diff --git "a/llava_next/lib/python3.10/site-packages/scipy/optimize/tests/test_optimize.py" "b/llava_next/lib/python3.10/site-packages/scipy/optimize/tests/test_optimize.py" new file mode 100644--- /dev/null +++ "b/llava_next/lib/python3.10/site-packages/scipy/optimize/tests/test_optimize.py" @@ -0,0 +1,3197 @@ +""" +Unit tests for optimization routines from optimize.py + +Authors: + Ed Schofield, Nov 2005 + Andrew Straw, April 2008 + +To run it in its simplest form:: + nosetests test_optimize.py + +""" +import itertools +import platform +import numpy as np +from numpy.testing import (assert_allclose, assert_equal, + assert_almost_equal, + assert_no_warnings, assert_warns, + assert_array_less, suppress_warnings) +import pytest +from pytest import raises as assert_raises + +from scipy import optimize +from scipy.optimize._minimize import Bounds, NonlinearConstraint +from scipy.optimize._minimize import (MINIMIZE_METHODS, + MINIMIZE_METHODS_NEW_CB, + MINIMIZE_SCALAR_METHODS) +from scipy.optimize._linprog import LINPROG_METHODS +from scipy.optimize._root import ROOT_METHODS +from scipy.optimize._root_scalar import ROOT_SCALAR_METHODS +from scipy.optimize._qap import QUADRATIC_ASSIGNMENT_METHODS +from scipy.optimize._differentiable_functions import ScalarFunction, FD_METHODS +from scipy.optimize._optimize import MemoizeJac, show_options, OptimizeResult +from scipy.optimize import rosen, rosen_der, rosen_hess + +from scipy.sparse import (coo_matrix, csc_matrix, csr_matrix, coo_array, + csr_array, csc_array) + +def test_check_grad(): + # Verify if check_grad is able to estimate the derivative of the + # expit (logistic sigmoid) function. + + def expit(x): + return 1 / (1 + np.exp(-x)) + + def der_expit(x): + return np.exp(-x) / (1 + np.exp(-x))**2 + + x0 = np.array([1.5]) + + r = optimize.check_grad(expit, der_expit, x0) + assert_almost_equal(r, 0) + r = optimize.check_grad(expit, der_expit, x0, + direction='random', seed=1234) + assert_almost_equal(r, 0) + + r = optimize.check_grad(expit, der_expit, x0, epsilon=1e-6) + assert_almost_equal(r, 0) + r = optimize.check_grad(expit, der_expit, x0, epsilon=1e-6, + direction='random', seed=1234) + assert_almost_equal(r, 0) + + # Check if the epsilon parameter is being considered. + r = abs(optimize.check_grad(expit, der_expit, x0, epsilon=1e-1) - 0) + assert r > 1e-7 + r = abs(optimize.check_grad(expit, der_expit, x0, epsilon=1e-1, + direction='random', seed=1234) - 0) + assert r > 1e-7 + + def x_sinx(x): + return (x*np.sin(x)).sum() + + def der_x_sinx(x): + return np.sin(x) + x*np.cos(x) + + x0 = np.arange(0, 2, 0.2) + + r = optimize.check_grad(x_sinx, der_x_sinx, x0, + direction='random', seed=1234) + assert_almost_equal(r, 0) + + assert_raises(ValueError, optimize.check_grad, + x_sinx, der_x_sinx, x0, + direction='random_projection', seed=1234) + + # checking can be done for derivatives of vector valued functions + r = optimize.check_grad(himmelblau_grad, himmelblau_hess, himmelblau_x0, + direction='all', seed=1234) + assert r < 5e-7 + + +class CheckOptimize: + """ Base test case for a simple constrained entropy maximization problem + (the machine translation example of Berger et al in + Computational Linguistics, vol 22, num 1, pp 39--72, 1996.) + """ + + def setup_method(self): + self.F = np.array([[1, 1, 1], + [1, 1, 0], + [1, 0, 1], + [1, 0, 0], + [1, 0, 0]]) + self.K = np.array([1., 0.3, 0.5]) + self.startparams = np.zeros(3, np.float64) + self.solution = np.array([0., -0.524869316, 0.487525860]) + self.maxiter = 1000 + self.funccalls = 0 + self.gradcalls = 0 + self.trace = [] + + def func(self, x): + self.funccalls += 1 + if self.funccalls > 6000: + raise RuntimeError("too many iterations in optimization routine") + log_pdot = np.dot(self.F, x) + logZ = np.log(sum(np.exp(log_pdot))) + f = logZ - np.dot(self.K, x) + self.trace.append(np.copy(x)) + return f + + def grad(self, x): + self.gradcalls += 1 + log_pdot = np.dot(self.F, x) + logZ = np.log(sum(np.exp(log_pdot))) + p = np.exp(log_pdot - logZ) + return np.dot(self.F.transpose(), p) - self.K + + def hess(self, x): + log_pdot = np.dot(self.F, x) + logZ = np.log(sum(np.exp(log_pdot))) + p = np.exp(log_pdot - logZ) + return np.dot(self.F.T, + np.dot(np.diag(p), self.F - np.dot(self.F.T, p))) + + def hessp(self, x, p): + return np.dot(self.hess(x), p) + + +class CheckOptimizeParameterized(CheckOptimize): + + def test_cg(self): + # conjugate gradient optimization routine + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + res = optimize.minimize(self.func, self.startparams, args=(), + method='CG', jac=self.grad, + options=opts) + params, fopt, func_calls, grad_calls, warnflag = \ + res['x'], res['fun'], res['nfev'], res['njev'], res['status'] + else: + retval = optimize.fmin_cg(self.func, self.startparams, + self.grad, (), maxiter=self.maxiter, + full_output=True, disp=self.disp, + retall=False) + (params, fopt, func_calls, grad_calls, warnflag) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + assert self.funccalls == 9, self.funccalls + assert self.gradcalls == 7, self.gradcalls + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + assert_allclose(self.trace[2:4], + [[0, -0.5, 0.5], + [0, -5.05700028e-01, 4.95985862e-01]], + atol=1e-14, rtol=1e-7) + + def test_cg_cornercase(self): + def f(r): + return 2.5 * (1 - np.exp(-1.5*(r - 0.5)))**2 + + # Check several initial guesses. (Too far away from the + # minimum, the function ends up in the flat region of exp.) + for x0 in np.linspace(-0.75, 3, 71): + sol = optimize.minimize(f, [x0], method='CG') + assert sol.success + assert_allclose(sol.x, [0.5], rtol=1e-5) + + def test_bfgs(self): + # Broyden-Fletcher-Goldfarb-Shanno optimization routine + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + res = optimize.minimize(self.func, self.startparams, + jac=self.grad, method='BFGS', args=(), + options=opts) + + params, fopt, gopt, Hopt, func_calls, grad_calls, warnflag = ( + res['x'], res['fun'], res['jac'], res['hess_inv'], + res['nfev'], res['njev'], res['status']) + else: + retval = optimize.fmin_bfgs(self.func, self.startparams, self.grad, + args=(), maxiter=self.maxiter, + full_output=True, disp=self.disp, + retall=False) + (params, fopt, gopt, Hopt, + func_calls, grad_calls, warnflag) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + assert self.funccalls == 10, self.funccalls + assert self.gradcalls == 8, self.gradcalls + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + assert_allclose(self.trace[6:8], + [[0, -5.25060743e-01, 4.87748473e-01], + [0, -5.24885582e-01, 4.87530347e-01]], + atol=1e-14, rtol=1e-7) + + def test_bfgs_hess_inv0_neg(self): + # Ensure that BFGS does not accept neg. def. initial inverse + # Hessian estimate. + with pytest.raises(ValueError, match="'hess_inv0' matrix isn't " + "positive definite."): + x0 = np.array([1.3, 0.7, 0.8, 1.9, 1.2]) + opts = {'disp': self.disp, 'hess_inv0': -np.eye(5)} + optimize.minimize(optimize.rosen, x0=x0, method='BFGS', args=(), + options=opts) + + def test_bfgs_hess_inv0_semipos(self): + # Ensure that BFGS does not accept semi pos. def. initial inverse + # Hessian estimate. + with pytest.raises(ValueError, match="'hess_inv0' matrix isn't " + "positive definite."): + x0 = np.array([1.3, 0.7, 0.8, 1.9, 1.2]) + hess_inv0 = np.eye(5) + hess_inv0[0, 0] = 0 + opts = {'disp': self.disp, 'hess_inv0': hess_inv0} + optimize.minimize(optimize.rosen, x0=x0, method='BFGS', args=(), + options=opts) + + def test_bfgs_hess_inv0_sanity(self): + # Ensure that BFGS handles `hess_inv0` parameter correctly. + fun = optimize.rosen + x0 = np.array([1.3, 0.7, 0.8, 1.9, 1.2]) + opts = {'disp': self.disp, 'hess_inv0': 1e-2 * np.eye(5)} + res = optimize.minimize(fun, x0=x0, method='BFGS', args=(), + options=opts) + res_true = optimize.minimize(fun, x0=x0, method='BFGS', args=(), + options={'disp': self.disp}) + assert_allclose(res.fun, res_true.fun, atol=1e-6) + + @pytest.mark.filterwarnings('ignore::UserWarning') + def test_bfgs_infinite(self): + # Test corner case where -Inf is the minimum. See gh-2019. + def func(x): + return -np.e ** (-x) + def fprime(x): + return -func(x) + x0 = [0] + with np.errstate(over='ignore'): + if self.use_wrapper: + opts = {'disp': self.disp} + x = optimize.minimize(func, x0, jac=fprime, method='BFGS', + args=(), options=opts)['x'] + else: + x = optimize.fmin_bfgs(func, x0, fprime, disp=self.disp) + assert not np.isfinite(func(x)) + + def test_bfgs_xrtol(self): + # test for #17345 to test xrtol parameter + x0 = [1.3, 0.7, 0.8, 1.9, 1.2] + res = optimize.minimize(optimize.rosen, + x0, method='bfgs', options={'xrtol': 1e-3}) + ref = optimize.minimize(optimize.rosen, + x0, method='bfgs', options={'gtol': 1e-3}) + assert res.nit != ref.nit + + def test_bfgs_c1(self): + # test for #18977 insufficiently low value of c1 leads to precision loss + # for poor starting parameters + x0 = [10.3, 20.7, 10.8, 1.9, -1.2] + res_c1_small = optimize.minimize(optimize.rosen, + x0, method='bfgs', options={'c1': 1e-8}) + res_c1_big = optimize.minimize(optimize.rosen, + x0, method='bfgs', options={'c1': 1e-1}) + + assert res_c1_small.nfev > res_c1_big.nfev + + def test_bfgs_c2(self): + # test that modification of c2 parameter + # results in different number of iterations + x0 = [1.3, 0.7, 0.8, 1.9, 1.2] + res_default = optimize.minimize(optimize.rosen, + x0, method='bfgs', options={'c2': .9}) + res_mod = optimize.minimize(optimize.rosen, + x0, method='bfgs', options={'c2': 1e-2}) + assert res_default.nit > res_mod.nit + + @pytest.mark.parametrize(["c1", "c2"], [[0.5, 2], + [-0.1, 0.1], + [0.2, 0.1]]) + def test_invalid_c1_c2(self, c1, c2): + with pytest.raises(ValueError, match="'c1' and 'c2'"): + x0 = [10.3, 20.7, 10.8, 1.9, -1.2] + optimize.minimize(optimize.rosen, x0, method='cg', + options={'c1': c1, 'c2': c2}) + + def test_powell(self): + # Powell (direction set) optimization routine + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + res = optimize.minimize(self.func, self.startparams, args=(), + method='Powell', options=opts) + params, fopt, direc, numiter, func_calls, warnflag = ( + res['x'], res['fun'], res['direc'], res['nit'], + res['nfev'], res['status']) + else: + retval = optimize.fmin_powell(self.func, self.startparams, + args=(), maxiter=self.maxiter, + full_output=True, disp=self.disp, + retall=False) + (params, fopt, direc, numiter, func_calls, warnflag) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + # params[0] does not affect the objective function + assert_allclose(params[1:], self.solution[1:], atol=5e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + # + # However, some leeway must be added: the exact evaluation + # count is sensitive to numerical error, and floating-point + # computations are not bit-for-bit reproducible across + # machines, and when using e.g., MKL, data alignment + # etc., affect the rounding error. + # + assert self.funccalls <= 116 + 20, self.funccalls + assert self.gradcalls == 0, self.gradcalls + + @pytest.mark.xfail(reason="This part of test_powell fails on some " + "platforms, but the solution returned by powell is " + "still valid.") + def test_powell_gh14014(self): + # This part of test_powell started failing on some CI platforms; + # see gh-14014. Since the solution is still correct and the comments + # in test_powell suggest that small differences in the bits are known + # to change the "trace" of the solution, seems safe to xfail to get CI + # green now and investigate later. + + # Powell (direction set) optimization routine + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + res = optimize.minimize(self.func, self.startparams, args=(), + method='Powell', options=opts) + params, fopt, direc, numiter, func_calls, warnflag = ( + res['x'], res['fun'], res['direc'], res['nit'], + res['nfev'], res['status']) + else: + retval = optimize.fmin_powell(self.func, self.startparams, + args=(), maxiter=self.maxiter, + full_output=True, disp=self.disp, + retall=False) + (params, fopt, direc, numiter, func_calls, warnflag) = retval + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + assert_allclose(self.trace[34:39], + [[0.72949016, -0.44156936, 0.47100962], + [0.72949016, -0.44156936, 0.48052496], + [1.45898031, -0.88313872, 0.95153458], + [0.72949016, -0.44156936, 0.47576729], + [1.72949016, -0.44156936, 0.47576729]], + atol=1e-14, rtol=1e-7) + + def test_powell_bounded(self): + # Powell (direction set) optimization routine + # same as test_powell above, but with bounds + bounds = [(-np.pi, np.pi) for _ in self.startparams] + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + res = optimize.minimize(self.func, self.startparams, args=(), + bounds=bounds, + method='Powell', options=opts) + params, func_calls = (res['x'], res['nfev']) + + assert func_calls == self.funccalls + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6, rtol=1e-5) + + # The exact evaluation count is sensitive to numerical error, and + # floating-point computations are not bit-for-bit reproducible + # across machines, and when using e.g. MKL, data alignment etc. + # affect the rounding error. + # It takes 155 calls on my machine, but we can add the same +20 + # margin as is used in `test_powell` + assert self.funccalls <= 155 + 20 + assert self.gradcalls == 0 + + def test_neldermead(self): + # Nelder-Mead simplex algorithm + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + res = optimize.minimize(self.func, self.startparams, args=(), + method='Nelder-mead', options=opts) + params, fopt, numiter, func_calls, warnflag = ( + res['x'], res['fun'], res['nit'], res['nfev'], + res['status']) + else: + retval = optimize.fmin(self.func, self.startparams, + args=(), maxiter=self.maxiter, + full_output=True, disp=self.disp, + retall=False) + (params, fopt, numiter, func_calls, warnflag) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + assert self.funccalls == 167, self.funccalls + assert self.gradcalls == 0, self.gradcalls + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + assert_allclose(self.trace[76:78], + [[0.1928968, -0.62780447, 0.35166118], + [0.19572515, -0.63648426, 0.35838135]], + atol=1e-14, rtol=1e-7) + + def test_neldermead_initial_simplex(self): + # Nelder-Mead simplex algorithm + simplex = np.zeros((4, 3)) + simplex[...] = self.startparams + for j in range(3): + simplex[j+1, j] += 0.1 + + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': False, + 'return_all': True, 'initial_simplex': simplex} + res = optimize.minimize(self.func, self.startparams, args=(), + method='Nelder-mead', options=opts) + params, fopt, numiter, func_calls, warnflag = (res['x'], + res['fun'], + res['nit'], + res['nfev'], + res['status']) + assert_allclose(res['allvecs'][0], simplex[0]) + else: + retval = optimize.fmin(self.func, self.startparams, + args=(), maxiter=self.maxiter, + full_output=True, disp=False, retall=False, + initial_simplex=simplex) + + (params, fopt, numiter, func_calls, warnflag) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.17.0. Don't allow them to increase. + assert self.funccalls == 100, self.funccalls + assert self.gradcalls == 0, self.gradcalls + + # Ensure that the function behaves the same; this is from SciPy 0.15.0 + assert_allclose(self.trace[50:52], + [[0.14687474, -0.5103282, 0.48252111], + [0.14474003, -0.5282084, 0.48743951]], + atol=1e-14, rtol=1e-7) + + def test_neldermead_initial_simplex_bad(self): + # Check it fails with a bad simplices + bad_simplices = [] + + simplex = np.zeros((3, 2)) + simplex[...] = self.startparams[:2] + for j in range(2): + simplex[j+1, j] += 0.1 + bad_simplices.append(simplex) + + simplex = np.zeros((3, 3)) + bad_simplices.append(simplex) + + for simplex in bad_simplices: + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': False, + 'return_all': False, 'initial_simplex': simplex} + assert_raises(ValueError, + optimize.minimize, + self.func, + self.startparams, + args=(), + method='Nelder-mead', + options=opts) + else: + assert_raises(ValueError, optimize.fmin, + self.func, self.startparams, + args=(), maxiter=self.maxiter, + full_output=True, disp=False, retall=False, + initial_simplex=simplex) + + def test_neldermead_x0_ub(self): + # checks whether minimisation occurs correctly for entries where + # x0 == ub + # gh19991 + def quad(x): + return np.sum(x**2) + + res = optimize.minimize( + quad, + [1], + bounds=[(0, 1.)], + method='nelder-mead' + ) + assert_allclose(res.x, [0]) + + res = optimize.minimize( + quad, + [1, 2], + bounds=[(0, 1.), (1, 3.)], + method='nelder-mead' + ) + assert_allclose(res.x, [0, 1]) + + def test_ncg_negative_maxiter(self): + # Regression test for gh-8241 + opts = {'maxiter': -1} + result = optimize.minimize(self.func, self.startparams, + method='Newton-CG', jac=self.grad, + args=(), options=opts) + assert result.status == 1 + + def test_ncg_zero_xtol(self): + # Regression test for gh-20214 + def cosine(x): + return np.cos(x[0]) + + def jac(x): + return -np.sin(x[0]) + + x0 = [0.1] + xtol = 0 + result = optimize.minimize(cosine, + x0=x0, + jac=jac, + method="newton-cg", + options=dict(xtol=xtol)) + assert result.status == 0 + assert_almost_equal(result.x[0], np.pi) + + def test_ncg(self): + # line-search Newton conjugate gradient optimization routine + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + retval = optimize.minimize(self.func, self.startparams, + method='Newton-CG', jac=self.grad, + args=(), options=opts)['x'] + else: + retval = optimize.fmin_ncg(self.func, self.startparams, self.grad, + args=(), maxiter=self.maxiter, + full_output=False, disp=self.disp, + retall=False) + + params = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + assert self.funccalls == 7, self.funccalls + assert self.gradcalls <= 22, self.gradcalls # 0.13.0 + # assert self.gradcalls <= 18, self.gradcalls # 0.9.0 + # assert self.gradcalls == 18, self.gradcalls # 0.8.0 + # assert self.gradcalls == 22, self.gradcalls # 0.7.0 + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + assert_allclose(self.trace[3:5], + [[-4.35700753e-07, -5.24869435e-01, 4.87527480e-01], + [-4.35700753e-07, -5.24869401e-01, 4.87527774e-01]], + atol=1e-6, rtol=1e-7) + + def test_ncg_hess(self): + # Newton conjugate gradient with Hessian + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + retval = optimize.minimize(self.func, self.startparams, + method='Newton-CG', jac=self.grad, + hess=self.hess, + args=(), options=opts)['x'] + else: + retval = optimize.fmin_ncg(self.func, self.startparams, self.grad, + fhess=self.hess, + args=(), maxiter=self.maxiter, + full_output=False, disp=self.disp, + retall=False) + + params = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + assert self.funccalls <= 7, self.funccalls # gh10673 + assert self.gradcalls <= 18, self.gradcalls # 0.9.0 + # assert self.gradcalls == 18, self.gradcalls # 0.8.0 + # assert self.gradcalls == 22, self.gradcalls # 0.7.0 + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + assert_allclose(self.trace[3:5], + [[-4.35700753e-07, -5.24869435e-01, 4.87527480e-01], + [-4.35700753e-07, -5.24869401e-01, 4.87527774e-01]], + atol=1e-6, rtol=1e-7) + + def test_ncg_hessp(self): + # Newton conjugate gradient with Hessian times a vector p. + if self.use_wrapper: + opts = {'maxiter': self.maxiter, 'disp': self.disp, + 'return_all': False} + retval = optimize.minimize(self.func, self.startparams, + method='Newton-CG', jac=self.grad, + hessp=self.hessp, + args=(), options=opts)['x'] + else: + retval = optimize.fmin_ncg(self.func, self.startparams, self.grad, + fhess_p=self.hessp, + args=(), maxiter=self.maxiter, + full_output=False, disp=self.disp, + retall=False) + + params = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + assert self.funccalls <= 7, self.funccalls # gh10673 + assert self.gradcalls <= 18, self.gradcalls # 0.9.0 + # assert self.gradcalls == 18, self.gradcalls # 0.8.0 + # assert self.gradcalls == 22, self.gradcalls # 0.7.0 + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + assert_allclose(self.trace[3:5], + [[-4.35700753e-07, -5.24869435e-01, 4.87527480e-01], + [-4.35700753e-07, -5.24869401e-01, 4.87527774e-01]], + atol=1e-6, rtol=1e-7) + + def test_cobyqa(self): + # COBYQA method. + if self.use_wrapper: + res = optimize.minimize( + self.func, + self.startparams, + method='cobyqa', + options={'maxiter': self.maxiter, 'disp': self.disp}, + ) + assert_allclose(res.fun, self.func(self.solution), atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 1.14.0. Don't allow them to increase. The exact evaluation + # count is sensitive to numerical error and floating-point + # computations are not bit-for-bit reproducible across machines. It + # takes 45 calls on my machine, but we can add the same +20 margin + # as is used in `test_powell` + assert self.funccalls <= 45 + 20, self.funccalls + + +def test_maxfev_test(): + rng = np.random.default_rng(271707100830272976862395227613146332411) + + def cost(x): + return rng.random(1) * 1000 # never converged problem + + for imaxfev in [1, 10, 50]: + # "TNC" and "L-BFGS-B" also supports max function evaluation, but + # these may violate the limit because of evaluating gradients + # by numerical differentiation. See the discussion in PR #14805. + for method in ['Powell', 'Nelder-Mead']: + result = optimize.minimize(cost, rng.random(10), + method=method, + options={'maxfev': imaxfev}) + assert result["nfev"] == imaxfev + + +def test_wrap_scalar_function_with_validation(): + + def func_(x): + return x + + fcalls, func = optimize._optimize.\ + _wrap_scalar_function_maxfun_validation(func_, np.asarray(1), 5) + + for i in range(5): + func(np.asarray(i)) + assert fcalls[0] == i+1 + + msg = "Too many function calls" + with assert_raises(optimize._optimize._MaxFuncCallError, match=msg): + func(np.asarray(i)) # exceeded maximum function call + + fcalls, func = optimize._optimize.\ + _wrap_scalar_function_maxfun_validation(func_, np.asarray(1), 5) + + msg = "The user-provided objective function must return a scalar value." + with assert_raises(ValueError, match=msg): + func(np.array([1, 1])) + + +def test_obj_func_returns_scalar(): + match = ("The user-provided " + "objective function must " + "return a scalar value.") + with assert_raises(ValueError, match=match): + optimize.minimize(lambda x: x, np.array([1, 1]), method='BFGS') + + +def test_neldermead_iteration_num(): + x0 = np.array([1.3, 0.7, 0.8, 1.9, 1.2]) + res = optimize._minimize._minimize_neldermead(optimize.rosen, x0, + xatol=1e-8) + assert res.nit <= 339 + + +def test_neldermead_respect_fp(): + # Nelder-Mead should respect the fp type of the input + function + x0 = np.array([5.0, 4.0]).astype(np.float32) + def rosen_(x): + assert x.dtype == np.float32 + return optimize.rosen(x) + + optimize.minimize(rosen_, x0, method='Nelder-Mead') + + +def test_neldermead_xatol_fatol(): + # gh4484 + # test we can call with fatol, xatol specified + def func(x): + return x[0] ** 2 + x[1] ** 2 + + optimize._minimize._minimize_neldermead(func, [1, 1], maxiter=2, + xatol=1e-3, fatol=1e-3) + + +def test_neldermead_adaptive(): + def func(x): + return np.sum(x ** 2) + p0 = [0.15746215, 0.48087031, 0.44519198, 0.4223638, 0.61505159, + 0.32308456, 0.9692297, 0.4471682, 0.77411992, 0.80441652, + 0.35994957, 0.75487856, 0.99973421, 0.65063887, 0.09626474] + + res = optimize.minimize(func, p0, method='Nelder-Mead') + assert_equal(res.success, False) + + res = optimize.minimize(func, p0, method='Nelder-Mead', + options={'adaptive': True}) + assert_equal(res.success, True) + + +def test_bounded_powell_outsidebounds(): + # With the bounded Powell method if you start outside the bounds the final + # should still be within the bounds (provided that the user doesn't make a + # bad choice for the `direc` argument). + def func(x): + return np.sum(x ** 2) + bounds = (-1, 1), (-1, 1), (-1, 1) + x0 = [-4, .5, -.8] + + # we're starting outside the bounds, so we should get a warning + with assert_warns(optimize.OptimizeWarning): + res = optimize.minimize(func, x0, bounds=bounds, method="Powell") + assert_allclose(res.x, np.array([0.] * len(x0)), atol=1e-6) + assert_equal(res.success, True) + assert_equal(res.status, 0) + + # However, now if we change the `direc` argument such that the + # set of vectors does not span the parameter space, then we may + # not end up back within the bounds. Here we see that the first + # parameter cannot be updated! + direc = [[0, 0, 0], [0, 1, 0], [0, 0, 1]] + # we're starting outside the bounds, so we should get a warning + with assert_warns(optimize.OptimizeWarning): + res = optimize.minimize(func, x0, + bounds=bounds, method="Powell", + options={'direc': direc}) + assert_allclose(res.x, np.array([-4., 0, 0]), atol=1e-6) + assert_equal(res.success, False) + assert_equal(res.status, 4) + + +def test_bounded_powell_vs_powell(): + # here we test an example where the bounded Powell method + # will return a different result than the standard Powell + # method. + + # first we test a simple example where the minimum is at + # the origin and the minimum that is within the bounds is + # larger than the minimum at the origin. + def func(x): + return np.sum(x ** 2) + bounds = (-5, -1), (-10, -0.1), (1, 9.2), (-4, 7.6), (-15.9, -2) + x0 = [-2.1, -5.2, 1.9, 0, -2] + + options = {'ftol': 1e-10, 'xtol': 1e-10} + + res_powell = optimize.minimize(func, x0, method="Powell", options=options) + assert_allclose(res_powell.x, 0., atol=1e-6) + assert_allclose(res_powell.fun, 0., atol=1e-6) + + res_bounded_powell = optimize.minimize(func, x0, options=options, + bounds=bounds, + method="Powell") + p = np.array([-1, -0.1, 1, 0, -2]) + assert_allclose(res_bounded_powell.x, p, atol=1e-6) + assert_allclose(res_bounded_powell.fun, func(p), atol=1e-6) + + # now we test bounded Powell but with a mix of inf bounds. + bounds = (None, -1), (-np.inf, -.1), (1, np.inf), (-4, None), (-15.9, -2) + res_bounded_powell = optimize.minimize(func, x0, options=options, + bounds=bounds, + method="Powell") + p = np.array([-1, -0.1, 1, 0, -2]) + assert_allclose(res_bounded_powell.x, p, atol=1e-6) + assert_allclose(res_bounded_powell.fun, func(p), atol=1e-6) + + # next we test an example where the global minimum is within + # the bounds, but the bounded Powell method performs better + # than the standard Powell method. + def func(x): + t = np.sin(-x[0]) * np.cos(x[1]) * np.sin(-x[0] * x[1]) * np.cos(x[1]) + t -= np.cos(np.sin(x[1] * x[2]) * np.cos(x[2])) + return t**2 + + bounds = [(-2, 5)] * 3 + x0 = [-0.5, -0.5, -0.5] + + res_powell = optimize.minimize(func, x0, method="Powell") + res_bounded_powell = optimize.minimize(func, x0, + bounds=bounds, + method="Powell") + assert_allclose(res_powell.fun, 0.007136253919761627, atol=1e-6) + assert_allclose(res_bounded_powell.fun, 0, atol=1e-6) + + # next we test the previous example where the we provide Powell + # with (-inf, inf) bounds, and compare it to providing Powell + # with no bounds. They should end up the same. + bounds = [(-np.inf, np.inf)] * 3 + + res_bounded_powell = optimize.minimize(func, x0, + bounds=bounds, + method="Powell") + assert_allclose(res_powell.fun, res_bounded_powell.fun, atol=1e-6) + assert_allclose(res_powell.nfev, res_bounded_powell.nfev, atol=1e-6) + assert_allclose(res_powell.x, res_bounded_powell.x, atol=1e-6) + + # now test when x0 starts outside of the bounds. + x0 = [45.46254415, -26.52351498, 31.74830248] + bounds = [(-2, 5)] * 3 + # we're starting outside the bounds, so we should get a warning + with assert_warns(optimize.OptimizeWarning): + res_bounded_powell = optimize.minimize(func, x0, + bounds=bounds, + method="Powell") + assert_allclose(res_bounded_powell.fun, 0, atol=1e-6) + + +def test_onesided_bounded_powell_stability(): + # When the Powell method is bounded on only one side, a + # np.tan transform is done in order to convert it into a + # completely bounded problem. Here we do some simple tests + # of one-sided bounded Powell where the optimal solutions + # are large to test the stability of the transformation. + kwargs = {'method': 'Powell', + 'bounds': [(-np.inf, 1e6)] * 3, + 'options': {'ftol': 1e-8, 'xtol': 1e-8}} + x0 = [1, 1, 1] + + # df/dx is constant. + def f(x): + return -np.sum(x) + res = optimize.minimize(f, x0, **kwargs) + assert_allclose(res.fun, -3e6, atol=1e-4) + + # df/dx gets smaller and smaller. + def f(x): + return -np.abs(np.sum(x)) ** (0.1) * (1 if np.all(x > 0) else -1) + + res = optimize.minimize(f, x0, **kwargs) + assert_allclose(res.fun, -(3e6) ** (0.1)) + + # df/dx gets larger and larger. + def f(x): + return -np.abs(np.sum(x)) ** 10 * (1 if np.all(x > 0) else -1) + + res = optimize.minimize(f, x0, **kwargs) + assert_allclose(res.fun, -(3e6) ** 10, rtol=1e-7) + + # df/dx gets larger for some of the variables and smaller for others. + def f(x): + t = -np.abs(np.sum(x[:2])) ** 5 - np.abs(np.sum(x[2:])) ** (0.1) + t *= (1 if np.all(x > 0) else -1) + return t + + kwargs['bounds'] = [(-np.inf, 1e3)] * 3 + res = optimize.minimize(f, x0, **kwargs) + assert_allclose(res.fun, -(2e3) ** 5 - (1e6) ** (0.1), rtol=1e-7) + + +class TestOptimizeWrapperDisp(CheckOptimizeParameterized): + use_wrapper = True + disp = True + + +class TestOptimizeWrapperNoDisp(CheckOptimizeParameterized): + use_wrapper = True + disp = False + + +class TestOptimizeNoWrapperDisp(CheckOptimizeParameterized): + use_wrapper = False + disp = True + + +class TestOptimizeNoWrapperNoDisp(CheckOptimizeParameterized): + use_wrapper = False + disp = False + + +class TestOptimizeSimple(CheckOptimize): + + def test_bfgs_nan(self): + # Test corner case where nan is fed to optimizer. See gh-2067. + def func(x): + return x + def fprime(x): + return np.ones_like(x) + x0 = [np.nan] + with np.errstate(over='ignore', invalid='ignore'): + x = optimize.fmin_bfgs(func, x0, fprime, disp=False) + assert np.isnan(func(x)) + + def test_bfgs_nan_return(self): + # Test corner cases where fun returns NaN. See gh-4793. + + # First case: NaN from first call. + def func(x): + return np.nan + with np.errstate(invalid='ignore'): + result = optimize.minimize(func, 0) + + assert np.isnan(result['fun']) + assert result['success'] is False + + # Second case: NaN from second call. + def func(x): + return 0 if x == 0 else np.nan + def fprime(x): + return np.ones_like(x) # Steer away from zero. + with np.errstate(invalid='ignore'): + result = optimize.minimize(func, 0, jac=fprime) + + assert np.isnan(result['fun']) + assert result['success'] is False + + def test_bfgs_numerical_jacobian(self): + # BFGS with numerical Jacobian and a vector epsilon parameter. + # define the epsilon parameter using a random vector + epsilon = np.sqrt(np.spacing(1.)) * np.random.rand(len(self.solution)) + + params = optimize.fmin_bfgs(self.func, self.startparams, + epsilon=epsilon, args=(), + maxiter=self.maxiter, disp=False) + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + def test_finite_differences_jac(self): + methods = ['BFGS', 'CG', 'TNC'] + jacs = ['2-point', '3-point', None] + for method, jac in itertools.product(methods, jacs): + result = optimize.minimize(self.func, self.startparams, + method=method, jac=jac) + assert_allclose(self.func(result.x), self.func(self.solution), + atol=1e-6) + + def test_finite_differences_hess(self): + # test that all the methods that require hess can use finite-difference + # For Newton-CG, trust-ncg, trust-krylov the FD estimated hessian is + # wrapped in a hessp function + # dogleg, trust-exact actually require true hessians at the moment, so + # they're excluded. + methods = ['trust-constr', 'Newton-CG', 'trust-ncg', 'trust-krylov'] + hesses = FD_METHODS + (optimize.BFGS,) + for method, hess in itertools.product(methods, hesses): + if hess is optimize.BFGS: + hess = hess() + result = optimize.minimize(self.func, self.startparams, + method=method, jac=self.grad, + hess=hess) + assert result.success + + # check that the methods demand some sort of Hessian specification + # Newton-CG creates its own hessp, and trust-constr doesn't need a hess + # specified either + methods = ['trust-ncg', 'trust-krylov', 'dogleg', 'trust-exact'] + for method in methods: + with pytest.raises(ValueError): + optimize.minimize(self.func, self.startparams, + method=method, jac=self.grad, + hess=None) + + def test_bfgs_gh_2169(self): + def f(x): + if x < 0: + return 1.79769313e+308 + else: + return x + 1./x + xs = optimize.fmin_bfgs(f, [10.], disp=False) + assert_allclose(xs, 1.0, rtol=1e-4, atol=1e-4) + + def test_bfgs_double_evaluations(self): + # check BFGS does not evaluate twice in a row at same point + def f(x): + xp = x[0] + assert xp not in seen + seen.add(xp) + return 10*x**2, 20*x + + seen = set() + optimize.minimize(f, -100, method='bfgs', jac=True, tol=1e-7) + + def test_l_bfgs_b(self): + # limited-memory bound-constrained BFGS algorithm + retval = optimize.fmin_l_bfgs_b(self.func, self.startparams, + self.grad, args=(), + maxiter=self.maxiter) + + (params, fopt, d) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + # Ensure that function call counts are 'known good'; these are from + # SciPy 0.7.0. Don't allow them to increase. + assert self.funccalls == 7, self.funccalls + assert self.gradcalls == 5, self.gradcalls + + # Ensure that the function behaves the same; this is from SciPy 0.7.0 + # test fixed in gh10673 + assert_allclose(self.trace[3:5], + [[8.117083e-16, -5.196198e-01, 4.897617e-01], + [0., -0.52489628, 0.48753042]], + atol=1e-14, rtol=1e-7) + + def test_l_bfgs_b_numjac(self): + # L-BFGS-B with numerical Jacobian + retval = optimize.fmin_l_bfgs_b(self.func, self.startparams, + approx_grad=True, + maxiter=self.maxiter) + + (params, fopt, d) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + def test_l_bfgs_b_funjac(self): + # L-BFGS-B with combined objective function and Jacobian + def fun(x): + return self.func(x), self.grad(x) + + retval = optimize.fmin_l_bfgs_b(fun, self.startparams, + maxiter=self.maxiter) + + (params, fopt, d) = retval + + assert_allclose(self.func(params), self.func(self.solution), + atol=1e-6) + + def test_l_bfgs_b_maxiter(self): + # gh7854 + # Ensure that not more than maxiters are ever run. + class Callback: + def __init__(self): + self.nit = 0 + self.fun = None + self.x = None + + def __call__(self, x): + self.x = x + self.fun = optimize.rosen(x) + self.nit += 1 + + c = Callback() + res = optimize.minimize(optimize.rosen, [0., 0.], method='l-bfgs-b', + callback=c, options={'maxiter': 5}) + + assert_equal(res.nit, 5) + assert_almost_equal(res.x, c.x) + assert_almost_equal(res.fun, c.fun) + assert_equal(res.status, 1) + assert res.success is False + assert_equal(res.message, + 'STOP: TOTAL NO. of ITERATIONS REACHED LIMIT') + + def test_minimize_l_bfgs_b(self): + # Minimize with L-BFGS-B method + opts = {'disp': False, 'maxiter': self.maxiter} + r = optimize.minimize(self.func, self.startparams, + method='L-BFGS-B', jac=self.grad, + options=opts) + assert_allclose(self.func(r.x), self.func(self.solution), + atol=1e-6) + assert self.gradcalls == r.njev + + self.funccalls = self.gradcalls = 0 + # approximate jacobian + ra = optimize.minimize(self.func, self.startparams, + method='L-BFGS-B', options=opts) + # check that function evaluations in approximate jacobian are counted + # assert_(ra.nfev > r.nfev) + assert self.funccalls == ra.nfev + assert_allclose(self.func(ra.x), self.func(self.solution), + atol=1e-6) + + self.funccalls = self.gradcalls = 0 + # approximate jacobian + ra = optimize.minimize(self.func, self.startparams, jac='3-point', + method='L-BFGS-B', options=opts) + assert self.funccalls == ra.nfev + assert_allclose(self.func(ra.x), self.func(self.solution), + atol=1e-6) + + def test_minimize_l_bfgs_b_ftol(self): + # Check that the `ftol` parameter in l_bfgs_b works as expected + v0 = None + for tol in [1e-1, 1e-4, 1e-7, 1e-10]: + opts = {'disp': False, 'maxiter': self.maxiter, 'ftol': tol} + sol = optimize.minimize(self.func, self.startparams, + method='L-BFGS-B', jac=self.grad, + options=opts) + v = self.func(sol.x) + + if v0 is None: + v0 = v + else: + assert v < v0 + + assert_allclose(v, self.func(self.solution), rtol=tol) + + def test_minimize_l_bfgs_maxls(self): + # check that the maxls is passed down to the Fortran routine + sol = optimize.minimize(optimize.rosen, np.array([-1.2, 1.0]), + method='L-BFGS-B', jac=optimize.rosen_der, + options={'disp': False, 'maxls': 1}) + assert not sol.success + + def test_minimize_l_bfgs_b_maxfun_interruption(self): + # gh-6162 + f = optimize.rosen + g = optimize.rosen_der + values = [] + x0 = np.full(7, 1000) + + def objfun(x): + value = f(x) + values.append(value) + return value + + # Look for an interesting test case. + # Request a maxfun that stops at a particularly bad function + # evaluation somewhere between 100 and 300 evaluations. + low, medium, high = 30, 100, 300 + optimize.fmin_l_bfgs_b(objfun, x0, fprime=g, maxfun=high) + v, k = max((y, i) for i, y in enumerate(values[medium:])) + maxfun = medium + k + # If the minimization strategy is reasonable, + # the minimize() result should not be worse than the best + # of the first 30 function evaluations. + target = min(values[:low]) + xmin, fmin, d = optimize.fmin_l_bfgs_b(f, x0, fprime=g, maxfun=maxfun) + assert_array_less(fmin, target) + + def test_custom(self): + # This function comes from the documentation example. + def custmin(fun, x0, args=(), maxfev=None, stepsize=0.1, + maxiter=100, callback=None, **options): + bestx = x0 + besty = fun(x0) + funcalls = 1 + niter = 0 + improved = True + stop = False + + while improved and not stop and niter < maxiter: + improved = False + niter += 1 + for dim in range(np.size(x0)): + for s in [bestx[dim] - stepsize, bestx[dim] + stepsize]: + testx = np.copy(bestx) + testx[dim] = s + testy = fun(testx, *args) + funcalls += 1 + if testy < besty: + besty = testy + bestx = testx + improved = True + if callback is not None: + callback(bestx) + if maxfev is not None and funcalls >= maxfev: + stop = True + break + + return optimize.OptimizeResult(fun=besty, x=bestx, nit=niter, + nfev=funcalls, success=(niter > 1)) + + x0 = [1.35, 0.9, 0.8, 1.1, 1.2] + res = optimize.minimize(optimize.rosen, x0, method=custmin, + options=dict(stepsize=0.05)) + assert_allclose(res.x, 1.0, rtol=1e-4, atol=1e-4) + + def test_gh10771(self): + # check that minimize passes bounds and constraints to a custom + # minimizer without altering them. + bounds = [(-2, 2), (0, 3)] + constraints = 'constraints' + + def custmin(fun, x0, **options): + assert options['bounds'] is bounds + assert options['constraints'] is constraints + return optimize.OptimizeResult() + + x0 = [1, 1] + optimize.minimize(optimize.rosen, x0, method=custmin, + bounds=bounds, constraints=constraints) + + def test_minimize_tol_parameter(self): + # Check that the minimize() tol= argument does something + def func(z): + x, y = z + return x**2*y**2 + x**4 + 1 + + def dfunc(z): + x, y = z + return np.array([2*x*y**2 + 4*x**3, 2*x**2*y]) + + for method in ['nelder-mead', 'powell', 'cg', 'bfgs', + 'newton-cg', 'l-bfgs-b', 'tnc', + 'cobyla', 'cobyqa', 'slsqp']: + if method in ('nelder-mead', 'powell', 'cobyla', 'cobyqa'): + jac = None + else: + jac = dfunc + + sol1 = optimize.minimize(func, [2, 2], jac=jac, tol=1e-10, + method=method) + sol2 = optimize.minimize(func, [2, 2], jac=jac, tol=1.0, + method=method) + assert func(sol1.x) < func(sol2.x), \ + f"{method}: {func(sol1.x)} vs. {func(sol2.x)}" + + @pytest.mark.fail_slow(5) + @pytest.mark.filterwarnings('ignore::UserWarning') + @pytest.mark.filterwarnings('ignore::RuntimeWarning') # See gh-18547 + @pytest.mark.parametrize('method', + ['fmin', 'fmin_powell', 'fmin_cg', 'fmin_bfgs', + 'fmin_ncg', 'fmin_l_bfgs_b', 'fmin_tnc', + 'fmin_slsqp'] + MINIMIZE_METHODS) + def test_minimize_callback_copies_array(self, method): + # Check that arrays passed to callbacks are not modified + # inplace by the optimizer afterward + + if method in ('fmin_tnc', 'fmin_l_bfgs_b'): + def func(x): + return optimize.rosen(x), optimize.rosen_der(x) + else: + func = optimize.rosen + jac = optimize.rosen_der + hess = optimize.rosen_hess + + x0 = np.zeros(10) + + # Set options + kwargs = {} + if method.startswith('fmin'): + routine = getattr(optimize, method) + if method == 'fmin_slsqp': + kwargs['iter'] = 5 + elif method == 'fmin_tnc': + kwargs['maxfun'] = 100 + elif method in ('fmin', 'fmin_powell'): + kwargs['maxiter'] = 3500 + else: + kwargs['maxiter'] = 5 + else: + def routine(*a, **kw): + kw['method'] = method + return optimize.minimize(*a, **kw) + + if method == 'tnc': + kwargs['options'] = dict(maxfun=100) + else: + kwargs['options'] = dict(maxiter=5) + + if method in ('fmin_ncg',): + kwargs['fprime'] = jac + elif method in ('newton-cg',): + kwargs['jac'] = jac + elif method in ('trust-krylov', 'trust-exact', 'trust-ncg', 'dogleg', + 'trust-constr'): + kwargs['jac'] = jac + kwargs['hess'] = hess + + # Run with callback + results = [] + + def callback(x, *args, **kwargs): + assert not isinstance(x, optimize.OptimizeResult) + results.append((x, np.copy(x))) + + routine(func, x0, callback=callback, **kwargs) + + # Check returned arrays coincide with their copies + # and have no memory overlap + assert len(results) > 2 + assert all(np.all(x == y) for x, y in results) + combinations = itertools.combinations(results, 2) + assert not any(np.may_share_memory(x[0], y[0]) for x, y in combinations) + + @pytest.mark.parametrize('method', ['nelder-mead', 'powell', 'cg', + 'bfgs', 'newton-cg', 'l-bfgs-b', + 'tnc', 'cobyla', 'cobyqa', 'slsqp']) + def test_no_increase(self, method): + # Check that the solver doesn't return a value worse than the + # initial point. + + def func(x): + return (x - 1)**2 + + def bad_grad(x): + # purposefully invalid gradient function, simulates a case + # where line searches start failing + return 2*(x - 1) * (-1) - 2 + + x0 = np.array([2.0]) + f0 = func(x0) + jac = bad_grad + options = dict(maxfun=20) if method == 'tnc' else dict(maxiter=20) + if method in ['nelder-mead', 'powell', 'cobyla', 'cobyqa']: + jac = None + sol = optimize.minimize(func, x0, jac=jac, method=method, + options=options) + assert_equal(func(sol.x), sol.fun) + + if method == 'slsqp': + pytest.xfail("SLSQP returns slightly worse") + assert func(sol.x) <= f0 + + def test_slsqp_respect_bounds(self): + # Regression test for gh-3108 + def f(x): + return sum((x - np.array([1., 2., 3., 4.]))**2) + + def cons(x): + a = np.array([[-1, -1, -1, -1], [-3, -3, -2, -1]]) + return np.concatenate([np.dot(a, x) + np.array([5, 10]), x]) + + x0 = np.array([0.5, 1., 1.5, 2.]) + res = optimize.minimize(f, x0, method='slsqp', + constraints={'type': 'ineq', 'fun': cons}) + assert_allclose(res.x, np.array([0., 2, 5, 8])/3, atol=1e-12) + + @pytest.mark.parametrize('method', ['Nelder-Mead', 'Powell', 'CG', 'BFGS', + 'Newton-CG', 'L-BFGS-B', 'SLSQP', + 'trust-constr', 'dogleg', 'trust-ncg', + 'trust-exact', 'trust-krylov', + 'cobyqa']) + def test_respect_maxiter(self, method): + # Check that the number of iterations equals max_iter, assuming + # convergence doesn't establish before + MAXITER = 4 + + x0 = np.zeros(10) + + sf = ScalarFunction(optimize.rosen, x0, (), optimize.rosen_der, + optimize.rosen_hess, None, None) + + # Set options + kwargs = {'method': method, 'options': dict(maxiter=MAXITER)} + + if method in ('Newton-CG',): + kwargs['jac'] = sf.grad + elif method in ('trust-krylov', 'trust-exact', 'trust-ncg', 'dogleg', + 'trust-constr'): + kwargs['jac'] = sf.grad + kwargs['hess'] = sf.hess + + sol = optimize.minimize(sf.fun, x0, **kwargs) + assert sol.nit == MAXITER + assert sol.nfev >= sf.nfev + if hasattr(sol, 'njev'): + assert sol.njev >= sf.ngev + + # method specific tests + if method == 'SLSQP': + assert sol.status == 9 # Iteration limit reached + elif method == 'cobyqa': + assert sol.status == 6 # Iteration limit reached + + @pytest.mark.parametrize('method', ['Nelder-Mead', 'Powell', + 'fmin', 'fmin_powell']) + def test_runtime_warning(self, method): + x0 = np.zeros(10) + sf = ScalarFunction(optimize.rosen, x0, (), optimize.rosen_der, + optimize.rosen_hess, None, None) + options = {"maxiter": 1, "disp": True} + with pytest.warns(RuntimeWarning, + match=r'Maximum number of iterations'): + if method.startswith('fmin'): + routine = getattr(optimize, method) + routine(sf.fun, x0, **options) + else: + optimize.minimize(sf.fun, x0, method=method, options=options) + + def test_respect_maxiter_trust_constr_ineq_constraints(self): + # special case of minimization with trust-constr and inequality + # constraints to check maxiter limit is obeyed when using internal + # method 'tr_interior_point' + MAXITER = 4 + f = optimize.rosen + jac = optimize.rosen_der + hess = optimize.rosen_hess + + def fun(x): + return np.array([0.2 * x[0] - 0.4 * x[1] - 0.33 * x[2]]) + cons = ({'type': 'ineq', + 'fun': fun},) + + x0 = np.zeros(10) + sol = optimize.minimize(f, x0, constraints=cons, jac=jac, hess=hess, + method='trust-constr', + options=dict(maxiter=MAXITER)) + assert sol.nit == MAXITER + + def test_minimize_automethod(self): + def f(x): + return x**2 + + def cons(x): + return x - 2 + + x0 = np.array([10.]) + sol_0 = optimize.minimize(f, x0) + sol_1 = optimize.minimize(f, x0, constraints=[{'type': 'ineq', + 'fun': cons}]) + sol_2 = optimize.minimize(f, x0, bounds=[(5, 10)]) + sol_3 = optimize.minimize(f, x0, + constraints=[{'type': 'ineq', 'fun': cons}], + bounds=[(5, 10)]) + sol_4 = optimize.minimize(f, x0, + constraints=[{'type': 'ineq', 'fun': cons}], + bounds=[(1, 10)]) + for sol in [sol_0, sol_1, sol_2, sol_3, sol_4]: + assert sol.success + assert_allclose(sol_0.x, 0, atol=1e-7) + assert_allclose(sol_1.x, 2, atol=1e-7) + assert_allclose(sol_2.x, 5, atol=1e-7) + assert_allclose(sol_3.x, 5, atol=1e-7) + assert_allclose(sol_4.x, 2, atol=1e-7) + + def test_minimize_coerce_args_param(self): + # Regression test for gh-3503 + def Y(x, c): + return np.sum((x-c)**2) + + def dY_dx(x, c=None): + return 2*(x-c) + + c = np.array([3, 1, 4, 1, 5, 9, 2, 6, 5, 3, 5]) + xinit = np.random.randn(len(c)) + optimize.minimize(Y, xinit, jac=dY_dx, args=(c), method="BFGS") + + def test_initial_step_scaling(self): + # Check that optimizer initial step is not huge even if the + # function and gradients are + + scales = [1e-50, 1, 1e50] + methods = ['CG', 'BFGS', 'L-BFGS-B', 'Newton-CG'] + + def f(x): + if first_step_size[0] is None and x[0] != x0[0]: + first_step_size[0] = abs(x[0] - x0[0]) + if abs(x).max() > 1e4: + raise AssertionError("Optimization stepped far away!") + return scale*(x[0] - 1)**2 + + def g(x): + return np.array([scale*(x[0] - 1)]) + + for scale, method in itertools.product(scales, methods): + if method in ('CG', 'BFGS'): + options = dict(gtol=scale*1e-8) + else: + options = dict() + + if scale < 1e-10 and method in ('L-BFGS-B', 'Newton-CG'): + # XXX: return initial point if they see small gradient + continue + + x0 = [-1.0] + first_step_size = [None] + res = optimize.minimize(f, x0, jac=g, method=method, + options=options) + + err_msg = f"{method} {scale}: {first_step_size}: {res}" + + assert res.success, err_msg + assert_allclose(res.x, [1.0], err_msg=err_msg) + assert res.nit <= 3, err_msg + + if scale > 1e-10: + if method in ('CG', 'BFGS'): + assert_allclose(first_step_size[0], 1.01, err_msg=err_msg) + else: + # Newton-CG and L-BFGS-B use different logic for the first + # step, but are both scaling invariant with step sizes ~ 1 + assert first_step_size[0] > 0.5 and first_step_size[0] < 3, err_msg + else: + # step size has upper bound of ||grad||, so line + # search makes many small steps + pass + + @pytest.mark.parametrize('method', ['nelder-mead', 'powell', 'cg', 'bfgs', + 'newton-cg', 'l-bfgs-b', 'tnc', + 'cobyla', 'cobyqa', 'slsqp', + 'trust-constr', 'dogleg', 'trust-ncg', + 'trust-exact', 'trust-krylov']) + def test_nan_values(self, method): + # Check nan values result to failed exit status + np.random.seed(1234) + + count = [0] + + def func(x): + return np.nan + + def func2(x): + count[0] += 1 + if count[0] > 2: + return np.nan + else: + return np.random.rand() + + def grad(x): + return np.array([1.0]) + + def hess(x): + return np.array([[1.0]]) + + x0 = np.array([1.0]) + + needs_grad = method in ('newton-cg', 'trust-krylov', 'trust-exact', + 'trust-ncg', 'dogleg') + needs_hess = method in ('trust-krylov', 'trust-exact', 'trust-ncg', + 'dogleg') + + funcs = [func, func2] + grads = [grad] if needs_grad else [grad, None] + hesss = [hess] if needs_hess else [hess, None] + options = dict(maxfun=20) if method == 'tnc' else dict(maxiter=20) + + with np.errstate(invalid='ignore'), suppress_warnings() as sup: + sup.filter(UserWarning, "delta_grad == 0.*") + sup.filter(RuntimeWarning, ".*does not use Hessian.*") + sup.filter(RuntimeWarning, ".*does not use gradient.*") + + for f, g, h in itertools.product(funcs, grads, hesss): + count = [0] + sol = optimize.minimize(f, x0, jac=g, hess=h, method=method, + options=options) + assert_equal(sol.success, False) + + @pytest.mark.parametrize('method', ['nelder-mead', 'cg', 'bfgs', + 'l-bfgs-b', 'tnc', + 'cobyla', 'cobyqa', 'slsqp', + 'trust-constr', 'dogleg', 'trust-ncg', + 'trust-exact', 'trust-krylov']) + def test_duplicate_evaluations(self, method): + # check that there are no duplicate evaluations for any methods + jac = hess = None + if method in ('newton-cg', 'trust-krylov', 'trust-exact', + 'trust-ncg', 'dogleg'): + jac = self.grad + if method in ('trust-krylov', 'trust-exact', 'trust-ncg', + 'dogleg'): + hess = self.hess + + with np.errstate(invalid='ignore'), suppress_warnings() as sup: + # for trust-constr + sup.filter(UserWarning, "delta_grad == 0.*") + optimize.minimize(self.func, self.startparams, + method=method, jac=jac, hess=hess) + + for i in range(1, len(self.trace)): + if np.array_equal(self.trace[i - 1], self.trace[i]): + raise RuntimeError( + f"Duplicate evaluations made by {method}") + + @pytest.mark.filterwarnings('ignore::RuntimeWarning') + @pytest.mark.parametrize('method', MINIMIZE_METHODS_NEW_CB) + @pytest.mark.parametrize('new_cb_interface', [0, 1, 2]) + def test_callback_stopiteration(self, method, new_cb_interface): + # Check that if callback raises StopIteration, optimization + # terminates with the same result as if iterations were limited + + def f(x): + f.flag = False # check that f isn't called after StopIteration + return optimize.rosen(x) + f.flag = False + + def g(x): + f.flag = False + return optimize.rosen_der(x) + + def h(x): + f.flag = False + return optimize.rosen_hess(x) + + maxiter = 5 + + if new_cb_interface == 1: + def callback_interface(*, intermediate_result): + assert intermediate_result.fun == f(intermediate_result.x) + callback() + elif new_cb_interface == 2: + class Callback: + def __call__(self, intermediate_result: OptimizeResult): + assert intermediate_result.fun == f(intermediate_result.x) + callback() + callback_interface = Callback() + else: + def callback_interface(xk, *args): # type: ignore[misc] + callback() + + def callback(): + callback.i += 1 + callback.flag = False + if callback.i == maxiter: + callback.flag = True + raise StopIteration() + callback.i = 0 + callback.flag = False + + kwargs = {'x0': [1.1]*5, 'method': method, + 'fun': f, 'jac': g, 'hess': h} + + res = optimize.minimize(**kwargs, callback=callback_interface) + if method == 'nelder-mead': + maxiter = maxiter + 1 # nelder-mead counts differently + if method == 'cobyqa': + ref = optimize.minimize(**kwargs, options={'maxfev': maxiter}) + assert res.nfev == ref.nfev == maxiter + else: + ref = optimize.minimize(**kwargs, options={'maxiter': maxiter}) + assert res.nit == ref.nit == maxiter + assert res.fun == ref.fun + assert_equal(res.x, ref.x) + assert res.status == (3 if method in [ + 'trust-constr', + 'cobyqa', + ] else 99) + + def test_ndim_error(self): + msg = "'x0' must only have one dimension." + with assert_raises(ValueError, match=msg): + optimize.minimize(lambda x: x, np.ones((2, 1))) + + @pytest.mark.parametrize('method', ('nelder-mead', 'l-bfgs-b', 'tnc', + 'powell', 'cobyla', 'cobyqa', + 'trust-constr')) + def test_minimize_invalid_bounds(self, method): + def f(x): + return np.sum(x**2) + + bounds = Bounds([1, 2], [3, 4]) + msg = 'The number of bounds is not compatible with the length of `x0`.' + with pytest.raises(ValueError, match=msg): + optimize.minimize(f, x0=[1, 2, 3], method=method, bounds=bounds) + + bounds = Bounds([1, 6, 1], [3, 4, 2]) + msg = 'An upper bound is less than the corresponding lower bound.' + with pytest.raises(ValueError, match=msg): + optimize.minimize(f, x0=[1, 2, 3], method=method, bounds=bounds) + + @pytest.mark.parametrize('method', ['bfgs', 'cg', 'newton-cg', 'powell']) + def test_minimize_warnings_gh1953(self, method): + # test that minimize methods produce warnings rather than just using + # `print`; see gh-1953. + kwargs = {} if method=='powell' else {'jac': optimize.rosen_der} + warning_type = (RuntimeWarning if method=='powell' + else optimize.OptimizeWarning) + + options = {'disp': True, 'maxiter': 10} + with pytest.warns(warning_type, match='Maximum number'): + optimize.minimize(lambda x: optimize.rosen(x), [0, 0], + method=method, options=options, **kwargs) + + options['disp'] = False + optimize.minimize(lambda x: optimize.rosen(x), [0, 0], + method=method, options=options, **kwargs) + + +@pytest.mark.parametrize( + 'method', + ['l-bfgs-b', 'tnc', 'Powell', 'Nelder-Mead', 'cobyqa'] +) +def test_minimize_with_scalar(method): + # checks that minimize works with a scalar being provided to it. + def f(x): + return np.sum(x ** 2) + + res = optimize.minimize(f, 17, bounds=[(-100, 100)], method=method) + assert res.success + assert_allclose(res.x, [0.0], atol=1e-5) + + +class TestLBFGSBBounds: + def setup_method(self): + self.bounds = ((1, None), (None, None)) + self.solution = (1, 0) + + def fun(self, x, p=2.0): + return 1.0 / p * (x[0]**p + x[1]**p) + + def jac(self, x, p=2.0): + return x**(p - 1) + + def fj(self, x, p=2.0): + return self.fun(x, p), self.jac(x, p) + + def test_l_bfgs_b_bounds(self): + x, f, d = optimize.fmin_l_bfgs_b(self.fun, [0, -1], + fprime=self.jac, + bounds=self.bounds) + assert d['warnflag'] == 0, d['task'] + assert_allclose(x, self.solution, atol=1e-6) + + def test_l_bfgs_b_funjac(self): + # L-BFGS-B with fun and jac combined and extra arguments + x, f, d = optimize.fmin_l_bfgs_b(self.fj, [0, -1], args=(2.0, ), + bounds=self.bounds) + assert d['warnflag'] == 0, d['task'] + assert_allclose(x, self.solution, atol=1e-6) + + def test_minimize_l_bfgs_b_bounds(self): + # Minimize with method='L-BFGS-B' with bounds + res = optimize.minimize(self.fun, [0, -1], method='L-BFGS-B', + jac=self.jac, bounds=self.bounds) + assert res['success'], res['message'] + assert_allclose(res.x, self.solution, atol=1e-6) + + @pytest.mark.parametrize('bounds', [ + ([(10, 1), (1, 10)]), + ([(1, 10), (10, 1)]), + ([(10, 1), (10, 1)]) + ]) + def test_minimize_l_bfgs_b_incorrect_bounds(self, bounds): + with pytest.raises(ValueError, match='.*bound.*'): + optimize.minimize(self.fun, [0, -1], method='L-BFGS-B', + jac=self.jac, bounds=bounds) + + def test_minimize_l_bfgs_b_bounds_FD(self): + # test that initial starting value outside bounds doesn't raise + # an error (done with clipping). + # test all different finite differences combos, with and without args + + jacs = ['2-point', '3-point', None] + argss = [(2.,), ()] + for jac, args in itertools.product(jacs, argss): + res = optimize.minimize(self.fun, [0, -1], args=args, + method='L-BFGS-B', + jac=jac, bounds=self.bounds, + options={'finite_diff_rel_step': None}) + assert res['success'], res['message'] + assert_allclose(res.x, self.solution, atol=1e-6) + + +class TestOptimizeScalar: + def setup_method(self): + self.solution = 1.5 + + def fun(self, x, a=1.5): + """Objective function""" + return (x - a)**2 - 0.8 + + def test_brent(self): + x = optimize.brent(self.fun) + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.brent(self.fun, brack=(-3, -2)) + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.brent(self.fun, full_output=True) + assert_allclose(x[0], self.solution, atol=1e-6) + + x = optimize.brent(self.fun, brack=(-15, -1, 15)) + assert_allclose(x, self.solution, atol=1e-6) + + message = r"\(f\(xb\) < f\(xa\)\) and \(f\(xb\) < f\(xc\)\)" + with pytest.raises(ValueError, match=message): + optimize.brent(self.fun, brack=(-1, 0, 1)) + + message = r"\(xa < xb\) and \(xb < xc\)" + with pytest.raises(ValueError, match=message): + optimize.brent(self.fun, brack=(0, -1, 1)) + + @pytest.mark.filterwarnings('ignore::UserWarning') + def test_golden(self): + x = optimize.golden(self.fun) + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.golden(self.fun, brack=(-3, -2)) + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.golden(self.fun, full_output=True) + assert_allclose(x[0], self.solution, atol=1e-6) + + x = optimize.golden(self.fun, brack=(-15, -1, 15)) + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.golden(self.fun, tol=0) + assert_allclose(x, self.solution) + + maxiter_test_cases = [0, 1, 5] + for maxiter in maxiter_test_cases: + x0 = optimize.golden(self.fun, maxiter=0, full_output=True) + x = optimize.golden(self.fun, maxiter=maxiter, full_output=True) + nfev0, nfev = x0[2], x[2] + assert_equal(nfev - nfev0, maxiter) + + message = r"\(f\(xb\) < f\(xa\)\) and \(f\(xb\) < f\(xc\)\)" + with pytest.raises(ValueError, match=message): + optimize.golden(self.fun, brack=(-1, 0, 1)) + + message = r"\(xa < xb\) and \(xb < xc\)" + with pytest.raises(ValueError, match=message): + optimize.golden(self.fun, brack=(0, -1, 1)) + + def test_fminbound(self): + x = optimize.fminbound(self.fun, 0, 1) + assert_allclose(x, 1, atol=1e-4) + + x = optimize.fminbound(self.fun, 1, 5) + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.fminbound(self.fun, np.array([1]), np.array([5])) + assert_allclose(x, self.solution, atol=1e-6) + assert_raises(ValueError, optimize.fminbound, self.fun, 5, 1) + + def test_fminbound_scalar(self): + with pytest.raises(ValueError, match='.*must be finite scalars.*'): + optimize.fminbound(self.fun, np.zeros((1, 2)), 1) + + x = optimize.fminbound(self.fun, 1, np.array(5)) + assert_allclose(x, self.solution, atol=1e-6) + + def test_gh11207(self): + def fun(x): + return x**2 + optimize.fminbound(fun, 0, 0) + + def test_minimize_scalar(self): + # combine all tests above for the minimize_scalar wrapper + x = optimize.minimize_scalar(self.fun).x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, method='Brent') + assert x.success + + x = optimize.minimize_scalar(self.fun, method='Brent', + options=dict(maxiter=3)) + assert not x.success + + x = optimize.minimize_scalar(self.fun, bracket=(-3, -2), + args=(1.5, ), method='Brent').x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, method='Brent', + args=(1.5,)).x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, bracket=(-15, -1, 15), + args=(1.5, ), method='Brent').x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, bracket=(-3, -2), + args=(1.5, ), method='golden').x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, method='golden', + args=(1.5,)).x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, bracket=(-15, -1, 15), + args=(1.5, ), method='golden').x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, bounds=(0, 1), args=(1.5,), + method='Bounded').x + assert_allclose(x, 1, atol=1e-4) + + x = optimize.minimize_scalar(self.fun, bounds=(1, 5), args=(1.5, ), + method='bounded').x + assert_allclose(x, self.solution, atol=1e-6) + + x = optimize.minimize_scalar(self.fun, bounds=(np.array([1]), + np.array([5])), + args=(np.array([1.5]), ), + method='bounded').x + assert_allclose(x, self.solution, atol=1e-6) + + assert_raises(ValueError, optimize.minimize_scalar, self.fun, + bounds=(5, 1), method='bounded', args=(1.5, )) + + assert_raises(ValueError, optimize.minimize_scalar, self.fun, + bounds=(np.zeros(2), 1), method='bounded', args=(1.5, )) + + x = optimize.minimize_scalar(self.fun, bounds=(1, np.array(5)), + method='bounded').x + assert_allclose(x, self.solution, atol=1e-6) + + def test_minimize_scalar_custom(self): + # This function comes from the documentation example. + def custmin(fun, bracket, args=(), maxfev=None, stepsize=0.1, + maxiter=100, callback=None, **options): + bestx = (bracket[1] + bracket[0]) / 2.0 + besty = fun(bestx) + funcalls = 1 + niter = 0 + improved = True + stop = False + + while improved and not stop and niter < maxiter: + improved = False + niter += 1 + for testx in [bestx - stepsize, bestx + stepsize]: + testy = fun(testx, *args) + funcalls += 1 + if testy < besty: + besty = testy + bestx = testx + improved = True + if callback is not None: + callback(bestx) + if maxfev is not None and funcalls >= maxfev: + stop = True + break + + return optimize.OptimizeResult(fun=besty, x=bestx, nit=niter, + nfev=funcalls, success=(niter > 1)) + + res = optimize.minimize_scalar(self.fun, bracket=(0, 4), + method=custmin, + options=dict(stepsize=0.05)) + assert_allclose(res.x, self.solution, atol=1e-6) + + def test_minimize_scalar_coerce_args_param(self): + # Regression test for gh-3503 + optimize.minimize_scalar(self.fun, args=1.5) + + @pytest.mark.parametrize('method', ['brent', 'bounded', 'golden']) + def test_disp(self, method): + # test that all minimize_scalar methods accept a disp option. + for disp in [0, 1, 2, 3]: + optimize.minimize_scalar(self.fun, options={"disp": disp}) + + @pytest.mark.parametrize('method', ['brent', 'bounded', 'golden']) + def test_result_attributes(self, method): + kwargs = {"bounds": [-10, 10]} if method == 'bounded' else {} + result = optimize.minimize_scalar(self.fun, method=method, **kwargs) + assert hasattr(result, "x") + assert hasattr(result, "success") + assert hasattr(result, "message") + assert hasattr(result, "fun") + assert hasattr(result, "nfev") + assert hasattr(result, "nit") + + @pytest.mark.filterwarnings('ignore::UserWarning') + @pytest.mark.parametrize('method', ['brent', 'bounded', 'golden']) + def test_nan_values(self, method): + # Check nan values result to failed exit status + np.random.seed(1234) + + count = [0] + + def func(x): + count[0] += 1 + if count[0] > 4: + return np.nan + else: + return x**2 + 0.1 * np.sin(x) + + bracket = (-1, 0, 1) + bounds = (-1, 1) + + with np.errstate(invalid='ignore'), suppress_warnings() as sup: + sup.filter(UserWarning, "delta_grad == 0.*") + sup.filter(RuntimeWarning, ".*does not use Hessian.*") + sup.filter(RuntimeWarning, ".*does not use gradient.*") + + count = [0] + + kwargs = {"bounds": bounds} if method == 'bounded' else {} + sol = optimize.minimize_scalar(func, bracket=bracket, + **kwargs, method=method, + options=dict(maxiter=20)) + assert_equal(sol.success, False) + + def test_minimize_scalar_defaults_gh10911(self): + # Previously, bounds were silently ignored unless `method='bounds'` + # was chosen. See gh-10911. Check that this is no longer the case. + def f(x): + return x**2 + + res = optimize.minimize_scalar(f) + assert_allclose(res.x, 0, atol=1e-8) + + res = optimize.minimize_scalar(f, bounds=(1, 100), + options={'xatol': 1e-10}) + assert_allclose(res.x, 1) + + def test_minimize_non_finite_bounds_gh10911(self): + # Previously, minimize_scalar misbehaved with infinite bounds. + # See gh-10911. Check that it now raises an error, instead. + msg = "Optimization bounds must be finite scalars." + with pytest.raises(ValueError, match=msg): + optimize.minimize_scalar(np.sin, bounds=(1, np.inf)) + with pytest.raises(ValueError, match=msg): + optimize.minimize_scalar(np.sin, bounds=(np.nan, 1)) + + @pytest.mark.parametrize("method", ['brent', 'golden']) + def test_minimize_unbounded_method_with_bounds_gh10911(self, method): + # Previously, `bounds` were silently ignored when `method='brent'` or + # `method='golden'`. See gh-10911. Check that error is now raised. + msg = "Use of `bounds` is incompatible with..." + with pytest.raises(ValueError, match=msg): + optimize.minimize_scalar(np.sin, method=method, bounds=(1, 2)) + + @pytest.mark.filterwarnings('ignore::RuntimeWarning') + @pytest.mark.parametrize("method", MINIMIZE_SCALAR_METHODS) + @pytest.mark.parametrize("tol", [1, 1e-6]) + @pytest.mark.parametrize("fshape", [(), (1,), (1, 1)]) + def test_minimize_scalar_dimensionality_gh16196(self, method, tol, fshape): + # gh-16196 reported that the output shape of `minimize_scalar` was not + # consistent when an objective function returned an array. Check that + # `res.fun` and `res.x` are now consistent. + def f(x): + return np.array(x**4).reshape(fshape) + + a, b = -0.1, 0.2 + kwargs = (dict(bracket=(a, b)) if method != "bounded" + else dict(bounds=(a, b))) + kwargs.update(dict(method=method, tol=tol)) + + res = optimize.minimize_scalar(f, **kwargs) + assert res.x.shape == res.fun.shape == f(res.x).shape == fshape + + @pytest.mark.parametrize('method', ['bounded', 'brent', 'golden']) + def test_minimize_scalar_warnings_gh1953(self, method): + # test that minimize_scalar methods produce warnings rather than just + # using `print`; see gh-1953. + def f(x): + return (x - 1)**2 + + kwargs = {} + kwd = 'bounds' if method == 'bounded' else 'bracket' + kwargs[kwd] = [-2, 10] + + options = {'disp': True, 'maxiter': 3} + with pytest.warns(optimize.OptimizeWarning, match='Maximum number'): + optimize.minimize_scalar(f, method=method, options=options, + **kwargs) + + options['disp'] = False + optimize.minimize_scalar(f, method=method, options=options, **kwargs) + + +class TestBracket: + + @pytest.mark.filterwarnings('ignore::RuntimeWarning') + def test_errors_and_status_false(self): + # Check that `bracket` raises the errors it is supposed to + def f(x): # gh-14858 + return x**2 if ((-1 < x) & (x < 1)) else 100.0 + + message = "The algorithm terminated without finding a valid bracket." + with pytest.raises(RuntimeError, match=message): + optimize.bracket(f, -1, 1) + with pytest.raises(RuntimeError, match=message): + optimize.bracket(f, -1, np.inf) + with pytest.raises(RuntimeError, match=message): + optimize.brent(f, brack=(-1, 1)) + with pytest.raises(RuntimeError, match=message): + optimize.golden(f, brack=(-1, 1)) + + def f(x): # gh-5899 + return -5 * x**5 + 4 * x**4 - 12 * x**3 + 11 * x**2 - 2 * x + 1 + + message = "No valid bracket was found before the iteration limit..." + with pytest.raises(RuntimeError, match=message): + optimize.bracket(f, -0.5, 0.5, maxiter=10) + + @pytest.mark.parametrize('method', ('brent', 'golden')) + def test_minimize_scalar_success_false(self, method): + # Check that status information from `bracket` gets to minimize_scalar + def f(x): # gh-14858 + return x**2 if ((-1 < x) & (x < 1)) else 100.0 + + message = "The algorithm terminated without finding a valid bracket." + + res = optimize.minimize_scalar(f, bracket=(-1, 1), method=method) + assert not res.success + assert message in res.message + assert res.nfev == 3 + assert res.nit == 0 + assert res.fun == 100 + + +def test_brent_negative_tolerance(): + assert_raises(ValueError, optimize.brent, np.cos, tol=-.01) + + +class TestNewtonCg: + def test_rosenbrock(self): + x0 = np.array([-1.2, 1.0]) + sol = optimize.minimize(optimize.rosen, x0, + jac=optimize.rosen_der, + hess=optimize.rosen_hess, + tol=1e-5, + method='Newton-CG') + assert sol.success, sol.message + assert_allclose(sol.x, np.array([1, 1]), rtol=1e-4) + + def test_himmelblau(self): + x0 = np.array(himmelblau_x0) + sol = optimize.minimize(himmelblau, + x0, + jac=himmelblau_grad, + hess=himmelblau_hess, + method='Newton-CG', + tol=1e-6) + assert sol.success, sol.message + assert_allclose(sol.x, himmelblau_xopt, rtol=1e-4) + assert_allclose(sol.fun, himmelblau_min, atol=1e-4) + + def test_finite_difference(self): + x0 = np.array([-1.2, 1.0]) + sol = optimize.minimize(optimize.rosen, x0, + jac=optimize.rosen_der, + hess='2-point', + tol=1e-5, + method='Newton-CG') + assert sol.success, sol.message + assert_allclose(sol.x, np.array([1, 1]), rtol=1e-4) + + def test_hessian_update_strategy(self): + x0 = np.array([-1.2, 1.0]) + sol = optimize.minimize(optimize.rosen, x0, + jac=optimize.rosen_der, + hess=optimize.BFGS(), + tol=1e-5, + method='Newton-CG') + assert sol.success, sol.message + assert_allclose(sol.x, np.array([1, 1]), rtol=1e-4) + + +def test_line_for_search(): + # _line_for_search is only used in _linesearch_powell, which is also + # tested below. Thus there are more tests of _line_for_search in the + # test_linesearch_powell_bounded function. + + line_for_search = optimize._optimize._line_for_search + # args are x0, alpha, lower_bound, upper_bound + # returns lmin, lmax + + lower_bound = np.array([-5.3, -1, -1.5, -3]) + upper_bound = np.array([1.9, 1, 2.8, 3]) + + # test when starting in the bounds + x0 = np.array([0., 0, 0, 0]) + # and when starting outside of the bounds + x1 = np.array([0., 2, -3, 0]) + + all_tests = ( + (x0, np.array([1., 0, 0, 0]), -5.3, 1.9), + (x0, np.array([0., 1, 0, 0]), -1, 1), + (x0, np.array([0., 0, 1, 0]), -1.5, 2.8), + (x0, np.array([0., 0, 0, 1]), -3, 3), + (x0, np.array([1., 1, 0, 0]), -1, 1), + (x0, np.array([1., 0, -1, 2]), -1.5, 1.5), + (x0, np.array([2., 0, -1, 2]), -1.5, 0.95), + (x1, np.array([1., 0, 0, 0]), -5.3, 1.9), + (x1, np.array([0., 1, 0, 0]), -3, -1), + (x1, np.array([0., 0, 1, 0]), 1.5, 5.8), + (x1, np.array([0., 0, 0, 1]), -3, 3), + (x1, np.array([1., 1, 0, 0]), -3, -1), + (x1, np.array([1., 0, -1, 0]), -5.3, -1.5), + ) + + for x, alpha, lmin, lmax in all_tests: + mi, ma = line_for_search(x, alpha, lower_bound, upper_bound) + assert_allclose(mi, lmin, atol=1e-6) + assert_allclose(ma, lmax, atol=1e-6) + + # now with infinite bounds + lower_bound = np.array([-np.inf, -1, -np.inf, -3]) + upper_bound = np.array([np.inf, 1, 2.8, np.inf]) + + all_tests = ( + (x0, np.array([1., 0, 0, 0]), -np.inf, np.inf), + (x0, np.array([0., 1, 0, 0]), -1, 1), + (x0, np.array([0., 0, 1, 0]), -np.inf, 2.8), + (x0, np.array([0., 0, 0, 1]), -3, np.inf), + (x0, np.array([1., 1, 0, 0]), -1, 1), + (x0, np.array([1., 0, -1, 2]), -1.5, np.inf), + (x1, np.array([1., 0, 0, 0]), -np.inf, np.inf), + (x1, np.array([0., 1, 0, 0]), -3, -1), + (x1, np.array([0., 0, 1, 0]), -np.inf, 5.8), + (x1, np.array([0., 0, 0, 1]), -3, np.inf), + (x1, np.array([1., 1, 0, 0]), -3, -1), + (x1, np.array([1., 0, -1, 0]), -5.8, np.inf), + ) + + for x, alpha, lmin, lmax in all_tests: + mi, ma = line_for_search(x, alpha, lower_bound, upper_bound) + assert_allclose(mi, lmin, atol=1e-6) + assert_allclose(ma, lmax, atol=1e-6) + + +def test_linesearch_powell(): + # helper function in optimize.py, not a public function. + linesearch_powell = optimize._optimize._linesearch_powell + # args are func, p, xi, fval, lower_bound=None, upper_bound=None, tol=1e-3 + # returns new_fval, p + direction, direction + def func(x): + return np.sum((x - np.array([-1.0, 2.0, 1.5, -0.4])) ** 2) + p0 = np.array([0., 0, 0, 0]) + fval = func(p0) + lower_bound = np.array([-np.inf] * 4) + upper_bound = np.array([np.inf] * 4) + + all_tests = ( + (np.array([1., 0, 0, 0]), -1), + (np.array([0., 1, 0, 0]), 2), + (np.array([0., 0, 1, 0]), 1.5), + (np.array([0., 0, 0, 1]), -.4), + (np.array([-1., 0, 1, 0]), 1.25), + (np.array([0., 0, 1, 1]), .55), + (np.array([2., 0, -1, 1]), -.65), + ) + + for xi, l in all_tests: + f, p, direction = linesearch_powell(func, p0, xi, + fval=fval, tol=1e-5) + assert_allclose(f, func(l * xi), atol=1e-6) + assert_allclose(p, l * xi, atol=1e-6) + assert_allclose(direction, l * xi, atol=1e-6) + + f, p, direction = linesearch_powell(func, p0, xi, tol=1e-5, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval) + assert_allclose(f, func(l * xi), atol=1e-6) + assert_allclose(p, l * xi, atol=1e-6) + assert_allclose(direction, l * xi, atol=1e-6) + + +def test_linesearch_powell_bounded(): + # helper function in optimize.py, not a public function. + linesearch_powell = optimize._optimize._linesearch_powell + # args are func, p, xi, fval, lower_bound=None, upper_bound=None, tol=1e-3 + # returns new_fval, p+direction, direction + def func(x): + return np.sum((x - np.array([-1.0, 2.0, 1.5, -0.4])) ** 2) + p0 = np.array([0., 0, 0, 0]) + fval = func(p0) + + # first choose bounds such that the same tests from + # test_linesearch_powell should pass. + lower_bound = np.array([-2.]*4) + upper_bound = np.array([2.]*4) + + all_tests = ( + (np.array([1., 0, 0, 0]), -1), + (np.array([0., 1, 0, 0]), 2), + (np.array([0., 0, 1, 0]), 1.5), + (np.array([0., 0, 0, 1]), -.4), + (np.array([-1., 0, 1, 0]), 1.25), + (np.array([0., 0, 1, 1]), .55), + (np.array([2., 0, -1, 1]), -.65), + ) + + for xi, l in all_tests: + f, p, direction = linesearch_powell(func, p0, xi, tol=1e-5, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval) + assert_allclose(f, func(l * xi), atol=1e-6) + assert_allclose(p, l * xi, atol=1e-6) + assert_allclose(direction, l * xi, atol=1e-6) + + # now choose bounds such that unbounded vs bounded gives different results + lower_bound = np.array([-.3]*3 + [-1]) + upper_bound = np.array([.45]*3 + [.9]) + + all_tests = ( + (np.array([1., 0, 0, 0]), -.3), + (np.array([0., 1, 0, 0]), .45), + (np.array([0., 0, 1, 0]), .45), + (np.array([0., 0, 0, 1]), -.4), + (np.array([-1., 0, 1, 0]), .3), + (np.array([0., 0, 1, 1]), .45), + (np.array([2., 0, -1, 1]), -.15), + ) + + for xi, l in all_tests: + f, p, direction = linesearch_powell(func, p0, xi, tol=1e-5, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval) + assert_allclose(f, func(l * xi), atol=1e-6) + assert_allclose(p, l * xi, atol=1e-6) + assert_allclose(direction, l * xi, atol=1e-6) + + # now choose as above but start outside the bounds + p0 = np.array([-1., 0, 0, 2]) + fval = func(p0) + + all_tests = ( + (np.array([1., 0, 0, 0]), .7), + (np.array([0., 1, 0, 0]), .45), + (np.array([0., 0, 1, 0]), .45), + (np.array([0., 0, 0, 1]), -2.4), + ) + + for xi, l in all_tests: + f, p, direction = linesearch_powell(func, p0, xi, tol=1e-5, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval) + assert_allclose(f, func(p0 + l * xi), atol=1e-6) + assert_allclose(p, p0 + l * xi, atol=1e-6) + assert_allclose(direction, l * xi, atol=1e-6) + + # now mix in inf + p0 = np.array([0., 0, 0, 0]) + fval = func(p0) + + # now choose bounds that mix inf + lower_bound = np.array([-.3, -np.inf, -np.inf, -1]) + upper_bound = np.array([np.inf, .45, np.inf, .9]) + + all_tests = ( + (np.array([1., 0, 0, 0]), -.3), + (np.array([0., 1, 0, 0]), .45), + (np.array([0., 0, 1, 0]), 1.5), + (np.array([0., 0, 0, 1]), -.4), + (np.array([-1., 0, 1, 0]), .3), + (np.array([0., 0, 1, 1]), .55), + (np.array([2., 0, -1, 1]), -.15), + ) + + for xi, l in all_tests: + f, p, direction = linesearch_powell(func, p0, xi, tol=1e-5, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval) + assert_allclose(f, func(l * xi), atol=1e-6) + assert_allclose(p, l * xi, atol=1e-6) + assert_allclose(direction, l * xi, atol=1e-6) + + # now choose as above but start outside the bounds + p0 = np.array([-1., 0, 0, 2]) + fval = func(p0) + + all_tests = ( + (np.array([1., 0, 0, 0]), .7), + (np.array([0., 1, 0, 0]), .45), + (np.array([0., 0, 1, 0]), 1.5), + (np.array([0., 0, 0, 1]), -2.4), + ) + + for xi, l in all_tests: + f, p, direction = linesearch_powell(func, p0, xi, tol=1e-5, + lower_bound=lower_bound, + upper_bound=upper_bound, + fval=fval) + assert_allclose(f, func(p0 + l * xi), atol=1e-6) + assert_allclose(p, p0 + l * xi, atol=1e-6) + assert_allclose(direction, l * xi, atol=1e-6) + + +def test_powell_limits(): + # gh15342 - powell was going outside bounds for some function evaluations. + bounds = optimize.Bounds([0, 0], [0.6, 20]) + + def fun(x): + a, b = x + assert (x >= bounds.lb).all() and (x <= bounds.ub).all() + return a ** 2 + b ** 2 + + optimize.minimize(fun, x0=[0.6, 20], method='Powell', bounds=bounds) + + # Another test from the original report - gh-13411 + bounds = optimize.Bounds(lb=[0,], ub=[1,], keep_feasible=[True,]) + + def func(x): + assert x >= 0 and x <= 1 + return np.exp(x) + + optimize.minimize(fun=func, x0=[0.5], method='powell', bounds=bounds) + + +class TestRosen: + + def test_hess(self): + # Compare rosen_hess(x) times p with rosen_hess_prod(x,p). See gh-1775. + x = np.array([3, 4, 5]) + p = np.array([2, 2, 2]) + hp = optimize.rosen_hess_prod(x, p) + dothp = np.dot(optimize.rosen_hess(x), p) + assert_equal(hp, dothp) + + +def himmelblau(p): + """ + R^2 -> R^1 test function for optimization. The function has four local + minima where himmelblau(xopt) == 0. + """ + x, y = p + a = x*x + y - 11 + b = x + y*y - 7 + return a*a + b*b + + +def himmelblau_grad(p): + x, y = p + return np.array([4*x**3 + 4*x*y - 42*x + 2*y**2 - 14, + 2*x**2 + 4*x*y + 4*y**3 - 26*y - 22]) + + +def himmelblau_hess(p): + x, y = p + return np.array([[12*x**2 + 4*y - 42, 4*x + 4*y], + [4*x + 4*y, 4*x + 12*y**2 - 26]]) + + +himmelblau_x0 = [-0.27, -0.9] +himmelblau_xopt = [3, 2] +himmelblau_min = 0.0 + + +def test_minimize_multiple_constraints(): + # Regression test for gh-4240. + def func(x): + return np.array([25 - 0.2 * x[0] - 0.4 * x[1] - 0.33 * x[2]]) + + def func1(x): + return np.array([x[1]]) + + def func2(x): + return np.array([x[2]]) + + cons = ({'type': 'ineq', 'fun': func}, + {'type': 'ineq', 'fun': func1}, + {'type': 'ineq', 'fun': func2}) + + def f(x): + return -1 * (x[0] + x[1] + x[2]) + + res = optimize.minimize(f, [0, 0, 0], method='SLSQP', constraints=cons) + assert_allclose(res.x, [125, 0, 0], atol=1e-10) + + +class TestOptimizeResultAttributes: + # Test that all minimizers return an OptimizeResult containing + # all the OptimizeResult attributes + def setup_method(self): + self.x0 = [5, 5] + self.func = optimize.rosen + self.jac = optimize.rosen_der + self.hess = optimize.rosen_hess + self.hessp = optimize.rosen_hess_prod + self.bounds = [(0., 10.), (0., 10.)] + + def test_attributes_present(self): + attributes = ['nit', 'nfev', 'x', 'success', 'status', 'fun', + 'message'] + skip = {'cobyla': ['nit']} + for method in MINIMIZE_METHODS: + with suppress_warnings() as sup: + sup.filter(RuntimeWarning, + ("Method .+ does not use (gradient|Hessian.*)" + " information")) + res = optimize.minimize(self.func, self.x0, method=method, + jac=self.jac, hess=self.hess, + hessp=self.hessp) + for attribute in attributes: + if method in skip and attribute in skip[method]: + continue + + assert hasattr(res, attribute) + assert attribute in dir(res) + + # gh13001, OptimizeResult.message should be a str + assert isinstance(res.message, str) + + +def f1(z, *params): + x, y = z + a, b, c, d, e, f, g, h, i, j, k, l, scale = params + return (a * x**2 + b * x * y + c * y**2 + d*x + e*y + f) + + +def f2(z, *params): + x, y = z + a, b, c, d, e, f, g, h, i, j, k, l, scale = params + return (-g*np.exp(-((x-h)**2 + (y-i)**2) / scale)) + + +def f3(z, *params): + x, y = z + a, b, c, d, e, f, g, h, i, j, k, l, scale = params + return (-j*np.exp(-((x-k)**2 + (y-l)**2) / scale)) + + +def brute_func(z, *params): + return f1(z, *params) + f2(z, *params) + f3(z, *params) + + +class TestBrute: + # Test the "brute force" method + def setup_method(self): + self.params = (2, 3, 7, 8, 9, 10, 44, -1, 2, 26, 1, -2, 0.5) + self.rranges = (slice(-4, 4, 0.25), slice(-4, 4, 0.25)) + self.solution = np.array([-1.05665192, 1.80834843]) + + def brute_func(self, z, *params): + # an instance method optimizing + return brute_func(z, *params) + + def test_brute(self): + # test fmin + resbrute = optimize.brute(brute_func, self.rranges, args=self.params, + full_output=True, finish=optimize.fmin) + assert_allclose(resbrute[0], self.solution, atol=1e-3) + assert_allclose(resbrute[1], brute_func(self.solution, *self.params), + atol=1e-3) + + # test minimize + resbrute = optimize.brute(brute_func, self.rranges, args=self.params, + full_output=True, + finish=optimize.minimize) + assert_allclose(resbrute[0], self.solution, atol=1e-3) + assert_allclose(resbrute[1], brute_func(self.solution, *self.params), + atol=1e-3) + + # test that brute can optimize an instance method (the other tests use + # a non-class based function + resbrute = optimize.brute(self.brute_func, self.rranges, + args=self.params, full_output=True, + finish=optimize.minimize) + assert_allclose(resbrute[0], self.solution, atol=1e-3) + + def test_1D(self): + # test that for a 1-D problem the test function is passed an array, + # not a scalar. + def f(x): + assert len(x.shape) == 1 + assert x.shape[0] == 1 + return x ** 2 + + optimize.brute(f, [(-1, 1)], Ns=3, finish=None) + + @pytest.mark.fail_slow(5) + def test_workers(self): + # check that parallel evaluation works + resbrute = optimize.brute(brute_func, self.rranges, args=self.params, + full_output=True, finish=None) + + resbrute1 = optimize.brute(brute_func, self.rranges, args=self.params, + full_output=True, finish=None, workers=2) + + assert_allclose(resbrute1[-1], resbrute[-1]) + assert_allclose(resbrute1[0], resbrute[0]) + + def test_runtime_warning(self, capsys): + rng = np.random.default_rng(1234) + + def func(z, *params): + return rng.random(1) * 1000 # never converged problem + + msg = "final optimization did not succeed.*|Maximum number of function eval.*" + with pytest.warns(RuntimeWarning, match=msg): + optimize.brute(func, self.rranges, args=self.params, disp=True) + + def test_coerce_args_param(self): + # optimize.brute should coerce non-iterable args to a tuple. + def f(x, *args): + return x ** args[0] + + resbrute = optimize.brute(f, (slice(-4, 4, .25),), args=2) + assert_allclose(resbrute, 0) + + +@pytest.mark.fail_slow(10) +def test_cobyla_threadsafe(): + + # Verify that cobyla is threadsafe. Will segfault if it is not. + + import concurrent.futures + import time + + def objective1(x): + time.sleep(0.1) + return x[0]**2 + + def objective2(x): + time.sleep(0.1) + return (x[0]-1)**2 + + min_method = "COBYLA" + + def minimizer1(): + return optimize.minimize(objective1, + [0.0], + method=min_method) + + def minimizer2(): + return optimize.minimize(objective2, + [0.0], + method=min_method) + + with concurrent.futures.ThreadPoolExecutor() as pool: + tasks = [] + tasks.append(pool.submit(minimizer1)) + tasks.append(pool.submit(minimizer2)) + for t in tasks: + t.result() + + +class TestIterationLimits: + # Tests that optimisation does not give up before trying requested + # number of iterations or evaluations. And that it does not succeed + # by exceeding the limits. + def setup_method(self): + self.funcalls = 0 + + def slow_func(self, v): + self.funcalls += 1 + r, t = np.sqrt(v[0]**2+v[1]**2), np.arctan2(v[0], v[1]) + return np.sin(r*20 + t)+r*0.5 + + @pytest.mark.fail_slow(5) + def test_neldermead_limit(self): + self.check_limits("Nelder-Mead", 200) + + def test_powell_limit(self): + self.check_limits("powell", 1000) + + def check_limits(self, method, default_iters): + for start_v in [[0.1, 0.1], [1, 1], [2, 2]]: + for mfev in [50, 500, 5000]: + self.funcalls = 0 + res = optimize.minimize(self.slow_func, start_v, + method=method, + options={"maxfev": mfev}) + assert self.funcalls == res["nfev"] + if res["success"]: + assert res["nfev"] < mfev + else: + assert res["nfev"] >= mfev + for mit in [50, 500, 5000]: + res = optimize.minimize(self.slow_func, start_v, + method=method, + options={"maxiter": mit}) + if res["success"]: + assert res["nit"] <= mit + else: + assert res["nit"] >= mit + for mfev, mit in [[50, 50], [5000, 5000], [5000, np.inf]]: + self.funcalls = 0 + res = optimize.minimize(self.slow_func, start_v, + method=method, + options={"maxiter": mit, + "maxfev": mfev}) + assert self.funcalls == res["nfev"] + if res["success"]: + assert res["nfev"] < mfev and res["nit"] <= mit + else: + assert res["nfev"] >= mfev or res["nit"] >= mit + for mfev, mit in [[np.inf, None], [None, np.inf]]: + self.funcalls = 0 + res = optimize.minimize(self.slow_func, start_v, + method=method, + options={"maxiter": mit, + "maxfev": mfev}) + assert self.funcalls == res["nfev"] + if res["success"]: + if mfev is None: + assert res["nfev"] < default_iters*2 + else: + assert res["nit"] <= default_iters*2 + else: + assert (res["nfev"] >= default_iters*2 + or res["nit"] >= default_iters*2) + + +def test_result_x_shape_when_len_x_is_one(): + def fun(x): + return x * x + + def jac(x): + return 2. * x + + def hess(x): + return np.array([[2.]]) + + methods = ['Nelder-Mead', 'Powell', 'CG', 'BFGS', 'L-BFGS-B', 'TNC', + 'COBYLA', 'COBYQA', 'SLSQP'] + for method in methods: + res = optimize.minimize(fun, np.array([0.1]), method=method) + assert res.x.shape == (1,) + + # use jac + hess + methods = ['trust-constr', 'dogleg', 'trust-ncg', 'trust-exact', + 'trust-krylov', 'Newton-CG'] + for method in methods: + res = optimize.minimize(fun, np.array([0.1]), method=method, jac=jac, + hess=hess) + assert res.x.shape == (1,) + + +class FunctionWithGradient: + def __init__(self): + self.number_of_calls = 0 + + def __call__(self, x): + self.number_of_calls += 1 + return np.sum(x**2), 2 * x + + +@pytest.fixture +def function_with_gradient(): + return FunctionWithGradient() + + +def test_memoize_jac_function_before_gradient(function_with_gradient): + memoized_function = MemoizeJac(function_with_gradient) + + x0 = np.array([1.0, 2.0]) + assert_allclose(memoized_function(x0), 5.0) + assert function_with_gradient.number_of_calls == 1 + + assert_allclose(memoized_function.derivative(x0), 2 * x0) + assert function_with_gradient.number_of_calls == 1, \ + "function is not recomputed " \ + "if gradient is requested after function value" + + assert_allclose( + memoized_function(2 * x0), 20.0, + err_msg="different input triggers new computation") + assert function_with_gradient.number_of_calls == 2, \ + "different input triggers new computation" + + +def test_memoize_jac_gradient_before_function(function_with_gradient): + memoized_function = MemoizeJac(function_with_gradient) + + x0 = np.array([1.0, 2.0]) + assert_allclose(memoized_function.derivative(x0), 2 * x0) + assert function_with_gradient.number_of_calls == 1 + + assert_allclose(memoized_function(x0), 5.0) + assert function_with_gradient.number_of_calls == 1, \ + "function is not recomputed " \ + "if function value is requested after gradient" + + assert_allclose( + memoized_function.derivative(2 * x0), 4 * x0, + err_msg="different input triggers new computation") + assert function_with_gradient.number_of_calls == 2, \ + "different input triggers new computation" + + +def test_memoize_jac_with_bfgs(function_with_gradient): + """ Tests that using MemoizedJac in combination with ScalarFunction + and BFGS does not lead to repeated function evaluations. + Tests changes made in response to GH11868. + """ + memoized_function = MemoizeJac(function_with_gradient) + jac = memoized_function.derivative + hess = optimize.BFGS() + + x0 = np.array([1.0, 0.5]) + scalar_function = ScalarFunction( + memoized_function, x0, (), jac, hess, None, None) + assert function_with_gradient.number_of_calls == 1 + + scalar_function.fun(x0 + 0.1) + assert function_with_gradient.number_of_calls == 2 + + scalar_function.fun(x0 + 0.2) + assert function_with_gradient.number_of_calls == 3 + + +def test_gh12696(): + # Test that optimize doesn't throw warning gh-12696 + with assert_no_warnings(): + optimize.fminbound( + lambda x: np.array([x**2]), -np.pi, np.pi, disp=False) + + +# --- Test minimize with equal upper and lower bounds --- # + +def setup_test_equal_bounds(): + + np.random.seed(0) + x0 = np.random.rand(4) + lb = np.array([0, 2, -1, -1.0]) + ub = np.array([3, 2, 2, -1.0]) + i_eb = (lb == ub) + + def check_x(x, check_size=True, check_values=True): + if check_size: + assert x.size == 4 + if check_values: + assert_allclose(x[i_eb], lb[i_eb]) + + def func(x): + check_x(x) + return optimize.rosen(x) + + def grad(x): + check_x(x) + return optimize.rosen_der(x) + + def callback(x, *args): + check_x(x) + + def constraint1(x): + check_x(x, check_values=False) + return x[0:1] - 1 + + def jacobian1(x): + check_x(x, check_values=False) + dc = np.zeros_like(x) + dc[0] = 1 + return dc + + def constraint2(x): + check_x(x, check_values=False) + return x[2:3] - 0.5 + + def jacobian2(x): + check_x(x, check_values=False) + dc = np.zeros_like(x) + dc[2] = 1 + return dc + + c1a = NonlinearConstraint(constraint1, -np.inf, 0) + c1b = NonlinearConstraint(constraint1, -np.inf, 0, jacobian1) + c2a = NonlinearConstraint(constraint2, -np.inf, 0) + c2b = NonlinearConstraint(constraint2, -np.inf, 0, jacobian2) + + # test using the three methods that accept bounds, use derivatives, and + # have some trouble when bounds fix variables + methods = ('L-BFGS-B', 'SLSQP', 'TNC') + + # test w/out gradient, w/ gradient, and w/ combined objective/gradient + kwds = ({"fun": func, "jac": False}, + {"fun": func, "jac": grad}, + {"fun": (lambda x: (func(x), grad(x))), + "jac": True}) + + # test with both old- and new-style bounds + bound_types = (lambda lb, ub: list(zip(lb, ub)), + Bounds) + + # Test for many combinations of constraints w/ and w/out jacobian + # Pairs in format: (test constraints, reference constraints) + # (always use analytical jacobian in reference) + constraints = ((None, None), ([], []), + (c1a, c1b), (c2b, c2b), + ([c1b], [c1b]), ([c2a], [c2b]), + ([c1a, c2a], [c1b, c2b]), + ([c1a, c2b], [c1b, c2b]), + ([c1b, c2b], [c1b, c2b])) + + # test with and without callback function + callbacks = (None, callback) + + data = {"methods": methods, "kwds": kwds, "bound_types": bound_types, + "constraints": constraints, "callbacks": callbacks, + "lb": lb, "ub": ub, "x0": x0, "i_eb": i_eb} + + return data + + +eb_data = setup_test_equal_bounds() + + +# This test is about handling fixed variables, not the accuracy of the solvers +@pytest.mark.xfail_on_32bit("Failures due to floating point issues, not logic") +@pytest.mark.parametrize('method', eb_data["methods"]) +@pytest.mark.parametrize('kwds', eb_data["kwds"]) +@pytest.mark.parametrize('bound_type', eb_data["bound_types"]) +@pytest.mark.parametrize('constraints', eb_data["constraints"]) +@pytest.mark.parametrize('callback', eb_data["callbacks"]) +def test_equal_bounds(method, kwds, bound_type, constraints, callback): + """ + Tests that minimizers still work if (bounds.lb == bounds.ub).any() + gh12502 - Divide by zero in Jacobian numerical differentiation when + equality bounds constraints are used + """ + # GH-15051; slightly more skips than necessary; hopefully fixed by GH-14882 + if (platform.machine() == 'aarch64' and method == "TNC" + and kwds["jac"] is False and callback is not None): + pytest.skip('Tolerance violation on aarch') + + lb, ub = eb_data["lb"], eb_data["ub"] + x0, i_eb = eb_data["x0"], eb_data["i_eb"] + + test_constraints, reference_constraints = constraints + if test_constraints and not method == 'SLSQP': + pytest.skip('Only SLSQP supports nonlinear constraints') + # reference constraints always have analytical jacobian + # if test constraints are not the same, we'll need finite differences + fd_needed = (test_constraints != reference_constraints) + + bounds = bound_type(lb, ub) # old- or new-style + + kwds.update({"x0": x0, "method": method, "bounds": bounds, + "constraints": test_constraints, "callback": callback}) + res = optimize.minimize(**kwds) + + expected = optimize.minimize(optimize.rosen, x0, method=method, + jac=optimize.rosen_der, bounds=bounds, + constraints=reference_constraints) + + # compare the output of a solution with FD vs that of an analytic grad + assert res.success + assert_allclose(res.fun, expected.fun, rtol=1.5e-6) + assert_allclose(res.x, expected.x, rtol=5e-4) + + if fd_needed or kwds['jac'] is False: + expected.jac[i_eb] = np.nan + assert res.jac.shape[0] == 4 + assert_allclose(res.jac[i_eb], expected.jac[i_eb], rtol=1e-6) + + if not (kwds['jac'] or test_constraints or isinstance(bounds, Bounds)): + # compare the output to an equivalent FD minimization that doesn't + # need factorization + def fun(x): + new_x = np.array([np.nan, 2, np.nan, -1]) + new_x[[0, 2]] = x + return optimize.rosen(new_x) + + fd_res = optimize.minimize(fun, + x0[[0, 2]], + method=method, + bounds=bounds[::2]) + assert_allclose(res.fun, fd_res.fun) + # TODO this test should really be equivalent to factorized version + # above, down to res.nfev. However, testing found that when TNC is + # called with or without a callback the output is different. The two + # should be the same! This indicates that the TNC callback may be + # mutating something when it shouldn't. + assert_allclose(res.x[[0, 2]], fd_res.x, rtol=2e-6) + + +@pytest.mark.parametrize('method', eb_data["methods"]) +def test_all_bounds_equal(method): + # this only tests methods that have parameters factored out when lb==ub + # it does not test other methods that work with bounds + def f(x, p1=1): + return np.linalg.norm(x) + p1 + + bounds = [(1, 1), (2, 2)] + x0 = (1.0, 3.0) + res = optimize.minimize(f, x0, bounds=bounds, method=method) + assert res.success + assert_allclose(res.fun, f([1.0, 2.0])) + assert res.nfev == 1 + assert res.message == 'All independent variables were fixed by bounds.' + + args = (2,) + res = optimize.minimize(f, x0, bounds=bounds, method=method, args=args) + assert res.success + assert_allclose(res.fun, f([1.0, 2.0], 2)) + + if method.upper() == 'SLSQP': + def con(x): + return np.sum(x) + nlc = NonlinearConstraint(con, -np.inf, 0.0) + res = optimize.minimize( + f, x0, bounds=bounds, method=method, constraints=[nlc] + ) + assert res.success is False + assert_allclose(res.fun, f([1.0, 2.0])) + assert res.nfev == 1 + message = "All independent variables were fixed by bounds, but" + assert res.message.startswith(message) + + nlc = NonlinearConstraint(con, -np.inf, 4) + res = optimize.minimize( + f, x0, bounds=bounds, method=method, constraints=[nlc] + ) + assert res.success is True + assert_allclose(res.fun, f([1.0, 2.0])) + assert res.nfev == 1 + message = "All independent variables were fixed by bounds at values" + assert res.message.startswith(message) + + +def test_eb_constraints(): + # make sure constraint functions aren't overwritten when equal bounds + # are employed, and a parameter is factored out. GH14859 + def f(x): + return x[0]**3 + x[1]**2 + x[2]*x[3] + + def cfun(x): + return x[0] + x[1] + x[2] + x[3] - 40 + + constraints = [{'type': 'ineq', 'fun': cfun}] + + bounds = [(0, 20)] * 4 + bounds[1] = (5, 5) + optimize.minimize( + f, + x0=[1, 2, 3, 4], + method='SLSQP', + bounds=bounds, + constraints=constraints, + ) + assert constraints[0]['fun'] == cfun + + +def test_show_options(): + solver_methods = { + 'minimize': MINIMIZE_METHODS, + 'minimize_scalar': MINIMIZE_SCALAR_METHODS, + 'root': ROOT_METHODS, + 'root_scalar': ROOT_SCALAR_METHODS, + 'linprog': LINPROG_METHODS, + 'quadratic_assignment': QUADRATIC_ASSIGNMENT_METHODS, + } + for solver, methods in solver_methods.items(): + for method in methods: + # testing that `show_options` works without error + show_options(solver, method) + + unknown_solver_method = { + 'minimize': "ekki", # unknown method + 'maximize': "cg", # unknown solver + 'maximize_scalar': "ekki", # unknown solver and method + } + for solver, method in unknown_solver_method.items(): + # testing that `show_options` raises ValueError + assert_raises(ValueError, show_options, solver, method) + + +def test_bounds_with_list(): + # gh13501. Bounds created with lists weren't working for Powell. + bounds = optimize.Bounds(lb=[5., 5.], ub=[10., 10.]) + optimize.minimize( + optimize.rosen, x0=np.array([9, 9]), method='Powell', bounds=bounds + ) + + +def test_x_overwritten_user_function(): + # if the user overwrites the x-array in the user function it's likely + # that the minimizer stops working properly. + # gh13740 + def fquad(x): + a = np.arange(np.size(x)) + x -= a + x *= x + return np.sum(x) + + def fquad_jac(x): + a = np.arange(np.size(x)) + x *= 2 + x -= 2 * a + return x + + def fquad_hess(x): + return np.eye(np.size(x)) * 2.0 + + meth_jac = [ + 'newton-cg', 'dogleg', 'trust-ncg', 'trust-exact', + 'trust-krylov', 'trust-constr' + ] + meth_hess = [ + 'dogleg', 'trust-ncg', 'trust-exact', 'trust-krylov', 'trust-constr' + ] + + x0 = np.ones(5) * 1.5 + + for meth in MINIMIZE_METHODS: + jac = None + hess = None + if meth in meth_jac: + jac = fquad_jac + if meth in meth_hess: + hess = fquad_hess + res = optimize.minimize(fquad, x0, method=meth, jac=jac, hess=hess) + assert_allclose(res.x, np.arange(np.size(x0)), atol=2e-4) + + +class TestGlobalOptimization: + + def test_optimize_result_attributes(self): + def func(x): + return x ** 2 + + # Note that `brute` solver does not return `OptimizeResult` + results = [optimize.basinhopping(func, x0=1), + optimize.differential_evolution(func, [(-4, 4)]), + optimize.shgo(func, [(-4, 4)]), + optimize.dual_annealing(func, [(-4, 4)]), + optimize.direct(func, [(-4, 4)]), + ] + + for result in results: + assert isinstance(result, optimize.OptimizeResult) + assert hasattr(result, "x") + assert hasattr(result, "success") + assert hasattr(result, "message") + assert hasattr(result, "fun") + assert hasattr(result, "nfev") + assert hasattr(result, "nit") + + +def test_approx_fprime(): + # check that approx_fprime (serviced by approx_derivative) works for + # jac and hess + g = optimize.approx_fprime(himmelblau_x0, himmelblau) + assert_allclose(g, himmelblau_grad(himmelblau_x0), rtol=5e-6) + + h = optimize.approx_fprime(himmelblau_x0, himmelblau_grad) + assert_allclose(h, himmelblau_hess(himmelblau_x0), rtol=5e-6) + + +def test_gh12594(): + # gh-12594 reported an error in `_linesearch_powell` and + # `_line_for_search` when `Bounds` was passed lists instead of arrays. + # Check that results are the same whether the inputs are lists or arrays. + + def f(x): + return x[0]**2 + (x[1] - 1)**2 + + bounds = Bounds(lb=[-10, -10], ub=[10, 10]) + res = optimize.minimize(f, x0=(0, 0), method='Powell', bounds=bounds) + bounds = Bounds(lb=np.array([-10, -10]), ub=np.array([10, 10])) + ref = optimize.minimize(f, x0=(0, 0), method='Powell', bounds=bounds) + + assert_allclose(res.fun, ref.fun) + assert_allclose(res.x, ref.x) + + +@pytest.mark.parametrize('method', ['Newton-CG', 'trust-constr']) +@pytest.mark.parametrize('sparse_type', [coo_matrix, csc_matrix, csr_matrix, + coo_array, csr_array, csc_array]) +def test_sparse_hessian(method, sparse_type): + # gh-8792 reported an error for minimization with `newton_cg` when `hess` + # returns a sparse matrix. Check that results are the same whether `hess` + # returns a dense or sparse matrix for optimization methods that accept + # sparse Hessian matrices. + + def sparse_rosen_hess(x): + return sparse_type(rosen_hess(x)) + + x0 = [2., 2.] + + res_sparse = optimize.minimize(rosen, x0, method=method, + jac=rosen_der, hess=sparse_rosen_hess) + res_dense = optimize.minimize(rosen, x0, method=method, + jac=rosen_der, hess=rosen_hess) + + assert_allclose(res_dense.fun, res_sparse.fun) + assert_allclose(res_dense.x, res_sparse.x) + assert res_dense.nfev == res_sparse.nfev + assert res_dense.njev == res_sparse.njev + assert res_dense.nhev == res_sparse.nhev