sys
2
+ from enum import Enum
3
+
4
+ import numpy as np
5
+
6
+
7
+ # Exit status.
8
+ class ExitStatus(Enum):
9
+ """
10
+ Exit statuses.
11
+ """
12
+
13
+ RADIUS_SUCCESS = 0
14
+ TARGET_SUCCESS = 1
15
+ FIXED_SUCCESS = 2
16
+ CALLBACK_SUCCESS = 3
17
+ FEASIBLE_SUCCESS = 4
18
+ MAX_EVAL_WARNING = 5
19
+ MAX_ITER_WARNING = 6
20
+ INFEASIBLE_ERROR = -1
21
+ LINALG_ERROR = -2
22
+
23
+
24
+ class Options(str, Enum):
25
+ """
26
+ Options.
27
+ """
28
+
29
+ DEBUG = "debug"
30
+ FEASIBILITY_TOL = "feasibility_tol"
31
+ FILTER_SIZE = "filter_size"
32
+ HISTORY_SIZE = "history_size"
33
+ MAX_EVAL = "maxfev"
34
+ MAX_ITER = "maxiter"
35
+ NPT = "nb_points"
36
+ RHOBEG = "radius_init"
37
+ RHOEND = "radius_final"
38
+ SCALE = "scale"
39
+ STORE_HISTORY = "store_history"
40
+ TARGET = "target"
41
+ VERBOSE = "disp"
42
+
43
+
44
+ class Constants(str, Enum):
45
+ """
46
+ Constants.
47
+ """
48
+
49
+ DECREASE_RADIUS_FACTOR = "decrease_radius_factor"
50
+ INCREASE_RADIUS_FACTOR = "increase_radius_factor"
51
+ INCREASE_RADIUS_THRESHOLD = "increase_radius_threshold"
52
+ DECREASE_RADIUS_THRESHOLD = "decrease_radius_threshold"
53
+ DECREASE_RESOLUTION_FACTOR = "decrease_resolution_factor"
54
+ LARGE_RESOLUTION_THRESHOLD = "large_resolution_threshold"
55
+ MODERATE_RESOLUTION_THRESHOLD = "moderate_resolution_threshold"
56
+ LOW_RATIO = "low_ratio"
57
+ HIGH_RATIO = "high_ratio"
58
+ VERY_LOW_RATIO = "very_low_ratio"
59
+ PENALTY_INCREASE_THRESHOLD = "penalty_increase_threshold"
60
+ PENALTY_INCREASE_FACTOR = "penalty_increase_factor"
61
+ SHORT_STEP_THRESHOLD = "short_step_threshold"
62
+ LOW_RADIUS_FACTOR = "low_radius_factor"
63
+ BYRD_OMOJOKUN_FACTOR = "byrd_omojokun_factor"
64
+ THRESHOLD_RATIO_CONSTRAINTS = "threshold_ratio_constraints"
65
+ LARGE_SHIFT_FACTOR = "large_shift_factor"
66
+ LARGE_GRADIENT_FACTOR = "large_gradient_factor"
67
+ RESOLUTION_FACTOR = "resolution_factor"
68
+ IMPROVE_TCG = "improve_tcg"
69
+
70
+
71
+ # Default options.
72
+ DEFAULT_OPTIONS = {
73
+ Options.DEBUG.value: False,
74
+ Options.FEASIBILITY_TOL.value: np.sqrt(np.finfo(float).eps),
75
+ Options.FILTER_SIZE.value: sys.maxsize,
76
+ Options.HISTORY_SIZE.value: sys.maxsize,
77
+ Options.MAX_EVAL.value: lambda n: 500 * n,
78
+ Options.MAX_ITER.value: lambda n: 1000 * n,
79
+ Options.NPT.value: lambda n: 2 * n + 1,
80
+ Options.RHOBEG.value: 1.0,
81
+ Options.RHOEND.value: 1e-6,
82
+ Options.SCALE.value: False,
83
+ Options.STORE_HISTORY.value: False,
84
+ Options.TARGET.value: -np.inf,
85
+ Options.VERBOSE.value: False,
86
+ }
87
+
88
+ # Default constants.
89
+ DEFAULT_CONSTANTS = {
90
+ Constants.DECREASE_RADIUS_FACTOR.value: 0.5,
91
+ Constants.INCREASE_RADIUS_FACTOR.value: np.sqrt(2.0),
92
+ Constants.INCREASE_RADIUS_THRESHOLD.value: 2.0,
93
+ Constants.DECREASE_RADIUS_THRESHOLD.value: 1.4,
94
+ Constants.DECREASE_RESOLUTION_FACTOR.value: 0.1,
95
+ Constants.LARGE_RESOLUTION_THRESHOLD.value: 250.0,
96
+ Constants.MODERATE_RESOLUTION_THRESHOLD.value: 16.0,
97
+ Constants.LOW_RATIO.value: 0.1,
98
+ Constants.HIGH_RATIO.value: 0.7,
99
+ Constants.VERY_LOW_RATIO.value: 0.01,
100
+ Constants.PENALTY_INCREASE_THRESHOLD.value: 1.5,
101
+ Constants.PENALTY_INCREASE_FACTOR.value: 2.0,
102
+ Constants.SHORT_STEP_THRESHOLD.value: 0.5,
103
+ Constants.LOW_RADIUS_FACTOR.value: 0.1,
104
+ Constants.BYRD_OMOJOKUN_FACTOR.value: 0.8,
105
+ Constants.THRESHOLD_RATIO_CONSTRAINTS.value: 2.0,
106
+ Constants.LARGE_SHIFT_FACTOR.value: 10.0,
107
+ Constants.LARGE_GRADIENT_FACTOR.value: 10.0,
108
+ Constants.RESOLUTION_FACTOR.value: 2.0,
109
+ Constants.IMPROVE_TCG.value: True,
110
+ }
111
+
112
+ # Printing options.
113
+ PRINT_OPTIONS = {
114
+ "threshold": 6,
115
+ "edgeitems": 2,
116
+ "linewidth": sys.maxsize,
117
+ "formatter": {
118
+ "float_kind": lambda x: np.format_float_scientific(
119
+ x,
120
+ precision=3,
121
+ unique=False,
122
+ pad_left=2,
123
+ )
124
+ },
125
+ }
126
+
127
+ # Constants.
128
+ BARRIER = 2.0 ** min(
129
+ 100,
130
+ np.finfo(float).maxexp // 2,
131
+ -np.finfo(float).minexp // 2,
132
+ )
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__init__.py ADDED
@@ -0,0 +1,14 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from .geometry import cauchy_geometry, spider_geometry
2
+ from .optim import (
3
+ tangential_byrd_omojokun,
4
+ constrained_tangential_byrd_omojokun,
5
+ normal_byrd_omojokun,
6
+ )
7
+
8
+ __all__ = [
9
+ "cauchy_geometry",
10
+ "spider_geometry",
11
+ "tangential_byrd_omojokun",
12
+ "constrained_tangential_byrd_omojokun",
13
+ "normal_byrd_omojokun",
14
+ ]
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/__init__.cpython-310.pyc ADDED
Binary file (440 Bytes). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/geometry.cpython-310.pyc ADDED
Binary file (8.63 kB). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/optim.cpython-310.pyc ADDED
Binary file (22.3 kB). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/geometry.py ADDED
@@ -0,0 +1,387 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import inspect
2
+
3
+ import numpy as np
4
+
5
+ from ..utils import get_arrays_tol
6
+
7
+
8
+ TINY = np.finfo(float).tiny
9
+
10
+
11
+ def cauchy_geometry(const, grad, curv, xl, xu, delta, debug):
12
+ r"""
13
+ Maximize approximately the absolute value of a quadratic function subject
14
+ to bound constraints in a trust region.
15
+
16
+ This function solves approximately
17
+
18
+ .. math::
19
+
20
+ \max_{s \in \mathbb{R}^n} \quad \bigg\lvert c + g^{\mathsf{T}} s +
21
+ \frac{1}{2} s^{\mathsf{T}} H s \bigg\rvert \quad \text{s.t.} \quad
22
+ \left\{ \begin{array}{l}
23
+ l \le s \le u,\\
24
+ \lVert s \rVert \le \Delta,
25
+ \end{array} \right.
26
+
27
+ by maximizing the objective function along the constrained Cauchy
28
+ direction.
29
+
30
+ Parameters
31
+ ----------
32
+ const : float
33
+ Constant :math:`c` as shown above.
34
+ grad : `numpy.ndarray`, shape (n,)
35
+ Gradient :math:`g` as shown above.
36
+ curv : callable
37
+ Curvature of :math:`H` along any vector.
38
+
39
+ ``curv(s) -> float``
40
+
41
+ returns :math:`s^{\mathsf{T}} H s`.
42
+ xl : `numpy.ndarray`, shape (n,)
43
+ Lower bounds :math:`l` as shown above.
44
+ xu : `numpy.ndarray`, shape (n,)
45
+ Upper bounds :math:`u` as shown above.
46
+ delta : float
47
+ Trust-region radius :math:`\Delta` as shown above.
48
+ debug : bool
49
+ Whether to make debugging tests during the execution.
50
+
51
+ Returns
52
+ -------
53
+ `numpy.ndarray`, shape (n,)
54
+ Approximate solution :math:`s`.
55
+
56
+ Notes
57
+ -----
58
+ This function is described as the first alternative in Section 6.5 of [1]_.
59
+ It is assumed that the origin is feasible with respect to the bound
60
+ constraints and that `delta` is finite and positive.
61
+
62
+ References
63
+ ----------
64
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
65
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
66
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
67
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
68
+ """
69
+ if debug:
70
+ assert isinstance(const, float)
71
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
72
+ assert inspect.signature(curv).bind(grad)
73
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
74
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
75
+ assert isinstance(delta, float)
76
+ assert isinstance(debug, bool)
77
+ tol = get_arrays_tol(xl, xu)
78
+ assert np.all(xl <= tol)
79
+ assert np.all(xu >= -tol)
80
+ assert np.isfinite(delta) and delta > 0.0
81
+ xl = np.minimum(xl, 0.0)
82
+ xu = np.maximum(xu, 0.0)
83
+
84
+ # To maximize the absolute value of a quadratic function, we maximize the
85
+ # function itself or its negative, and we choose the solution that provides
86
+ # the largest function value.
87
+ step1, q_val1 = _cauchy_geom(const, grad, curv, xl, xu, delta, debug)
88
+ step2, q_val2 = _cauchy_geom(
89
+ -const,
90
+ -grad,
91
+ lambda x: -curv(x),
92
+ xl,
93
+ xu,
94
+ delta,
95
+ debug,
96
+ )
97
+ step = step1 if abs(q_val1) >= abs(q_val2) else step2
98
+
99
+ if debug:
100
+ assert np.all(xl <= step)
101
+ assert np.all(step <= xu)
102
+ assert np.linalg.norm(step) < 1.1 * delta
103
+ return step
104
+
105
+
106
+ def spider_geometry(const, grad, curv, xpt, xl, xu, delta, debug):
107
+ r"""
108
+ Maximize approximately the absolute value of a quadratic function subject
109
+ to bound constraints in a trust region.
110
+
111
+ This function solves approximately
112
+
113
+ .. math::
114
+
115
+ \max_{s \in \mathbb{R}^n} \quad \bigg\lvert c + g^{\mathsf{T}} s +
116
+ \frac{1}{2} s^{\mathsf{T}} H s \bigg\rvert \quad \text{s.t.} \quad
117
+ \left\{ \begin{array}{l}
118
+ l \le s \le u,\\
119
+ \lVert s \rVert \le \Delta,
120
+ \end{array} \right.
121
+
122
+ by maximizing the objective function along given straight lines.
123
+
124
+ Parameters
125
+ ----------
126
+ const : float
127
+ Constant :math:`c` as shown above.
128
+ grad : `numpy.ndarray`, shape (n,)
129
+ Gradient :math:`g` as shown above.
130
+ curv : callable
131
+ Curvature of :math:`H` along any vector.
132
+
133
+ ``curv(s) -> float``
134
+
135
+ returns :math:`s^{\mathsf{T}} H s`.
136
+ xpt : `numpy.ndarray`, shape (n, npt)
137
+ Points defining the straight lines. The straight lines considered are
138
+ the ones passing through the origin and the points in `xpt`.
139
+ xl : `numpy.ndarray`, shape (n,)
140
+ Lower bounds :math:`l` as shown above.
141
+ xu : `numpy.ndarray`, shape (n,)
142
+ Upper bounds :math:`u` as shown above.
143
+ delta : float
144
+ Trust-region radius :math:`\Delta` as shown above.
145
+ debug : bool
146
+ Whether to make debugging tests during the execution.
147
+
148
+ Returns
149
+ -------
150
+ `numpy.ndarray`, shape (n,)
151
+ Approximate solution :math:`s`.
152
+
153
+ Notes
154
+ -----
155
+ This function is described as the second alternative in Section 6.5 of
156
+ [1]_. It is assumed that the origin is feasible with respect to the bound
157
+ constraints and that `delta` is finite and positive.
158
+
159
+ References
160
+ ----------
161
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
162
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
163
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
164
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
165
+ """
166
+ if debug:
167
+ assert isinstance(const, float)
168
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
169
+ assert inspect.signature(curv).bind(grad)
170
+ assert (
171
+ isinstance(xpt, np.ndarray)
172
+ and xpt.ndim == 2
173
+ and xpt.shape[0] == grad.size
174
+ )
175
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
176
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
177
+ assert isinstance(delta, float)
178
+ assert isinstance(debug, bool)
179
+ tol = get_arrays_tol(xl, xu)
180
+ assert np.all(xl <= tol)
181
+ assert np.all(xu >= -tol)
182
+ assert np.isfinite(delta) and delta > 0.0
183
+ xl = np.minimum(xl, 0.0)
184
+ xu = np.maximum(xu, 0.0)
185
+
186
+ # Iterate through the straight lines.
187
+ step = np.zeros_like(grad)
188
+ q_val = const
189
+ s_norm = np.linalg.norm(xpt, axis=0)
190
+
191
+ # Set alpha_xl to the step size for the lower-bound constraint and
192
+ # alpha_xu to the step size for the upper-bound constraint.
193
+
194
+ # xl.shape = (N,)
195
+ # xpt.shape = (N, M)
196
+ # i_xl_pos.shape = (M, N)
197
+ i_xl_pos = (xl > -np.inf) & (xpt.T > -TINY * xl)
198
+ i_xl_neg = (xl > -np.inf) & (xpt.T < TINY * xl)
199
+ i_xu_pos = (xu < np.inf) & (xpt.T > TINY * xu)
200
+ i_xu_neg = (xu < np.inf) & (xpt.T < -TINY * xu)
201
+
202
+ # (M, N)
203
+ alpha_xl_pos = np.atleast_2d(
204
+ np.broadcast_to(xl, i_xl_pos.shape)[i_xl_pos] / xpt.T[i_xl_pos]
205
+ )
206
+ # (M,)
207
+ alpha_xl_pos = np.max(alpha_xl_pos, axis=1, initial=-np.inf)
208
+ # make sure it's (M,)
209
+ alpha_xl_pos = np.broadcast_to(np.atleast_1d(alpha_xl_pos), xpt.shape[1])
210
+
211
+ alpha_xl_neg = np.atleast_2d(
212
+ np.broadcast_to(xl, i_xl_neg.shape)[i_xl_neg] / xpt.T[i_xl_neg]
213
+ )
214
+ alpha_xl_neg = np.max(alpha_xl_neg, axis=1, initial=np.inf)
215
+ alpha_xl_neg = np.broadcast_to(np.atleast_1d(alpha_xl_neg), xpt.shape[1])
216
+
217
+ alpha_xu_neg = np.atleast_2d(
218
+ np.broadcast_to(xu, i_xu_neg.shape)[i_xu_neg] / xpt.T[i_xu_neg]
219
+ )
220
+ alpha_xu_neg = np.max(alpha_xu_neg, axis=1, initial=-np.inf)
221
+ alpha_xu_neg = np.broadcast_to(np.atleast_1d(alpha_xu_neg), xpt.shape[1])
222
+
223
+ alpha_xu_pos = np.atleast_2d(
224
+ np.broadcast_to(xu, i_xu_pos.shape)[i_xu_pos] / xpt.T[i_xu_pos]
225
+ )
226
+ alpha_xu_pos = np.max(alpha_xu_pos, axis=1, initial=np.inf)
227
+ alpha_xu_pos = np.broadcast_to(np.atleast_1d(alpha_xu_pos), xpt.shape[1])
228
+
229
+ for k in range(xpt.shape[1]):
230
+ # Set alpha_tr to the step size for the trust-region constraint.
231
+ if s_norm[k] > TINY * delta:
232
+ alpha_tr = max(delta / s_norm[k], 0.0)
233
+ else:
234
+ # The current straight line is basically zero.
235
+ continue
236
+
237
+ alpha_bd_pos = max(min(alpha_xu_pos[k], alpha_xl_neg[k]), 0.0)
238
+ alpha_bd_neg = min(max(alpha_xl_pos[k], alpha_xu_neg[k]), 0.0)
239
+
240
+ # Set alpha_quad_pos and alpha_quad_neg to the step size to the extrema
241
+ # of the quadratic function along the positive and negative directions.
242
+ grad_step = grad @ xpt[:, k]
243
+ curv_step = curv(xpt[:, k])
244
+ if (
245
+ grad_step >= 0.0
246
+ and curv_step < -TINY * grad_step
247
+ or grad_step <= 0.0
248
+ and curv_step > -TINY * grad_step
249
+ ):
250
+ alpha_quad_pos = max(-grad_step / curv_step, 0.0)
251
+ else:
252
+ alpha_quad_pos = np.inf
253
+ if (
254
+ grad_step >= 0.0
255
+ and curv_step > TINY * grad_step
256
+ or grad_step <= 0.0
257
+ and curv_step < TINY * grad_step
258
+ ):
259
+ alpha_quad_neg = min(-grad_step / curv_step, 0.0)
260
+ else:
261
+ alpha_quad_neg = -np.inf
262
+
263
+ # Select the step that provides the largest value of the objective
264
+ # function if it improves the current best. The best positive step is
265
+ # either the one that reaches the constraints or the one that reaches
266
+ # the extremum of the objective function along the current direction
267
+ # (only possible if the resulting step is feasible). We test both, and
268
+ # we perform similar calculations along the negative step.
269
+ # N.B.: we select the largest possible step among all the ones that
270
+ # maximize the objective function. This is to avoid returning the zero
271
+ # step in some extreme cases.
272
+ alpha_pos = min(alpha_tr, alpha_bd_pos)
273
+ alpha_neg = max(-alpha_tr, alpha_bd_neg)
274
+ q_val_pos = (
275
+ const + alpha_pos * grad_step + 0.5 * alpha_pos**2.0 * curv_step
276
+ )
277
+ q_val_neg = (
278
+ const + alpha_neg * grad_step + 0.5 * alpha_neg**2.0 * curv_step
279
+ )
280
+ if alpha_quad_pos < alpha_pos:
281
+ q_val_quad_pos = (
282
+ const
283
+ + alpha_quad_pos * grad_step
284
+ + 0.5 * alpha_quad_pos**2.0 * curv_step
285
+ )
286
+ if abs(q_val_quad_pos) > abs(q_val_pos):
287
+ alpha_pos = alpha_quad_pos
288
+ q_val_pos = q_val_quad_pos
289
+ if alpha_quad_neg > alpha_neg:
290
+ q_val_quad_neg = (
291
+ const
292
+ + alpha_quad_neg * grad_step
293
+ + 0.5 * alpha_quad_neg**2.0 * curv_step
294
+ )
295
+ if abs(q_val_quad_neg) > abs(q_val_neg):
296
+ alpha_neg = alpha_quad_neg
297
+ q_val_neg = q_val_quad_neg
298
+ if abs(q_val_pos) >= abs(q_val_neg) and abs(q_val_pos) > abs(q_val):
299
+ step = np.clip(alpha_pos * xpt[:, k], xl, xu)
300
+ q_val = q_val_pos
301
+ elif abs(q_val_neg) > abs(q_val_pos) and abs(q_val_neg) > abs(q_val):
302
+ step = np.clip(alpha_neg * xpt[:, k], xl, xu)
303
+ q_val = q_val_neg
304
+
305
+ if debug:
306
+ assert np.all(xl <= step)
307
+ assert np.all(step <= xu)
308
+ assert np.linalg.norm(step) < 1.1 * delta
309
+ return step
310
+
311
+
312
+ def _cauchy_geom(const, grad, curv, xl, xu, delta, debug):
313
+ """
314
+ Same as `bound_constrained_cauchy_step` without the absolute value.
315
+ """
316
+ # Calculate the initial active set.
317
+ fixed_xl = (xl < 0.0) & (grad > 0.0)
318
+ fixed_xu = (xu > 0.0) & (grad < 0.0)
319
+
320
+ # Calculate the Cauchy step.
321
+ cauchy_step = np.zeros_like(grad)
322
+ cauchy_step[fixed_xl] = xl[fixed_xl]
323
+ cauchy_step[fixed_xu] = xu[fixed_xu]
324
+ if np.linalg.norm(cauchy_step) > delta:
325
+ working = fixed_xl | fixed_xu
326
+ while True:
327
+ # Calculate the Cauchy step for the directions in the working set.
328
+ g_norm = np.linalg.norm(grad[working])
329
+ delta_reduced = np.sqrt(
330
+ delta**2.0 - cauchy_step[~working] @ cauchy_step[~working]
331
+ )
332
+ if g_norm > TINY * abs(delta_reduced):
333
+ mu = max(delta_reduced / g_norm, 0.0)
334
+ else:
335
+ break
336
+ cauchy_step[working] = mu * grad[working]
337
+
338
+ # Update the working set.
339
+ fixed_xl = working & (cauchy_step < xl)
340
+ fixed_xu = working & (cauchy_step > xu)
341
+ if not np.any(fixed_xl) and not np.any(fixed_xu):
342
+ # Stop the calculations as the Cauchy step is now feasible.
343
+ break
344
+ cauchy_step[fixed_xl] = xl[fixed_xl]
345
+ cauchy_step[fixed_xu] = xu[fixed_xu]
346
+ working = working & ~(fixed_xl | fixed_xu)
347
+
348
+ # Calculate the step that maximizes the quadratic along the Cauchy step.
349
+ grad_step = grad @ cauchy_step
350
+ if grad_step >= 0.0:
351
+ # Set alpha_tr to the step size for the trust-region constraint.
352
+ s_norm = np.linalg.norm(cauchy_step)
353
+ if s_norm > TINY * delta:
354
+ alpha_tr = max(delta / s_norm, 0.0)
355
+ else:
356
+ # The Cauchy step is basically zero.
357
+ alpha_tr = 0.0
358
+
359
+ # Set alpha_quad to the step size for the maximization problem.
360
+ curv_step = curv(cauchy_step)
361
+ if curv_step < -TINY * grad_step:
362
+ alpha_quad = max(-grad_step / curv_step, 0.0)
363
+ else:
364
+ alpha_quad = np.inf
365
+
366
+ # Set alpha_bd to the step size for the bound constraints.
367
+ i_xl = (xl > -np.inf) & (cauchy_step < TINY * xl)
368
+ i_xu = (xu < np.inf) & (cauchy_step > TINY * xu)
369
+ alpha_xl = np.min(xl[i_xl] / cauchy_step[i_xl], initial=np.inf)
370
+ alpha_xu = np.min(xu[i_xu] / cauchy_step[i_xu], initial=np.inf)
371
+ alpha_bd = min(alpha_xl, alpha_xu)
372
+
373
+ # Calculate the solution and the corresponding function value.
374
+ alpha = min(alpha_tr, alpha_quad, alpha_bd)
375
+ step = np.clip(alpha * cauchy_step, xl, xu)
376
+ q_val = const + alpha * grad_step + 0.5 * alpha**2.0 * curv_step
377
+ else:
378
+ # This case is never reached in exact arithmetic. It prevents this
379
+ # function to return a step that decreases the objective function.
380
+ step = np.zeros_like(grad)
381
+ q_val = const
382
+
383
+ if debug:
384
+ assert np.all(xl <= step)
385
+ assert np.all(step <= xu)
386
+ assert np.linalg.norm(step) < 1.1 * delta
387
+ return step, q_val
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/subsolvers/optim.py ADDED
@@ -0,0 +1,1203 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import inspect
2
+
3
+ import numpy as np
4
+ from scipy.linalg import qr
5
+
6
+ from ..utils import get_arrays_tol
7
+
8
+
9
+ TINY = np.finfo(float).tiny
10
+ EPS = np.finfo(float).eps
11
+
12
+
13
+ def tangential_byrd_omojokun(grad, hess_prod, xl, xu, delta, debug, **kwargs):
14
+ r"""
15
+ Minimize approximately a quadratic function subject to bound constraints in
16
+ a trust region.
17
+
18
+ This function solves approximately
19
+
20
+ .. math::
21
+
22
+ \min_{s \in \mathbb{R}^n} \quad g^{\mathsf{T}} s + \frac{1}{2}
23
+ s^{\mathsf{T}} H s \quad \text{s.t.} \quad
24
+ \left\{ \begin{array}{l}
25
+ l \le s \le u\\
26
+ \lVert s \rVert \le \Delta,
27
+ \end{array} \right.
28
+
29
+ using an active-set variation of the truncated conjugate gradient method.
30
+
31
+ Parameters
32
+ ----------
33
+ grad : `numpy.ndarray`, shape (n,)
34
+ Gradient :math:`g` as shown above.
35
+ hess_prod : callable
36
+ Product of the Hessian matrix :math:`H` with any vector.
37
+
38
+ ``hess_prod(s) -> `numpy.ndarray`, shape (n,)``
39
+
40
+ returns the product :math:`H s`.
41
+ xl : `numpy.ndarray`, shape (n,)
42
+ Lower bounds :math:`l` as shown above.
43
+ xu : `numpy.ndarray`, shape (n,)
44
+ Upper bounds :math:`u` as shown above.
45
+ delta : float
46
+ Trust-region radius :math:`\Delta` as shown above.
47
+ debug : bool
48
+ Whether to make debugging tests during the execution.
49
+
50
+ Returns
51
+ -------
52
+ `numpy.ndarray`, shape (n,)
53
+ Approximate solution :math:`s`.
54
+
55
+ Other Parameters
56
+ ----------------
57
+ improve_tcg : bool, optional
58
+ If True, a solution generated by the truncated conjugate gradient
59
+ method that is on the boundary of the trust region is improved by
60
+ moving around the trust-region boundary on the two-dimensional space
61
+ spanned by the solution and the gradient of the quadratic function at
62
+ the solution (default is True).
63
+
64
+ Notes
65
+ -----
66
+ This function implements Algorithm 6.2 of [1]_. It is assumed that the
67
+ origin is feasible with respect to the bound constraints and that `delta`
68
+ is finite and positive.
69
+
70
+ References
71
+ ----------
72
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
73
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
74
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
75
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
76
+ """
77
+ if debug:
78
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
79
+ assert inspect.signature(hess_prod).bind(grad)
80
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
81
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
82
+ assert isinstance(delta, float)
83
+ assert isinstance(debug, bool)
84
+ tol = get_arrays_tol(xl, xu)
85
+ assert np.all(xl <= tol)
86
+ assert np.all(xu >= -tol)
87
+ assert np.isfinite(delta) and delta > 0.0
88
+ xl = np.minimum(xl, 0.0)
89
+ xu = np.maximum(xu, 0.0)
90
+
91
+ # Copy the arrays that may be modified by the code below.
92
+ n = grad.size
93
+ grad = np.copy(grad)
94
+ grad_orig = np.copy(grad)
95
+
96
+ # Calculate the initial active set.
97
+ free_bd = ((xl < 0.0) | (grad < 0.0)) & ((xu > 0.0) | (grad > 0.0))
98
+
99
+ # Set the initial iterate and the initial search direction.
100
+ step = np.zeros_like(grad)
101
+ sd = np.zeros_like(step)
102
+ sd[free_bd] = -grad[free_bd]
103
+
104
+ k = 0
105
+ reduct = 0.0
106
+ boundary_reached = False
107
+ while k < np.count_nonzero(free_bd):
108
+ # Stop the computations if sd is not a descent direction.
109
+ grad_sd = grad @ sd
110
+ if grad_sd >= -10.0 * EPS * n * max(1.0, np.linalg.norm(grad)):
111
+ break
112
+
113
+ # Set alpha_tr to the step size for the trust-region constraint.
114
+ try:
115
+ alpha_tr = _alpha_tr(step, sd, delta)
116
+ except ZeroDivisionError:
117
+ break
118
+
119
+ # Stop the computations if a step along sd is expected to give a
120
+ # relatively small reduction in the objective function.
121
+ if -alpha_tr * grad_sd <= 1e-8 * reduct:
122
+ break
123
+
124
+ # Set alpha_quad to the step size for the minimization problem.
125
+ hess_sd = hess_prod(sd)
126
+ curv_sd = sd @ hess_sd
127
+ if curv_sd > TINY * abs(grad_sd):
128
+ alpha_quad = max(-grad_sd / curv_sd, 0.0)
129
+ else:
130
+ alpha_quad = np.inf
131
+
132
+ # Stop the computations if the reduction in the objective function
133
+ # provided by an unconstrained step is small.
134
+ alpha = min(alpha_tr, alpha_quad)
135
+ if -alpha * (grad_sd + 0.5 * alpha * curv_sd) <= 1e-8 * reduct:
136
+ break
137
+
138
+ # Set alpha_bd to the step size for the bound constraints.
139
+ i_xl = (xl > -np.inf) & (sd < -TINY * np.abs(xl - step))
140
+ i_xu = (xu < np.inf) & (sd > TINY * np.abs(xu - step))
141
+ all_alpha_xl = np.full_like(step, np.inf)
142
+ all_alpha_xu = np.full_like(step, np.inf)
143
+ all_alpha_xl[i_xl] = np.maximum(
144
+ (xl[i_xl] - step[i_xl]) / sd[i_xl],
145
+ 0.0,
146
+ )
147
+ all_alpha_xu[i_xu] = np.maximum(
148
+ (xu[i_xu] - step[i_xu]) / sd[i_xu],
149
+ 0.0,
150
+ )
151
+ alpha_xl = np.min(all_alpha_xl)
152
+ alpha_xu = np.min(all_alpha_xu)
153
+ alpha_bd = min(alpha_xl, alpha_xu)
154
+
155
+ # Update the iterate.
156
+ alpha = min(alpha, alpha_bd)
157
+ if alpha > 0.0:
158
+ step[free_bd] = np.clip(
159
+ step[free_bd] + alpha * sd[free_bd],
160
+ xl[free_bd],
161
+ xu[free_bd],
162
+ )
163
+ grad += alpha * hess_sd
164
+ reduct -= alpha * (grad_sd + 0.5 * alpha * curv_sd)
165
+
166
+ if alpha < min(alpha_tr, alpha_bd):
167
+ # The current iteration is a conjugate gradient iteration. Update
168
+ # the search direction so that it is conjugate (with respect to H)
169
+ # to all the previous search directions.
170
+ beta = (grad[free_bd] @ hess_sd[free_bd]) / curv_sd
171
+ sd[free_bd] = beta * sd[free_bd] - grad[free_bd]
172
+ sd[~free_bd] = 0.0
173
+ k += 1
174
+ elif alpha < alpha_tr:
175
+ # The iterate is restricted by a bound constraint. Add this bound
176
+ # constraint to the active set, and restart the calculations.
177
+ if alpha_xl <= alpha:
178
+ i_new = np.argmin(all_alpha_xl)
179
+ step[i_new] = xl[i_new]
180
+ else:
181
+ i_new = np.argmin(all_alpha_xu)
182
+ step[i_new] = xu[i_new]
183
+ free_bd[i_new] = False
184
+ sd[free_bd] = -grad[free_bd]
185
+ sd[~free_bd] = 0.0
186
+ k = 0
187
+ else:
188
+ # The current iterate is on the trust-region boundary. Add all the
189
+ # active bounds to the working set to prepare for the improvement
190
+ # of the solution, and stop the iterations.
191
+ if alpha_xl <= alpha:
192
+ i_new = _argmin(all_alpha_xl)
193
+ step[i_new] = xl[i_new]
194
+ free_bd[i_new] = False
195
+ if alpha_xu <= alpha:
196
+ i_new = _argmin(all_alpha_xu)
197
+ step[i_new] = xu[i_new]
198
+ free_bd[i_new] = False
199
+ boundary_reached = True
200
+ break
201
+
202
+ # Attempt to improve the solution on the trust-region boundary.
203
+ if kwargs.get("improve_tcg", True) and boundary_reached:
204
+ step_base = np.copy(step)
205
+ step_comparator = grad_orig @ step_base + 0.5 * step_base @ hess_prod(
206
+ step_base
207
+ )
208
+
209
+ while np.count_nonzero(free_bd) > 0:
210
+ # Check whether a substantial reduction in the objective function
211
+ # is possible, and set the search direction.
212
+ step_sq = step[free_bd] @ step[free_bd]
213
+ grad_sq = grad[free_bd] @ grad[free_bd]
214
+ grad_step = grad[free_bd] @ step[free_bd]
215
+ grad_sd = -np.sqrt(max(step_sq * grad_sq - grad_step**2.0, 0.0))
216
+ sd[free_bd] = grad_step * step[free_bd] - step_sq * grad[free_bd]
217
+ sd[~free_bd] = 0.0
218
+ if grad_sd >= -1e-8 * reduct or np.any(
219
+ grad_sd >= -TINY * np.abs(sd[free_bd])
220
+ ):
221
+ break
222
+ sd[free_bd] /= -grad_sd
223
+
224
+ # Calculate an upper bound for the tangent of half the angle theta
225
+ # of this alternative iteration. The step will be updated as:
226
+ # step = cos(theta) * step + sin(theta) * sd.
227
+ temp_xl = np.zeros(n)
228
+ temp_xu = np.zeros(n)
229
+ temp_xl[free_bd] = (
230
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xl[free_bd] ** 2.0
231
+ )
232
+ temp_xu[free_bd] = (
233
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xu[free_bd] ** 2.0
234
+ )
235
+ temp_xl[temp_xl > 0.0] = (
236
+ np.sqrt(temp_xl[temp_xl > 0.0]) - sd[temp_xl > 0.0]
237
+ )
238
+ temp_xu[temp_xu > 0.0] = (
239
+ np.sqrt(temp_xu[temp_xu > 0.0]) + sd[temp_xu > 0.0]
240
+ )
241
+ dist_xl = np.maximum(step - xl, 0.0)
242
+ dist_xu = np.maximum(xu - step, 0.0)
243
+ i_xl = temp_xl > TINY * dist_xl
244
+ i_xu = temp_xu > TINY * dist_xu
245
+ all_t_xl = np.ones(n)
246
+ all_t_xu = np.ones(n)
247
+ all_t_xl[i_xl] = np.minimum(
248
+ all_t_xl[i_xl],
249
+ dist_xl[i_xl] / temp_xl[i_xl],
250
+ )
251
+ all_t_xu[i_xu] = np.minimum(
252
+ all_t_xu[i_xu],
253
+ dist_xu[i_xu] / temp_xu[i_xu],
254
+ )
255
+ t_xl = np.min(all_t_xl)
256
+ t_xu = np.min(all_t_xu)
257
+ t_bd = min(t_xl, t_xu)
258
+
259
+ # Calculate some curvature information.
260
+ hess_step = hess_prod(step)
261
+ hess_sd = hess_prod(sd)
262
+ curv_step = step @ hess_step
263
+ curv_sd = sd @ hess_sd
264
+ curv_step_sd = step @ hess_sd
265
+
266
+ # For a range of equally spaced values of tan(0.5 * theta),
267
+ # calculate the reduction in the objective function that would be
268
+ # obtained by accepting the corresponding angle.
269
+ n_samples = 20
270
+ n_samples = int((n_samples - 3) * t_bd + 3)
271
+ t_samples = np.linspace(t_bd / n_samples, t_bd, n_samples)
272
+ sin_values = 2.0 * t_samples / (1.0 + t_samples**2.0)
273
+ all_reduct = sin_values * (
274
+ grad_step * t_samples
275
+ - grad_sd
276
+ - t_samples * curv_step
277
+ + sin_values
278
+ * (t_samples * curv_step_sd - 0.5 * (curv_sd - curv_step))
279
+ )
280
+ if np.all(all_reduct <= 0.0):
281
+ # No reduction in the objective function is obtained.
282
+ break
283
+
284
+ # Accept the angle that provides the largest reduction in the
285
+ # objective function, and update the iterate.
286
+ i_max = np.argmax(all_reduct)
287
+ cos_value = (1.0 - t_samples[i_max] ** 2.0) / (
288
+ 1.0 + t_samples[i_max] ** 2.0
289
+ )
290
+ step[free_bd] = (
291
+ cos_value * step[free_bd] + sin_values[i_max] * sd[free_bd]
292
+ )
293
+ grad += (cos_value - 1.0) * hess_step + sin_values[i_max] * hess_sd
294
+ reduct += all_reduct[i_max]
295
+
296
+ # If the above angle is restricted by bound constraints, add them
297
+ # to the working set, and restart the alternative iteration.
298
+ # Otherwise, the calculations are terminated.
299
+ if t_bd < 1.0 and i_max == n_samples - 1:
300
+ if t_xl <= t_bd:
301
+ i_new = _argmin(all_t_xl)
302
+ step[i_new] = xl[i_new]
303
+ free_bd[i_new] = False
304
+ if t_xu <= t_bd:
305
+ i_new = _argmin(all_t_xu)
306
+ step[i_new] = xu[i_new]
307
+ free_bd[i_new] = False
308
+ else:
309
+ break
310
+
311
+ # Ensure that the alternative iteration improves the objective
312
+ # function.
313
+ if grad_orig @ step + 0.5 * step @ hess_prod(step) > step_comparator:
314
+ step = step_base
315
+
316
+ if debug:
317
+ assert np.all(xl <= step)
318
+ assert np.all(step <= xu)
319
+ assert np.linalg.norm(step) < 1.1 * delta
320
+ return step
321
+
322
+
323
+ def constrained_tangential_byrd_omojokun(
324
+ grad,
325
+ hess_prod,
326
+ xl,
327
+ xu,
328
+ aub,
329
+ bub,
330
+ aeq,
331
+ delta,
332
+ debug,
333
+ **kwargs,
334
+ ):
335
+ r"""
336
+ Minimize approximately a quadratic function subject to bound and linear
337
+ constraints in a trust region.
338
+
339
+ This function solves approximately
340
+
341
+ .. math::
342
+
343
+ \min_{s \in \mathbb{R}^n} \quad g^{\mathsf{T}} s + \frac{1}{2}
344
+ s^{\mathsf{T}} H s \quad \text{s.t.} \quad
345
+ \left\{ \begin{array}{l}
346
+ l \le s \le u,\\
347
+ A_{\scriptscriptstyle I} s \le b_{\scriptscriptstyle I},\\
348
+ A_{\scriptscriptstyle E} s = 0,\\
349
+ \lVert s \rVert \le \Delta,
350
+ \end{array} \right.
351
+
352
+ using an active-set variation of the truncated conjugate gradient method.
353
+
354
+ Parameters
355
+ ----------
356
+ grad : `numpy.ndarray`, shape (n,)
357
+ Gradient :math:`g` as shown above.
358
+ hess_prod : callable
359
+ Product of the Hessian matrix :math:`H` with any vector.
360
+
361
+ ``hess_prod(s) -> `numpy.ndarray`, shape (n,)``
362
+
363
+ returns the product :math:`H s`.
364
+ xl : `numpy.ndarray`, shape (n,)
365
+ Lower bounds :math:`l` as shown above.
366
+ xu : `numpy.ndarray`, shape (n,)
367
+ Upper bounds :math:`u` as shown above.
368
+ aub : `numpy.ndarray`, shape (m_linear_ub, n)
369
+ Coefficient matrix :math:`A_{\scriptscriptstyle I}` as shown above.
370
+ bub : `numpy.ndarray`, shape (m_linear_ub,)
371
+ Right-hand side :math:`b_{\scriptscriptstyle I}` as shown above.
372
+ aeq : `numpy.ndarray`, shape (m_linear_eq, n)
373
+ Coefficient matrix :math:`A_{\scriptscriptstyle E}` as shown above.
374
+ delta : float
375
+ Trust-region radius :math:`\Delta` as shown above.
376
+ debug : bool
377
+ Whether to make debugging tests during the execution.
378
+
379
+ Returns
380
+ -------
381
+ `numpy.ndarray`, shape (n,)
382
+ Approximate solution :math:`s`.
383
+
384
+ Other Parameters
385
+ ----------------
386
+ improve_tcg : bool, optional
387
+ If True, a solution generated by the truncated conjugate gradient
388
+ method that is on the boundary of the trust region is improved by
389
+ moving around the trust-region boundary on the two-dimensional space
390
+ spanned by the solution and the gradient of the quadratic function at
391
+ the solution (default is True).
392
+
393
+ Notes
394
+ -----
395
+ This function implements Algorithm 6.3 of [1]_. It is assumed that the
396
+ origin is feasible with respect to the bound and linear constraints, and
397
+ that `delta` is finite and positive.
398
+
399
+ References
400
+ ----------
401
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
402
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
403
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
404
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
405
+ """
406
+ if debug:
407
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
408
+ assert inspect.signature(hess_prod).bind(grad)
409
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
410
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
411
+ assert (
412
+ isinstance(aub, np.ndarray)
413
+ and aub.ndim == 2
414
+ and aub.shape[1] == grad.size
415
+ )
416
+ assert (
417
+ isinstance(bub, np.ndarray)
418
+ and bub.ndim == 1
419
+ and bub.size == aub.shape[0]
420
+ )
421
+ assert (
422
+ isinstance(aeq, np.ndarray)
423
+ and aeq.ndim == 2
424
+ and aeq.shape[1] == grad.size
425
+ )
426
+ assert isinstance(delta, float)
427
+ assert isinstance(debug, bool)
428
+ tol = get_arrays_tol(xl, xu)
429
+ assert np.all(xl <= tol)
430
+ assert np.all(xu >= -tol)
431
+ assert np.all(bub >= -tol)
432
+ assert np.isfinite(delta) and delta > 0.0
433
+ xl = np.minimum(xl, 0.0)
434
+ xu = np.maximum(xu, 0.0)
435
+ bub = np.maximum(bub, 0.0)
436
+
437
+ # Copy the arrays that may be modified by the code below.
438
+ n = grad.size
439
+ grad = np.copy(grad)
440
+ grad_orig = np.copy(grad)
441
+
442
+ # Calculate the initial active set.
443
+ free_xl = (xl < 0.0) | (grad < 0.0)
444
+ free_xu = (xu > 0.0) | (grad > 0.0)
445
+ free_ub = (bub > 0.0) | (aub @ grad > 0.0)
446
+ n_act, q = qr_tangential_byrd_omojokun(aub, aeq, free_xl, free_xu, free_ub)
447
+
448
+ # Set the initial iterate and the initial search direction.
449
+ step = np.zeros_like(grad)
450
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
451
+ resid = np.copy(bub)
452
+
453
+ k = 0
454
+ reduct = 0.0
455
+ boundary_reached = False
456
+ while k < n - n_act:
457
+ # Stop the computations if sd is not a descent direction.
458
+ grad_sd = grad @ sd
459
+ if grad_sd >= -10.0 * EPS * n * max(1.0, np.linalg.norm(grad)):
460
+ break
461
+
462
+ # Set alpha_tr to the step size for the trust-region constraint.
463
+ try:
464
+ alpha_tr = _alpha_tr(step, sd, delta)
465
+ except ZeroDivisionError:
466
+ break
467
+
468
+ # Stop the computations if a step along sd is expected to give a
469
+ # relatively small reduction in the objective function.
470
+ if -alpha_tr * grad_sd <= 1e-8 * reduct:
471
+ break
472
+
473
+ # Set alpha_quad to the step size for the minimization problem.
474
+ hess_sd = hess_prod(sd)
475
+ curv_sd = sd @ hess_sd
476
+ if curv_sd > TINY * abs(grad_sd):
477
+ alpha_quad = max(-grad_sd / curv_sd, 0.0)
478
+ else:
479
+ alpha_quad = np.inf
480
+
481
+ # Stop the computations if the reduction in the objective function
482
+ # provided by an unconstrained step is small.
483
+ alpha = min(alpha_tr, alpha_quad)
484
+ if -alpha * (grad_sd + 0.5 * alpha * curv_sd) <= 1e-8 * reduct:
485
+ break
486
+
487
+ # Set alpha_bd to the step size for the bound constraints.
488
+ i_xl = free_xl & (xl > -np.inf) & (sd < -TINY * np.abs(xl - step))
489
+ i_xu = free_xu & (xu < np.inf) & (sd > TINY * np.abs(xu - step))
490
+ all_alpha_xl = np.full_like(step, np.inf)
491
+ all_alpha_xu = np.full_like(step, np.inf)
492
+ all_alpha_xl[i_xl] = np.maximum(
493
+ (xl[i_xl] - step[i_xl]) / sd[i_xl],
494
+ 0.0,
495
+ )
496
+ all_alpha_xu[i_xu] = np.maximum(
497
+ (xu[i_xu] - step[i_xu]) / sd[i_xu],
498
+ 0.0,
499
+ )
500
+ alpha_xl = np.min(all_alpha_xl)
501
+ alpha_xu = np.min(all_alpha_xu)
502
+ alpha_bd = min(alpha_xl, alpha_xu)
503
+
504
+ # Set alpha_ub to the step size for the linear constraints.
505
+ aub_sd = aub @ sd
506
+ i_ub = free_ub & (aub_sd > TINY * np.abs(resid))
507
+ all_alpha_ub = np.full_like(bub, np.inf)
508
+ all_alpha_ub[i_ub] = resid[i_ub] / aub_sd[i_ub]
509
+ alpha_ub = np.min(all_alpha_ub, initial=np.inf)
510
+
511
+ # Update the iterate.
512
+ alpha = min(alpha, alpha_bd, alpha_ub)
513
+ if alpha > 0.0:
514
+ step = np.clip(step + alpha * sd, xl, xu)
515
+ grad += alpha * hess_sd
516
+ resid = np.maximum(0.0, resid - alpha * aub_sd)
517
+ reduct -= alpha * (grad_sd + 0.5 * alpha * curv_sd)
518
+
519
+ if alpha < min(alpha_tr, alpha_bd, alpha_ub):
520
+ # The current iteration is a conjugate gradient iteration. Update
521
+ # the search direction so that it is conjugate (with respect to H)
522
+ # to all the previous search directions.
523
+ grad_proj = q[:, n_act:] @ (q[:, n_act:].T @ grad)
524
+ beta = (grad_proj @ hess_sd) / curv_sd
525
+ sd = beta * sd - grad_proj
526
+ k += 1
527
+ elif alpha < alpha_tr:
528
+ # The iterate is restricted by a bound/linear constraint. Add this
529
+ # constraint to the active set, and restart the calculations.
530
+ if alpha_xl <= alpha:
531
+ i_new = np.argmin(all_alpha_xl)
532
+ step[i_new] = xl[i_new]
533
+ free_xl[i_new] = False
534
+ elif alpha_xu <= alpha:
535
+ i_new = np.argmin(all_alpha_xu)
536
+ step[i_new] = xu[i_new]
537
+ free_xu[i_new] = False
538
+ else:
539
+ i_new = np.argmin(all_alpha_ub)
540
+ free_ub[i_new] = False
541
+ n_act, q = qr_tangential_byrd_omojokun(
542
+ aub,
543
+ aeq,
544
+ free_xl,
545
+ free_xu,
546
+ free_ub,
547
+ )
548
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
549
+ k = 0
550
+ else:
551
+ # The current iterate is on the trust-region boundary. Add all the
552
+ # active bound/linear constraints to the working set to prepare for
553
+ # the improvement of the solution, and stop the iterations.
554
+ if alpha_xl <= alpha:
555
+ i_new = _argmin(all_alpha_xl)
556
+ step[i_new] = xl[i_new]
557
+ free_xl[i_new] = False
558
+ if alpha_xu <= alpha:
559
+ i_new = _argmin(all_alpha_xu)
560
+ step[i_new] = xu[i_new]
561
+ free_xu[i_new] = False
562
+ if alpha_ub <= alpha:
563
+ i_new = _argmin(all_alpha_ub)
564
+ free_ub[i_new] = False
565
+ n_act, q = qr_tangential_byrd_omojokun(
566
+ aub,
567
+ aeq,
568
+ free_xl,
569
+ free_xu,
570
+ free_ub,
571
+ )
572
+ boundary_reached = True
573
+ break
574
+
575
+ # Attempt to improve the solution on the trust-region boundary.
576
+ if kwargs.get("improve_tcg", True) and boundary_reached and n_act < n:
577
+ step_base = np.copy(step)
578
+ while n_act < n:
579
+ # Check whether a substantial reduction in the objective function
580
+ # is possible, and set the search direction.
581
+ step_proj = q[:, n_act:] @ (q[:, n_act:].T @ step)
582
+ grad_proj = q[:, n_act:] @ (q[:, n_act:].T @ grad)
583
+ step_sq = step_proj @ step_proj
584
+ grad_sq = grad_proj @ grad_proj
585
+ grad_step = grad_proj @ step_proj
586
+ grad_sd = -np.sqrt(max(step_sq * grad_sq - grad_step**2.0, 0.0))
587
+ sd = q[:, n_act:] @ (
588
+ q[:, n_act:].T @ (grad_step * step - step_sq * grad)
589
+ )
590
+ if grad_sd >= -1e-8 * reduct or np.any(
591
+ grad_sd >= -TINY * np.abs(sd)
592
+ ):
593
+ break
594
+ sd /= -grad_sd
595
+
596
+ # Calculate an upper bound for the tangent of half the angle theta
597
+ # of this alternative iteration for the bound constraints. The step
598
+ # will be updated as:
599
+ # step += (cos(theta) - 1) * step_proj + sin(theta) * sd.
600
+ temp_xl = np.zeros(n)
601
+ temp_xu = np.zeros(n)
602
+ dist_xl = np.maximum(step - xl, 0.0)
603
+ dist_xu = np.maximum(xu - step, 0.0)
604
+ temp_xl[free_xl] = sd[free_xl] ** 2.0 - dist_xl[free_xl] * (
605
+ dist_xl[free_xl] - 2.0 * step_proj[free_xl]
606
+ )
607
+ temp_xu[free_xu] = sd[free_xu] ** 2.0 - dist_xu[free_xu] * (
608
+ dist_xu[free_xu] + 2.0 * step_proj[free_xu]
609
+ )
610
+ temp_xl[temp_xl > 0.0] = (
611
+ np.sqrt(temp_xl[temp_xl > 0.0]) - sd[temp_xl > 0.0]
612
+ )
613
+ temp_xu[temp_xu > 0.0] = (
614
+ np.sqrt(temp_xu[temp_xu > 0.0]) + sd[temp_xu > 0.0]
615
+ )
616
+ i_xl = temp_xl > TINY * dist_xl
617
+ i_xu = temp_xu > TINY * dist_xu
618
+ all_t_xl = np.ones(n)
619
+ all_t_xu = np.ones(n)
620
+ all_t_xl[i_xl] = np.minimum(
621
+ all_t_xl[i_xl],
622
+ dist_xl[i_xl] / temp_xl[i_xl],
623
+ )
624
+ all_t_xu[i_xu] = np.minimum(
625
+ all_t_xu[i_xu],
626
+ dist_xu[i_xu] / temp_xu[i_xu],
627
+ )
628
+ t_xl = np.min(all_t_xl)
629
+ t_xu = np.min(all_t_xu)
630
+ t_bd = min(t_xl, t_xu)
631
+
632
+ # Calculate an upper bound for the tangent of half the angle theta
633
+ # of this alternative iteration for the linear constraints.
634
+ temp_ub = np.zeros_like(resid)
635
+ aub_step = aub @ step_proj
636
+ aub_sd = aub @ sd
637
+ temp_ub[free_ub] = aub_sd[free_ub] ** 2.0 - resid[free_ub] * (
638
+ resid[free_ub] + 2.0 * aub_step[free_ub]
639
+ )
640
+ temp_ub[temp_ub > 0.0] = (
641
+ np.sqrt(temp_ub[temp_ub > 0.0]) + aub_sd[temp_ub > 0.0]
642
+ )
643
+ i_ub = temp_ub > TINY * resid
644
+ all_t_ub = np.ones_like(resid)
645
+ all_t_ub[i_ub] = np.minimum(
646
+ all_t_ub[i_ub],
647
+ resid[i_ub] / temp_ub[i_ub],
648
+ )
649
+ t_ub = np.min(all_t_ub, initial=1.0)
650
+ t_min = min(t_bd, t_ub)
651
+
652
+ # Calculate some curvature information.
653
+ hess_step = hess_prod(step_proj)
654
+ hess_sd = hess_prod(sd)
655
+ curv_step = step_proj @ hess_step
656
+ curv_sd = sd @ hess_sd
657
+ curv_step_sd = step_proj @ hess_sd
658
+
659
+ # For a range of equally spaced values of tan(0.5 * theta),
660
+ # calculate the reduction in the objective function that would be
661
+ # obtained by accepting the corresponding angle.
662
+ n_samples = 20
663
+ n_samples = int((n_samples - 3) * t_min + 3)
664
+ t_samples = np.linspace(t_min / n_samples, t_min, n_samples)
665
+ sin_values = 2.0 * t_samples / (1.0 + t_samples**2.0)
666
+ all_reduct = sin_values * (
667
+ grad_step * t_samples
668
+ - grad_sd
669
+ - sin_values
670
+ * (
671
+ 0.5 * t_samples**2.0 * curv_step
672
+ - 2.0 * t_samples * curv_step_sd
673
+ + 0.5 * curv_sd
674
+ )
675
+ )
676
+ if np.all(all_reduct <= 0.0):
677
+ # No reduction in the objective function is obtained.
678
+ break
679
+
680
+ # Accept the angle that provides the largest reduction in the
681
+ # objective function, and update the iterate.
682
+ i_max = np.argmax(all_reduct)
683
+ cos_value = (1.0 - t_samples[i_max] ** 2.0) / (
684
+ 1.0 + t_samples[i_max] ** 2.0
685
+ )
686
+ step = np.clip(
687
+ step + (cos_value - 1.0) * step_proj + sin_values[i_max] * sd,
688
+ xl,
689
+ xu,
690
+ )
691
+ grad += (cos_value - 1.0) * hess_step + sin_values[i_max] * hess_sd
692
+ resid = np.maximum(
693
+ 0.0,
694
+ resid
695
+ - (cos_value - 1.0) * aub_step
696
+ - sin_values[i_max] * aub_sd,
697
+ )
698
+ reduct += all_reduct[i_max]
699
+
700
+ # If the above angle is restricted by bound constraints, add them
701
+ # to the working set, and restart the alternative iteration.
702
+ # Otherwise, the calculations are terminated.
703
+ if t_min < 1.0 and i_max == n_samples - 1:
704
+ if t_xl <= t_min:
705
+ i_new = _argmin(all_t_xl)
706
+ step[i_new] = xl[i_new]
707
+ free_xl[i_new] = False
708
+ if t_xu <= t_min:
709
+ i_new = _argmin(all_t_xu)
710
+ step[i_new] = xu[i_new]
711
+ free_xl[i_new] = False
712
+ if t_ub <= t_min:
713
+ i_new = _argmin(all_t_ub)
714
+ free_ub[i_new] = False
715
+ n_act, q = qr_tangential_byrd_omojokun(
716
+ aub,
717
+ aeq,
718
+ free_xl,
719
+ free_xu,
720
+ free_ub,
721
+ )
722
+ else:
723
+ break
724
+
725
+ # Ensure that the alternative iteration improves the objective
726
+ # function.
727
+ if grad_orig @ step + 0.5 * step @ hess_prod(
728
+ step
729
+ ) > grad_orig @ step_base + 0.5 * step_base @ hess_prod(step_base):
730
+ step = step_base
731
+
732
+ if debug:
733
+ tol = get_arrays_tol(xl, xu)
734
+ assert np.all(xl <= step)
735
+ assert np.all(step <= xu)
736
+ assert np.all(aub @ step <= bub + tol)
737
+ assert np.all(np.abs(aeq @ step) <= tol)
738
+ assert np.linalg.norm(step) < 1.1 * delta
739
+ return step
740
+
741
+
742
+ def normal_byrd_omojokun(aub, bub, aeq, beq, xl, xu, delta, debug, **kwargs):
743
+ r"""
744
+ Minimize approximately a linear constraint violation subject to bound
745
+ constraints in a trust region.
746
+
747
+ This function solves approximately
748
+
749
+ .. math::
750
+
751
+ \min_{s \in \mathbb{R}^n} \quad \frac{1}{2} \big( \lVert \max \{
752
+ A_{\scriptscriptstyle I} s - b_{\scriptscriptstyle I}, 0 \} \rVert^2 +
753
+ \lVert A_{\scriptscriptstyle E} s - b_{\scriptscriptstyle E} \rVert^2
754
+ \big) \quad \text{s.t.}
755
+ \quad
756
+ \left\{ \begin{array}{l}
757
+ l \le s \le u,\\
758
+ \lVert s \rVert \le \Delta,
759
+ \end{array} \right.
760
+
761
+ using a variation of the truncated conjugate gradient method.
762
+
763
+ Parameters
764
+ ----------
765
+ aub : `numpy.ndarray`, shape (m_linear_ub, n)
766
+ Matrix :math:`A_{\scriptscriptstyle I}` as shown above.
767
+ bub : `numpy.ndarray`, shape (m_linear_ub,)
768
+ Vector :math:`b_{\scriptscriptstyle I}` as shown above.
769
+ aeq : `numpy.ndarray`, shape (m_linear_eq, n)
770
+ Matrix :math:`A_{\scriptscriptstyle E}` as shown above.
771
+ beq : `numpy.ndarray`, shape (m_linear_eq,)
772
+ Vector :math:`b_{\scriptscriptstyle E}` as shown above.
773
+ xl : `numpy.ndarray`, shape (n,)
774
+ Lower bounds :math:`l` as shown above.
775
+ xu : `numpy.ndarray`, shape (n,)
776
+ Upper bounds :math:`u` as shown above.
777
+ delta : float
778
+ Trust-region radius :math:`\Delta` as shown above.
779
+ debug : bool
780
+ Whether to make debugging tests during the execution.
781
+
782
+ Returns
783
+ -------
784
+ `numpy.ndarray`, shape (n,)
785
+ Approximate solution :math:`s`.
786
+
787
+ Other Parameters
788
+ ----------------
789
+ improve_tcg : bool, optional
790
+ If True, a solution generated by the truncated conjugate gradient
791
+ method that is on the boundary of the trust region is improved by
792
+ moving around the trust-region boundary on the two-dimensional space
793
+ spanned by the solution and the gradient of the quadratic function at
794
+ the solution (default is True).
795
+
796
+ Notes
797
+ -----
798
+ This function implements Algorithm 6.4 of [1]_. It is assumed that the
799
+ origin is feasible with respect to the bound constraints and that `delta`
800
+ is finite and positive.
801
+
802
+ References
803
+ ----------
804
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
805
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
806
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
807
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
808
+ """
809
+ if debug:
810
+ assert isinstance(aub, np.ndarray) and aub.ndim == 2
811
+ assert (
812
+ isinstance(bub, np.ndarray)
813
+ and bub.ndim == 1
814
+ and bub.size == aub.shape[0]
815
+ )
816
+ assert (
817
+ isinstance(aeq, np.ndarray)
818
+ and aeq.ndim == 2
819
+ and aeq.shape[1] == aub.shape[1]
820
+ )
821
+ assert (
822
+ isinstance(beq, np.ndarray)
823
+ and beq.ndim == 1
824
+ and beq.size == aeq.shape[0]
825
+ )
826
+ assert isinstance(xl, np.ndarray) and xl.shape == (aub.shape[1],)
827
+ assert isinstance(xu, np.ndarray) and xu.shape == (aub.shape[1],)
828
+ assert isinstance(delta, float)
829
+ assert isinstance(debug, bool)
830
+ tol = get_arrays_tol(xl, xu)
831
+ assert np.all(xl <= tol)
832
+ assert np.all(xu >= -tol)
833
+ assert np.isfinite(delta) and delta > 0.0
834
+ xl = np.minimum(xl, 0.0)
835
+ xu = np.maximum(xu, 0.0)
836
+
837
+ # Calculate the initial active set.
838
+ m_linear_ub, n = aub.shape
839
+ grad = np.r_[aeq.T @ -beq, np.maximum(0.0, -bub)]
840
+ free_xl = (xl < 0.0) | (grad[:n] < 0.0)
841
+ free_xu = (xu > 0.0) | (grad[:n] > 0.0)
842
+ free_slack = bub < 0.0
843
+ free_ub = (bub > 0.0) | (aub @ grad[:n] - grad[n:] > 0.0)
844
+ n_act, q = qr_normal_byrd_omojokun(
845
+ aub,
846
+ free_xl,
847
+ free_xu,
848
+ free_slack,
849
+ free_ub,
850
+ )
851
+
852
+ # Calculate an upper bound on the norm of the slack variables. It is not
853
+ # used in the original algorithm, but it may prevent undesired behaviors
854
+ # engendered by computer rounding errors.
855
+ delta_slack = np.sqrt(beq @ beq + grad[n:] @ grad[n:])
856
+
857
+ # Set the initial iterate and the initial search direction.
858
+ step = np.zeros(n)
859
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
860
+ resid = bub + grad[n:]
861
+
862
+ k = 0
863
+ reduct = 0.0
864
+ boundary_reached = False
865
+ while k < n + m_linear_ub - n_act:
866
+ # Stop the computations if sd is not a descent direction.
867
+ grad_sd = grad @ sd
868
+ if grad_sd >= -10.0 * EPS * n * max(1.0, np.linalg.norm(grad)):
869
+ break
870
+
871
+ # Set alpha_tr to the step size for the trust-region constraint.
872
+ try:
873
+ alpha_tr = _alpha_tr(step, sd[:n], delta)
874
+ except ZeroDivisionError:
875
+ alpha_tr = np.inf
876
+
877
+ # Prevent undesired behaviors engendered by computer rounding errors by
878
+ # considering the trust-region constraint on the slack variables.
879
+ try:
880
+ alpha_tr = min(alpha_tr, _alpha_tr(grad[n:], sd[n:], delta_slack))
881
+ except ZeroDivisionError:
882
+ pass
883
+
884
+ # Stop the computations if a step along sd is expected to give a
885
+ # relatively small reduction in the objective function.
886
+ if -alpha_tr * grad_sd <= 1e-8 * reduct:
887
+ break
888
+
889
+ # Set alpha_quad to the step size for the minimization problem.
890
+ hess_sd = np.r_[aeq.T @ (aeq @ sd[:n]), sd[n:]]
891
+ curv_sd = sd @ hess_sd
892
+ if curv_sd > TINY * abs(grad_sd):
893
+ alpha_quad = max(-grad_sd / curv_sd, 0.0)
894
+ else:
895
+ alpha_quad = np.inf
896
+
897
+ # Stop the computations if the reduction in the objective function
898
+ # provided by an unconstrained step is small.
899
+ alpha = min(alpha_tr, alpha_quad)
900
+ if -alpha * (grad_sd + 0.5 * alpha * curv_sd) <= 1e-8 * reduct:
901
+ break
902
+
903
+ # Set alpha_bd to the step size for the bound constraints.
904
+ i_xl = free_xl & (xl > -np.inf) & (sd[:n] < -TINY * np.abs(xl - step))
905
+ i_xu = free_xu & (xu < np.inf) & (sd[:n] > TINY * np.abs(xu - step))
906
+ i_slack = free_slack & (sd[n:] < -TINY * np.abs(grad[n:]))
907
+ all_alpha_xl = np.full_like(step, np.inf)
908
+ all_alpha_xu = np.full_like(step, np.inf)
909
+ all_alpha_slack = np.full_like(bub, np.inf)
910
+ all_alpha_xl[i_xl] = np.maximum(
911
+ (xl[i_xl] - step[i_xl]) / sd[:n][i_xl],
912
+ 0.0,
913
+ )
914
+ all_alpha_xu[i_xu] = np.maximum(
915
+ (xu[i_xu] - step[i_xu]) / sd[:n][i_xu],
916
+ 0.0,
917
+ )
918
+ all_alpha_slack[i_slack] = np.maximum(
919
+ -grad[n:][i_slack] / sd[n:][i_slack],
920
+ 0.0,
921
+ )
922
+ alpha_xl = np.min(all_alpha_xl)
923
+ alpha_xu = np.min(all_alpha_xu)
924
+ alpha_slack = np.min(all_alpha_slack, initial=np.inf)
925
+ alpha_bd = min(alpha_xl, alpha_xu, alpha_slack)
926
+
927
+ # Set alpha_ub to the step size for the linear constraints.
928
+ aub_sd = aub @ sd[:n] - sd[n:]
929
+ i_ub = free_ub & (aub_sd > TINY * np.abs(resid))
930
+ all_alpha_ub = np.full_like(bub, np.inf)
931
+ all_alpha_ub[i_ub] = resid[i_ub] / aub_sd[i_ub]
932
+ alpha_ub = np.min(all_alpha_ub, initial=np.inf)
933
+
934
+ # Update the iterate.
935
+ alpha = min(alpha, alpha_bd, alpha_ub)
936
+ if alpha > 0.0:
937
+ step = np.clip(step + alpha * sd[:n], xl, xu)
938
+ grad += alpha * hess_sd
939
+ resid = np.maximum(0.0, resid - alpha * aub_sd)
940
+ reduct -= alpha * (grad_sd + 0.5 * alpha * curv_sd)
941
+
942
+ if alpha < min(alpha_tr, alpha_bd, alpha_ub):
943
+ # The current iteration is a conjugate gradient iteration. Update
944
+ # the search direction so that it is conjugate (with respect to H)
945
+ # to all the previous search directions.
946
+ grad_proj = q[:, n_act:] @ (q[:, n_act:].T @ grad)
947
+ beta = (grad_proj @ hess_sd) / curv_sd
948
+ sd = beta * sd - grad_proj
949
+ k += 1
950
+ elif alpha < alpha_tr:
951
+ # The iterate is restricted by a bound/linear constraint. Add this
952
+ # constraint to the active set, and restart the calculations.
953
+ if alpha_xl <= alpha:
954
+ i_new = np.argmin(all_alpha_xl)
955
+ step[i_new] = xl[i_new]
956
+ free_xl[i_new] = False
957
+ elif alpha_xu <= alpha:
958
+ i_new = np.argmin(all_alpha_xu)
959
+ step[i_new] = xu[i_new]
960
+ free_xu[i_new] = False
961
+ elif alpha_slack <= alpha:
962
+ i_new = np.argmin(all_alpha_slack)
963
+ free_slack[i_new] = False
964
+ else:
965
+ i_new = np.argmin(all_alpha_ub)
966
+ free_ub[i_new] = False
967
+ n_act, q = qr_normal_byrd_omojokun(
968
+ aub, free_xl, free_xu, free_slack, free_ub
969
+ )
970
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
971
+ k = 0
972
+ else:
973
+ # The current iterate is on the trust-region boundary. Add all the
974
+ # active bound constraints to the working set to prepare for the
975
+ # improvement of the solution, and stop the iterations.
976
+ if alpha_xl <= alpha:
977
+ i_new = _argmin(all_alpha_xl)
978
+ step[i_new] = xl[i_new]
979
+ free_xl[i_new] = False
980
+ if alpha_xu <= alpha:
981
+ i_new = _argmin(all_alpha_xu)
982
+ step[i_new] = xu[i_new]
983
+ free_xu[i_new] = False
984
+ boundary_reached = True
985
+ break
986
+
987
+ # Attempt to improve the solution on the trust-region boundary.
988
+ if kwargs.get("improve_tcg", True) and boundary_reached:
989
+ step_base = np.copy(step)
990
+ free_bd = free_xl & free_xu
991
+ grad = aub.T @ np.maximum(aub @ step - bub, 0.0) + aeq.T @ (
992
+ aeq @ step - beq
993
+ )
994
+ sd = np.zeros(n)
995
+ while np.count_nonzero(free_bd) > 0:
996
+ # Check whether a substantial reduction in the objective function
997
+ # is possible, and set the search direction.
998
+ step_sq = step[free_bd] @ step[free_bd]
999
+ grad_sq = grad[free_bd] @ grad[free_bd]
1000
+ grad_step = grad[free_bd] @ step[free_bd]
1001
+ grad_sd = -np.sqrt(max(step_sq * grad_sq - grad_step**2.0, 0.0))
1002
+ sd[free_bd] = grad_step * step[free_bd] - step_sq * grad[free_bd]
1003
+ sd[~free_bd] = 0.0
1004
+ if grad_sd >= -1e-8 * reduct or np.any(
1005
+ grad_sd >= -TINY * np.abs(sd[free_bd])
1006
+ ):
1007
+ break
1008
+ sd[free_bd] /= -grad_sd
1009
+
1010
+ # Calculate an upper bound for the tangent of half the angle theta
1011
+ # of this alternative iteration. The step will be updated as:
1012
+ # step = cos(theta) * step + sin(theta) * sd.
1013
+ temp_xl = np.zeros(n)
1014
+ temp_xu = np.zeros(n)
1015
+ temp_xl[free_bd] = (
1016
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xl[free_bd] ** 2.0
1017
+ )
1018
+ temp_xu[free_bd] = (
1019
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xu[free_bd] ** 2.0
1020
+ )
1021
+ temp_xl[temp_xl > 0.0] = (
1022
+ np.sqrt(temp_xl[temp_xl > 0.0]) - sd[temp_xl > 0.0]
1023
+ )
1024
+ temp_xu[temp_xu > 0.0] = (
1025
+ np.sqrt(temp_xu[temp_xu > 0.0]) + sd[temp_xu > 0.0]
1026
+ )
1027
+ dist_xl = np.maximum(step - xl, 0.0)
1028
+ dist_xu = np.maximum(xu - step, 0.0)
1029
+ i_xl = temp_xl > TINY * dist_xl
1030
+ i_xu = temp_xu > TINY * dist_xu
1031
+ all_t_xl = np.ones(n)
1032
+ all_t_xu = np.ones(n)
1033
+ all_t_xl[i_xl] = np.minimum(
1034
+ all_t_xl[i_xl],
1035
+ dist_xl[i_xl] / temp_xl[i_xl],
1036
+ )
1037
+ all_t_xu[i_xu] = np.minimum(
1038
+ all_t_xu[i_xu],
1039
+ dist_xu[i_xu] / temp_xu[i_xu],
1040
+ )
1041
+ t_xl = np.min(all_t_xl)
1042
+ t_xu = np.min(all_t_xu)
1043
+ t_bd = min(t_xl, t_xu)
1044
+
1045
+ # For a range of equally spaced values of tan(0.5 * theta),
1046
+ # calculate the reduction in the objective function that would be
1047
+ # obtained by accepting the corresponding angle.
1048
+ n_samples = 20
1049
+ n_samples = int((n_samples - 3) * t_bd + 3)
1050
+ t_samples = np.linspace(t_bd / n_samples, t_bd, n_samples)
1051
+ resid_ub = np.maximum(aub @ step - bub, 0.0)
1052
+ resid_eq = aeq @ step - beq
1053
+ step_proj = np.copy(step)
1054
+ step_proj[~free_bd] = 0.0
1055
+ all_reduct = np.empty(n_samples)
1056
+ for i in range(n_samples):
1057
+ sin_value = 2.0 * t_samples[i] / (1.0 + t_samples[i] ** 2.0)
1058
+ step_alt = np.clip(
1059
+ step + sin_value * (sd - t_samples[i] * step_proj),
1060
+ xl,
1061
+ xu,
1062
+ )
1063
+ resid_ub_alt = np.maximum(aub @ step_alt - bub, 0.0)
1064
+ resid_eq_alt = aeq @ step_alt - beq
1065
+ all_reduct[i] = 0.5 * (
1066
+ resid_ub @ resid_ub
1067
+ + resid_eq @ resid_eq
1068
+ - resid_ub_alt @ resid_ub_alt
1069
+ - resid_eq_alt @ resid_eq_alt
1070
+ )
1071
+ if np.all(all_reduct <= 0.0):
1072
+ # No reduction in the objective function is obtained.
1073
+ break
1074
+
1075
+ # Accept the angle that provides the largest reduction in the
1076
+ # objective function, and update the iterate.
1077
+ i_max = np.argmax(all_reduct)
1078
+ cos_value = (1.0 - t_samples[i_max] ** 2.0) / (
1079
+ 1.0 + t_samples[i_max] ** 2.0
1080
+ )
1081
+ sin_value = (2.0 * t_samples[i_max]
1082
+ / (1.0 + t_samples[i_max] ** 2.0))
1083
+ step[free_bd] = cos_value * step[free_bd] + sin_value * sd[free_bd]
1084
+ grad = aub.T @ np.maximum(aub @ step - bub, 0.0) + aeq.T @ (
1085
+ aeq @ step - beq
1086
+ )
1087
+ reduct += all_reduct[i_max]
1088
+
1089
+ # If the above angle is restricted by bound constraints, add them
1090
+ # to the working set, and restart the alternative iteration.
1091
+ # Otherwise, the calculations are terminated.
1092
+ if t_bd < 1.0 and i_max == n_samples - 1:
1093
+ if t_xl <= t_bd:
1094
+ i_new = _argmin(all_t_xl)
1095
+ step[i_new] = xl[i_new]
1096
+ free_bd[i_new] = False
1097
+ if t_xu <= t_bd:
1098
+ i_new = _argmin(all_t_xu)
1099
+ step[i_new] = xu[i_new]
1100
+ free_bd[i_new] = False
1101
+ else:
1102
+ break
1103
+
1104
+ # Ensure that the alternative iteration improves the objective
1105
+ # function.
1106
+ resid_ub = np.maximum(aub @ step - bub, 0.0)
1107
+ resid_ub_base = np.maximum(aub @ step_base - bub, 0.0)
1108
+ resid_eq = aeq @ step - beq
1109
+ resid_eq_base = aeq @ step_base - beq
1110
+ if (
1111
+ resid_ub @ resid_ub + resid_eq @ resid_eq
1112
+ > resid_ub_base @ resid_ub_base + resid_eq_base @ resid_eq_base
1113
+ ):
1114
+ step = step_base
1115
+
1116
+ if debug:
1117
+ assert np.all(xl <= step)
1118
+ assert np.all(step <= xu)
1119
+ assert np.linalg.norm(step) < 1.1 * delta
1120
+ return step
1121
+
1122
+
1123
+ def qr_tangential_byrd_omojokun(aub, aeq, free_xl, free_xu, free_ub):
1124
+ n = free_xl.size
1125
+ identity = np.eye(n)
1126
+ q, r, _ = qr(
1127
+ np.block(
1128
+ [
1129
+ [aeq],
1130
+ [aub[~free_ub, :]],
1131
+ [-identity[~free_xl, :]],
1132
+ [identity[~free_xu, :]],
1133
+ ]
1134
+ ).T,
1135
+ pivoting=True,
1136
+ )
1137
+ n_act = np.count_nonzero(
1138
+ np.abs(np.diag(r))
1139
+ >= 10.0
1140
+ * EPS
1141
+ * n
1142
+ * np.linalg.norm(r[: np.min(r.shape), : np.min(r.shape)], axis=0)
1143
+ )
1144
+ return n_act, q
1145
+
1146
+
1147
+ def qr_normal_byrd_omojokun(aub, free_xl, free_xu, free_slack, free_ub):
1148
+ m_linear_ub, n = aub.shape
1149
+ identity_n = np.eye(n)
1150
+ identity_m = np.eye(m_linear_ub)
1151
+ q, r, _ = qr(
1152
+ np.block(
1153
+ [
1154
+ [
1155
+ aub[~free_ub, :],
1156
+ -identity_m[~free_ub, :],
1157
+ ],
1158
+ [
1159
+ np.zeros((m_linear_ub - np.count_nonzero(free_slack), n)),
1160
+ -identity_m[~free_slack, :],
1161
+ ],
1162
+ [
1163
+ -identity_n[~free_xl, :],
1164
+ np.zeros((n - np.count_nonzero(free_xl), m_linear_ub)),
1165
+ ],
1166
+ [
1167
+ identity_n[~free_xu, :],
1168
+ np.zeros((n - np.count_nonzero(free_xu), m_linear_ub)),
1169
+ ],
1170
+ ]
1171
+ ).T,
1172
+ pivoting=True,
1173
+ )
1174
+ n_act = np.count_nonzero(
1175
+ np.abs(np.diag(r))
1176
+ >= 10.0
1177
+ * EPS
1178
+ * (n + m_linear_ub)
1179
+ * np.linalg.norm(r[: np.min(r.shape), : np.min(r.shape)], axis=0)
1180
+ )
1181
+ return n_act, q
1182
+
1183
+
1184
+ def _alpha_tr(step, sd, delta):
1185
+ step_sd = step @ sd
1186
+ sd_sq = sd @ sd
1187
+ dist_tr_sq = delta**2.0 - step @ step
1188
+ temp = np.sqrt(max(step_sd**2.0 + sd_sq * dist_tr_sq, 0.0))
1189
+ if step_sd <= 0.0 and sd_sq > TINY * abs(temp - step_sd):
1190
+ alpha_tr = max((temp - step_sd) / sd_sq, 0.0)
1191
+ elif abs(temp + step_sd) > TINY * dist_tr_sq:
1192
+ alpha_tr = max(dist_tr_sq / (temp + step_sd), 0.0)
1193
+ else:
1194
+ raise ZeroDivisionError
1195
+ return alpha_tr
1196
+
1197
+
1198
+ def _argmax(x):
1199
+ return np.flatnonzero(x >= np.max(x))
1200
+
1201
+
1202
+ def _argmin(x):
1203
+ return np.flatnonzero(x <= np.min(x))
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__init__.py ADDED
@@ -0,0 +1,18 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from .exceptions import (
2
+ MaxEvalError,
3
+ TargetSuccess,
4
+ CallbackSuccess,
5
+ FeasibleSuccess,
6
+ )
7
+ from .math import get_arrays_tol, exact_1d_array
8
+ from .versions import show_versions
9
+
10
+ __all__ = [
11
+ "MaxEvalError",
12
+ "TargetSuccess",
13
+ "CallbackSuccess",
14
+ "FeasibleSuccess",
15
+ "get_arrays_tol",
16
+ "exact_1d_array",
17
+ "show_versions",
18
+ ]
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/__init__.cpython-310.pyc ADDED
Binary file (476 Bytes). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/exceptions.cpython-310.pyc ADDED
Binary file (1.04 kB). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/math.cpython-310.pyc ADDED
Binary file (2.18 kB). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/__pycache__/versions.cpython-310.pyc ADDED
Binary file (1.81 kB). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/exceptions.py ADDED
@@ -0,0 +1,22 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ class MaxEvalError(Exception):
2
+ """
3
+ Exception raised when the maximum number of evaluations is reached.
4
+ """
5
+
6
+
7
+ class TargetSuccess(Exception):
8
+ """
9
+ Exception raised when the target value is reached.
10
+ """
11
+
12
+
13
+ class CallbackSuccess(StopIteration):
14
+ """
15
+ Exception raised when the callback function raises a ``StopIteration``.
16
+ """
17
+
18
+
19
+ class FeasibleSuccess(Exception):
20
+ """
21
+ Exception raised when a feasible point of a feasible problem is found.
22
+ """
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/math.py ADDED
@@ -0,0 +1,77 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+
3
+
4
+ EPS = np.finfo(float).eps
5
+
6
+
7
+ def get_arrays_tol(*arrays):
8
+ """
9
+ Get a relative tolerance for a set of arrays.
10
+
11
+ Parameters
12
+ ----------
13
+ *arrays: tuple
14
+ Set of `numpy.ndarray` to get the tolerance for.
15
+
16
+ Returns
17
+ -------
18
+ float
19
+ Relative tolerance for the set of arrays.
20
+
21
+ Raises
22
+ ------
23
+ ValueError
24
+ If no array is provided.
25
+ """
26
+ if len(arrays) == 0:
27
+ raise ValueError("At least one array must be provided.")
28
+ size = max(array.size for array in arrays)
29
+ weight = max(
30
+ np.max(np.abs(array[np.isfinite(array)]), initial=1.0)
31
+ for array in arrays
32
+ )
33
+ return 10.0 * EPS * max(size, 1.0) * weight
34
+
35
+
36
+ def exact_1d_array(x, message):
37
+ """
38
+ Preprocess a 1-dimensional array.
39
+
40
+ Parameters
41
+ ----------
42
+ x : array_like
43
+ Array to be preprocessed.
44
+ message : str
45
+ Error message if `x` cannot be interpreter as a 1-dimensional array.
46
+
47
+ Returns
48
+ -------
49
+ `numpy.ndarray`
50
+ Preprocessed array.
51
+ """
52
+ x = np.atleast_1d(np.squeeze(x)).astype(float)
53
+ if x.ndim != 1:
54
+ raise ValueError(message)
55
+ return x
56
+
57
+
58
+ def exact_2d_array(x, message):
59
+ """
60
+ Preprocess a 2-dimensional array.
61
+
62
+ Parameters
63
+ ----------
64
+ x : array_like
65
+ Array to be preprocessed.
66
+ message : str
67
+ Error message if `x` cannot be interpreter as a 2-dimensional array.
68
+
69
+ Returns
70
+ -------
71
+ `numpy.ndarray`
72
+ Preprocessed array.
73
+ """
74
+ x = np.atleast_2d(x).astype(float)
75
+ if x.ndim != 2:
76
+ raise ValueError(message)
77
+ return x
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/cobyqa/utils/versions.py ADDED
@@ -0,0 +1,67 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import os
2
+ import platform
3
+ import sys
4
+ from importlib.metadata import PackageNotFoundError, version
5
+
6
+
7
+ def _get_sys_info():
8
+ """
9
+ Get useful system information.
10
+
11
+ Returns
12
+ -------
13
+ dict
14
+ Useful system information.
15
+ """
16
+ return {
17
+ "python": sys.version.replace(os.linesep, " "),
18
+ "executable": sys.executable,
19
+ "machine": platform.platform(),
20
+ }
21
+
22
+
23
+ def _get_deps_info():
24
+ """
25
+ Get the versions of the dependencies.
26
+
27
+ Returns
28
+ -------
29
+ dict
30
+ Versions of the dependencies.
31
+ """
32
+ deps = ["cobyqa", "numpy", "scipy", "setuptools", "pip"]
33
+ deps_info = {}
34
+ for module in deps:
35
+ try:
36
+ deps_info[module] = version(module)
37
+ except PackageNotFoundError:
38
+ deps_info[module] = None
39
+ return deps_info
40
+
41
+
42
+ def show_versions():
43
+ """
44
+ Display useful system and dependencies information.
45
+
46
+ When reporting issues, please include this information.
47
+ """
48
+ print("System settings")
49
+ print("---------------")
50
+ sys_info = _get_sys_info()
51
+ print(
52
+ "\n".join(
53
+ f"{k:>{max(map(len, sys_info.keys())) + 1}}: {v}"
54
+ for k, v in sys_info.items()
55
+ )
56
+ )
57
+
58
+ print()
59
+ print("Python dependencies")
60
+ print("-------------------")
61
+ deps_info = _get_deps_info()
62
+ print(
63
+ "\n".join(
64
+ f"{k:>{max(map(len, deps_info.keys())) + 1}}: {v}"
65
+ for k, v in deps_info.items()
66
+ )
67
+ )
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/__init__.py ADDED
File without changes
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/__pycache__/test_bunch.cpython-310.pyc ADDED
Binary file (6.99 kB). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/__pycache__/test_ccallback.cpython-310.pyc ADDED
Binary file (6.56 kB). View file
 
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__gcutils.py ADDED
@@ -0,0 +1,110 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """ Test for assert_deallocated context manager and gc utilities
2
+ """
3
+ import gc
4
+ from threading import Lock
5
+
6
+ from scipy._lib._gcutils import (set_gc_state, gc_state, assert_deallocated,
7
+ ReferenceError, IS_PYPY)
8
+
9
+ from numpy.testing import assert_equal
10
+
11
+ import pytest
12
+
13
+
14
+ @pytest.fixture
15
+ def gc_lock():
16
+ return Lock()
17
+
18
+
19
+ def test_set_gc_state(gc_lock):
20
+ with gc_lock:
21
+ gc_status = gc.isenabled()
22
+ try:
23
+ for state in (True, False):
24
+ gc.enable()
25
+ set_gc_state(state)
26
+ assert_equal(gc.isenabled(), state)
27
+ gc.disable()
28
+ set_gc_state(state)
29
+ assert_equal(gc.isenabled(), state)
30
+ finally:
31
+ if gc_status:
32
+ gc.enable()
33
+
34
+
35
+ def test_gc_state(gc_lock):
36
+ # Test gc_state context manager
37
+ with gc_lock:
38
+ gc_status = gc.isenabled()
39
+ try:
40
+ for pre_state in (True, False):
41
+ set_gc_state(pre_state)
42
+ for with_state in (True, False):
43
+ # Check the gc state is with_state in with block
44
+ with gc_state(with_state):
45
+ assert_equal(gc.isenabled(), with_state)
46
+ # And returns to previous state outside block
47
+ assert_equal(gc.isenabled(), pre_state)
48
+ # Even if the gc state is set explicitly within the block
49
+ with gc_state(with_state):
50
+ assert_equal(gc.isenabled(), with_state)
51
+ set_gc_state(not with_state)
52
+ assert_equal(gc.isenabled(), pre_state)
53
+ finally:
54
+ if gc_status:
55
+ gc.enable()
56
+
57
+
58
+ @pytest.mark.skipif(IS_PYPY, reason="Test not meaningful on PyPy")
59
+ def test_assert_deallocated(gc_lock):
60
+ # Ordinary use
61
+ class C:
62
+ def __init__(self, arg0, arg1, name='myname'):
63
+ self.name = name
64
+ with gc_lock:
65
+ for gc_current in (True, False):
66
+ with gc_state(gc_current):
67
+ # We are deleting from with-block context, so that's OK
68
+ with assert_deallocated(C, 0, 2, 'another name') as c:
69
+ assert_equal(c.name, 'another name')
70
+ del c
71
+ # Or not using the thing in with-block context, also OK
72
+ with assert_deallocated(C, 0, 2, name='third name'):
73
+ pass
74
+ assert_equal(gc.isenabled(), gc_current)
75
+
76
+
77
+ @pytest.mark.skipif(IS_PYPY, reason="Test not meaningful on PyPy")
78
+ def test_assert_deallocated_nodel():
79
+ class C:
80
+ pass
81
+ with pytest.raises(ReferenceError):
82
+ # Need to delete after using if in with-block context
83
+ # Note: assert_deallocated(C) needs to be assigned for the test
84
+ # to function correctly. It is assigned to _, but _ itself is
85
+ # not referenced in the body of the with, it is only there for
86
+ # the refcount.
87
+ with assert_deallocated(C) as _:
88
+ pass
89
+
90
+
91
+ @pytest.mark.skipif(IS_PYPY, reason="Test not meaningful on PyPy")
92
+ def test_assert_deallocated_circular():
93
+ class C:
94
+ def __init__(self):
95
+ self._circular = self
96
+ with pytest.raises(ReferenceError):
97
+ # Circular reference, no automatic garbage collection
98
+ with assert_deallocated(C) as c:
99
+ del c
100
+
101
+
102
+ @pytest.mark.skipif(IS_PYPY, reason="Test not meaningful on PyPy")
103
+ def test_assert_deallocated_circular2():
104
+ class C:
105
+ def __init__(self):
106
+ self._circular = self
107
+ with pytest.raises(ReferenceError):
108
+ # Still circular reference, no automatic garbage collection
109
+ with assert_deallocated(C):
110
+ pass
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__pep440.py ADDED
@@ -0,0 +1,67 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from pytest import raises as assert_raises
2
+ from scipy._lib._pep440 import Version, parse
3
+
4
+
5
+ def test_main_versions():
6
+ assert Version('1.8.0') == Version('1.8.0')
7
+ for ver in ['1.9.0', '2.0.0', '1.8.1']:
8
+ assert Version('1.8.0') < Version(ver)
9
+
10
+ for ver in ['1.7.0', '1.7.1', '0.9.9']:
11
+ assert Version('1.8.0') > Version(ver)
12
+
13
+
14
+ def test_version_1_point_10():
15
+ # regression test for gh-2998.
16
+ assert Version('1.9.0') < Version('1.10.0')
17
+ assert Version('1.11.0') < Version('1.11.1')
18
+ assert Version('1.11.0') == Version('1.11.0')
19
+ assert Version('1.99.11') < Version('1.99.12')
20
+
21
+
22
+ def test_alpha_beta_rc():
23
+ assert Version('1.8.0rc1') == Version('1.8.0rc1')
24
+ for ver in ['1.8.0', '1.8.0rc2']:
25
+ assert Version('1.8.0rc1') < Version(ver)
26
+
27
+ for ver in ['1.8.0a2', '1.8.0b3', '1.7.2rc4']:
28
+ assert Version('1.8.0rc1') > Version(ver)
29
+
30
+ assert Version('1.8.0b1') > Version('1.8.0a2')
31
+
32
+
33
+ def test_dev_version():
34
+ assert Version('1.9.0.dev+Unknown') < Version('1.9.0')
35
+ for ver in ['1.9.0', '1.9.0a1', '1.9.0b2', '1.9.0b2.dev+ffffffff', '1.9.0.dev1']:
36
+ assert Version('1.9.0.dev+f16acvda') < Version(ver)
37
+
38
+ assert Version('1.9.0.dev+f16acvda') == Version('1.9.0.dev+f16acvda')
39
+
40
+
41
+ def test_dev_a_b_rc_mixed():
42
+ assert Version('1.9.0a2.dev+f16acvda') == Version('1.9.0a2.dev+f16acvda')
43
+ assert Version('1.9.0a2.dev+6acvda54') < Version('1.9.0a2')
44
+
45
+
46
+ def test_dev0_version():
47
+ assert Version('1.9.0.dev0+Unknown') < Version('1.9.0')
48
+ for ver in ['1.9.0', '1.9.0a1', '1.9.0b2', '1.9.0b2.dev0+ffffffff']:
49
+ assert Version('1.9.0.dev0+f16acvda') < Version(ver)
50
+
51
+ assert Version('1.9.0.dev0+f16acvda') == Version('1.9.0.dev0+f16acvda')
52
+
53
+
54
+ def test_dev0_a_b_rc_mixed():
55
+ assert Version('1.9.0a2.dev0+f16acvda') == Version('1.9.0a2.dev0+f16acvda')
56
+ assert Version('1.9.0a2.dev0+6acvda54') < Version('1.9.0a2')
57
+
58
+
59
+ def test_raises():
60
+ for ver in ['1,9.0', '1.7.x']:
61
+ assert_raises(ValueError, Version, ver)
62
+
63
+ def test_legacy_version():
64
+ # Non-PEP-440 version identifiers always compare less. For NumPy this only
65
+ # occurs on dev builds prior to 1.10.0 which are unsupported anyway.
66
+ assert parse('invalid') < Version('0.0.0')
67
+ assert parse('1.9.0-f16acvda') < Version('1.0.0')
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__testutils.py ADDED
@@ -0,0 +1,32 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import sys
2
+ from scipy._lib._testutils import _parse_size, _get_mem_available
3
+ import pytest
4
+
5
+
6
+ def test__parse_size():
7
+ expected = {
8
+ '12': 12e6,
9
+ '12 b': 12,
10
+ '12k': 12e3,
11
+ ' 12 M ': 12e6,
12
+ ' 12 G ': 12e9,
13
+ ' 12Tb ': 12e12,
14
+ '12 Mib ': 12 * 1024.0**2,
15
+ '12Tib': 12 * 1024.0**4,
16
+ }
17
+
18
+ for inp, outp in sorted(expected.items()):
19
+ if outp is None:
20
+ with pytest.raises(ValueError):
21
+ _parse_size(inp)
22
+ else:
23
+ assert _parse_size(inp) == outp
24
+
25
+
26
+ def test__mem_available():
27
+ # May return None on non-Linux platforms
28
+ available = _get_mem_available()
29
+ if sys.platform.startswith('linux'):
30
+ assert available >= 0
31
+ else:
32
+ assert available is None or available >= 0
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__threadsafety.py ADDED
@@ -0,0 +1,51 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import threading
2
+ import time
3
+ import traceback
4
+
5
+ from numpy.testing import assert_
6
+ from pytest import raises as assert_raises
7
+
8
+ from scipy._lib._threadsafety import ReentrancyLock, non_reentrant, ReentrancyError
9
+
10
+
11
+ def test_parallel_threads():
12
+ # Check that ReentrancyLock serializes work in parallel threads.
13
+ #
14
+ # The test is not fully deterministic, and may succeed falsely if
15
+ # the timings go wrong.
16
+
17
+ lock = ReentrancyLock("failure")
18
+
19
+ failflag = [False]
20
+ exceptions_raised = []
21
+
22
+ def worker(k):
23
+ try:
24
+ with lock:
25
+ assert_(not failflag[0])
26
+ failflag[0] = True
27
+ time.sleep(0.1 * k)
28
+ assert_(failflag[0])
29
+ failflag[0] = False
30
+ except Exception:
31
+ exceptions_raised.append(traceback.format_exc(2))
32
+
33
+ threads = [threading.Thread(target=lambda k=k: worker(k))
34
+ for k in range(3)]
35
+ for t in threads:
36
+ t.start()
37
+ for t in threads:
38
+ t.join()
39
+
40
+ exceptions_raised = "\n".join(exceptions_raised)
41
+ assert_(not exceptions_raised, exceptions_raised)
42
+
43
+
44
+ def test_reentering():
45
+ # Check that ReentrancyLock prevents re-entering from the same thread.
46
+
47
+ @non_reentrant()
48
+ def func(x):
49
+ return func(x)
50
+
51
+ assert_raises(ReentrancyError, func, 0)
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test__util.py ADDED
@@ -0,0 +1,657 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from multiprocessing import Pool
2
+ from multiprocessing.pool import Pool as PWL
3
+ import re
4
+ import math
5
+ from fractions import Fraction
6
+
7
+ import numpy as np
8
+ from numpy.testing import assert_equal, assert_
9
+ import pytest
10
+ from pytest import raises as assert_raises
11
+ import hypothesis.extra.numpy as npst
12
+ from hypothesis import given, strategies, reproduce_failure # noqa: F401
13
+ from scipy.conftest import array_api_compatible, skip_xp_invalid_arg
14
+
15
+ from scipy._lib._array_api import (xp_assert_equal, xp_assert_close, is_numpy,
16
+ xp_copy, is_array_api_strict)
17
+ from scipy._lib._util import (_aligned_zeros, check_random_state, MapWrapper,
18
+ getfullargspec_no_self, FullArgSpec,
19
+ rng_integers, _validate_int, _rename_parameter,
20
+ _contains_nan, _rng_html_rewrite, _lazywhere)
21
+ from scipy import cluster, interpolate, linalg, optimize, sparse, spatial, stats
22
+
23
+ skip_xp_backends = pytest.mark.skip_xp_backends
24
+
25
+
26
+ @pytest.mark.slow
27
+ def test__aligned_zeros():
28
+ niter = 10
29
+
30
+ def check(shape, dtype, order, align):
31
+ err_msg = repr((shape, dtype, order, align))
32
+ x = _aligned_zeros(shape, dtype, order, align=align)
33
+ if align is None:
34
+ align = np.dtype(dtype).alignment
35
+ assert_equal(x.__array_interface__['data'][0] % align, 0)
36
+ if hasattr(shape, '__len__'):
37
+ assert_equal(x.shape, shape, err_msg)
38
+ else:
39
+ assert_equal(x.shape, (shape,), err_msg)
40
+ assert_equal(x.dtype, dtype)
41
+ if order == "C":
42
+ assert_(x.flags.c_contiguous, err_msg)
43
+ elif order == "F":
44
+ if x.size > 0:
45
+ # Size-0 arrays get invalid flags on NumPy 1.5
46
+ assert_(x.flags.f_contiguous, err_msg)
47
+ elif order is None:
48
+ assert_(x.flags.c_contiguous, err_msg)
49
+ else:
50
+ raise ValueError()
51
+
52
+ # try various alignments
53
+ for align in [1, 2, 3, 4, 8, 16, 32, 64, None]:
54
+ for n in [0, 1, 3, 11]:
55
+ for order in ["C", "F", None]:
56
+ for dtype in [np.uint8, np.float64]:
57
+ for shape in [n, (1, 2, 3, n)]:
58
+ for j in range(niter):
59
+ check(shape, dtype, order, align)
60
+
61
+
62
+ def test_check_random_state():
63
+ # If seed is None, return the RandomState singleton used by np.random.
64
+ # If seed is an int, return a new RandomState instance seeded with seed.
65
+ # If seed is already a RandomState instance, return it.
66
+ # Otherwise raise ValueError.
67
+ rsi = check_random_state(1)
68
+ assert_equal(type(rsi), np.random.RandomState)
69
+ rsi = check_random_state(rsi)
70
+ assert_equal(type(rsi), np.random.RandomState)
71
+ rsi = check_random_state(None)
72
+ assert_equal(type(rsi), np.random.RandomState)
73
+ assert_raises(ValueError, check_random_state, 'a')
74
+ rg = np.random.Generator(np.random.PCG64())
75
+ rsi = check_random_state(rg)
76
+ assert_equal(type(rsi), np.random.Generator)
77
+
78
+
79
+ def test_getfullargspec_no_self():
80
+ p = MapWrapper(1)
81
+ argspec = getfullargspec_no_self(p.__init__)
82
+ assert_equal(argspec, FullArgSpec(['pool'], None, None, (1,), [],
83
+ None, {}))
84
+ argspec = getfullargspec_no_self(p.__call__)
85
+ assert_equal(argspec, FullArgSpec(['func', 'iterable'], None, None, None,
86
+ [], None, {}))
87
+
88
+ class _rv_generic:
89
+ def _rvs(self, a, b=2, c=3, *args, size=None, **kwargs):
90
+ return None
91
+
92
+ rv_obj = _rv_generic()
93
+ argspec = getfullargspec_no_self(rv_obj._rvs)
94
+ assert_equal(argspec, FullArgSpec(['a', 'b', 'c'], 'args', 'kwargs',
95
+ (2, 3), ['size'], {'size': None}, {}))
96
+
97
+
98
+ def test_mapwrapper_serial():
99
+ in_arg = np.arange(10.)
100
+ out_arg = np.sin(in_arg)
101
+
102
+ p = MapWrapper(1)
103
+ assert_(p._mapfunc is map)
104
+ assert_(p.pool is None)
105
+ assert_(p._own_pool is False)
106
+ out = list(p(np.sin, in_arg))
107
+ assert_equal(out, out_arg)
108
+
109
+ with assert_raises(RuntimeError):
110
+ p = MapWrapper(0)
111
+
112
+
113
+ def test_pool():
114
+ with Pool(2) as p:
115
+ p.map(math.sin, [1, 2, 3, 4])
116
+
117
+
118
+ def test_mapwrapper_parallel():
119
+ in_arg = np.arange(10.)
120
+ out_arg = np.sin(in_arg)
121
+
122
+ with MapWrapper(2) as p:
123
+ out = p(np.sin, in_arg)
124
+ assert_equal(list(out), out_arg)
125
+
126
+ assert_(p._own_pool is True)
127
+ assert_(isinstance(p.pool, PWL))
128
+ assert_(p._mapfunc is not None)
129
+
130
+ # the context manager should've closed the internal pool
131
+ # check that it has by asking it to calculate again.
132
+ with assert_raises(Exception) as excinfo:
133
+ p(np.sin, in_arg)
134
+
135
+ assert_(excinfo.type is ValueError)
136
+
137
+ # can also set a PoolWrapper up with a map-like callable instance
138
+ with Pool(2) as p:
139
+ q = MapWrapper(p.map)
140
+
141
+ assert_(q._own_pool is False)
142
+ q.close()
143
+
144
+ # closing the PoolWrapper shouldn't close the internal pool
145
+ # because it didn't create it
146
+ out = p.map(np.sin, in_arg)
147
+ assert_equal(list(out), out_arg)
148
+
149
+
150
+ def test_rng_integers():
151
+ rng = np.random.RandomState()
152
+
153
+ # test that numbers are inclusive of high point
154
+ arr = rng_integers(rng, low=2, high=5, size=100, endpoint=True)
155
+ assert np.max(arr) == 5
156
+ assert np.min(arr) == 2
157
+ assert arr.shape == (100, )
158
+
159
+ # test that numbers are inclusive of high point
160
+ arr = rng_integers(rng, low=5, size=100, endpoint=True)
161
+ assert np.max(arr) == 5
162
+ assert np.min(arr) == 0
163
+ assert arr.shape == (100, )
164
+
165
+ # test that numbers are exclusive of high point
166
+ arr = rng_integers(rng, low=2, high=5, size=100, endpoint=False)
167
+ assert np.max(arr) == 4
168
+ assert np.min(arr) == 2
169
+ assert arr.shape == (100, )
170
+
171
+ # test that numbers are exclusive of high point
172
+ arr = rng_integers(rng, low=5, size=100, endpoint=False)
173
+ assert np.max(arr) == 4
174
+ assert np.min(arr) == 0
175
+ assert arr.shape == (100, )
176
+
177
+ # now try with np.random.Generator
178
+ try:
179
+ rng = np.random.default_rng()
180
+ except AttributeError:
181
+ return
182
+
183
+ # test that numbers are inclusive of high point
184
+ arr = rng_integers(rng, low=2, high=5, size=100, endpoint=True)
185
+ assert np.max(arr) == 5
186
+ assert np.min(arr) == 2
187
+ assert arr.shape == (100, )
188
+
189
+ # test that numbers are inclusive of high point
190
+ arr = rng_integers(rng, low=5, size=100, endpoint=True)
191
+ assert np.max(arr) == 5
192
+ assert np.min(arr) == 0
193
+ assert arr.shape == (100, )
194
+
195
+ # test that numbers are exclusive of high point
196
+ arr = rng_integers(rng, low=2, high=5, size=100, endpoint=False)
197
+ assert np.max(arr) == 4
198
+ assert np.min(arr) == 2
199
+ assert arr.shape == (100, )
200
+
201
+ # test that numbers are exclusive of high point
202
+ arr = rng_integers(rng, low=5, size=100, endpoint=False)
203
+ assert np.max(arr) == 4
204
+ assert np.min(arr) == 0
205
+ assert arr.shape == (100, )
206
+
207
+
208
+ class TestValidateInt:
209
+
210
+ @pytest.mark.parametrize('n', [4, np.uint8(4), np.int16(4), np.array(4)])
211
+ def test_validate_int(self, n):
212
+ n = _validate_int(n, 'n')
213
+ assert n == 4
214
+
215
+ @pytest.mark.parametrize('n', [4.0, np.array([4]), Fraction(4, 1)])
216
+ def test_validate_int_bad(self, n):
217
+ with pytest.raises(TypeError, match='n must be an integer'):
218
+ _validate_int(n, 'n')
219
+
220
+ def test_validate_int_below_min(self):
221
+ with pytest.raises(ValueError, match='n must be an integer not '
222
+ 'less than 0'):
223
+ _validate_int(-1, 'n', 0)
224
+
225
+
226
+ class TestRenameParameter:
227
+ # check that wrapper `_rename_parameter` for backward-compatible
228
+ # keyword renaming works correctly
229
+
230
+ # Example method/function that still accepts keyword `old`
231
+ @_rename_parameter("old", "new")
232
+ def old_keyword_still_accepted(self, new):
233
+ return new
234
+
235
+ # Example method/function for which keyword `old` is deprecated
236
+ @_rename_parameter("old", "new", dep_version="1.9.0")
237
+ def old_keyword_deprecated(self, new):
238
+ return new
239
+
240
+ def test_old_keyword_still_accepted(self):
241
+ # positional argument and both keyword work identically
242
+ res1 = self.old_keyword_still_accepted(10)
243
+ res2 = self.old_keyword_still_accepted(new=10)
244
+ res3 = self.old_keyword_still_accepted(old=10)
245
+ assert res1 == res2 == res3 == 10
246
+
247
+ # unexpected keyword raises an error
248
+ message = re.escape("old_keyword_still_accepted() got an unexpected")
249
+ with pytest.raises(TypeError, match=message):
250
+ self.old_keyword_still_accepted(unexpected=10)
251
+
252
+ # multiple values for the same parameter raises an error
253
+ message = re.escape("old_keyword_still_accepted() got multiple")
254
+ with pytest.raises(TypeError, match=message):
255
+ self.old_keyword_still_accepted(10, new=10)
256
+ with pytest.raises(TypeError, match=message):
257
+ self.old_keyword_still_accepted(10, old=10)
258
+ with pytest.raises(TypeError, match=message):
259
+ self.old_keyword_still_accepted(new=10, old=10)
260
+
261
+ @pytest.fixture
262
+ def kwarg_lock(self):
263
+ from threading import Lock
264
+ return Lock()
265
+
266
+ def test_old_keyword_deprecated(self, kwarg_lock):
267
+ # positional argument and both keyword work identically,
268
+ # but use of old keyword results in DeprecationWarning
269
+ dep_msg = "Use of keyword argument `old` is deprecated"
270
+ res1 = self.old_keyword_deprecated(10)
271
+ res2 = self.old_keyword_deprecated(new=10)
272
+ # pytest warning filter is not thread-safe, enforce serialization
273
+ with kwarg_lock:
274
+ with pytest.warns(DeprecationWarning, match=dep_msg):
275
+ res3 = self.old_keyword_deprecated(old=10)
276
+ assert res1 == res2 == res3 == 10
277
+
278
+ # unexpected keyword raises an error
279
+ message = re.escape("old_keyword_deprecated() got an unexpected")
280
+ with pytest.raises(TypeError, match=message):
281
+ self.old_keyword_deprecated(unexpected=10)
282
+
283
+ # multiple values for the same parameter raises an error and,
284
+ # if old keyword is used, results in DeprecationWarning
285
+ message = re.escape("old_keyword_deprecated() got multiple")
286
+ with pytest.raises(TypeError, match=message):
287
+ self.old_keyword_deprecated(10, new=10)
288
+ with kwarg_lock:
289
+ with pytest.raises(TypeError, match=message), \
290
+ pytest.warns(DeprecationWarning, match=dep_msg):
291
+ # breakpoint()
292
+ self.old_keyword_deprecated(10, old=10)
293
+ with kwarg_lock:
294
+ with pytest.raises(TypeError, match=message), \
295
+ pytest.warns(DeprecationWarning, match=dep_msg):
296
+ self.old_keyword_deprecated(new=10, old=10)
297
+
298
+
299
+ class TestContainsNaNTest:
300
+
301
+ def test_policy(self):
302
+ data = np.array([1, 2, 3, np.nan])
303
+
304
+ contains_nan, nan_policy = _contains_nan(data, nan_policy="propagate")
305
+ assert contains_nan
306
+ assert nan_policy == "propagate"
307
+
308
+ contains_nan, nan_policy = _contains_nan(data, nan_policy="omit")
309
+ assert contains_nan
310
+ assert nan_policy == "omit"
311
+
312
+ msg = "The input contains nan values"
313
+ with pytest.raises(ValueError, match=msg):
314
+ _contains_nan(data, nan_policy="raise")
315
+
316
+ msg = "nan_policy must be one of"
317
+ with pytest.raises(ValueError, match=msg):
318
+ _contains_nan(data, nan_policy="nan")
319
+
320
+ def test_contains_nan(self):
321
+ data1 = np.array([1, 2, 3])
322
+ assert not _contains_nan(data1)[0]
323
+
324
+ data2 = np.array([1, 2, 3, np.nan])
325
+ assert _contains_nan(data2)[0]
326
+
327
+ data3 = np.array([np.nan, 2, 3, np.nan])
328
+ assert _contains_nan(data3)[0]
329
+
330
+ data4 = np.array([[1, 2], [3, 4]])
331
+ assert not _contains_nan(data4)[0]
332
+
333
+ data5 = np.array([[1, 2], [3, np.nan]])
334
+ assert _contains_nan(data5)[0]
335
+
336
+ @skip_xp_invalid_arg
337
+ def test_contains_nan_with_strings(self):
338
+ data1 = np.array([1, 2, "3", np.nan]) # converted to string "nan"
339
+ assert not _contains_nan(data1)[0]
340
+
341
+ data2 = np.array([1, 2, "3", np.nan], dtype='object')
342
+ assert _contains_nan(data2)[0]
343
+
344
+ data3 = np.array([["1", 2], [3, np.nan]]) # converted to string "nan"
345
+ assert not _contains_nan(data3)[0]
346
+
347
+ data4 = np.array([["1", 2], [3, np.nan]], dtype='object')
348
+ assert _contains_nan(data4)[0]
349
+
350
+ @skip_xp_backends('jax.numpy',
351
+ reason="JAX arrays do not support item assignment")
352
+ @pytest.mark.usefixtures("skip_xp_backends")
353
+ @array_api_compatible
354
+ @pytest.mark.parametrize("nan_policy", ['propagate', 'omit', 'raise'])
355
+ def test_array_api(self, xp, nan_policy):
356
+ rng = np.random.default_rng(932347235892482)
357
+ x0 = rng.random(size=(2, 3, 4))
358
+ x = xp.asarray(x0)
359
+ x_nan = xp_copy(x, xp=xp)
360
+ x_nan[1, 2, 1] = np.nan
361
+
362
+ contains_nan, nan_policy_out = _contains_nan(x, nan_policy=nan_policy)
363
+ assert not contains_nan
364
+ assert nan_policy_out == nan_policy
365
+
366
+ if nan_policy == 'raise':
367
+ message = 'The input contains...'
368
+ with pytest.raises(ValueError, match=message):
369
+ _contains_nan(x_nan, nan_policy=nan_policy)
370
+ elif nan_policy == 'omit' and not is_numpy(xp):
371
+ message = "`nan_policy='omit' is incompatible..."
372
+ with pytest.raises(ValueError, match=message):
373
+ _contains_nan(x_nan, nan_policy=nan_policy)
374
+ elif nan_policy == 'propagate':
375
+ contains_nan, nan_policy_out = _contains_nan(
376
+ x_nan, nan_policy=nan_policy)
377
+ assert contains_nan
378
+ assert nan_policy_out == nan_policy
379
+
380
+
381
+ def test__rng_html_rewrite():
382
+ def mock_str():
383
+ lines = [
384
+ 'np.random.default_rng(8989843)',
385
+ 'np.random.default_rng(seed)',
386
+ 'np.random.default_rng(0x9a71b21474694f919882289dc1559ca)',
387
+ ' bob ',
388
+ ]
389
+ return lines
390
+
391
+ res = _rng_html_rewrite(mock_str)()
392
+ ref = [
393
+ 'np.random.default_rng()',
394
+ 'np.random.default_rng(seed)',
395
+ 'np.random.default_rng()',
396
+ ' bob ',
397
+ ]
398
+
399
+ assert res == ref
400
+
401
+
402
+ class TestTransitionToRNG:
403
+ def kmeans(self, **kwargs):
404
+ rng = np.random.default_rng(3458934594269824562)
405
+ return cluster.vq.kmeans2(rng.random(size=(20, 3)), 3, **kwargs)
406
+
407
+ def kmeans2(self, **kwargs):
408
+ rng = np.random.default_rng(3458934594269824562)
409
+ return cluster.vq.kmeans2(rng.random(size=(20, 3)), 3, **kwargs)
410
+
411
+ def barycentric(self, **kwargs):
412
+ rng = np.random.default_rng(3458934594269824562)
413
+ x1, x2, y1 = rng.random((3, 10))
414
+ f = interpolate.BarycentricInterpolator(x1, y1, **kwargs)
415
+ return f(x2)
416
+
417
+ def clarkson_woodruff_transform(self, **kwargs):
418
+ rng = np.random.default_rng(3458934594269824562)
419
+ return linalg.clarkson_woodruff_transform(rng.random((10, 10)), 3, **kwargs)
420
+
421
+ def basinhopping(self, **kwargs):
422
+ rng = np.random.default_rng(3458934594269824562)
423
+ return optimize.basinhopping(optimize.rosen, rng.random(3), **kwargs).x
424
+
425
+ def opt(self, fun, **kwargs):
426
+ rng = np.random.default_rng(3458934594269824562)
427
+ bounds = optimize.Bounds(-rng.random(3) * 10, rng.random(3) * 10)
428
+ return fun(optimize.rosen, bounds, **kwargs).x
429
+
430
+ def differential_evolution(self, **kwargs):
431
+ return self.opt(optimize.differential_evolution, **kwargs)
432
+
433
+ def dual_annealing(self, **kwargs):
434
+ return self.opt(optimize.dual_annealing, **kwargs)
435
+
436
+ def check_grad(self, **kwargs):
437
+ rng = np.random.default_rng(3458934594269824562)
438
+ x = rng.random(3)
439
+ return optimize.check_grad(optimize.rosen, optimize.rosen_der, x,
440
+ direction='random', **kwargs)
441
+
442
+ def random_array(self, **kwargs):
443
+ return sparse.random_array((10, 10), density=1.0, **kwargs).toarray()
444
+
445
+ def random(self, **kwargs):
446
+ return sparse.random(10, 10, density=1.0, **kwargs).toarray()
447
+
448
+ def rand(self, **kwargs):
449
+ return sparse.rand(10, 10, density=1.0, **kwargs).toarray()
450
+
451
+ def svds(self, **kwargs):
452
+ rng = np.random.default_rng(3458934594269824562)
453
+ A = rng.random((10, 10))
454
+ return sparse.linalg.svds(A, **kwargs)
455
+
456
+ def random_rotation(self, **kwargs):
457
+ return spatial.transform.Rotation.random(3, **kwargs).as_matrix()
458
+
459
+ def goodness_of_fit(self, **kwargs):
460
+ rng = np.random.default_rng(3458934594269824562)
461
+ data = rng.random(100)
462
+ return stats.goodness_of_fit(stats.laplace, data, **kwargs).pvalue
463
+
464
+ def permutation_test(self, **kwargs):
465
+ rng = np.random.default_rng(3458934594269824562)
466
+ data = tuple(rng.random((2, 100)))
467
+ def statistic(x, y, axis): return np.mean(x, axis=axis) - np.mean(y, axis=axis)
468
+ return stats.permutation_test(data, statistic, **kwargs).pvalue
469
+
470
+ def bootstrap(self, **kwargs):
471
+ rng = np.random.default_rng(3458934594269824562)
472
+ data = (rng.random(100),)
473
+ return stats.bootstrap(data, np.mean, **kwargs).confidence_interval
474
+
475
+ def dunnett(self, **kwargs):
476
+ rng = np.random.default_rng(3458934594269824562)
477
+ x, y, control = rng.random((3, 100))
478
+ return stats.dunnett(x, y, control=control, **kwargs).pvalue
479
+
480
+ def sobol_indices(self, **kwargs):
481
+ def f_ishigami(x): return (np.sin(x[0]) + 7 * np.sin(x[1]) ** 2
482
+ + 0.1 * (x[2] ** 4) * np.sin(x[0]))
483
+ dists = [stats.uniform(loc=-np.pi, scale=2 * np.pi),
484
+ stats.uniform(loc=-np.pi, scale=2 * np.pi),
485
+ stats.uniform(loc=-np.pi, scale=2 * np.pi)]
486
+ res = stats.sobol_indices(func=f_ishigami, n=1024, dists=dists, **kwargs)
487
+ return res.first_order
488
+
489
+ def qmc_engine(self, engine, **kwargs):
490
+ qrng = engine(d=1, **kwargs)
491
+ return qrng.random(4)
492
+
493
+ def halton(self, **kwargs):
494
+ return self.qmc_engine(stats.qmc.Halton, **kwargs)
495
+
496
+ def sobol(self, **kwargs):
497
+ return self.qmc_engine(stats.qmc.Sobol, **kwargs)
498
+
499
+ def latin_hypercube(self, **kwargs):
500
+ return self.qmc_engine(stats.qmc.LatinHypercube, **kwargs)
501
+
502
+ def poisson_disk(self, **kwargs):
503
+ return self.qmc_engine(stats.qmc.PoissonDisk, **kwargs)
504
+
505
+ def multivariate_normal_qmc(self, **kwargs):
506
+ X = stats.qmc.MultivariateNormalQMC([0], **kwargs)
507
+ return X.random(4)
508
+
509
+ def multinomial_qmc(self, **kwargs):
510
+ X = stats.qmc.MultinomialQMC([0.5, 0.5], 4, **kwargs)
511
+ return X.random(4)
512
+
513
+ def permutation_method(self, **kwargs):
514
+ rng = np.random.default_rng(3458934594269824562)
515
+ data = tuple(rng.random((2, 100)))
516
+ method = stats.PermutationMethod(**kwargs)
517
+ return stats.pearsonr(*data, method=method).pvalue
518
+
519
+ def bootstrap_method(self, **kwargs):
520
+ rng = np.random.default_rng(3458934594269824562)
521
+ data = tuple(rng.random((2, 100)))
522
+ res = stats.pearsonr(*data)
523
+ method = stats.BootstrapMethod(**kwargs)
524
+ return res.confidence_interval(method=method)
525
+
526
+ @pytest.mark.fail_slow(10)
527
+ @pytest.mark.slow
528
+ @pytest.mark.parametrize("method, arg_name", [
529
+ (kmeans, "seed"),
530
+ (kmeans2, "seed"),
531
+ (barycentric, "random_state"),
532
+ (clarkson_woodruff_transform, "seed"),
533
+ (basinhopping, "seed"),
534
+ (differential_evolution, "seed"),
535
+ (dual_annealing, "seed"),
536
+ (check_grad, "seed"),
537
+ (random_array, 'random_state'),
538
+ (random, 'random_state'),
539
+ (rand, 'random_state'),
540
+ (svds, "random_state"),
541
+ (random_rotation, "random_state"),
542
+ (goodness_of_fit, "random_state"),
543
+ (permutation_test, "random_state"),
544
+ (bootstrap, "random_state"),
545
+ (permutation_method, "random_state"),
546
+ (bootstrap_method, "random_state"),
547
+ (dunnett, "random_state"),
548
+ (sobol_indices, "random_state"),
549
+ (halton, "seed"),
550
+ (sobol, "seed"),
551
+ (latin_hypercube, "seed"),
552
+ (poisson_disk, "seed"),
553
+ (multivariate_normal_qmc, "seed"),
554
+ (multinomial_qmc, "seed"),
555
+ ])
556
+ def test_rng_deterministic(self, method, arg_name):
557
+ np.random.seed(None)
558
+ seed = 2949672964
559
+
560
+ rng = np.random.default_rng(seed)
561
+ message = "got multiple values for argument now known as `rng`"
562
+ with pytest.raises(TypeError, match=message):
563
+ method(self, **{'rng': rng, arg_name: seed})
564
+
565
+ rng = np.random.default_rng(seed)
566
+ res1 = method(self, rng=rng)
567
+ res2 = method(self, rng=seed)
568
+ assert_equal(res2, res1)
569
+
570
+ if method.__name__ in {"dunnett", "sobol_indices"}:
571
+ # the two kwargs have essentially the same behavior for these functions
572
+ res3 = method(self, **{arg_name: seed})
573
+ assert_equal(res3, res1)
574
+ return
575
+
576
+ rng = np.random.RandomState(seed)
577
+ res1 = method(self, **{arg_name: rng})
578
+ res2 = method(self, **{arg_name: seed})
579
+
580
+ if method.__name__ in {"halton", "sobol", "latin_hypercube", "poisson_disk",
581
+ "multivariate_normal_qmc", "multinomial_qmc"}:
582
+ # For these, passing `random_state=RandomState(seed)` is not the same as
583
+ # passing integer `seed`.
584
+ res1b = method(self, **{arg_name: np.random.RandomState(seed)})
585
+ assert_equal(res1b, res1)
586
+ res2b = method(self, **{arg_name: seed})
587
+ assert_equal(res2b, res2)
588
+ return
589
+
590
+ np.random.seed(seed)
591
+ res3 = method(self, **{arg_name: None})
592
+ assert_equal(res2, res1)
593
+ assert_equal(res3, res1)
594
+
595
+
596
+ class TestLazywhere:
597
+ n_arrays = strategies.integers(min_value=1, max_value=3)
598
+ rng_seed = strategies.integers(min_value=1000000000, max_value=9999999999)
599
+ dtype = strategies.sampled_from((np.float32, np.float64))
600
+ p = strategies.floats(min_value=0, max_value=1)
601
+ data = strategies.data()
602
+
603
+ @pytest.mark.fail_slow(10)
604
+ @pytest.mark.filterwarnings('ignore::RuntimeWarning') # overflows, etc.
605
+ @skip_xp_backends('jax.numpy',
606
+ reason="JAX arrays do not support item assignment")
607
+ @pytest.mark.usefixtures("skip_xp_backends")
608
+ @array_api_compatible
609
+ @given(n_arrays=n_arrays, rng_seed=rng_seed, dtype=dtype, p=p, data=data)
610
+ @pytest.mark.thread_unsafe
611
+ def test_basic(self, n_arrays, rng_seed, dtype, p, data, xp):
612
+ mbs = npst.mutually_broadcastable_shapes(num_shapes=n_arrays+1,
613
+ min_side=0)
614
+ input_shapes, result_shape = data.draw(mbs)
615
+ cond_shape, *shapes = input_shapes
616
+ elements = {'allow_subnormal': False} # cupy/cupy#8382
617
+ fillvalue = xp.asarray(data.draw(npst.arrays(dtype=dtype, shape=tuple(),
618
+ elements=elements)))
619
+ float_fillvalue = float(fillvalue)
620
+ arrays = [xp.asarray(data.draw(npst.arrays(dtype=dtype, shape=shape)))
621
+ for shape in shapes]
622
+
623
+ def f(*args):
624
+ return sum(arg for arg in args)
625
+
626
+ def f2(*args):
627
+ return sum(arg for arg in args) / 2
628
+
629
+ rng = np.random.default_rng(rng_seed)
630
+ cond = xp.asarray(rng.random(size=cond_shape) > p)
631
+
632
+ res1 = _lazywhere(cond, arrays, f, fillvalue)
633
+ res2 = _lazywhere(cond, arrays, f, f2=f2)
634
+ if not is_array_api_strict(xp):
635
+ res3 = _lazywhere(cond, arrays, f, float_fillvalue)
636
+
637
+ # Ensure arrays are at least 1d to follow sane type promotion rules.
638
+ # This can be removed when minimum supported NumPy is 2.0
639
+ if xp == np:
640
+ cond, fillvalue, *arrays = np.atleast_1d(cond, fillvalue, *arrays)
641
+
642
+ ref1 = xp.where(cond, f(*arrays), fillvalue)
643
+ ref2 = xp.where(cond, f(*arrays), f2(*arrays))
644
+ if not is_array_api_strict(xp):
645
+ # Array API standard doesn't currently define behavior when fillvalue is a
646
+ # Python scalar. When it does, test can be run with array_api_strict, too.
647
+ ref3 = xp.where(cond, f(*arrays), float_fillvalue)
648
+
649
+ if xp == np: # because we ensured arrays are at least 1d
650
+ ref1 = ref1.reshape(result_shape)
651
+ ref2 = ref2.reshape(result_shape)
652
+ ref3 = ref3.reshape(result_shape)
653
+
654
+ xp_assert_close(res1, ref1, rtol=2e-16)
655
+ xp_assert_equal(res2, ref2)
656
+ if not is_array_api_strict(xp):
657
+ xp_assert_equal(res3, ref3)
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_array_api.py ADDED
@@ -0,0 +1,187 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ import pytest
3
+
4
+ from scipy.conftest import array_api_compatible
5
+ from scipy._lib._array_api import (
6
+ _GLOBAL_CONFIG, array_namespace, _asarray, xp_copy, xp_assert_equal, is_numpy,
7
+ np_compat,
8
+ )
9
+ from scipy._lib._array_api_no_0d import xp_assert_equal as xp_assert_equal_no_0d
10
+
11
+ skip_xp_backends = pytest.mark.skip_xp_backends
12
+
13
+
14
+ @pytest.mark.skipif(not _GLOBAL_CONFIG["SCIPY_ARRAY_API"],
15
+ reason="Array API test; set environment variable SCIPY_ARRAY_API=1 to run it")
16
+ class TestArrayAPI:
17
+
18
+ def test_array_namespace(self):
19
+ x, y = np.array([0, 1, 2]), np.array([0, 1, 2])
20
+ xp = array_namespace(x, y)
21
+ assert 'array_api_compat.numpy' in xp.__name__
22
+
23
+ _GLOBAL_CONFIG["SCIPY_ARRAY_API"] = False
24
+ xp = array_namespace(x, y)
25
+ assert 'array_api_compat.numpy' in xp.__name__
26
+ _GLOBAL_CONFIG["SCIPY_ARRAY_API"] = True
27
+
28
+ @array_api_compatible
29
+ def test_asarray(self, xp):
30
+ x, y = _asarray([0, 1, 2], xp=xp), _asarray(np.arange(3), xp=xp)
31
+ ref = xp.asarray([0, 1, 2])
32
+ xp_assert_equal(x, ref)
33
+ xp_assert_equal(y, ref)
34
+
35
+ @pytest.mark.filterwarnings("ignore: the matrix subclass")
36
+ def test_raises(self):
37
+ msg = "of type `numpy.ma.MaskedArray` are not supported"
38
+ with pytest.raises(TypeError, match=msg):
39
+ array_namespace(np.ma.array(1), np.array(1))
40
+
41
+ msg = "of type `numpy.matrix` are not supported"
42
+ with pytest.raises(TypeError, match=msg):
43
+ array_namespace(np.array(1), np.matrix(1))
44
+
45
+ msg = "only boolean and numerical dtypes are supported"
46
+ with pytest.raises(TypeError, match=msg):
47
+ array_namespace([object()])
48
+ with pytest.raises(TypeError, match=msg):
49
+ array_namespace('abc')
50
+
51
+ def test_array_likes(self):
52
+ # should be no exceptions
53
+ array_namespace([0, 1, 2])
54
+ array_namespace(1, 2, 3)
55
+ array_namespace(1)
56
+
57
+ @skip_xp_backends('jax.numpy',
58
+ reason="JAX arrays do not support item assignment")
59
+ @pytest.mark.usefixtures("skip_xp_backends")
60
+ @array_api_compatible
61
+ def test_copy(self, xp):
62
+ for _xp in [xp, None]:
63
+ x = xp.asarray([1, 2, 3])
64
+ y = xp_copy(x, xp=_xp)
65
+ # with numpy we'd want to use np.shared_memory, but that's not specified
66
+ # in the array-api
67
+ x[0] = 10
68
+ x[1] = 11
69
+ x[2] = 12
70
+
71
+ assert x[0] != y[0]
72
+ assert x[1] != y[1]
73
+ assert x[2] != y[2]
74
+ assert id(x) != id(y)
75
+
76
+ @array_api_compatible
77
+ @pytest.mark.parametrize('dtype', ['int32', 'int64', 'float32', 'float64'])
78
+ @pytest.mark.parametrize('shape', [(), (3,)])
79
+ def test_strict_checks(self, xp, dtype, shape):
80
+ # Check that `_strict_check` behaves as expected
81
+ dtype = getattr(xp, dtype)
82
+ x = xp.broadcast_to(xp.asarray(1, dtype=dtype), shape)
83
+ x = x if shape else x[()]
84
+ y = np_compat.asarray(1)[()]
85
+
86
+ kwarg_names = ["check_namespace", "check_dtype", "check_shape", "check_0d"]
87
+ options = dict(zip(kwarg_names, [True, False, False, False]))
88
+ if xp == np:
89
+ xp_assert_equal(x, y, **options)
90
+ else:
91
+ with pytest.raises(AssertionError, match="Namespaces do not match."):
92
+ xp_assert_equal(x, y, **options)
93
+
94
+ options = dict(zip(kwarg_names, [False, True, False, False]))
95
+ if y.dtype.name in str(x.dtype):
96
+ xp_assert_equal(x, y, **options)
97
+ else:
98
+ with pytest.raises(AssertionError, match="dtypes do not match."):
99
+ xp_assert_equal(x, y, **options)
100
+
101
+ options = dict(zip(kwarg_names, [False, False, True, False]))
102
+ if x.shape == y.shape:
103
+ xp_assert_equal(x, y, **options)
104
+ else:
105
+ with pytest.raises(AssertionError, match="Shapes do not match."):
106
+ xp_assert_equal(x, xp.asarray(y), **options)
107
+
108
+ options = dict(zip(kwarg_names, [False, False, False, True]))
109
+ if is_numpy(xp) and x.shape == y.shape:
110
+ xp_assert_equal(x, y, **options)
111
+ elif is_numpy(xp):
112
+ with pytest.raises(AssertionError, match="Array-ness does not match."):
113
+ xp_assert_equal(x, y, **options)
114
+
115
+
116
+ @array_api_compatible
117
+ def test_check_scalar(self, xp):
118
+ if not is_numpy(xp):
119
+ pytest.skip("Scalars only exist in NumPy")
120
+
121
+ # identity always passes
122
+ xp_assert_equal(xp.float64(0), xp.float64(0))
123
+ xp_assert_equal(xp.asarray(0.), xp.asarray(0.))
124
+ xp_assert_equal(xp.float64(0), xp.float64(0), check_0d=False)
125
+ xp_assert_equal(xp.asarray(0.), xp.asarray(0.), check_0d=False)
126
+
127
+ # Check default convention: 0d-arrays are distinguished from scalars
128
+ message = "Array-ness does not match:.*"
129
+ with pytest.raises(AssertionError, match=message):
130
+ xp_assert_equal(xp.asarray(0.), xp.float64(0))
131
+ with pytest.raises(AssertionError, match=message):
132
+ xp_assert_equal(xp.float64(0), xp.asarray(0.))
133
+ with pytest.raises(AssertionError, match=message):
134
+ xp_assert_equal(xp.asarray(42), xp.int64(42))
135
+ with pytest.raises(AssertionError, match=message):
136
+ xp_assert_equal(xp.int64(42), xp.asarray(42))
137
+
138
+ # with `check_0d=False`, scalars-vs-0d passes (if values match)
139
+ xp_assert_equal(xp.asarray(0.), xp.float64(0), check_0d=False)
140
+ xp_assert_equal(xp.float64(0), xp.asarray(0.), check_0d=False)
141
+ # also with regular python objects
142
+ xp_assert_equal(xp.asarray(0.), 0., check_0d=False)
143
+ xp_assert_equal(0., xp.asarray(0.), check_0d=False)
144
+ xp_assert_equal(xp.asarray(42), 42, check_0d=False)
145
+ xp_assert_equal(42, xp.asarray(42), check_0d=False)
146
+
147
+ # as an alternative to `check_0d=False`, explicitly expect scalar
148
+ xp_assert_equal(xp.float64(0), xp.asarray(0.)[()])
149
+
150
+
151
+ @array_api_compatible
152
+ def test_check_scalar_no_0d(self, xp):
153
+ if not is_numpy(xp):
154
+ pytest.skip("Scalars only exist in NumPy")
155
+
156
+ # identity passes, if first argument is not 0d (or check_0d=True)
157
+ xp_assert_equal_no_0d(xp.float64(0), xp.float64(0))
158
+ xp_assert_equal_no_0d(xp.float64(0), xp.float64(0), check_0d=True)
159
+ xp_assert_equal_no_0d(xp.asarray(0.), xp.asarray(0.), check_0d=True)
160
+
161
+ # by default, 0d values are forbidden as the first argument
162
+ message = "Result is a NumPy 0d-array.*"
163
+ with pytest.raises(AssertionError, match=message):
164
+ xp_assert_equal_no_0d(xp.asarray(0.), xp.asarray(0.))
165
+ with pytest.raises(AssertionError, match=message):
166
+ xp_assert_equal_no_0d(xp.asarray(0.), xp.float64(0))
167
+ with pytest.raises(AssertionError, match=message):
168
+ xp_assert_equal_no_0d(xp.asarray(42), xp.int64(42))
169
+
170
+ # Check default convention: 0d-arrays are NOT distinguished from scalars
171
+ xp_assert_equal_no_0d(xp.float64(0), xp.asarray(0.))
172
+ xp_assert_equal_no_0d(xp.int64(42), xp.asarray(42))
173
+
174
+ # opt in to 0d-check remains possible
175
+ message = "Array-ness does not match:.*"
176
+ with pytest.raises(AssertionError, match=message):
177
+ xp_assert_equal_no_0d(xp.asarray(0.), xp.float64(0), check_0d=True)
178
+ with pytest.raises(AssertionError, match=message):
179
+ xp_assert_equal_no_0d(xp.float64(0), xp.asarray(0.), check_0d=True)
180
+ with pytest.raises(AssertionError, match=message):
181
+ xp_assert_equal_no_0d(xp.asarray(42), xp.int64(0), check_0d=True)
182
+ with pytest.raises(AssertionError, match=message):
183
+ xp_assert_equal_no_0d(xp.int64(0), xp.asarray(42), check_0d=True)
184
+
185
+ # scalars-vs-0d passes (if values match) also with regular python objects
186
+ xp_assert_equal_no_0d(0., xp.asarray(0.))
187
+ xp_assert_equal_no_0d(42, xp.asarray(42))
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_bunch.py ADDED
@@ -0,0 +1,162 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import pickle
3
+ from numpy.testing import assert_equal
4
+ from scipy._lib._bunch import _make_tuple_bunch
5
+
6
+
7
+ # `Result` is defined at the top level of the module so it can be
8
+ # used to test pickling.
9
+ Result = _make_tuple_bunch('Result', ['x', 'y', 'z'], ['w', 'beta'])
10
+
11
+
12
+ class TestMakeTupleBunch:
13
+
14
+ # - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
15
+ # Tests with Result
16
+ # - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
17
+
18
+ def setup_method(self):
19
+ # Set up an instance of Result.
20
+ self.result = Result(x=1, y=2, z=3, w=99, beta=0.5)
21
+
22
+ def test_attribute_access(self):
23
+ assert_equal(self.result.x, 1)
24
+ assert_equal(self.result.y, 2)
25
+ assert_equal(self.result.z, 3)
26
+ assert_equal(self.result.w, 99)
27
+ assert_equal(self.result.beta, 0.5)
28
+
29
+ def test_indexing(self):
30
+ assert_equal(self.result[0], 1)
31
+ assert_equal(self.result[1], 2)
32
+ assert_equal(self.result[2], 3)
33
+ assert_equal(self.result[-1], 3)
34
+ with pytest.raises(IndexError, match='index out of range'):
35
+ self.result[3]
36
+
37
+ def test_unpacking(self):
38
+ x0, y0, z0 = self.result
39
+ assert_equal((x0, y0, z0), (1, 2, 3))
40
+ assert_equal(self.result, (1, 2, 3))
41
+
42
+ def test_slice(self):
43
+ assert_equal(self.result[1:], (2, 3))
44
+ assert_equal(self.result[::2], (1, 3))
45
+ assert_equal(self.result[::-1], (3, 2, 1))
46
+
47
+ def test_len(self):
48
+ assert_equal(len(self.result), 3)
49
+
50
+ def test_repr(self):
51
+ s = repr(self.result)
52
+ assert_equal(s, 'Result(x=1, y=2, z=3, w=99, beta=0.5)')
53
+
54
+ def test_hash(self):
55
+ assert_equal(hash(self.result), hash((1, 2, 3)))
56
+
57
+ def test_pickle(self):
58
+ s = pickle.dumps(self.result)
59
+ obj = pickle.loads(s)
60
+ assert isinstance(obj, Result)
61
+ assert_equal(obj.x, self.result.x)
62
+ assert_equal(obj.y, self.result.y)
63
+ assert_equal(obj.z, self.result.z)
64
+ assert_equal(obj.w, self.result.w)
65
+ assert_equal(obj.beta, self.result.beta)
66
+
67
+ def test_read_only_existing(self):
68
+ with pytest.raises(AttributeError, match="can't set attribute"):
69
+ self.result.x = -1
70
+
71
+ def test_read_only_new(self):
72
+ self.result.plate_of_shrimp = "lattice of coincidence"
73
+ assert self.result.plate_of_shrimp == "lattice of coincidence"
74
+
75
+ def test_constructor_missing_parameter(self):
76
+ with pytest.raises(TypeError, match='missing'):
77
+ # `w` is missing.
78
+ Result(x=1, y=2, z=3, beta=0.75)
79
+
80
+ def test_constructor_incorrect_parameter(self):
81
+ with pytest.raises(TypeError, match='unexpected'):
82
+ # `foo` is not an existing field.
83
+ Result(x=1, y=2, z=3, w=123, beta=0.75, foo=999)
84
+
85
+ def test_module(self):
86
+ m = 'scipy._lib.tests.test_bunch'
87
+ assert_equal(Result.__module__, m)
88
+ assert_equal(self.result.__module__, m)
89
+
90
+ def test_extra_fields_per_instance(self):
91
+ # This test exists to ensure that instances of the same class
92
+ # store their own values for the extra fields. That is, the values
93
+ # are stored per instance and not in the class.
94
+ result1 = Result(x=1, y=2, z=3, w=-1, beta=0.0)
95
+ result2 = Result(x=4, y=5, z=6, w=99, beta=1.0)
96
+ assert_equal(result1.w, -1)
97
+ assert_equal(result1.beta, 0.0)
98
+ # The rest of these checks aren't essential, but let's check
99
+ # them anyway.
100
+ assert_equal(result1[:], (1, 2, 3))
101
+ assert_equal(result2.w, 99)
102
+ assert_equal(result2.beta, 1.0)
103
+ assert_equal(result2[:], (4, 5, 6))
104
+
105
+ # - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
106
+ # Other tests
107
+ # - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
108
+
109
+ def test_extra_field_names_is_optional(self):
110
+ Square = _make_tuple_bunch('Square', ['width', 'height'])
111
+ sq = Square(width=1, height=2)
112
+ assert_equal(sq.width, 1)
113
+ assert_equal(sq.height, 2)
114
+ s = repr(sq)
115
+ assert_equal(s, 'Square(width=1, height=2)')
116
+
117
+ def test_tuple_like(self):
118
+ Tup = _make_tuple_bunch('Tup', ['a', 'b'])
119
+ tu = Tup(a=1, b=2)
120
+ assert isinstance(tu, tuple)
121
+ assert isinstance(tu + (1,), tuple)
122
+
123
+ def test_explicit_module(self):
124
+ m = 'some.module.name'
125
+ Foo = _make_tuple_bunch('Foo', ['x'], ['a', 'b'], module=m)
126
+ foo = Foo(x=1, a=355, b=113)
127
+ assert_equal(Foo.__module__, m)
128
+ assert_equal(foo.__module__, m)
129
+
130
+ # - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
131
+ # Argument validation
132
+ # - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
133
+
134
+ @pytest.mark.parametrize('args', [('123', ['a'], ['b']),
135
+ ('Foo', ['-3'], ['x']),
136
+ ('Foo', ['a'], ['+-*/'])])
137
+ def test_identifiers_not_allowed(self, args):
138
+ with pytest.raises(ValueError, match='identifiers'):
139
+ _make_tuple_bunch(*args)
140
+
141
+ @pytest.mark.parametrize('args', [('Foo', ['a', 'b', 'a'], ['x']),
142
+ ('Foo', ['a', 'b'], ['b', 'x'])])
143
+ def test_repeated_field_names(self, args):
144
+ with pytest.raises(ValueError, match='Duplicate'):
145
+ _make_tuple_bunch(*args)
146
+
147
+ @pytest.mark.parametrize('args', [('Foo', ['_a'], ['x']),
148
+ ('Foo', ['a'], ['_x'])])
149
+ def test_leading_underscore_not_allowed(self, args):
150
+ with pytest.raises(ValueError, match='underscore'):
151
+ _make_tuple_bunch(*args)
152
+
153
+ @pytest.mark.parametrize('args', [('Foo', ['def'], ['x']),
154
+ ('Foo', ['a'], ['or']),
155
+ ('and', ['a'], ['x'])])
156
+ def test_keyword_not_allowed_in_fields(self, args):
157
+ with pytest.raises(ValueError, match='keyword'):
158
+ _make_tuple_bunch(*args)
159
+
160
+ def test_at_least_one_field_name_required(self):
161
+ with pytest.raises(ValueError, match='at least one name'):
162
+ _make_tuple_bunch('Qwerty', [], ['a', 'b'])
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_ccallback.py ADDED
@@ -0,0 +1,204 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from numpy.testing import assert_equal, assert_
2
+ from pytest import raises as assert_raises
3
+
4
+ import time
5
+ import pytest
6
+ import ctypes
7
+ import threading
8
+ from scipy._lib import _ccallback_c as _test_ccallback_cython
9
+ from scipy._lib import _test_ccallback
10
+ from scipy._lib._ccallback import LowLevelCallable
11
+
12
+ try:
13
+ import cffi
14
+ HAVE_CFFI = True
15
+ except ImportError:
16
+ HAVE_CFFI = False
17
+
18
+
19
+ ERROR_VALUE = 2.0
20
+
21
+
22
+ def callback_python(a, user_data=None):
23
+ if a == ERROR_VALUE:
24
+ raise ValueError("bad value")
25
+
26
+ if user_data is None:
27
+ return a + 1
28
+ else:
29
+ return a + user_data
30
+
31
+ def _get_cffi_func(base, signature):
32
+ if not HAVE_CFFI:
33
+ pytest.skip("cffi not installed")
34
+
35
+ # Get function address
36
+ voidp = ctypes.cast(base, ctypes.c_void_p)
37
+ address = voidp.value
38
+
39
+ # Create corresponding cffi handle
40
+ ffi = cffi.FFI()
41
+ func = ffi.cast(signature, address)
42
+ return func
43
+
44
+
45
+ def _get_ctypes_data():
46
+ value = ctypes.c_double(2.0)
47
+ return ctypes.cast(ctypes.pointer(value), ctypes.c_voidp)
48
+
49
+
50
+ def _get_cffi_data():
51
+ if not HAVE_CFFI:
52
+ pytest.skip("cffi not installed")
53
+ ffi = cffi.FFI()
54
+ return ffi.new('double *', 2.0)
55
+
56
+
57
+ CALLERS = {
58
+ 'simple': _test_ccallback.test_call_simple,
59
+ 'nodata': _test_ccallback.test_call_nodata,
60
+ 'nonlocal': _test_ccallback.test_call_nonlocal,
61
+ 'cython': _test_ccallback_cython.test_call_cython,
62
+ }
63
+
64
+ # These functions have signatures known to the callers
65
+ FUNCS = {
66
+ 'python': lambda: callback_python,
67
+ 'capsule': lambda: _test_ccallback.test_get_plus1_capsule(),
68
+ 'cython': lambda: LowLevelCallable.from_cython(_test_ccallback_cython,
69
+ "plus1_cython"),
70
+ 'ctypes': lambda: _test_ccallback_cython.plus1_ctypes,
71
+ 'cffi': lambda: _get_cffi_func(_test_ccallback_cython.plus1_ctypes,
72
+ 'double (*)(double, int *, void *)'),
73
+ 'capsule_b': lambda: _test_ccallback.test_get_plus1b_capsule(),
74
+ 'cython_b': lambda: LowLevelCallable.from_cython(_test_ccallback_cython,
75
+ "plus1b_cython"),
76
+ 'ctypes_b': lambda: _test_ccallback_cython.plus1b_ctypes,
77
+ 'cffi_b': lambda: _get_cffi_func(_test_ccallback_cython.plus1b_ctypes,
78
+ 'double (*)(double, double, int *, void *)'),
79
+ }
80
+
81
+ # These functions have signatures the callers don't know
82
+ BAD_FUNCS = {
83
+ 'capsule_bc': lambda: _test_ccallback.test_get_plus1bc_capsule(),
84
+ 'cython_bc': lambda: LowLevelCallable.from_cython(_test_ccallback_cython,
85
+ "plus1bc_cython"),
86
+ 'ctypes_bc': lambda: _test_ccallback_cython.plus1bc_ctypes,
87
+ 'cffi_bc': lambda: _get_cffi_func(
88
+ _test_ccallback_cython.plus1bc_ctypes,
89
+ 'double (*)(double, double, double, int *, void *)'
90
+ ),
91
+ }
92
+
93
+ USER_DATAS = {
94
+ 'ctypes': _get_ctypes_data,
95
+ 'cffi': _get_cffi_data,
96
+ 'capsule': _test_ccallback.test_get_data_capsule,
97
+ }
98
+
99
+
100
+ def test_callbacks():
101
+ def check(caller, func, user_data):
102
+ caller = CALLERS[caller]
103
+ func = FUNCS[func]()
104
+ user_data = USER_DATAS[user_data]()
105
+
106
+ if func is callback_python:
107
+ def func2(x):
108
+ return func(x, 2.0)
109
+ else:
110
+ func2 = LowLevelCallable(func, user_data)
111
+ func = LowLevelCallable(func)
112
+
113
+ # Test basic call
114
+ assert_equal(caller(func, 1.0), 2.0)
115
+
116
+ # Test 'bad' value resulting to an error
117
+ assert_raises(ValueError, caller, func, ERROR_VALUE)
118
+
119
+ # Test passing in user_data
120
+ assert_equal(caller(func2, 1.0), 3.0)
121
+
122
+ for caller in sorted(CALLERS.keys()):
123
+ for func in sorted(FUNCS.keys()):
124
+ for user_data in sorted(USER_DATAS.keys()):
125
+ check(caller, func, user_data)
126
+
127
+
128
+ def test_bad_callbacks():
129
+ def check(caller, func, user_data):
130
+ caller = CALLERS[caller]
131
+ user_data = USER_DATAS[user_data]()
132
+ func = BAD_FUNCS[func]()
133
+
134
+ if func is callback_python:
135
+ def func2(x):
136
+ return func(x, 2.0)
137
+ else:
138
+ func2 = LowLevelCallable(func, user_data)
139
+ func = LowLevelCallable(func)
140
+
141
+ # Test that basic call fails
142
+ assert_raises(ValueError, caller, LowLevelCallable(func), 1.0)
143
+
144
+ # Test that passing in user_data also fails
145
+ assert_raises(ValueError, caller, func2, 1.0)
146
+
147
+ # Test error message
148
+ llfunc = LowLevelCallable(func)
149
+ try:
150
+ caller(llfunc, 1.0)
151
+ except ValueError as err:
152
+ msg = str(err)
153
+ assert_(llfunc.signature in msg, msg)
154
+ assert_('double (double, double, int *, void *)' in msg, msg)
155
+
156
+ for caller in sorted(CALLERS.keys()):
157
+ for func in sorted(BAD_FUNCS.keys()):
158
+ for user_data in sorted(USER_DATAS.keys()):
159
+ check(caller, func, user_data)
160
+
161
+
162
+ def test_signature_override():
163
+ caller = _test_ccallback.test_call_simple
164
+ func = _test_ccallback.test_get_plus1_capsule()
165
+
166
+ llcallable = LowLevelCallable(func, signature="bad signature")
167
+ assert_equal(llcallable.signature, "bad signature")
168
+ assert_raises(ValueError, caller, llcallable, 3)
169
+
170
+ llcallable = LowLevelCallable(func, signature="double (double, int *, void *)")
171
+ assert_equal(llcallable.signature, "double (double, int *, void *)")
172
+ assert_equal(caller(llcallable, 3), 4)
173
+
174
+
175
+ def test_threadsafety():
176
+ def callback(a, caller):
177
+ if a <= 0:
178
+ return 1
179
+ else:
180
+ res = caller(lambda x: callback(x, caller), a - 1)
181
+ return 2*res
182
+
183
+ def check(caller):
184
+ caller = CALLERS[caller]
185
+
186
+ results = []
187
+
188
+ count = 10
189
+
190
+ def run():
191
+ time.sleep(0.01)
192
+ r = caller(lambda x: callback(x, caller), count)
193
+ results.append(r)
194
+
195
+ threads = [threading.Thread(target=run) for j in range(20)]
196
+ for thread in threads:
197
+ thread.start()
198
+ for thread in threads:
199
+ thread.join()
200
+
201
+ assert_equal(results, [2.0**count]*len(threads))
202
+
203
+ for caller in CALLERS.keys():
204
+ check(caller)
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_config.py ADDED
@@ -0,0 +1,45 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Check the SciPy config is valid.
3
+ """
4
+ import scipy
5
+ import pytest
6
+ from unittest.mock import patch
7
+
8
+ pytestmark = pytest.mark.skipif(
9
+ not hasattr(scipy.__config__, "_built_with_meson"),
10
+ reason="Requires Meson builds",
11
+ )
12
+
13
+
14
+ class TestSciPyConfigs:
15
+ REQUIRED_CONFIG_KEYS = [
16
+ "Compilers",
17
+ "Machine Information",
18
+ "Python Information",
19
+ ]
20
+
21
+ @pytest.mark.thread_unsafe
22
+ @patch("scipy.__config__._check_pyyaml")
23
+ def test_pyyaml_not_found(self, mock_yaml_importer):
24
+ mock_yaml_importer.side_effect = ModuleNotFoundError()
25
+ with pytest.warns(UserWarning):
26
+ scipy.show_config()
27
+
28
+ def test_dict_mode(self):
29
+ config = scipy.show_config(mode="dicts")
30
+
31
+ assert isinstance(config, dict)
32
+ assert all([key in config for key in self.REQUIRED_CONFIG_KEYS]), (
33
+ "Required key missing,"
34
+ " see index of `False` with `REQUIRED_CONFIG_KEYS`"
35
+ )
36
+
37
+ def test_invalid_mode(self):
38
+ with pytest.raises(AttributeError):
39
+ scipy.show_config(mode="foo")
40
+
41
+ def test_warn_to_add_tests(self):
42
+ assert len(scipy.__config__.DisplayModes) == 2, (
43
+ "New mode detected,"
44
+ " please add UT if applicable and increment this count"
45
+ )
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_deprecation.py ADDED
@@ -0,0 +1,10 @@
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+
3
+ @pytest.mark.thread_unsafe
4
+ def test_cython_api_deprecation():
5
+ match = ("`scipy._lib._test_deprecation_def.foo_deprecated` "
6
+ "is deprecated, use `foo` instead!\n"
7
+ "Deprecated in Scipy 42.0.0")
8
+ with pytest.warns(DeprecationWarning, match=match):
9
+ from .. import _test_deprecation_call
10
+ assert _test_deprecation_call.call() == (1, 1)
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_doccer.py ADDED
@@ -0,0 +1,143 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ''' Some tests for the documenting decorator and support functions '''
2
+
3
+ import sys
4
+ import pytest
5
+ from numpy.testing import assert_equal, suppress_warnings
6
+
7
+ from scipy._lib import doccer
8
+
9
+ # python -OO strips docstrings
10
+ DOCSTRINGS_STRIPPED = sys.flags.optimize > 1
11
+
12
+ docstring = \
13
+ """Docstring
14
+ %(strtest1)s
15
+ %(strtest2)s
16
+ %(strtest3)s
17
+ """
18
+ param_doc1 = \
19
+ """Another test
20
+ with some indent"""
21
+
22
+ param_doc2 = \
23
+ """Another test, one line"""
24
+
25
+ param_doc3 = \
26
+ """ Another test
27
+ with some indent"""
28
+
29
+ doc_dict = {'strtest1':param_doc1,
30
+ 'strtest2':param_doc2,
31
+ 'strtest3':param_doc3}
32
+
33
+ filled_docstring = \
34
+ """Docstring
35
+ Another test
36
+ with some indent
37
+ Another test, one line
38
+ Another test
39
+ with some indent
40
+ """
41
+
42
+
43
+ def test_unindent():
44
+ with suppress_warnings() as sup:
45
+ sup.filter(category=DeprecationWarning)
46
+ assert_equal(doccer.unindent_string(param_doc1), param_doc1)
47
+ assert_equal(doccer.unindent_string(param_doc2), param_doc2)
48
+ assert_equal(doccer.unindent_string(param_doc3), param_doc1)
49
+
50
+
51
+ def test_unindent_dict():
52
+ with suppress_warnings() as sup:
53
+ sup.filter(category=DeprecationWarning)
54
+ d2 = doccer.unindent_dict(doc_dict)
55
+ assert_equal(d2['strtest1'], doc_dict['strtest1'])
56
+ assert_equal(d2['strtest2'], doc_dict['strtest2'])
57
+ assert_equal(d2['strtest3'], doc_dict['strtest1'])
58
+
59
+
60
+ def test_docformat():
61
+ with suppress_warnings() as sup:
62
+ sup.filter(category=DeprecationWarning)
63
+ udd = doccer.unindent_dict(doc_dict)
64
+ formatted = doccer.docformat(docstring, udd)
65
+ assert_equal(formatted, filled_docstring)
66
+ single_doc = 'Single line doc %(strtest1)s'
67
+ formatted = doccer.docformat(single_doc, doc_dict)
68
+ # Note - initial indent of format string does not
69
+ # affect subsequent indent of inserted parameter
70
+ assert_equal(formatted, """Single line doc Another test
71
+ with some indent""")
72
+
73
+
74
+ @pytest.mark.skipif(DOCSTRINGS_STRIPPED, reason="docstrings stripped")
75
+ def test_decorator():
76
+ with suppress_warnings() as sup:
77
+ sup.filter(category=DeprecationWarning)
78
+ # with unindentation of parameters
79
+ decorator = doccer.filldoc(doc_dict, True)
80
+
81
+ @decorator
82
+ def func():
83
+ """ Docstring
84
+ %(strtest3)s
85
+ """
86
+
87
+ def expected():
88
+ """ Docstring
89
+ Another test
90
+ with some indent
91
+ """
92
+ assert_equal(func.__doc__, expected.__doc__)
93
+
94
+ # without unindentation of parameters
95
+
96
+ # The docstring should be unindented for Python 3.13+
97
+ # because of https://github.com/python/cpython/issues/81283
98
+ decorator = doccer.filldoc(doc_dict, False if \
99
+ sys.version_info < (3, 13) else True)
100
+
101
+ @decorator
102
+ def func():
103
+ """ Docstring
104
+ %(strtest3)s
105
+ """
106
+ def expected():
107
+ """ Docstring
108
+ Another test
109
+ with some indent
110
+ """
111
+ assert_equal(func.__doc__, expected.__doc__)
112
+
113
+
114
+ @pytest.mark.skipif(DOCSTRINGS_STRIPPED, reason="docstrings stripped")
115
+ def test_inherit_docstring_from():
116
+
117
+ with suppress_warnings() as sup:
118
+ sup.filter(category=DeprecationWarning)
119
+
120
+ class Foo:
121
+ def func(self):
122
+ '''Do something useful.'''
123
+ return
124
+
125
+ def func2(self):
126
+ '''Something else.'''
127
+
128
+ class Bar(Foo):
129
+ @doccer.inherit_docstring_from(Foo)
130
+ def func(self):
131
+ '''%(super)sABC'''
132
+ return
133
+
134
+ @doccer.inherit_docstring_from(Foo)
135
+ def func2(self):
136
+ # No docstring.
137
+ return
138
+
139
+ assert_equal(Bar.func.__doc__, Foo.func.__doc__ + 'ABC')
140
+ assert_equal(Bar.func2.__doc__, Foo.func2.__doc__)
141
+ bar = Bar()
142
+ assert_equal(bar.func.__doc__, Foo.func.__doc__ + 'ABC')
143
+ assert_equal(bar.func2.__doc__, Foo.func2.__doc__)
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_import_cycles.py ADDED
@@ -0,0 +1,18 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import sys
3
+ import subprocess
4
+
5
+ from .test_public_api import PUBLIC_MODULES
6
+
7
+ # Regression tests for gh-6793.
8
+ # Check that all modules are importable in a new Python process.
9
+ # This is not necessarily true if there are import cycles present.
10
+
11
+ @pytest.mark.fail_slow(40)
12
+ @pytest.mark.slow
13
+ @pytest.mark.thread_unsafe
14
+ def test_public_modules_importable():
15
+ pids = [subprocess.Popen([sys.executable, '-c', f'import {module}'])
16
+ for module in PUBLIC_MODULES]
17
+ for i, pid in enumerate(pids):
18
+ assert pid.wait() == 0, f'Failed to import {PUBLIC_MODULES[i]}'
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_public_api.py ADDED
@@ -0,0 +1,469 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ This test script is adopted from:
3
+ https://github.com/numpy/numpy/blob/main/numpy/tests/test_public_api.py
4
+ """
5
+
6
+ import pkgutil
7
+ import types
8
+ import importlib
9
+ import warnings
10
+ from importlib import import_module
11
+
12
+ import pytest
13
+
14
+ import numpy as np
15
+ import scipy
16
+
17
+ from scipy.conftest import xp_available_backends
18
+
19
+
20
+ def test_dir_testing():
21
+ """Assert that output of dir has only one "testing/tester"
22
+ attribute without duplicate"""
23
+ assert len(dir(scipy)) == len(set(dir(scipy)))
24
+
25
+
26
+ # Historically SciPy has not used leading underscores for private submodules
27
+ # much. This has resulted in lots of things that look like public modules
28
+ # (i.e. things that can be imported as `import scipy.somesubmodule.somefile`),
29
+ # but were never intended to be public. The PUBLIC_MODULES list contains
30
+ # modules that are either public because they were meant to be, or because they
31
+ # contain public functions/objects that aren't present in any other namespace
32
+ # for whatever reason and therefore should be treated as public.
33
+ PUBLIC_MODULES = ["scipy." + s for s in [
34
+ "cluster",
35
+ "cluster.vq",
36
+ "cluster.hierarchy",
37
+ "constants",
38
+ "datasets",
39
+ "differentiate",
40
+ "fft",
41
+ "fftpack",
42
+ "integrate",
43
+ "interpolate",
44
+ "io",
45
+ "io.arff",
46
+ "io.matlab",
47
+ "io.wavfile",
48
+ "linalg",
49
+ "linalg.blas",
50
+ "linalg.cython_blas",
51
+ "linalg.lapack",
52
+ "linalg.cython_lapack",
53
+ "linalg.interpolative",
54
+ "ndimage",
55
+ "odr",
56
+ "optimize",
57
+ "optimize.elementwise",
58
+ "signal",
59
+ "signal.windows",
60
+ "sparse",
61
+ "sparse.linalg",
62
+ "sparse.csgraph",
63
+ "spatial",
64
+ "spatial.distance",
65
+ "spatial.transform",
66
+ "special",
67
+ "stats",
68
+ "stats.contingency",
69
+ "stats.distributions",
70
+ "stats.mstats",
71
+ "stats.qmc",
72
+ "stats.sampling"
73
+ ]]
74
+
75
+ # The PRIVATE_BUT_PRESENT_MODULES list contains modules that lacked underscores
76
+ # in their name and hence looked public, but weren't meant to be. All these
77
+ # namespace were deprecated in the 1.8.0 release - see "clear split between
78
+ # public and private API" in the 1.8.0 release notes.
79
+ # These private modules support will be removed in SciPy v2.0.0, as the
80
+ # deprecation messages emitted by each of these modules say.
81
+ PRIVATE_BUT_PRESENT_MODULES = [
82
+ 'scipy.constants.codata',
83
+ 'scipy.constants.constants',
84
+ 'scipy.fftpack.basic',
85
+ 'scipy.fftpack.convolve',
86
+ 'scipy.fftpack.helper',
87
+ 'scipy.fftpack.pseudo_diffs',
88
+ 'scipy.fftpack.realtransforms',
89
+ 'scipy.integrate.dop',
90
+ 'scipy.integrate.lsoda',
91
+ 'scipy.integrate.odepack',
92
+ 'scipy.integrate.quadpack',
93
+ 'scipy.integrate.vode',
94
+ 'scipy.interpolate.dfitpack',
95
+ 'scipy.interpolate.fitpack',
96
+ 'scipy.interpolate.fitpack2',
97
+ 'scipy.interpolate.interpnd',
98
+ 'scipy.interpolate.interpolate',
99
+ 'scipy.interpolate.ndgriddata',
100
+ 'scipy.interpolate.polyint',
101
+ 'scipy.interpolate.rbf',
102
+ 'scipy.io.arff.arffread',
103
+ 'scipy.io.harwell_boeing',
104
+ 'scipy.io.idl',
105
+ 'scipy.io.matlab.byteordercodes',
106
+ 'scipy.io.matlab.mio',
107
+ 'scipy.io.matlab.mio4',
108
+ 'scipy.io.matlab.mio5',
109
+ 'scipy.io.matlab.mio5_params',
110
+ 'scipy.io.matlab.mio5_utils',
111
+ 'scipy.io.matlab.mio_utils',
112
+ 'scipy.io.matlab.miobase',
113
+ 'scipy.io.matlab.streams',
114
+ 'scipy.io.mmio',
115
+ 'scipy.io.netcdf',
116
+ 'scipy.linalg.basic',
117
+ 'scipy.linalg.decomp',
118
+ 'scipy.linalg.decomp_cholesky',
119
+ 'scipy.linalg.decomp_lu',
120
+ 'scipy.linalg.decomp_qr',
121
+ 'scipy.linalg.decomp_schur',
122
+ 'scipy.linalg.decomp_svd',
123
+ 'scipy.linalg.matfuncs',
124
+ 'scipy.linalg.misc',
125
+ 'scipy.linalg.special_matrices',
126
+ 'scipy.misc',
127
+ 'scipy.misc.common',
128
+ 'scipy.misc.doccer',
129
+ 'scipy.ndimage.filters',
130
+ 'scipy.ndimage.fourier',
131
+ 'scipy.ndimage.interpolation',
132
+ 'scipy.ndimage.measurements',
133
+ 'scipy.ndimage.morphology',
134
+ 'scipy.odr.models',
135
+ 'scipy.odr.odrpack',
136
+ 'scipy.optimize.cobyla',
137
+ 'scipy.optimize.cython_optimize',
138
+ 'scipy.optimize.lbfgsb',
139
+ 'scipy.optimize.linesearch',
140
+ 'scipy.optimize.minpack',
141
+ 'scipy.optimize.minpack2',
142
+ 'scipy.optimize.moduleTNC',
143
+ 'scipy.optimize.nonlin',
144
+ 'scipy.optimize.optimize',
145
+ 'scipy.optimize.slsqp',
146
+ 'scipy.optimize.tnc',
147
+ 'scipy.optimize.zeros',
148
+ 'scipy.signal.bsplines',
149
+ 'scipy.signal.filter_design',
150
+ 'scipy.signal.fir_filter_design',
151
+ 'scipy.signal.lti_conversion',
152
+ 'scipy.signal.ltisys',
153
+ 'scipy.signal.signaltools',
154
+ 'scipy.signal.spectral',
155
+ 'scipy.signal.spline',
156
+ 'scipy.signal.waveforms',
157
+ 'scipy.signal.wavelets',
158
+ 'scipy.signal.windows.windows',
159
+ 'scipy.sparse.base',
160
+ 'scipy.sparse.bsr',
161
+ 'scipy.sparse.compressed',
162
+ 'scipy.sparse.construct',
163
+ 'scipy.sparse.coo',
164
+ 'scipy.sparse.csc',
165
+ 'scipy.sparse.csr',
166
+ 'scipy.sparse.data',
167
+ 'scipy.sparse.dia',
168
+ 'scipy.sparse.dok',
169
+ 'scipy.sparse.extract',
170
+ 'scipy.sparse.lil',
171
+ 'scipy.sparse.linalg.dsolve',
172
+ 'scipy.sparse.linalg.eigen',
173
+ 'scipy.sparse.linalg.interface',
174
+ 'scipy.sparse.linalg.isolve',
175
+ 'scipy.sparse.linalg.matfuncs',
176
+ 'scipy.sparse.sparsetools',
177
+ 'scipy.sparse.spfuncs',
178
+ 'scipy.sparse.sputils',
179
+ 'scipy.spatial.ckdtree',
180
+ 'scipy.spatial.kdtree',
181
+ 'scipy.spatial.qhull',
182
+ 'scipy.spatial.transform.rotation',
183
+ 'scipy.special.add_newdocs',
184
+ 'scipy.special.basic',
185
+ 'scipy.special.cython_special',
186
+ 'scipy.special.orthogonal',
187
+ 'scipy.special.sf_error',
188
+ 'scipy.special.specfun',
189
+ 'scipy.special.spfun_stats',
190
+ 'scipy.stats.biasedurn',
191
+ 'scipy.stats.kde',
192
+ 'scipy.stats.morestats',
193
+ 'scipy.stats.mstats_basic',
194
+ 'scipy.stats.mstats_extras',
195
+ 'scipy.stats.mvn',
196
+ 'scipy.stats.stats',
197
+ ]
198
+
199
+
200
+ def is_unexpected(name):
201
+ """Check if this needs to be considered."""
202
+ if '._' in name or '.tests' in name or '.setup' in name:
203
+ return False
204
+
205
+ if name in PUBLIC_MODULES:
206
+ return False
207
+
208
+ if name in PRIVATE_BUT_PRESENT_MODULES:
209
+ return False
210
+
211
+ return True
212
+
213
+
214
+ SKIP_LIST = [
215
+ 'scipy.conftest',
216
+ 'scipy.version',
217
+ 'scipy.special.libsf_error_state'
218
+ ]
219
+
220
+
221
+ # XXX: this test does more than it says on the tin - in using `pkgutil.walk_packages`,
222
+ # it will raise if it encounters any exceptions which are not handled by `ignore_errors`
223
+ # while attempting to import each discovered package.
224
+ # For now, `ignore_errors` only ignores what is necessary, but this could be expanded -
225
+ # for example, to all errors from private modules or git subpackages - if desired.
226
+ @pytest.mark.thread_unsafe
227
+ def test_all_modules_are_expected():
228
+ """
229
+ Test that we don't add anything that looks like a new public module by
230
+ accident. Check is based on filenames.
231
+ """
232
+
233
+ def ignore_errors(name):
234
+ # if versions of other array libraries are installed which are incompatible
235
+ # with the installed NumPy version, there can be errors on importing
236
+ # `array_api_compat`. This should only raise if SciPy is configured with
237
+ # that library as an available backend.
238
+ backends = {'cupy', 'torch', 'dask.array'}
239
+ for backend in backends:
240
+ path = f'array_api_compat.{backend}'
241
+ if path in name and backend not in xp_available_backends:
242
+ return
243
+ raise
244
+
245
+ modnames = []
246
+
247
+ with np.testing.suppress_warnings() as sup:
248
+ sup.filter(DeprecationWarning,"scipy.misc")
249
+ for _, modname, _ in pkgutil.walk_packages(path=scipy.__path__,
250
+ prefix=scipy.__name__ + '.',
251
+ onerror=ignore_errors):
252
+ if is_unexpected(modname) and modname not in SKIP_LIST:
253
+ # We have a name that is new. If that's on purpose, add it to
254
+ # PUBLIC_MODULES. We don't expect to have to add anything to
255
+ # PRIVATE_BUT_PRESENT_MODULES. Use an underscore in the name!
256
+ modnames.append(modname)
257
+
258
+ if modnames:
259
+ raise AssertionError(f'Found unexpected modules: {modnames}')
260
+
261
+
262
+ # Stuff that clearly shouldn't be in the API and is detected by the next test
263
+ # below
264
+ SKIP_LIST_2 = [
265
+ 'scipy.char',
266
+ 'scipy.rec',
267
+ 'scipy.emath',
268
+ 'scipy.math',
269
+ 'scipy.random',
270
+ 'scipy.ctypeslib',
271
+ 'scipy.ma'
272
+ ]
273
+
274
+
275
+ def test_all_modules_are_expected_2():
276
+ """
277
+ Method checking all objects. The pkgutil-based method in
278
+ `test_all_modules_are_expected` does not catch imports into a namespace,
279
+ only filenames.
280
+ """
281
+
282
+ def find_unexpected_members(mod_name):
283
+ members = []
284
+ module = importlib.import_module(mod_name)
285
+ if hasattr(module, '__all__'):
286
+ objnames = module.__all__
287
+ else:
288
+ objnames = dir(module)
289
+
290
+ for objname in objnames:
291
+ if not objname.startswith('_'):
292
+ fullobjname = mod_name + '.' + objname
293
+ if isinstance(getattr(module, objname), types.ModuleType):
294
+ if is_unexpected(fullobjname) and fullobjname not in SKIP_LIST_2:
295
+ members.append(fullobjname)
296
+
297
+ return members
298
+ with np.testing.suppress_warnings() as sup:
299
+ sup.filter(DeprecationWarning, "scipy.misc")
300
+ unexpected_members = find_unexpected_members("scipy")
301
+
302
+ for modname in PUBLIC_MODULES:
303
+ unexpected_members.extend(find_unexpected_members(modname))
304
+
305
+ if unexpected_members:
306
+ raise AssertionError("Found unexpected object(s) that look like "
307
+ f"modules: {unexpected_members}")
308
+
309
+
310
+ def test_api_importable():
311
+ """
312
+ Check that all submodules listed higher up in this file can be imported
313
+ Note that if a PRIVATE_BUT_PRESENT_MODULES entry goes missing, it may
314
+ simply need to be removed from the list (deprecation may or may not be
315
+ needed - apply common sense).
316
+ """
317
+ def check_importable(module_name):
318
+ try:
319
+ importlib.import_module(module_name)
320
+ except (ImportError, AttributeError):
321
+ return False
322
+
323
+ return True
324
+
325
+ module_names = []
326
+ for module_name in PUBLIC_MODULES:
327
+ if not check_importable(module_name):
328
+ module_names.append(module_name)
329
+
330
+ if module_names:
331
+ raise AssertionError("Modules in the public API that cannot be "
332
+ f"imported: {module_names}")
333
+
334
+ with warnings.catch_warnings(record=True):
335
+ warnings.filterwarnings('always', category=DeprecationWarning)
336
+ warnings.filterwarnings('always', category=ImportWarning)
337
+ for module_name in PRIVATE_BUT_PRESENT_MODULES:
338
+ if not check_importable(module_name):
339
+ module_names.append(module_name)
340
+
341
+ if module_names:
342
+ raise AssertionError("Modules that are not really public but looked "
343
+ "public and can not be imported: "
344
+ f"{module_names}")
345
+
346
+
347
+ @pytest.mark.thread_unsafe
348
+ @pytest.mark.parametrize(("module_name", "correct_module"),
349
+ [('scipy.constants.codata', None),
350
+ ('scipy.constants.constants', None),
351
+ ('scipy.fftpack.basic', None),
352
+ ('scipy.fftpack.helper', None),
353
+ ('scipy.fftpack.pseudo_diffs', None),
354
+ ('scipy.fftpack.realtransforms', None),
355
+ ('scipy.integrate.dop', None),
356
+ ('scipy.integrate.lsoda', None),
357
+ ('scipy.integrate.odepack', None),
358
+ ('scipy.integrate.quadpack', None),
359
+ ('scipy.integrate.vode', None),
360
+ ('scipy.interpolate.fitpack', None),
361
+ ('scipy.interpolate.fitpack2', None),
362
+ ('scipy.interpolate.interpolate', None),
363
+ ('scipy.interpolate.ndgriddata', None),
364
+ ('scipy.interpolate.polyint', None),
365
+ ('scipy.interpolate.rbf', None),
366
+ ('scipy.io.harwell_boeing', None),
367
+ ('scipy.io.idl', None),
368
+ ('scipy.io.mmio', None),
369
+ ('scipy.io.netcdf', None),
370
+ ('scipy.io.arff.arffread', 'arff'),
371
+ ('scipy.io.matlab.byteordercodes', 'matlab'),
372
+ ('scipy.io.matlab.mio_utils', 'matlab'),
373
+ ('scipy.io.matlab.mio', 'matlab'),
374
+ ('scipy.io.matlab.mio4', 'matlab'),
375
+ ('scipy.io.matlab.mio5_params', 'matlab'),
376
+ ('scipy.io.matlab.mio5_utils', 'matlab'),
377
+ ('scipy.io.matlab.mio5', 'matlab'),
378
+ ('scipy.io.matlab.miobase', 'matlab'),
379
+ ('scipy.io.matlab.streams', 'matlab'),
380
+ ('scipy.linalg.basic', None),
381
+ ('scipy.linalg.decomp', None),
382
+ ('scipy.linalg.decomp_cholesky', None),
383
+ ('scipy.linalg.decomp_lu', None),
384
+ ('scipy.linalg.decomp_qr', None),
385
+ ('scipy.linalg.decomp_schur', None),
386
+ ('scipy.linalg.decomp_svd', None),
387
+ ('scipy.linalg.matfuncs', None),
388
+ ('scipy.linalg.misc', None),
389
+ ('scipy.linalg.special_matrices', None),
390
+ ('scipy.ndimage.filters', None),
391
+ ('scipy.ndimage.fourier', None),
392
+ ('scipy.ndimage.interpolation', None),
393
+ ('scipy.ndimage.measurements', None),
394
+ ('scipy.ndimage.morphology', None),
395
+ ('scipy.odr.models', None),
396
+ ('scipy.odr.odrpack', None),
397
+ ('scipy.optimize.cobyla', None),
398
+ ('scipy.optimize.lbfgsb', None),
399
+ ('scipy.optimize.linesearch', None),
400
+ ('scipy.optimize.minpack', None),
401
+ ('scipy.optimize.minpack2', None),
402
+ ('scipy.optimize.moduleTNC', None),
403
+ ('scipy.optimize.nonlin', None),
404
+ ('scipy.optimize.optimize', None),
405
+ ('scipy.optimize.slsqp', None),
406
+ ('scipy.optimize.tnc', None),
407
+ ('scipy.optimize.zeros', None),
408
+ ('scipy.signal.bsplines', None),
409
+ ('scipy.signal.filter_design', None),
410
+ ('scipy.signal.fir_filter_design', None),
411
+ ('scipy.signal.lti_conversion', None),
412
+ ('scipy.signal.ltisys', None),
413
+ ('scipy.signal.signaltools', None),
414
+ ('scipy.signal.spectral', None),
415
+ ('scipy.signal.waveforms', None),
416
+ ('scipy.signal.wavelets', None),
417
+ ('scipy.signal.windows.windows', 'windows'),
418
+ ('scipy.sparse.lil', None),
419
+ ('scipy.sparse.linalg.dsolve', 'linalg'),
420
+ ('scipy.sparse.linalg.eigen', 'linalg'),
421
+ ('scipy.sparse.linalg.interface', 'linalg'),
422
+ ('scipy.sparse.linalg.isolve', 'linalg'),
423
+ ('scipy.sparse.linalg.matfuncs', 'linalg'),
424
+ ('scipy.sparse.sparsetools', None),
425
+ ('scipy.sparse.spfuncs', None),
426
+ ('scipy.sparse.sputils', None),
427
+ ('scipy.spatial.ckdtree', None),
428
+ ('scipy.spatial.kdtree', None),
429
+ ('scipy.spatial.qhull', None),
430
+ ('scipy.spatial.transform.rotation', 'transform'),
431
+ ('scipy.special.add_newdocs', None),
432
+ ('scipy.special.basic', None),
433
+ ('scipy.special.orthogonal', None),
434
+ ('scipy.special.sf_error', None),
435
+ ('scipy.special.specfun', None),
436
+ ('scipy.special.spfun_stats', None),
437
+ ('scipy.stats.biasedurn', None),
438
+ ('scipy.stats.kde', None),
439
+ ('scipy.stats.morestats', None),
440
+ ('scipy.stats.mstats_basic', 'mstats'),
441
+ ('scipy.stats.mstats_extras', 'mstats'),
442
+ ('scipy.stats.mvn', None),
443
+ ('scipy.stats.stats', None)])
444
+ def test_private_but_present_deprecation(module_name, correct_module):
445
+ # gh-18279, gh-17572, gh-17771 noted that deprecation warnings
446
+ # for imports from private modules
447
+ # were misleading. Check that this is resolved.
448
+ module = import_module(module_name)
449
+ if correct_module is None:
450
+ import_name = f'scipy.{module_name.split(".")[1]}'
451
+ else:
452
+ import_name = f'scipy.{module_name.split(".")[1]}.{correct_module}'
453
+
454
+ correct_import = import_module(import_name)
455
+
456
+ # Attributes that were formerly in `module_name` can still be imported from
457
+ # `module_name`, albeit with a deprecation warning.
458
+ for attr_name in module.__all__:
459
+ # ensure attribute is present where the warning is pointing
460
+ assert getattr(correct_import, attr_name, None) is not None
461
+ message = f"Please import `{attr_name}` from the `{import_name}`..."
462
+ with pytest.deprecated_call(match=message):
463
+ getattr(module, attr_name)
464
+
465
+ # Attributes that were not in `module_name` get an error notifying the user
466
+ # that the attribute is not in `module_name` and that `module_name` is deprecated.
467
+ message = f"`{module_name}` is deprecated..."
468
+ with pytest.raises(AttributeError, match=message):
469
+ getattr(module, "ekki")
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_scipy_version.py ADDED
@@ -0,0 +1,28 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import re
2
+
3
+ import scipy
4
+ import scipy.version
5
+
6
+
7
+ def test_valid_scipy_version():
8
+ # Verify that the SciPy version is a valid one (no .post suffix or other
9
+ # nonsense). See NumPy issue gh-6431 for an issue caused by an invalid
10
+ # version.
11
+ version_pattern = r"^[0-9]+\.[0-9]+\.[0-9]+(|a[0-9]|b[0-9]|rc[0-9])"
12
+ dev_suffix = r"((.dev0)|(\.dev0+\+git[0-9]{8}.[0-9a-f]{7}))"
13
+ if scipy.version.release:
14
+ res = re.match(version_pattern, scipy.__version__)
15
+ else:
16
+ res = re.match(version_pattern + dev_suffix, scipy.__version__)
17
+
18
+ assert res is not None
19
+ assert scipy.__version__
20
+
21
+
22
+ def test_version_submodule_members():
23
+ """`scipy.version` may not be quite public, but we install it.
24
+
25
+ So check that we don't silently change its contents.
26
+ """
27
+ for attr in ('version', 'full_version', 'short_version', 'git_revision', 'release'):
28
+ assert hasattr(scipy.version, attr)
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_tmpdirs.py ADDED
@@ -0,0 +1,48 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """ Test tmpdirs module """
2
+ from os import getcwd
3
+ from os.path import realpath, abspath, dirname, isfile, join as pjoin, exists
4
+
5
+ from scipy._lib._tmpdirs import tempdir, in_tempdir, in_dir
6
+
7
+ from numpy.testing import assert_, assert_equal
8
+
9
+ import pytest
10
+
11
+
12
+ MY_PATH = abspath(__file__)
13
+ MY_DIR = dirname(MY_PATH)
14
+
15
+
16
+ @pytest.mark.thread_unsafe
17
+ def test_tempdir():
18
+ with tempdir() as tmpdir:
19
+ fname = pjoin(tmpdir, 'example_file.txt')
20
+ with open(fname, "w") as fobj:
21
+ fobj.write('a string\\n')
22
+ assert_(not exists(tmpdir))
23
+
24
+
25
+ @pytest.mark.thread_unsafe
26
+ def test_in_tempdir():
27
+ my_cwd = getcwd()
28
+ with in_tempdir() as tmpdir:
29
+ with open('test.txt', "w") as f:
30
+ f.write('some text')
31
+ assert_(isfile('test.txt'))
32
+ assert_(isfile(pjoin(tmpdir, 'test.txt')))
33
+ assert_(not exists(tmpdir))
34
+ assert_equal(getcwd(), my_cwd)
35
+
36
+
37
+ @pytest.mark.thread_unsafe
38
+ def test_given_directory():
39
+ # Test InGivenDirectory
40
+ cwd = getcwd()
41
+ with in_dir() as tmpdir:
42
+ assert_equal(tmpdir, abspath(cwd))
43
+ assert_equal(tmpdir, abspath(getcwd()))
44
+ with in_dir(MY_DIR) as tmpdir:
45
+ assert_equal(tmpdir, MY_DIR)
46
+ assert_equal(realpath(MY_DIR), realpath(abspath(getcwd())))
47
+ # We were deleting the given directory! Check not so now.
48
+ assert_(isfile(MY_PATH))
mantis_evalkit/lib/python3.10/site-packages/scipy/_lib/tests/test_warnings.py ADDED
@@ -0,0 +1,137 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Tests which scan for certain occurrences in the code, they may not find
3
+ all of these occurrences but should catch almost all. This file was adapted
4
+ from NumPy.
5
+ """
6
+
7
+
8
+ import os
9
+ from pathlib import Path
10
+ import ast
11
+ import tokenize
12
+
13
+ import scipy
14
+
15
+ import pytest
16
+
17
+
18
+ class ParseCall(ast.NodeVisitor):
19
+ def __init__(self):
20
+ self.ls = []
21
+
22
+ def visit_Attribute(self, node):
23
+ ast.NodeVisitor.generic_visit(self, node)
24
+ self.ls.append(node.attr)
25
+
26
+ def visit_Name(self, node):
27
+ self.ls.append(node.id)
28
+
29
+
30
+ class FindFuncs(ast.NodeVisitor):
31
+ def __init__(self, filename):
32
+ super().__init__()
33
+ self.__filename = filename
34
+ self.bad_filters = []
35
+ self.bad_stacklevels = []
36
+
37
+ def visit_Call(self, node):
38
+ p = ParseCall()
39
+ p.visit(node.func)
40
+ ast.NodeVisitor.generic_visit(self, node)
41
+
42
+ if p.ls[-1] == 'simplefilter' or p.ls[-1] == 'filterwarnings':
43
+ # get first argument of the `args` node of the filter call
44
+ match node.args[0]:
45
+ case ast.Constant() as c:
46
+ argtext = c.value
47
+ case ast.JoinedStr() as js:
48
+ # if we get an f-string, discard the templated pieces, which
49
+ # are likely the type or specific message; we're interested
50
+ # in the action, which is less likely to use a template
51
+ argtext = "".join(
52
+ x.value for x in js.values if isinstance(x, ast.Constant)
53
+ )
54
+ case _:
55
+ raise ValueError("unknown ast node type")
56
+ # check if filter is set to ignore
57
+ if argtext == "ignore":
58
+ self.bad_filters.append(
59
+ f"{self.__filename}:{node.lineno}")
60
+
61
+ if p.ls[-1] == 'warn' and (
62
+ len(p.ls) == 1 or p.ls[-2] == 'warnings'):
63
+
64
+ if self.__filename == "_lib/tests/test_warnings.py":
65
+ # This file
66
+ return
67
+
68
+ # See if stacklevel exists:
69
+ if len(node.args) == 3:
70
+ return
71
+ args = {kw.arg for kw in node.keywords}
72
+ if "stacklevel" not in args:
73
+ self.bad_stacklevels.append(
74
+ f"{self.__filename}:{node.lineno}")
75
+
76
+
77
+ @pytest.fixture(scope="session")
78
+ def warning_calls():
79
+ # combined "ignore" and stacklevel error
80
+ base = Path(scipy.__file__).parent
81
+
82
+ bad_filters = []
83
+ bad_stacklevels = []
84
+
85
+ for path in base.rglob("*.py"):
86
+ # use tokenize to auto-detect encoding on systems where no
87
+ # default encoding is defined (e.g., LANG='C')
88
+ with tokenize.open(str(path)) as file:
89
+ tree = ast.parse(file.read(), filename=str(path))
90
+ finder = FindFuncs(path.relative_to(base))
91
+ finder.visit(tree)
92
+ bad_filters.extend(finder.bad_filters)
93
+ bad_stacklevels.extend(finder.bad_stacklevels)
94
+
95
+ return bad_filters, bad_stacklevels
96
+
97
+
98
+ @pytest.mark.fail_slow(40)
99
+ @pytest.mark.slow
100
+ def test_warning_calls_filters(warning_calls):
101
+ bad_filters, bad_stacklevels = warning_calls
102
+
103
+ # We try not to add filters in the code base, because those filters aren't
104
+ # thread-safe. We aim to only filter in tests with
105
+ # np.testing.suppress_warnings. However, in some cases it may prove
106
+ # necessary to filter out warnings, because we can't (easily) fix the root
107
+ # cause for them and we don't want users to see some warnings when they use
108
+ # SciPy correctly. So we list exceptions here. Add new entries only if
109
+ # there's a good reason.
110
+ allowed_filters = (
111
+ os.path.join('datasets', '_fetchers.py'),
112
+ os.path.join('datasets', '__init__.py'),
113
+ os.path.join('optimize', '_optimize.py'),
114
+ os.path.join('optimize', '_constraints.py'),
115
+ os.path.join('optimize', '_nnls.py'),
116
+ os.path.join('signal', '_ltisys.py'),
117
+ os.path.join('sparse', '__init__.py'), # np.matrix pending-deprecation
118
+ os.path.join('special', '_basic.py'), # gh-21801
119
+ os.path.join('stats', '_discrete_distns.py'), # gh-14901
120
+ os.path.join('stats', '_continuous_distns.py'),
121
+ os.path.join('stats', '_binned_statistic.py'), # gh-19345
122
+ os.path.join('stats', '_stats_py.py'), # gh-20743
123
+ os.path.join('stats', 'tests', 'test_axis_nan_policy.py'), # gh-20694
124
+ os.path.join('_lib', '_util.py'), # gh-19341
125
+ os.path.join('sparse', 'linalg', '_dsolve', 'linsolve.py'), # gh-17924
126
+ "conftest.py",
127
+ )
128
+ bad_filters = [item for item in bad_filters if item.split(':')[0] not in
129
+ allowed_filters]
130
+
131
+ if bad_filters:
132
+ raise AssertionError(
133
+ "warning ignore filter should not be used, instead, use\n"
134
+ "numpy.testing.suppress_warnings (in tests only);\n"
135
+ "found in:\n {}".format(
136
+ "\n ".join(bad_filters)))
137
+
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