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  1. .gitattributes +6 -0
  2. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/_cython_nnls.cpython-310-x86_64-linux-gnu.so +3 -0
  3. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/_lsq/__pycache__/__init__.cpython-310.pyc +0 -0
  4. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/_lsq/__pycache__/dogbox.cpython-310.pyc +0 -0
  5. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/_lsq/__pycache__/lsq_linear.cpython-310.pyc +0 -0
  6. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/_lsq/__pycache__/trf_linear.cpython-310.pyc +0 -0
  7. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/__init__.py +0 -0
  8. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test__basinhopping.py +535 -0
  9. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test__differential_evolution.py +1703 -0
  10. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test__numdiff.py +841 -0
  11. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test__shgo.py +1156 -0
  12. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_bracket.py +871 -0
  13. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_chandrupatla.py +984 -0
  14. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_cobyqa.py +252 -0
  15. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_constraints.py +255 -0
  16. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_cython_optimize.py +92 -0
  17. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_differentiable_functions.py +805 -0
  18. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_hessian_update_strategy.py +300 -0
  19. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_isotonic_regression.py +167 -0
  20. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lbfgsb_hessinv.py +43 -0
  21. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lbfgsb_setulb.py +122 -0
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  23. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_linear_assignment.py +116 -0
  24. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_linprog.py +0 -0
  25. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lsq_common.py +297 -0
  26. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lsq_linear.py +287 -0
  27. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_minpack.py +1194 -0
  28. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_optimize.py +0 -0
  29. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_regression.py +40 -0
  30. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_slsqp.py +613 -0
  31. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_trustregion.py +110 -0
  32. mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_zeros.py +965 -0
  33. mantis_evalkit/lib/python3.10/site-packages/scipy/special/tests/__pycache__/test_basic.cpython-310.pyc +3 -0
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1
+ """
2
+ Unit tests for the basin hopping global minimization algorithm.
3
+ """
4
+ import copy
5
+
6
+ from numpy.testing import (assert_almost_equal, assert_equal, assert_,
7
+ assert_allclose)
8
+ import pytest
9
+ from pytest import raises as assert_raises
10
+ import numpy as np
11
+ from numpy import cos, sin
12
+
13
+ from scipy.optimize import basinhopping, OptimizeResult
14
+ from scipy.optimize._basinhopping import (
15
+ Storage, RandomDisplacement, Metropolis, AdaptiveStepsize)
16
+
17
+
18
+ def func1d(x):
19
+ f = cos(14.5 * x - 0.3) + (x + 0.2) * x
20
+ df = np.array(-14.5 * sin(14.5 * x - 0.3) + 2. * x + 0.2)
21
+ return f, df
22
+
23
+
24
+ def func2d_nograd(x):
25
+ f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
26
+ return f
27
+
28
+
29
+ def func2d(x):
30
+ f = cos(14.5 * x[0] - 0.3) + (x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0]
31
+ df = np.zeros(2)
32
+ df[0] = -14.5 * sin(14.5 * x[0] - 0.3) + 2. * x[0] + 0.2
33
+ df[1] = 2. * x[1] + 0.2
34
+ return f, df
35
+
36
+
37
+ def func2d_easyderiv(x):
38
+ f = 2.0*x[0]**2 + 2.0*x[0]*x[1] + 2.0*x[1]**2 - 6.0*x[0]
39
+ df = np.zeros(2)
40
+ df[0] = 4.0*x[0] + 2.0*x[1] - 6.0
41
+ df[1] = 2.0*x[0] + 4.0*x[1]
42
+
43
+ return f, df
44
+
45
+
46
+ class MyTakeStep1(RandomDisplacement):
47
+ """use a copy of displace, but have it set a special parameter to
48
+ make sure it's actually being used."""
49
+ def __init__(self):
50
+ self.been_called = False
51
+ super().__init__()
52
+
53
+ def __call__(self, x):
54
+ self.been_called = True
55
+ return super().__call__(x)
56
+
57
+
58
+ def myTakeStep2(x):
59
+ """redo RandomDisplacement in function form without the attribute stepsize
60
+ to make sure everything still works ok
61
+ """
62
+ s = 0.5
63
+ x += np.random.uniform(-s, s, np.shape(x))
64
+ return x
65
+
66
+
67
+ class MyAcceptTest:
68
+ """pass a custom accept test
69
+
70
+ This does nothing but make sure it's being used and ensure all the
71
+ possible return values are accepted
72
+ """
73
+ def __init__(self):
74
+ self.been_called = False
75
+ self.ncalls = 0
76
+ self.testres = [False, 'force accept', True, np.bool_(True),
77
+ np.bool_(False), [], {}, 0, 1]
78
+
79
+ def __call__(self, **kwargs):
80
+ self.been_called = True
81
+ self.ncalls += 1
82
+ if self.ncalls - 1 < len(self.testres):
83
+ return self.testres[self.ncalls - 1]
84
+ else:
85
+ return True
86
+
87
+
88
+ class MyCallBack:
89
+ """pass a custom callback function
90
+
91
+ This makes sure it's being used. It also returns True after 10
92
+ steps to ensure that it's stopping early.
93
+
94
+ """
95
+ def __init__(self):
96
+ self.been_called = False
97
+ self.ncalls = 0
98
+
99
+ def __call__(self, x, f, accepted):
100
+ self.been_called = True
101
+ self.ncalls += 1
102
+ if self.ncalls == 10:
103
+ return True
104
+
105
+
106
+ class TestBasinHopping:
107
+
108
+ def setup_method(self):
109
+ """ Tests setup.
110
+
111
+ Run tests based on the 1-D and 2-D functions described above.
112
+ """
113
+ self.x0 = (1.0, [1.0, 1.0])
114
+ self.sol = (-0.195, np.array([-0.195, -0.1]))
115
+
116
+ self.tol = 3 # number of decimal places
117
+
118
+ self.niter = 100
119
+ self.disp = False
120
+
121
+ self.kwargs = {"method": "L-BFGS-B", "jac": True}
122
+ self.kwargs_nograd = {"method": "L-BFGS-B"}
123
+
124
+ def test_TypeError(self):
125
+ # test the TypeErrors are raised on bad input
126
+ i = 1
127
+ # if take_step is passed, it must be callable
128
+ assert_raises(TypeError, basinhopping, func2d, self.x0[i],
129
+ take_step=1)
130
+ # if accept_test is passed, it must be callable
131
+ assert_raises(TypeError, basinhopping, func2d, self.x0[i],
132
+ accept_test=1)
133
+
134
+ def test_input_validation(self):
135
+ msg = 'target_accept_rate has to be in range \\(0, 1\\)'
136
+ with assert_raises(ValueError, match=msg):
137
+ basinhopping(func1d, self.x0[0], target_accept_rate=0.)
138
+ with assert_raises(ValueError, match=msg):
139
+ basinhopping(func1d, self.x0[0], target_accept_rate=1.)
140
+
141
+ msg = 'stepwise_factor has to be in range \\(0, 1\\)'
142
+ with assert_raises(ValueError, match=msg):
143
+ basinhopping(func1d, self.x0[0], stepwise_factor=0.)
144
+ with assert_raises(ValueError, match=msg):
145
+ basinhopping(func1d, self.x0[0], stepwise_factor=1.)
146
+
147
+ def test_1d_grad(self):
148
+ # test 1-D minimizations with gradient
149
+ i = 0
150
+ res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
151
+ niter=self.niter, disp=self.disp)
152
+ assert_almost_equal(res.x, self.sol[i], self.tol)
153
+
154
+ def test_2d(self):
155
+ # test 2d minimizations with gradient
156
+ i = 1
157
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
158
+ niter=self.niter, disp=self.disp)
159
+ assert_almost_equal(res.x, self.sol[i], self.tol)
160
+ assert_(res.nfev > 0)
161
+
162
+ def test_njev(self):
163
+ # test njev is returned correctly
164
+ i = 1
165
+ minimizer_kwargs = self.kwargs.copy()
166
+ # L-BFGS-B doesn't use njev, but BFGS does
167
+ minimizer_kwargs["method"] = "BFGS"
168
+ res = basinhopping(func2d, self.x0[i],
169
+ minimizer_kwargs=minimizer_kwargs, niter=self.niter,
170
+ disp=self.disp)
171
+ assert_(res.nfev > 0)
172
+ assert_equal(res.nfev, res.njev)
173
+
174
+ def test_jac(self):
175
+ # test Jacobian returned
176
+ minimizer_kwargs = self.kwargs.copy()
177
+ # BFGS returns a Jacobian
178
+ minimizer_kwargs["method"] = "BFGS"
179
+
180
+ res = basinhopping(func2d_easyderiv, [0.0, 0.0],
181
+ minimizer_kwargs=minimizer_kwargs, niter=self.niter,
182
+ disp=self.disp)
183
+
184
+ assert_(hasattr(res.lowest_optimization_result, "jac"))
185
+
186
+ # in this case, the Jacobian is just [df/dx, df/dy]
187
+ _, jacobian = func2d_easyderiv(res.x)
188
+ assert_almost_equal(res.lowest_optimization_result.jac, jacobian,
189
+ self.tol)
190
+
191
+ def test_2d_nograd(self):
192
+ # test 2-D minimizations without gradient
193
+ i = 1
194
+ res = basinhopping(func2d_nograd, self.x0[i],
195
+ minimizer_kwargs=self.kwargs_nograd,
196
+ niter=self.niter, disp=self.disp)
197
+ assert_almost_equal(res.x, self.sol[i], self.tol)
198
+
199
+ @pytest.mark.fail_slow(10)
200
+ def test_all_minimizers(self):
201
+ # Test 2-D minimizations with gradient. Nelder-Mead, Powell, COBYLA, and
202
+ # COBYQA don't accept jac=True, so aren't included here.
203
+ i = 1
204
+ methods = ['CG', 'BFGS', 'Newton-CG', 'L-BFGS-B', 'TNC', 'SLSQP']
205
+ minimizer_kwargs = copy.copy(self.kwargs)
206
+ for method in methods:
207
+ minimizer_kwargs["method"] = method
208
+ res = basinhopping(func2d, self.x0[i],
209
+ minimizer_kwargs=minimizer_kwargs,
210
+ niter=self.niter, disp=self.disp)
211
+ assert_almost_equal(res.x, self.sol[i], self.tol)
212
+
213
+ @pytest.mark.fail_slow(20)
214
+ def test_all_nograd_minimizers(self):
215
+ # Test 2-D minimizations without gradient. Newton-CG requires jac=True,
216
+ # so not included here.
217
+ i = 1
218
+ methods = ['CG', 'BFGS', 'L-BFGS-B', 'TNC', 'SLSQP',
219
+ 'Nelder-Mead', 'Powell', 'COBYLA', 'COBYQA']
220
+ minimizer_kwargs = copy.copy(self.kwargs_nograd)
221
+ for method in methods:
222
+ # COBYQA takes extensive amount of time on this problem
223
+ niter = 10 if method == 'COBYQA' else self.niter
224
+ minimizer_kwargs["method"] = method
225
+ res = basinhopping(func2d_nograd, self.x0[i],
226
+ minimizer_kwargs=minimizer_kwargs,
227
+ niter=niter, disp=self.disp, seed=1234)
228
+ tol = self.tol
229
+ if method == 'COBYLA':
230
+ tol = 2
231
+ assert_almost_equal(res.x, self.sol[i], decimal=tol)
232
+
233
+ def test_pass_takestep(self):
234
+ # test that passing a custom takestep works
235
+ # also test that the stepsize is being adjusted
236
+ takestep = MyTakeStep1()
237
+ initial_step_size = takestep.stepsize
238
+ i = 1
239
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
240
+ niter=self.niter, disp=self.disp,
241
+ take_step=takestep)
242
+ assert_almost_equal(res.x, self.sol[i], self.tol)
243
+ assert_(takestep.been_called)
244
+ # make sure that the build in adaptive step size has been used
245
+ assert_(initial_step_size != takestep.stepsize)
246
+
247
+ def test_pass_simple_takestep(self):
248
+ # test that passing a custom takestep without attribute stepsize
249
+ takestep = myTakeStep2
250
+ i = 1
251
+ res = basinhopping(func2d_nograd, self.x0[i],
252
+ minimizer_kwargs=self.kwargs_nograd,
253
+ niter=self.niter, disp=self.disp,
254
+ take_step=takestep)
255
+ assert_almost_equal(res.x, self.sol[i], self.tol)
256
+
257
+ def test_pass_accept_test(self):
258
+ # test passing a custom accept test
259
+ # makes sure it's being used and ensures all the possible return values
260
+ # are accepted.
261
+ accept_test = MyAcceptTest()
262
+ i = 1
263
+ # there's no point in running it more than a few steps.
264
+ basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
265
+ niter=10, disp=self.disp, accept_test=accept_test)
266
+ assert_(accept_test.been_called)
267
+
268
+ def test_pass_callback(self):
269
+ # test passing a custom callback function
270
+ # This makes sure it's being used. It also returns True after 10 steps
271
+ # to ensure that it's stopping early.
272
+ callback = MyCallBack()
273
+ i = 1
274
+ # there's no point in running it more than a few steps.
275
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
276
+ niter=30, disp=self.disp, callback=callback)
277
+ assert_(callback.been_called)
278
+ assert_("callback" in res.message[0])
279
+ # One of the calls of MyCallBack is during BasinHoppingRunner
280
+ # construction, so there are only 9 remaining before MyCallBack stops
281
+ # the minimization.
282
+ assert_equal(res.nit, 9)
283
+
284
+ def test_minimizer_fail(self):
285
+ # test if a minimizer fails
286
+ i = 1
287
+ self.kwargs["options"] = dict(maxiter=0)
288
+ self.niter = 10
289
+ res = basinhopping(func2d, self.x0[i], minimizer_kwargs=self.kwargs,
290
+ niter=self.niter, disp=self.disp)
291
+ # the number of failed minimizations should be the number of
292
+ # iterations + 1
293
+ assert_equal(res.nit + 1, res.minimization_failures)
294
+
295
+ def test_niter_zero(self):
296
+ # gh5915, what happens if you call basinhopping with niter=0
297
+ i = 0
298
+ basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
299
+ niter=0, disp=self.disp)
300
+
301
+ def test_rng_reproducibility(self):
302
+ # rng should ensure reproducibility between runs
303
+ minimizer_kwargs = {"method": "L-BFGS-B", "jac": True}
304
+
305
+ f_1 = []
306
+
307
+ def callback(x, f, accepted):
308
+ f_1.append(f)
309
+
310
+ basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
311
+ niter=10, callback=callback, rng=10)
312
+
313
+ f_2 = []
314
+
315
+ def callback2(x, f, accepted):
316
+ f_2.append(f)
317
+
318
+ basinhopping(func2d, [1.0, 1.0], minimizer_kwargs=minimizer_kwargs,
319
+ niter=10, callback=callback2, rng=10)
320
+ assert_equal(np.array(f_1), np.array(f_2))
321
+
322
+ def test_random_gen(self):
323
+ # check that np.random.Generator can be used (numpy >= 1.17)
324
+ rng = np.random.default_rng(1)
325
+
326
+ minimizer_kwargs = {"method": "L-BFGS-B", "jac": True}
327
+
328
+ res1 = basinhopping(func2d, [1.0, 1.0],
329
+ minimizer_kwargs=minimizer_kwargs,
330
+ niter=10, rng=rng)
331
+
332
+ rng = np.random.default_rng(1)
333
+ res2 = basinhopping(func2d, [1.0, 1.0],
334
+ minimizer_kwargs=minimizer_kwargs,
335
+ niter=10, rng=rng)
336
+ assert_equal(res1.x, res2.x)
337
+
338
+ def test_monotonic_basin_hopping(self):
339
+ # test 1-D minimizations with gradient and T=0
340
+ i = 0
341
+
342
+ res = basinhopping(func1d, self.x0[i], minimizer_kwargs=self.kwargs,
343
+ niter=self.niter, disp=self.disp, T=0)
344
+ assert_almost_equal(res.x, self.sol[i], self.tol)
345
+
346
+
347
+ @pytest.mark.thread_unsafe
348
+ class Test_Storage:
349
+ def setup_method(self):
350
+ self.x0 = np.array(1)
351
+ self.f0 = 0
352
+
353
+ minres = OptimizeResult(success=True)
354
+ minres.x = self.x0
355
+ minres.fun = self.f0
356
+
357
+ self.storage = Storage(minres)
358
+
359
+ def test_higher_f_rejected(self):
360
+ new_minres = OptimizeResult(success=True)
361
+ new_minres.x = self.x0 + 1
362
+ new_minres.fun = self.f0 + 1
363
+
364
+ ret = self.storage.update(new_minres)
365
+ minres = self.storage.get_lowest()
366
+ assert_equal(self.x0, minres.x)
367
+ assert_equal(self.f0, minres.fun)
368
+ assert_(not ret)
369
+
370
+ @pytest.mark.parametrize('success', [True, False])
371
+ def test_lower_f_accepted(self, success):
372
+ new_minres = OptimizeResult(success=success)
373
+ new_minres.x = self.x0 + 1
374
+ new_minres.fun = self.f0 - 1
375
+
376
+ ret = self.storage.update(new_minres)
377
+ minres = self.storage.get_lowest()
378
+ assert (self.x0 != minres.x) == success # can't use `is`
379
+ assert (self.f0 != minres.fun) == success # left side is NumPy bool
380
+ assert ret is success
381
+
382
+
383
+ class Test_RandomDisplacement:
384
+ def setup_method(self):
385
+ self.stepsize = 1.0
386
+ self.N = 300000
387
+
388
+ def test_random(self):
389
+ # the mean should be 0
390
+ # the variance should be (2*stepsize)**2 / 12
391
+ # note these tests are random, they will fail from time to time
392
+ rng = np.random.RandomState(0)
393
+ x0 = np.zeros([self.N])
394
+ displace = RandomDisplacement(stepsize=self.stepsize, rng=rng)
395
+ x = displace(x0)
396
+ v = (2. * self.stepsize) ** 2 / 12
397
+ assert_almost_equal(np.mean(x), 0., 1)
398
+ assert_almost_equal(np.var(x), v, 1)
399
+
400
+
401
+ class Test_Metropolis:
402
+ def setup_method(self):
403
+ self.T = 2.
404
+ self.met = Metropolis(self.T)
405
+ self.res_new = OptimizeResult(success=True, fun=0.)
406
+ self.res_old = OptimizeResult(success=True, fun=1.)
407
+
408
+ def test_boolean_return(self):
409
+ # the return must be a bool, else an error will be raised in
410
+ # basinhopping
411
+ ret = self.met(res_new=self.res_new, res_old=self.res_old)
412
+ assert isinstance(ret, bool)
413
+
414
+ def test_lower_f_accepted(self):
415
+ assert_(self.met(res_new=self.res_new, res_old=self.res_old))
416
+
417
+ def test_accept(self):
418
+ # test that steps are randomly accepted for f_new > f_old
419
+ one_accept = False
420
+ one_reject = False
421
+ for i in range(1000):
422
+ if one_accept and one_reject:
423
+ break
424
+ res_new = OptimizeResult(success=True, fun=1.)
425
+ res_old = OptimizeResult(success=True, fun=0.5)
426
+ ret = self.met(res_new=res_new, res_old=res_old)
427
+ if ret:
428
+ one_accept = True
429
+ else:
430
+ one_reject = True
431
+ assert_(one_accept)
432
+ assert_(one_reject)
433
+
434
+ def test_GH7495(self):
435
+ # an overflow in exp was producing a RuntimeWarning
436
+ # create own object here in case someone changes self.T
437
+ met = Metropolis(2)
438
+ res_new = OptimizeResult(success=True, fun=0.)
439
+ res_old = OptimizeResult(success=True, fun=2000)
440
+ with np.errstate(over='raise'):
441
+ met.accept_reject(res_new=res_new, res_old=res_old)
442
+
443
+ def test_gh7799(self):
444
+ # gh-7799 reported a problem in which local search was successful but
445
+ # basinhopping returned an invalid solution. Show that this is fixed.
446
+ def func(x):
447
+ return (x**2-8)**2+(x+2)**2
448
+
449
+ x0 = -4
450
+ limit = 50 # Constrain to func value >= 50
451
+ con = {'type': 'ineq', 'fun': lambda x: func(x) - limit},
452
+ res = basinhopping(
453
+ func,
454
+ x0,
455
+ 30,
456
+ seed=np.random.RandomState(1234),
457
+ minimizer_kwargs={'constraints': con}
458
+ )
459
+ assert res.success
460
+ assert_allclose(res.fun, limit, rtol=1e-6)
461
+
462
+ def test_accept_gh7799(self):
463
+ # Metropolis should not accept the result of an unsuccessful new local
464
+ # search if the old local search was successful
465
+
466
+ met = Metropolis(0) # monotonic basin hopping
467
+ res_new = OptimizeResult(success=True, fun=0.)
468
+ res_old = OptimizeResult(success=True, fun=1.)
469
+
470
+ # if new local search was successful and energy is lower, accept
471
+ assert met(res_new=res_new, res_old=res_old)
472
+ # if new res is unsuccessful, don't accept - even if energy is lower
473
+ res_new.success = False
474
+ assert not met(res_new=res_new, res_old=res_old)
475
+ # ...unless the old res was unsuccessful, too. In that case, why not?
476
+ res_old.success = False
477
+ assert met(res_new=res_new, res_old=res_old)
478
+
479
+ def test_reject_all_gh7799(self):
480
+ # Test the behavior when there is no feasible solution
481
+ def fun(x):
482
+ return x@x
483
+
484
+ def constraint(x):
485
+ return x + 1
486
+
487
+ kwargs = {'constraints': {'type': 'eq', 'fun': constraint},
488
+ 'bounds': [(0, 1), (0, 1)], 'method': 'slsqp'}
489
+ res = basinhopping(fun, x0=[2, 3], niter=10, minimizer_kwargs=kwargs)
490
+ assert not res.success
491
+
492
+
493
+ class Test_AdaptiveStepsize:
494
+ def setup_method(self):
495
+ self.stepsize = 1.
496
+ self.ts = RandomDisplacement(stepsize=self.stepsize)
497
+ self.target_accept_rate = 0.5
498
+ self.takestep = AdaptiveStepsize(takestep=self.ts, verbose=False,
499
+ accept_rate=self.target_accept_rate)
500
+
501
+ def test_adaptive_increase(self):
502
+ # if few steps are rejected, the stepsize should increase
503
+ x = 0.
504
+ self.takestep(x)
505
+ self.takestep.report(False)
506
+ for i in range(self.takestep.interval):
507
+ self.takestep(x)
508
+ self.takestep.report(True)
509
+ assert_(self.ts.stepsize > self.stepsize)
510
+
511
+ def test_adaptive_decrease(self):
512
+ # if few steps are rejected, the stepsize should increase
513
+ x = 0.
514
+ self.takestep(x)
515
+ self.takestep.report(True)
516
+ for i in range(self.takestep.interval):
517
+ self.takestep(x)
518
+ self.takestep.report(False)
519
+ assert_(self.ts.stepsize < self.stepsize)
520
+
521
+ def test_all_accepted(self):
522
+ # test that everything works OK if all steps were accepted
523
+ x = 0.
524
+ for i in range(self.takestep.interval + 1):
525
+ self.takestep(x)
526
+ self.takestep.report(True)
527
+ assert_(self.ts.stepsize > self.stepsize)
528
+
529
+ def test_all_rejected(self):
530
+ # test that everything works OK if all steps were rejected
531
+ x = 0.
532
+ for i in range(self.takestep.interval + 1):
533
+ self.takestep(x)
534
+ self.takestep.report(False)
535
+ assert_(self.ts.stepsize < self.stepsize)
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test__differential_evolution.py ADDED
@@ -0,0 +1,1703 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit tests for the differential global minimization algorithm.
3
+ """
4
+ import multiprocessing
5
+ from multiprocessing.dummy import Pool as ThreadPool
6
+ import platform
7
+
8
+ from scipy.optimize._differentialevolution import (DifferentialEvolutionSolver,
9
+ _ConstraintWrapper)
10
+ from scipy.optimize import differential_evolution, OptimizeResult
11
+ from scipy.optimize._constraints import (Bounds, NonlinearConstraint,
12
+ LinearConstraint)
13
+ from scipy.optimize import rosen, minimize
14
+ from scipy.sparse import csr_matrix
15
+ from scipy import stats
16
+
17
+ import numpy as np
18
+ from numpy.testing import (assert_equal, assert_allclose, assert_almost_equal,
19
+ assert_string_equal, assert_, suppress_warnings)
20
+ from pytest import raises as assert_raises, warns
21
+ import pytest
22
+
23
+
24
+ class TestDifferentialEvolutionSolver:
25
+
26
+ def setup_method(self):
27
+ self.old_seterr = np.seterr(invalid='raise')
28
+ self.limits = np.array([[0., 0.],
29
+ [2., 2.]])
30
+ self.bounds = [(0., 2.), (0., 2.)]
31
+
32
+ self.dummy_solver = DifferentialEvolutionSolver(self.quadratic,
33
+ [(0, 100)])
34
+
35
+ # dummy_solver2 will be used to test mutation strategies
36
+ self.dummy_solver2 = DifferentialEvolutionSolver(self.quadratic,
37
+ [(0, 1)],
38
+ popsize=7,
39
+ mutation=0.5)
40
+ # create a population that's only 7 members long
41
+ # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
42
+ population = np.atleast_2d(np.arange(0.1, 0.8, 0.1)).T
43
+ self.dummy_solver2.population = population
44
+
45
+ def teardown_method(self):
46
+ np.seterr(**self.old_seterr)
47
+
48
+ def quadratic(self, x):
49
+ return x[0]**2
50
+
51
+ def test__strategy_resolves(self):
52
+ # test that the correct mutation function is resolved by
53
+ # different requested strategy arguments
54
+ solver = DifferentialEvolutionSolver(rosen,
55
+ self.bounds,
56
+ strategy='best1exp')
57
+ assert_equal(solver.strategy, 'best1exp')
58
+ assert_equal(solver.mutation_func.__name__, '_best1')
59
+
60
+ solver = DifferentialEvolutionSolver(rosen,
61
+ self.bounds,
62
+ strategy='best1bin')
63
+ assert_equal(solver.strategy, 'best1bin')
64
+ assert_equal(solver.mutation_func.__name__, '_best1')
65
+
66
+ solver = DifferentialEvolutionSolver(rosen,
67
+ self.bounds,
68
+ strategy='rand1bin')
69
+ assert_equal(solver.strategy, 'rand1bin')
70
+ assert_equal(solver.mutation_func.__name__, '_rand1')
71
+
72
+ solver = DifferentialEvolutionSolver(rosen,
73
+ self.bounds,
74
+ strategy='rand1exp')
75
+ assert_equal(solver.strategy, 'rand1exp')
76
+ assert_equal(solver.mutation_func.__name__, '_rand1')
77
+
78
+ solver = DifferentialEvolutionSolver(rosen,
79
+ self.bounds,
80
+ strategy='rand2exp')
81
+ assert_equal(solver.strategy, 'rand2exp')
82
+ assert_equal(solver.mutation_func.__name__, '_rand2')
83
+
84
+ solver = DifferentialEvolutionSolver(rosen,
85
+ self.bounds,
86
+ strategy='best2bin')
87
+ assert_equal(solver.strategy, 'best2bin')
88
+ assert_equal(solver.mutation_func.__name__, '_best2')
89
+
90
+ solver = DifferentialEvolutionSolver(rosen,
91
+ self.bounds,
92
+ strategy='rand2bin')
93
+ assert_equal(solver.strategy, 'rand2bin')
94
+ assert_equal(solver.mutation_func.__name__, '_rand2')
95
+
96
+ solver = DifferentialEvolutionSolver(rosen,
97
+ self.bounds,
98
+ strategy='rand2exp')
99
+ assert_equal(solver.strategy, 'rand2exp')
100
+ assert_equal(solver.mutation_func.__name__, '_rand2')
101
+
102
+ solver = DifferentialEvolutionSolver(rosen,
103
+ self.bounds,
104
+ strategy='randtobest1bin')
105
+ assert_equal(solver.strategy, 'randtobest1bin')
106
+ assert_equal(solver.mutation_func.__name__, '_randtobest1')
107
+
108
+ solver = DifferentialEvolutionSolver(rosen,
109
+ self.bounds,
110
+ strategy='randtobest1exp')
111
+ assert_equal(solver.strategy, 'randtobest1exp')
112
+ assert_equal(solver.mutation_func.__name__, '_randtobest1')
113
+
114
+ solver = DifferentialEvolutionSolver(rosen,
115
+ self.bounds,
116
+ strategy='currenttobest1bin')
117
+ assert_equal(solver.strategy, 'currenttobest1bin')
118
+ assert_equal(solver.mutation_func.__name__, '_currenttobest1')
119
+
120
+ solver = DifferentialEvolutionSolver(rosen,
121
+ self.bounds,
122
+ strategy='currenttobest1exp')
123
+ assert_equal(solver.strategy, 'currenttobest1exp')
124
+ assert_equal(solver.mutation_func.__name__, '_currenttobest1')
125
+
126
+ def test__mutate1(self):
127
+ # strategies */1/*, i.e. rand/1/bin, best/1/exp, etc.
128
+ result = np.array([0.05])
129
+ trial = self.dummy_solver2._best1(np.array([2, 3, 4, 5, 6]))
130
+ assert_allclose(trial, result)
131
+
132
+ result = np.array([0.25])
133
+ trial = self.dummy_solver2._rand1(np.array([2, 3, 4, 5, 6]))
134
+ assert_allclose(trial, result)
135
+
136
+ def test__mutate2(self):
137
+ # strategies */2/*, i.e. rand/2/bin, best/2/exp, etc.
138
+ # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
139
+
140
+ result = np.array([-0.1])
141
+ trial = self.dummy_solver2._best2(np.array([2, 3, 4, 5, 6]))
142
+ assert_allclose(trial, result)
143
+
144
+ result = np.array([0.1])
145
+ trial = self.dummy_solver2._rand2(np.array([2, 3, 4, 5, 6]))
146
+ assert_allclose(trial, result)
147
+
148
+ def test__randtobest1(self):
149
+ # strategies randtobest/1/*
150
+ result = np.array([0.15])
151
+ trial = self.dummy_solver2._randtobest1(np.array([2, 3, 4, 5, 6]))
152
+ assert_allclose(trial, result)
153
+
154
+ def test__currenttobest1(self):
155
+ # strategies currenttobest/1/*
156
+ result = np.array([0.1])
157
+ trial = self.dummy_solver2._currenttobest1(
158
+ 1,
159
+ np.array([2, 3, 4, 5, 6])
160
+ )
161
+ assert_allclose(trial, result)
162
+
163
+ def test_can_init_with_dithering(self):
164
+ mutation = (0.5, 1)
165
+ solver = DifferentialEvolutionSolver(self.quadratic,
166
+ self.bounds,
167
+ mutation=mutation)
168
+
169
+ assert_equal(solver.dither, list(mutation))
170
+
171
+ def test_invalid_mutation_values_arent_accepted(self):
172
+ func = rosen
173
+ mutation = (0.5, 3)
174
+ assert_raises(ValueError,
175
+ DifferentialEvolutionSolver,
176
+ func,
177
+ self.bounds,
178
+ mutation=mutation)
179
+
180
+ mutation = (-1, 1)
181
+ assert_raises(ValueError,
182
+ DifferentialEvolutionSolver,
183
+ func,
184
+ self.bounds,
185
+ mutation=mutation)
186
+
187
+ mutation = (0.1, np.nan)
188
+ assert_raises(ValueError,
189
+ DifferentialEvolutionSolver,
190
+ func,
191
+ self.bounds,
192
+ mutation=mutation)
193
+
194
+ mutation = 0.5
195
+ solver = DifferentialEvolutionSolver(func,
196
+ self.bounds,
197
+ mutation=mutation)
198
+ assert_equal(0.5, solver.scale)
199
+ assert_equal(None, solver.dither)
200
+
201
+ def test_invalid_functional(self):
202
+ def func(x):
203
+ return np.array([np.sum(x ** 2), np.sum(x)])
204
+
205
+ with assert_raises(
206
+ RuntimeError,
207
+ match=r"func\(x, \*args\) must return a scalar value"):
208
+ differential_evolution(func, [(-2, 2), (-2, 2)])
209
+
210
+ def test__scale_parameters(self):
211
+ trial = np.array([0.3])
212
+ assert_equal(30, self.dummy_solver._scale_parameters(trial))
213
+
214
+ # it should also work with the limits reversed
215
+ self.dummy_solver.limits = np.array([[100], [0.]])
216
+ assert_equal(30, self.dummy_solver._scale_parameters(trial))
217
+
218
+ def test__unscale_parameters(self):
219
+ trial = np.array([30])
220
+ assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
221
+
222
+ # it should also work with the limits reversed
223
+ self.dummy_solver.limits = np.array([[100], [0.]])
224
+ assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
225
+
226
+ def test_equal_bounds(self):
227
+ with np.errstate(invalid='raise'):
228
+ solver = DifferentialEvolutionSolver(
229
+ self.quadratic,
230
+ bounds=[(2.0, 2.0), (1.0, 3.0)]
231
+ )
232
+ v = solver._unscale_parameters([2.0, 2.0])
233
+ assert_allclose(v, 0.5)
234
+
235
+ res = differential_evolution(self.quadratic, [(2.0, 2.0), (3.0, 3.0)])
236
+ assert_equal(res.x, [2.0, 3.0])
237
+
238
+ def test__ensure_constraint(self):
239
+ trial = np.array([1.1, -100, 0.9, 2., 300., -0.00001])
240
+ self.dummy_solver._ensure_constraint(trial)
241
+
242
+ assert_equal(trial[2], 0.9)
243
+ assert_(np.logical_and(trial >= 0, trial <= 1).all())
244
+
245
+ def test_differential_evolution(self):
246
+ # test that the Jmin of DifferentialEvolutionSolver
247
+ # is the same as the function evaluation
248
+ solver = DifferentialEvolutionSolver(
249
+ self.quadratic, [(-2, 2)], maxiter=1, polish=False
250
+ )
251
+ result = solver.solve()
252
+ assert_equal(result.fun, self.quadratic(result.x))
253
+
254
+ solver = DifferentialEvolutionSolver(
255
+ self.quadratic, [(-2, 2)], maxiter=1, polish=True
256
+ )
257
+ result = solver.solve()
258
+ assert_equal(result.fun, self.quadratic(result.x))
259
+
260
+ def test_best_solution_retrieval(self):
261
+ # test that the getter property method for the best solution works.
262
+ solver = DifferentialEvolutionSolver(self.quadratic, [(-2, 2)])
263
+ result = solver.solve()
264
+ assert_equal(result.x, solver.x)
265
+
266
+ def test_intermediate_result(self):
267
+ # Check that intermediate result object passed into the callback
268
+ # function contains the expected information and that raising
269
+ # `StopIteration` causes the expected behavior.
270
+ maxiter = 10
271
+
272
+ def func(x):
273
+ val = rosen(x)
274
+ if val < func.val:
275
+ func.x = x
276
+ func.val = val
277
+ return val
278
+ func.x = None
279
+ func.val = np.inf
280
+
281
+ def callback(intermediate_result):
282
+ callback.nit += 1
283
+ callback.intermediate_result = intermediate_result
284
+ assert intermediate_result.population.ndim == 2
285
+ assert intermediate_result.population.shape[1] == 2
286
+ assert intermediate_result.nit == callback.nit
287
+
288
+ # Check that `x` and `fun` attributes are the best found so far
289
+ assert_equal(intermediate_result.x, callback.func.x)
290
+ assert_equal(intermediate_result.fun, callback.func.val)
291
+
292
+ # Check for consistency between `fun`, `population_energies`,
293
+ # `x`, and `population`
294
+ assert_equal(intermediate_result.fun, rosen(intermediate_result.x))
295
+ for i in range(len(intermediate_result.population_energies)):
296
+ res = intermediate_result.population_energies[i]
297
+ ref = rosen(intermediate_result.population[i])
298
+ assert_equal(res, ref)
299
+ assert_equal(intermediate_result.x,
300
+ intermediate_result.population[0])
301
+ assert_equal(intermediate_result.fun,
302
+ intermediate_result.population_energies[0])
303
+
304
+ assert intermediate_result.message == 'in progress'
305
+ assert intermediate_result.success is True
306
+ assert isinstance(intermediate_result, OptimizeResult)
307
+ if callback.nit == maxiter:
308
+ raise StopIteration
309
+ callback.nit = 0
310
+ callback.intermediate_result = None
311
+ callback.func = func
312
+
313
+ bounds = [(0, 2), (0, 2)]
314
+ kwargs = dict(func=func, bounds=bounds, rng=838245, polish=False)
315
+ res = differential_evolution(**kwargs, callback=callback)
316
+ ref = differential_evolution(**kwargs, maxiter=maxiter)
317
+
318
+ # Check that final `intermediate_result` is equivalent to returned
319
+ # result object and that terminating with callback `StopIteration`
320
+ # after `maxiter` iterations is equivalent to terminating with
321
+ # `maxiter` parameter.
322
+ assert res.success is ref.success is False
323
+ assert callback.nit == res.nit == maxiter
324
+ assert res.message == 'callback function requested stop early'
325
+ assert ref.message == 'Maximum number of iterations has been exceeded.'
326
+ for field, val in ref.items():
327
+ if field in {'message', 'success'}: # checked separately
328
+ continue
329
+ assert_equal(callback.intermediate_result[field], val)
330
+ assert_equal(res[field], val)
331
+
332
+ # Check that polish occurs after `StopIteration` as advertised
333
+ callback.nit = 0
334
+ func.val = np.inf
335
+ kwargs['polish'] = True
336
+ res = differential_evolution(**kwargs, callback=callback)
337
+ assert res.fun < ref.fun
338
+
339
+ def test_callback_terminates(self):
340
+ # test that if the callback returns true, then the minimization halts
341
+ bounds = [(0, 2), (0, 2)]
342
+ expected_msg = 'callback function requested stop early'
343
+ def callback_python_true(param, convergence=0.):
344
+ return True
345
+
346
+ result = differential_evolution(
347
+ rosen, bounds, callback=callback_python_true
348
+ )
349
+ assert_string_equal(result.message, expected_msg)
350
+
351
+ # if callback raises StopIteration then solve should be interrupted
352
+ def callback_stop(intermediate_result):
353
+ raise StopIteration
354
+
355
+ result = differential_evolution(rosen, bounds, callback=callback_stop)
356
+ assert not result.success
357
+
358
+ def callback_evaluates_true(param, convergence=0.):
359
+ # DE should stop if bool(self.callback) is True
360
+ return [10]
361
+
362
+ result = differential_evolution(rosen, bounds, callback=callback_evaluates_true)
363
+ assert_string_equal(result.message, expected_msg)
364
+ assert not result.success
365
+
366
+ def callback_evaluates_false(param, convergence=0.):
367
+ return []
368
+
369
+ result = differential_evolution(rosen, bounds,
370
+ callback=callback_evaluates_false)
371
+ assert result.success
372
+
373
+ def test_args_tuple_is_passed(self):
374
+ # test that the args tuple is passed to the cost function properly.
375
+ bounds = [(-10, 10)]
376
+ args = (1., 2., 3.)
377
+
378
+ def quadratic(x, *args):
379
+ if not isinstance(args, tuple):
380
+ raise ValueError('args should be a tuple')
381
+ return args[0] + args[1] * x + args[2] * x**2.
382
+
383
+ result = differential_evolution(quadratic,
384
+ bounds,
385
+ args=args,
386
+ polish=True)
387
+ assert_almost_equal(result.fun, 2 / 3.)
388
+
389
+ def test_init_with_invalid_strategy(self):
390
+ # test that passing an invalid strategy raises ValueError
391
+ func = rosen
392
+ bounds = [(-3, 3)]
393
+ assert_raises(ValueError,
394
+ differential_evolution,
395
+ func,
396
+ bounds,
397
+ strategy='abc')
398
+
399
+ def test_bounds_checking(self):
400
+ # test that the bounds checking works
401
+ func = rosen
402
+ bounds = [(-3)]
403
+ assert_raises(ValueError,
404
+ differential_evolution,
405
+ func,
406
+ bounds)
407
+ bounds = [(-3, 3), (3, 4, 5)]
408
+ assert_raises(ValueError,
409
+ differential_evolution,
410
+ func,
411
+ bounds)
412
+
413
+ # test that we can use a new-type Bounds object
414
+ result = differential_evolution(rosen, Bounds([0, 0], [2, 2]))
415
+ assert_almost_equal(result.x, (1., 1.))
416
+
417
+ def test_select_samples(self):
418
+ # select_samples should return 5 separate random numbers.
419
+ limits = np.arange(12., dtype='float64').reshape(2, 6)
420
+ bounds = list(zip(limits[0, :], limits[1, :]))
421
+ solver = DifferentialEvolutionSolver(None, bounds, popsize=1)
422
+ candidate = 0
423
+ r1, r2, r3, r4, r5 = solver._select_samples(candidate, 5)
424
+ assert_equal(
425
+ len(np.unique(np.array([candidate, r1, r2, r3, r4, r5]))), 6)
426
+
427
+ def test_maxiter_stops_solve(self):
428
+ # test that if the maximum number of iterations is exceeded
429
+ # the solver stops.
430
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=1)
431
+ result = solver.solve()
432
+ assert_equal(result.success, False)
433
+ assert_equal(result.message,
434
+ 'Maximum number of iterations has been exceeded.')
435
+
436
+ def test_maxfun_stops_solve(self):
437
+ # test that if the maximum number of function evaluations is exceeded
438
+ # during initialisation the solver stops
439
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, maxfun=1,
440
+ polish=False)
441
+ result = solver.solve()
442
+
443
+ assert_equal(result.nfev, 2)
444
+ assert_equal(result.success, False)
445
+ assert_equal(result.message,
446
+ 'Maximum number of function evaluations has '
447
+ 'been exceeded.')
448
+
449
+ # test that if the maximum number of function evaluations is exceeded
450
+ # during the actual minimisation, then the solver stops.
451
+ # Have to turn polishing off, as this will still occur even if maxfun
452
+ # is reached. For popsize=5 and len(bounds)=2, then there are only 10
453
+ # function evaluations during initialisation.
454
+ solver = DifferentialEvolutionSolver(rosen,
455
+ self.bounds,
456
+ popsize=5,
457
+ polish=False,
458
+ maxfun=40)
459
+ result = solver.solve()
460
+
461
+ assert_equal(result.nfev, 41)
462
+ assert_equal(result.success, False)
463
+ assert_equal(result.message,
464
+ 'Maximum number of function evaluations has '
465
+ 'been exceeded.')
466
+
467
+ # now repeat for updating='deferred version
468
+ # 47 function evaluations is not a multiple of the population size,
469
+ # so maxfun is reached partway through a population evaluation.
470
+ solver = DifferentialEvolutionSolver(rosen,
471
+ self.bounds,
472
+ popsize=5,
473
+ polish=False,
474
+ maxfun=47,
475
+ updating='deferred')
476
+ result = solver.solve()
477
+
478
+ assert_equal(result.nfev, 47)
479
+ assert_equal(result.success, False)
480
+ assert_equal(result.message,
481
+ 'Maximum number of function evaluations has '
482
+ 'been reached.')
483
+
484
+ def test_quadratic(self):
485
+ # test the quadratic function from object
486
+ solver = DifferentialEvolutionSolver(self.quadratic,
487
+ [(-100, 100)],
488
+ tol=0.02)
489
+ solver.solve()
490
+ assert_equal(np.argmin(solver.population_energies), 0)
491
+
492
+ def test_quadratic_from_diff_ev(self):
493
+ # test the quadratic function from differential_evolution function
494
+ differential_evolution(self.quadratic,
495
+ [(-100, 100)],
496
+ tol=0.02,
497
+ seed=1)
498
+
499
+ def test_rng_gives_repeatability(self):
500
+ result = differential_evolution(self.quadratic,
501
+ [(-100, 100)],
502
+ polish=False,
503
+ rng=1,
504
+ tol=0.5)
505
+ result2 = differential_evolution(self.quadratic,
506
+ [(-100, 100)],
507
+ polish=False,
508
+ rng=1,
509
+ tol=0.5)
510
+ assert_equal(result.x, result2.x)
511
+ assert_equal(result.nfev, result2.nfev)
512
+
513
+ def test_random_generator(self):
514
+ # check that np.random.Generator can be used (numpy >= 1.17)
515
+ # obtain a np.random.Generator object
516
+ rng = np.random.default_rng()
517
+
518
+ inits = ['random', 'latinhypercube', 'sobol', 'halton']
519
+ for init in inits:
520
+ differential_evolution(self.quadratic,
521
+ [(-100, 100)],
522
+ polish=False,
523
+ rng=rng,
524
+ tol=0.5,
525
+ init=init)
526
+
527
+ def test_exp_runs(self):
528
+ # test whether exponential mutation loop runs
529
+ solver = DifferentialEvolutionSolver(rosen,
530
+ self.bounds,
531
+ strategy='best1exp',
532
+ maxiter=1)
533
+
534
+ solver.solve()
535
+
536
+ def test_gh_4511_regression(self):
537
+ # This modification of the differential evolution docstring example
538
+ # uses a custom popsize that had triggered an off-by-one error.
539
+ # Because we do not care about solving the optimization problem in
540
+ # this test, we use maxiter=1 to reduce the testing time.
541
+ bounds = [(-5, 5), (-5, 5)]
542
+ # result = differential_evolution(rosen, bounds, popsize=1815,
543
+ # maxiter=1)
544
+
545
+ # the original issue arose because of rounding error in arange, with
546
+ # linspace being a much better solution. 1815 is quite a large popsize
547
+ # to use and results in a long test time (~13s). I used the original
548
+ # issue to figure out the lowest number of samples that would cause
549
+ # this rounding error to occur, 49.
550
+ differential_evolution(rosen, bounds, popsize=49, maxiter=1)
551
+
552
+ def test_calculate_population_energies(self):
553
+ # if popsize is 3, then the overall generation has size (6,)
554
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3)
555
+ solver._calculate_population_energies(solver.population)
556
+ solver._promote_lowest_energy()
557
+ assert_equal(np.argmin(solver.population_energies), 0)
558
+
559
+ # initial calculation of the energies should require 6 nfev.
560
+ assert_equal(solver._nfev, 6)
561
+
562
+ def test_iteration(self):
563
+ # test that DifferentialEvolutionSolver is iterable
564
+ # if popsize is 3, then the overall generation has size (6,)
565
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3,
566
+ maxfun=12)
567
+ x, fun = next(solver)
568
+ assert_equal(np.size(x, 0), 2)
569
+
570
+ # 6 nfev are required for initial calculation of energies, 6 nfev are
571
+ # required for the evolution of the 6 population members.
572
+ assert_equal(solver._nfev, 12)
573
+
574
+ # the next generation should halt because it exceeds maxfun
575
+ assert_raises(StopIteration, next, solver)
576
+
577
+ # check a proper minimisation can be done by an iterable solver
578
+ solver = DifferentialEvolutionSolver(rosen, self.bounds)
579
+ _, fun_prev = next(solver)
580
+ for i, soln in enumerate(solver):
581
+ x_current, fun_current = soln
582
+ assert fun_prev >= fun_current
583
+ _, fun_prev = x_current, fun_current
584
+ # need to have this otherwise the solver would never stop.
585
+ if i == 50:
586
+ break
587
+
588
+ def test_convergence(self):
589
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, tol=0.2,
590
+ polish=False)
591
+ solver.solve()
592
+ assert_(solver.convergence < 0.2)
593
+
594
+ def test_maxiter_none_GH5731(self):
595
+ # Pre 0.17 the previous default for maxiter and maxfun was None.
596
+ # the numerical defaults are now 1000 and np.inf. However, some scripts
597
+ # will still supply None for both of those, this will raise a TypeError
598
+ # in the solve method.
599
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=None,
600
+ maxfun=None)
601
+ solver.solve()
602
+
603
+ def test_population_initiation(self):
604
+ # test the different modes of population initiation
605
+
606
+ # init must be either 'latinhypercube' or 'random'
607
+ # raising ValueError is something else is passed in
608
+ assert_raises(ValueError,
609
+ DifferentialEvolutionSolver,
610
+ *(rosen, self.bounds),
611
+ **{'init': 'rubbish'})
612
+
613
+ solver = DifferentialEvolutionSolver(rosen, self.bounds)
614
+
615
+ # check that population initiation:
616
+ # 1) resets _nfev to 0
617
+ # 2) all population energies are np.inf
618
+ solver.init_population_random()
619
+ assert_equal(solver._nfev, 0)
620
+ assert_(np.all(np.isinf(solver.population_energies)))
621
+
622
+ solver.init_population_lhs()
623
+ assert_equal(solver._nfev, 0)
624
+ assert_(np.all(np.isinf(solver.population_energies)))
625
+
626
+ solver.init_population_qmc(qmc_engine='halton')
627
+ assert_equal(solver._nfev, 0)
628
+ assert_(np.all(np.isinf(solver.population_energies)))
629
+
630
+ solver = DifferentialEvolutionSolver(rosen, self.bounds, init='sobol')
631
+ solver.init_population_qmc(qmc_engine='sobol')
632
+ assert_equal(solver._nfev, 0)
633
+ assert_(np.all(np.isinf(solver.population_energies)))
634
+
635
+ # we should be able to initialize with our own array
636
+ population = np.linspace(-1, 3, 10).reshape(5, 2)
637
+ solver = DifferentialEvolutionSolver(rosen, self.bounds,
638
+ init=population,
639
+ strategy='best2bin',
640
+ atol=0.01, rng=1, popsize=5)
641
+
642
+ assert_equal(solver._nfev, 0)
643
+ assert_(np.all(np.isinf(solver.population_energies)))
644
+ assert_(solver.num_population_members == 5)
645
+ assert_(solver.population_shape == (5, 2))
646
+
647
+ # check that the population was initialized correctly
648
+ unscaled_population = np.clip(solver._unscale_parameters(population),
649
+ 0, 1)
650
+ assert_almost_equal(solver.population[:5], unscaled_population)
651
+
652
+ # population values need to be clipped to bounds
653
+ assert_almost_equal(np.min(solver.population[:5]), 0)
654
+ assert_almost_equal(np.max(solver.population[:5]), 1)
655
+
656
+ # shouldn't be able to initialize with an array if it's the wrong shape
657
+ # this would have too many parameters
658
+ population = np.linspace(-1, 3, 15).reshape(5, 3)
659
+ assert_raises(ValueError,
660
+ DifferentialEvolutionSolver,
661
+ *(rosen, self.bounds),
662
+ **{'init': population})
663
+
664
+ # provide an initial solution
665
+ # bounds are [(0, 2), (0, 2)]
666
+ x0 = np.random.uniform(low=0.0, high=2.0, size=2)
667
+ solver = DifferentialEvolutionSolver(
668
+ rosen, self.bounds, x0=x0
669
+ )
670
+ # parameters are scaled to unit interval
671
+ assert_allclose(solver.population[0], x0 / 2.0)
672
+
673
+ def test_x0(self):
674
+ # smoke test that checks that x0 is usable.
675
+ res = differential_evolution(rosen, self.bounds, x0=[0.2, 0.8])
676
+ assert res.success
677
+
678
+ # check what happens if some of the x0 lay outside the bounds
679
+ with assert_raises(ValueError):
680
+ differential_evolution(rosen, self.bounds, x0=[0.2, 2.1])
681
+
682
+ def test_infinite_objective_function(self):
683
+ # Test that there are no problems if the objective function
684
+ # returns inf on some runs
685
+ def sometimes_inf(x):
686
+ if x[0] < .5:
687
+ return np.inf
688
+ return x[1]
689
+ bounds = [(0, 1), (0, 1)]
690
+ differential_evolution(sometimes_inf, bounds=bounds, disp=False)
691
+
692
+ def test_deferred_updating(self):
693
+ # check setting of deferred updating, with default workers
694
+ bounds = [(0., 2.), (0., 2.)]
695
+ solver = DifferentialEvolutionSolver(rosen, bounds, updating='deferred')
696
+ assert_(solver._updating == 'deferred')
697
+ assert_(solver._mapwrapper._mapfunc is map)
698
+ res = solver.solve()
699
+ assert res.success
700
+
701
+ # check that deferred updating works with an exponential crossover
702
+ res = differential_evolution(
703
+ rosen, bounds, updating='deferred', strategy='best1exp'
704
+ )
705
+ assert res.success
706
+
707
+ @pytest.mark.thread_unsafe
708
+ def test_immediate_updating(self):
709
+ # check setting of immediate updating, with default workers
710
+ bounds = [(0., 2.), (0., 2.)]
711
+ solver = DifferentialEvolutionSolver(rosen, bounds)
712
+ assert_(solver._updating == 'immediate')
713
+
714
+ # Safely forking from a multithreaded process is
715
+ # problematic, and deprecated in Python 3.12, so
716
+ # we use a slower but portable alternative
717
+ # see gh-19848
718
+ ctx = multiprocessing.get_context("spawn")
719
+ with ctx.Pool(2) as p:
720
+ # should raise a UserWarning because the updating='immediate'
721
+ # is being overridden by the workers keyword
722
+ with warns(UserWarning):
723
+ with DifferentialEvolutionSolver(rosen, bounds, workers=p.map) as s:
724
+ solver.solve()
725
+ assert s._updating == 'deferred'
726
+
727
+ @pytest.mark.fail_slow(10)
728
+ def test_parallel(self):
729
+ # smoke test for parallelization with deferred updating
730
+ bounds = [(0., 2.), (0., 2.)]
731
+ # use threads instead of Process to speed things up for this simple example
732
+ with ThreadPool(2) as p, DifferentialEvolutionSolver(
733
+ rosen, bounds, updating='deferred', workers=p.map, tol=0.1, popsize=3
734
+ ) as solver:
735
+ assert solver._mapwrapper.pool is not None
736
+ assert solver._updating == 'deferred'
737
+ solver.solve()
738
+
739
+ with DifferentialEvolutionSolver(
740
+ rosen, bounds, updating='deferred', workers=2, popsize=3, tol=0.1
741
+ ) as solver:
742
+ assert solver._mapwrapper.pool is not None
743
+ assert solver._updating == 'deferred'
744
+ solver.solve()
745
+
746
+ def test_converged(self):
747
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)])
748
+ solver.solve()
749
+ assert_(solver.converged())
750
+
751
+ def test_constraint_violation_fn(self):
752
+ def constr_f(x):
753
+ return [x[0] + x[1]]
754
+
755
+ def constr_f2(x):
756
+ return np.array([x[0]**2 + x[1], x[0] - x[1]])
757
+
758
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
759
+
760
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
761
+ constraints=(nlc,))
762
+
763
+ cv = solver._constraint_violation_fn(np.array([1.0, 1.0]))
764
+ assert_almost_equal(cv, 0.1)
765
+
766
+ nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
767
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
768
+ constraints=(nlc, nlc2))
769
+
770
+ # for multiple constraints the constraint violations should
771
+ # be concatenated.
772
+ xs = [(1.2, 1), (2.0, 2.0), (0.5, 0.5)]
773
+ vs = [(0.3, 0.64, 0.0), (2.1, 4.2, 0.0), (0, 0, 0)]
774
+
775
+ for x, v in zip(xs, vs):
776
+ cv = solver._constraint_violation_fn(np.array(x))
777
+ assert_allclose(cv, np.atleast_2d(v))
778
+
779
+ # vectorized calculation of a series of solutions
780
+ assert_allclose(
781
+ solver._constraint_violation_fn(np.array(xs)), np.array(vs)
782
+ )
783
+
784
+ # the following line is used in _calculate_population_feasibilities.
785
+ # _constraint_violation_fn returns an (1, M) array when
786
+ # x.shape == (N,), i.e. a single solution. Therefore this list
787
+ # comprehension should generate (S, 1, M) array.
788
+ constraint_violation = np.array([solver._constraint_violation_fn(x)
789
+ for x in np.array(xs)])
790
+ assert constraint_violation.shape == (3, 1, 3)
791
+
792
+ # we need reasonable error messages if the constraint function doesn't
793
+ # return the right thing
794
+ def constr_f3(x):
795
+ # returns (S, M), rather than (M, S)
796
+ return constr_f2(x).T
797
+
798
+ nlc2 = NonlinearConstraint(constr_f3, -np.inf, 1.8)
799
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
800
+ constraints=(nlc, nlc2),
801
+ vectorized=False)
802
+ solver.vectorized = True
803
+ with pytest.raises(
804
+ RuntimeError, match="An array returned from a Constraint"
805
+ ):
806
+ solver._constraint_violation_fn(np.array(xs))
807
+
808
+ def test_constraint_population_feasibilities(self):
809
+ def constr_f(x):
810
+ return [x[0] + x[1]]
811
+
812
+ def constr_f2(x):
813
+ return [x[0]**2 + x[1], x[0] - x[1]]
814
+
815
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
816
+
817
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
818
+ constraints=(nlc,))
819
+
820
+ # are population feasibilities correct
821
+ # [0.5, 0.5] corresponds to scaled values of [1., 1.]
822
+ feas, cv = solver._calculate_population_feasibilities(
823
+ np.array([[0.5, 0.5], [1., 1.]]))
824
+ assert_equal(feas, [False, False])
825
+ assert_almost_equal(cv, np.array([[0.1], [2.1]]))
826
+ assert cv.shape == (2, 1)
827
+
828
+ nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
829
+
830
+ for vectorize in [False, True]:
831
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
832
+ constraints=(nlc, nlc2),
833
+ vectorized=vectorize,
834
+ updating='deferred')
835
+
836
+ feas, cv = solver._calculate_population_feasibilities(
837
+ np.array([[0.5, 0.5], [0.6, 0.5]]))
838
+ assert_equal(feas, [False, False])
839
+ assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [0.3, 0.64, 0]]))
840
+
841
+ feas, cv = solver._calculate_population_feasibilities(
842
+ np.array([[0.5, 0.5], [1., 1.]]))
843
+ assert_equal(feas, [False, False])
844
+ assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [2.1, 4.2, 0]]))
845
+ assert cv.shape == (2, 3)
846
+
847
+ feas, cv = solver._calculate_population_feasibilities(
848
+ np.array([[0.25, 0.25], [1., 1.]]))
849
+ assert_equal(feas, [True, False])
850
+ assert_almost_equal(cv, np.array([[0.0, 0.0, 0.], [2.1, 4.2, 0]]))
851
+ assert cv.shape == (2, 3)
852
+
853
+ @pytest.mark.thread_unsafe
854
+ def test_constraint_solve(self):
855
+ def constr_f(x):
856
+ return np.array([x[0] + x[1]])
857
+
858
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
859
+
860
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
861
+ constraints=(nlc,))
862
+
863
+ # trust-constr warns if the constraint function is linear
864
+ with warns(UserWarning):
865
+ res = solver.solve()
866
+
867
+ assert constr_f(res.x) <= 1.9
868
+ assert res.success
869
+
870
+ @pytest.mark.fail_slow(10)
871
+ @pytest.mark.thread_unsafe
872
+ def test_impossible_constraint(self):
873
+ def constr_f(x):
874
+ return np.array([x[0] + x[1]])
875
+
876
+ nlc = NonlinearConstraint(constr_f, -np.inf, -1)
877
+
878
+ solver = DifferentialEvolutionSolver(
879
+ rosen, [(0, 2), (0, 2)], constraints=(nlc,), popsize=1, rng=1, maxiter=100
880
+ )
881
+
882
+ # a UserWarning is issued because the 'trust-constr' polishing is
883
+ # attempted on the least infeasible solution found.
884
+ with warns(UserWarning):
885
+ res = solver.solve()
886
+
887
+ assert res.maxcv > 0
888
+ assert not res.success
889
+
890
+ # test _promote_lowest_energy works when none of the population is
891
+ # feasible. In this case, the solution with the lowest constraint
892
+ # violation should be promoted.
893
+ solver = DifferentialEvolutionSolver(
894
+ rosen, [(0, 2), (0, 2)], constraints=(nlc,), polish=False)
895
+ next(solver)
896
+ assert not solver.feasible.all()
897
+ assert not np.isfinite(solver.population_energies).all()
898
+
899
+ # now swap two of the entries in the population
900
+ l = 20
901
+ cv = solver.constraint_violation[0]
902
+
903
+ solver.population_energies[[0, l]] = solver.population_energies[[l, 0]]
904
+ solver.population[[0, l], :] = solver.population[[l, 0], :]
905
+ solver.constraint_violation[[0, l], :] = (
906
+ solver.constraint_violation[[l, 0], :])
907
+
908
+ solver._promote_lowest_energy()
909
+ assert_equal(solver.constraint_violation[0], cv)
910
+
911
+ def test_accept_trial(self):
912
+ # _accept_trial(self, energy_trial, feasible_trial, cv_trial,
913
+ # energy_orig, feasible_orig, cv_orig)
914
+ def constr_f(x):
915
+ return [x[0] + x[1]]
916
+ nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
917
+ solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
918
+ constraints=(nlc,))
919
+ fn = solver._accept_trial
920
+ # both solutions are feasible, select lower energy
921
+ assert fn(0.1, True, np.array([0.]), 1.0, True, np.array([0.]))
922
+ assert (fn(1.0, True, np.array([0.0]), 0.1, True, np.array([0.0])) is False)
923
+ assert fn(0.1, True, np.array([0.]), 0.1, True, np.array([0.]))
924
+
925
+ # trial is feasible, original is not
926
+ assert fn(9.9, True, np.array([0.]), 1.0, False, np.array([1.]))
927
+
928
+ # trial and original are infeasible
929
+ # cv_trial have to be <= cv_original to be better
930
+ assert (fn(0.1, False, np.array([0.5, 0.5]),
931
+ 1.0, False, np.array([1., 1.0])))
932
+ assert (fn(0.1, False, np.array([0.5, 0.5]),
933
+ 1.0, False, np.array([1., 0.50])))
934
+ assert not (fn(1.0, False, np.array([0.5, 0.5]),
935
+ 1.0, False, np.array([1.0, 0.4])))
936
+
937
+ def test_constraint_wrapper(self):
938
+ lb = np.array([0, 20, 30])
939
+ ub = np.array([0.5, np.inf, 70])
940
+ x0 = np.array([1, 2, 3])
941
+ pc = _ConstraintWrapper(Bounds(lb, ub), x0)
942
+ assert (pc.violation(x0) > 0).any()
943
+ assert (pc.violation([0.25, 21, 31]) == 0).all()
944
+
945
+ # check vectorized Bounds constraint
946
+ xs = np.arange(1, 16).reshape(5, 3)
947
+ violations = []
948
+ for x in xs:
949
+ violations.append(pc.violation(x))
950
+ np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
951
+
952
+ x0 = np.array([1, 2, 3, 4])
953
+ A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]])
954
+ pc = _ConstraintWrapper(LinearConstraint(A, -np.inf, 0), x0)
955
+ assert (pc.violation(x0) > 0).any()
956
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
957
+
958
+ # check vectorized LinearConstraint, for 7 lots of parameter vectors
959
+ # with each parameter vector being 4 long, with 3 constraints
960
+ # xs is the same shape as stored in the differential evolution
961
+ # population, but it's sent to the violation function as (len(x), M)
962
+ xs = np.arange(1, 29).reshape(7, 4)
963
+ violations = []
964
+ for x in xs:
965
+ violations.append(pc.violation(x))
966
+ np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
967
+
968
+ pc = _ConstraintWrapper(LinearConstraint(csr_matrix(A), -np.inf, 0),
969
+ x0)
970
+ assert (pc.violation(x0) > 0).any()
971
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
972
+
973
+ def fun(x):
974
+ return A.dot(x)
975
+
976
+ nonlinear = NonlinearConstraint(fun, -np.inf, 0)
977
+ pc = _ConstraintWrapper(nonlinear, [-10, 2, -10, 4])
978
+ assert (pc.violation(x0) > 0).any()
979
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
980
+
981
+ def test_constraint_wrapper_violation(self):
982
+ def cons_f(x):
983
+ # written in vectorised form to accept an array of (N, S)
984
+ # returning (M, S)
985
+ # where N is the number of parameters,
986
+ # S is the number of solution vectors to be examined,
987
+ # and M is the number of constraint components
988
+ return np.array([x[0] ** 2 + x[1],
989
+ x[0] ** 2 - x[1]])
990
+
991
+ nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2])
992
+ pc = _ConstraintWrapper(nlc, [0.5, 1])
993
+ assert np.size(pc.bounds[0]) == 2
994
+
995
+ xs = [(0.5, 1), (0.5, 1.2), (1.2, 1.2), (0.1, -1.2), (0.1, 2.0)]
996
+ vs = [(0, 0), (0, 0.1), (0.64, 0), (0.19, 0), (0.01, 1.14)]
997
+
998
+ for x, v in zip(xs, vs):
999
+ assert_allclose(pc.violation(x), v)
1000
+
1001
+ # now check that we can vectorize the constraint wrapper
1002
+ assert_allclose(pc.violation(np.array(xs).T),
1003
+ np.array(vs).T)
1004
+ assert pc.fun(np.array(xs).T).shape == (2, len(xs))
1005
+ assert pc.violation(np.array(xs).T).shape == (2, len(xs))
1006
+ assert pc.num_constr == 2
1007
+ assert pc.parameter_count == 2
1008
+
1009
+ def test_matrix_linear_constraint(self):
1010
+ # gh20041 supplying an np.matrix to construct a LinearConstraint caused
1011
+ # _ConstraintWrapper to start returning constraint violations of the
1012
+ # wrong shape.
1013
+ with suppress_warnings() as sup:
1014
+ sup.filter(PendingDeprecationWarning)
1015
+ matrix = np.matrix([[1, 1, 1, 1.],
1016
+ [2, 2, 2, 2.]])
1017
+ lc = LinearConstraint(matrix, 0, 1)
1018
+ x0 = np.ones(4)
1019
+ cw = _ConstraintWrapper(lc, x0)
1020
+ # the shape of the constraint violation should be the same as the number
1021
+ # of constraints applied.
1022
+ assert cw.violation(x0).shape == (2,)
1023
+
1024
+ # let's try a vectorised violation call.
1025
+ xtrial = np.arange(4 * 5).reshape(4, 5)
1026
+ assert cw.violation(xtrial).shape == (2, 5)
1027
+
1028
+ @pytest.mark.fail_slow(20)
1029
+ def test_L1(self):
1030
+ # Lampinen ([5]) test problem 1
1031
+
1032
+ def f(x):
1033
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1034
+ fun = np.sum(5*x[1:5]) - 5*x[1:5]@x[1:5] - np.sum(x[5:])
1035
+ return fun
1036
+
1037
+ A = np.zeros((10, 14)) # 1-indexed to match reference
1038
+ A[1, [1, 2, 10, 11]] = 2, 2, 1, 1
1039
+ A[2, [1, 10]] = -8, 1
1040
+ A[3, [4, 5, 10]] = -2, -1, 1
1041
+ A[4, [1, 3, 10, 11]] = 2, 2, 1, 1
1042
+ A[5, [2, 11]] = -8, 1
1043
+ A[6, [6, 7, 11]] = -2, -1, 1
1044
+ A[7, [2, 3, 11, 12]] = 2, 2, 1, 1
1045
+ A[8, [3, 12]] = -8, 1
1046
+ A[9, [8, 9, 12]] = -2, -1, 1
1047
+ A = A[1:, 1:]
1048
+
1049
+ b = np.array([10, 0, 0, 10, 0, 0, 10, 0, 0])
1050
+
1051
+ L = LinearConstraint(A, -np.inf, b)
1052
+
1053
+ bounds = [(0, 1)]*9 + [(0, 100)]*3 + [(0, 1)]
1054
+
1055
+ # using a lower popsize to speed the test up
1056
+ res = differential_evolution(
1057
+ f, bounds, strategy='best1bin', rng=12345, constraints=(L,),
1058
+ popsize=5, tol=0.01
1059
+ )
1060
+
1061
+ x_opt = (1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 3, 3, 1)
1062
+ f_opt = -15
1063
+
1064
+ assert_allclose(f(x_opt), f_opt, atol=6e-4)
1065
+ assert res.success
1066
+ assert_allclose(res.x, x_opt, atol=6e-4)
1067
+ assert_allclose(res.fun, f_opt, atol=5e-3)
1068
+ assert_(np.all(A@res.x <= b))
1069
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1070
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1071
+
1072
+ # now repeat the same solve, using the same overall constraints,
1073
+ # but using a sparse matrix for the LinearConstraint instead of an
1074
+ # array
1075
+
1076
+ L = LinearConstraint(csr_matrix(A), -np.inf, b)
1077
+
1078
+ # using a lower popsize to speed the test up
1079
+ res = differential_evolution(
1080
+ f, bounds, strategy='best1bin', rng=1211134, constraints=(L,),
1081
+ popsize=2, tol=0.05
1082
+ )
1083
+
1084
+ assert_allclose(f(x_opt), f_opt)
1085
+ assert res.success
1086
+ assert_allclose(res.x, x_opt, atol=5e-4)
1087
+ assert_allclose(res.fun, f_opt, atol=5e-3)
1088
+ assert_(np.all(A@res.x <= b))
1089
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1090
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1091
+
1092
+ # now repeat the same solve, using the same overall constraints,
1093
+ # but specify half the constraints in terms of LinearConstraint,
1094
+ # and the other half by NonlinearConstraint
1095
+ def c1(x):
1096
+ x = np.hstack(([0], x))
1097
+ return [2*x[2] + 2*x[3] + x[11] + x[12],
1098
+ -8*x[3] + x[12]]
1099
+
1100
+ def c2(x):
1101
+ x = np.hstack(([0], x))
1102
+ return -2*x[8] - x[9] + x[12]
1103
+
1104
+ L = LinearConstraint(A[:5, :], -np.inf, b[:5])
1105
+ L2 = LinearConstraint(A[5:6, :], -np.inf, b[5:6])
1106
+ N = NonlinearConstraint(c1, -np.inf, b[6:8])
1107
+ N2 = NonlinearConstraint(c2, -np.inf, b[8:9])
1108
+ constraints = (L, N, L2, N2)
1109
+
1110
+ with suppress_warnings() as sup:
1111
+ sup.filter(UserWarning)
1112
+ res = differential_evolution(
1113
+ f, bounds, strategy='best1bin', rng=1211134,
1114
+ constraints=constraints, popsize=2, tol=0.05
1115
+ )
1116
+
1117
+ assert_allclose(res.x, x_opt, atol=6e-4)
1118
+ assert_allclose(res.fun, f_opt, atol=5e-3)
1119
+ assert_(np.all(A@res.x <= b))
1120
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1121
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1122
+
1123
+ @pytest.mark.fail_slow(10)
1124
+ def test_L2(self):
1125
+ # Lampinen ([5]) test problem 2
1126
+
1127
+ def f(x):
1128
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1129
+ fun = ((x[1]-10)**2 + 5*(x[2]-12)**2 + x[3]**4 + 3*(x[4]-11)**2 +
1130
+ 10*x[5]**6 + 7*x[6]**2 + x[7]**4 - 4*x[6]*x[7] - 10*x[6] -
1131
+ 8*x[7])
1132
+ return fun
1133
+
1134
+ def c1(x):
1135
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1136
+ return [127 - 2*x[1]**2 - 3*x[2]**4 - x[3] - 4*x[4]**2 - 5*x[5],
1137
+ 196 - 23*x[1] - x[2]**2 - 6*x[6]**2 + 8*x[7],
1138
+ 282 - 7*x[1] - 3*x[2] - 10*x[3]**2 - x[4] + x[5],
1139
+ -4*x[1]**2 - x[2]**2 + 3*x[1]*x[2] - 2*x[3]**2 -
1140
+ 5*x[6] + 11*x[7]]
1141
+
1142
+ N = NonlinearConstraint(c1, 0, np.inf)
1143
+ bounds = [(-10, 10)]*7
1144
+ constraints = (N)
1145
+
1146
+ with suppress_warnings() as sup:
1147
+ sup.filter(UserWarning)
1148
+ res = differential_evolution(f, bounds, strategy='best1bin',
1149
+ rng=1234, constraints=constraints)
1150
+
1151
+ f_opt = 680.6300599487869
1152
+ x_opt = (2.330499, 1.951372, -0.4775414, 4.365726,
1153
+ -0.6244870, 1.038131, 1.594227)
1154
+
1155
+ assert_allclose(f(x_opt), f_opt)
1156
+ assert_allclose(res.fun, f_opt)
1157
+ assert_allclose(res.x, x_opt, atol=1e-5)
1158
+ assert res.success
1159
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1160
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1161
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1162
+
1163
+ @pytest.mark.fail_slow(10)
1164
+ def test_L3(self):
1165
+ # Lampinen ([5]) test problem 3
1166
+
1167
+ def f(x):
1168
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1169
+ fun = (x[1]**2 + x[2]**2 + x[1]*x[2] - 14*x[1] - 16*x[2] +
1170
+ (x[3]-10)**2 + 4*(x[4]-5)**2 + (x[5]-3)**2 + 2*(x[6]-1)**2 +
1171
+ 5*x[7]**2 + 7*(x[8]-11)**2 + 2*(x[9]-10)**2 +
1172
+ (x[10] - 7)**2 + 45
1173
+ )
1174
+ return fun # maximize
1175
+
1176
+ A = np.zeros((4, 11))
1177
+ A[1, [1, 2, 7, 8]] = -4, -5, 3, -9
1178
+ A[2, [1, 2, 7, 8]] = -10, 8, 17, -2
1179
+ A[3, [1, 2, 9, 10]] = 8, -2, -5, 2
1180
+ A = A[1:, 1:]
1181
+ b = np.array([-105, 0, -12])
1182
+
1183
+ def c1(x):
1184
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1185
+ return [3*x[1] - 6*x[2] - 12*(x[9]-8)**2 + 7*x[10],
1186
+ -3*(x[1]-2)**2 - 4*(x[2]-3)**2 - 2*x[3]**2 + 7*x[4] + 120,
1187
+ -x[1]**2 - 2*(x[2]-2)**2 + 2*x[1]*x[2] - 14*x[5] + 6*x[6],
1188
+ -5*x[1]**2 - 8*x[2] - (x[3]-6)**2 + 2*x[4] + 40,
1189
+ -0.5*(x[1]-8)**2 - 2*(x[2]-4)**2 - 3*x[5]**2 + x[6] + 30]
1190
+
1191
+ L = LinearConstraint(A, b, np.inf)
1192
+ N = NonlinearConstraint(c1, 0, np.inf)
1193
+ bounds = [(-10, 10)]*10
1194
+ constraints = (L, N)
1195
+
1196
+ with suppress_warnings() as sup:
1197
+ sup.filter(UserWarning)
1198
+ res = differential_evolution(f, bounds, rng=1234,
1199
+ constraints=constraints, popsize=3)
1200
+
1201
+ x_opt = (2.171996, 2.363683, 8.773926, 5.095984, 0.9906548,
1202
+ 1.430574, 1.321644, 9.828726, 8.280092, 8.375927)
1203
+ f_opt = 24.3062091
1204
+
1205
+ assert_allclose(f(x_opt), f_opt, atol=1e-5)
1206
+ assert_allclose(res.x, x_opt, atol=1e-6)
1207
+ assert_allclose(res.fun, f_opt, atol=1e-5)
1208
+ assert res.success
1209
+ assert_(np.all(A @ res.x >= b))
1210
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1211
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1212
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1213
+
1214
+ @pytest.mark.fail_slow(10)
1215
+ def test_L4(self):
1216
+ # Lampinen ([5]) test problem 4
1217
+ def f(x):
1218
+ return np.sum(x[:3])
1219
+
1220
+ A = np.zeros((4, 9))
1221
+ A[1, [4, 6]] = 0.0025, 0.0025
1222
+ A[2, [5, 7, 4]] = 0.0025, 0.0025, -0.0025
1223
+ A[3, [8, 5]] = 0.01, -0.01
1224
+ A = A[1:, 1:]
1225
+ b = np.array([1, 1, 1])
1226
+
1227
+ def c1(x):
1228
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1229
+ return [x[1]*x[6] - 833.33252*x[4] - 100*x[1] + 83333.333,
1230
+ x[2]*x[7] - 1250*x[5] - x[2]*x[4] + 1250*x[4],
1231
+ x[3]*x[8] - 1250000 - x[3]*x[5] + 2500*x[5]]
1232
+
1233
+ L = LinearConstraint(A, -np.inf, 1)
1234
+ N = NonlinearConstraint(c1, 0, np.inf)
1235
+
1236
+ bounds = [(100, 10000)] + [(1000, 10000)]*2 + [(10, 1000)]*5
1237
+ constraints = (L, N)
1238
+
1239
+ with suppress_warnings() as sup:
1240
+ sup.filter(UserWarning)
1241
+ res = differential_evolution(
1242
+ f, bounds, strategy='best1bin', rng=1234,
1243
+ constraints=constraints, popsize=3, tol=0.05
1244
+ )
1245
+
1246
+ f_opt = 7049.248
1247
+
1248
+ x_opt = [579.306692, 1359.97063, 5109.9707, 182.0177, 295.601172,
1249
+ 217.9823, 286.416528, 395.601172]
1250
+
1251
+ assert_allclose(f(x_opt), f_opt, atol=0.001)
1252
+ assert_allclose(res.fun, f_opt, atol=0.001)
1253
+
1254
+ # use higher tol here for 32-bit Windows, see gh-11693
1255
+ if (platform.system() == 'Windows' and np.dtype(np.intp).itemsize < 8):
1256
+ assert_allclose(res.x, x_opt, rtol=2.4e-6, atol=0.0035)
1257
+ else:
1258
+ # tolerance determined from macOS + MKL failure, see gh-12701
1259
+ assert_allclose(res.x, x_opt, rtol=5e-6, atol=0.0024)
1260
+
1261
+ assert res.success
1262
+ assert_(np.all(A @ res.x <= b))
1263
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1264
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1265
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1266
+
1267
+ @pytest.mark.fail_slow(10)
1268
+ def test_L5(self):
1269
+ # Lampinen ([5]) test problem 5
1270
+
1271
+ def f(x):
1272
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1273
+ fun = (np.sin(2*np.pi*x[1])**3*np.sin(2*np.pi*x[2]) /
1274
+ (x[1]**3*(x[1]+x[2])))
1275
+ return -fun # maximize
1276
+
1277
+ def c1(x):
1278
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1279
+ return [x[1]**2 - x[2] + 1,
1280
+ 1 - x[1] + (x[2]-4)**2]
1281
+
1282
+ N = NonlinearConstraint(c1, -np.inf, 0)
1283
+ bounds = [(0, 10)]*2
1284
+ constraints = (N)
1285
+
1286
+ res = differential_evolution(f, bounds, strategy='rand1bin', rng=1234,
1287
+ constraints=constraints)
1288
+
1289
+ x_opt = (1.22797135, 4.24537337)
1290
+ f_opt = -0.095825
1291
+ assert_allclose(f(x_opt), f_opt, atol=2e-5)
1292
+ assert_allclose(res.fun, f_opt, atol=1e-4)
1293
+ assert res.success
1294
+ assert_(np.all(np.array(c1(res.x)) <= 0))
1295
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1296
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1297
+
1298
+ @pytest.mark.fail_slow(10)
1299
+ def test_L6(self):
1300
+ # Lampinen ([5]) test problem 6
1301
+ def f(x):
1302
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1303
+ fun = (x[1]-10)**3 + (x[2] - 20)**3
1304
+ return fun
1305
+
1306
+ def c1(x):
1307
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1308
+ return [(x[1]-5)**2 + (x[2] - 5)**2 - 100,
1309
+ -(x[1]-6)**2 - (x[2] - 5)**2 + 82.81]
1310
+
1311
+ N = NonlinearConstraint(c1, 0, np.inf)
1312
+ bounds = [(13, 100), (0, 100)]
1313
+ constraints = (N)
1314
+ res = differential_evolution(f, bounds, strategy='rand1bin', rng=1234,
1315
+ constraints=constraints, tol=1e-7)
1316
+ x_opt = (14.095, 0.84296)
1317
+ f_opt = -6961.814744
1318
+
1319
+ assert_allclose(f(x_opt), f_opt, atol=1e-6)
1320
+ assert_allclose(res.fun, f_opt, atol=0.001)
1321
+ assert_allclose(res.x, x_opt, atol=1e-4)
1322
+ assert res.success
1323
+ assert_(np.all(np.array(c1(res.x)) >= 0))
1324
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1325
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1326
+
1327
+ def test_L7(self):
1328
+ # Lampinen ([5]) test problem 7
1329
+ def f(x):
1330
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1331
+ fun = (5.3578547*x[3]**2 + 0.8356891*x[1]*x[5] +
1332
+ 37.293239*x[1] - 40792.141)
1333
+ return fun
1334
+
1335
+ def c1(x):
1336
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1337
+ return [
1338
+ 85.334407 + 0.0056858*x[2]*x[5] + 0.0006262*x[1]*x[4] -
1339
+ 0.0022053*x[3]*x[5],
1340
+
1341
+ 80.51249 + 0.0071317*x[2]*x[5] + 0.0029955*x[1]*x[2] +
1342
+ 0.0021813*x[3]**2,
1343
+
1344
+ 9.300961 + 0.0047026*x[3]*x[5] + 0.0012547*x[1]*x[3] +
1345
+ 0.0019085*x[3]*x[4]
1346
+ ]
1347
+
1348
+ N = NonlinearConstraint(c1, [0, 90, 20], [92, 110, 25])
1349
+
1350
+ bounds = [(78, 102), (33, 45)] + [(27, 45)]*3
1351
+ constraints = (N)
1352
+
1353
+ res = differential_evolution(f, bounds, strategy='rand1bin', rng=1234,
1354
+ constraints=constraints)
1355
+
1356
+ # using our best solution, rather than Lampinen/Koziel. Koziel solution
1357
+ # doesn't satisfy constraints, Lampinen f_opt just plain wrong.
1358
+ x_opt = [78.00000686, 33.00000362, 29.99526064, 44.99999971,
1359
+ 36.77579979]
1360
+
1361
+ f_opt = -30665.537578
1362
+
1363
+ assert_allclose(f(x_opt), f_opt)
1364
+ assert_allclose(res.x, x_opt, atol=1e-3)
1365
+ assert_allclose(res.fun, f_opt, atol=1e-3)
1366
+
1367
+ assert res.success
1368
+ assert_(np.all(np.array(c1(res.x)) >= np.array([0, 90, 20])))
1369
+ assert_(np.all(np.array(c1(res.x)) <= np.array([92, 110, 25])))
1370
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1371
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1372
+
1373
+ @pytest.mark.xslow
1374
+ @pytest.mark.xfail(platform.machine() == 'ppc64le',
1375
+ reason="fails on ppc64le")
1376
+ def test_L8(self):
1377
+ def f(x):
1378
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1379
+ fun = 3*x[1] + 0.000001*x[1]**3 + 2*x[2] + 0.000002/3*x[2]**3
1380
+ return fun
1381
+
1382
+ A = np.zeros((3, 5))
1383
+ A[1, [4, 3]] = 1, -1
1384
+ A[2, [3, 4]] = 1, -1
1385
+ A = A[1:, 1:]
1386
+ b = np.array([-.55, -.55])
1387
+
1388
+ def c1(x):
1389
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1390
+ return [
1391
+ 1000*np.sin(-x[3]-0.25) + 1000*np.sin(-x[4]-0.25) +
1392
+ 894.8 - x[1],
1393
+ 1000*np.sin(x[3]-0.25) + 1000*np.sin(x[3]-x[4]-0.25) +
1394
+ 894.8 - x[2],
1395
+ 1000*np.sin(x[4]-0.25) + 1000*np.sin(x[4]-x[3]-0.25) +
1396
+ 1294.8
1397
+ ]
1398
+ L = LinearConstraint(A, b, np.inf)
1399
+ N = NonlinearConstraint(c1, np.full(3, -0.001), np.full(3, 0.001))
1400
+
1401
+ bounds = [(0, 1200)]*2+[(-.55, .55)]*2
1402
+ constraints = (L, N)
1403
+
1404
+ with suppress_warnings() as sup:
1405
+ sup.filter(UserWarning)
1406
+ # original Lampinen test was with rand1bin, but that takes a
1407
+ # huge amount of CPU time. Changing strategy to best1bin speeds
1408
+ # things up a lot
1409
+ res = differential_evolution(f, bounds, strategy='best1bin',
1410
+ rng=1234, constraints=constraints,
1411
+ maxiter=5000)
1412
+
1413
+ x_opt = (679.9453, 1026.067, 0.1188764, -0.3962336)
1414
+ f_opt = 5126.4981
1415
+
1416
+ assert_allclose(f(x_opt), f_opt, atol=1e-3)
1417
+ assert_allclose(res.x[:2], x_opt[:2], atol=2e-3)
1418
+ assert_allclose(res.x[2:], x_opt[2:], atol=2e-3)
1419
+ assert_allclose(res.fun, f_opt, atol=2e-2)
1420
+ assert res.success
1421
+ assert_(np.all(A@res.x >= b))
1422
+ assert_(np.all(np.array(c1(res.x)) >= -0.001))
1423
+ assert_(np.all(np.array(c1(res.x)) <= 0.001))
1424
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1425
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1426
+
1427
+ @pytest.mark.fail_slow(5)
1428
+ def test_L9(self):
1429
+ # Lampinen ([5]) test problem 9
1430
+
1431
+ def f(x):
1432
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1433
+ return x[1]**2 + (x[2]-1)**2
1434
+
1435
+ def c1(x):
1436
+ x = np.hstack(([0], x)) # 1-indexed to match reference
1437
+ return [x[2] - x[1]**2]
1438
+
1439
+ N = NonlinearConstraint(c1, [-.001], [0.001])
1440
+
1441
+ bounds = [(-1, 1)]*2
1442
+ constraints = (N)
1443
+ res = differential_evolution(f, bounds, strategy='rand1bin', rng=1234,
1444
+ constraints=constraints)
1445
+
1446
+ x_opt = [np.sqrt(2)/2, 0.5]
1447
+ f_opt = 0.75
1448
+
1449
+ assert_allclose(f(x_opt), f_opt)
1450
+ assert_allclose(np.abs(res.x), x_opt, atol=1e-3)
1451
+ assert_allclose(res.fun, f_opt, atol=1e-3)
1452
+ assert res.success
1453
+ assert_(np.all(np.array(c1(res.x)) >= -0.001))
1454
+ assert_(np.all(np.array(c1(res.x)) <= 0.001))
1455
+ assert_(np.all(res.x >= np.array(bounds)[:, 0]))
1456
+ assert_(np.all(res.x <= np.array(bounds)[:, 1]))
1457
+
1458
+ @pytest.mark.fail_slow(10)
1459
+ def test_integrality(self):
1460
+ # test fitting discrete distribution to data
1461
+ rng = np.random.default_rng(6519843218105)
1462
+ dist = stats.nbinom
1463
+ shapes = (5, 0.5)
1464
+ x = dist.rvs(*shapes, size=10000, random_state=rng)
1465
+
1466
+ def func(p, *args):
1467
+ dist, x = args
1468
+ # negative log-likelihood function
1469
+ ll = -np.log(dist.pmf(x, *p)).sum(axis=-1)
1470
+ if np.isnan(ll): # occurs when x is outside of support
1471
+ ll = np.inf # we don't want that
1472
+ return ll
1473
+
1474
+ integrality = [True, False]
1475
+ bounds = [(1, 18), (0, 0.95)]
1476
+
1477
+ res = differential_evolution(func, bounds, args=(dist, x),
1478
+ integrality=integrality, polish=False,
1479
+ rng=rng)
1480
+ # tolerance has to be fairly relaxed for the second parameter
1481
+ # because we're fitting a distribution to random variates.
1482
+ assert res.x[0] == 5
1483
+ assert_allclose(res.x, shapes, rtol=0.025)
1484
+
1485
+ # check that we can still use integrality constraints with polishing
1486
+ res2 = differential_evolution(func, bounds, args=(dist, x),
1487
+ integrality=integrality, polish=True,
1488
+ rng=rng)
1489
+
1490
+ def func2(p, *args):
1491
+ n, dist, x = args
1492
+ return func(np.array([n, p[0]]), dist, x)
1493
+
1494
+ # compare the DE derived solution to an LBFGSB solution (that doesn't
1495
+ # have to find the integral values). Note we're setting x0 to be the
1496
+ # output from the first DE result, thereby making the polishing step
1497
+ # and this minimisation pretty much equivalent.
1498
+ LBFGSB = minimize(func2, res2.x[1], args=(5, dist, x),
1499
+ bounds=[(0, 0.95)])
1500
+ assert_allclose(res2.x[1], LBFGSB.x)
1501
+ assert res2.fun <= res.fun
1502
+
1503
+ def test_integrality_limits(self):
1504
+ def f(x):
1505
+ return x
1506
+
1507
+ integrality = [True, False, True]
1508
+ bounds = [(0.2, 1.1), (0.9, 2.2), (3.3, 4.9)]
1509
+
1510
+ # no integrality constraints
1511
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1512
+ integrality=False)
1513
+ assert_allclose(solver.limits[0], [0.2, 0.9, 3.3])
1514
+ assert_allclose(solver.limits[1], [1.1, 2.2, 4.9])
1515
+
1516
+ # with integrality constraints
1517
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1518
+ integrality=integrality)
1519
+ assert_allclose(solver.limits[0], [0.5, 0.9, 3.5])
1520
+ assert_allclose(solver.limits[1], [1.5, 2.2, 4.5])
1521
+ assert_equal(solver.integrality, [True, False, True])
1522
+ assert solver.polish is False
1523
+
1524
+ bounds = [(-1.2, -0.9), (0.9, 2.2), (-10.3, 4.1)]
1525
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1526
+ integrality=integrality)
1527
+ assert_allclose(solver.limits[0], [-1.5, 0.9, -10.5])
1528
+ assert_allclose(solver.limits[1], [-0.5, 2.2, 4.5])
1529
+
1530
+ # A lower bound of -1.2 is converted to
1531
+ # np.nextafter(np.ceil(-1.2) - 0.5, np.inf)
1532
+ # with a similar process to the upper bound. Check that the
1533
+ # conversions work
1534
+ assert_allclose(np.round(solver.limits[0]), [-1.0, 1.0, -10.0])
1535
+ assert_allclose(np.round(solver.limits[1]), [-1.0, 2.0, 4.0])
1536
+
1537
+ bounds = [(-10.2, -8.1), (0.9, 2.2), (-10.9, -9.9999)]
1538
+ solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1539
+ integrality=integrality)
1540
+ assert_allclose(solver.limits[0], [-10.5, 0.9, -10.5])
1541
+ assert_allclose(solver.limits[1], [-8.5, 2.2, -9.5])
1542
+
1543
+ bounds = [(-10.2, -10.1), (0.9, 2.2), (-10.9, -9.9999)]
1544
+ with pytest.raises(ValueError, match='One of the integrality'):
1545
+ DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
1546
+ integrality=integrality)
1547
+
1548
+ @pytest.mark.thread_unsafe
1549
+ @pytest.mark.fail_slow(10)
1550
+ def test_vectorized(self):
1551
+ def quadratic(x):
1552
+ return np.sum(x**2)
1553
+
1554
+ def quadratic_vec(x):
1555
+ return np.sum(x**2, axis=0)
1556
+
1557
+ # A vectorized function needs to accept (len(x), S) and return (S,)
1558
+ with pytest.raises(RuntimeError, match='The vectorized function'):
1559
+ differential_evolution(quadratic, self.bounds,
1560
+ vectorized=True, updating='deferred')
1561
+
1562
+ # vectorized overrides the updating keyword, check for warning
1563
+ with warns(UserWarning, match="differential_evolution: the 'vector"):
1564
+ differential_evolution(quadratic_vec, self.bounds,
1565
+ vectorized=True)
1566
+
1567
+ # vectorized defers to the workers keyword, check for warning
1568
+ with warns(UserWarning, match="differential_evolution: the 'workers"):
1569
+ differential_evolution(quadratic_vec, self.bounds,
1570
+ vectorized=True, workers=map,
1571
+ updating='deferred')
1572
+
1573
+ ncalls = [0]
1574
+
1575
+ def rosen_vec(x):
1576
+ ncalls[0] += 1
1577
+ return rosen(x)
1578
+
1579
+ bounds = [(0, 10), (0, 10)]
1580
+ res1 = differential_evolution(rosen, bounds, updating='deferred',
1581
+ rng=1)
1582
+ res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
1583
+ updating='deferred', rng=1)
1584
+
1585
+ # the two minimisation runs should be functionally equivalent
1586
+ assert_allclose(res1.x, res2.x)
1587
+ assert ncalls[0] == res2.nfev
1588
+ assert res1.nit == res2.nit
1589
+
1590
+ def test_vectorized_constraints(self):
1591
+ def constr_f(x):
1592
+ return np.array([x[0] + x[1]])
1593
+
1594
+ def constr_f2(x):
1595
+ return np.array([x[0]**2 + x[1], x[0] - x[1]])
1596
+
1597
+ nlc1 = NonlinearConstraint(constr_f, -np.inf, 1.9)
1598
+ nlc2 = NonlinearConstraint(constr_f2, (0.9, 0.5), (2.0, 2.0))
1599
+
1600
+ def rosen_vec(x):
1601
+ # accept an (len(x0), S) array, returning a (S,) array
1602
+ v = 100 * (x[1:] - x[:-1]**2.0)**2.0
1603
+ v += (1 - x[:-1])**2.0
1604
+ return np.squeeze(v)
1605
+
1606
+ bounds = [(0, 10), (0, 10)]
1607
+
1608
+ res1 = differential_evolution(rosen, bounds, updating='deferred',
1609
+ rng=1, constraints=[nlc1, nlc2],
1610
+ polish=False)
1611
+ res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
1612
+ updating='deferred', rng=1,
1613
+ constraints=[nlc1, nlc2],
1614
+ polish=False)
1615
+ # the two minimisation runs should be functionally equivalent
1616
+ assert_allclose(res1.x, res2.x)
1617
+
1618
+ def test_constraint_violation_error_message(self):
1619
+
1620
+ def func(x):
1621
+ return np.cos(x[0]) + np.sin(x[1])
1622
+
1623
+ # Intentionally infeasible constraints.
1624
+ c0 = NonlinearConstraint(lambda x: x[1] - (x[0]-1)**2, 0, np.inf)
1625
+ c1 = NonlinearConstraint(lambda x: x[1] + x[0]**2, -np.inf, 0)
1626
+
1627
+ result = differential_evolution(func,
1628
+ bounds=[(-1, 2), (-1, 1)],
1629
+ constraints=[c0, c1],
1630
+ maxiter=10,
1631
+ polish=False,
1632
+ rng=864197532)
1633
+ assert result.success is False
1634
+ # The numerical value in the error message might be sensitive to
1635
+ # changes in the implementation. It can be updated if the code is
1636
+ # changed. The essential part of the test is that there is a number
1637
+ # after the '=', so if necessary, the text could be reduced to, say,
1638
+ # "MAXCV = 0.".
1639
+ assert "MAXCV = 0." in result.message
1640
+
1641
+ @pytest.mark.fail_slow(20) # fail-slow exception by request - see gh-20806
1642
+ def test_strategy_fn(self):
1643
+ # examines ability to customize strategy by mimicking one of the
1644
+ # in-built strategies
1645
+ parameter_count = 4
1646
+ popsize = 10
1647
+ bounds = [(0, 10.)] * parameter_count
1648
+ total_popsize = parameter_count * popsize
1649
+ mutation = 0.8
1650
+ recombination = 0.7
1651
+
1652
+ calls = [0]
1653
+ def custom_strategy_fn(candidate, population, rng=None):
1654
+ calls[0] += 1
1655
+ trial = np.copy(population[candidate])
1656
+ fill_point = rng.choice(parameter_count)
1657
+
1658
+ pool = np.arange(total_popsize)
1659
+ rng.shuffle(pool)
1660
+ idxs = pool[:2 + 1]
1661
+ idxs = idxs[idxs != candidate][:2]
1662
+
1663
+ r0, r1 = idxs[:2]
1664
+
1665
+ bprime = (population[0] + mutation *
1666
+ (population[r0] - population[r1]))
1667
+
1668
+ crossovers = rng.uniform(size=parameter_count)
1669
+ crossovers = crossovers < recombination
1670
+ crossovers[fill_point] = True
1671
+ trial = np.where(crossovers, bprime, trial)
1672
+ return trial
1673
+
1674
+ solver = DifferentialEvolutionSolver(
1675
+ rosen,
1676
+ bounds,
1677
+ popsize=popsize,
1678
+ recombination=recombination,
1679
+ mutation=mutation,
1680
+ maxiter=2,
1681
+ strategy=custom_strategy_fn,
1682
+ rng=10,
1683
+ polish=False
1684
+ )
1685
+ assert solver.strategy is custom_strategy_fn
1686
+ solver.solve()
1687
+ assert calls[0] > 0
1688
+
1689
+ # check custom strategy works with updating='deferred'
1690
+ res = differential_evolution(
1691
+ rosen, bounds, strategy=custom_strategy_fn, updating='deferred'
1692
+ )
1693
+ assert res.success
1694
+
1695
+ def custom_strategy_fn(candidate, population, rng=None):
1696
+ return np.array([1.0, 2.0])
1697
+
1698
+ with pytest.raises(RuntimeError, match="strategy*"):
1699
+ differential_evolution(
1700
+ rosen,
1701
+ bounds,
1702
+ strategy=custom_strategy_fn
1703
+ )
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test__numdiff.py ADDED
@@ -0,0 +1,841 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import math
2
+ from itertools import product
3
+
4
+ import numpy as np
5
+ from numpy.testing import assert_allclose, assert_equal, assert_
6
+ from pytest import raises as assert_raises
7
+
8
+ from scipy.sparse import csr_matrix, csc_matrix, lil_matrix
9
+
10
+ from scipy.optimize._numdiff import (
11
+ _adjust_scheme_to_bounds, approx_derivative, check_derivative,
12
+ group_columns, _eps_for_method, _compute_absolute_step)
13
+
14
+
15
+ def test_group_columns():
16
+ structure = [
17
+ [1, 1, 0, 0, 0, 0],
18
+ [1, 1, 1, 0, 0, 0],
19
+ [0, 1, 1, 1, 0, 0],
20
+ [0, 0, 1, 1, 1, 0],
21
+ [0, 0, 0, 1, 1, 1],
22
+ [0, 0, 0, 0, 1, 1],
23
+ [0, 0, 0, 0, 0, 0]
24
+ ]
25
+ for transform in [np.asarray, csr_matrix, csc_matrix, lil_matrix]:
26
+ A = transform(structure)
27
+ order = np.arange(6)
28
+ groups_true = np.array([0, 1, 2, 0, 1, 2])
29
+ groups = group_columns(A, order)
30
+ assert_equal(groups, groups_true)
31
+
32
+ order = [1, 2, 4, 3, 5, 0]
33
+ groups_true = np.array([2, 0, 1, 2, 0, 1])
34
+ groups = group_columns(A, order)
35
+ assert_equal(groups, groups_true)
36
+
37
+ # Test repeatability.
38
+ groups_1 = group_columns(A)
39
+ groups_2 = group_columns(A)
40
+ assert_equal(groups_1, groups_2)
41
+
42
+
43
+ def test_correct_fp_eps():
44
+ # check that relative step size is correct for FP size
45
+ EPS = np.finfo(np.float64).eps
46
+ relative_step = {"2-point": EPS**0.5,
47
+ "3-point": EPS**(1/3),
48
+ "cs": EPS**0.5}
49
+ for method in ['2-point', '3-point', 'cs']:
50
+ assert_allclose(
51
+ _eps_for_method(np.float64, np.float64, method),
52
+ relative_step[method])
53
+ assert_allclose(
54
+ _eps_for_method(np.complex128, np.complex128, method),
55
+ relative_step[method]
56
+ )
57
+
58
+ # check another FP size
59
+ EPS = np.finfo(np.float32).eps
60
+ relative_step = {"2-point": EPS**0.5,
61
+ "3-point": EPS**(1/3),
62
+ "cs": EPS**0.5}
63
+
64
+ for method in ['2-point', '3-point', 'cs']:
65
+ assert_allclose(
66
+ _eps_for_method(np.float64, np.float32, method),
67
+ relative_step[method]
68
+ )
69
+ assert_allclose(
70
+ _eps_for_method(np.float32, np.float64, method),
71
+ relative_step[method]
72
+ )
73
+ assert_allclose(
74
+ _eps_for_method(np.float32, np.float32, method),
75
+ relative_step[method]
76
+ )
77
+
78
+
79
+ class TestAdjustSchemeToBounds:
80
+ def test_no_bounds(self):
81
+ x0 = np.zeros(3)
82
+ h = np.full(3, 1e-2)
83
+ inf_lower = np.empty_like(x0)
84
+ inf_upper = np.empty_like(x0)
85
+ inf_lower.fill(-np.inf)
86
+ inf_upper.fill(np.inf)
87
+
88
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
89
+ x0, h, 1, '1-sided', inf_lower, inf_upper)
90
+ assert_allclose(h_adjusted, h)
91
+ assert_(np.all(one_sided))
92
+
93
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
94
+ x0, h, 2, '1-sided', inf_lower, inf_upper)
95
+ assert_allclose(h_adjusted, h)
96
+ assert_(np.all(one_sided))
97
+
98
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
99
+ x0, h, 1, '2-sided', inf_lower, inf_upper)
100
+ assert_allclose(h_adjusted, h)
101
+ assert_(np.all(~one_sided))
102
+
103
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
104
+ x0, h, 2, '2-sided', inf_lower, inf_upper)
105
+ assert_allclose(h_adjusted, h)
106
+ assert_(np.all(~one_sided))
107
+
108
+ def test_with_bound(self):
109
+ x0 = np.array([0.0, 0.85, -0.85])
110
+ lb = -np.ones(3)
111
+ ub = np.ones(3)
112
+ h = np.array([1, 1, -1]) * 1e-1
113
+
114
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
115
+ assert_allclose(h_adjusted, h)
116
+
117
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
118
+ assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
119
+
120
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
121
+ x0, h, 1, '2-sided', lb, ub)
122
+ assert_allclose(h_adjusted, np.abs(h))
123
+ assert_(np.all(~one_sided))
124
+
125
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
126
+ x0, h, 2, '2-sided', lb, ub)
127
+ assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
128
+ assert_equal(one_sided, np.array([False, True, True]))
129
+
130
+ def test_tight_bounds(self):
131
+ lb = np.array([-0.03, -0.03])
132
+ ub = np.array([0.05, 0.05])
133
+ x0 = np.array([0.0, 0.03])
134
+ h = np.array([-0.1, -0.1])
135
+
136
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
137
+ assert_allclose(h_adjusted, np.array([0.05, -0.06]))
138
+
139
+ h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
140
+ assert_allclose(h_adjusted, np.array([0.025, -0.03]))
141
+
142
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
143
+ x0, h, 1, '2-sided', lb, ub)
144
+ assert_allclose(h_adjusted, np.array([0.03, -0.03]))
145
+ assert_equal(one_sided, np.array([False, True]))
146
+
147
+ h_adjusted, one_sided = _adjust_scheme_to_bounds(
148
+ x0, h, 2, '2-sided', lb, ub)
149
+ assert_allclose(h_adjusted, np.array([0.015, -0.015]))
150
+ assert_equal(one_sided, np.array([False, True]))
151
+
152
+
153
+ class TestApproxDerivativesDense:
154
+ def fun_scalar_scalar(self, x):
155
+ return np.sinh(x)
156
+
157
+ def jac_scalar_scalar(self, x):
158
+ return np.cosh(x)
159
+
160
+ def fun_scalar_vector(self, x):
161
+ return np.array([x[0]**2, np.tan(x[0]), np.exp(x[0])])
162
+
163
+ def jac_scalar_vector(self, x):
164
+ return np.array(
165
+ [2 * x[0], np.cos(x[0]) ** -2, np.exp(x[0])]).reshape(-1, 1)
166
+
167
+ def fun_vector_scalar(self, x):
168
+ return np.sin(x[0] * x[1]) * np.log(x[0])
169
+
170
+ def wrong_dimensions_fun(self, x):
171
+ return np.array([x**2, np.tan(x), np.exp(x)])
172
+
173
+ def jac_vector_scalar(self, x):
174
+ return np.array([
175
+ x[1] * np.cos(x[0] * x[1]) * np.log(x[0]) +
176
+ np.sin(x[0] * x[1]) / x[0],
177
+ x[0] * np.cos(x[0] * x[1]) * np.log(x[0])
178
+ ])
179
+
180
+ def fun_vector_vector(self, x):
181
+ return np.array([
182
+ x[0] * np.sin(x[1]),
183
+ x[1] * np.cos(x[0]),
184
+ x[0] ** 3 * x[1] ** -0.5
185
+ ])
186
+
187
+ def fun_vector_vector_with_arg(self, x, arg):
188
+ """Used to test passing custom arguments with check_derivative()"""
189
+ assert arg == 42
190
+ return np.array([
191
+ x[0] * np.sin(x[1]),
192
+ x[1] * np.cos(x[0]),
193
+ x[0] ** 3 * x[1] ** -0.5
194
+ ])
195
+
196
+ def jac_vector_vector(self, x):
197
+ return np.array([
198
+ [np.sin(x[1]), x[0] * np.cos(x[1])],
199
+ [-x[1] * np.sin(x[0]), np.cos(x[0])],
200
+ [3 * x[0] ** 2 * x[1] ** -0.5, -0.5 * x[0] ** 3 * x[1] ** -1.5]
201
+ ])
202
+
203
+ def jac_vector_vector_with_arg(self, x, arg):
204
+ """Used to test passing custom arguments with check_derivative()"""
205
+ assert arg == 42
206
+ return np.array([
207
+ [np.sin(x[1]), x[0] * np.cos(x[1])],
208
+ [-x[1] * np.sin(x[0]), np.cos(x[0])],
209
+ [3 * x[0] ** 2 * x[1] ** -0.5, -0.5 * x[0] ** 3 * x[1] ** -1.5]
210
+ ])
211
+
212
+ def fun_parametrized(self, x, c0, c1=1.0):
213
+ return np.array([np.exp(c0 * x[0]), np.exp(c1 * x[1])])
214
+
215
+ def jac_parametrized(self, x, c0, c1=0.1):
216
+ return np.array([
217
+ [c0 * np.exp(c0 * x[0]), 0],
218
+ [0, c1 * np.exp(c1 * x[1])]
219
+ ])
220
+
221
+ def fun_with_nan(self, x):
222
+ return x if np.abs(x) <= 1e-8 else np.nan
223
+
224
+ def jac_with_nan(self, x):
225
+ return 1.0 if np.abs(x) <= 1e-8 else np.nan
226
+
227
+ def fun_zero_jacobian(self, x):
228
+ return np.array([x[0] * x[1], np.cos(x[0] * x[1])])
229
+
230
+ def jac_zero_jacobian(self, x):
231
+ return np.array([
232
+ [x[1], x[0]],
233
+ [-x[1] * np.sin(x[0] * x[1]), -x[0] * np.sin(x[0] * x[1])]
234
+ ])
235
+
236
+ def jac_non_numpy(self, x):
237
+ # x can be a scalar or an array [val].
238
+ # Cast to true scalar before handing over to math.exp
239
+ xp = np.asarray(x).item()
240
+ return math.exp(xp)
241
+
242
+ def test_scalar_scalar(self):
243
+ x0 = 1.0
244
+ jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
245
+ method='2-point')
246
+ jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0)
247
+ jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
248
+ method='cs')
249
+ jac_true = self.jac_scalar_scalar(x0)
250
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
251
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
252
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
253
+
254
+ def test_scalar_scalar_abs_step(self):
255
+ # can approx_derivative use abs_step?
256
+ x0 = 1.0
257
+ jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
258
+ method='2-point', abs_step=1.49e-8)
259
+ jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0,
260
+ abs_step=1.49e-8)
261
+ jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
262
+ method='cs', abs_step=1.49e-8)
263
+ jac_true = self.jac_scalar_scalar(x0)
264
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
265
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
266
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
267
+
268
+ def test_scalar_vector(self):
269
+ x0 = 0.5
270
+ jac_diff_2 = approx_derivative(self.fun_scalar_vector, x0,
271
+ method='2-point')
272
+ jac_diff_3 = approx_derivative(self.fun_scalar_vector, x0)
273
+ jac_diff_4 = approx_derivative(self.fun_scalar_vector, x0,
274
+ method='cs')
275
+ jac_true = self.jac_scalar_vector(np.atleast_1d(x0))
276
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
277
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
278
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
279
+
280
+ def test_vector_scalar(self):
281
+ x0 = np.array([100.0, -0.5])
282
+ jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
283
+ method='2-point')
284
+ jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0)
285
+ jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
286
+ method='cs')
287
+ jac_true = self.jac_vector_scalar(x0)
288
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
289
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-7)
290
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
291
+
292
+ def test_vector_scalar_abs_step(self):
293
+ # can approx_derivative use abs_step?
294
+ x0 = np.array([100.0, -0.5])
295
+ jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
296
+ method='2-point', abs_step=1.49e-8)
297
+ jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0,
298
+ abs_step=1.49e-8, rel_step=np.inf)
299
+ jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
300
+ method='cs', abs_step=1.49e-8)
301
+ jac_true = self.jac_vector_scalar(x0)
302
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
303
+ assert_allclose(jac_diff_3, jac_true, rtol=3e-9)
304
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
305
+
306
+ def test_vector_vector(self):
307
+ x0 = np.array([-100.0, 0.2])
308
+ jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
309
+ method='2-point')
310
+ jac_diff_3 = approx_derivative(self.fun_vector_vector, x0)
311
+ jac_diff_4 = approx_derivative(self.fun_vector_vector, x0,
312
+ method='cs')
313
+ jac_true = self.jac_vector_vector(x0)
314
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-5)
315
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-6)
316
+ assert_allclose(jac_diff_4, jac_true, rtol=1e-12)
317
+
318
+ def test_wrong_dimensions(self):
319
+ x0 = 1.0
320
+ assert_raises(RuntimeError, approx_derivative,
321
+ self.wrong_dimensions_fun, x0)
322
+ f0 = self.wrong_dimensions_fun(np.atleast_1d(x0))
323
+ assert_raises(ValueError, approx_derivative,
324
+ self.wrong_dimensions_fun, x0, f0=f0)
325
+
326
+ def test_custom_rel_step(self):
327
+ x0 = np.array([-0.1, 0.1])
328
+ jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
329
+ method='2-point', rel_step=1e-4)
330
+ jac_diff_3 = approx_derivative(self.fun_vector_vector, x0,
331
+ rel_step=1e-4)
332
+ jac_true = self.jac_vector_vector(x0)
333
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-2)
334
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-4)
335
+
336
+ def test_options(self):
337
+ x0 = np.array([1.0, 1.0])
338
+ c0 = -1.0
339
+ c1 = 1.0
340
+ lb = 0.0
341
+ ub = 2.0
342
+ f0 = self.fun_parametrized(x0, c0, c1=c1)
343
+ rel_step = np.array([-1e-6, 1e-7])
344
+ jac_true = self.jac_parametrized(x0, c0, c1)
345
+ jac_diff_2 = approx_derivative(
346
+ self.fun_parametrized, x0, method='2-point', rel_step=rel_step,
347
+ f0=f0, args=(c0,), kwargs=dict(c1=c1), bounds=(lb, ub))
348
+ jac_diff_3 = approx_derivative(
349
+ self.fun_parametrized, x0, rel_step=rel_step,
350
+ f0=f0, args=(c0,), kwargs=dict(c1=c1), bounds=(lb, ub))
351
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
352
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
353
+
354
+ def test_with_bounds_2_point(self):
355
+ lb = -np.ones(2)
356
+ ub = np.ones(2)
357
+
358
+ x0 = np.array([-2.0, 0.2])
359
+ assert_raises(ValueError, approx_derivative,
360
+ self.fun_vector_vector, x0, bounds=(lb, ub))
361
+
362
+ x0 = np.array([-1.0, 1.0])
363
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
364
+ method='2-point', bounds=(lb, ub))
365
+ jac_true = self.jac_vector_vector(x0)
366
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
367
+
368
+ def test_with_bounds_3_point(self):
369
+ lb = np.array([1.0, 1.0])
370
+ ub = np.array([2.0, 2.0])
371
+
372
+ x0 = np.array([1.0, 2.0])
373
+ jac_true = self.jac_vector_vector(x0)
374
+
375
+ jac_diff = approx_derivative(self.fun_vector_vector, x0)
376
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
377
+
378
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
379
+ bounds=(lb, np.inf))
380
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
381
+
382
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
383
+ bounds=(-np.inf, ub))
384
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
385
+
386
+ jac_diff = approx_derivative(self.fun_vector_vector, x0,
387
+ bounds=(lb, ub))
388
+ assert_allclose(jac_diff, jac_true, rtol=1e-9)
389
+
390
+ def test_tight_bounds(self):
391
+ x0 = np.array([10.0, 10.0])
392
+ lb = x0 - 3e-9
393
+ ub = x0 + 2e-9
394
+ jac_true = self.jac_vector_vector(x0)
395
+ jac_diff = approx_derivative(
396
+ self.fun_vector_vector, x0, method='2-point', bounds=(lb, ub))
397
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
398
+ jac_diff = approx_derivative(
399
+ self.fun_vector_vector, x0, method='2-point',
400
+ rel_step=1e-6, bounds=(lb, ub))
401
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
402
+
403
+ jac_diff = approx_derivative(
404
+ self.fun_vector_vector, x0, bounds=(lb, ub))
405
+ assert_allclose(jac_diff, jac_true, rtol=1e-6)
406
+ jac_diff = approx_derivative(
407
+ self.fun_vector_vector, x0, rel_step=1e-6, bounds=(lb, ub))
408
+ assert_allclose(jac_true, jac_diff, rtol=1e-6)
409
+
410
+ def test_bound_switches(self):
411
+ lb = -1e-8
412
+ ub = 1e-8
413
+ x0 = 0.0
414
+ jac_true = self.jac_with_nan(x0)
415
+ jac_diff_2 = approx_derivative(
416
+ self.fun_with_nan, x0, method='2-point', rel_step=1e-6,
417
+ bounds=(lb, ub))
418
+ jac_diff_3 = approx_derivative(
419
+ self.fun_with_nan, x0, rel_step=1e-6, bounds=(lb, ub))
420
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
421
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
422
+
423
+ x0 = 1e-8
424
+ jac_true = self.jac_with_nan(x0)
425
+ jac_diff_2 = approx_derivative(
426
+ self.fun_with_nan, x0, method='2-point', rel_step=1e-6,
427
+ bounds=(lb, ub))
428
+ jac_diff_3 = approx_derivative(
429
+ self.fun_with_nan, x0, rel_step=1e-6, bounds=(lb, ub))
430
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
431
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-9)
432
+
433
+ def test_non_numpy(self):
434
+ x0 = 1.0
435
+ jac_true = self.jac_non_numpy(x0)
436
+ jac_diff_2 = approx_derivative(self.jac_non_numpy, x0,
437
+ method='2-point')
438
+ jac_diff_3 = approx_derivative(self.jac_non_numpy, x0)
439
+ assert_allclose(jac_diff_2, jac_true, rtol=1e-6)
440
+ assert_allclose(jac_diff_3, jac_true, rtol=1e-8)
441
+
442
+ # math.exp cannot handle complex arguments, hence this raises
443
+ assert_raises(TypeError, approx_derivative, self.jac_non_numpy, x0,
444
+ **dict(method='cs'))
445
+
446
+ def test_fp(self):
447
+ # checks that approx_derivative works for FP size other than 64.
448
+ # Example is derived from the minimal working example in gh12991.
449
+ np.random.seed(1)
450
+
451
+ def func(p, x):
452
+ return p[0] + p[1] * x
453
+
454
+ def err(p, x, y):
455
+ return func(p, x) - y
456
+
457
+ x = np.linspace(0, 1, 100, dtype=np.float64)
458
+ y = np.random.random(100).astype(np.float64)
459
+ p0 = np.array([-1.0, -1.0])
460
+
461
+ jac_fp64 = approx_derivative(err, p0, method='2-point', args=(x, y))
462
+
463
+ # parameter vector is float32, func output is float64
464
+ jac_fp = approx_derivative(err, p0.astype(np.float32),
465
+ method='2-point', args=(x, y))
466
+ assert err(p0, x, y).dtype == np.float64
467
+ assert_allclose(jac_fp, jac_fp64, atol=1e-3)
468
+
469
+ # parameter vector is float64, func output is float32
470
+ def err_fp32(p):
471
+ assert p.dtype == np.float32
472
+ return err(p, x, y).astype(np.float32)
473
+
474
+ jac_fp = approx_derivative(err_fp32, p0.astype(np.float32),
475
+ method='2-point')
476
+ assert_allclose(jac_fp, jac_fp64, atol=1e-3)
477
+
478
+ # check upper bound of error on the derivative for 2-point
479
+ def f(x):
480
+ return np.sin(x)
481
+ def g(x):
482
+ return np.cos(x)
483
+ def hess(x):
484
+ return -np.sin(x)
485
+
486
+ def calc_atol(h, x0, f, hess, EPS):
487
+ # truncation error
488
+ t0 = h / 2 * max(np.abs(hess(x0)), np.abs(hess(x0 + h)))
489
+ # roundoff error. There may be a divisor (>1) missing from
490
+ # the following line, so this contribution is possibly
491
+ # overestimated
492
+ t1 = EPS / h * max(np.abs(f(x0)), np.abs(f(x0 + h)))
493
+ return t0 + t1
494
+
495
+ for dtype in [np.float16, np.float32, np.float64]:
496
+ EPS = np.finfo(dtype).eps
497
+ x0 = np.array(1.0).astype(dtype)
498
+ h = _compute_absolute_step(None, x0, f(x0), '2-point')
499
+ atol = calc_atol(h, x0, f, hess, EPS)
500
+ err = approx_derivative(f, x0, method='2-point',
501
+ abs_step=h) - g(x0)
502
+ assert abs(err) < atol
503
+
504
+ def test_check_derivative(self):
505
+ x0 = np.array([-10.0, 10])
506
+ accuracy = check_derivative(self.fun_vector_vector,
507
+ self.jac_vector_vector, x0)
508
+ assert_(accuracy < 1e-9)
509
+ accuracy = check_derivative(self.fun_vector_vector,
510
+ self.jac_vector_vector, x0)
511
+ assert_(accuracy < 1e-6)
512
+
513
+ x0 = np.array([0.0, 0.0])
514
+ accuracy = check_derivative(self.fun_zero_jacobian,
515
+ self.jac_zero_jacobian, x0)
516
+ assert_(accuracy == 0)
517
+ accuracy = check_derivative(self.fun_zero_jacobian,
518
+ self.jac_zero_jacobian, x0)
519
+ assert_(accuracy == 0)
520
+
521
+ def test_check_derivative_with_kwargs(self):
522
+ x0 = np.array([-10.0, 10])
523
+ accuracy = check_derivative(self.fun_vector_vector_with_arg,
524
+ self.jac_vector_vector_with_arg,
525
+ x0,
526
+ kwargs={'arg': 42})
527
+ assert_(accuracy < 1e-9)
528
+
529
+
530
+ class TestApproxDerivativeSparse:
531
+ # Example from Numerical Optimization 2nd edition, p. 198.
532
+ def setup_method(self):
533
+ np.random.seed(0)
534
+ self.n = 50
535
+ self.lb = -0.1 * (1 + np.arange(self.n))
536
+ self.ub = 0.1 * (1 + np.arange(self.n))
537
+ self.x0 = np.empty(self.n)
538
+ self.x0[::2] = (1 - 1e-7) * self.lb[::2]
539
+ self.x0[1::2] = (1 - 1e-7) * self.ub[1::2]
540
+
541
+ self.J_true = self.jac(self.x0)
542
+
543
+ def fun(self, x):
544
+ e = x[1:]**3 - x[:-1]**2
545
+ return np.hstack((0, 3 * e)) + np.hstack((2 * e, 0))
546
+
547
+ def jac(self, x):
548
+ n = x.size
549
+ J = np.zeros((n, n))
550
+ J[0, 0] = -4 * x[0]
551
+ J[0, 1] = 6 * x[1]**2
552
+ for i in range(1, n - 1):
553
+ J[i, i - 1] = -6 * x[i-1]
554
+ J[i, i] = 9 * x[i]**2 - 4 * x[i]
555
+ J[i, i + 1] = 6 * x[i+1]**2
556
+ J[-1, -1] = 9 * x[-1]**2
557
+ J[-1, -2] = -6 * x[-2]
558
+
559
+ return J
560
+
561
+ def structure(self, n):
562
+ A = np.zeros((n, n), dtype=int)
563
+ A[0, 0] = 1
564
+ A[0, 1] = 1
565
+ for i in range(1, n - 1):
566
+ A[i, i - 1: i + 2] = 1
567
+ A[-1, -1] = 1
568
+ A[-1, -2] = 1
569
+
570
+ return A
571
+
572
+ def test_all(self):
573
+ A = self.structure(self.n)
574
+ order = np.arange(self.n)
575
+ groups_1 = group_columns(A, order)
576
+ np.random.shuffle(order)
577
+ groups_2 = group_columns(A, order)
578
+
579
+ for method, groups, l, u in product(
580
+ ['2-point', '3-point', 'cs'], [groups_1, groups_2],
581
+ [-np.inf, self.lb], [np.inf, self.ub]):
582
+ J = approx_derivative(self.fun, self.x0, method=method,
583
+ bounds=(l, u), sparsity=(A, groups))
584
+ assert_(isinstance(J, csr_matrix))
585
+ assert_allclose(J.toarray(), self.J_true, rtol=1e-6)
586
+
587
+ rel_step = np.full_like(self.x0, 1e-8)
588
+ rel_step[::2] *= -1
589
+ J = approx_derivative(self.fun, self.x0, method=method,
590
+ rel_step=rel_step, sparsity=(A, groups))
591
+ assert_allclose(J.toarray(), self.J_true, rtol=1e-5)
592
+
593
+ def test_no_precomputed_groups(self):
594
+ A = self.structure(self.n)
595
+ J = approx_derivative(self.fun, self.x0, sparsity=A)
596
+ assert_allclose(J.toarray(), self.J_true, rtol=1e-6)
597
+
598
+ def test_equivalence(self):
599
+ structure = np.ones((self.n, self.n), dtype=int)
600
+ groups = np.arange(self.n)
601
+ for method in ['2-point', '3-point', 'cs']:
602
+ J_dense = approx_derivative(self.fun, self.x0, method=method)
603
+ J_sparse = approx_derivative(
604
+ self.fun, self.x0, sparsity=(structure, groups), method=method)
605
+ assert_allclose(J_dense, J_sparse.toarray(),
606
+ rtol=5e-16, atol=7e-15)
607
+
608
+ def test_check_derivative(self):
609
+ def jac(x):
610
+ return csr_matrix(self.jac(x))
611
+
612
+ accuracy = check_derivative(self.fun, jac, self.x0,
613
+ bounds=(self.lb, self.ub))
614
+ assert_(accuracy < 1e-9)
615
+
616
+ accuracy = check_derivative(self.fun, jac, self.x0,
617
+ bounds=(self.lb, self.ub))
618
+ assert_(accuracy < 1e-9)
619
+
620
+
621
+ class TestApproxDerivativeLinearOperator:
622
+
623
+ def fun_scalar_scalar(self, x):
624
+ return np.sinh(x)
625
+
626
+ def jac_scalar_scalar(self, x):
627
+ return np.cosh(x)
628
+
629
+ def fun_scalar_vector(self, x):
630
+ return np.array([x[0]**2, np.tan(x[0]), np.exp(x[0])])
631
+
632
+ def jac_scalar_vector(self, x):
633
+ return np.array(
634
+ [2 * x[0], np.cos(x[0]) ** -2, np.exp(x[0])]).reshape(-1, 1)
635
+
636
+ def fun_vector_scalar(self, x):
637
+ return np.sin(x[0] * x[1]) * np.log(x[0])
638
+
639
+ def jac_vector_scalar(self, x):
640
+ return np.array([
641
+ x[1] * np.cos(x[0] * x[1]) * np.log(x[0]) +
642
+ np.sin(x[0] * x[1]) / x[0],
643
+ x[0] * np.cos(x[0] * x[1]) * np.log(x[0])
644
+ ])
645
+
646
+ def fun_vector_vector(self, x):
647
+ return np.array([
648
+ x[0] * np.sin(x[1]),
649
+ x[1] * np.cos(x[0]),
650
+ x[0] ** 3 * x[1] ** -0.5
651
+ ])
652
+
653
+ def jac_vector_vector(self, x):
654
+ return np.array([
655
+ [np.sin(x[1]), x[0] * np.cos(x[1])],
656
+ [-x[1] * np.sin(x[0]), np.cos(x[0])],
657
+ [3 * x[0] ** 2 * x[1] ** -0.5, -0.5 * x[0] ** 3 * x[1] ** -1.5]
658
+ ])
659
+
660
+ def test_scalar_scalar(self):
661
+ x0 = 1.0
662
+ jac_diff_2 = approx_derivative(self.fun_scalar_scalar, x0,
663
+ method='2-point',
664
+ as_linear_operator=True)
665
+ jac_diff_3 = approx_derivative(self.fun_scalar_scalar, x0,
666
+ as_linear_operator=True)
667
+ jac_diff_4 = approx_derivative(self.fun_scalar_scalar, x0,
668
+ method='cs',
669
+ as_linear_operator=True)
670
+ jac_true = self.jac_scalar_scalar(x0)
671
+ np.random.seed(1)
672
+ for i in range(10):
673
+ p = np.random.uniform(-10, 10, size=(1,))
674
+ assert_allclose(jac_diff_2.dot(p), jac_true*p,
675
+ rtol=1e-5)
676
+ assert_allclose(jac_diff_3.dot(p), jac_true*p,
677
+ rtol=5e-6)
678
+ assert_allclose(jac_diff_4.dot(p), jac_true*p,
679
+ rtol=5e-6)
680
+
681
+ def test_scalar_vector(self):
682
+ x0 = 0.5
683
+ jac_diff_2 = approx_derivative(self.fun_scalar_vector, x0,
684
+ method='2-point',
685
+ as_linear_operator=True)
686
+ jac_diff_3 = approx_derivative(self.fun_scalar_vector, x0,
687
+ as_linear_operator=True)
688
+ jac_diff_4 = approx_derivative(self.fun_scalar_vector, x0,
689
+ method='cs',
690
+ as_linear_operator=True)
691
+ jac_true = self.jac_scalar_vector(np.atleast_1d(x0))
692
+ np.random.seed(1)
693
+ for i in range(10):
694
+ p = np.random.uniform(-10, 10, size=(1,))
695
+ assert_allclose(jac_diff_2.dot(p), jac_true.dot(p),
696
+ rtol=1e-5)
697
+ assert_allclose(jac_diff_3.dot(p), jac_true.dot(p),
698
+ rtol=5e-6)
699
+ assert_allclose(jac_diff_4.dot(p), jac_true.dot(p),
700
+ rtol=5e-6)
701
+
702
+ def test_vector_scalar(self):
703
+ x0 = np.array([100.0, -0.5])
704
+ jac_diff_2 = approx_derivative(self.fun_vector_scalar, x0,
705
+ method='2-point',
706
+ as_linear_operator=True)
707
+ jac_diff_3 = approx_derivative(self.fun_vector_scalar, x0,
708
+ as_linear_operator=True)
709
+ jac_diff_4 = approx_derivative(self.fun_vector_scalar, x0,
710
+ method='cs',
711
+ as_linear_operator=True)
712
+ jac_true = self.jac_vector_scalar(x0)
713
+ np.random.seed(1)
714
+ for i in range(10):
715
+ p = np.random.uniform(-10, 10, size=x0.shape)
716
+ assert_allclose(jac_diff_2.dot(p), np.atleast_1d(jac_true.dot(p)),
717
+ rtol=1e-5)
718
+ assert_allclose(jac_diff_3.dot(p), np.atleast_1d(jac_true.dot(p)),
719
+ rtol=5e-6)
720
+ assert_allclose(jac_diff_4.dot(p), np.atleast_1d(jac_true.dot(p)),
721
+ rtol=1e-7)
722
+
723
+ def test_vector_vector(self):
724
+ x0 = np.array([-100.0, 0.2])
725
+ jac_diff_2 = approx_derivative(self.fun_vector_vector, x0,
726
+ method='2-point',
727
+ as_linear_operator=True)
728
+ jac_diff_3 = approx_derivative(self.fun_vector_vector, x0,
729
+ as_linear_operator=True)
730
+ jac_diff_4 = approx_derivative(self.fun_vector_vector, x0,
731
+ method='cs',
732
+ as_linear_operator=True)
733
+ jac_true = self.jac_vector_vector(x0)
734
+ np.random.seed(1)
735
+ for i in range(10):
736
+ p = np.random.uniform(-10, 10, size=x0.shape)
737
+ assert_allclose(jac_diff_2.dot(p), jac_true.dot(p), rtol=1e-5)
738
+ assert_allclose(jac_diff_3.dot(p), jac_true.dot(p), rtol=1e-6)
739
+ assert_allclose(jac_diff_4.dot(p), jac_true.dot(p), rtol=1e-7)
740
+
741
+ def test_exception(self):
742
+ x0 = np.array([-100.0, 0.2])
743
+ assert_raises(ValueError, approx_derivative,
744
+ self.fun_vector_vector, x0,
745
+ method='2-point', bounds=(1, np.inf))
746
+
747
+
748
+ def test_absolute_step_sign():
749
+ # test for gh12487
750
+ # if an absolute step is specified for 2-point differences make sure that
751
+ # the side corresponds to the step. i.e. if step is positive then forward
752
+ # differences should be used, if step is negative then backwards
753
+ # differences should be used.
754
+
755
+ # function has double discontinuity at x = [-1, -1]
756
+ # first component is \/, second component is /\
757
+ def f(x):
758
+ return -np.abs(x[0] + 1) + np.abs(x[1] + 1)
759
+
760
+ # check that the forward difference is used
761
+ grad = approx_derivative(f, [-1, -1], method='2-point', abs_step=1e-8)
762
+ assert_allclose(grad, [-1.0, 1.0])
763
+
764
+ # check that the backwards difference is used
765
+ grad = approx_derivative(f, [-1, -1], method='2-point', abs_step=-1e-8)
766
+ assert_allclose(grad, [1.0, -1.0])
767
+
768
+ # check that the forwards difference is used with a step for both
769
+ # parameters
770
+ grad = approx_derivative(
771
+ f, [-1, -1], method='2-point', abs_step=[1e-8, 1e-8]
772
+ )
773
+ assert_allclose(grad, [-1.0, 1.0])
774
+
775
+ # check that we can mix forward/backwards steps.
776
+ grad = approx_derivative(
777
+ f, [-1, -1], method='2-point', abs_step=[1e-8, -1e-8]
778
+ )
779
+ assert_allclose(grad, [-1.0, -1.0])
780
+ grad = approx_derivative(
781
+ f, [-1, -1], method='2-point', abs_step=[-1e-8, 1e-8]
782
+ )
783
+ assert_allclose(grad, [1.0, 1.0])
784
+
785
+ # the forward step should reverse to a backwards step if it runs into a
786
+ # bound
787
+ # This is kind of tested in TestAdjustSchemeToBounds, but only for a lower level
788
+ # function.
789
+ grad = approx_derivative(
790
+ f, [-1, -1], method='2-point', abs_step=1e-8,
791
+ bounds=(-np.inf, -1)
792
+ )
793
+ assert_allclose(grad, [1.0, -1.0])
794
+
795
+ grad = approx_derivative(
796
+ f, [-1, -1], method='2-point', abs_step=-1e-8, bounds=(-1, np.inf)
797
+ )
798
+ assert_allclose(grad, [-1.0, 1.0])
799
+
800
+
801
+ def test__compute_absolute_step():
802
+ # tests calculation of absolute step from rel_step
803
+ methods = ['2-point', '3-point', 'cs']
804
+
805
+ x0 = np.array([1e-5, 0, 1, 1e5])
806
+
807
+ EPS = np.finfo(np.float64).eps
808
+ relative_step = {
809
+ "2-point": EPS**0.5,
810
+ "3-point": EPS**(1/3),
811
+ "cs": EPS**0.5
812
+ }
813
+ f0 = np.array(1.0)
814
+
815
+ for method in methods:
816
+ rel_step = relative_step[method]
817
+ correct_step = np.array([rel_step,
818
+ rel_step * 1.,
819
+ rel_step * 1.,
820
+ rel_step * np.abs(x0[3])])
821
+
822
+ abs_step = _compute_absolute_step(None, x0, f0, method)
823
+ assert_allclose(abs_step, correct_step)
824
+
825
+ sign_x0 = (-x0 >= 0).astype(float) * 2 - 1
826
+ abs_step = _compute_absolute_step(None, -x0, f0, method)
827
+ assert_allclose(abs_step, sign_x0 * correct_step)
828
+
829
+ # if a relative step is provided it should be used
830
+ rel_step = np.array([0.1, 1, 10, 100])
831
+ correct_step = np.array([rel_step[0] * x0[0],
832
+ relative_step['2-point'],
833
+ rel_step[2] * 1.,
834
+ rel_step[3] * np.abs(x0[3])])
835
+
836
+ abs_step = _compute_absolute_step(rel_step, x0, f0, '2-point')
837
+ assert_allclose(abs_step, correct_step)
838
+
839
+ sign_x0 = (-x0 >= 0).astype(float) * 2 - 1
840
+ abs_step = _compute_absolute_step(rel_step, -x0, f0, '2-point')
841
+ assert_allclose(abs_step, sign_x0 * correct_step)
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test__shgo.py ADDED
@@ -0,0 +1,1156 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import logging
2
+ import sys
3
+
4
+ import numpy as np
5
+ import time
6
+ from multiprocessing import Pool
7
+ from numpy.testing import assert_allclose, IS_PYPY
8
+ import pytest
9
+ from pytest import raises as assert_raises, warns
10
+ from scipy.optimize import (shgo, Bounds, minimize_scalar, minimize, rosen,
11
+ rosen_der, rosen_hess, NonlinearConstraint)
12
+ from scipy.optimize._constraints import new_constraint_to_old
13
+ from scipy.optimize._shgo import SHGO
14
+
15
+
16
+ class StructTestFunction:
17
+ def __init__(self, bounds, expected_x, expected_fun=None,
18
+ expected_xl=None, expected_funl=None):
19
+ self.bounds = bounds
20
+ self.expected_x = expected_x
21
+ self.expected_fun = expected_fun
22
+ self.expected_xl = expected_xl
23
+ self.expected_funl = expected_funl
24
+
25
+
26
+ def wrap_constraints(g):
27
+ cons = []
28
+ if g is not None:
29
+ if not isinstance(g, (tuple, list)):
30
+ g = (g,)
31
+ else:
32
+ pass
33
+ for g in g:
34
+ cons.append({'type': 'ineq',
35
+ 'fun': g})
36
+ cons = tuple(cons)
37
+ else:
38
+ cons = None
39
+ return cons
40
+
41
+
42
+ class StructTest1(StructTestFunction):
43
+ def f(self, x):
44
+ return x[0] ** 2 + x[1] ** 2
45
+
46
+ def g(x):
47
+ return -(np.sum(x, axis=0) - 6.0)
48
+
49
+ cons = wrap_constraints(g)
50
+
51
+
52
+ test1_1 = StructTest1(bounds=[(-1, 6), (-1, 6)],
53
+ expected_x=[0, 0])
54
+ test1_2 = StructTest1(bounds=[(0, 1), (0, 1)],
55
+ expected_x=[0, 0])
56
+ test1_3 = StructTest1(bounds=[(None, None), (None, None)],
57
+ expected_x=[0, 0])
58
+
59
+
60
+ class StructTest2(StructTestFunction):
61
+ """
62
+ Scalar function with several minima to test all minimiser retrievals
63
+ """
64
+
65
+ def f(self, x):
66
+ return (x - 30) * np.sin(x)
67
+
68
+ def g(x):
69
+ return 58 - np.sum(x, axis=0)
70
+
71
+ cons = wrap_constraints(g)
72
+
73
+
74
+ test2_1 = StructTest2(bounds=[(0, 60)],
75
+ expected_x=[1.53567906],
76
+ expected_fun=-28.44677132,
77
+ # Important: test that funl return is in the correct
78
+ # order
79
+ expected_xl=np.array([[1.53567906],
80
+ [55.01782167],
81
+ [7.80894889],
82
+ [48.74797493],
83
+ [14.07445705],
84
+ [42.4913859],
85
+ [20.31743841],
86
+ [36.28607535],
87
+ [26.43039605],
88
+ [30.76371366]]),
89
+
90
+ expected_funl=np.array([-28.44677132, -24.99785984,
91
+ -22.16855376, -18.72136195,
92
+ -15.89423937, -12.45154942,
93
+ -9.63133158, -6.20801301,
94
+ -3.43727232, -0.46353338])
95
+ )
96
+
97
+ test2_2 = StructTest2(bounds=[(0, 4.5)],
98
+ expected_x=[1.53567906],
99
+ expected_fun=[-28.44677132],
100
+ expected_xl=np.array([[1.53567906]]),
101
+ expected_funl=np.array([-28.44677132])
102
+ )
103
+
104
+
105
+ class StructTest3(StructTestFunction):
106
+ """
107
+ Hock and Schittkowski 18 problem (HS18). Hoch and Schittkowski (1981)
108
+ http://www.ai7.uni-bayreuth.de/test_problem_coll.pdf
109
+ Minimize: f = 0.01 * (x_1)**2 + (x_2)**2
110
+
111
+ Subject to: x_1 * x_2 - 25.0 >= 0,
112
+ (x_1)**2 + (x_2)**2 - 25.0 >= 0,
113
+ 2 <= x_1 <= 50,
114
+ 0 <= x_2 <= 50.
115
+
116
+ Approx. Answer:
117
+ f([(250)**0.5 , (2.5)**0.5]) = 5.0
118
+
119
+
120
+ """
121
+
122
+ # amended to test vectorisation of constraints
123
+ def f(self, x):
124
+ return 0.01 * (x[0]) ** 2 + (x[1]) ** 2
125
+
126
+ def g1(x):
127
+ return x[0] * x[1] - 25.0
128
+
129
+ def g2(x):
130
+ return x[0] ** 2 + x[1] ** 2 - 25.0
131
+
132
+ # g = (g1, g2)
133
+ # cons = wrap_constraints(g)
134
+
135
+ def g(x):
136
+ return x[0] * x[1] - 25.0, x[0] ** 2 + x[1] ** 2 - 25.0
137
+
138
+ # this checks that shgo can be sent new-style constraints
139
+ __nlc = NonlinearConstraint(g, 0, np.inf)
140
+ cons = (__nlc,)
141
+
142
+ test3_1 = StructTest3(bounds=[(2, 50), (0, 50)],
143
+ expected_x=[250 ** 0.5, 2.5 ** 0.5],
144
+ expected_fun=5.0
145
+ )
146
+
147
+
148
+ class StructTest4(StructTestFunction):
149
+ """
150
+ Hock and Schittkowski 11 problem (HS11). Hoch and Schittkowski (1981)
151
+
152
+ NOTE: Did not find in original reference to HS collection, refer to
153
+ Henderson (2015) problem 7 instead. 02.03.2016
154
+ """
155
+
156
+ def f(self, x):
157
+ return ((x[0] - 10) ** 2 + 5 * (x[1] - 12) ** 2 + x[2] ** 4
158
+ + 3 * (x[3] - 11) ** 2 + 10 * x[4] ** 6 + 7 * x[5] ** 2 + x[
159
+ 6] ** 4
160
+ - 4 * x[5] * x[6] - 10 * x[5] - 8 * x[6]
161
+ )
162
+
163
+ def g1(x):
164
+ return -(2 * x[0] ** 2 + 3 * x[1] ** 4 + x[2] + 4 * x[3] ** 2
165
+ + 5 * x[4] - 127)
166
+
167
+ def g2(x):
168
+ return -(7 * x[0] + 3 * x[1] + 10 * x[2] ** 2 + x[3] - x[4] - 282.0)
169
+
170
+ def g3(x):
171
+ return -(23 * x[0] + x[1] ** 2 + 6 * x[5] ** 2 - 8 * x[6] - 196)
172
+
173
+ def g4(x):
174
+ return -(4 * x[0] ** 2 + x[1] ** 2 - 3 * x[0] * x[1] + 2 * x[2] ** 2
175
+ + 5 * x[5] - 11 * x[6])
176
+
177
+ g = (g1, g2, g3, g4)
178
+
179
+ cons = wrap_constraints(g)
180
+
181
+
182
+ test4_1 = StructTest4(bounds=[(-10, 10), ] * 7,
183
+ expected_x=[2.330499, 1.951372, -0.4775414,
184
+ 4.365726, -0.6244870, 1.038131, 1.594227],
185
+ expected_fun=680.6300573
186
+ )
187
+
188
+
189
+ class StructTest5(StructTestFunction):
190
+ def f(self, x):
191
+ return (
192
+ -(x[1] + 47.0)*np.sin(np.sqrt(abs(x[0]/2.0 + (x[1] + 47.0))))
193
+ - x[0]*np.sin(np.sqrt(abs(x[0] - (x[1] + 47.0))))
194
+ )
195
+
196
+ g = None
197
+ cons = wrap_constraints(g)
198
+
199
+
200
+ test5_1 = StructTest5(bounds=[(-512, 512), (-512, 512)],
201
+ expected_fun=[-959.64066272085051],
202
+ expected_x=[512., 404.23180542])
203
+
204
+
205
+ class StructTestLJ(StructTestFunction):
206
+ """
207
+ LennardJones objective function. Used to test symmetry constraints
208
+ settings.
209
+ """
210
+
211
+ def f(self, x, *args):
212
+ print(f'x = {x}')
213
+ self.N = args[0]
214
+ k = int(self.N / 3)
215
+ s = 0.0
216
+
217
+ for i in range(k - 1):
218
+ for j in range(i + 1, k):
219
+ a = 3 * i
220
+ b = 3 * j
221
+ xd = x[a] - x[b]
222
+ yd = x[a + 1] - x[b + 1]
223
+ zd = x[a + 2] - x[b + 2]
224
+ ed = xd * xd + yd * yd + zd * zd
225
+ ud = ed * ed * ed
226
+ if ed > 0.0:
227
+ s += (1.0 / ud - 2.0) / ud
228
+
229
+ return s
230
+
231
+ g = None
232
+ cons = wrap_constraints(g)
233
+
234
+
235
+ N = 6
236
+ boundsLJ = list(zip([-4.0] * 6, [4.0] * 6))
237
+
238
+ testLJ = StructTestLJ(bounds=boundsLJ,
239
+ expected_fun=[-1.0],
240
+ expected_x=None,
241
+ # expected_x=[-2.71247337e-08,
242
+ # -2.71247337e-08,
243
+ # -2.50000222e+00,
244
+ # -2.71247337e-08,
245
+ # -2.71247337e-08,
246
+ # -1.50000222e+00]
247
+ )
248
+
249
+
250
+ class StructTestS(StructTestFunction):
251
+ def f(self, x):
252
+ return ((x[0] - 0.5) ** 2 + (x[1] - 0.5) ** 2
253
+ + (x[2] - 0.5) ** 2 + (x[3] - 0.5) ** 2)
254
+
255
+ g = None
256
+ cons = wrap_constraints(g)
257
+
258
+
259
+ test_s = StructTestS(bounds=[(0, 2.0), ] * 4,
260
+ expected_fun=0.0,
261
+ expected_x=np.ones(4) - 0.5
262
+ )
263
+
264
+
265
+ class StructTestTable(StructTestFunction):
266
+ def f(self, x):
267
+ if x[0] == 3.0 and x[1] == 3.0:
268
+ return 50
269
+ else:
270
+ return 100
271
+
272
+ g = None
273
+ cons = wrap_constraints(g)
274
+
275
+
276
+ test_table = StructTestTable(bounds=[(-10, 10), (-10, 10)],
277
+ expected_fun=[50],
278
+ expected_x=[3.0, 3.0])
279
+
280
+
281
+ class StructTestInfeasible(StructTestFunction):
282
+ """
283
+ Test function with no feasible domain.
284
+ """
285
+
286
+ def f(self, x, *args):
287
+ return x[0] ** 2 + x[1] ** 2
288
+
289
+ def g1(x):
290
+ return x[0] + x[1] - 1
291
+
292
+ def g2(x):
293
+ return -(x[0] + x[1] - 1)
294
+
295
+ def g3(x):
296
+ return -x[0] + x[1] - 1
297
+
298
+ def g4(x):
299
+ return -(-x[0] + x[1] - 1)
300
+
301
+ g = (g1, g2, g3, g4)
302
+ cons = wrap_constraints(g)
303
+
304
+
305
+ test_infeasible = StructTestInfeasible(bounds=[(2, 50), (-1, 1)],
306
+ expected_fun=None,
307
+ expected_x=None
308
+ )
309
+
310
+
311
+ @pytest.mark.skip("Not a test")
312
+ def run_test(test, args=(), test_atol=1e-5, n=100, iters=None,
313
+ callback=None, minimizer_kwargs=None, options=None,
314
+ sampling_method='sobol', workers=1):
315
+ res = shgo(test.f, test.bounds, args=args, constraints=test.cons,
316
+ n=n, iters=iters, callback=callback,
317
+ minimizer_kwargs=minimizer_kwargs, options=options,
318
+ sampling_method=sampling_method, workers=workers)
319
+
320
+ print(f'res = {res}')
321
+ logging.info(f'res = {res}')
322
+ if test.expected_x is not None:
323
+ np.testing.assert_allclose(res.x, test.expected_x,
324
+ rtol=test_atol,
325
+ atol=test_atol)
326
+
327
+ # (Optional tests)
328
+ if test.expected_fun is not None:
329
+ np.testing.assert_allclose(res.fun,
330
+ test.expected_fun,
331
+ atol=test_atol)
332
+
333
+ if test.expected_xl is not None:
334
+ np.testing.assert_allclose(res.xl,
335
+ test.expected_xl,
336
+ atol=test_atol)
337
+
338
+ if test.expected_funl is not None:
339
+ np.testing.assert_allclose(res.funl,
340
+ test.expected_funl,
341
+ atol=test_atol)
342
+ return
343
+
344
+
345
+ # Base test functions:
346
+ class TestShgoSobolTestFunctions:
347
+ """
348
+ Global optimisation tests with Sobol sampling:
349
+ """
350
+
351
+ # Sobol algorithm
352
+ def test_f1_1_sobol(self):
353
+ """Multivariate test function 1:
354
+ x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]"""
355
+ run_test(test1_1)
356
+
357
+ def test_f1_2_sobol(self):
358
+ """Multivariate test function 1:
359
+ x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]"""
360
+ run_test(test1_2)
361
+
362
+ def test_f1_3_sobol(self):
363
+ """Multivariate test function 1:
364
+ x[0]**2 + x[1]**2 with bounds=[(None, None),(None, None)]"""
365
+ options = {'disp': True}
366
+ run_test(test1_3, options=options)
367
+
368
+ def test_f2_1_sobol(self):
369
+ """Univariate test function on
370
+ f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]"""
371
+ run_test(test2_1)
372
+
373
+ def test_f2_2_sobol(self):
374
+ """Univariate test function on
375
+ f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]"""
376
+ run_test(test2_2)
377
+
378
+ def test_f3_sobol(self):
379
+ """NLP: Hock and Schittkowski problem 18"""
380
+ run_test(test3_1)
381
+
382
+ @pytest.mark.slow
383
+ def test_f4_sobol(self):
384
+ """NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)"""
385
+ options = {'infty_constraints': False}
386
+ # run_test(test4_1, n=990, options=options)
387
+ run_test(test4_1, n=990 * 2, options=options)
388
+
389
+ def test_f5_1_sobol(self):
390
+ """NLP: Eggholder, multimodal"""
391
+ # run_test(test5_1, n=30)
392
+ run_test(test5_1, n=60)
393
+
394
+ def test_f5_2_sobol(self):
395
+ """NLP: Eggholder, multimodal"""
396
+ # run_test(test5_1, n=60, iters=5)
397
+ run_test(test5_1, n=60, iters=5)
398
+
399
+ # def test_t911(self):
400
+ # """1D tabletop function"""
401
+ # run_test(test11_1)
402
+
403
+
404
+ class TestShgoSimplicialTestFunctions:
405
+ """
406
+ Global optimisation tests with Simplicial sampling:
407
+ """
408
+
409
+ def test_f1_1_simplicial(self):
410
+ """Multivariate test function 1:
411
+ x[0]**2 + x[1]**2 with bounds=[(-1, 6), (-1, 6)]"""
412
+ run_test(test1_1, n=1, sampling_method='simplicial')
413
+
414
+ def test_f1_2_simplicial(self):
415
+ """Multivariate test function 1:
416
+ x[0]**2 + x[1]**2 with bounds=[(0, 1), (0, 1)]"""
417
+ run_test(test1_2, n=1, sampling_method='simplicial')
418
+
419
+ def test_f1_3_simplicial(self):
420
+ """Multivariate test function 1: x[0]**2 + x[1]**2
421
+ with bounds=[(None, None),(None, None)]"""
422
+ run_test(test1_3, n=5, sampling_method='simplicial')
423
+
424
+ def test_f2_1_simplicial(self):
425
+ """Univariate test function on
426
+ f(x) = (x - 30) * sin(x) with bounds=[(0, 60)]"""
427
+ options = {'minimize_every_iter': False}
428
+ run_test(test2_1, n=200, iters=7, options=options,
429
+ sampling_method='simplicial')
430
+
431
+ def test_f2_2_simplicial(self):
432
+ """Univariate test function on
433
+ f(x) = (x - 30) * sin(x) bounds=[(0, 4.5)]"""
434
+ run_test(test2_2, n=1, sampling_method='simplicial')
435
+
436
+ def test_f3_simplicial(self):
437
+ """NLP: Hock and Schittkowski problem 18"""
438
+ run_test(test3_1, n=1, sampling_method='simplicial')
439
+
440
+ @pytest.mark.slow
441
+ def test_f4_simplicial(self):
442
+ """NLP: (High dimensional) Hock and Schittkowski 11 problem (HS11)"""
443
+ run_test(test4_1, n=1, sampling_method='simplicial')
444
+
445
+ def test_lj_symmetry_old(self):
446
+ """LJ: Symmetry-constrained test function"""
447
+ options = {'symmetry': True,
448
+ 'disp': True}
449
+ args = (6,) # Number of atoms
450
+ run_test(testLJ, args=args, n=300,
451
+ options=options, iters=1,
452
+ sampling_method='simplicial')
453
+
454
+ def test_f5_1_lj_symmetry(self):
455
+ """LJ: Symmetry constrained test function"""
456
+ options = {'symmetry': [0, ] * 6,
457
+ 'disp': True}
458
+ args = (6,) # No. of atoms
459
+
460
+ run_test(testLJ, args=args, n=300,
461
+ options=options, iters=1,
462
+ sampling_method='simplicial')
463
+
464
+ def test_f5_2_cons_symmetry(self):
465
+ """Symmetry constrained test function"""
466
+ options = {'symmetry': [0, 0],
467
+ 'disp': True}
468
+
469
+ run_test(test1_1, n=200,
470
+ options=options, iters=1,
471
+ sampling_method='simplicial')
472
+
473
+ @pytest.mark.fail_slow(10)
474
+ def test_f5_3_cons_symmetry(self):
475
+ """Asymmetrically constrained test function"""
476
+ options = {'symmetry': [0, 0, 0, 3],
477
+ 'disp': True}
478
+
479
+ run_test(test_s, n=10000,
480
+ options=options,
481
+ iters=1,
482
+ sampling_method='simplicial')
483
+
484
+ @pytest.mark.skip("Not a test")
485
+ def test_f0_min_variance(self):
486
+ """Return a minimum on a perfectly symmetric problem, based on
487
+ gh10429"""
488
+ avg = 0.5 # Given average value of x
489
+ cons = {'type': 'eq', 'fun': lambda x: np.mean(x) - avg}
490
+
491
+ # Minimize the variance of x under the given constraint
492
+ res = shgo(np.var, bounds=6 * [(0, 1)], constraints=cons)
493
+ assert res.success
494
+ assert_allclose(res.fun, 0, atol=1e-15)
495
+ assert_allclose(res.x, 0.5)
496
+
497
+ @pytest.mark.skip("Not a test")
498
+ def test_f0_min_variance_1D(self):
499
+ """Return a minimum on a perfectly symmetric 1D problem, based on
500
+ gh10538"""
501
+
502
+ def fun(x):
503
+ return x * (x - 1.0) * (x - 0.5)
504
+
505
+ bounds = [(0, 1)]
506
+ res = shgo(fun, bounds=bounds)
507
+ ref = minimize_scalar(fun, bounds=bounds[0])
508
+ assert res.success
509
+ assert_allclose(res.fun, ref.fun)
510
+ assert_allclose(res.x, ref.x, rtol=1e-6)
511
+
512
+ # Argument test functions
513
+ class TestShgoArguments:
514
+ def test_1_1_simpl_iter(self):
515
+ """Iterative simplicial sampling on TestFunction 1 (multivariate)"""
516
+ run_test(test1_2, n=None, iters=2, sampling_method='simplicial')
517
+
518
+ def test_1_2_simpl_iter(self):
519
+ """Iterative simplicial on TestFunction 2 (univariate)"""
520
+ options = {'minimize_every_iter': False}
521
+ run_test(test2_1, n=None, iters=9, options=options,
522
+ sampling_method='simplicial')
523
+
524
+ def test_2_1_sobol_iter(self):
525
+ """Iterative Sobol sampling on TestFunction 1 (multivariate)"""
526
+ run_test(test1_2, n=None, iters=1, sampling_method='sobol')
527
+
528
+ def test_2_2_sobol_iter(self):
529
+ """Iterative Sobol sampling on TestFunction 2 (univariate)"""
530
+ res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
531
+ n=None, iters=1, sampling_method='sobol')
532
+
533
+ np.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5, atol=1e-5)
534
+ np.testing.assert_allclose(res.fun, test2_1.expected_fun, atol=1e-5)
535
+
536
+ def test_3_1_disp_simplicial(self):
537
+ """Iterative sampling on TestFunction 1 and 2 (multi and univariate)
538
+ """
539
+
540
+ def callback_func(x):
541
+ print("Local minimization callback test")
542
+
543
+ for test in [test1_1, test2_1]:
544
+ shgo(test.f, test.bounds, iters=1,
545
+ sampling_method='simplicial',
546
+ callback=callback_func, options={'disp': True})
547
+ shgo(test.f, test.bounds, n=1, sampling_method='simplicial',
548
+ callback=callback_func, options={'disp': True})
549
+
550
+ def test_3_2_disp_sobol(self):
551
+ """Iterative sampling on TestFunction 1 and 2 (multi and univariate)"""
552
+
553
+ def callback_func(x):
554
+ print("Local minimization callback test")
555
+
556
+ for test in [test1_1, test2_1]:
557
+ shgo(test.f, test.bounds, iters=1, sampling_method='sobol',
558
+ callback=callback_func, options={'disp': True})
559
+
560
+ shgo(test.f, test.bounds, n=1, sampling_method='simplicial',
561
+ callback=callback_func, options={'disp': True})
562
+
563
+ def test_args_gh14589(self):
564
+ """Using `args` used to cause `shgo` to fail; see #14589, #15986,
565
+ #16506"""
566
+ res = shgo(func=lambda x, y, z: x * z + y, bounds=[(0, 3)], args=(1, 2)
567
+ )
568
+ ref = shgo(func=lambda x: 2 * x + 1, bounds=[(0, 3)])
569
+ assert_allclose(res.fun, ref.fun)
570
+ assert_allclose(res.x, ref.x)
571
+
572
+ @pytest.mark.slow
573
+ def test_4_1_known_f_min(self):
574
+ """Test known function minima stopping criteria"""
575
+ # Specify known function value
576
+ options = {'f_min': test4_1.expected_fun,
577
+ 'f_tol': 1e-6,
578
+ 'minimize_every_iter': True}
579
+ # TODO: Make default n higher for faster tests
580
+ run_test(test4_1, n=None, test_atol=1e-5, options=options,
581
+ sampling_method='simplicial')
582
+
583
+ @pytest.mark.slow
584
+ def test_4_2_known_f_min(self):
585
+ """Test Global mode limiting local evaluations"""
586
+ options = { # Specify known function value
587
+ 'f_min': test4_1.expected_fun,
588
+ 'f_tol': 1e-6,
589
+ # Specify number of local iterations to perform
590
+ 'minimize_every_iter': True,
591
+ 'local_iter': 1}
592
+
593
+ run_test(test4_1, n=None, test_atol=1e-5, options=options,
594
+ sampling_method='simplicial')
595
+
596
+ def test_4_4_known_f_min(self):
597
+ """Test Global mode limiting local evaluations for 1D funcs"""
598
+ options = { # Specify known function value
599
+ 'f_min': test2_1.expected_fun,
600
+ 'f_tol': 1e-6,
601
+ # Specify number of local iterations to perform+
602
+ 'minimize_every_iter': True,
603
+ 'local_iter': 1,
604
+ 'infty_constraints': False}
605
+
606
+ res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
607
+ n=None, iters=None, options=options,
608
+ sampling_method='sobol')
609
+ np.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5, atol=1e-5)
610
+
611
+ def test_5_1_simplicial_argless(self):
612
+ """Test Default simplicial sampling settings on TestFunction 1"""
613
+ res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons)
614
+ np.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5, atol=1e-5)
615
+
616
+ def test_5_2_sobol_argless(self):
617
+ """Test Default sobol sampling settings on TestFunction 1"""
618
+ res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons,
619
+ sampling_method='sobol')
620
+ np.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5, atol=1e-5)
621
+
622
+ def test_6_1_simplicial_max_iter(self):
623
+ """Test that maximum iteration option works on TestFunction 3"""
624
+ options = {'max_iter': 2}
625
+ res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons,
626
+ options=options, sampling_method='simplicial')
627
+ np.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5, atol=1e-5)
628
+ np.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5)
629
+
630
+ def test_6_2_simplicial_min_iter(self):
631
+ """Test that maximum iteration option works on TestFunction 3"""
632
+ options = {'min_iter': 2}
633
+ res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons,
634
+ options=options, sampling_method='simplicial')
635
+ np.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5, atol=1e-5)
636
+ np.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5)
637
+
638
+ def test_7_1_minkwargs(self):
639
+ """Test the minimizer_kwargs arguments for solvers with constraints"""
640
+ # Test solvers
641
+ for solver in ['COBYLA', 'COBYQA', 'SLSQP']:
642
+ # Note that passing global constraints to SLSQP is tested in other
643
+ # unittests which run test4_1 normally
644
+ minimizer_kwargs = {'method': solver,
645
+ 'constraints': test3_1.cons}
646
+ run_test(test3_1, n=100, test_atol=1e-3,
647
+ minimizer_kwargs=minimizer_kwargs,
648
+ sampling_method='sobol')
649
+
650
+ def test_7_2_minkwargs(self):
651
+ """Test the minimizer_kwargs default inits"""
652
+ minimizer_kwargs = {'ftol': 1e-5}
653
+ options = {'disp': True} # For coverage purposes
654
+ SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0],
655
+ minimizer_kwargs=minimizer_kwargs, options=options)
656
+
657
+ def test_7_3_minkwargs(self):
658
+ """Test minimizer_kwargs arguments for solvers without constraints"""
659
+ for solver in ['Nelder-Mead', 'Powell', 'CG', 'BFGS', 'Newton-CG',
660
+ 'L-BFGS-B', 'TNC', 'dogleg', 'trust-ncg', 'trust-exact',
661
+ 'trust-krylov']:
662
+ def jac(x):
663
+ return np.array([2 * x[0], 2 * x[1]]).T
664
+
665
+ def hess(x):
666
+ return np.array([[2, 0], [0, 2]])
667
+
668
+ minimizer_kwargs = {'method': solver,
669
+ 'jac': jac,
670
+ 'hess': hess}
671
+ logging.info(f"Solver = {solver}")
672
+ logging.info("=" * 100)
673
+ run_test(test1_1, n=100, test_atol=1e-3,
674
+ minimizer_kwargs=minimizer_kwargs,
675
+ sampling_method='sobol')
676
+
677
+ def test_8_homology_group_diff(self):
678
+ options = {'minhgrd': 1,
679
+ 'minimize_every_iter': True}
680
+
681
+ run_test(test1_1, n=None, iters=None, options=options,
682
+ sampling_method='simplicial')
683
+
684
+ def test_9_cons_g(self):
685
+ """Test single function constraint passing"""
686
+ SHGO(test3_1.f, test3_1.bounds, constraints=test3_1.cons[0])
687
+
688
+ @pytest.mark.xfail(IS_PYPY and sys.platform == 'win32',
689
+ reason="Failing and fix in PyPy not planned (see gh-18632)")
690
+ def test_10_finite_time(self):
691
+ """Test single function constraint passing"""
692
+ options = {'maxtime': 1e-15}
693
+
694
+ def f(x):
695
+ time.sleep(1e-14)
696
+ return 0.0
697
+
698
+ res = shgo(f, test1_1.bounds, iters=5, options=options)
699
+ # Assert that only 1 rather than 5 requested iterations ran:
700
+ assert res.nit == 1
701
+
702
+ def test_11_f_min_0(self):
703
+ """Test to cover the case where f_lowest == 0"""
704
+ options = {'f_min': 0.0,
705
+ 'disp': True}
706
+ res = shgo(test1_2.f, test1_2.bounds, n=10, iters=None,
707
+ options=options, sampling_method='sobol')
708
+ np.testing.assert_equal(0, res.x[0])
709
+ np.testing.assert_equal(0, res.x[1])
710
+
711
+ # @nottest
712
+ @pytest.mark.skip(reason="no way of currently testing this")
713
+ def test_12_sobol_inf_cons(self):
714
+ """Test to cover the case where f_lowest == 0"""
715
+ # TODO: This test doesn't cover anything new, it is unknown what the
716
+ # original test was intended for as it was never complete. Delete or
717
+ # replace in the future.
718
+ options = {'maxtime': 1e-15,
719
+ 'f_min': 0.0}
720
+ res = shgo(test1_2.f, test1_2.bounds, n=1, iters=None,
721
+ options=options, sampling_method='sobol')
722
+ np.testing.assert_equal(0.0, res.fun)
723
+
724
+ def test_13_high_sobol(self):
725
+ """Test init of high-dimensional sobol sequences"""
726
+
727
+ def f(x):
728
+ return 0
729
+
730
+ bounds = [(None, None), ] * 41
731
+ SHGOc = SHGO(f, bounds, sampling_method='sobol')
732
+ # SHGOc.sobol_points(2, 50)
733
+ SHGOc.sampling_function(2, 50)
734
+
735
+ def test_14_local_iter(self):
736
+ """Test limited local iterations for a pseudo-global mode"""
737
+ options = {'local_iter': 4}
738
+ run_test(test5_1, n=60, options=options)
739
+
740
+ def test_15_min_every_iter(self):
741
+ """Test minimize every iter options and cover function cache"""
742
+ options = {'minimize_every_iter': True}
743
+ run_test(test1_1, n=1, iters=7, options=options,
744
+ sampling_method='sobol')
745
+
746
+ def test_16_disp_bounds_minimizer(self, capsys):
747
+ """Test disp=True with minimizers that do not support bounds """
748
+ options = {'disp': True}
749
+ minimizer_kwargs = {'method': 'nelder-mead'}
750
+ run_test(test1_2, sampling_method='simplicial',
751
+ options=options, minimizer_kwargs=minimizer_kwargs)
752
+
753
+ def test_17_custom_sampling(self):
754
+ """Test the functionality to add custom sampling methods to shgo"""
755
+
756
+ def sample(n, d):
757
+ return np.random.uniform(size=(n, d))
758
+
759
+ run_test(test1_1, n=30, sampling_method=sample)
760
+
761
+ def test_18_bounds_class(self):
762
+ # test that new and old bounds yield same result
763
+ def f(x):
764
+ return np.square(x).sum()
765
+
766
+ lb = [-6., 1., -5.]
767
+ ub = [-1., 3., 5.]
768
+ bounds_old = list(zip(lb, ub))
769
+ bounds_new = Bounds(lb, ub)
770
+
771
+ res_old_bounds = shgo(f, bounds_old)
772
+ res_new_bounds = shgo(f, bounds_new)
773
+
774
+ assert res_new_bounds.nfev == res_old_bounds.nfev
775
+ assert res_new_bounds.message == res_old_bounds.message
776
+ assert res_new_bounds.success == res_old_bounds.success
777
+ x_opt = np.array([-1., 1., 0.])
778
+ np.testing.assert_allclose(res_new_bounds.x, x_opt)
779
+ np.testing.assert_allclose(res_new_bounds.x, res_old_bounds.x)
780
+
781
+ @pytest.mark.fail_slow(10)
782
+ def test_19_parallelization(self):
783
+ """Test the functionality to add custom sampling methods to shgo"""
784
+
785
+ with Pool(2) as p:
786
+ run_test(test1_1, n=30, workers=p.map) # Constrained
787
+ run_test(test1_1, n=30, workers=map) # Constrained
788
+ with Pool(2) as p:
789
+ run_test(test_s, n=30, workers=p.map) # Unconstrained
790
+ run_test(test_s, n=30, workers=map) # Unconstrained
791
+
792
+ def test_20_constrained_args(self):
793
+ """Test that constraints can be passed to arguments"""
794
+
795
+ def eggholder(x):
796
+ return (
797
+ -(x[1] + 47.0)*np.sin(np.sqrt(abs(x[0] / 2.0 + (x[1] + 47.0))))
798
+ - x[0]*np.sin(np.sqrt(abs(x[0] - (x[1] + 47.0))))
799
+ )
800
+
801
+ def f(x): # (cattle-feed)
802
+ return 24.55 * x[0] + 26.75 * x[1] + 39 * x[2] + 40.50 * x[3]
803
+
804
+ bounds = [(0, 1.0), ] * 4
805
+
806
+ def g1_modified(x, i):
807
+ return i * 2.3 * x[0] + i * 5.6 * x[1] + 11.1 * x[2] + 1.3 * x[
808
+ 3] - 5 # >=0
809
+
810
+ def g2(x):
811
+ return (
812
+ 12*x[0] + 11.9*x[1] + 41.8*x[2] + 52.1*x[3] - 21
813
+ - 1.645*np.sqrt(
814
+ 0.28*x[0]**2 + 0.19*x[1]**2 + 20.5*x[2]**2 + 0.62*x[3]**2
815
+ )
816
+ ) # >=0
817
+
818
+ def h1(x):
819
+ return x[0] + x[1] + x[2] + x[3] - 1 # == 0
820
+
821
+ cons = ({'type': 'ineq', 'fun': g1_modified, "args": (0,)},
822
+ {'type': 'ineq', 'fun': g2},
823
+ {'type': 'eq', 'fun': h1})
824
+
825
+ shgo(f, bounds, n=300, iters=1, constraints=cons)
826
+ # using constrain with arguments AND sampling method sobol
827
+ shgo(f, bounds, n=300, iters=1, constraints=cons,
828
+ sampling_method='sobol')
829
+
830
+ def test_21_1_jac_true(self):
831
+ """Test that shgo can handle objective functions that return the
832
+ gradient alongside the objective value. Fixes gh-13547"""
833
+ # previous
834
+ def func(x):
835
+ return np.sum(np.power(x, 2)), 2 * x
836
+
837
+ shgo(
838
+ func,
839
+ bounds=[[-1, 1], [1, 2]],
840
+ n=100, iters=5,
841
+ sampling_method="sobol",
842
+ minimizer_kwargs={'method': 'SLSQP', 'jac': True}
843
+ )
844
+
845
+ # new
846
+ def func(x):
847
+ return np.sum(x ** 2), 2 * x
848
+
849
+ bounds = [[-1, 1], [1, 2], [-1, 1], [1, 2], [0, 3]]
850
+
851
+ res = shgo(func, bounds=bounds, sampling_method="sobol",
852
+ minimizer_kwargs={'method': 'SLSQP', 'jac': True})
853
+ ref = minimize(func, x0=[1, 1, 1, 1, 1], bounds=bounds,
854
+ jac=True)
855
+ assert res.success
856
+ assert_allclose(res.fun, ref.fun)
857
+ assert_allclose(res.x, ref.x, atol=1e-15)
858
+
859
+ @pytest.mark.parametrize('derivative', ['jac', 'hess', 'hessp'])
860
+ def test_21_2_derivative_options(self, derivative):
861
+ """shgo used to raise an error when passing `options` with 'jac'
862
+ # see gh-12963. check that this is resolved
863
+ """
864
+
865
+ def objective(x):
866
+ return 3 * x[0] * x[0] + 2 * x[0] + 5
867
+
868
+ def gradient(x):
869
+ return 6 * x[0] + 2
870
+
871
+ def hess(x):
872
+ return 6
873
+
874
+ def hessp(x, p):
875
+ return 6 * p
876
+
877
+ derivative_funcs = {'jac': gradient, 'hess': hess, 'hessp': hessp}
878
+ options = {derivative: derivative_funcs[derivative]}
879
+ minimizer_kwargs = {'method': 'trust-constr'}
880
+
881
+ bounds = [(-100, 100)]
882
+ res = shgo(objective, bounds, minimizer_kwargs=minimizer_kwargs,
883
+ options=options)
884
+ ref = minimize(objective, x0=[0], bounds=bounds, **minimizer_kwargs,
885
+ **options)
886
+
887
+ assert res.success
888
+ np.testing.assert_allclose(res.fun, ref.fun)
889
+ np.testing.assert_allclose(res.x, ref.x)
890
+
891
+ def test_21_3_hess_options_rosen(self):
892
+ """Ensure the Hessian gets passed correctly to the local minimizer
893
+ routine. Previous report gh-14533.
894
+ """
895
+ bounds = [(0, 1.6), (0, 1.6), (0, 1.4), (0, 1.4), (0, 1.4)]
896
+ options = {'jac': rosen_der, 'hess': rosen_hess}
897
+ minimizer_kwargs = {'method': 'Newton-CG'}
898
+ res = shgo(rosen, bounds, minimizer_kwargs=minimizer_kwargs,
899
+ options=options)
900
+ ref = minimize(rosen, np.zeros(5), method='Newton-CG',
901
+ **options)
902
+ assert res.success
903
+ assert_allclose(res.fun, ref.fun)
904
+ assert_allclose(res.x, ref.x, atol=1e-15)
905
+
906
+ def test_21_arg_tuple_sobol(self):
907
+ """shgo used to raise an error when passing `args` with Sobol sampling
908
+ # see gh-12114. check that this is resolved"""
909
+
910
+ def fun(x, k):
911
+ return x[0] ** k
912
+
913
+ constraints = ({'type': 'ineq', 'fun': lambda x: x[0] - 1})
914
+
915
+ bounds = [(0, 10)]
916
+ res = shgo(fun, bounds, args=(1,), constraints=constraints,
917
+ sampling_method='sobol')
918
+ ref = minimize(fun, np.zeros(1), bounds=bounds, args=(1,),
919
+ constraints=constraints)
920
+ assert res.success
921
+ assert_allclose(res.fun, ref.fun)
922
+ assert_allclose(res.x, ref.x)
923
+
924
+
925
+ # Failure test functions
926
+ class TestShgoFailures:
927
+ def test_1_maxiter(self):
928
+ """Test failure on insufficient iterations"""
929
+ options = {'maxiter': 2}
930
+ res = shgo(test4_1.f, test4_1.bounds, n=2, iters=None,
931
+ options=options, sampling_method='sobol')
932
+
933
+ np.testing.assert_equal(False, res.success)
934
+ # np.testing.assert_equal(4, res.nfev)
935
+ np.testing.assert_equal(4, res.tnev)
936
+
937
+ def test_2_sampling(self):
938
+ """Rejection of unknown sampling method"""
939
+ assert_raises(ValueError, shgo, test1_1.f, test1_1.bounds,
940
+ sampling_method='not_Sobol')
941
+
942
+ def test_3_1_no_min_pool_sobol(self):
943
+ """Check that the routine stops when no minimiser is found
944
+ after maximum specified function evaluations"""
945
+ options = {'maxfev': 10,
946
+ # 'maxev': 10,
947
+ 'disp': True}
948
+ res = shgo(test_table.f, test_table.bounds, n=3, options=options,
949
+ sampling_method='sobol')
950
+ np.testing.assert_equal(False, res.success)
951
+ # np.testing.assert_equal(9, res.nfev)
952
+ np.testing.assert_equal(12, res.nfev)
953
+
954
+ def test_3_2_no_min_pool_simplicial(self):
955
+ """Check that the routine stops when no minimiser is found
956
+ after maximum specified sampling evaluations"""
957
+ options = {'maxev': 10,
958
+ 'disp': True}
959
+ res = shgo(test_table.f, test_table.bounds, n=3, options=options,
960
+ sampling_method='simplicial')
961
+ np.testing.assert_equal(False, res.success)
962
+
963
+ def test_4_1_bound_err(self):
964
+ """Specified bounds ub > lb"""
965
+ bounds = [(6, 3), (3, 5)]
966
+ assert_raises(ValueError, shgo, test1_1.f, bounds)
967
+
968
+ def test_4_2_bound_err(self):
969
+ """Specified bounds are of the form (lb, ub)"""
970
+ bounds = [(3, 5, 5), (3, 5)]
971
+ assert_raises(ValueError, shgo, test1_1.f, bounds)
972
+
973
+ def test_5_1_1_infeasible_sobol(self):
974
+ """Ensures the algorithm terminates on infeasible problems
975
+ after maxev is exceeded. Use infty constraints option"""
976
+ options = {'maxev': 100,
977
+ 'disp': True}
978
+
979
+ res = shgo(test_infeasible.f, test_infeasible.bounds,
980
+ constraints=test_infeasible.cons, n=100, options=options,
981
+ sampling_method='sobol')
982
+
983
+ np.testing.assert_equal(False, res.success)
984
+
985
+ def test_5_1_2_infeasible_sobol(self):
986
+ """Ensures the algorithm terminates on infeasible problems
987
+ after maxev is exceeded. Do not use infty constraints option"""
988
+ options = {'maxev': 100,
989
+ 'disp': True,
990
+ 'infty_constraints': False}
991
+
992
+ res = shgo(test_infeasible.f, test_infeasible.bounds,
993
+ constraints=test_infeasible.cons, n=100, options=options,
994
+ sampling_method='sobol')
995
+
996
+ np.testing.assert_equal(False, res.success)
997
+
998
+ def test_5_2_infeasible_simplicial(self):
999
+ """Ensures the algorithm terminates on infeasible problems
1000
+ after maxev is exceeded."""
1001
+ options = {'maxev': 1000,
1002
+ 'disp': False}
1003
+
1004
+ res = shgo(test_infeasible.f, test_infeasible.bounds,
1005
+ constraints=test_infeasible.cons, n=100, options=options,
1006
+ sampling_method='simplicial')
1007
+
1008
+ np.testing.assert_equal(False, res.success)
1009
+
1010
+ @pytest.mark.thread_unsafe
1011
+ def test_6_1_lower_known_f_min(self):
1012
+ """Test Global mode limiting local evaluations with f* too high"""
1013
+ options = { # Specify known function value
1014
+ 'f_min': test2_1.expected_fun + 2.0,
1015
+ 'f_tol': 1e-6,
1016
+ # Specify number of local iterations to perform+
1017
+ 'minimize_every_iter': True,
1018
+ 'local_iter': 1,
1019
+ 'infty_constraints': False}
1020
+ args = (test2_1.f, test2_1.bounds)
1021
+ kwargs = {'constraints': test2_1.cons,
1022
+ 'n': None,
1023
+ 'iters': None,
1024
+ 'options': options,
1025
+ 'sampling_method': 'sobol'
1026
+ }
1027
+ warns(UserWarning, shgo, *args, **kwargs)
1028
+
1029
+ def test(self):
1030
+ from scipy.optimize import rosen, shgo
1031
+ bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
1032
+
1033
+ def fun(x):
1034
+ fun.nfev += 1
1035
+ return rosen(x)
1036
+
1037
+ fun.nfev = 0
1038
+
1039
+ result = shgo(fun, bounds)
1040
+ print(result.x, result.fun, fun.nfev) # 50
1041
+
1042
+
1043
+ # Returns
1044
+ class TestShgoReturns:
1045
+ def test_1_nfev_simplicial(self):
1046
+ bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
1047
+
1048
+ def fun(x):
1049
+ fun.nfev += 1
1050
+ return rosen(x)
1051
+
1052
+ fun.nfev = 0
1053
+
1054
+ result = shgo(fun, bounds)
1055
+ np.testing.assert_equal(fun.nfev, result.nfev)
1056
+
1057
+ def test_1_nfev_sobol(self):
1058
+ bounds = [(0, 2), (0, 2), (0, 2), (0, 2), (0, 2)]
1059
+
1060
+ def fun(x):
1061
+ fun.nfev += 1
1062
+ return rosen(x)
1063
+
1064
+ fun.nfev = 0
1065
+
1066
+ result = shgo(fun, bounds, sampling_method='sobol')
1067
+ np.testing.assert_equal(fun.nfev, result.nfev)
1068
+
1069
+
1070
+ def test_vector_constraint():
1071
+ # gh15514
1072
+ def quad(x):
1073
+ x = np.asarray(x)
1074
+ return [np.sum(x ** 2)]
1075
+
1076
+ nlc = NonlinearConstraint(quad, [2.2], [3])
1077
+ oldc = new_constraint_to_old(nlc, np.array([1.0, 1.0]))
1078
+
1079
+ res = shgo(rosen, [(0, 10), (0, 10)], constraints=oldc, sampling_method='sobol')
1080
+ assert np.all(np.sum((res.x)**2) >= 2.2)
1081
+ assert np.all(np.sum((res.x) ** 2) <= 3.0)
1082
+ assert res.success
1083
+
1084
+
1085
+ @pytest.mark.filterwarnings("ignore:delta_grad")
1086
+ def test_trust_constr():
1087
+ def quad(x):
1088
+ x = np.asarray(x)
1089
+ return [np.sum(x ** 2)]
1090
+
1091
+ nlc = NonlinearConstraint(quad, [2.6], [3])
1092
+ minimizer_kwargs = {'method': 'trust-constr'}
1093
+ # note that we don't supply the constraints in minimizer_kwargs,
1094
+ # so if the final result obeys the constraints we know that shgo
1095
+ # passed them on to 'trust-constr'
1096
+ res = shgo(
1097
+ rosen,
1098
+ [(0, 10), (0, 10)],
1099
+ constraints=nlc,
1100
+ sampling_method='sobol',
1101
+ minimizer_kwargs=minimizer_kwargs
1102
+ )
1103
+ assert np.all(np.sum((res.x)**2) >= 2.6)
1104
+ assert np.all(np.sum((res.x) ** 2) <= 3.0)
1105
+ assert res.success
1106
+
1107
+
1108
+ def test_equality_constraints():
1109
+ # gh16260
1110
+ bounds = [(0.9, 4.0)] * 2 # Constrain probabilities to 0 and 1.
1111
+
1112
+ def faulty(x):
1113
+ return x[0] + x[1]
1114
+
1115
+ nlc = NonlinearConstraint(faulty, 3.9, 3.9)
1116
+ res = shgo(rosen, bounds=bounds, constraints=nlc)
1117
+ assert_allclose(np.sum(res.x), 3.9)
1118
+
1119
+ def faulty(x):
1120
+ return x[0] + x[1] - 3.9
1121
+
1122
+ constraints = {'type': 'eq', 'fun': faulty}
1123
+ res = shgo(rosen, bounds=bounds, constraints=constraints)
1124
+ assert_allclose(np.sum(res.x), 3.9)
1125
+
1126
+ bounds = [(0, 1.0)] * 4
1127
+ # sum of variable should equal 1.
1128
+ def faulty(x):
1129
+ return x[0] + x[1] + x[2] + x[3] - 1
1130
+
1131
+ # options = {'minimize_every_iter': True, 'local_iter':10}
1132
+ constraints = {'type': 'eq', 'fun': faulty}
1133
+ res = shgo(
1134
+ lambda x: - np.prod(x),
1135
+ bounds=bounds,
1136
+ constraints=constraints,
1137
+ sampling_method='sobol'
1138
+ )
1139
+ assert_allclose(np.sum(res.x), 1.0)
1140
+
1141
+ def test_gh16971():
1142
+ def cons(x):
1143
+ return np.sum(x**2) - 0
1144
+
1145
+ c = {'fun': cons, 'type': 'ineq'}
1146
+ minimizer_kwargs = {
1147
+ 'method': 'COBYLA',
1148
+ 'options': {'rhobeg': 5, 'tol': 5e-1, 'catol': 0.05}
1149
+ }
1150
+
1151
+ s = SHGO(
1152
+ rosen, [(0, 10)]*2, constraints=c, minimizer_kwargs=minimizer_kwargs
1153
+ )
1154
+
1155
+ assert s.minimizer_kwargs['method'].lower() == 'cobyla'
1156
+ assert s.minimizer_kwargs['options']['catol'] == 0.05
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_bracket.py ADDED
@@ -0,0 +1,871 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+
3
+ import numpy as np
4
+
5
+ from scipy.optimize._bracket import _ELIMITS
6
+ from scipy.optimize.elementwise import bracket_root, bracket_minimum
7
+ import scipy._lib._elementwise_iterative_method as eim
8
+ from scipy import stats
9
+ from scipy._lib._array_api_no_0d import (xp_assert_close, xp_assert_equal,
10
+ xp_assert_less, array_namespace)
11
+ from scipy._lib._array_api import xp_ravel
12
+ from scipy.conftest import array_api_compatible
13
+
14
+
15
+ # These tests were originally written for the private `optimize._bracket`
16
+ # interfaces, but now we want the tests to check the behavior of the public
17
+ # `optimize.elementwise` interfaces. Therefore, rather than importing
18
+ # `_bracket_root`/`_bracket_minimum` from `_bracket.py`, we import
19
+ # `bracket_root`/`bracket_minimum` from `optimize.elementwise` and wrap those
20
+ # functions to conform to the private interface. This may look a little strange,
21
+ # since it effectively just inverts the interface transformation done within the
22
+ # `bracket_root`/`bracket_minimum` functions, but it allows us to run the original,
23
+ # unmodified tests on the public interfaces, simplifying the PR that adds
24
+ # the public interfaces. We'll refactor this when we want to @parametrize the
25
+ # tests over multiple `method`s.
26
+ def _bracket_root(*args, **kwargs):
27
+ res = bracket_root(*args, **kwargs)
28
+ res.xl, res.xr = res.bracket
29
+ res.fl, res.fr = res.f_bracket
30
+ del res.bracket
31
+ del res.f_bracket
32
+ return res
33
+
34
+
35
+ def _bracket_minimum(*args, **kwargs):
36
+ res = bracket_minimum(*args, **kwargs)
37
+ res.xl, res.xm, res.xr = res.bracket
38
+ res.fl, res.fm, res.fr = res.f_bracket
39
+ del res.bracket
40
+ del res.f_bracket
41
+ return res
42
+
43
+
44
+ array_api_strict_skip_reason = 'Array API does not support fancy indexing assignment.'
45
+ jax_skip_reason = 'JAX arrays do not support item assignment.'
46
+
47
+ @pytest.mark.skip_xp_backends('array_api_strict', reason=array_api_strict_skip_reason)
48
+ @pytest.mark.skip_xp_backends('jax.numpy', reason=jax_skip_reason)
49
+ @array_api_compatible
50
+ @pytest.mark.usefixtures("skip_xp_backends")
51
+ class TestBracketRoot:
52
+ @pytest.mark.parametrize("seed", (615655101, 3141866013, 238075752))
53
+ @pytest.mark.parametrize("use_xmin", (False, True))
54
+ @pytest.mark.parametrize("other_side", (False, True))
55
+ @pytest.mark.parametrize("fix_one_side", (False, True))
56
+ def test_nfev_expected(self, seed, use_xmin, other_side, fix_one_side, xp):
57
+ # Property-based test to confirm that _bracket_root is behaving as
58
+ # expected. The basic case is when root < a < b.
59
+ # The number of times bracket expands (per side) can be found by
60
+ # setting the expression for the left endpoint of the bracket to the
61
+ # root of f (x=0), solving for i, and rounding up. The corresponding
62
+ # lower and upper ends of the bracket are found by plugging this back
63
+ # into the expression for the ends of the bracket.
64
+ # `other_side=True` is the case that a < b < root
65
+ # Special cases like a < root < b are tested separately
66
+ rng = np.random.default_rng(seed)
67
+ xl0, d, factor = xp.asarray(rng.random(size=3) * [1e5, 10, 5])
68
+ factor = 1 + factor # factor must be greater than 1
69
+ xr0 = xl0 + d # xr0 must be greater than a in basic case
70
+
71
+ def f(x):
72
+ f.count += 1
73
+ return x # root is 0
74
+
75
+ if use_xmin:
76
+ xmin = xp.asarray(-rng.random())
77
+ n = xp.ceil(xp.log(-(xl0 - xmin) / xmin) / xp.log(factor))
78
+ l, u = xmin + (xl0 - xmin)*factor**-n, xmin + (xl0 - xmin)*factor**-(n - 1)
79
+ kwargs = dict(xl0=xl0, xr0=xr0, factor=factor, xmin=xmin)
80
+ else:
81
+ n = xp.ceil(xp.log(xr0/d) / xp.log(factor))
82
+ l, u = xr0 - d*factor**n, xr0 - d*factor**(n-1)
83
+ kwargs = dict(xl0=xl0, xr0=xr0, factor=factor)
84
+
85
+ if other_side:
86
+ kwargs['xl0'], kwargs['xr0'] = -kwargs['xr0'], -kwargs['xl0']
87
+ l, u = -u, -l
88
+ if 'xmin' in kwargs:
89
+ kwargs['xmax'] = -kwargs.pop('xmin')
90
+
91
+ if fix_one_side:
92
+ if other_side:
93
+ kwargs['xmin'] = -xr0
94
+ else:
95
+ kwargs['xmax'] = xr0
96
+
97
+ f.count = 0
98
+ res = _bracket_root(f, **kwargs)
99
+
100
+ # Compare reported number of function evaluations `nfev` against
101
+ # reported `nit`, actual function call count `f.count`, and theoretical
102
+ # number of expansions `n`.
103
+ # When both sides are free, these get multiplied by 2 because function
104
+ # is evaluated on the left and the right each iteration.
105
+ # When one side is fixed, however, we add one: on the right side, the
106
+ # function gets evaluated once at b.
107
+ # Add 1 to `n` and `res.nit` because function evaluations occur at
108
+ # iterations *0*, 1, ..., `n`. Subtract 1 from `f.count` because
109
+ # function is called separately for left and right in iteration 0.
110
+ if not fix_one_side:
111
+ assert res.nfev == 2*(res.nit+1) == 2*(f.count-1) == 2*(n + 1)
112
+ else:
113
+ assert res.nfev == (res.nit+1)+1 == (f.count-1)+1 == (n+1)+1
114
+
115
+ # Compare reported bracket to theoretical bracket and reported function
116
+ # values to function evaluated at bracket.
117
+ bracket = xp.asarray([res.xl, res.xr])
118
+ xp_assert_close(bracket, xp.asarray([l, u]))
119
+ f_bracket = xp.asarray([res.fl, res.fr])
120
+ xp_assert_close(f_bracket, f(bracket))
121
+
122
+ # Check that bracket is valid and that status and success are correct
123
+ assert res.xr > res.xl
124
+ signs = xp.sign(f_bracket)
125
+ assert signs[0] == -signs[1]
126
+ assert res.status == 0
127
+ assert res.success
128
+
129
+ def f(self, q, p):
130
+ return stats._stats_py._SimpleNormal().cdf(q) - p
131
+
132
+ @pytest.mark.parametrize('p', [0.6, np.linspace(0.05, 0.95, 10)])
133
+ @pytest.mark.parametrize('xmin', [-5, None])
134
+ @pytest.mark.parametrize('xmax', [5, None])
135
+ @pytest.mark.parametrize('factor', [1.2, 2])
136
+ def test_basic(self, p, xmin, xmax, factor, xp):
137
+ # Test basic functionality to bracket root (distribution PPF)
138
+ res = _bracket_root(self.f, xp.asarray(-0.01), 0.01, xmin=xmin, xmax=xmax,
139
+ factor=factor, args=(xp.asarray(p),))
140
+ xp_assert_equal(-xp.sign(res.fl), xp.sign(res.fr))
141
+
142
+ @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
143
+ def test_vectorization(self, shape, xp):
144
+ # Test for correct functionality, output shapes, and dtypes for various
145
+ # input shapes.
146
+ p = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else np.float64(0.6)
147
+ args = (p,)
148
+ maxiter = 10
149
+
150
+ @np.vectorize
151
+ def bracket_root_single(xl0, xr0, xmin, xmax, factor, p):
152
+ return _bracket_root(self.f, xl0, xr0, xmin=xmin, xmax=xmax,
153
+ factor=factor, args=(p,),
154
+ maxiter=maxiter)
155
+
156
+ def f(*args, **kwargs):
157
+ f.f_evals += 1
158
+ return self.f(*args, **kwargs)
159
+ f.f_evals = 0
160
+
161
+ rng = np.random.default_rng(2348234)
162
+ xl0 = -rng.random(size=shape)
163
+ xr0 = rng.random(size=shape)
164
+ xmin, xmax = 1e3*xl0, 1e3*xr0
165
+ if shape: # make some elements un
166
+ i = rng.random(size=shape) > 0.5
167
+ xmin[i], xmax[i] = -np.inf, np.inf
168
+ factor = rng.random(size=shape) + 1.5
169
+ refs = bracket_root_single(xl0, xr0, xmin, xmax, factor, p).ravel()
170
+ xl0, xr0, xmin, xmax, factor = (xp.asarray(xl0), xp.asarray(xr0),
171
+ xp.asarray(xmin), xp.asarray(xmax),
172
+ xp.asarray(factor))
173
+ args = tuple(map(xp.asarray, args))
174
+ res = _bracket_root(f, xl0, xr0, xmin=xmin, xmax=xmax, factor=factor,
175
+ args=args, maxiter=maxiter)
176
+
177
+ attrs = ['xl', 'xr', 'fl', 'fr', 'success', 'nfev', 'nit']
178
+ for attr in attrs:
179
+ ref_attr = [xp.asarray(getattr(ref, attr)) for ref in refs]
180
+ res_attr = getattr(res, attr)
181
+ xp_assert_close(xp_ravel(res_attr, xp=xp), xp.stack(ref_attr))
182
+ xp_assert_equal(res_attr.shape, shape)
183
+
184
+ xp_test = array_namespace(xp.asarray(1.))
185
+ assert res.success.dtype == xp_test.bool
186
+ if shape:
187
+ assert xp.all(res.success[1:-1])
188
+ assert res.status.dtype == xp.int32
189
+ assert res.nfev.dtype == xp.int32
190
+ assert res.nit.dtype == xp.int32
191
+ assert xp.max(res.nit) == f.f_evals - 2
192
+ xp_assert_less(res.xl, res.xr)
193
+ xp_assert_close(res.fl, xp.asarray(self.f(res.xl, *args)))
194
+ xp_assert_close(res.fr, xp.asarray(self.f(res.xr, *args)))
195
+
196
+ def test_flags(self, xp):
197
+ # Test cases that should produce different status flags; show that all
198
+ # can be produced simultaneously.
199
+ def f(xs, js):
200
+ funcs = [lambda x: x - 1.5,
201
+ lambda x: x - 1000,
202
+ lambda x: x - 1000,
203
+ lambda x: x * xp.nan,
204
+ lambda x: x]
205
+
206
+ return [funcs[int(j)](x) for x, j in zip(xs, js)]
207
+
208
+ args = (xp.arange(5, dtype=xp.int64),)
209
+ res = _bracket_root(f,
210
+ xl0=xp.asarray([-1., -1., -1., -1., 4.]),
211
+ xr0=xp.asarray([1, 1, 1, 1, -4]),
212
+ xmin=xp.asarray([-xp.inf, -1, -xp.inf, -xp.inf, 6]),
213
+ xmax=xp.asarray([xp.inf, 1, xp.inf, xp.inf, 2]),
214
+ args=args, maxiter=3)
215
+
216
+ ref_flags = xp.asarray([eim._ECONVERGED,
217
+ _ELIMITS,
218
+ eim._ECONVERR,
219
+ eim._EVALUEERR,
220
+ eim._EINPUTERR],
221
+ dtype=xp.int32)
222
+
223
+ xp_assert_equal(res.status, ref_flags)
224
+
225
+ @pytest.mark.parametrize("root", (0.622, [0.622, 0.623]))
226
+ @pytest.mark.parametrize('xmin', [-5, None])
227
+ @pytest.mark.parametrize('xmax', [5, None])
228
+ @pytest.mark.parametrize("dtype", ("float16", "float32", "float64"))
229
+ def test_dtype(self, root, xmin, xmax, dtype, xp):
230
+ # Test that dtypes are preserved
231
+ dtype = getattr(xp, dtype)
232
+ xp_test = array_namespace(xp.asarray(1.))
233
+
234
+ xmin = xmin if xmin is None else xp.asarray(xmin, dtype=dtype)
235
+ xmax = xmax if xmax is None else xp.asarray(xmax, dtype=dtype)
236
+ root = xp.asarray(root, dtype=dtype)
237
+ def f(x, root):
238
+ return xp_test.astype((x - root) ** 3, dtype)
239
+
240
+ bracket = xp.asarray([-0.01, 0.01], dtype=dtype)
241
+ res = _bracket_root(f, *bracket, xmin=xmin, xmax=xmax, args=(root,))
242
+ assert xp.all(res.success)
243
+ assert res.xl.dtype == res.xr.dtype == dtype
244
+ assert res.fl.dtype == res.fr.dtype == dtype
245
+
246
+ def test_input_validation(self, xp):
247
+ # Test input validation for appropriate error messages
248
+
249
+ message = '`func` must be callable.'
250
+ with pytest.raises(ValueError, match=message):
251
+ _bracket_root(None, -4, 4)
252
+
253
+ message = '...must be numeric and real.'
254
+ with pytest.raises(ValueError, match=message):
255
+ _bracket_root(lambda x: x, -4+1j, 4)
256
+ with pytest.raises(ValueError, match=message):
257
+ _bracket_root(lambda x: x, -4, 'hello')
258
+ with pytest.raises(ValueError, match=message):
259
+ _bracket_root(lambda x: x, -4, 4, xmin=np)
260
+ with pytest.raises(ValueError, match=message):
261
+ _bracket_root(lambda x: x, -4, 4, xmax=object())
262
+ with pytest.raises(ValueError, match=message):
263
+ _bracket_root(lambda x: x, -4, 4, factor=sum)
264
+
265
+ message = "All elements of `factor` must be greater than 1."
266
+ with pytest.raises(ValueError, match=message):
267
+ _bracket_root(lambda x: x, -4, 4, factor=0.5)
268
+
269
+ message = "broadcast"
270
+ # raised by `xp.broadcast, but the traceback is readable IMO
271
+ with pytest.raises(Exception, match=message):
272
+ _bracket_root(lambda x: x, xp.asarray([-2, -3]), xp.asarray([3, 4, 5]))
273
+ # Consider making this give a more readable error message
274
+ # with pytest.raises(ValueError, match=message):
275
+ # _bracket_root(lambda x: [x[0], x[1], x[1]], [-3, -3], [5, 5])
276
+
277
+ message = '`maxiter` must be a non-negative integer.'
278
+ with pytest.raises(ValueError, match=message):
279
+ _bracket_root(lambda x: x, -4, 4, maxiter=1.5)
280
+ with pytest.raises(ValueError, match=message):
281
+ _bracket_root(lambda x: x, -4, 4, maxiter=-1)
282
+ with pytest.raises(ValueError, match=message):
283
+ _bracket_root(lambda x: x, -4, 4, maxiter="shrubbery")
284
+
285
+ def test_special_cases(self, xp):
286
+ # Test edge cases and other special cases
287
+ xp_test = array_namespace(xp.asarray(1.))
288
+
289
+ # Test that integers are not passed to `f`
290
+ # (otherwise this would overflow)
291
+ def f(x):
292
+ assert xp_test.isdtype(x.dtype, "real floating")
293
+ return x ** 99 - 1
294
+
295
+ res = _bracket_root(f, xp.asarray(-7.), xp.asarray(5.))
296
+ assert res.success
297
+
298
+ # Test maxiter = 0. Should do nothing to bracket.
299
+ def f(x):
300
+ return x - 10
301
+
302
+ bracket = (xp.asarray(-3.), xp.asarray(5.))
303
+ res = _bracket_root(f, *bracket, maxiter=0)
304
+ assert res.xl, res.xr == bracket
305
+ assert res.nit == 0
306
+ assert res.nfev == 2
307
+ assert res.status == -2
308
+
309
+ # Test scalar `args` (not in tuple)
310
+ def f(x, c):
311
+ return c*x - 1
312
+
313
+ res = _bracket_root(f, xp.asarray(-1.), xp.asarray(1.),
314
+ args=xp.asarray(3.))
315
+ assert res.success
316
+ xp_assert_close(res.fl, f(res.xl, 3))
317
+
318
+ # Test other edge cases
319
+
320
+ def f(x):
321
+ f.count += 1
322
+ return x
323
+
324
+ # 1. root lies within guess of bracket
325
+ f.count = 0
326
+ _bracket_root(f, xp.asarray(-10), xp.asarray(20))
327
+ assert f.count == 2
328
+
329
+ # 2. bracket endpoint hits root exactly
330
+ f.count = 0
331
+ res = _bracket_root(f, xp.asarray(5.), xp.asarray(10.),
332
+ factor=2)
333
+
334
+ assert res.nfev == 4
335
+ xp_assert_close(res.xl, xp.asarray(0.), atol=1e-15)
336
+ xp_assert_close(res.xr, xp.asarray(5.), atol=1e-15)
337
+
338
+ # 3. bracket limit hits root exactly
339
+ with np.errstate(over='ignore'):
340
+ res = _bracket_root(f, xp.asarray(5.), xp.asarray(10.),
341
+ xmin=0)
342
+ xp_assert_close(res.xl, xp.asarray(0.), atol=1e-15)
343
+
344
+ with np.errstate(over='ignore'):
345
+ res = _bracket_root(f, xp.asarray(-10.), xp.asarray(-5.),
346
+ xmax=0)
347
+ xp_assert_close(res.xr, xp.asarray(0.), atol=1e-15)
348
+
349
+ # 4. bracket not within min, max
350
+ with np.errstate(over='ignore'):
351
+ res = _bracket_root(f, xp.asarray(5.), xp.asarray(10.),
352
+ xmin=1)
353
+ assert not res.success
354
+
355
+
356
+ @pytest.mark.skip_xp_backends('array_api_strict', reason=array_api_strict_skip_reason)
357
+ @pytest.mark.skip_xp_backends('jax.numpy', reason=jax_skip_reason)
358
+ @array_api_compatible
359
+ @pytest.mark.usefixtures("skip_xp_backends")
360
+ class TestBracketMinimum:
361
+ def init_f(self):
362
+ def f(x, a, b):
363
+ f.count += 1
364
+ return (x - a)**2 + b
365
+ f.count = 0
366
+ return f
367
+
368
+ def assert_valid_bracket(self, result, xp):
369
+ assert xp.all(
370
+ (result.xl < result.xm) & (result.xm < result.xr)
371
+ )
372
+ assert xp.all(
373
+ (result.fl >= result.fm) & (result.fr > result.fm)
374
+ | (result.fl > result.fm) & (result.fr > result.fm)
375
+ )
376
+
377
+ def get_kwargs(
378
+ self, *, xl0=None, xr0=None, factor=None, xmin=None, xmax=None, args=None
379
+ ):
380
+ names = ("xl0", "xr0", "xmin", "xmax", "factor", "args")
381
+ return {
382
+ name: val for name, val in zip(names, (xl0, xr0, xmin, xmax, factor, args))
383
+ if val is not None
384
+ }
385
+
386
+ @pytest.mark.parametrize(
387
+ "seed",
388
+ (
389
+ 307448016549685229886351382450158984917,
390
+ 11650702770735516532954347931959000479,
391
+ 113767103358505514764278732330028568336,
392
+ )
393
+ )
394
+ @pytest.mark.parametrize("use_xmin", (False, True))
395
+ @pytest.mark.parametrize("other_side", (False, True))
396
+ def test_nfev_expected(self, seed, use_xmin, other_side, xp):
397
+ rng = np.random.default_rng(seed)
398
+ args = (xp.asarray(0.), xp.asarray(0.)) # f(x) = x^2 with minimum at 0
399
+ # xl0, xm0, xr0 are chosen such that the initial bracket is to
400
+ # the right of the minimum, and the bracket will expand
401
+ # downhill towards zero.
402
+ xl0, d1, d2, factor = xp.asarray(rng.random(size=4) * [1e5, 10, 10, 5])
403
+ xm0 = xl0 + d1
404
+ xr0 = xm0 + d2
405
+ # Factor should be greater than one.
406
+ factor += 1
407
+
408
+ if use_xmin:
409
+ xmin = xp.asarray(-rng.random() * 5, dtype=xp.float64)
410
+ n = int(xp.ceil(xp.log(-(xl0 - xmin) / xmin) / xp.log(factor)))
411
+ lower = xmin + (xl0 - xmin)*factor**-n
412
+ middle = xmin + (xl0 - xmin)*factor**-(n-1)
413
+ upper = xmin + (xl0 - xmin)*factor**-(n-2) if n > 1 else xm0
414
+ # It may be the case the lower is below the minimum, but we still
415
+ # don't have a valid bracket.
416
+ if middle**2 > lower**2:
417
+ n += 1
418
+ lower, middle, upper = (
419
+ xmin + (xl0 - xmin)*factor**-n, lower, middle
420
+ )
421
+ else:
422
+ xmin = None
423
+ n = int(xp.ceil(xp.log(xl0 / d1) / xp.log(factor)))
424
+ lower = xl0 - d1*factor**n
425
+ middle = xl0 - d1*factor**(n-1) if n > 1 else xl0
426
+ upper = xl0 - d1*factor**(n-2) if n > 1 else xm0
427
+ # It may be the case the lower is below the minimum, but we still
428
+ # don't have a valid bracket.
429
+ if middle**2 > lower**2:
430
+ n += 1
431
+ lower, middle, upper = (
432
+ xl0 - d1*factor**n, lower, middle
433
+ )
434
+ f = self.init_f()
435
+
436
+ xmax = None
437
+ if other_side:
438
+ xl0, xm0, xr0 = -xr0, -xm0, -xl0
439
+ xmin, xmax = None, -xmin if xmin is not None else None
440
+ lower, middle, upper = -upper, -middle, -lower
441
+
442
+ kwargs = self.get_kwargs(
443
+ xl0=xl0, xr0=xr0, xmin=xmin, xmax=xmax, factor=factor, args=args
444
+ )
445
+ result = _bracket_minimum(f, xp.asarray(xm0), **kwargs)
446
+
447
+ # Check that `nfev` and `nit` have the correct relationship
448
+ assert result.nfev == result.nit + 3
449
+ # Check that `nfev` reports the correct number of function evaluations.
450
+ assert result.nfev == f.count
451
+ # Check that the number of iterations matches the theoretical value.
452
+ assert result.nit == n
453
+
454
+ # Compare reported bracket to theoretical bracket and reported function
455
+ # values to function evaluated at bracket.
456
+ xp_assert_close(result.xl, lower)
457
+ xp_assert_close(result.xm, middle)
458
+ xp_assert_close(result.xr, upper)
459
+ xp_assert_close(result.fl, f(lower, *args))
460
+ xp_assert_close(result.fm, f(middle, *args))
461
+ xp_assert_close(result.fr, f(upper, *args))
462
+
463
+ self.assert_valid_bracket(result, xp)
464
+ assert result.status == 0
465
+ assert result.success
466
+
467
+ def test_flags(self, xp):
468
+ # Test cases that should produce different status flags; show that all
469
+ # can be produced simultaneously
470
+ def f(xs, js):
471
+ funcs = [lambda x: (x - 1.5)**2,
472
+ lambda x: x,
473
+ lambda x: x,
474
+ lambda x: xp.nan,
475
+ lambda x: x**2]
476
+
477
+ return [funcs[j](x) for x, j in zip(xs, js)]
478
+
479
+ args = (xp.arange(5, dtype=xp.int64),)
480
+ xl0 = xp.asarray([-1.0, -1.0, -1.0, -1.0, 6.0])
481
+ xm0 = xp.asarray([0.0, 0.0, 0.0, 0.0, 4.0])
482
+ xr0 = xp.asarray([1.0, 1.0, 1.0, 1.0, 2.0])
483
+ xmin = xp.asarray([-xp.inf, -1.0, -xp.inf, -xp.inf, 8.0])
484
+
485
+ result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, xmin=xmin,
486
+ args=args, maxiter=3)
487
+
488
+ reference_flags = xp.asarray([eim._ECONVERGED, _ELIMITS,
489
+ eim._ECONVERR, eim._EVALUEERR,
490
+ eim._EINPUTERR], dtype=xp.int32)
491
+ xp_assert_equal(result.status, reference_flags)
492
+
493
+ @pytest.mark.parametrize("minimum", (0.622, [0.622, 0.623]))
494
+ @pytest.mark.parametrize("dtype", ("float16", "float32", "float64"))
495
+ @pytest.mark.parametrize("xmin", [-5, None])
496
+ @pytest.mark.parametrize("xmax", [5, None])
497
+ def test_dtypes(self, minimum, xmin, xmax, dtype, xp):
498
+ dtype = getattr(xp, dtype)
499
+ xp_test = array_namespace(xp.asarray(1.))
500
+ xmin = xmin if xmin is None else xp.asarray(xmin, dtype=dtype)
501
+ xmax = xmax if xmax is None else xp.asarray(xmax, dtype=dtype)
502
+ minimum = xp.asarray(minimum, dtype=dtype)
503
+
504
+ def f(x, minimum):
505
+ return xp_test.astype((x - minimum)**2, dtype)
506
+
507
+ xl0, xm0, xr0 = [-0.01, 0.0, 0.01]
508
+ result = _bracket_minimum(
509
+ f, xp.asarray(xm0, dtype=dtype), xl0=xp.asarray(xl0, dtype=dtype),
510
+ xr0=xp.asarray(xr0, dtype=dtype), xmin=xmin, xmax=xmax, args=(minimum, )
511
+ )
512
+ assert xp.all(result.success)
513
+ assert result.xl.dtype == result.xm.dtype == result.xr.dtype == dtype
514
+ assert result.fl.dtype == result.fm.dtype == result.fr.dtype == dtype
515
+
516
+ @pytest.mark.skip_xp_backends(np_only=True, reason="str/object arrays")
517
+ def test_input_validation(self, xp):
518
+ # Test input validation for appropriate error messages
519
+
520
+ message = '`func` must be callable.'
521
+ with pytest.raises(ValueError, match=message):
522
+ _bracket_minimum(None, -4, xl0=4)
523
+
524
+ message = '...must be numeric and real.'
525
+ with pytest.raises(ValueError, match=message):
526
+ _bracket_minimum(lambda x: x**2, xp.asarray(4+1j))
527
+ with pytest.raises(ValueError, match=message):
528
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4), xl0='hello')
529
+ with pytest.raises(ValueError, match=message):
530
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4),
531
+ xr0='farcical aquatic ceremony')
532
+ with pytest.raises(ValueError, match=message):
533
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4), xmin=np)
534
+ with pytest.raises(ValueError, match=message):
535
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4), xmax=object())
536
+ with pytest.raises(ValueError, match=message):
537
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4), factor=sum)
538
+
539
+ message = "All elements of `factor` must be greater than 1."
540
+ with pytest.raises(ValueError, match=message):
541
+ _bracket_minimum(lambda x: x, xp.asarray(-4), factor=0.5)
542
+
543
+ message = "shape mismatch: objects cannot be broadcast"
544
+ # raised by `xp.broadcast, but the traceback is readable IMO
545
+ with pytest.raises(ValueError, match=message):
546
+ _bracket_minimum(lambda x: x**2, xp.asarray([-2, -3]), xl0=[-3, -4, -5])
547
+
548
+ message = '`maxiter` must be a non-negative integer.'
549
+ with pytest.raises(ValueError, match=message):
550
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4), xr0=4, maxiter=1.5)
551
+ with pytest.raises(ValueError, match=message):
552
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4), xr0=4, maxiter=-1)
553
+ with pytest.raises(ValueError, match=message):
554
+ _bracket_minimum(lambda x: x**2, xp.asarray(-4), xr0=4, maxiter="ekki")
555
+
556
+ @pytest.mark.parametrize("xl0", [0.0, None])
557
+ @pytest.mark.parametrize("xm0", (0.05, 0.1, 0.15))
558
+ @pytest.mark.parametrize("xr0", (0.2, 0.4, 0.6, None))
559
+ # Minimum is ``a`` for each tuple ``(a, b)`` below. Tests cases where minimum
560
+ # is within, or at varying distances to the left or right of the initial
561
+ # bracket.
562
+ @pytest.mark.parametrize(
563
+ "args",
564
+ (
565
+ (1.2, 0), (-0.5, 0), (0.1, 0), (0.2, 0), (3.6, 0), (21.4, 0),
566
+ (121.6, 0), (5764.1, 0), (-6.4, 0), (-12.9, 0), (-146.2, 0)
567
+ )
568
+ )
569
+ def test_scalar_no_limits(self, xl0, xm0, xr0, args, xp):
570
+ f = self.init_f()
571
+ kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, args=tuple(map(xp.asarray, args)))
572
+ result = _bracket_minimum(f, xp.asarray(xm0, dtype=xp.float64), **kwargs)
573
+ self.assert_valid_bracket(result, xp)
574
+ assert result.status == 0
575
+ assert result.success
576
+ assert result.nfev == f.count
577
+
578
+ @pytest.mark.parametrize(
579
+ # xmin is set at 0.0 in all cases.
580
+ "xl0,xm0,xr0,xmin",
581
+ (
582
+ # Initial bracket at varying distances from the xmin.
583
+ (0.5, 0.75, 1.0, 0.0),
584
+ (1.0, 2.5, 4.0, 0.0),
585
+ (2.0, 4.0, 6.0, 0.0),
586
+ (12.0, 16.0, 20.0, 0.0),
587
+ # Test default initial left endpoint selection. It should not
588
+ # be below xmin.
589
+ (None, 0.75, 1.0, 0.0),
590
+ (None, 2.5, 4.0, 0.0),
591
+ (None, 4.0, 6.0, 0.0),
592
+ (None, 16.0, 20.0, 0.0),
593
+ )
594
+ )
595
+ @pytest.mark.parametrize(
596
+ "args", (
597
+ (0.0, 0.0), # Minimum is directly at xmin.
598
+ (1e-300, 0.0), # Minimum is extremely close to xmin.
599
+ (1e-20, 0.0), # Minimum is very close to xmin.
600
+ # Minimum at varying distances from xmin.
601
+ (0.1, 0.0),
602
+ (0.2, 0.0),
603
+ (0.4, 0.0)
604
+ )
605
+ )
606
+ def test_scalar_with_limit_left(self, xl0, xm0, xr0, xmin, args, xp):
607
+ f = self.init_f()
608
+ kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, xmin=xmin,
609
+ args=tuple(map(xp.asarray, args)))
610
+ result = _bracket_minimum(f, xp.asarray(xm0), **kwargs)
611
+ self.assert_valid_bracket(result, xp)
612
+ assert result.status == 0
613
+ assert result.success
614
+ assert result.nfev == f.count
615
+
616
+ @pytest.mark.parametrize(
617
+ #xmax is set to 1.0 in all cases.
618
+ "xl0,xm0,xr0,xmax",
619
+ (
620
+ # Bracket at varying distances from xmax.
621
+ (0.2, 0.3, 0.4, 1.0),
622
+ (0.05, 0.075, 0.1, 1.0),
623
+ (-0.2, -0.1, 0.0, 1.0),
624
+ (-21.2, -17.7, -14.2, 1.0),
625
+ # Test default right endpoint selection. It should not exceed xmax.
626
+ (0.2, 0.3, None, 1.0),
627
+ (0.05, 0.075, None, 1.0),
628
+ (-0.2, -0.1, None, 1.0),
629
+ (-21.2, -17.7, None, 1.0),
630
+ )
631
+ )
632
+ @pytest.mark.parametrize(
633
+ "args", (
634
+ (0.9999999999999999, 0.0), # Minimum very close to xmax.
635
+ # Minimum at varying distances from xmax.
636
+ (0.9, 0.0),
637
+ (0.7, 0.0),
638
+ (0.5, 0.0)
639
+ )
640
+ )
641
+ def test_scalar_with_limit_right(self, xl0, xm0, xr0, xmax, args, xp):
642
+ f = self.init_f()
643
+ args = tuple(xp.asarray(arg, dtype=xp.float64) for arg in args)
644
+ kwargs = self.get_kwargs(xl0=xl0, xr0=xr0, xmax=xmax, args=args)
645
+ result = _bracket_minimum(f, xp.asarray(xm0, dtype=xp.float64), **kwargs)
646
+ self.assert_valid_bracket(result, xp)
647
+ assert result.status == 0
648
+ assert result.success
649
+ assert result.nfev == f.count
650
+
651
+ @pytest.mark.parametrize(
652
+ "xl0,xm0,xr0,xmin,xmax,args",
653
+ (
654
+ ( # Case 1:
655
+ # Initial bracket.
656
+ 0.2,
657
+ 0.3,
658
+ 0.4,
659
+ # Function slopes down to the right from the bracket to a minimum
660
+ # at 1.0. xmax is also at 1.0
661
+ None,
662
+ 1.0,
663
+ (1.0, 0.0)
664
+ ),
665
+ ( # Case 2:
666
+ # Initial bracket.
667
+ 1.4,
668
+ 1.95,
669
+ 2.5,
670
+ # Function slopes down to the left from the bracket to a minimum at
671
+ # 0.3 with xmin set to 0.3.
672
+ 0.3,
673
+ None,
674
+ (0.3, 0.0)
675
+ ),
676
+ (
677
+ # Case 3:
678
+ # Initial bracket.
679
+ 2.6,
680
+ 3.25,
681
+ 3.9,
682
+ # Function slopes down and to the right to a minimum at 99.4 with xmax
683
+ # at 99.4. Tests case where minimum is at xmax relatively further from
684
+ # the bracket.
685
+ None,
686
+ 99.4,
687
+ (99.4, 0)
688
+ ),
689
+ (
690
+ # Case 4:
691
+ # Initial bracket.
692
+ 4,
693
+ 4.5,
694
+ 5,
695
+ # Function slopes down and to the left away from the bracket with a
696
+ # minimum at -26.3 with xmin set to -26.3. Tests case where minimum is
697
+ # at xmin relatively far from the bracket.
698
+ -26.3,
699
+ None,
700
+ (-26.3, 0)
701
+ ),
702
+ (
703
+ # Case 5:
704
+ # Similar to Case 1 above, but tests default values of xl0 and xr0.
705
+ None,
706
+ 0.3,
707
+ None,
708
+ None,
709
+ 1.0,
710
+ (1.0, 0.0)
711
+ ),
712
+ ( # Case 6:
713
+ # Similar to Case 2 above, but tests default values of xl0 and xr0.
714
+ None,
715
+ 1.95,
716
+ None,
717
+ 0.3,
718
+ None,
719
+ (0.3, 0.0)
720
+ ),
721
+ (
722
+ # Case 7:
723
+ # Similar to Case 3 above, but tests default values of xl0 and xr0.
724
+ None,
725
+ 3.25,
726
+ None,
727
+ None,
728
+ 99.4,
729
+ (99.4, 0)
730
+ ),
731
+ (
732
+ # Case 8:
733
+ # Similar to Case 4 above, but tests default values of xl0 and xr0.
734
+ None,
735
+ 4.5,
736
+ None,
737
+ -26.3,
738
+ None,
739
+ (-26.3, 0)
740
+ ),
741
+ )
742
+ )
743
+ def test_minimum_at_boundary_point(self, xl0, xm0, xr0, xmin, xmax, args, xp):
744
+ f = self.init_f()
745
+ kwargs = self.get_kwargs(xr0=xr0, xmin=xmin, xmax=xmax,
746
+ args=tuple(map(xp.asarray, args)))
747
+ result = _bracket_minimum(f, xp.asarray(xm0), **kwargs)
748
+ assert result.status == -1
749
+ assert args[0] in (result.xl, result.xr)
750
+ assert result.nfev == f.count
751
+
752
+ @pytest.mark.parametrize('shape', [tuple(), (12, ), (3, 4), (3, 2, 2)])
753
+ def test_vectorization(self, shape, xp):
754
+ # Test for correct functionality, output shapes, and dtypes for
755
+ # various input shapes.
756
+ a = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
757
+ args = (a, 0.)
758
+ maxiter = 10
759
+
760
+ @np.vectorize
761
+ def bracket_minimum_single(xm0, xl0, xr0, xmin, xmax, factor, a):
762
+ return _bracket_minimum(self.init_f(), xm0, xl0=xl0, xr0=xr0, xmin=xmin,
763
+ xmax=xmax, factor=factor, maxiter=maxiter,
764
+ args=(a, 0.0))
765
+
766
+ f = self.init_f()
767
+
768
+ rng = np.random.default_rng(2348234)
769
+ xl0 = -rng.random(size=shape)
770
+ xr0 = rng.random(size=shape)
771
+ xm0 = xl0 + rng.random(size=shape) * (xr0 - xl0)
772
+ xmin, xmax = 1e3*xl0, 1e3*xr0
773
+ if shape: # make some elements un
774
+ i = rng.random(size=shape) > 0.5
775
+ xmin[i], xmax[i] = -np.inf, np.inf
776
+ factor = rng.random(size=shape) + 1.5
777
+ refs = bracket_minimum_single(xm0, xl0, xr0, xmin, xmax, factor, a).ravel()
778
+ args = tuple(xp.asarray(arg, dtype=xp.float64) for arg in args)
779
+ res = _bracket_minimum(f, xp.asarray(xm0), xl0=xl0, xr0=xr0, xmin=xmin,
780
+ xmax=xmax, factor=factor, args=args, maxiter=maxiter)
781
+
782
+ attrs = ['xl', 'xm', 'xr', 'fl', 'fm', 'fr', 'success', 'nfev', 'nit']
783
+ for attr in attrs:
784
+ ref_attr = [xp.asarray(getattr(ref, attr)) for ref in refs]
785
+ res_attr = getattr(res, attr)
786
+ xp_assert_close(xp_ravel(res_attr, xp=xp), xp.stack(ref_attr))
787
+ xp_assert_equal(res_attr.shape, shape)
788
+
789
+ xp_test = array_namespace(xp.asarray(1.))
790
+ assert res.success.dtype == xp_test.bool
791
+ if shape:
792
+ assert xp.all(res.success[1:-1])
793
+ assert res.status.dtype == xp.int32
794
+ assert res.nfev.dtype == xp.int32
795
+ assert res.nit.dtype == xp.int32
796
+ assert xp.max(res.nit) == f.count - 3
797
+ self.assert_valid_bracket(res, xp)
798
+ xp_assert_close(res.fl, f(res.xl, *args))
799
+ xp_assert_close(res.fm, f(res.xm, *args))
800
+ xp_assert_close(res.fr, f(res.xr, *args))
801
+
802
+ def test_special_cases(self, xp):
803
+ # Test edge cases and other special cases.
804
+ xp_test = array_namespace(xp.asarray(1.))
805
+
806
+ # Test that integers are not passed to `f`
807
+ # (otherwise this would overflow)
808
+ def f(x):
809
+ assert xp_test.isdtype(x.dtype, "numeric")
810
+ return x ** 98 - 1
811
+
812
+ result = _bracket_minimum(f, xp.asarray(-7., dtype=xp.float64), xr0=5)
813
+ assert result.success
814
+
815
+ # Test maxiter = 0. Should do nothing to bracket.
816
+ def f(x):
817
+ return x**2 - 10
818
+
819
+ xl0, xm0, xr0 = xp.asarray(-3.), xp.asarray(-1.), xp.asarray(2.)
820
+ result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, maxiter=0)
821
+ xp_assert_equal(result.xl, xl0)
822
+ xp_assert_equal(result.xm, xm0)
823
+ xp_assert_equal(result.xr, xr0)
824
+
825
+ # Test scalar `args` (not in tuple)
826
+ def f(x, c):
827
+ return c*x**2 - 1
828
+
829
+ result = _bracket_minimum(f, xp.asarray(-1.), args=xp.asarray(3.))
830
+ assert result.success
831
+ xp_assert_close(result.fl, f(result.xl, 3))
832
+
833
+ # Initial bracket is valid.
834
+ f = self.init_f()
835
+ xl0, xm0, xr0 = xp.asarray(-1.0), xp.asarray(-0.2), xp.asarray(1.0)
836
+ args = (xp.asarray(0.), xp.asarray(0.))
837
+ result = _bracket_minimum(f, xm0, xl0=xl0, xr0=xr0, args=args)
838
+ assert f.count == 3
839
+
840
+ xp_assert_equal(result.xl, xl0)
841
+ xp_assert_equal(result.xm , xm0)
842
+ xp_assert_equal(result.xr, xr0)
843
+ xp_assert_equal(result.fl, f(xl0, *args))
844
+ xp_assert_equal(result.fm, f(xm0, *args))
845
+ xp_assert_equal(result.fr, f(xr0, *args))
846
+
847
+ def test_gh_20562_left(self, xp):
848
+ # Regression test for https://github.com/scipy/scipy/issues/20562
849
+ # minimum of f in [xmin, xmax] is at xmin.
850
+ xmin, xmax = xp.asarray(0.21933608), xp.asarray(1.39713606)
851
+
852
+ def f(x):
853
+ log_a, log_b = xp.log(xmin), xp.log(xmax)
854
+ return -((log_b - log_a)*x)**-1
855
+
856
+ result = _bracket_minimum(f, xp.asarray(0.5535723499480897), xmin=xmin,
857
+ xmax=xmax)
858
+ assert xmin == result.xl
859
+
860
+ def test_gh_20562_right(self, xp):
861
+ # Regression test for https://github.com/scipy/scipy/issues/20562
862
+ # minimum of f in [xmin, xmax] is at xmax.
863
+ xmin, xmax = xp.asarray(-1.39713606), xp.asarray(-0.21933608)
864
+
865
+ def f(x):
866
+ log_a, log_b = xp.log(-xmax), xp.log(-xmin)
867
+ return ((log_b - log_a)*x)**-1
868
+
869
+ result = _bracket_minimum(f, xp.asarray(-0.5535723499480897),
870
+ xmin=xmin, xmax=xmax)
871
+ assert xmax == result.xr
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_chandrupatla.py ADDED
@@ -0,0 +1,984 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import math
2
+ import pytest
3
+ import numpy as np
4
+
5
+ from scipy import stats, special
6
+ import scipy._lib._elementwise_iterative_method as eim
7
+ from scipy.conftest import array_api_compatible
8
+ from scipy._lib._array_api import array_namespace, is_cupy, is_numpy, xp_ravel, xp_size
9
+ from scipy._lib._array_api_no_0d import (xp_assert_close, xp_assert_equal,
10
+ xp_assert_less)
11
+
12
+ from scipy.optimize.elementwise import find_minimum, find_root
13
+ from scipy.optimize._tstutils import _CHANDRUPATLA_TESTS
14
+
15
+ from itertools import permutations
16
+ from .test_zeros import TestScalarRootFinders
17
+
18
+
19
+ def _vectorize(xp):
20
+ # xp-compatible version of np.vectorize
21
+ # assumes arguments are all arrays of the same shape
22
+ def decorator(f):
23
+ def wrapped(*arg_arrays):
24
+ shape = arg_arrays[0].shape
25
+ arg_arrays = [xp_ravel(arg_array, xp=xp) for arg_array in arg_arrays]
26
+ res = []
27
+ for i in range(math.prod(shape)):
28
+ arg_scalars = [arg_array[i] for arg_array in arg_arrays]
29
+ res.append(f(*arg_scalars))
30
+ return res
31
+
32
+ return wrapped
33
+
34
+ return decorator
35
+
36
+
37
+ # These tests were originally written for the private `optimize._chandrupatla`
38
+ # interfaces, but now we want the tests to check the behavior of the public
39
+ # `optimize.elementwise` interfaces. Therefore, rather than importing
40
+ # `_chandrupatla`/`_chandrupatla_minimize` from `_chandrupatla.py`, we import
41
+ # `find_root`/`find_minimum` from `optimize.elementwise` and wrap those
42
+ # functions to conform to the private interface. This may look a little strange,
43
+ # since it effectively just inverts the interface transformation done within the
44
+ # `find_root`/`find_minimum` functions, but it allows us to run the original,
45
+ # unmodified tests on the public interfaces, simplifying the PR that adds
46
+ # the public interfaces. We'll refactor this when we want to @parametrize the
47
+ # tests over multiple `method`s.
48
+ def _wrap_chandrupatla(func):
49
+ def _chandrupatla_wrapper(f, *bracket, **kwargs):
50
+ # avoid passing arguments to `find_minimum` to this function
51
+ tol_keys = {'xatol', 'xrtol', 'fatol', 'frtol'}
52
+ tolerances = {key: kwargs.pop(key) for key in tol_keys if key in kwargs}
53
+ _callback = kwargs.pop('callback', None)
54
+ if callable(_callback):
55
+ def callback(res):
56
+ if func == find_root:
57
+ res.xl, res.xr = res.bracket
58
+ res.fl, res.fr = res.f_bracket
59
+ else:
60
+ res.xl, res.xm, res.xr = res.bracket
61
+ res.fl, res.fm, res.fr = res.f_bracket
62
+ res.fun = res.f_x
63
+ del res.bracket
64
+ del res.f_bracket
65
+ del res.f_x
66
+ return _callback(res)
67
+ else:
68
+ callback = _callback
69
+
70
+ res = func(f, bracket, tolerances=tolerances, callback=callback, **kwargs)
71
+ if func == find_root:
72
+ res.xl, res.xr = res.bracket
73
+ res.fl, res.fr = res.f_bracket
74
+ else:
75
+ res.xl, res.xm, res.xr = res.bracket
76
+ res.fl, res.fm, res.fr = res.f_bracket
77
+ res.fun = res.f_x
78
+ del res.bracket
79
+ del res.f_bracket
80
+ del res.f_x
81
+ return res
82
+ return _chandrupatla_wrapper
83
+
84
+
85
+ _chandrupatla_root = _wrap_chandrupatla(find_root)
86
+ _chandrupatla_minimize = _wrap_chandrupatla(find_minimum)
87
+
88
+
89
+ def f1(x):
90
+ return 100*(1 - x**3.)**2 + (1-x**2.) + 2*(1-x)**2.
91
+
92
+
93
+ def f2(x):
94
+ return 5 + (x - 2.)**6
95
+
96
+
97
+ def f3(x):
98
+ xp = array_namespace(x)
99
+ return xp.exp(x) - 5*x
100
+
101
+
102
+ def f4(x):
103
+ return x**5. - 5*x**3. - 20.*x + 5.
104
+
105
+
106
+ def f5(x):
107
+ return 8*x**3 - 2*x**2 - 7*x + 3
108
+
109
+
110
+ def _bracket_minimum(func, x1, x2):
111
+ phi = 1.61803398875
112
+ maxiter = 100
113
+ f1 = func(x1)
114
+ f2 = func(x2)
115
+ step = x2 - x1
116
+ x1, x2, f1, f2, step = ((x2, x1, f2, f1, -step) if f2 > f1
117
+ else (x1, x2, f1, f2, step))
118
+
119
+ for i in range(maxiter):
120
+ step *= phi
121
+ x3 = x2 + step
122
+ f3 = func(x3)
123
+ if f3 < f2:
124
+ x1, x2, f1, f2 = x2, x3, f2, f3
125
+ else:
126
+ break
127
+ return x1, x2, x3, f1, f2, f3
128
+
129
+
130
+ cases = [
131
+ (f1, -1, 11),
132
+ (f1, -2, 13),
133
+ (f1, -4, 13),
134
+ (f1, -8, 15),
135
+ (f1, -16, 16),
136
+ (f1, -32, 19),
137
+ (f1, -64, 20),
138
+ (f1, -128, 21),
139
+ (f1, -256, 21),
140
+ (f1, -512, 19),
141
+ (f1, -1024, 24),
142
+ (f2, -1, 8),
143
+ (f2, -2, 6),
144
+ (f2, -4, 6),
145
+ (f2, -8, 7),
146
+ (f2, -16, 8),
147
+ (f2, -32, 8),
148
+ (f2, -64, 9),
149
+ (f2, -128, 11),
150
+ (f2, -256, 13),
151
+ (f2, -512, 12),
152
+ (f2, -1024, 13),
153
+ (f3, -1, 11),
154
+ (f3, -2, 11),
155
+ (f3, -4, 11),
156
+ (f3, -8, 10),
157
+ (f3, -16, 14),
158
+ (f3, -32, 12),
159
+ (f3, -64, 15),
160
+ (f3, -128, 18),
161
+ (f3, -256, 18),
162
+ (f3, -512, 19),
163
+ (f3, -1024, 19),
164
+ (f4, -0.05, 9),
165
+ (f4, -0.10, 11),
166
+ (f4, -0.15, 11),
167
+ (f4, -0.20, 11),
168
+ (f4, -0.25, 11),
169
+ (f4, -0.30, 9),
170
+ (f4, -0.35, 9),
171
+ (f4, -0.40, 9),
172
+ (f4, -0.45, 10),
173
+ (f4, -0.50, 10),
174
+ (f4, -0.55, 10),
175
+ (f5, -0.05, 6),
176
+ (f5, -0.10, 7),
177
+ (f5, -0.15, 8),
178
+ (f5, -0.20, 10),
179
+ (f5, -0.25, 9),
180
+ (f5, -0.30, 8),
181
+ (f5, -0.35, 7),
182
+ (f5, -0.40, 7),
183
+ (f5, -0.45, 9),
184
+ (f5, -0.50, 9),
185
+ (f5, -0.55, 8)
186
+ ]
187
+
188
+
189
+ @array_api_compatible
190
+ @pytest.mark.usefixtures("skip_xp_backends")
191
+ @pytest.mark.skip_xp_backends('jax.numpy',
192
+ reason='JAX arrays do not support item assignment.')
193
+ @pytest.mark.skip_xp_backends('array_api_strict',
194
+ reason='Currently uses fancy indexing assignment.')
195
+ class TestChandrupatlaMinimize:
196
+
197
+ def f(self, x, loc):
198
+ xp = array_namespace(x, loc)
199
+ res = -xp.exp(-1/2 * (x-loc)**2) / (2*xp.pi)**0.5
200
+ return xp.asarray(res, dtype=x.dtype)[()]
201
+
202
+ @pytest.mark.parametrize('dtype', ('float32', 'float64'))
203
+ @pytest.mark.parametrize('loc', [0.6, np.linspace(-1.05, 1.05, 10)])
204
+ def test_basic(self, loc, xp, dtype):
205
+ # Find mode of normal distribution. Compare mode against location
206
+ # parameter and value of pdf at mode against expected pdf.
207
+ rtol = {'float32': 5e-3, 'float64': 5e-7}[dtype]
208
+ dtype = getattr(xp, dtype)
209
+ bracket = (xp.asarray(xi, dtype=dtype) for xi in (-5, 0, 5))
210
+ loc = xp.asarray(loc, dtype=dtype)
211
+ fun = xp.broadcast_to(xp.asarray(-stats.norm.pdf(0), dtype=dtype), loc.shape)
212
+
213
+ res = _chandrupatla_minimize(self.f, *bracket, args=(loc,))
214
+ xp_assert_close(res.x, loc, rtol=rtol)
215
+ xp_assert_equal(res.fun, fun)
216
+
217
+ @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
218
+ def test_vectorization(self, shape, xp):
219
+ # Test for correct functionality, output shapes, and dtypes for various
220
+ # input shapes.
221
+ loc = xp.linspace(-0.05, 1.05, 12).reshape(shape) if shape else xp.asarray(0.6)
222
+ args = (loc,)
223
+ bracket = xp.asarray(-5.), xp.asarray(0.), xp.asarray(5.)
224
+ xp_test = array_namespace(loc) # need xp.stack
225
+
226
+ @_vectorize(xp)
227
+ def chandrupatla_single(loc_single):
228
+ return _chandrupatla_minimize(self.f, *bracket, args=(loc_single,))
229
+
230
+ def f(*args, **kwargs):
231
+ f.f_evals += 1
232
+ return self.f(*args, **kwargs)
233
+ f.f_evals = 0
234
+
235
+ res = _chandrupatla_minimize(f, *bracket, args=args)
236
+ refs = chandrupatla_single(loc)
237
+
238
+ attrs = ['x', 'fun', 'success', 'status', 'nfev', 'nit',
239
+ 'xl', 'xm', 'xr', 'fl', 'fm', 'fr']
240
+ for attr in attrs:
241
+ ref_attr = xp_test.stack([getattr(ref, attr) for ref in refs])
242
+ res_attr = xp_ravel(getattr(res, attr))
243
+ xp_assert_equal(res_attr, ref_attr)
244
+ assert getattr(res, attr).shape == shape
245
+
246
+ xp_assert_equal(res.fun, self.f(res.x, *args))
247
+ xp_assert_equal(res.fl, self.f(res.xl, *args))
248
+ xp_assert_equal(res.fm, self.f(res.xm, *args))
249
+ xp_assert_equal(res.fr, self.f(res.xr, *args))
250
+ assert xp.max(res.nfev) == f.f_evals
251
+ assert xp.max(res.nit) == f.f_evals - 3
252
+
253
+ assert xp_test.isdtype(res.success.dtype, 'bool')
254
+ assert xp_test.isdtype(res.status.dtype, 'integral')
255
+ assert xp_test.isdtype(res.nfev.dtype, 'integral')
256
+ assert xp_test.isdtype(res.nit.dtype, 'integral')
257
+
258
+
259
+ def test_flags(self, xp):
260
+ # Test cases that should produce different status flags; show that all
261
+ # can be produced simultaneously.
262
+ def f(xs, js):
263
+ funcs = [lambda x: (x - 2.5) ** 2,
264
+ lambda x: x - 10,
265
+ lambda x: (x - 2.5) ** 4,
266
+ lambda x: xp.full_like(x, xp.asarray(xp.nan))]
267
+ res = []
268
+ for i in range(xp_size(js)):
269
+ x = xs[i, ...]
270
+ j = int(xp_ravel(js)[i])
271
+ res.append(funcs[j](x))
272
+ return xp.stack(res)
273
+
274
+ args = (xp.arange(4, dtype=xp.int64),)
275
+ bracket = (xp.asarray([0]*4, dtype=xp.float64),
276
+ xp.asarray([2]*4, dtype=xp.float64),
277
+ xp.asarray([np.pi]*4, dtype=xp.float64))
278
+ res = _chandrupatla_minimize(f, *bracket, args=args, maxiter=10)
279
+
280
+ ref_flags = xp.asarray([eim._ECONVERGED, eim._ESIGNERR, eim._ECONVERR,
281
+ eim._EVALUEERR], dtype=xp.int32)
282
+ xp_assert_equal(res.status, ref_flags)
283
+
284
+ def test_convergence(self, xp):
285
+ # Test that the convergence tolerances behave as expected
286
+ rng = np.random.default_rng(2585255913088665241)
287
+ p = xp.asarray(rng.random(size=3))
288
+ bracket = (xp.asarray(-5), xp.asarray(0), xp.asarray(5))
289
+ args = (p,)
290
+ kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0)
291
+
292
+ kwargs = kwargs0.copy()
293
+ kwargs['xatol'] = 1e-3
294
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
295
+ j1 = xp.abs(res1.xr - res1.xl)
296
+ tol = xp.asarray(4*kwargs['xatol'], dtype=p.dtype)
297
+ xp_assert_less(j1, xp.full((3,), tol, dtype=p.dtype))
298
+ kwargs['xatol'] = 1e-6
299
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
300
+ j2 = xp.abs(res2.xr - res2.xl)
301
+ tol = xp.asarray(4*kwargs['xatol'], dtype=p.dtype)
302
+ xp_assert_less(j2, xp.full((3,), tol, dtype=p.dtype))
303
+ xp_assert_less(j2, j1)
304
+
305
+ kwargs = kwargs0.copy()
306
+ kwargs['xrtol'] = 1e-3
307
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
308
+ j1 = xp.abs(res1.xr - res1.xl)
309
+ tol = xp.asarray(4*kwargs['xrtol']*xp.abs(res1.x), dtype=p.dtype)
310
+ xp_assert_less(j1, tol)
311
+ kwargs['xrtol'] = 1e-6
312
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
313
+ j2 = xp.abs(res2.xr - res2.xl)
314
+ tol = xp.asarray(4*kwargs['xrtol']*xp.abs(res2.x), dtype=p.dtype)
315
+ xp_assert_less(j2, tol)
316
+ xp_assert_less(j2, j1)
317
+
318
+ kwargs = kwargs0.copy()
319
+ kwargs['fatol'] = 1e-3
320
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
321
+ h1 = xp.abs(res1.fl - 2 * res1.fm + res1.fr)
322
+ tol = xp.asarray(2*kwargs['fatol'], dtype=p.dtype)
323
+ xp_assert_less(h1, xp.full((3,), tol, dtype=p.dtype))
324
+ kwargs['fatol'] = 1e-6
325
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
326
+ h2 = xp.abs(res2.fl - 2 * res2.fm + res2.fr)
327
+ tol = xp.asarray(2*kwargs['fatol'], dtype=p.dtype)
328
+ xp_assert_less(h2, xp.full((3,), tol, dtype=p.dtype))
329
+ xp_assert_less(h2, h1)
330
+
331
+ kwargs = kwargs0.copy()
332
+ kwargs['frtol'] = 1e-3
333
+ res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
334
+ h1 = xp.abs(res1.fl - 2 * res1.fm + res1.fr)
335
+ tol = xp.asarray(2*kwargs['frtol']*xp.abs(res1.fun), dtype=p.dtype)
336
+ xp_assert_less(h1, tol)
337
+ kwargs['frtol'] = 1e-6
338
+ res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs)
339
+ h2 = xp.abs(res2.fl - 2 * res2.fm + res2.fr)
340
+ tol = xp.asarray(2*kwargs['frtol']*abs(res2.fun), dtype=p.dtype)
341
+ xp_assert_less(h2, tol)
342
+ xp_assert_less(h2, h1)
343
+
344
+ def test_maxiter_callback(self, xp):
345
+ # Test behavior of `maxiter` parameter and `callback` interface
346
+ loc = xp.asarray(0.612814)
347
+ bracket = (xp.asarray(-5), xp.asarray(0), xp.asarray(5))
348
+ maxiter = 5
349
+
350
+ res = _chandrupatla_minimize(self.f, *bracket, args=(loc,),
351
+ maxiter=maxiter)
352
+ assert not xp.any(res.success)
353
+ assert xp.all(res.nfev == maxiter+3)
354
+ assert xp.all(res.nit == maxiter)
355
+
356
+ def callback(res):
357
+ callback.iter += 1
358
+ callback.res = res
359
+ assert hasattr(res, 'x')
360
+ if callback.iter == 0:
361
+ # callback is called once with initial bracket
362
+ assert (res.xl, res.xm, res.xr) == bracket
363
+ else:
364
+ changed_xr = (res.xl == callback.xl) & (res.xr != callback.xr)
365
+ changed_xl = (res.xl != callback.xl) & (res.xr == callback.xr)
366
+ assert xp.all(changed_xr | changed_xl)
367
+
368
+ callback.xl = res.xl
369
+ callback.xr = res.xr
370
+ assert res.status == eim._EINPROGRESS
371
+ xp_assert_equal(self.f(res.xl, loc), res.fl)
372
+ xp_assert_equal(self.f(res.xm, loc), res.fm)
373
+ xp_assert_equal(self.f(res.xr, loc), res.fr)
374
+ xp_assert_equal(self.f(res.x, loc), res.fun)
375
+ if callback.iter == maxiter:
376
+ raise StopIteration
377
+
378
+ callback.xl = xp.nan
379
+ callback.xr = xp.nan
380
+ callback.iter = -1 # callback called once before first iteration
381
+ callback.res = None
382
+
383
+ res2 = _chandrupatla_minimize(self.f, *bracket, args=(loc,),
384
+ callback=callback)
385
+
386
+ # terminating with callback is identical to terminating due to maxiter
387
+ # (except for `status`)
388
+ for key in res.keys():
389
+ if key == 'status':
390
+ assert res[key] == eim._ECONVERR
391
+ # assert callback.res[key] == eim._EINPROGRESS
392
+ assert res2[key] == eim._ECALLBACK
393
+ else:
394
+ assert res2[key] == callback.res[key] == res[key]
395
+
396
+ @pytest.mark.parametrize('case', cases)
397
+ def test_nit_expected(self, case, xp):
398
+ # Test that `_chandrupatla` implements Chandrupatla's algorithm:
399
+ # in all 55 test cases, the number of iterations performed
400
+ # matches the number reported in the original paper.
401
+ func, x1, nit = case
402
+
403
+ # Find bracket using the algorithm in the paper
404
+ step = 0.2
405
+ x2 = x1 + step
406
+ x1, x2, x3, f1, f2, f3 = _bracket_minimum(func, x1, x2)
407
+
408
+ # Use tolerances from original paper
409
+ xatol = 0.0001
410
+ fatol = 0.000001
411
+ xrtol = 1e-16
412
+ frtol = 1e-16
413
+
414
+ bracket = xp.asarray(x1), xp.asarray(x2), xp.asarray(x3, dtype=xp.float64)
415
+ res = _chandrupatla_minimize(func, *bracket, xatol=xatol,
416
+ fatol=fatol, xrtol=xrtol, frtol=frtol)
417
+ xp_assert_equal(res.nit, xp.asarray(nit, dtype=xp.int32))
418
+
419
+ @pytest.mark.parametrize("loc", (0.65, [0.65, 0.7]))
420
+ @pytest.mark.parametrize("dtype", ('float16', 'float32', 'float64'))
421
+ def test_dtype(self, loc, dtype, xp):
422
+ # Test that dtypes are preserved
423
+ dtype = getattr(xp, dtype)
424
+
425
+ loc = xp.asarray(loc, dtype=dtype)
426
+ bracket = (xp.asarray(-3, dtype=dtype),
427
+ xp.asarray(1, dtype=dtype),
428
+ xp.asarray(5, dtype=dtype))
429
+
430
+ xp_test = array_namespace(loc) # need astype
431
+ def f(x, loc):
432
+ assert x.dtype == dtype
433
+ return xp_test.astype((x - loc)**2, dtype)
434
+
435
+ res = _chandrupatla_minimize(f, *bracket, args=(loc,))
436
+ assert res.x.dtype == dtype
437
+ xp_assert_close(res.x, loc, rtol=math.sqrt(xp.finfo(dtype).eps))
438
+
439
+ def test_input_validation(self, xp):
440
+ # Test input validation for appropriate error messages
441
+
442
+ message = '`func` must be callable.'
443
+ bracket = xp.asarray(-4), xp.asarray(0), xp.asarray(4)
444
+ with pytest.raises(ValueError, match=message):
445
+ _chandrupatla_minimize(None, *bracket)
446
+
447
+ message = 'Abscissae and function output must be real numbers.'
448
+ bracket = xp.asarray(-4 + 1j), xp.asarray(0), xp.asarray(4)
449
+ with pytest.raises(ValueError, match=message):
450
+ _chandrupatla_minimize(lambda x: x, *bracket)
451
+
452
+ message = "...be broadcast..."
453
+ bracket = xp.asarray([-2, -3]), xp.asarray([0, 0]), xp.asarray([3, 4, 5])
454
+ # raised by `np.broadcast, but the traceback is readable IMO
455
+ with pytest.raises((ValueError, RuntimeError), match=message):
456
+ _chandrupatla_minimize(lambda x: x, *bracket)
457
+
458
+ message = "The shape of the array returned by `func` must be the same"
459
+ bracket = xp.asarray([-3, -3]), xp.asarray([0, 0]), xp.asarray([5, 5])
460
+ with pytest.raises(ValueError, match=message):
461
+ _chandrupatla_minimize(lambda x: [x[0, ...], x[1, ...], x[1, ...]],
462
+ *bracket)
463
+
464
+ message = 'Tolerances must be non-negative scalars.'
465
+ bracket = xp.asarray(-4), xp.asarray(0), xp.asarray(4)
466
+ with pytest.raises(ValueError, match=message):
467
+ _chandrupatla_minimize(lambda x: x, *bracket, xatol=-1)
468
+ with pytest.raises(ValueError, match=message):
469
+ _chandrupatla_minimize(lambda x: x, *bracket, xrtol=xp.nan)
470
+ with pytest.raises(ValueError, match=message):
471
+ _chandrupatla_minimize(lambda x: x, *bracket, fatol='ekki')
472
+ with pytest.raises(ValueError, match=message):
473
+ _chandrupatla_minimize(lambda x: x, *bracket, frtol=xp.nan)
474
+
475
+ message = '`maxiter` must be a non-negative integer.'
476
+ with pytest.raises(ValueError, match=message):
477
+ _chandrupatla_minimize(lambda x: x, *bracket, maxiter=1.5)
478
+ with pytest.raises(ValueError, match=message):
479
+ _chandrupatla_minimize(lambda x: x, *bracket, maxiter=-1)
480
+
481
+ message = '`callback` must be callable.'
482
+ with pytest.raises(ValueError, match=message):
483
+ _chandrupatla_minimize(lambda x: x, *bracket, callback='shrubbery')
484
+
485
+ def test_bracket_order(self, xp):
486
+ # Confirm that order of points in bracket doesn't
487
+ xp_test = array_namespace(xp.asarray(1.)) # need `xp.newaxis`
488
+ loc = xp.linspace(-1, 1, 6)[:, xp_test.newaxis]
489
+ brackets = xp.asarray(list(permutations([-5, 0, 5]))).T
490
+ res = _chandrupatla_minimize(self.f, *brackets, args=(loc,))
491
+ assert xp.all(xp.isclose(res.x, loc) | (res.fun == self.f(loc, loc)))
492
+ ref = res.x[:, 0] # all columns should be the same
493
+ xp_test = array_namespace(loc) # need `xp.broadcast_arrays
494
+ xp_assert_close(*xp_test.broadcast_arrays(res.x.T, ref), rtol=1e-15)
495
+
496
+ def test_special_cases(self, xp):
497
+ # Test edge cases and other special cases
498
+
499
+ # Test that integers are not passed to `f`
500
+ xp_test = array_namespace(xp.asarray(1.)) # need `xp.isdtype`
501
+ def f(x):
502
+ assert xp_test.isdtype(x.dtype, "real floating")
503
+ return (x - 1)**2
504
+
505
+ bracket = xp.asarray(-7), xp.asarray(0), xp.asarray(8)
506
+ with np.errstate(invalid='ignore'):
507
+ res = _chandrupatla_minimize(f, *bracket, fatol=0, frtol=0)
508
+ assert res.success
509
+ xp_assert_close(res.x, xp.asarray(1.), rtol=1e-3)
510
+ xp_assert_close(res.fun, xp.asarray(0.), atol=1e-200)
511
+
512
+ # Test that if all elements of bracket equal minimizer, algorithm
513
+ # reports convergence
514
+ def f(x):
515
+ return (x-1)**2
516
+
517
+ bracket = xp.asarray(1), xp.asarray(1), xp.asarray(1)
518
+ res = _chandrupatla_minimize(f, *bracket)
519
+ assert res.success
520
+ xp_assert_equal(res.x, xp.asarray(1.))
521
+
522
+ # Test maxiter = 0. Should do nothing to bracket.
523
+ def f(x):
524
+ return (x-1)**2
525
+
526
+ bracket = xp.asarray(-3), xp.asarray(1.1), xp.asarray(5)
527
+ res = _chandrupatla_minimize(f, *bracket, maxiter=0)
528
+ assert res.xl, res.xr == bracket
529
+ assert res.nit == 0
530
+ assert res.nfev == 3
531
+ assert res.status == -2
532
+ assert res.x == 1.1 # best so far
533
+
534
+ # Test scalar `args` (not in tuple)
535
+ def f(x, c):
536
+ return (x-c)**2 - 1
537
+
538
+ bracket = xp.asarray(-1), xp.asarray(0), xp.asarray(1)
539
+ c = xp.asarray(1/3)
540
+ res = _chandrupatla_minimize(f, *bracket, args=(c,))
541
+ xp_assert_close(res.x, c)
542
+
543
+ # Test zero tolerances
544
+ def f(x):
545
+ return -xp.sin(x)
546
+
547
+ bracket = xp.asarray(0), xp.asarray(1), xp.asarray(xp.pi)
548
+ res = _chandrupatla_minimize(f, *bracket, xatol=0, xrtol=0, fatol=0, frtol=0)
549
+ assert res.success
550
+ # found a minimum exactly (according to floating point arithmetic)
551
+ assert res.xl < res.xm < res.xr
552
+ assert f(res.xl) == f(res.xm) == f(res.xr)
553
+
554
+
555
+ @array_api_compatible
556
+ @pytest.mark.usefixtures("skip_xp_backends")
557
+ @pytest.mark.skip_xp_backends('array_api_strict',
558
+ reason='Currently uses fancy indexing assignment.')
559
+ @pytest.mark.skip_xp_backends('jax.numpy',
560
+ reason='JAX arrays do not support item assignment.')
561
+ @pytest.mark.skip_xp_backends('cupy',
562
+ reason='cupy/cupy#8391')
563
+ class TestChandrupatla(TestScalarRootFinders):
564
+
565
+ def f(self, q, p):
566
+ return special.ndtr(q) - p
567
+
568
+ @pytest.mark.parametrize('p', [0.6, np.linspace(-0.05, 1.05, 10)])
569
+ def test_basic(self, p, xp):
570
+ # Invert distribution CDF and compare against distribution `ppf`
571
+ a, b = xp.asarray(-5.), xp.asarray(5.)
572
+ res = _chandrupatla_root(self.f, a, b, args=(xp.asarray(p),))
573
+ ref = xp.asarray(stats.norm().ppf(p), dtype=xp.asarray(p).dtype)
574
+ xp_assert_close(res.x, ref)
575
+
576
+ @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
577
+ def test_vectorization(self, shape, xp):
578
+ # Test for correct functionality, output shapes, and dtypes for various
579
+ # input shapes.
580
+ p = (np.linspace(-0.05, 1.05, 12).reshape(shape) if shape
581
+ else np.float64(0.6))
582
+ p_xp = xp.asarray(p)
583
+ args_xp = (p_xp,)
584
+ dtype = p_xp.dtype
585
+ xp_test = array_namespace(p_xp) # need xp.bool
586
+
587
+ @np.vectorize
588
+ def chandrupatla_single(p):
589
+ return _chandrupatla_root(self.f, -5, 5, args=(p,))
590
+
591
+ def f(*args, **kwargs):
592
+ f.f_evals += 1
593
+ return self.f(*args, **kwargs)
594
+ f.f_evals = 0
595
+
596
+ res = _chandrupatla_root(f, xp.asarray(-5.), xp.asarray(5.), args=args_xp)
597
+ refs = chandrupatla_single(p).ravel()
598
+
599
+ ref_x = [ref.x for ref in refs]
600
+ ref_x = xp.reshape(xp.asarray(ref_x, dtype=dtype), shape)
601
+ xp_assert_close(res.x, ref_x)
602
+
603
+ ref_fun = [ref.fun for ref in refs]
604
+ ref_fun = xp.reshape(xp.asarray(ref_fun, dtype=dtype), shape)
605
+ xp_assert_close(res.fun, ref_fun, atol=1e-15)
606
+ xp_assert_equal(res.fun, self.f(res.x, *args_xp))
607
+
608
+ ref_success = [bool(ref.success) for ref in refs]
609
+ ref_success = xp.reshape(xp.asarray(ref_success, dtype=xp_test.bool), shape)
610
+ xp_assert_equal(res.success, ref_success)
611
+
612
+ ref_flag = [ref.status for ref in refs]
613
+ ref_flag = xp.reshape(xp.asarray(ref_flag, dtype=xp.int32), shape)
614
+ xp_assert_equal(res.status, ref_flag)
615
+
616
+ ref_nfev = [ref.nfev for ref in refs]
617
+ ref_nfev = xp.reshape(xp.asarray(ref_nfev, dtype=xp.int32), shape)
618
+ if is_numpy(xp):
619
+ xp_assert_equal(res.nfev, ref_nfev)
620
+ assert xp.max(res.nfev) == f.f_evals
621
+ else: # different backend may lead to different nfev
622
+ assert res.nfev.shape == shape
623
+ assert res.nfev.dtype == xp.int32
624
+
625
+ ref_nit = [ref.nit for ref in refs]
626
+ ref_nit = xp.reshape(xp.asarray(ref_nit, dtype=xp.int32), shape)
627
+ if is_numpy(xp):
628
+ xp_assert_equal(res.nit, ref_nit)
629
+ assert xp.max(res.nit) == f.f_evals-2
630
+ else:
631
+ assert res.nit.shape == shape
632
+ assert res.nit.dtype == xp.int32
633
+
634
+ ref_xl = [ref.xl for ref in refs]
635
+ ref_xl = xp.reshape(xp.asarray(ref_xl, dtype=dtype), shape)
636
+ xp_assert_close(res.xl, ref_xl)
637
+
638
+ ref_xr = [ref.xr for ref in refs]
639
+ ref_xr = xp.reshape(xp.asarray(ref_xr, dtype=dtype), shape)
640
+ xp_assert_close(res.xr, ref_xr)
641
+
642
+ xp_assert_less(res.xl, res.xr)
643
+ finite = xp.isfinite(res.x)
644
+ assert xp.all((res.x[finite] == res.xl[finite])
645
+ | (res.x[finite] == res.xr[finite]))
646
+
647
+ # PyTorch and CuPy don't solve to the same accuracy as NumPy - that's OK.
648
+ atol = 1e-15 if is_numpy(xp) else 1e-9
649
+
650
+ ref_fl = [ref.fl for ref in refs]
651
+ ref_fl = xp.reshape(xp.asarray(ref_fl, dtype=dtype), shape)
652
+ xp_assert_close(res.fl, ref_fl, atol=atol)
653
+ xp_assert_equal(res.fl, self.f(res.xl, *args_xp))
654
+
655
+ ref_fr = [ref.fr for ref in refs]
656
+ ref_fr = xp.reshape(xp.asarray(ref_fr, dtype=dtype), shape)
657
+ xp_assert_close(res.fr, ref_fr, atol=atol)
658
+ xp_assert_equal(res.fr, self.f(res.xr, *args_xp))
659
+
660
+ assert xp.all(xp.abs(res.fun[finite]) ==
661
+ xp.minimum(xp.abs(res.fl[finite]),
662
+ xp.abs(res.fr[finite])))
663
+
664
+ def test_flags(self, xp):
665
+ # Test cases that should produce different status flags; show that all
666
+ # can be produced simultaneously.
667
+ def f(xs, js):
668
+ # Note that full_like and int(j) shouldn't really be required. CuPy
669
+ # is just really picky here, so I'm making it a special case to
670
+ # make sure the other backends work when the user is less careful.
671
+ assert js.dtype == xp.int64
672
+ if is_cupy(xp):
673
+ funcs = [lambda x: x - 2.5,
674
+ lambda x: x - 10,
675
+ lambda x: (x - 0.1)**3,
676
+ lambda x: xp.full_like(x, xp.asarray(xp.nan))]
677
+ return [funcs[int(j)](x) for x, j in zip(xs, js)]
678
+
679
+ funcs = [lambda x: x - 2.5,
680
+ lambda x: x - 10,
681
+ lambda x: (x - 0.1) ** 3,
682
+ lambda x: xp.nan]
683
+ return [funcs[j](x) for x, j in zip(xs, js)]
684
+
685
+ args = (xp.arange(4, dtype=xp.int64),)
686
+ a, b = xp.asarray([0.]*4), xp.asarray([xp.pi]*4)
687
+ res = _chandrupatla_root(f, a, b, args=args, maxiter=2)
688
+
689
+ ref_flags = xp.asarray([eim._ECONVERGED,
690
+ eim._ESIGNERR,
691
+ eim._ECONVERR,
692
+ eim._EVALUEERR], dtype=xp.int32)
693
+ xp_assert_equal(res.status, ref_flags)
694
+
695
+ def test_convergence(self, xp):
696
+ # Test that the convergence tolerances behave as expected
697
+ rng = np.random.default_rng(2585255913088665241)
698
+ p = xp.asarray(rng.random(size=3))
699
+ bracket = (-xp.asarray(5.), xp.asarray(5.))
700
+ args = (p,)
701
+ kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0)
702
+
703
+ kwargs = kwargs0.copy()
704
+ kwargs['xatol'] = 1e-3
705
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
706
+ xp_assert_less(res1.xr - res1.xl, xp.full_like(p, xp.asarray(1e-3)))
707
+ kwargs['xatol'] = 1e-6
708
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
709
+ xp_assert_less(res2.xr - res2.xl, xp.full_like(p, xp.asarray(1e-6)))
710
+ xp_assert_less(res2.xr - res2.xl, res1.xr - res1.xl)
711
+
712
+ kwargs = kwargs0.copy()
713
+ kwargs['xrtol'] = 1e-3
714
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
715
+ xp_assert_less(res1.xr - res1.xl, 1e-3 * xp.abs(res1.x))
716
+ kwargs['xrtol'] = 1e-6
717
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
718
+ xp_assert_less(res2.xr - res2.xl, 1e-6 * xp.abs(res2.x))
719
+ xp_assert_less(res2.xr - res2.xl, res1.xr - res1.xl)
720
+
721
+ kwargs = kwargs0.copy()
722
+ kwargs['fatol'] = 1e-3
723
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
724
+ xp_assert_less(xp.abs(res1.fun), xp.full_like(p, xp.asarray(1e-3)))
725
+ kwargs['fatol'] = 1e-6
726
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
727
+ xp_assert_less(xp.abs(res2.fun), xp.full_like(p, xp.asarray(1e-6)))
728
+ xp_assert_less(xp.abs(res2.fun), xp.abs(res1.fun))
729
+
730
+ kwargs = kwargs0.copy()
731
+ kwargs['frtol'] = 1e-3
732
+ x1, x2 = bracket
733
+ f0 = xp.minimum(xp.abs(self.f(x1, *args)), xp.abs(self.f(x2, *args)))
734
+ res1 = _chandrupatla_root(self.f, *bracket, **kwargs)
735
+ xp_assert_less(xp.abs(res1.fun), 1e-3*f0)
736
+ kwargs['frtol'] = 1e-6
737
+ res2 = _chandrupatla_root(self.f, *bracket, **kwargs)
738
+ xp_assert_less(xp.abs(res2.fun), 1e-6*f0)
739
+ xp_assert_less(xp.abs(res2.fun), xp.abs(res1.fun))
740
+
741
+ def test_maxiter_callback(self, xp):
742
+ # Test behavior of `maxiter` parameter and `callback` interface
743
+ p = xp.asarray(0.612814)
744
+ bracket = (xp.asarray(-5.), xp.asarray(5.))
745
+ maxiter = 5
746
+
747
+ def f(q, p):
748
+ res = special.ndtr(q) - p
749
+ f.x = q
750
+ f.fun = res
751
+ return res
752
+ f.x = None
753
+ f.fun = None
754
+
755
+ res = _chandrupatla_root(f, *bracket, args=(p,), maxiter=maxiter)
756
+ assert not xp.any(res.success)
757
+ assert xp.all(res.nfev == maxiter+2)
758
+ assert xp.all(res.nit == maxiter)
759
+
760
+ def callback(res):
761
+ callback.iter += 1
762
+ callback.res = res
763
+ assert hasattr(res, 'x')
764
+ if callback.iter == 0:
765
+ # callback is called once with initial bracket
766
+ assert (res.xl, res.xr) == bracket
767
+ else:
768
+ changed = (((res.xl == callback.xl) & (res.xr != callback.xr))
769
+ | ((res.xl != callback.xl) & (res.xr == callback.xr)))
770
+ assert xp.all(changed)
771
+
772
+ callback.xl = res.xl
773
+ callback.xr = res.xr
774
+ assert res.status == eim._EINPROGRESS
775
+ xp_assert_equal(self.f(res.xl, p), res.fl)
776
+ xp_assert_equal(self.f(res.xr, p), res.fr)
777
+ xp_assert_equal(self.f(res.x, p), res.fun)
778
+ if callback.iter == maxiter:
779
+ raise StopIteration
780
+ callback.iter = -1 # callback called once before first iteration
781
+ callback.res = None
782
+ callback.xl = None
783
+ callback.xr = None
784
+
785
+ res2 = _chandrupatla_root(f, *bracket, args=(p,), callback=callback)
786
+
787
+ # terminating with callback is identical to terminating due to maxiter
788
+ # (except for `status`)
789
+ for key in res.keys():
790
+ if key == 'status':
791
+ xp_assert_equal(res[key], xp.asarray(eim._ECONVERR, dtype=xp.int32))
792
+ xp_assert_equal(res2[key], xp.asarray(eim._ECALLBACK, dtype=xp.int32))
793
+ elif key.startswith('_'):
794
+ continue
795
+ else:
796
+ xp_assert_equal(res2[key], res[key])
797
+
798
+ @pytest.mark.parametrize('case', _CHANDRUPATLA_TESTS)
799
+ def test_nit_expected(self, case, xp):
800
+ # Test that `_chandrupatla` implements Chandrupatla's algorithm:
801
+ # in all 40 test cases, the number of iterations performed
802
+ # matches the number reported in the original paper.
803
+ f, bracket, root, nfeval, id = case
804
+ # Chandrupatla's criterion is equivalent to
805
+ # abs(x2-x1) < 4*abs(xmin)*xrtol + xatol, but we use the more standard
806
+ # abs(x2-x1) < abs(xmin)*xrtol + xatol. Therefore, set xrtol to 4x
807
+ # that used by Chandrupatla in tests.
808
+ bracket = (xp.asarray(bracket[0], dtype=xp.float64),
809
+ xp.asarray(bracket[1], dtype=xp.float64))
810
+ root = xp.asarray(root, dtype=xp.float64)
811
+
812
+ res = _chandrupatla_root(f, *bracket, xrtol=4e-10, xatol=1e-5)
813
+ xp_assert_close(res.fun, xp.asarray(f(root), dtype=xp.float64),
814
+ rtol=1e-8, atol=2e-3)
815
+ xp_assert_equal(res.nfev, xp.asarray(nfeval, dtype=xp.int32))
816
+
817
+ @pytest.mark.parametrize("root", (0.622, [0.622, 0.623]))
818
+ @pytest.mark.parametrize("dtype", ('float16', 'float32', 'float64'))
819
+ def test_dtype(self, root, dtype, xp):
820
+ # Test that dtypes are preserved
821
+ not_numpy = not is_numpy(xp)
822
+ if not_numpy and dtype == 'float16':
823
+ pytest.skip("`float16` dtype only supported for NumPy arrays.")
824
+
825
+ dtype = getattr(xp, dtype, None)
826
+ if dtype is None:
827
+ pytest.skip(f"{xp} does not support {dtype}")
828
+
829
+ def f(x, root):
830
+ res = (x - root) ** 3.
831
+ if is_numpy(xp): # NumPy does not preserve dtype
832
+ return xp.asarray(res, dtype=dtype)
833
+ return res
834
+
835
+ a, b = xp.asarray(-3, dtype=dtype), xp.asarray(3, dtype=dtype)
836
+ root = xp.asarray(root, dtype=dtype)
837
+ res = _chandrupatla_root(f, a, b, args=(root,), xatol=1e-3)
838
+ try:
839
+ xp_assert_close(res.x, root, atol=1e-3)
840
+ except AssertionError:
841
+ assert res.x.dtype == dtype
842
+ xp.all(res.fun == 0)
843
+
844
+ def test_input_validation(self, xp):
845
+ # Test input validation for appropriate error messages
846
+
847
+ def func(x):
848
+ return x
849
+
850
+ message = '`func` must be callable.'
851
+ with pytest.raises(ValueError, match=message):
852
+ bracket = xp.asarray(-4), xp.asarray(4)
853
+ _chandrupatla_root(None, *bracket)
854
+
855
+ message = 'Abscissae and function output must be real numbers.'
856
+ with pytest.raises(ValueError, match=message):
857
+ bracket = xp.asarray(-4+1j), xp.asarray(4)
858
+ _chandrupatla_root(func, *bracket)
859
+
860
+ # raised by `np.broadcast, but the traceback is readable IMO
861
+ message = "...not be broadcast..." # all messages include this part
862
+ with pytest.raises((ValueError, RuntimeError), match=message):
863
+ bracket = xp.asarray([-2, -3]), xp.asarray([3, 4, 5])
864
+ _chandrupatla_root(func, *bracket)
865
+
866
+ message = "The shape of the array returned by `func`..."
867
+ with pytest.raises(ValueError, match=message):
868
+ bracket = xp.asarray([-3, -3]), xp.asarray([5, 5])
869
+ _chandrupatla_root(lambda x: [x[0], x[1], x[1]], *bracket)
870
+
871
+ message = 'Tolerances must be non-negative scalars.'
872
+ bracket = xp.asarray(-4), xp.asarray(4)
873
+ with pytest.raises(ValueError, match=message):
874
+ _chandrupatla_root(func, *bracket, xatol=-1)
875
+ with pytest.raises(ValueError, match=message):
876
+ _chandrupatla_root(func, *bracket, xrtol=xp.nan)
877
+ with pytest.raises(ValueError, match=message):
878
+ _chandrupatla_root(func, *bracket, fatol='ekki')
879
+ with pytest.raises(ValueError, match=message):
880
+ _chandrupatla_root(func, *bracket, frtol=xp.nan)
881
+
882
+ message = '`maxiter` must be a non-negative integer.'
883
+ with pytest.raises(ValueError, match=message):
884
+ _chandrupatla_root(func, *bracket, maxiter=1.5)
885
+ with pytest.raises(ValueError, match=message):
886
+ _chandrupatla_root(func, *bracket, maxiter=-1)
887
+
888
+ message = '`callback` must be callable.'
889
+ with pytest.raises(ValueError, match=message):
890
+ _chandrupatla_root(func, *bracket, callback='shrubbery')
891
+
892
+ def test_special_cases(self, xp):
893
+ # Test edge cases and other special cases
894
+
895
+ # Test infinite function values
896
+ def f(x):
897
+ return 1 / x + 1 - 1 / (-x + 1)
898
+
899
+ a, b = xp.asarray([0.1, 0., 0., 0.1]), xp.asarray([0.9, 1.0, 0.9, 1.0])
900
+
901
+ with np.errstate(divide='ignore', invalid='ignore'):
902
+ res = _chandrupatla_root(f, a, b)
903
+
904
+ assert xp.all(res.success)
905
+ xp_assert_close(res.x[1:], xp.full((3,), res.x[0]))
906
+
907
+ # Test that integers are not passed to `f`
908
+ # (otherwise this would overflow)
909
+ xp_test = array_namespace(a) # need isdtype
910
+ def f(x):
911
+ assert xp_test.isdtype(x.dtype, "real floating")
912
+ # this would overflow if x were an xp integer dtype
913
+ return x ** 31 - 1
914
+
915
+ # note that all inputs are integer type; result is automatically default float
916
+ res = _chandrupatla_root(f, xp.asarray(-7), xp.asarray(5))
917
+ assert res.success
918
+ xp_assert_close(res.x, xp.asarray(1.))
919
+
920
+ # Test that if both ends of bracket equal root, algorithm reports
921
+ # convergence.
922
+ def f(x, root):
923
+ return x**2 - root
924
+
925
+ root = xp.asarray([0, 1])
926
+ res = _chandrupatla_root(f, xp.asarray(1), xp.asarray(1), args=(root,))
927
+ xp_assert_equal(res.success, xp.asarray([False, True]))
928
+ xp_assert_equal(res.x, xp.asarray([xp.nan, 1.]))
929
+
930
+ def f(x):
931
+ return 1/x
932
+
933
+ with np.errstate(invalid='ignore'):
934
+ inf = xp.asarray(xp.inf)
935
+ res = _chandrupatla_root(f, inf, inf)
936
+ assert res.success
937
+ xp_assert_equal(res.x, xp.asarray(xp.inf))
938
+
939
+ # Test maxiter = 0. Should do nothing to bracket.
940
+ def f(x):
941
+ return x**3 - 1
942
+
943
+ a, b = xp.asarray(-3.), xp.asarray(5.)
944
+ res = _chandrupatla_root(f, a, b, maxiter=0)
945
+ xp_assert_equal(res.success, xp.asarray(False))
946
+ xp_assert_equal(res.status, xp.asarray(-2, dtype=xp.int32))
947
+ xp_assert_equal(res.nit, xp.asarray(0, dtype=xp.int32))
948
+ xp_assert_equal(res.nfev, xp.asarray(2, dtype=xp.int32))
949
+ xp_assert_equal(res.xl, a)
950
+ xp_assert_equal(res.xr, b)
951
+ # The `x` attribute is the one with the smaller function value
952
+ xp_assert_equal(res.x, a)
953
+ # Reverse bracket; check that this is still true
954
+ res = _chandrupatla_root(f, -b, -a, maxiter=0)
955
+ xp_assert_equal(res.x, -a)
956
+
957
+ # Test maxiter = 1
958
+ res = _chandrupatla_root(f, a, b, maxiter=1)
959
+ xp_assert_equal(res.success, xp.asarray(True))
960
+ xp_assert_equal(res.status, xp.asarray(0, dtype=xp.int32))
961
+ xp_assert_equal(res.nit, xp.asarray(1, dtype=xp.int32))
962
+ xp_assert_equal(res.nfev, xp.asarray(3, dtype=xp.int32))
963
+ xp_assert_close(res.x, xp.asarray(1.))
964
+
965
+ # Test scalar `args` (not in tuple)
966
+ def f(x, c):
967
+ return c*x - 1
968
+
969
+ res = _chandrupatla_root(f, xp.asarray(-1), xp.asarray(1), args=xp.asarray(3))
970
+ xp_assert_close(res.x, xp.asarray(1/3))
971
+
972
+ # # TODO: Test zero tolerance
973
+ # # ~~What's going on here - why are iterations repeated?~~
974
+ # # tl goes to zero when xatol=xrtol=0. When function is nearly linear,
975
+ # # this causes convergence issues.
976
+ # def f(x):
977
+ # return np.cos(x)
978
+ #
979
+ # res = _chandrupatla_root(f, 0, np.pi, xatol=0, xrtol=0)
980
+ # assert res.nit < 100
981
+ # xp = np.nextafter(res.x, np.inf)
982
+ # xm = np.nextafter(res.x, -np.inf)
983
+ # assert np.abs(res.fun) < np.abs(f(xp))
984
+ # assert np.abs(res.fun) < np.abs(f(xm))
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_cobyqa.py ADDED
@@ -0,0 +1,252 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ import pytest
3
+ import threading
4
+ from numpy.testing import assert_allclose, assert_equal
5
+
6
+ from scipy.optimize import (
7
+ Bounds,
8
+ LinearConstraint,
9
+ NonlinearConstraint,
10
+ OptimizeResult,
11
+ minimize,
12
+ )
13
+
14
+
15
+ class TestCOBYQA:
16
+
17
+ def setup_method(self):
18
+ self.x0 = [4.95, 0.66]
19
+ self.options = {'maxfev': 100}
20
+
21
+ @staticmethod
22
+ def fun(x, c=1.0):
23
+ return x[0]**2 + c * abs(x[1])**3
24
+
25
+ @staticmethod
26
+ def con(x):
27
+ return x[0]**2 + x[1]**2 - 25.0
28
+
29
+ def test_minimize_simple(self):
30
+ class Callback:
31
+ def __init__(self):
32
+ self.lock = threading.Lock()
33
+ self.n_calls = 0
34
+
35
+ def __call__(self, x):
36
+ assert isinstance(x, np.ndarray)
37
+ with self.lock:
38
+ self.n_calls += 1
39
+
40
+ class CallbackNewSyntax:
41
+ def __init__(self):
42
+ self.lock = threading.Lock()
43
+ self.n_calls = 0
44
+
45
+ def __call__(self, intermediate_result):
46
+ assert isinstance(intermediate_result, OptimizeResult)
47
+ with self.lock:
48
+ self.n_calls += 1
49
+
50
+ x0 = [4.95, 0.66]
51
+ callback = Callback()
52
+ callback_new_syntax = CallbackNewSyntax()
53
+
54
+ # Minimize with method='cobyqa'.
55
+ constraints = NonlinearConstraint(self.con, 0.0, 0.0)
56
+ sol = minimize(
57
+ self.fun,
58
+ x0,
59
+ method='cobyqa',
60
+ constraints=constraints,
61
+ callback=callback,
62
+ options=self.options,
63
+ )
64
+ sol_new = minimize(
65
+ self.fun,
66
+ x0,
67
+ method='cobyqa',
68
+ constraints=constraints,
69
+ callback=callback_new_syntax,
70
+ options=self.options,
71
+ )
72
+ solution = [np.sqrt(25.0 - 4.0 / 9.0), 2.0 / 3.0]
73
+ assert_allclose(sol.x, solution, atol=1e-4)
74
+ assert sol.success, sol.message
75
+ assert sol.maxcv < 1e-8, sol
76
+ assert sol.nfev <= 100, sol
77
+ assert sol.fun < self.fun(solution) + 1e-3, sol
78
+ assert sol.nfev == callback.n_calls, \
79
+ "Callback is not called exactly once for every function eval."
80
+ assert_equal(sol.x, sol_new.x)
81
+ assert sol_new.success, sol_new.message
82
+ assert sol.fun == sol_new.fun
83
+ assert sol.maxcv == sol_new.maxcv
84
+ assert sol.nfev == sol_new.nfev
85
+ assert sol.nit == sol_new.nit
86
+ assert sol_new.nfev == callback_new_syntax.n_calls, \
87
+ "Callback is not called exactly once for every function eval."
88
+
89
+ def test_minimize_bounds(self):
90
+ def fun_check_bounds(x):
91
+ assert np.all(bounds.lb <= x) and np.all(x <= bounds.ub)
92
+ return self.fun(x)
93
+
94
+ # Case where the bounds are not active at the solution.
95
+ bounds = Bounds([4.5, 0.6], [5.0, 0.7])
96
+ constraints = NonlinearConstraint(self.con, 0.0, 0.0)
97
+ sol = minimize(
98
+ fun_check_bounds,
99
+ self.x0,
100
+ method='cobyqa',
101
+ bounds=bounds,
102
+ constraints=constraints,
103
+ options=self.options,
104
+ )
105
+ solution = [np.sqrt(25.0 - 4.0 / 9.0), 2.0 / 3.0]
106
+ assert_allclose(sol.x, solution, atol=1e-4)
107
+ assert sol.success, sol.message
108
+ assert sol.maxcv < 1e-8, sol
109
+ assert np.all(bounds.lb <= sol.x) and np.all(sol.x <= bounds.ub), sol
110
+ assert sol.nfev <= 100, sol
111
+ assert sol.fun < self.fun(solution) + 1e-3, sol
112
+
113
+ # Case where the bounds are active at the solution.
114
+ bounds = Bounds([5.0, 0.6], [5.5, 0.65])
115
+ sol = minimize(
116
+ fun_check_bounds,
117
+ self.x0,
118
+ method='cobyqa',
119
+ bounds=bounds,
120
+ constraints=constraints,
121
+ options=self.options,
122
+ )
123
+ assert not sol.success, sol.message
124
+ assert sol.maxcv > 0.35, sol
125
+ assert np.all(bounds.lb <= sol.x) and np.all(sol.x <= bounds.ub), sol
126
+ assert sol.nfev <= 100, sol
127
+
128
+ def test_minimize_linear_constraints(self):
129
+ constraints = LinearConstraint([1.0, 1.0], 1.0, 1.0)
130
+ sol = minimize(
131
+ self.fun,
132
+ self.x0,
133
+ method='cobyqa',
134
+ constraints=constraints,
135
+ options=self.options,
136
+ )
137
+ solution = [(4 - np.sqrt(7)) / 3, (np.sqrt(7) - 1) / 3]
138
+ assert_allclose(sol.x, solution, atol=1e-4)
139
+ assert sol.success, sol.message
140
+ assert sol.maxcv < 1e-8, sol
141
+ assert sol.nfev <= 100, sol
142
+ assert sol.fun < self.fun(solution) + 1e-3, sol
143
+
144
+ def test_minimize_args(self):
145
+ constraints = NonlinearConstraint(self.con, 0.0, 0.0)
146
+ sol = minimize(
147
+ self.fun,
148
+ self.x0,
149
+ args=(2.0,),
150
+ method='cobyqa',
151
+ constraints=constraints,
152
+ options=self.options,
153
+ )
154
+ solution = [np.sqrt(25.0 - 4.0 / 36.0), 2.0 / 6.0]
155
+ assert_allclose(sol.x, solution, atol=1e-4)
156
+ assert sol.success, sol.message
157
+ assert sol.maxcv < 1e-8, sol
158
+ assert sol.nfev <= 100, sol
159
+ assert sol.fun < self.fun(solution, 2.0) + 1e-3, sol
160
+
161
+ def test_minimize_array(self):
162
+ def fun_array(x, dim):
163
+ f = np.array(self.fun(x))
164
+ return np.reshape(f, (1,) * dim)
165
+
166
+ # The argument fun can return an array with a single element.
167
+ bounds = Bounds([4.5, 0.6], [5.0, 0.7])
168
+ constraints = NonlinearConstraint(self.con, 0.0, 0.0)
169
+ sol = minimize(
170
+ self.fun,
171
+ self.x0,
172
+ method='cobyqa',
173
+ bounds=bounds,
174
+ constraints=constraints,
175
+ options=self.options,
176
+ )
177
+ for dim in [0, 1, 2]:
178
+ sol_array = minimize(
179
+ fun_array,
180
+ self.x0,
181
+ args=(dim,),
182
+ method='cobyqa',
183
+ bounds=bounds,
184
+ constraints=constraints,
185
+ options=self.options,
186
+ )
187
+ assert_equal(sol.x, sol_array.x)
188
+ assert sol_array.success, sol_array.message
189
+ assert sol.fun == sol_array.fun
190
+ assert sol.maxcv == sol_array.maxcv
191
+ assert sol.nfev == sol_array.nfev
192
+ assert sol.nit == sol_array.nit
193
+
194
+ # The argument fun cannot return an array with more than one element.
195
+ with pytest.raises(TypeError):
196
+ minimize(
197
+ lambda x: np.array([self.fun(x), self.fun(x)]),
198
+ self.x0,
199
+ method='cobyqa',
200
+ bounds=bounds,
201
+ constraints=constraints,
202
+ options=self.options,
203
+ )
204
+
205
+ def test_minimize_maxfev(self):
206
+ constraints = NonlinearConstraint(self.con, 0.0, 0.0)
207
+ options = {'maxfev': 2}
208
+ sol = minimize(
209
+ self.fun,
210
+ self.x0,
211
+ method='cobyqa',
212
+ constraints=constraints,
213
+ options=options,
214
+ )
215
+ assert not sol.success, sol.message
216
+ assert sol.nfev <= 2, sol
217
+
218
+ def test_minimize_maxiter(self):
219
+ constraints = NonlinearConstraint(self.con, 0.0, 0.0)
220
+ options = {'maxiter': 2}
221
+ sol = minimize(
222
+ self.fun,
223
+ self.x0,
224
+ method='cobyqa',
225
+ constraints=constraints,
226
+ options=options,
227
+ )
228
+ assert not sol.success, sol.message
229
+ assert sol.nit <= 2, sol
230
+
231
+ def test_minimize_f_target(self):
232
+ constraints = NonlinearConstraint(self.con, 0.0, 0.0)
233
+ sol_ref = minimize(
234
+ self.fun,
235
+ self.x0,
236
+ method='cobyqa',
237
+ constraints=constraints,
238
+ options=self.options,
239
+ )
240
+ options = dict(self.options)
241
+ options['f_target'] = sol_ref.fun
242
+ sol = minimize(
243
+ self.fun,
244
+ self.x0,
245
+ method='cobyqa',
246
+ constraints=constraints,
247
+ options=options,
248
+ )
249
+ assert sol.success, sol.message
250
+ assert sol.maxcv < 1e-8, sol
251
+ assert sol.nfev <= sol_ref.nfev, sol
252
+ assert sol.fun <= sol_ref.fun, sol
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_constraints.py ADDED
@@ -0,0 +1,255 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import numpy as np
3
+ from numpy.testing import TestCase, assert_array_equal
4
+ import scipy.sparse as sps
5
+ from scipy.optimize._constraints import (
6
+ Bounds, LinearConstraint, NonlinearConstraint, PreparedConstraint,
7
+ new_bounds_to_old, old_bound_to_new, strict_bounds)
8
+
9
+
10
+ class TestStrictBounds(TestCase):
11
+ def test_scalarvalue_unique_enforce_feasibility(self):
12
+ m = 3
13
+ lb = 2
14
+ ub = 4
15
+ enforce_feasibility = False
16
+ strict_lb, strict_ub = strict_bounds(lb, ub,
17
+ enforce_feasibility,
18
+ m)
19
+ assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf])
20
+ assert_array_equal(strict_ub, [np.inf, np.inf, np.inf])
21
+
22
+ enforce_feasibility = True
23
+ strict_lb, strict_ub = strict_bounds(lb, ub,
24
+ enforce_feasibility,
25
+ m)
26
+ assert_array_equal(strict_lb, [2, 2, 2])
27
+ assert_array_equal(strict_ub, [4, 4, 4])
28
+
29
+ def test_vectorvalue_unique_enforce_feasibility(self):
30
+ m = 3
31
+ lb = [1, 2, 3]
32
+ ub = [4, 5, 6]
33
+ enforce_feasibility = False
34
+ strict_lb, strict_ub = strict_bounds(lb, ub,
35
+ enforce_feasibility,
36
+ m)
37
+ assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf])
38
+ assert_array_equal(strict_ub, [np.inf, np.inf, np.inf])
39
+
40
+ enforce_feasibility = True
41
+ strict_lb, strict_ub = strict_bounds(lb, ub,
42
+ enforce_feasibility,
43
+ m)
44
+ assert_array_equal(strict_lb, [1, 2, 3])
45
+ assert_array_equal(strict_ub, [4, 5, 6])
46
+
47
+ def test_scalarvalue_vector_enforce_feasibility(self):
48
+ m = 3
49
+ lb = 2
50
+ ub = 4
51
+ enforce_feasibility = [False, True, False]
52
+ strict_lb, strict_ub = strict_bounds(lb, ub,
53
+ enforce_feasibility,
54
+ m)
55
+ assert_array_equal(strict_lb, [-np.inf, 2, -np.inf])
56
+ assert_array_equal(strict_ub, [np.inf, 4, np.inf])
57
+
58
+ def test_vectorvalue_vector_enforce_feasibility(self):
59
+ m = 3
60
+ lb = [1, 2, 3]
61
+ ub = [4, 6, np.inf]
62
+ enforce_feasibility = [True, False, True]
63
+ strict_lb, strict_ub = strict_bounds(lb, ub,
64
+ enforce_feasibility,
65
+ m)
66
+ assert_array_equal(strict_lb, [1, -np.inf, 3])
67
+ assert_array_equal(strict_ub, [4, np.inf, np.inf])
68
+
69
+
70
+ def test_prepare_constraint_infeasible_x0():
71
+ lb = np.array([0, 20, 30])
72
+ ub = np.array([0.5, np.inf, 70])
73
+ x0 = np.array([1, 2, 3])
74
+ enforce_feasibility = np.array([False, True, True], dtype=bool)
75
+ bounds = Bounds(lb, ub, enforce_feasibility)
76
+ pytest.raises(ValueError, PreparedConstraint, bounds, x0)
77
+
78
+ pc = PreparedConstraint(Bounds(lb, ub), [1, 2, 3])
79
+ assert (pc.violation([1, 2, 3]) > 0).any()
80
+ assert (pc.violation([0.25, 21, 31]) == 0).all()
81
+
82
+ x0 = np.array([1, 2, 3, 4])
83
+ A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]])
84
+ enforce_feasibility = np.array([True, True, True], dtype=bool)
85
+ linear = LinearConstraint(A, -np.inf, 0, enforce_feasibility)
86
+ pytest.raises(ValueError, PreparedConstraint, linear, x0)
87
+
88
+ pc = PreparedConstraint(LinearConstraint(A, -np.inf, 0),
89
+ [1, 2, 3, 4])
90
+ assert (pc.violation([1, 2, 3, 4]) > 0).any()
91
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
92
+
93
+ def fun(x):
94
+ return A.dot(x)
95
+
96
+ def jac(x):
97
+ return A
98
+
99
+ def hess(x, v):
100
+ return sps.csr_matrix((4, 4))
101
+
102
+ nonlinear = NonlinearConstraint(fun, -np.inf, 0, jac, hess,
103
+ enforce_feasibility)
104
+ pytest.raises(ValueError, PreparedConstraint, nonlinear, x0)
105
+
106
+ pc = PreparedConstraint(nonlinear, [-10, 2, -10, 4])
107
+ assert (pc.violation([1, 2, 3, 4]) > 0).any()
108
+ assert (pc.violation([-10, 2, -10, 4]) == 0).all()
109
+
110
+
111
+ def test_violation():
112
+ def cons_f(x):
113
+ return np.array([x[0] ** 2 + x[1], x[0] ** 2 - x[1]])
114
+
115
+ nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2])
116
+ pc = PreparedConstraint(nlc, [0.5, 1])
117
+
118
+ assert_array_equal(pc.violation([0.5, 1]), [0., 0.])
119
+
120
+ np.testing.assert_almost_equal(pc.violation([0.5, 1.2]), [0., 0.1])
121
+
122
+ np.testing.assert_almost_equal(pc.violation([1.2, 1.2]), [0.64, 0])
123
+
124
+ np.testing.assert_almost_equal(pc.violation([0.1, -1.2]), [0.19, 0])
125
+
126
+ np.testing.assert_almost_equal(pc.violation([0.1, 2]), [0.01, 1.14])
127
+
128
+
129
+ def test_new_bounds_to_old():
130
+ lb = np.array([-np.inf, 2, 3])
131
+ ub = np.array([3, np.inf, 10])
132
+
133
+ bounds = [(None, 3), (2, None), (3, 10)]
134
+ assert_array_equal(new_bounds_to_old(lb, ub, 3), bounds)
135
+
136
+ bounds_single_lb = [(-1, 3), (-1, None), (-1, 10)]
137
+ assert_array_equal(new_bounds_to_old(-1, ub, 3), bounds_single_lb)
138
+
139
+ bounds_no_lb = [(None, 3), (None, None), (None, 10)]
140
+ assert_array_equal(new_bounds_to_old(-np.inf, ub, 3), bounds_no_lb)
141
+
142
+ bounds_single_ub = [(None, 20), (2, 20), (3, 20)]
143
+ assert_array_equal(new_bounds_to_old(lb, 20, 3), bounds_single_ub)
144
+
145
+ bounds_no_ub = [(None, None), (2, None), (3, None)]
146
+ assert_array_equal(new_bounds_to_old(lb, np.inf, 3), bounds_no_ub)
147
+
148
+ bounds_single_both = [(1, 2), (1, 2), (1, 2)]
149
+ assert_array_equal(new_bounds_to_old(1, 2, 3), bounds_single_both)
150
+
151
+ bounds_no_both = [(None, None), (None, None), (None, None)]
152
+ assert_array_equal(new_bounds_to_old(-np.inf, np.inf, 3), bounds_no_both)
153
+
154
+
155
+ def test_old_bounds_to_new():
156
+ bounds = ([1, 2], (None, 3), (-1, None))
157
+ lb_true = np.array([1, -np.inf, -1])
158
+ ub_true = np.array([2, 3, np.inf])
159
+
160
+ lb, ub = old_bound_to_new(bounds)
161
+ assert_array_equal(lb, lb_true)
162
+ assert_array_equal(ub, ub_true)
163
+
164
+ bounds = [(-np.inf, np.inf), (np.array([1]), np.array([1]))]
165
+ lb, ub = old_bound_to_new(bounds)
166
+
167
+ assert_array_equal(lb, [-np.inf, 1])
168
+ assert_array_equal(ub, [np.inf, 1])
169
+
170
+
171
+ class TestBounds:
172
+ def test_repr(self):
173
+ # so that eval works
174
+ from numpy import array, inf # noqa: F401
175
+ for args in (
176
+ (-1.0, 5.0),
177
+ (-1.0, np.inf, True),
178
+ (np.array([1.0, -np.inf]), np.array([2.0, np.inf])),
179
+ (np.array([1.0, -np.inf]), np.array([2.0, np.inf]),
180
+ np.array([True, False])),
181
+ ):
182
+ bounds = Bounds(*args)
183
+ bounds2 = eval(repr(Bounds(*args)))
184
+ assert_array_equal(bounds.lb, bounds2.lb)
185
+ assert_array_equal(bounds.ub, bounds2.ub)
186
+ assert_array_equal(bounds.keep_feasible, bounds2.keep_feasible)
187
+
188
+ def test_array(self):
189
+ # gh13501
190
+ b = Bounds(lb=[0.0, 0.0], ub=[1.0, 1.0])
191
+ assert isinstance(b.lb, np.ndarray)
192
+ assert isinstance(b.ub, np.ndarray)
193
+
194
+ def test_defaults(self):
195
+ b1 = Bounds()
196
+ b2 = Bounds(np.asarray(-np.inf), np.asarray(np.inf))
197
+ assert b1.lb == b2.lb
198
+ assert b1.ub == b2.ub
199
+
200
+ def test_input_validation(self):
201
+ message = "Lower and upper bounds must be dense arrays."
202
+ with pytest.raises(ValueError, match=message):
203
+ Bounds(sps.coo_array([1, 2]), [1, 2])
204
+ with pytest.raises(ValueError, match=message):
205
+ Bounds([1, 2], sps.coo_array([1, 2]))
206
+
207
+ message = "`keep_feasible` must be a dense array."
208
+ with pytest.raises(ValueError, match=message):
209
+ Bounds([1, 2], [1, 2], keep_feasible=sps.coo_array([True, True]))
210
+
211
+ message = "`lb`, `ub`, and `keep_feasible` must be broadcastable."
212
+ with pytest.raises(ValueError, match=message):
213
+ Bounds([1, 2], [1, 2, 3])
214
+
215
+ def test_residual(self):
216
+ bounds = Bounds(-2, 4)
217
+ x0 = [-1, 2]
218
+ np.testing.assert_allclose(bounds.residual(x0), ([1, 4], [5, 2]))
219
+
220
+
221
+ class TestLinearConstraint:
222
+ def test_defaults(self):
223
+ A = np.eye(4)
224
+ lc = LinearConstraint(A)
225
+ lc2 = LinearConstraint(A, -np.inf, np.inf)
226
+ assert_array_equal(lc.lb, lc2.lb)
227
+ assert_array_equal(lc.ub, lc2.ub)
228
+
229
+ def test_input_validation(self):
230
+ A = np.eye(4)
231
+ message = "`lb`, `ub`, and `keep_feasible` must be broadcastable"
232
+ with pytest.raises(ValueError, match=message):
233
+ LinearConstraint(A, [1, 2], [1, 2, 3])
234
+
235
+ message = "Constraint limits must be dense arrays"
236
+ with pytest.raises(ValueError, match=message):
237
+ LinearConstraint(A, sps.coo_array([1, 2]), [2, 3])
238
+ with pytest.raises(ValueError, match=message):
239
+ LinearConstraint(A, [1, 2], sps.coo_array([2, 3]))
240
+
241
+ message = "`keep_feasible` must be a dense array"
242
+ with pytest.raises(ValueError, match=message):
243
+ keep_feasible = sps.coo_array([True, True])
244
+ LinearConstraint(A, [1, 2], [2, 3], keep_feasible=keep_feasible)
245
+
246
+ A = np.empty((4, 3, 5))
247
+ message = "`A` must have exactly two dimensions."
248
+ with pytest.raises(ValueError, match=message):
249
+ LinearConstraint(A)
250
+
251
+ def test_residual(self):
252
+ A = np.eye(2)
253
+ lc = LinearConstraint(A, -2, 4)
254
+ x0 = [-1, 2]
255
+ np.testing.assert_allclose(lc.residual(x0), ([1, 4], [5, 2]))
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_cython_optimize.py ADDED
@@ -0,0 +1,92 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Test Cython optimize zeros API functions: ``bisect``, ``ridder``, ``brenth``,
3
+ and ``brentq`` in `scipy.optimize.cython_optimize`, by finding the roots of a
4
+ 3rd order polynomial given a sequence of constant terms, ``a0``, and fixed 1st,
5
+ 2nd, and 3rd order terms in ``args``.
6
+
7
+ .. math::
8
+
9
+ f(x, a0, args) = ((args[2]*x + args[1])*x + args[0])*x + a0
10
+
11
+ The 3rd order polynomial function is written in Cython and called in a Python
12
+ wrapper named after the zero function. See the private ``_zeros`` Cython module
13
+ in `scipy.optimize.cython_optimze` for more information.
14
+ """
15
+
16
+ import numpy.testing as npt
17
+ from scipy.optimize.cython_optimize import _zeros
18
+
19
+ # CONSTANTS
20
+ # Solve x**3 - A0 = 0 for A0 = [2.0, 2.1, ..., 2.9].
21
+ # The ARGS have 3 elements just to show how this could be done for any cubic
22
+ # polynomial.
23
+ A0 = tuple(-2.0 - x/10.0 for x in range(10)) # constant term
24
+ ARGS = (0.0, 0.0, 1.0) # 1st, 2nd, and 3rd order terms
25
+ XLO, XHI = 0.0, 2.0 # first and second bounds of zeros functions
26
+ # absolute and relative tolerances and max iterations for zeros functions
27
+ XTOL, RTOL, MITR = 0.001, 0.001, 10
28
+ EXPECTED = [(-a0) ** (1.0/3.0) for a0 in A0]
29
+ # = [1.2599210498948732,
30
+ # 1.2805791649874942,
31
+ # 1.300591446851387,
32
+ # 1.3200061217959123,
33
+ # 1.338865900164339,
34
+ # 1.3572088082974532,
35
+ # 1.375068867074141,
36
+ # 1.3924766500838337,
37
+ # 1.4094597464129783,
38
+ # 1.4260431471424087]
39
+
40
+
41
+ # test bisect
42
+ def test_bisect():
43
+ npt.assert_allclose(
44
+ EXPECTED,
45
+ list(
46
+ _zeros.loop_example('bisect', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
47
+ ),
48
+ rtol=RTOL, atol=XTOL
49
+ )
50
+
51
+
52
+ # test ridder
53
+ def test_ridder():
54
+ npt.assert_allclose(
55
+ EXPECTED,
56
+ list(
57
+ _zeros.loop_example('ridder', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
58
+ ),
59
+ rtol=RTOL, atol=XTOL
60
+ )
61
+
62
+
63
+ # test brenth
64
+ def test_brenth():
65
+ npt.assert_allclose(
66
+ EXPECTED,
67
+ list(
68
+ _zeros.loop_example('brenth', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
69
+ ),
70
+ rtol=RTOL, atol=XTOL
71
+ )
72
+
73
+
74
+ # test brentq
75
+ def test_brentq():
76
+ npt.assert_allclose(
77
+ EXPECTED,
78
+ list(
79
+ _zeros.loop_example('brentq', A0, ARGS, XLO, XHI, XTOL, RTOL, MITR)
80
+ ),
81
+ rtol=RTOL, atol=XTOL
82
+ )
83
+
84
+
85
+ # test brentq with full output
86
+ def test_brentq_full_output():
87
+ output = _zeros.full_output_example(
88
+ (A0[0],) + ARGS, XLO, XHI, XTOL, RTOL, MITR)
89
+ npt.assert_allclose(EXPECTED[0], output['root'], rtol=RTOL, atol=XTOL)
90
+ npt.assert_equal(6, output['iterations'])
91
+ npt.assert_equal(7, output['funcalls'])
92
+ npt.assert_equal(0, output['error_num'])
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_differentiable_functions.py ADDED
@@ -0,0 +1,805 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import platform
3
+ import numpy as np
4
+ from numpy.testing import (TestCase, assert_array_almost_equal,
5
+ assert_array_equal, assert_, assert_allclose,
6
+ assert_equal)
7
+ from scipy._lib._gcutils import assert_deallocated
8
+ from scipy.sparse import csr_matrix
9
+ from scipy.sparse.linalg import LinearOperator
10
+ from scipy.optimize._differentiable_functions import (ScalarFunction,
11
+ VectorFunction,
12
+ LinearVectorFunction,
13
+ IdentityVectorFunction)
14
+ from scipy.optimize import rosen, rosen_der, rosen_hess
15
+ from scipy.optimize._hessian_update_strategy import BFGS
16
+
17
+
18
+ class ExScalarFunction:
19
+
20
+ def __init__(self):
21
+ self.nfev = 0
22
+ self.ngev = 0
23
+ self.nhev = 0
24
+
25
+ def fun(self, x):
26
+ self.nfev += 1
27
+ return 2*(x[0]**2 + x[1]**2 - 1) - x[0]
28
+
29
+ def grad(self, x):
30
+ self.ngev += 1
31
+ return np.array([4*x[0]-1, 4*x[1]])
32
+
33
+ def hess(self, x):
34
+ self.nhev += 1
35
+ return 4*np.eye(2)
36
+
37
+
38
+ class TestScalarFunction(TestCase):
39
+
40
+ def test_finite_difference_grad(self):
41
+ ex = ExScalarFunction()
42
+ nfev = 0
43
+ ngev = 0
44
+
45
+ x0 = [1.0, 0.0]
46
+ analit = ScalarFunction(ex.fun, x0, (), ex.grad,
47
+ ex.hess, None, (-np.inf, np.inf))
48
+ nfev += 1
49
+ ngev += 1
50
+ assert_array_equal(ex.nfev, nfev)
51
+ assert_array_equal(analit.nfev, nfev)
52
+ assert_array_equal(ex.ngev, ngev)
53
+ assert_array_equal(analit.ngev, nfev)
54
+ approx = ScalarFunction(ex.fun, x0, (), '2-point',
55
+ ex.hess, None, (-np.inf, np.inf))
56
+ nfev += 3
57
+ ngev += 1
58
+ assert_array_equal(ex.nfev, nfev)
59
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
60
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
61
+ assert_array_equal(analit.f, approx.f)
62
+ assert_array_almost_equal(analit.g, approx.g)
63
+
64
+ x = [10, 0.3]
65
+ f_analit = analit.fun(x)
66
+ g_analit = analit.grad(x)
67
+ nfev += 1
68
+ ngev += 1
69
+ assert_array_equal(ex.nfev, nfev)
70
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
71
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
72
+ f_approx = approx.fun(x)
73
+ g_approx = approx.grad(x)
74
+ nfev += 3
75
+ ngev += 1
76
+ assert_array_equal(ex.nfev, nfev)
77
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
78
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
79
+ assert_array_almost_equal(f_analit, f_approx)
80
+ assert_array_almost_equal(g_analit, g_approx)
81
+
82
+ x = [2.0, 1.0]
83
+ g_analit = analit.grad(x)
84
+ ngev += 1
85
+ assert_array_equal(ex.nfev, nfev)
86
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
87
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
88
+
89
+ g_approx = approx.grad(x)
90
+ nfev += 3
91
+ ngev += 1
92
+ assert_array_equal(ex.nfev, nfev)
93
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
94
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
95
+ assert_array_almost_equal(g_analit, g_approx)
96
+
97
+ x = [2.5, 0.3]
98
+ f_analit = analit.fun(x)
99
+ g_analit = analit.grad(x)
100
+ nfev += 1
101
+ ngev += 1
102
+ assert_array_equal(ex.nfev, nfev)
103
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
104
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
105
+ f_approx = approx.fun(x)
106
+ g_approx = approx.grad(x)
107
+ nfev += 3
108
+ ngev += 1
109
+ assert_array_equal(ex.nfev, nfev)
110
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
111
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
112
+ assert_array_almost_equal(f_analit, f_approx)
113
+ assert_array_almost_equal(g_analit, g_approx)
114
+
115
+ x = [2, 0.3]
116
+ f_analit = analit.fun(x)
117
+ g_analit = analit.grad(x)
118
+ nfev += 1
119
+ ngev += 1
120
+ assert_array_equal(ex.nfev, nfev)
121
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
122
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
123
+ f_approx = approx.fun(x)
124
+ g_approx = approx.grad(x)
125
+ nfev += 3
126
+ ngev += 1
127
+ assert_array_equal(ex.nfev, nfev)
128
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
129
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
130
+ assert_array_almost_equal(f_analit, f_approx)
131
+ assert_array_almost_equal(g_analit, g_approx)
132
+
133
+ def test_fun_and_grad(self):
134
+ ex = ExScalarFunction()
135
+
136
+ def fg_allclose(x, y):
137
+ assert_allclose(x[0], y[0])
138
+ assert_allclose(x[1], y[1])
139
+
140
+ # with analytic gradient
141
+ x0 = [2.0, 0.3]
142
+ analit = ScalarFunction(ex.fun, x0, (), ex.grad,
143
+ ex.hess, None, (-np.inf, np.inf))
144
+
145
+ fg = ex.fun(x0), ex.grad(x0)
146
+ fg_allclose(analit.fun_and_grad(x0), fg)
147
+ assert analit.ngev == 1
148
+
149
+ x0[1] = 1.
150
+ fg = ex.fun(x0), ex.grad(x0)
151
+ fg_allclose(analit.fun_and_grad(x0), fg)
152
+
153
+ # with finite difference gradient
154
+ x0 = [2.0, 0.3]
155
+ sf = ScalarFunction(ex.fun, x0, (), '3-point',
156
+ ex.hess, None, (-np.inf, np.inf))
157
+ assert sf.ngev == 1
158
+ fg = ex.fun(x0), ex.grad(x0)
159
+ fg_allclose(sf.fun_and_grad(x0), fg)
160
+ assert sf.ngev == 1
161
+
162
+ x0[1] = 1.
163
+ fg = ex.fun(x0), ex.grad(x0)
164
+ fg_allclose(sf.fun_and_grad(x0), fg)
165
+
166
+ def test_finite_difference_hess_linear_operator(self):
167
+ ex = ExScalarFunction()
168
+ nfev = 0
169
+ ngev = 0
170
+ nhev = 0
171
+
172
+ x0 = [1.0, 0.0]
173
+ analit = ScalarFunction(ex.fun, x0, (), ex.grad,
174
+ ex.hess, None, (-np.inf, np.inf))
175
+ nfev += 1
176
+ ngev += 1
177
+ nhev += 1
178
+ assert_array_equal(ex.nfev, nfev)
179
+ assert_array_equal(analit.nfev, nfev)
180
+ assert_array_equal(ex.ngev, ngev)
181
+ assert_array_equal(analit.ngev, ngev)
182
+ assert_array_equal(ex.nhev, nhev)
183
+ assert_array_equal(analit.nhev, nhev)
184
+ approx = ScalarFunction(ex.fun, x0, (), ex.grad,
185
+ '2-point', None, (-np.inf, np.inf))
186
+ assert_(isinstance(approx.H, LinearOperator))
187
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
188
+ assert_array_equal(analit.f, approx.f)
189
+ assert_array_almost_equal(analit.g, approx.g)
190
+ assert_array_almost_equal(analit.H.dot(v), approx.H.dot(v))
191
+ nfev += 1
192
+ ngev += 4
193
+ assert_array_equal(ex.nfev, nfev)
194
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
195
+ assert_array_equal(ex.ngev, ngev)
196
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
197
+ assert_array_equal(ex.nhev, nhev)
198
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
199
+
200
+ x = [2.0, 1.0]
201
+ H_analit = analit.hess(x)
202
+ nhev += 1
203
+ assert_array_equal(ex.nfev, nfev)
204
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
205
+ assert_array_equal(ex.ngev, ngev)
206
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
207
+ assert_array_equal(ex.nhev, nhev)
208
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
209
+ H_approx = approx.hess(x)
210
+ assert_(isinstance(H_approx, LinearOperator))
211
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
212
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
213
+ ngev += 4
214
+ assert_array_equal(ex.nfev, nfev)
215
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
216
+ assert_array_equal(ex.ngev, ngev)
217
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
218
+ assert_array_equal(ex.nhev, nhev)
219
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
220
+
221
+ x = [2.1, 1.2]
222
+ H_analit = analit.hess(x)
223
+ nhev += 1
224
+ assert_array_equal(ex.nfev, nfev)
225
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
226
+ assert_array_equal(ex.ngev, ngev)
227
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
228
+ assert_array_equal(ex.nhev, nhev)
229
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
230
+ H_approx = approx.hess(x)
231
+ assert_(isinstance(H_approx, LinearOperator))
232
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
233
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
234
+ ngev += 4
235
+ assert_array_equal(ex.nfev, nfev)
236
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
237
+ assert_array_equal(ex.ngev, ngev)
238
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
239
+ assert_array_equal(ex.nhev, nhev)
240
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
241
+
242
+ x = [2.5, 0.3]
243
+ _ = analit.grad(x)
244
+ H_analit = analit.hess(x)
245
+ ngev += 1
246
+ nhev += 1
247
+ assert_array_equal(ex.nfev, nfev)
248
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
249
+ assert_array_equal(ex.ngev, ngev)
250
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
251
+ assert_array_equal(ex.nhev, nhev)
252
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
253
+ _ = approx.grad(x)
254
+ H_approx = approx.hess(x)
255
+ assert_(isinstance(H_approx, LinearOperator))
256
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
257
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
258
+ ngev += 4
259
+ assert_array_equal(ex.nfev, nfev)
260
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
261
+ assert_array_equal(ex.ngev, ngev)
262
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
263
+ assert_array_equal(ex.nhev, nhev)
264
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
265
+
266
+ x = [5.2, 2.3]
267
+ _ = analit.grad(x)
268
+ H_analit = analit.hess(x)
269
+ ngev += 1
270
+ nhev += 1
271
+ assert_array_equal(ex.nfev, nfev)
272
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
273
+ assert_array_equal(ex.ngev, ngev)
274
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
275
+ assert_array_equal(ex.nhev, nhev)
276
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
277
+ _ = approx.grad(x)
278
+ H_approx = approx.hess(x)
279
+ assert_(isinstance(H_approx, LinearOperator))
280
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
281
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
282
+ ngev += 4
283
+ assert_array_equal(ex.nfev, nfev)
284
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
285
+ assert_array_equal(ex.ngev, ngev)
286
+ assert_array_equal(analit.ngev+approx.ngev, ngev)
287
+ assert_array_equal(ex.nhev, nhev)
288
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
289
+
290
+ @pytest.mark.thread_unsafe
291
+ def test_x_storage_overlap(self):
292
+ # Scalar_Function should not store references to arrays, it should
293
+ # store copies - this checks that updating an array in-place causes
294
+ # Scalar_Function.x to be updated.
295
+
296
+ def f(x):
297
+ return np.sum(np.asarray(x) ** 2)
298
+
299
+ x = np.array([1., 2., 3.])
300
+ sf = ScalarFunction(f, x, (), '3-point', lambda x: x, None, (-np.inf, np.inf))
301
+
302
+ assert x is not sf.x
303
+ assert_equal(sf.fun(x), 14.0)
304
+ assert x is not sf.x
305
+
306
+ x[0] = 0.
307
+ f1 = sf.fun(x)
308
+ assert_equal(f1, 13.0)
309
+
310
+ x[0] = 1
311
+ f2 = sf.fun(x)
312
+ assert_equal(f2, 14.0)
313
+ assert x is not sf.x
314
+
315
+ # now test with a HessianUpdate strategy specified
316
+ hess = BFGS()
317
+ x = np.array([1., 2., 3.])
318
+ sf = ScalarFunction(f, x, (), '3-point', hess, None, (-np.inf, np.inf))
319
+
320
+ assert x is not sf.x
321
+ assert_equal(sf.fun(x), 14.0)
322
+ assert x is not sf.x
323
+
324
+ x[0] = 0.
325
+ f1 = sf.fun(x)
326
+ assert_equal(f1, 13.0)
327
+
328
+ x[0] = 1
329
+ f2 = sf.fun(x)
330
+ assert_equal(f2, 14.0)
331
+ assert x is not sf.x
332
+
333
+ # gh13740 x is changed in user function
334
+ def ff(x):
335
+ x *= x # overwrite x
336
+ return np.sum(x)
337
+
338
+ x = np.array([1., 2., 3.])
339
+ sf = ScalarFunction(
340
+ ff, x, (), '3-point', lambda x: x, None, (-np.inf, np.inf)
341
+ )
342
+ assert x is not sf.x
343
+ assert_equal(sf.fun(x), 14.0)
344
+ assert_equal(sf.x, np.array([1., 2., 3.]))
345
+ assert x is not sf.x
346
+
347
+ def test_lowest_x(self):
348
+ # ScalarFunction should remember the lowest func(x) visited.
349
+ x0 = np.array([2, 3, 4])
350
+ sf = ScalarFunction(rosen, x0, (), rosen_der, rosen_hess,
351
+ None, None)
352
+ sf.fun([1, 1, 1])
353
+ sf.fun(x0)
354
+ sf.fun([1.01, 1, 1.0])
355
+ sf.grad([1.01, 1, 1.0])
356
+ assert_equal(sf._lowest_f, 0.0)
357
+ assert_equal(sf._lowest_x, [1.0, 1.0, 1.0])
358
+
359
+ sf = ScalarFunction(rosen, x0, (), '2-point', rosen_hess,
360
+ None, (-np.inf, np.inf))
361
+ sf.fun([1, 1, 1])
362
+ sf.fun(x0)
363
+ sf.fun([1.01, 1, 1.0])
364
+ sf.grad([1.01, 1, 1.0])
365
+ assert_equal(sf._lowest_f, 0.0)
366
+ assert_equal(sf._lowest_x, [1.0, 1.0, 1.0])
367
+
368
+ def test_float_size(self):
369
+ x0 = np.array([2, 3, 4]).astype(np.float32)
370
+
371
+ # check that ScalarFunction/approx_derivative always send the correct
372
+ # float width
373
+ def rosen_(x):
374
+ assert x.dtype == np.float32
375
+ return rosen(x)
376
+
377
+ sf = ScalarFunction(rosen_, x0, (), '2-point', rosen_hess,
378
+ None, (-np.inf, np.inf))
379
+ res = sf.fun(x0)
380
+ assert res.dtype == np.float32
381
+
382
+
383
+ class ExVectorialFunction:
384
+
385
+ def __init__(self):
386
+ self.nfev = 0
387
+ self.njev = 0
388
+ self.nhev = 0
389
+
390
+ def fun(self, x):
391
+ self.nfev += 1
392
+ return np.array([2*(x[0]**2 + x[1]**2 - 1) - x[0],
393
+ 4*(x[0]**3 + x[1]**2 - 4) - 3*x[0]], dtype=x.dtype)
394
+
395
+ def jac(self, x):
396
+ self.njev += 1
397
+ return np.array([[4*x[0]-1, 4*x[1]],
398
+ [12*x[0]**2-3, 8*x[1]]], dtype=x.dtype)
399
+
400
+ def hess(self, x, v):
401
+ self.nhev += 1
402
+ return v[0]*4*np.eye(2) + v[1]*np.array([[24*x[0], 0],
403
+ [0, 8]])
404
+
405
+
406
+ class TestVectorialFunction(TestCase):
407
+
408
+ def test_finite_difference_jac(self):
409
+ ex = ExVectorialFunction()
410
+ nfev = 0
411
+ njev = 0
412
+
413
+ x0 = [1.0, 0.0]
414
+ analit = VectorFunction(ex.fun, x0, ex.jac, ex.hess, None, None,
415
+ (-np.inf, np.inf), None)
416
+ nfev += 1
417
+ njev += 1
418
+ assert_array_equal(ex.nfev, nfev)
419
+ assert_array_equal(analit.nfev, nfev)
420
+ assert_array_equal(ex.njev, njev)
421
+ assert_array_equal(analit.njev, njev)
422
+ approx = VectorFunction(ex.fun, x0, '2-point', ex.hess, None, None,
423
+ (-np.inf, np.inf), None)
424
+ nfev += 3
425
+ assert_array_equal(ex.nfev, nfev)
426
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
427
+ assert_array_equal(ex.njev, njev)
428
+ assert_array_equal(analit.njev+approx.njev, njev)
429
+ assert_array_equal(analit.f, approx.f)
430
+ assert_array_almost_equal(analit.J, approx.J)
431
+
432
+ x = [10, 0.3]
433
+ f_analit = analit.fun(x)
434
+ J_analit = analit.jac(x)
435
+ nfev += 1
436
+ njev += 1
437
+ assert_array_equal(ex.nfev, nfev)
438
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
439
+ assert_array_equal(ex.njev, njev)
440
+ assert_array_equal(analit.njev+approx.njev, njev)
441
+ f_approx = approx.fun(x)
442
+ J_approx = approx.jac(x)
443
+ nfev += 3
444
+ assert_array_equal(ex.nfev, nfev)
445
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
446
+ assert_array_equal(ex.njev, njev)
447
+ assert_array_equal(analit.njev+approx.njev, njev)
448
+ assert_array_almost_equal(f_analit, f_approx)
449
+ assert_array_almost_equal(J_analit, J_approx, decimal=4)
450
+
451
+ x = [2.0, 1.0]
452
+ J_analit = analit.jac(x)
453
+ njev += 1
454
+ assert_array_equal(ex.nfev, nfev)
455
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
456
+ assert_array_equal(ex.njev, njev)
457
+ assert_array_equal(analit.njev+approx.njev, njev)
458
+ J_approx = approx.jac(x)
459
+ nfev += 3
460
+ assert_array_equal(ex.nfev, nfev)
461
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
462
+ assert_array_equal(ex.njev, njev)
463
+ assert_array_equal(analit.njev+approx.njev, njev)
464
+ assert_array_almost_equal(J_analit, J_approx)
465
+
466
+ x = [2.5, 0.3]
467
+ f_analit = analit.fun(x)
468
+ J_analit = analit.jac(x)
469
+ nfev += 1
470
+ njev += 1
471
+ assert_array_equal(ex.nfev, nfev)
472
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
473
+ assert_array_equal(ex.njev, njev)
474
+ assert_array_equal(analit.njev+approx.njev, njev)
475
+ f_approx = approx.fun(x)
476
+ J_approx = approx.jac(x)
477
+ nfev += 3
478
+ assert_array_equal(ex.nfev, nfev)
479
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
480
+ assert_array_equal(ex.njev, njev)
481
+ assert_array_equal(analit.njev+approx.njev, njev)
482
+ assert_array_almost_equal(f_analit, f_approx)
483
+ assert_array_almost_equal(J_analit, J_approx)
484
+
485
+ x = [2, 0.3]
486
+ f_analit = analit.fun(x)
487
+ J_analit = analit.jac(x)
488
+ nfev += 1
489
+ njev += 1
490
+ assert_array_equal(ex.nfev, nfev)
491
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
492
+ assert_array_equal(ex.njev, njev)
493
+ assert_array_equal(analit.njev+approx.njev, njev)
494
+ f_approx = approx.fun(x)
495
+ J_approx = approx.jac(x)
496
+ nfev += 3
497
+ assert_array_equal(ex.nfev, nfev)
498
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
499
+ assert_array_equal(ex.njev, njev)
500
+ assert_array_equal(analit.njev+approx.njev, njev)
501
+ assert_array_almost_equal(f_analit, f_approx)
502
+ assert_array_almost_equal(J_analit, J_approx)
503
+
504
+ def test_finite_difference_hess_linear_operator(self):
505
+ ex = ExVectorialFunction()
506
+ nfev = 0
507
+ njev = 0
508
+ nhev = 0
509
+
510
+ x0 = [1.0, 0.0]
511
+ v0 = [1.0, 2.0]
512
+ analit = VectorFunction(ex.fun, x0, ex.jac, ex.hess, None, None,
513
+ (-np.inf, np.inf), None)
514
+ nfev += 1
515
+ njev += 1
516
+ nhev += 1
517
+ assert_array_equal(ex.nfev, nfev)
518
+ assert_array_equal(analit.nfev, nfev)
519
+ assert_array_equal(ex.njev, njev)
520
+ assert_array_equal(analit.njev, njev)
521
+ assert_array_equal(ex.nhev, nhev)
522
+ assert_array_equal(analit.nhev, nhev)
523
+ approx = VectorFunction(ex.fun, x0, ex.jac, '2-point', None, None,
524
+ (-np.inf, np.inf), None)
525
+ assert_(isinstance(approx.H, LinearOperator))
526
+ for p in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
527
+ assert_array_equal(analit.f, approx.f)
528
+ assert_array_almost_equal(analit.J, approx.J)
529
+ assert_array_almost_equal(analit.H.dot(p), approx.H.dot(p))
530
+ nfev += 1
531
+ njev += 4
532
+ assert_array_equal(ex.nfev, nfev)
533
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
534
+ assert_array_equal(ex.njev, njev)
535
+ assert_array_equal(analit.njev+approx.njev, njev)
536
+ assert_array_equal(ex.nhev, nhev)
537
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
538
+
539
+ x = [2.0, 1.0]
540
+ H_analit = analit.hess(x, v0)
541
+ nhev += 1
542
+ assert_array_equal(ex.nfev, nfev)
543
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
544
+ assert_array_equal(ex.njev, njev)
545
+ assert_array_equal(analit.njev+approx.njev, njev)
546
+ assert_array_equal(ex.nhev, nhev)
547
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
548
+ H_approx = approx.hess(x, v0)
549
+ assert_(isinstance(H_approx, LinearOperator))
550
+ for p in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
551
+ assert_array_almost_equal(H_analit.dot(p), H_approx.dot(p),
552
+ decimal=5)
553
+ njev += 4
554
+ assert_array_equal(ex.nfev, nfev)
555
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
556
+ assert_array_equal(ex.njev, njev)
557
+ assert_array_equal(analit.njev+approx.njev, njev)
558
+ assert_array_equal(ex.nhev, nhev)
559
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
560
+
561
+ x = [2.1, 1.2]
562
+ v = [1.0, 1.0]
563
+ H_analit = analit.hess(x, v)
564
+ nhev += 1
565
+ assert_array_equal(ex.nfev, nfev)
566
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
567
+ assert_array_equal(ex.njev, njev)
568
+ assert_array_equal(analit.njev+approx.njev, njev)
569
+ assert_array_equal(ex.nhev, nhev)
570
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
571
+ H_approx = approx.hess(x, v)
572
+ assert_(isinstance(H_approx, LinearOperator))
573
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
574
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v))
575
+ njev += 4
576
+ assert_array_equal(ex.nfev, nfev)
577
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
578
+ assert_array_equal(ex.njev, njev)
579
+ assert_array_equal(analit.njev+approx.njev, njev)
580
+ assert_array_equal(ex.nhev, nhev)
581
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
582
+
583
+ x = [2.5, 0.3]
584
+ _ = analit.jac(x)
585
+ H_analit = analit.hess(x, v0)
586
+ njev += 1
587
+ nhev += 1
588
+ assert_array_equal(ex.nfev, nfev)
589
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
590
+ assert_array_equal(ex.njev, njev)
591
+ assert_array_equal(analit.njev+approx.njev, njev)
592
+ assert_array_equal(ex.nhev, nhev)
593
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
594
+ _ = approx.jac(x)
595
+ H_approx = approx.hess(x, v0)
596
+ assert_(isinstance(H_approx, LinearOperator))
597
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
598
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v), decimal=4)
599
+ njev += 4
600
+ assert_array_equal(ex.nfev, nfev)
601
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
602
+ assert_array_equal(ex.njev, njev)
603
+ assert_array_equal(analit.njev+approx.njev, njev)
604
+ assert_array_equal(ex.nhev, nhev)
605
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
606
+
607
+ x = [5.2, 2.3]
608
+ v = [2.3, 5.2]
609
+ _ = analit.jac(x)
610
+ H_analit = analit.hess(x, v)
611
+ njev += 1
612
+ nhev += 1
613
+ assert_array_equal(ex.nfev, nfev)
614
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
615
+ assert_array_equal(ex.njev, njev)
616
+ assert_array_equal(analit.njev+approx.njev, njev)
617
+ assert_array_equal(ex.nhev, nhev)
618
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
619
+ _ = approx.jac(x)
620
+ H_approx = approx.hess(x, v)
621
+ assert_(isinstance(H_approx, LinearOperator))
622
+ for v in ([1.0, 2.0], [3.0, 4.0], [5.0, 2.0]):
623
+ assert_array_almost_equal(H_analit.dot(v), H_approx.dot(v), decimal=4)
624
+ njev += 4
625
+ assert_array_equal(ex.nfev, nfev)
626
+ assert_array_equal(analit.nfev+approx.nfev, nfev)
627
+ assert_array_equal(ex.njev, njev)
628
+ assert_array_equal(analit.njev+approx.njev, njev)
629
+ assert_array_equal(ex.nhev, nhev)
630
+ assert_array_equal(analit.nhev+approx.nhev, nhev)
631
+
632
+ @pytest.mark.thread_unsafe
633
+ def test_x_storage_overlap(self):
634
+ # VectorFunction should not store references to arrays, it should
635
+ # store copies - this checks that updating an array in-place causes
636
+ # Scalar_Function.x to be updated.
637
+ ex = ExVectorialFunction()
638
+ x0 = np.array([1.0, 0.0])
639
+
640
+ vf = VectorFunction(ex.fun, x0, '3-point', ex.hess, None, None,
641
+ (-np.inf, np.inf), None)
642
+
643
+ assert x0 is not vf.x
644
+ assert_equal(vf.fun(x0), ex.fun(x0))
645
+ assert x0 is not vf.x
646
+
647
+ x0[0] = 2.
648
+ assert_equal(vf.fun(x0), ex.fun(x0))
649
+ assert x0 is not vf.x
650
+
651
+ x0[0] = 1.
652
+ assert_equal(vf.fun(x0), ex.fun(x0))
653
+ assert x0 is not vf.x
654
+
655
+ # now test with a HessianUpdate strategy specified
656
+ hess = BFGS()
657
+ x0 = np.array([1.0, 0.0])
658
+ vf = VectorFunction(ex.fun, x0, '3-point', hess, None, None,
659
+ (-np.inf, np.inf), None)
660
+
661
+ with pytest.warns(UserWarning):
662
+ # filter UserWarning because ExVectorialFunction is linear and
663
+ # a quasi-Newton approximation is used for the Hessian.
664
+ assert x0 is not vf.x
665
+ assert_equal(vf.fun(x0), ex.fun(x0))
666
+ assert x0 is not vf.x
667
+
668
+ x0[0] = 2.
669
+ assert_equal(vf.fun(x0), ex.fun(x0))
670
+ assert x0 is not vf.x
671
+
672
+ x0[0] = 1.
673
+ assert_equal(vf.fun(x0), ex.fun(x0))
674
+ assert x0 is not vf.x
675
+
676
+ def test_float_size(self):
677
+ ex = ExVectorialFunction()
678
+ x0 = np.array([1.0, 0.0]).astype(np.float32)
679
+
680
+ vf = VectorFunction(ex.fun, x0, ex.jac, ex.hess, None, None,
681
+ (-np.inf, np.inf), None)
682
+
683
+ res = vf.fun(x0)
684
+ assert res.dtype == np.float32
685
+
686
+ res = vf.jac(x0)
687
+ assert res.dtype == np.float32
688
+
689
+
690
+ def test_LinearVectorFunction():
691
+ A_dense = np.array([
692
+ [-1, 2, 0],
693
+ [0, 4, 2]
694
+ ])
695
+ x0 = np.zeros(3)
696
+ A_sparse = csr_matrix(A_dense)
697
+ x = np.array([1, -1, 0])
698
+ v = np.array([-1, 1])
699
+ Ax = np.array([-3, -4])
700
+
701
+ f1 = LinearVectorFunction(A_dense, x0, None)
702
+ assert_(not f1.sparse_jacobian)
703
+
704
+ f2 = LinearVectorFunction(A_dense, x0, True)
705
+ assert_(f2.sparse_jacobian)
706
+
707
+ f3 = LinearVectorFunction(A_dense, x0, False)
708
+ assert_(not f3.sparse_jacobian)
709
+
710
+ f4 = LinearVectorFunction(A_sparse, x0, None)
711
+ assert_(f4.sparse_jacobian)
712
+
713
+ f5 = LinearVectorFunction(A_sparse, x0, True)
714
+ assert_(f5.sparse_jacobian)
715
+
716
+ f6 = LinearVectorFunction(A_sparse, x0, False)
717
+ assert_(not f6.sparse_jacobian)
718
+
719
+ assert_array_equal(f1.fun(x), Ax)
720
+ assert_array_equal(f2.fun(x), Ax)
721
+ assert_array_equal(f1.jac(x), A_dense)
722
+ assert_array_equal(f2.jac(x).toarray(), A_sparse.toarray())
723
+ assert_array_equal(f1.hess(x, v).toarray(), np.zeros((3, 3)))
724
+
725
+
726
+ def test_LinearVectorFunction_memoization():
727
+ A = np.array([[-1, 2, 0], [0, 4, 2]])
728
+ x0 = np.array([1, 2, -1])
729
+ fun = LinearVectorFunction(A, x0, False)
730
+
731
+ assert_array_equal(x0, fun.x)
732
+ assert_array_equal(A.dot(x0), fun.f)
733
+
734
+ x1 = np.array([-1, 3, 10])
735
+ assert_array_equal(A, fun.jac(x1))
736
+ assert_array_equal(x1, fun.x)
737
+ assert_array_equal(A.dot(x0), fun.f)
738
+ assert_array_equal(A.dot(x1), fun.fun(x1))
739
+ assert_array_equal(A.dot(x1), fun.f)
740
+
741
+
742
+ def test_IdentityVectorFunction():
743
+ x0 = np.zeros(3)
744
+
745
+ f1 = IdentityVectorFunction(x0, None)
746
+ f2 = IdentityVectorFunction(x0, False)
747
+ f3 = IdentityVectorFunction(x0, True)
748
+
749
+ assert_(f1.sparse_jacobian)
750
+ assert_(not f2.sparse_jacobian)
751
+ assert_(f3.sparse_jacobian)
752
+
753
+ x = np.array([-1, 2, 1])
754
+ v = np.array([-2, 3, 0])
755
+
756
+ assert_array_equal(f1.fun(x), x)
757
+ assert_array_equal(f2.fun(x), x)
758
+
759
+ assert_array_equal(f1.jac(x).toarray(), np.eye(3))
760
+ assert_array_equal(f2.jac(x), np.eye(3))
761
+
762
+ assert_array_equal(f1.hess(x, v).toarray(), np.zeros((3, 3)))
763
+
764
+
765
+ @pytest.mark.skipif(
766
+ platform.python_implementation() == "PyPy",
767
+ reason="assert_deallocate not available on PyPy"
768
+ )
769
+ def test_ScalarFunctionNoReferenceCycle():
770
+ """Regression test for gh-20768."""
771
+ ex = ExScalarFunction()
772
+ x0 = np.zeros(3)
773
+ with assert_deallocated(lambda: ScalarFunction(ex.fun, x0, (), ex.grad,
774
+ ex.hess, None, (-np.inf, np.inf))):
775
+ pass
776
+
777
+
778
+ @pytest.mark.skipif(
779
+ platform.python_implementation() == "PyPy",
780
+ reason="assert_deallocate not available on PyPy"
781
+ )
782
+ @pytest.mark.xfail(reason="TODO remove reference cycle from VectorFunction")
783
+ def test_VectorFunctionNoReferenceCycle():
784
+ """Regression test for gh-20768."""
785
+ ex = ExVectorialFunction()
786
+ x0 = [1.0, 0.0]
787
+ with assert_deallocated(lambda: VectorFunction(ex.fun, x0, ex.jac,
788
+ ex.hess, None, None, (-np.inf, np.inf), None)):
789
+ pass
790
+
791
+
792
+ @pytest.mark.skipif(
793
+ platform.python_implementation() == "PyPy",
794
+ reason="assert_deallocate not available on PyPy"
795
+ )
796
+ def test_LinearVectorFunctionNoReferenceCycle():
797
+ """Regression test for gh-20768."""
798
+ A_dense = np.array([
799
+ [-1, 2, 0],
800
+ [0, 4, 2]
801
+ ])
802
+ x0 = np.zeros(3)
803
+ A_sparse = csr_matrix(A_dense)
804
+ with assert_deallocated(lambda: LinearVectorFunction(A_sparse, x0, None)):
805
+ pass
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_hessian_update_strategy.py ADDED
@@ -0,0 +1,300 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import re
2
+ from copy import deepcopy
3
+
4
+ import numpy as np
5
+ import pytest
6
+ from numpy.linalg import norm
7
+ from numpy.testing import (TestCase, assert_array_almost_equal,
8
+ assert_array_equal, assert_array_less)
9
+ from scipy.optimize import (BFGS, SR1)
10
+
11
+
12
+ class Rosenbrock:
13
+ """Rosenbrock function.
14
+
15
+ The following optimization problem:
16
+ minimize sum(100.0*(x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0)
17
+ """
18
+
19
+ def __init__(self, n=2, random_state=0):
20
+ rng = np.random.RandomState(random_state)
21
+ self.x0 = rng.uniform(-1, 1, n)
22
+ self.x_opt = np.ones(n)
23
+
24
+ def fun(self, x):
25
+ x = np.asarray(x)
26
+ r = np.sum(100.0 * (x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0,
27
+ axis=0)
28
+ return r
29
+
30
+ def grad(self, x):
31
+ x = np.asarray(x)
32
+ xm = x[1:-1]
33
+ xm_m1 = x[:-2]
34
+ xm_p1 = x[2:]
35
+ der = np.zeros_like(x)
36
+ der[1:-1] = (200 * (xm - xm_m1**2) -
37
+ 400 * (xm_p1 - xm**2) * xm - 2 * (1 - xm))
38
+ der[0] = -400 * x[0] * (x[1] - x[0]**2) - 2 * (1 - x[0])
39
+ der[-1] = 200 * (x[-1] - x[-2]**2)
40
+ return der
41
+
42
+ def hess(self, x):
43
+ x = np.atleast_1d(x)
44
+ H = np.diag(-400 * x[:-1], 1) - np.diag(400 * x[:-1], -1)
45
+ diagonal = np.zeros(len(x), dtype=x.dtype)
46
+ diagonal[0] = 1200 * x[0]**2 - 400 * x[1] + 2
47
+ diagonal[-1] = 200
48
+ diagonal[1:-1] = 202 + 1200 * x[1:-1]**2 - 400 * x[2:]
49
+ H = H + np.diag(diagonal)
50
+ return H
51
+
52
+
53
+ class TestHessianUpdateStrategy(TestCase):
54
+
55
+
56
+ def test_hessian_initialization(self):
57
+
58
+ ndims = 5
59
+ symmetric_matrix = np.array([[43, 24, 33, 34, 49],
60
+ [24, 36, 44, 15, 44],
61
+ [33, 44, 37, 1, 30],
62
+ [34, 15, 1, 5, 46],
63
+ [49, 44, 30, 46, 22]])
64
+ init_scales = (
65
+ ('auto', np.eye(ndims)),
66
+ (2, np.eye(ndims) * 2),
67
+ (np.arange(1, ndims + 1) * np.eye(ndims),
68
+ np.arange(1, ndims + 1) * np.eye(ndims)),
69
+ (symmetric_matrix, symmetric_matrix),)
70
+ for approx_type in ['hess', 'inv_hess']:
71
+ for init_scale, true_matrix in init_scales:
72
+ # large min_{denominator,curvatur} makes them skip an update,
73
+ # so we can have our initial matrix
74
+ quasi_newton = (BFGS(init_scale=init_scale,
75
+ min_curvature=1e50,
76
+ exception_strategy='skip_update'),
77
+ SR1(init_scale=init_scale,
78
+ min_denominator=1e50))
79
+
80
+ for qn in quasi_newton:
81
+ qn.initialize(ndims, approx_type)
82
+ B = qn.get_matrix()
83
+
84
+ assert_array_equal(B, np.eye(ndims))
85
+ # don't test the auto init scale
86
+ if isinstance(init_scale, str) and init_scale == 'auto':
87
+ continue
88
+
89
+ qn.update(np.ones(ndims) * 1e-5, np.arange(ndims) + 0.2)
90
+ B = qn.get_matrix()
91
+ assert_array_equal(B, true_matrix)
92
+
93
+ # For this list of points, it is known
94
+ # that no exception occur during the
95
+ # Hessian update. Hence no update is
96
+ # skiped or damped.
97
+
98
+
99
+ def test_initialize_catch_illegal(self):
100
+ ndims = 3
101
+ # no complex allowed
102
+ inits_msg_errtype = ((complex(3.14),
103
+ r"float\(\) argument must be a string or a "
104
+ r"(real )?number, not 'complex'",
105
+ TypeError),
106
+
107
+ (np.array([3.2, 2.3, 1.2]).astype(np.complex128),
108
+ "init_scale contains complex elements, "
109
+ "must be real.",
110
+ TypeError),
111
+
112
+ (np.array([[43, 24, 33],
113
+ [24, 36, 44, ],
114
+ [33, 44, 37, ]]).astype(np.complex128),
115
+ "init_scale contains complex elements, "
116
+ "must be real.",
117
+ TypeError),
118
+
119
+ # not square
120
+ (np.array([[43, 55, 66]]),
121
+ re.escape(
122
+ "If init_scale is an array, it must have the "
123
+ "dimensions of the hess/inv_hess: (3, 3)."
124
+ " Got (1, 3)."),
125
+ ValueError),
126
+
127
+ # not symmetric
128
+ (np.array([[43, 24, 33],
129
+ [24.1, 36, 44, ],
130
+ [33, 44, 37, ]]),
131
+ re.escape("If init_scale is an array, it must be"
132
+ " symmetric (passing scipy.linalg.issymmetric)"
133
+ " to be an approximation of a hess/inv_hess."),
134
+ ValueError),
135
+ )
136
+ for approx_type in ['hess', 'inv_hess']:
137
+ for init_scale, message, errortype in inits_msg_errtype:
138
+ # large min_{denominator,curvatur} makes it skip an update,
139
+ # so we can retrieve our initial matrix
140
+ quasi_newton = (BFGS(init_scale=init_scale),
141
+ SR1(init_scale=init_scale))
142
+
143
+ for qn in quasi_newton:
144
+ qn.initialize(ndims, approx_type)
145
+ with pytest.raises(errortype, match=message):
146
+ qn.update(np.ones(ndims), np.arange(ndims))
147
+
148
+ def test_rosenbrock_with_no_exception(self):
149
+ # Define auxiliary problem
150
+ prob = Rosenbrock(n=5)
151
+ # Define iteration points
152
+ x_list = [[0.0976270, 0.4303787, 0.2055267, 0.0897663, -0.15269040],
153
+ [0.1847239, 0.0505757, 0.2123832, 0.0255081, 0.00083286],
154
+ [0.2142498, -0.0188480, 0.0503822, 0.0347033, 0.03323606],
155
+ [0.2071680, -0.0185071, 0.0341337, -0.0139298, 0.02881750],
156
+ [0.1533055, -0.0322935, 0.0280418, -0.0083592, 0.01503699],
157
+ [0.1382378, -0.0276671, 0.0266161, -0.0074060, 0.02801610],
158
+ [0.1651957, -0.0049124, 0.0269665, -0.0040025, 0.02138184],
159
+ [0.2354930, 0.0443711, 0.0173959, 0.0041872, 0.00794563],
160
+ [0.4168118, 0.1433867, 0.0111714, 0.0126265, -0.00658537],
161
+ [0.4681972, 0.2153273, 0.0225249, 0.0152704, -0.00463809],
162
+ [0.6023068, 0.3346815, 0.0731108, 0.0186618, -0.00371541],
163
+ [0.6415743, 0.3985468, 0.1324422, 0.0214160, -0.00062401],
164
+ [0.7503690, 0.5447616, 0.2804541, 0.0539851, 0.00242230],
165
+ [0.7452626, 0.5644594, 0.3324679, 0.0865153, 0.00454960],
166
+ [0.8059782, 0.6586838, 0.4229577, 0.1452990, 0.00976702],
167
+ [0.8549542, 0.7226562, 0.4991309, 0.2420093, 0.02772661],
168
+ [0.8571332, 0.7285741, 0.5279076, 0.2824549, 0.06030276],
169
+ [0.8835633, 0.7727077, 0.5957984, 0.3411303, 0.09652185],
170
+ [0.9071558, 0.8299587, 0.6771400, 0.4402896, 0.17469338],
171
+ [0.9190793, 0.8486480, 0.7163332, 0.5083780, 0.26107691],
172
+ [0.9371223, 0.8762177, 0.7653702, 0.5773109, 0.32181041],
173
+ [0.9554613, 0.9119893, 0.8282687, 0.6776178, 0.43162744],
174
+ [0.9545744, 0.9099264, 0.8270244, 0.6822220, 0.45237623],
175
+ [0.9688112, 0.9351710, 0.8730961, 0.7546601, 0.56622448],
176
+ [0.9743227, 0.9491953, 0.9005150, 0.8086497, 0.64505437],
177
+ [0.9807345, 0.9638853, 0.9283012, 0.8631675, 0.73812581],
178
+ [0.9886746, 0.9777760, 0.9558950, 0.9123417, 0.82726553],
179
+ [0.9899096, 0.9803828, 0.9615592, 0.9255600, 0.85822149],
180
+ [0.9969510, 0.9935441, 0.9864657, 0.9726775, 0.94358663],
181
+ [0.9979533, 0.9960274, 0.9921724, 0.9837415, 0.96626288],
182
+ [0.9995981, 0.9989171, 0.9974178, 0.9949954, 0.99023356],
183
+ [1.0002640, 1.0005088, 1.0010594, 1.0021161, 1.00386912],
184
+ [0.9998903, 0.9998459, 0.9997795, 0.9995484, 0.99916305],
185
+ [1.0000008, 0.9999905, 0.9999481, 0.9998903, 0.99978047],
186
+ [1.0000004, 0.9999983, 1.0000001, 1.0000031, 1.00000297],
187
+ [0.9999995, 1.0000003, 1.0000005, 1.0000001, 1.00000032],
188
+ [0.9999999, 0.9999997, 0.9999994, 0.9999989, 0.99999786],
189
+ [0.9999999, 0.9999999, 0.9999999, 0.9999999, 0.99999991]]
190
+ # Get iteration points
191
+ grad_list = [prob.grad(x) for x in x_list]
192
+ delta_x = [np.array(x_list[i+1])-np.array(x_list[i])
193
+ for i in range(len(x_list)-1)]
194
+ delta_grad = [grad_list[i+1]-grad_list[i]
195
+ for i in range(len(grad_list)-1)]
196
+ # Check curvature condition
197
+ for s, y in zip(delta_x, delta_grad):
198
+ if np.dot(s, y) <= 0:
199
+ raise ArithmeticError()
200
+ # Define QuasiNewton update
201
+ for quasi_newton in (BFGS(init_scale=1, min_curvature=1e-4),
202
+ SR1(init_scale=1)):
203
+ hess = deepcopy(quasi_newton)
204
+ inv_hess = deepcopy(quasi_newton)
205
+ hess.initialize(len(x_list[0]), 'hess')
206
+ inv_hess.initialize(len(x_list[0]), 'inv_hess')
207
+ # Compare the hessian and its inverse
208
+ for s, y in zip(delta_x, delta_grad):
209
+ hess.update(s, y)
210
+ inv_hess.update(s, y)
211
+ B = hess.get_matrix()
212
+ H = inv_hess.get_matrix()
213
+ assert_array_almost_equal(np.linalg.inv(B), H, decimal=10)
214
+ B_true = prob.hess(x_list[len(delta_x)])
215
+ assert_array_less(norm(B - B_true)/norm(B_true), 0.1)
216
+
217
+ def test_SR1_skip_update(self):
218
+ # Define auxiliary problem
219
+ prob = Rosenbrock(n=5)
220
+ # Define iteration points
221
+ x_list = [[0.0976270, 0.4303787, 0.2055267, 0.0897663, -0.15269040],
222
+ [0.1847239, 0.0505757, 0.2123832, 0.0255081, 0.00083286],
223
+ [0.2142498, -0.0188480, 0.0503822, 0.0347033, 0.03323606],
224
+ [0.2071680, -0.0185071, 0.0341337, -0.0139298, 0.02881750],
225
+ [0.1533055, -0.0322935, 0.0280418, -0.0083592, 0.01503699],
226
+ [0.1382378, -0.0276671, 0.0266161, -0.0074060, 0.02801610],
227
+ [0.1651957, -0.0049124, 0.0269665, -0.0040025, 0.02138184],
228
+ [0.2354930, 0.0443711, 0.0173959, 0.0041872, 0.00794563],
229
+ [0.4168118, 0.1433867, 0.0111714, 0.0126265, -0.00658537],
230
+ [0.4681972, 0.2153273, 0.0225249, 0.0152704, -0.00463809],
231
+ [0.6023068, 0.3346815, 0.0731108, 0.0186618, -0.00371541],
232
+ [0.6415743, 0.3985468, 0.1324422, 0.0214160, -0.00062401],
233
+ [0.7503690, 0.5447616, 0.2804541, 0.0539851, 0.00242230],
234
+ [0.7452626, 0.5644594, 0.3324679, 0.0865153, 0.00454960],
235
+ [0.8059782, 0.6586838, 0.4229577, 0.1452990, 0.00976702],
236
+ [0.8549542, 0.7226562, 0.4991309, 0.2420093, 0.02772661],
237
+ [0.8571332, 0.7285741, 0.5279076, 0.2824549, 0.06030276],
238
+ [0.8835633, 0.7727077, 0.5957984, 0.3411303, 0.09652185],
239
+ [0.9071558, 0.8299587, 0.6771400, 0.4402896, 0.17469338]]
240
+ # Get iteration points
241
+ grad_list = [prob.grad(x) for x in x_list]
242
+ delta_x = [np.array(x_list[i+1])-np.array(x_list[i])
243
+ for i in range(len(x_list)-1)]
244
+ delta_grad = [grad_list[i+1]-grad_list[i]
245
+ for i in range(len(grad_list)-1)]
246
+ hess = SR1(init_scale=1, min_denominator=1e-2)
247
+ hess.initialize(len(x_list[0]), 'hess')
248
+ # Compare the Hessian and its inverse
249
+ for i in range(len(delta_x)-1):
250
+ s = delta_x[i]
251
+ y = delta_grad[i]
252
+ hess.update(s, y)
253
+ # Test skip update
254
+ B = np.copy(hess.get_matrix())
255
+ s = delta_x[17]
256
+ y = delta_grad[17]
257
+ hess.update(s, y)
258
+ B_updated = np.copy(hess.get_matrix())
259
+ assert_array_equal(B, B_updated)
260
+
261
+ def test_BFGS_skip_update(self):
262
+ # Define auxiliary problem
263
+ prob = Rosenbrock(n=5)
264
+ # Define iteration points
265
+ x_list = [[0.0976270, 0.4303787, 0.2055267, 0.0897663, -0.15269040],
266
+ [0.1847239, 0.0505757, 0.2123832, 0.0255081, 0.00083286],
267
+ [0.2142498, -0.0188480, 0.0503822, 0.0347033, 0.03323606],
268
+ [0.2071680, -0.0185071, 0.0341337, -0.0139298, 0.02881750],
269
+ [0.1533055, -0.0322935, 0.0280418, -0.0083592, 0.01503699],
270
+ [0.1382378, -0.0276671, 0.0266161, -0.0074060, 0.02801610],
271
+ [0.1651957, -0.0049124, 0.0269665, -0.0040025, 0.02138184]]
272
+ # Get iteration points
273
+ grad_list = [prob.grad(x) for x in x_list]
274
+ delta_x = [np.array(x_list[i+1])-np.array(x_list[i])
275
+ for i in range(len(x_list)-1)]
276
+ delta_grad = [grad_list[i+1]-grad_list[i]
277
+ for i in range(len(grad_list)-1)]
278
+ hess = BFGS(init_scale=1, min_curvature=10)
279
+ hess.initialize(len(x_list[0]), 'hess')
280
+ # Compare the Hessian and its inverse
281
+ for i in range(len(delta_x)-1):
282
+ s = delta_x[i]
283
+ y = delta_grad[i]
284
+ hess.update(s, y)
285
+ # Test skip update
286
+ B = np.copy(hess.get_matrix())
287
+ s = delta_x[5]
288
+ y = delta_grad[5]
289
+ hess.update(s, y)
290
+ B_updated = np.copy(hess.get_matrix())
291
+ assert_array_equal(B, B_updated)
292
+
293
+
294
+ @pytest.mark.parametrize('strategy', [BFGS, SR1])
295
+ @pytest.mark.parametrize('approx_type', ['hess', 'inv_hess'])
296
+ def test_matmul_equals_dot(strategy, approx_type):
297
+ H = strategy(init_scale=1)
298
+ H.initialize(2, approx_type)
299
+ v = np.array([1, 2])
300
+ assert_array_equal(H @ v, H.dot(v))
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_isotonic_regression.py ADDED
@@ -0,0 +1,167 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from numpy.testing import assert_allclose, assert_equal
3
+ import pytest
4
+
5
+ from scipy.optimize._pava_pybind import pava
6
+ from scipy.optimize import isotonic_regression
7
+
8
+
9
+ class TestIsotonicRegression:
10
+ @pytest.mark.parametrize(
11
+ ("y", "w", "msg"),
12
+ [
13
+ ([[0, 1]], None,
14
+ "array has incorrect number of dimensions: 2; expected 1"),
15
+ ([0, 1], [[1, 2]],
16
+ "Input arrays y and w must have one dimension of equal length"),
17
+ ([0, 1], [1],
18
+ "Input arrays y and w must have one dimension of equal length"),
19
+ (1, [1, 2],
20
+ "Input arrays y and w must have one dimension of equal length"),
21
+ ([1, 2], 1,
22
+ "Input arrays y and w must have one dimension of equal length"),
23
+ ([0, 1], [0, 1],
24
+ "Weights w must be strictly positive"),
25
+ ]
26
+ )
27
+ def test_raise_error(self, y, w, msg):
28
+ with pytest.raises(ValueError, match=msg):
29
+ isotonic_regression(y=y, weights=w)
30
+
31
+ def test_simple_pava(self):
32
+ # Test case of Busing 2020
33
+ # https://doi.org/10.18637/jss.v102.c01
34
+ y = np.array([8, 4, 8, 2, 2, 0, 8], dtype=np.float64)
35
+ w = np.ones_like(y)
36
+ r = np.full(shape=y.shape[0] + 1, fill_value=-1, dtype=np.intp)
37
+ pava(y, w, r)
38
+ assert_allclose(y, [4, 4, 4, 4, 4, 4, 8])
39
+ # Only first 2 elements of w are changed.
40
+ assert_allclose(w, [6, 1, 1, 1, 1, 1, 1])
41
+ # Only first 3 elements of r are changed.
42
+ assert_allclose(r, [0, 6, 7, -1, -1, -1, -1, -1])
43
+
44
+ @pytest.mark.parametrize("y_dtype", [np.float64, np.float32, np.int64, np.int32])
45
+ @pytest.mark.parametrize("w_dtype", [np.float64, np.float32, np.int64, np.int32])
46
+ @pytest.mark.parametrize("w", [None, "ones"])
47
+ def test_simple_isotonic_regression(self, w, w_dtype, y_dtype):
48
+ # Test case of Busing 2020
49
+ # https://doi.org/10.18637/jss.v102.c01
50
+ y = np.array([8, 4, 8, 2, 2, 0, 8], dtype=y_dtype)
51
+ if w is not None:
52
+ w = np.ones_like(y, dtype=w_dtype)
53
+ res = isotonic_regression(y, weights=w)
54
+ assert res.x.dtype == np.float64
55
+ assert res.weights.dtype == np.float64
56
+ assert_allclose(res.x, [4, 4, 4, 4, 4, 4, 8])
57
+ assert_allclose(res.weights, [6, 1])
58
+ assert_allclose(res.blocks, [0, 6, 7])
59
+ # Assert that y was not overwritten
60
+ assert_equal(y, np.array([8, 4, 8, 2, 2, 0, 8], dtype=np.float64))
61
+
62
+ @pytest.mark.parametrize("increasing", [True, False])
63
+ def test_linspace(self, increasing):
64
+ n = 10
65
+ y = np.linspace(0, 1, n) if increasing else np.linspace(1, 0, n)
66
+ res = isotonic_regression(y, increasing=increasing)
67
+ assert_allclose(res.x, y)
68
+ assert_allclose(res.blocks, np.arange(n + 1))
69
+
70
+ def test_weights(self):
71
+ w = np.array([1, 2, 5, 0.5, 0.5, 0.5, 1, 3])
72
+ y = np.array([3, 2, 1, 10, 9, 8, 20, 10])
73
+ res = isotonic_regression(y, weights=w)
74
+ assert_allclose(res.x, [12/8, 12/8, 12/8, 9, 9, 9, 50/4, 50/4])
75
+ assert_allclose(res.weights, [8, 1.5, 4])
76
+ assert_allclose(res.blocks, [0, 3, 6, 8])
77
+
78
+ # weights are like repeated observations, we repeat the 3rd element 5
79
+ # times.
80
+ w2 = np.array([1, 2, 1, 1, 1, 1, 1, 0.5, 0.5, 0.5, 1, 3])
81
+ y2 = np.array([3, 2, 1, 1, 1, 1, 1, 10, 9, 8, 20, 10])
82
+ res2 = isotonic_regression(y2, weights=w2)
83
+ assert_allclose(np.diff(res2.x[0:7]), 0)
84
+ assert_allclose(res2.x[4:], res.x)
85
+ assert_allclose(res2.weights, res.weights)
86
+ assert_allclose(res2.blocks[1:] - 4, res.blocks[1:])
87
+
88
+ def test_against_R_monotone(self):
89
+ y = [0, 6, 8, 3, 5, 2, 1, 7, 9, 4]
90
+ res = isotonic_regression(y)
91
+ # R code
92
+ # library(monotone)
93
+ # options(digits=8)
94
+ # monotone(c(0, 6, 8, 3, 5, 2, 1, 7, 9, 4))
95
+ x_R = [
96
+ 0, 4.1666667, 4.1666667, 4.1666667, 4.1666667, 4.1666667,
97
+ 4.1666667, 6.6666667, 6.6666667, 6.6666667,
98
+ ]
99
+ assert_allclose(res.x, x_R)
100
+ assert_equal(res.blocks, [0, 1, 7, 10])
101
+
102
+ n = 100
103
+ y = np.linspace(0, 1, num=n, endpoint=False)
104
+ y = 5 * y + np.sin(10 * y)
105
+ res = isotonic_regression(y)
106
+ # R code
107
+ # library(monotone)
108
+ # n <- 100
109
+ # y <- 5 * ((1:n)-1)/n + sin(10 * ((1:n)-1)/n)
110
+ # options(digits=8)
111
+ # monotone(y)
112
+ x_R = [
113
+ 0.00000000, 0.14983342, 0.29866933, 0.44552021, 0.58941834, 0.72942554,
114
+ 0.86464247, 0.99421769, 1.11735609, 1.23332691, 1.34147098, 1.44120736,
115
+ 1.53203909, 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100,
116
+ 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100,
117
+ 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100,
118
+ 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100,
119
+ 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100,
120
+ 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100, 1.57081100,
121
+ 1.57081100, 1.57081100, 1.57081100, 1.62418532, 1.71654534, 1.81773256,
122
+ 1.92723551, 2.04445967, 2.16873336, 2.29931446, 2.43539782, 2.57612334,
123
+ 2.72058450, 2.86783750, 3.01691060, 3.16681390, 3.31654920, 3.46511999,
124
+ 3.61154136, 3.75484992, 3.89411335, 4.02843976, 4.15698660, 4.27896904,
125
+ 4.39366786, 4.50043662, 4.59870810, 4.68799998, 4.76791967, 4.83816823,
126
+ 4.86564130, 4.86564130, 4.86564130, 4.86564130, 4.86564130, 4.86564130,
127
+ 4.86564130, 4.86564130, 4.86564130, 4.86564130, 4.86564130, 4.86564130,
128
+ 4.86564130, 4.86564130, 4.86564130, 4.86564130, 4.86564130, 4.86564130,
129
+ 4.86564130, 4.86564130, 4.86564130, 4.86564130,
130
+ ]
131
+ assert_allclose(res.x, x_R)
132
+
133
+ # Test increasing
134
+ assert np.all(np.diff(res.x) >= 0)
135
+
136
+ # Test balance property: sum(y) == sum(x)
137
+ assert_allclose(np.sum(res.x), np.sum(y))
138
+
139
+ # Reverse order
140
+ res_inv = isotonic_regression(-y, increasing=False)
141
+ assert_allclose(-res_inv.x, res.x)
142
+ assert_equal(res_inv.blocks, res.blocks)
143
+
144
+ def test_readonly(self):
145
+ x = np.arange(3, dtype=float)
146
+ w = np.ones(3, dtype=float)
147
+
148
+ x.flags.writeable = False
149
+ w.flags.writeable = False
150
+
151
+ res = isotonic_regression(x, weights=w)
152
+ assert np.all(np.isfinite(res.x))
153
+ assert np.all(np.isfinite(res.weights))
154
+ assert np.all(np.isfinite(res.blocks))
155
+
156
+ def test_non_contiguous_arrays(self):
157
+ x = np.arange(10, dtype=float)[::3]
158
+ w = np.ones(10, dtype=float)[::3]
159
+ assert not x.flags.c_contiguous
160
+ assert not x.flags.f_contiguous
161
+ assert not w.flags.c_contiguous
162
+ assert not w.flags.f_contiguous
163
+
164
+ res = isotonic_regression(x, weights=w)
165
+ assert np.all(np.isfinite(res.x))
166
+ assert np.all(np.isfinite(res.weights))
167
+ assert np.all(np.isfinite(res.blocks))
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lbfgsb_hessinv.py ADDED
@@ -0,0 +1,43 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from numpy.testing import assert_allclose
3
+ import scipy.linalg
4
+ from scipy.optimize import minimize
5
+
6
+
7
+ def test_1():
8
+ def f(x):
9
+ return x**4, 4*x**3
10
+
11
+ for gtol in [1e-8, 1e-12, 1e-20]:
12
+ for maxcor in range(20, 35):
13
+ result = minimize(fun=f, jac=True, method='L-BFGS-B', x0=20,
14
+ options={'gtol': gtol, 'maxcor': maxcor})
15
+
16
+ H1 = result.hess_inv(np.array([1])).reshape(1,1)
17
+ H2 = result.hess_inv.todense()
18
+
19
+ assert_allclose(H1, H2)
20
+
21
+
22
+ def test_2():
23
+ H0 = [[3, 0], [1, 2]]
24
+
25
+ def f(x):
26
+ return np.dot(x, np.dot(scipy.linalg.inv(H0), x))
27
+
28
+ result1 = minimize(fun=f, method='L-BFGS-B', x0=[10, 20])
29
+ result2 = minimize(fun=f, method='BFGS', x0=[10, 20])
30
+
31
+ H1 = result1.hess_inv.todense()
32
+
33
+ H2 = np.vstack((
34
+ result1.hess_inv(np.array([1, 0])),
35
+ result1.hess_inv(np.array([0, 1]))))
36
+
37
+ assert_allclose(
38
+ result1.hess_inv(np.array([1, 0]).reshape(2,1)).reshape(-1),
39
+ result1.hess_inv(np.array([1, 0])))
40
+ assert_allclose(H1, H2)
41
+ assert_allclose(H1, result2.hess_inv, rtol=1e-2, atol=0.03)
42
+
43
+
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lbfgsb_setulb.py ADDED
@@ -0,0 +1,122 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.optimize import _lbfgsb, minimize
3
+
4
+
5
+ def objfun(x):
6
+ """simplified objective func to test lbfgsb bound violation"""
7
+ x0 = [0.8750000000000278,
8
+ 0.7500000000000153,
9
+ 0.9499999999999722,
10
+ 0.8214285714285992,
11
+ 0.6363636363636085]
12
+ x1 = [1.0, 0.0, 1.0, 0.0, 0.0]
13
+ x2 = [1.0,
14
+ 0.0,
15
+ 0.9889733043149325,
16
+ 0.0,
17
+ 0.026353554421041155]
18
+ x3 = [1.0,
19
+ 0.0,
20
+ 0.9889917442915558,
21
+ 0.0,
22
+ 0.020341986743231205]
23
+
24
+ f0 = 5163.647901211178
25
+ f1 = 5149.8181642072905
26
+ f2 = 5149.379332309634
27
+ f3 = 5149.374490771297
28
+
29
+ g0 = np.array([-0.5934820547965749,
30
+ 1.6251549718258351,
31
+ -71.99168459202559,
32
+ 5.346636965797545,
33
+ 37.10732723092604])
34
+ g1 = np.array([-0.43295349282641515,
35
+ 1.008607936794592,
36
+ 18.223666726602975,
37
+ 31.927010036981997,
38
+ -19.667512518739386])
39
+ g2 = np.array([-0.4699874455100256,
40
+ 0.9466285353668347,
41
+ -0.016874360242016825,
42
+ 48.44999161133457,
43
+ 5.819631620590712])
44
+ g3 = np.array([-0.46970678696829116,
45
+ 0.9612719312174818,
46
+ 0.006129809488833699,
47
+ 48.43557729419473,
48
+ 6.005481418498221])
49
+
50
+ if np.allclose(x, x0):
51
+ f = f0
52
+ g = g0
53
+ elif np.allclose(x, x1):
54
+ f = f1
55
+ g = g1
56
+ elif np.allclose(x, x2):
57
+ f = f2
58
+ g = g2
59
+ elif np.allclose(x, x3):
60
+ f = f3
61
+ g = g3
62
+ else:
63
+ raise ValueError(
64
+ 'Simplified objective function not defined '
65
+ 'at requested point')
66
+ return (np.copy(f), np.copy(g))
67
+
68
+
69
+ def test_setulb_floatround():
70
+ """test if setulb() violates bounds
71
+
72
+ checks for violation due to floating point rounding error
73
+ """
74
+
75
+ n = 5
76
+ m = 10
77
+ factr = 1e7
78
+ pgtol = 1e-5
79
+ maxls = 20
80
+ nbd = np.full(shape=(n,), fill_value=2, dtype=np.int32)
81
+ low_bnd = np.zeros(n, dtype=np.float64)
82
+ upper_bnd = np.ones(n, dtype=np.float64)
83
+
84
+ x0 = np.array(
85
+ [0.8750000000000278,
86
+ 0.7500000000000153,
87
+ 0.9499999999999722,
88
+ 0.8214285714285992,
89
+ 0.6363636363636085])
90
+ x = np.copy(x0)
91
+
92
+ f = np.array(0.0, dtype=np.float64)
93
+ g = np.zeros(n, dtype=np.float64)
94
+
95
+ wa = np.zeros(2*m*n + 5*n + 11*m*m + 8*m, dtype=np.float64)
96
+ iwa = np.zeros(3*n, dtype=np.int32)
97
+ task = np.zeros(2, dtype=np.int32)
98
+ ln_task = np.zeros(2, dtype=np.int32)
99
+ lsave = np.zeros(4, dtype=np.int32)
100
+ isave = np.zeros(44, dtype=np.int32)
101
+ dsave = np.zeros(29, dtype=np.float64)
102
+
103
+ for n_iter in range(7): # 7 steps required to reproduce error
104
+ f, g = objfun(x)
105
+
106
+ _lbfgsb.setulb(m, x, low_bnd, upper_bnd, nbd, f, g, factr, pgtol, wa,
107
+ iwa, task, lsave, isave, dsave, maxls, ln_task)
108
+
109
+ assert (x <= upper_bnd).all() and (x >= low_bnd).all(), (
110
+ "_lbfgsb.setulb() stepped to a point outside of the bounds")
111
+
112
+
113
+ def test_gh_issue18730():
114
+ # issue 18730 reported that l-bfgs-b did not work with objectives
115
+ # returning single precision gradient arrays
116
+ def fun_single_precision(x):
117
+ x = x.astype(np.float32)
118
+ return np.sum(x**2), (2*x)
119
+
120
+ res = minimize(fun_single_precision, x0=np.array([1., 1.]), jac=True,
121
+ method="l-bfgs-b")
122
+ np.testing.assert_allclose(res.fun, 0., atol=1e-15)
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_least_squares.py ADDED
@@ -0,0 +1,874 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from itertools import product
2
+
3
+ import numpy as np
4
+ from numpy.linalg import norm
5
+ from numpy.testing import (assert_, assert_allclose,
6
+ assert_equal, suppress_warnings)
7
+ import pytest
8
+ from pytest import raises as assert_raises
9
+ from scipy.sparse import issparse, lil_matrix
10
+ from scipy.sparse.linalg import aslinearoperator
11
+
12
+ from scipy.optimize import least_squares, Bounds
13
+ from scipy.optimize._lsq.least_squares import IMPLEMENTED_LOSSES
14
+ from scipy.optimize._lsq.common import EPS, make_strictly_feasible, CL_scaling_vector
15
+
16
+
17
+ def fun_trivial(x, a=0):
18
+ return (x - a)**2 + 5.0
19
+
20
+
21
+ def jac_trivial(x, a=0.0):
22
+ return 2 * (x - a)
23
+
24
+
25
+ def fun_2d_trivial(x):
26
+ return np.array([x[0], x[1]])
27
+
28
+
29
+ def jac_2d_trivial(x):
30
+ return np.identity(2)
31
+
32
+
33
+ def fun_rosenbrock(x):
34
+ return np.array([10 * (x[1] - x[0]**2), (1 - x[0])])
35
+
36
+
37
+ def jac_rosenbrock(x):
38
+ return np.array([
39
+ [-20 * x[0], 10],
40
+ [-1, 0]
41
+ ])
42
+
43
+
44
+ def jac_rosenbrock_bad_dim(x):
45
+ return np.array([
46
+ [-20 * x[0], 10],
47
+ [-1, 0],
48
+ [0.0, 0.0]
49
+ ])
50
+
51
+
52
+ def fun_rosenbrock_cropped(x):
53
+ return fun_rosenbrock(x)[0]
54
+
55
+
56
+ def jac_rosenbrock_cropped(x):
57
+ return jac_rosenbrock(x)[0]
58
+
59
+
60
+ # When x is 1-D array, return is 2-D array.
61
+ def fun_wrong_dimensions(x):
62
+ return np.array([x, x**2, x**3])
63
+
64
+
65
+ def jac_wrong_dimensions(x, a=0.0):
66
+ return np.atleast_3d(jac_trivial(x, a=a))
67
+
68
+
69
+ def fun_bvp(x):
70
+ n = int(np.sqrt(x.shape[0]))
71
+ u = np.zeros((n + 2, n + 2))
72
+ x = x.reshape((n, n))
73
+ u[1:-1, 1:-1] = x
74
+ y = u[:-2, 1:-1] + u[2:, 1:-1] + u[1:-1, :-2] + u[1:-1, 2:] - 4 * x + x**3
75
+ return y.ravel()
76
+
77
+
78
+ class BroydenTridiagonal:
79
+ def __init__(self, n=100, mode='sparse'):
80
+ rng = np.random.RandomState(0)
81
+
82
+ self.n = n
83
+
84
+ self.x0 = -np.ones(n)
85
+ self.lb = np.linspace(-2, -1.5, n)
86
+ self.ub = np.linspace(-0.8, 0.0, n)
87
+
88
+ self.lb += 0.1 * rng.randn(n)
89
+ self.ub += 0.1 * rng.randn(n)
90
+
91
+ self.x0 += 0.1 * rng.randn(n)
92
+ self.x0 = make_strictly_feasible(self.x0, self.lb, self.ub)
93
+
94
+ if mode == 'sparse':
95
+ self.sparsity = lil_matrix((n, n), dtype=int)
96
+ i = np.arange(n)
97
+ self.sparsity[i, i] = 1
98
+ i = np.arange(1, n)
99
+ self.sparsity[i, i - 1] = 1
100
+ i = np.arange(n - 1)
101
+ self.sparsity[i, i + 1] = 1
102
+
103
+ self.jac = self._jac
104
+ elif mode == 'operator':
105
+ self.jac = lambda x: aslinearoperator(self._jac(x))
106
+ elif mode == 'dense':
107
+ self.sparsity = None
108
+ self.jac = lambda x: self._jac(x).toarray()
109
+ else:
110
+ assert_(False)
111
+
112
+ def fun(self, x):
113
+ f = (3 - x) * x + 1
114
+ f[1:] -= x[:-1]
115
+ f[:-1] -= 2 * x[1:]
116
+ return f
117
+
118
+ def _jac(self, x):
119
+ J = lil_matrix((self.n, self.n))
120
+ i = np.arange(self.n)
121
+ J[i, i] = 3 - 2 * x
122
+ i = np.arange(1, self.n)
123
+ J[i, i - 1] = -1
124
+ i = np.arange(self.n - 1)
125
+ J[i, i + 1] = -2
126
+ return J
127
+
128
+
129
+ class ExponentialFittingProblem:
130
+ """Provide data and function for exponential fitting in the form
131
+ y = a + exp(b * x) + noise."""
132
+
133
+ def __init__(self, a, b, noise, n_outliers=1, x_range=(-1, 1),
134
+ n_points=11, random_seed=None):
135
+ rng = np.random.RandomState(random_seed)
136
+ self.m = n_points
137
+ self.n = 2
138
+
139
+ self.p0 = np.zeros(2)
140
+ self.x = np.linspace(x_range[0], x_range[1], n_points)
141
+
142
+ self.y = a + np.exp(b * self.x)
143
+ self.y += noise * rng.randn(self.m)
144
+
145
+ outliers = rng.randint(0, self.m, n_outliers)
146
+ self.y[outliers] += 50 * noise * rng.rand(n_outliers)
147
+
148
+ self.p_opt = np.array([a, b])
149
+
150
+ def fun(self, p):
151
+ return p[0] + np.exp(p[1] * self.x) - self.y
152
+
153
+ def jac(self, p):
154
+ J = np.empty((self.m, self.n))
155
+ J[:, 0] = 1
156
+ J[:, 1] = self.x * np.exp(p[1] * self.x)
157
+ return J
158
+
159
+
160
+ def cubic_soft_l1(z):
161
+ rho = np.empty((3, z.size))
162
+
163
+ t = 1 + z
164
+ rho[0] = 3 * (t**(1/3) - 1)
165
+ rho[1] = t ** (-2/3)
166
+ rho[2] = -2/3 * t**(-5/3)
167
+
168
+ return rho
169
+
170
+
171
+ LOSSES = list(IMPLEMENTED_LOSSES.keys()) + [cubic_soft_l1]
172
+
173
+
174
+ class BaseMixin:
175
+ def test_basic(self):
176
+ # Test that the basic calling sequence works.
177
+ res = least_squares(fun_trivial, 2., method=self.method)
178
+ assert_allclose(res.x, 0, atol=1e-4)
179
+ assert_allclose(res.fun, fun_trivial(res.x))
180
+
181
+ def test_args_kwargs(self):
182
+ # Test that args and kwargs are passed correctly to the functions.
183
+ a = 3.0
184
+ for jac in ['2-point', '3-point', 'cs', jac_trivial]:
185
+ with suppress_warnings() as sup:
186
+ sup.filter(
187
+ UserWarning,
188
+ "jac='(3-point|cs)' works equivalently to '2-point' for method='lm'"
189
+ )
190
+ res = least_squares(fun_trivial, 2.0, jac, args=(a,),
191
+ method=self.method)
192
+ res1 = least_squares(fun_trivial, 2.0, jac, kwargs={'a': a},
193
+ method=self.method)
194
+
195
+ assert_allclose(res.x, a, rtol=1e-4)
196
+ assert_allclose(res1.x, a, rtol=1e-4)
197
+
198
+ assert_raises(TypeError, least_squares, fun_trivial, 2.0,
199
+ args=(3, 4,), method=self.method)
200
+ assert_raises(TypeError, least_squares, fun_trivial, 2.0,
201
+ kwargs={'kaboom': 3}, method=self.method)
202
+
203
+ def test_jac_options(self):
204
+ for jac in ['2-point', '3-point', 'cs', jac_trivial]:
205
+ with suppress_warnings() as sup:
206
+ sup.filter(
207
+ UserWarning,
208
+ "jac='(3-point|cs)' works equivalently to '2-point' for method='lm'"
209
+ )
210
+ res = least_squares(fun_trivial, 2.0, jac, method=self.method)
211
+ assert_allclose(res.x, 0, atol=1e-4)
212
+
213
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0, jac='oops',
214
+ method=self.method)
215
+
216
+ def test_nfev_options(self):
217
+ for max_nfev in [None, 20]:
218
+ res = least_squares(fun_trivial, 2.0, max_nfev=max_nfev,
219
+ method=self.method)
220
+ assert_allclose(res.x, 0, atol=1e-4)
221
+
222
+ def test_x_scale_options(self):
223
+ for x_scale in [1.0, np.array([0.5]), 'jac']:
224
+ res = least_squares(fun_trivial, 2.0, x_scale=x_scale)
225
+ assert_allclose(res.x, 0)
226
+ assert_raises(ValueError, least_squares, fun_trivial,
227
+ 2.0, x_scale='auto', method=self.method)
228
+ assert_raises(ValueError, least_squares, fun_trivial,
229
+ 2.0, x_scale=-1.0, method=self.method)
230
+ assert_raises(ValueError, least_squares, fun_trivial,
231
+ 2.0, x_scale=None, method=self.method)
232
+ assert_raises(ValueError, least_squares, fun_trivial,
233
+ 2.0, x_scale=1.0+2.0j, method=self.method)
234
+
235
+ def test_diff_step(self):
236
+ # res1 and res2 should be equivalent.
237
+ # res2 and res3 should be different.
238
+ res1 = least_squares(fun_trivial, 2.0, diff_step=1e-1,
239
+ method=self.method)
240
+ res2 = least_squares(fun_trivial, 2.0, diff_step=-1e-1,
241
+ method=self.method)
242
+ res3 = least_squares(fun_trivial, 2.0,
243
+ diff_step=None, method=self.method)
244
+ assert_allclose(res1.x, 0, atol=1e-4)
245
+ assert_allclose(res2.x, 0, atol=1e-4)
246
+ assert_allclose(res3.x, 0, atol=1e-4)
247
+ assert_equal(res1.x, res2.x)
248
+ assert_equal(res1.nfev, res2.nfev)
249
+
250
+ def test_incorrect_options_usage(self):
251
+ assert_raises(TypeError, least_squares, fun_trivial, 2.0,
252
+ method=self.method, options={'no_such_option': 100})
253
+ assert_raises(TypeError, least_squares, fun_trivial, 2.0,
254
+ method=self.method, options={'max_nfev': 100})
255
+
256
+ def test_full_result(self):
257
+ # MINPACK doesn't work very well with factor=100 on this problem,
258
+ # thus using low 'atol'.
259
+ res = least_squares(fun_trivial, 2.0, method=self.method)
260
+ assert_allclose(res.x, 0, atol=1e-4)
261
+ assert_allclose(res.cost, 12.5)
262
+ assert_allclose(res.fun, 5)
263
+ assert_allclose(res.jac, 0, atol=1e-4)
264
+ assert_allclose(res.grad, 0, atol=1e-2)
265
+ assert_allclose(res.optimality, 0, atol=1e-2)
266
+ assert_equal(res.active_mask, 0)
267
+ if self.method == 'lm':
268
+ assert_(res.nfev < 30)
269
+ assert_(res.njev is None)
270
+ else:
271
+ assert_(res.nfev < 10)
272
+ assert_(res.njev < 10)
273
+ assert_(res.status > 0)
274
+ assert_(res.success)
275
+
276
+ def test_full_result_single_fev(self):
277
+ # MINPACK checks the number of nfev after the iteration,
278
+ # so it's hard to tell what he is going to compute.
279
+ if self.method == 'lm':
280
+ return
281
+
282
+ res = least_squares(fun_trivial, 2.0, method=self.method,
283
+ max_nfev=1)
284
+ assert_equal(res.x, np.array([2]))
285
+ assert_equal(res.cost, 40.5)
286
+ assert_equal(res.fun, np.array([9]))
287
+ assert_equal(res.jac, np.array([[4]]))
288
+ assert_equal(res.grad, np.array([36]))
289
+ assert_equal(res.optimality, 36)
290
+ assert_equal(res.active_mask, np.array([0]))
291
+ assert_equal(res.nfev, 1)
292
+ assert_equal(res.njev, 1)
293
+ assert_equal(res.status, 0)
294
+ assert_equal(res.success, 0)
295
+
296
+ def test_rosenbrock(self):
297
+ x0 = [-2, 1]
298
+ x_opt = [1, 1]
299
+ for jac, x_scale, tr_solver in product(
300
+ ['2-point', '3-point', 'cs', jac_rosenbrock],
301
+ [1.0, np.array([1.0, 0.2]), 'jac'],
302
+ ['exact', 'lsmr']):
303
+ with suppress_warnings() as sup:
304
+ sup.filter(
305
+ UserWarning,
306
+ "jac='(3-point|cs)' works equivalently to '2-point' for method='lm'"
307
+ )
308
+ res = least_squares(fun_rosenbrock, x0, jac, x_scale=x_scale,
309
+ tr_solver=tr_solver, method=self.method)
310
+ assert_allclose(res.x, x_opt)
311
+
312
+ def test_rosenbrock_cropped(self):
313
+ x0 = [-2, 1]
314
+ if self.method == 'lm':
315
+ assert_raises(ValueError, least_squares, fun_rosenbrock_cropped,
316
+ x0, method='lm')
317
+ else:
318
+ for jac, x_scale, tr_solver in product(
319
+ ['2-point', '3-point', 'cs', jac_rosenbrock_cropped],
320
+ [1.0, np.array([1.0, 0.2]), 'jac'],
321
+ ['exact', 'lsmr']):
322
+ res = least_squares(
323
+ fun_rosenbrock_cropped, x0, jac, x_scale=x_scale,
324
+ tr_solver=tr_solver, method=self.method)
325
+ assert_allclose(res.cost, 0, atol=1e-14)
326
+
327
+ def test_fun_wrong_dimensions(self):
328
+ assert_raises(ValueError, least_squares, fun_wrong_dimensions,
329
+ 2.0, method=self.method)
330
+
331
+ def test_jac_wrong_dimensions(self):
332
+ assert_raises(ValueError, least_squares, fun_trivial,
333
+ 2.0, jac_wrong_dimensions, method=self.method)
334
+
335
+ def test_fun_and_jac_inconsistent_dimensions(self):
336
+ x0 = [1, 2]
337
+ assert_raises(ValueError, least_squares, fun_rosenbrock, x0,
338
+ jac_rosenbrock_bad_dim, method=self.method)
339
+
340
+ def test_x0_multidimensional(self):
341
+ x0 = np.ones(4).reshape(2, 2)
342
+ assert_raises(ValueError, least_squares, fun_trivial, x0,
343
+ method=self.method)
344
+
345
+ def test_x0_complex_scalar(self):
346
+ x0 = 2.0 + 0.0*1j
347
+ assert_raises(ValueError, least_squares, fun_trivial, x0,
348
+ method=self.method)
349
+
350
+ def test_x0_complex_array(self):
351
+ x0 = [1.0, 2.0 + 0.0*1j]
352
+ assert_raises(ValueError, least_squares, fun_trivial, x0,
353
+ method=self.method)
354
+
355
+ def test_bvp(self):
356
+ # This test was introduced with fix #5556. It turned out that
357
+ # dogbox solver had a bug with trust-region radius update, which
358
+ # could block its progress and create an infinite loop. And this
359
+ # discrete boundary value problem is the one which triggers it.
360
+ n = 10
361
+ x0 = np.ones(n**2)
362
+ if self.method == 'lm':
363
+ max_nfev = 5000 # To account for Jacobian estimation.
364
+ else:
365
+ max_nfev = 100
366
+ res = least_squares(fun_bvp, x0, ftol=1e-2, method=self.method,
367
+ max_nfev=max_nfev)
368
+
369
+ assert_(res.nfev < max_nfev)
370
+ assert_(res.cost < 0.5)
371
+
372
+ def test_error_raised_when_all_tolerances_below_eps(self):
373
+ # Test that all 0 tolerances are not allowed.
374
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0,
375
+ method=self.method, ftol=None, xtol=None, gtol=None)
376
+
377
+ def test_convergence_with_only_one_tolerance_enabled(self):
378
+ if self.method == 'lm':
379
+ return # should not do test
380
+ x0 = [-2, 1]
381
+ x_opt = [1, 1]
382
+ for ftol, xtol, gtol in [(1e-8, None, None),
383
+ (None, 1e-8, None),
384
+ (None, None, 1e-8)]:
385
+ res = least_squares(fun_rosenbrock, x0, jac=jac_rosenbrock,
386
+ ftol=ftol, gtol=gtol, xtol=xtol,
387
+ method=self.method)
388
+ assert_allclose(res.x, x_opt)
389
+
390
+
391
+ class BoundsMixin:
392
+ def test_inconsistent(self):
393
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0,
394
+ bounds=(10.0, 0.0), method=self.method)
395
+
396
+ def test_infeasible(self):
397
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0,
398
+ bounds=(3., 4), method=self.method)
399
+
400
+ def test_wrong_number(self):
401
+ assert_raises(ValueError, least_squares, fun_trivial, 2.,
402
+ bounds=(1., 2, 3), method=self.method)
403
+
404
+ def test_inconsistent_shape(self):
405
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0,
406
+ bounds=(1.0, [2.0, 3.0]), method=self.method)
407
+ # 1-D array won't be broadcast
408
+ assert_raises(ValueError, least_squares, fun_rosenbrock, [1.0, 2.0],
409
+ bounds=([0.0], [3.0, 4.0]), method=self.method)
410
+
411
+ def test_in_bounds(self):
412
+ for jac in ['2-point', '3-point', 'cs', jac_trivial]:
413
+ res = least_squares(fun_trivial, 2.0, jac=jac,
414
+ bounds=(-1.0, 3.0), method=self.method)
415
+ assert_allclose(res.x, 0.0, atol=1e-4)
416
+ assert_equal(res.active_mask, [0])
417
+ assert_(-1 <= res.x <= 3)
418
+ res = least_squares(fun_trivial, 2.0, jac=jac,
419
+ bounds=(0.5, 3.0), method=self.method)
420
+ assert_allclose(res.x, 0.5, atol=1e-4)
421
+ assert_equal(res.active_mask, [-1])
422
+ assert_(0.5 <= res.x <= 3)
423
+
424
+ def test_bounds_shape(self):
425
+ def get_bounds_direct(lb, ub):
426
+ return lb, ub
427
+
428
+ def get_bounds_instances(lb, ub):
429
+ return Bounds(lb, ub)
430
+
431
+ for jac in ['2-point', '3-point', 'cs', jac_2d_trivial]:
432
+ for bounds_func in [get_bounds_direct, get_bounds_instances]:
433
+ x0 = [1.0, 1.0]
434
+ res = least_squares(fun_2d_trivial, x0, jac=jac)
435
+ assert_allclose(res.x, [0.0, 0.0])
436
+ res = least_squares(fun_2d_trivial, x0, jac=jac,
437
+ bounds=bounds_func(0.5, [2.0, 2.0]),
438
+ method=self.method)
439
+ assert_allclose(res.x, [0.5, 0.5])
440
+ res = least_squares(fun_2d_trivial, x0, jac=jac,
441
+ bounds=bounds_func([0.3, 0.2], 3.0),
442
+ method=self.method)
443
+ assert_allclose(res.x, [0.3, 0.2])
444
+ res = least_squares(
445
+ fun_2d_trivial, x0, jac=jac,
446
+ bounds=bounds_func([-1, 0.5], [1.0, 3.0]),
447
+ method=self.method)
448
+ assert_allclose(res.x, [0.0, 0.5], atol=1e-5)
449
+
450
+ def test_bounds_instances(self):
451
+ res = least_squares(fun_trivial, 0.5, bounds=Bounds())
452
+ assert_allclose(res.x, 0.0, atol=1e-4)
453
+
454
+ res = least_squares(fun_trivial, 3.0, bounds=Bounds(lb=1.0))
455
+ assert_allclose(res.x, 1.0, atol=1e-4)
456
+
457
+ res = least_squares(fun_trivial, 0.5, bounds=Bounds(lb=-1.0, ub=1.0))
458
+ assert_allclose(res.x, 0.0, atol=1e-4)
459
+
460
+ res = least_squares(fun_trivial, -3.0, bounds=Bounds(ub=-1.0))
461
+ assert_allclose(res.x, -1.0, atol=1e-4)
462
+
463
+ res = least_squares(fun_2d_trivial, [0.5, 0.5],
464
+ bounds=Bounds(lb=[-1.0, -1.0], ub=1.0))
465
+ assert_allclose(res.x, [0.0, 0.0], atol=1e-5)
466
+
467
+ res = least_squares(fun_2d_trivial, [0.5, 0.5],
468
+ bounds=Bounds(lb=[0.1, 0.1]))
469
+ assert_allclose(res.x, [0.1, 0.1], atol=1e-5)
470
+
471
+ @pytest.mark.fail_slow(10)
472
+ def test_rosenbrock_bounds(self):
473
+ x0_1 = np.array([-2.0, 1.0])
474
+ x0_2 = np.array([2.0, 2.0])
475
+ x0_3 = np.array([-2.0, 2.0])
476
+ x0_4 = np.array([0.0, 2.0])
477
+ x0_5 = np.array([-1.2, 1.0])
478
+ problems = [
479
+ (x0_1, ([-np.inf, -1.5], np.inf)),
480
+ (x0_2, ([-np.inf, 1.5], np.inf)),
481
+ (x0_3, ([-np.inf, 1.5], np.inf)),
482
+ (x0_4, ([-np.inf, 1.5], [1.0, np.inf])),
483
+ (x0_2, ([1.0, 1.5], [3.0, 3.0])),
484
+ (x0_5, ([-50.0, 0.0], [0.5, 100]))
485
+ ]
486
+ for x0, bounds in problems:
487
+ for jac, x_scale, tr_solver in product(
488
+ ['2-point', '3-point', 'cs', jac_rosenbrock],
489
+ [1.0, [1.0, 0.5], 'jac'],
490
+ ['exact', 'lsmr']):
491
+ res = least_squares(fun_rosenbrock, x0, jac, bounds,
492
+ x_scale=x_scale, tr_solver=tr_solver,
493
+ method=self.method)
494
+ assert_allclose(res.optimality, 0.0, atol=1e-5)
495
+
496
+
497
+ class SparseMixin:
498
+ def test_exact_tr_solver(self):
499
+ p = BroydenTridiagonal()
500
+ assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac,
501
+ tr_solver='exact', method=self.method)
502
+ assert_raises(ValueError, least_squares, p.fun, p.x0,
503
+ tr_solver='exact', jac_sparsity=p.sparsity,
504
+ method=self.method)
505
+
506
+ def test_equivalence(self):
507
+ sparse = BroydenTridiagonal(mode='sparse')
508
+ dense = BroydenTridiagonal(mode='dense')
509
+ res_sparse = least_squares(
510
+ sparse.fun, sparse.x0, jac=sparse.jac,
511
+ method=self.method)
512
+ res_dense = least_squares(
513
+ dense.fun, dense.x0, jac=sparse.jac,
514
+ method=self.method)
515
+ assert_equal(res_sparse.nfev, res_dense.nfev)
516
+ assert_allclose(res_sparse.x, res_dense.x, atol=1e-20)
517
+ assert_allclose(res_sparse.cost, 0, atol=1e-20)
518
+ assert_allclose(res_dense.cost, 0, atol=1e-20)
519
+
520
+ def test_tr_options(self):
521
+ p = BroydenTridiagonal()
522
+ res = least_squares(p.fun, p.x0, p.jac, method=self.method,
523
+ tr_options={'btol': 1e-10})
524
+ assert_allclose(res.cost, 0, atol=1e-20)
525
+
526
+ def test_wrong_parameters(self):
527
+ p = BroydenTridiagonal()
528
+ assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac,
529
+ tr_solver='best', method=self.method)
530
+ assert_raises(TypeError, least_squares, p.fun, p.x0, p.jac,
531
+ tr_solver='lsmr', tr_options={'tol': 1e-10})
532
+
533
+ def test_solver_selection(self):
534
+ sparse = BroydenTridiagonal(mode='sparse')
535
+ dense = BroydenTridiagonal(mode='dense')
536
+ res_sparse = least_squares(sparse.fun, sparse.x0, jac=sparse.jac,
537
+ method=self.method)
538
+ res_dense = least_squares(dense.fun, dense.x0, jac=dense.jac,
539
+ method=self.method)
540
+ assert_allclose(res_sparse.cost, 0, atol=1e-20)
541
+ assert_allclose(res_dense.cost, 0, atol=1e-20)
542
+ assert_(issparse(res_sparse.jac))
543
+ assert_(isinstance(res_dense.jac, np.ndarray))
544
+
545
+ def test_numerical_jac(self):
546
+ p = BroydenTridiagonal()
547
+ for jac in ['2-point', '3-point', 'cs']:
548
+ res_dense = least_squares(p.fun, p.x0, jac, method=self.method)
549
+ res_sparse = least_squares(
550
+ p.fun, p.x0, jac,method=self.method,
551
+ jac_sparsity=p.sparsity)
552
+ assert_equal(res_dense.nfev, res_sparse.nfev)
553
+ assert_allclose(res_dense.x, res_sparse.x, atol=1e-20)
554
+ assert_allclose(res_dense.cost, 0, atol=1e-20)
555
+ assert_allclose(res_sparse.cost, 0, atol=1e-20)
556
+
557
+ @pytest.mark.fail_slow(10)
558
+ def test_with_bounds(self):
559
+ p = BroydenTridiagonal()
560
+ for jac, jac_sparsity in product(
561
+ [p.jac, '2-point', '3-point', 'cs'], [None, p.sparsity]):
562
+ res_1 = least_squares(
563
+ p.fun, p.x0, jac, bounds=(p.lb, np.inf),
564
+ method=self.method,jac_sparsity=jac_sparsity)
565
+ res_2 = least_squares(
566
+ p.fun, p.x0, jac, bounds=(-np.inf, p.ub),
567
+ method=self.method, jac_sparsity=jac_sparsity)
568
+ res_3 = least_squares(
569
+ p.fun, p.x0, jac, bounds=(p.lb, p.ub),
570
+ method=self.method, jac_sparsity=jac_sparsity)
571
+ assert_allclose(res_1.optimality, 0, atol=1e-10)
572
+ assert_allclose(res_2.optimality, 0, atol=1e-10)
573
+ assert_allclose(res_3.optimality, 0, atol=1e-10)
574
+
575
+ def test_wrong_jac_sparsity(self):
576
+ p = BroydenTridiagonal()
577
+ sparsity = p.sparsity[:-1]
578
+ assert_raises(ValueError, least_squares, p.fun, p.x0,
579
+ jac_sparsity=sparsity, method=self.method)
580
+
581
+ def test_linear_operator(self):
582
+ p = BroydenTridiagonal(mode='operator')
583
+ res = least_squares(p.fun, p.x0, p.jac, method=self.method)
584
+ assert_allclose(res.cost, 0.0, atol=1e-20)
585
+ assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac,
586
+ method=self.method, tr_solver='exact')
587
+
588
+ def test_x_scale_jac_scale(self):
589
+ p = BroydenTridiagonal()
590
+ res = least_squares(p.fun, p.x0, p.jac, method=self.method,
591
+ x_scale='jac')
592
+ assert_allclose(res.cost, 0.0, atol=1e-20)
593
+
594
+ p = BroydenTridiagonal(mode='operator')
595
+ assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac,
596
+ method=self.method, x_scale='jac')
597
+
598
+
599
+ class LossFunctionMixin:
600
+ def test_options(self):
601
+ for loss in LOSSES:
602
+ res = least_squares(fun_trivial, 2.0, loss=loss,
603
+ method=self.method)
604
+ assert_allclose(res.x, 0, atol=1e-15)
605
+
606
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0,
607
+ loss='hinge', method=self.method)
608
+
609
+ def test_fun(self):
610
+ # Test that res.fun is actual residuals, and not modified by loss
611
+ # function stuff.
612
+ for loss in LOSSES:
613
+ res = least_squares(fun_trivial, 2.0, loss=loss,
614
+ method=self.method)
615
+ assert_equal(res.fun, fun_trivial(res.x))
616
+
617
+ def test_grad(self):
618
+ # Test that res.grad is true gradient of loss function at the
619
+ # solution. Use max_nfev = 1, to avoid reaching minimum.
620
+ x = np.array([2.0]) # res.x will be this.
621
+
622
+ res = least_squares(fun_trivial, x, jac_trivial, loss='linear',
623
+ max_nfev=1, method=self.method)
624
+ assert_equal(res.grad, 2 * x * (x**2 + 5))
625
+
626
+ res = least_squares(fun_trivial, x, jac_trivial, loss='huber',
627
+ max_nfev=1, method=self.method)
628
+ assert_equal(res.grad, 2 * x)
629
+
630
+ res = least_squares(fun_trivial, x, jac_trivial, loss='soft_l1',
631
+ max_nfev=1, method=self.method)
632
+ assert_allclose(res.grad,
633
+ 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**2)**0.5)
634
+
635
+ res = least_squares(fun_trivial, x, jac_trivial, loss='cauchy',
636
+ max_nfev=1, method=self.method)
637
+ assert_allclose(res.grad, 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**2))
638
+
639
+ res = least_squares(fun_trivial, x, jac_trivial, loss='arctan',
640
+ max_nfev=1, method=self.method)
641
+ assert_allclose(res.grad, 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**4))
642
+
643
+ res = least_squares(fun_trivial, x, jac_trivial, loss=cubic_soft_l1,
644
+ max_nfev=1, method=self.method)
645
+ assert_allclose(res.grad,
646
+ 2 * x * (x**2 + 5) / (1 + (x**2 + 5)**2)**(2/3))
647
+
648
+ def test_jac(self):
649
+ # Test that res.jac.T.dot(res.jac) gives Gauss-Newton approximation
650
+ # of Hessian. This approximation is computed by doubly differentiating
651
+ # the cost function and dropping the part containing second derivative
652
+ # of f. For a scalar function it is computed as
653
+ # H = (rho' + 2 * rho'' * f**2) * f'**2, if the expression inside the
654
+ # brackets is less than EPS it is replaced by EPS. Here, we check
655
+ # against the root of H.
656
+
657
+ x = 2.0 # res.x will be this.
658
+ f = x**2 + 5 # res.fun will be this.
659
+
660
+ res = least_squares(fun_trivial, x, jac_trivial, loss='linear',
661
+ max_nfev=1, method=self.method)
662
+ assert_equal(res.jac, 2 * x)
663
+
664
+ # For `huber` loss the Jacobian correction is identically zero
665
+ # in outlier region, in such cases it is modified to be equal EPS**0.5.
666
+ res = least_squares(fun_trivial, x, jac_trivial, loss='huber',
667
+ max_nfev=1, method=self.method)
668
+ assert_equal(res.jac, 2 * x * EPS**0.5)
669
+
670
+ # Now, let's apply `loss_scale` to turn the residual into an inlier.
671
+ # The loss function becomes linear.
672
+ res = least_squares(fun_trivial, x, jac_trivial, loss='huber',
673
+ f_scale=10, max_nfev=1)
674
+ assert_equal(res.jac, 2 * x)
675
+
676
+ # 'soft_l1' always gives a positive scaling.
677
+ res = least_squares(fun_trivial, x, jac_trivial, loss='soft_l1',
678
+ max_nfev=1, method=self.method)
679
+ assert_allclose(res.jac, 2 * x * (1 + f**2)**-0.75)
680
+
681
+ # For 'cauchy' the correction term turns out to be negative, and it
682
+ # replaced by EPS**0.5.
683
+ res = least_squares(fun_trivial, x, jac_trivial, loss='cauchy',
684
+ max_nfev=1, method=self.method)
685
+ assert_allclose(res.jac, 2 * x * EPS**0.5)
686
+
687
+ # Now use scaling to turn the residual to inlier.
688
+ res = least_squares(fun_trivial, x, jac_trivial, loss='cauchy',
689
+ f_scale=10, max_nfev=1, method=self.method)
690
+ fs = f / 10
691
+ assert_allclose(res.jac, 2 * x * (1 - fs**2)**0.5 / (1 + fs**2))
692
+
693
+ # 'arctan' gives an outlier.
694
+ res = least_squares(fun_trivial, x, jac_trivial, loss='arctan',
695
+ max_nfev=1, method=self.method)
696
+ assert_allclose(res.jac, 2 * x * EPS**0.5)
697
+
698
+ # Turn to inlier.
699
+ res = least_squares(fun_trivial, x, jac_trivial, loss='arctan',
700
+ f_scale=20.0, max_nfev=1, method=self.method)
701
+ fs = f / 20
702
+ assert_allclose(res.jac, 2 * x * (1 - 3 * fs**4)**0.5 / (1 + fs**4))
703
+
704
+ # cubic_soft_l1 will give an outlier.
705
+ res = least_squares(fun_trivial, x, jac_trivial, loss=cubic_soft_l1,
706
+ max_nfev=1)
707
+ assert_allclose(res.jac, 2 * x * EPS**0.5)
708
+
709
+ # Turn to inlier.
710
+ res = least_squares(fun_trivial, x, jac_trivial,
711
+ loss=cubic_soft_l1, f_scale=6, max_nfev=1)
712
+ fs = f / 6
713
+ assert_allclose(res.jac,
714
+ 2 * x * (1 - fs**2 / 3)**0.5 * (1 + fs**2)**(-5/6))
715
+
716
+ def test_robustness(self):
717
+ for noise in [0.1, 1.0]:
718
+ p = ExponentialFittingProblem(1, 0.1, noise, random_seed=0)
719
+
720
+ for jac in ['2-point', '3-point', 'cs', p.jac]:
721
+ res_lsq = least_squares(p.fun, p.p0, jac=jac,
722
+ method=self.method)
723
+ assert_allclose(res_lsq.optimality, 0, atol=1e-2)
724
+ for loss in LOSSES:
725
+ if loss == 'linear':
726
+ continue
727
+ res_robust = least_squares(
728
+ p.fun, p.p0, jac=jac, loss=loss, f_scale=noise,
729
+ method=self.method)
730
+ assert_allclose(res_robust.optimality, 0, atol=1e-2)
731
+ assert_(norm(res_robust.x - p.p_opt) <
732
+ norm(res_lsq.x - p.p_opt))
733
+
734
+
735
+ class TestDogbox(BaseMixin, BoundsMixin, SparseMixin, LossFunctionMixin):
736
+ method = 'dogbox'
737
+
738
+
739
+ class TestTRF(BaseMixin, BoundsMixin, SparseMixin, LossFunctionMixin):
740
+ method = 'trf'
741
+
742
+ def test_lsmr_regularization(self):
743
+ p = BroydenTridiagonal()
744
+ for regularize in [True, False]:
745
+ res = least_squares(p.fun, p.x0, p.jac, method='trf',
746
+ tr_options={'regularize': regularize})
747
+ assert_allclose(res.cost, 0, atol=1e-20)
748
+
749
+
750
+ class TestLM(BaseMixin):
751
+ method = 'lm'
752
+
753
+ def test_bounds_not_supported(self):
754
+ assert_raises(ValueError, least_squares, fun_trivial,
755
+ 2.0, bounds=(-3.0, 3.0), method='lm')
756
+
757
+ def test_m_less_n_not_supported(self):
758
+ x0 = [-2, 1]
759
+ assert_raises(ValueError, least_squares, fun_rosenbrock_cropped, x0,
760
+ method='lm')
761
+
762
+ def test_sparse_not_supported(self):
763
+ p = BroydenTridiagonal()
764
+ assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac,
765
+ method='lm')
766
+
767
+ def test_jac_sparsity_not_supported(self):
768
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0,
769
+ jac_sparsity=[1], method='lm')
770
+
771
+ def test_LinearOperator_not_supported(self):
772
+ p = BroydenTridiagonal(mode="operator")
773
+ assert_raises(ValueError, least_squares, p.fun, p.x0, p.jac,
774
+ method='lm')
775
+
776
+ def test_loss(self):
777
+ res = least_squares(fun_trivial, 2.0, loss='linear', method='lm')
778
+ assert_allclose(res.x, 0.0, atol=1e-4)
779
+
780
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0,
781
+ method='lm', loss='huber')
782
+
783
+
784
+ def test_basic():
785
+ # test that 'method' arg is really optional
786
+ res = least_squares(fun_trivial, 2.0)
787
+ assert_allclose(res.x, 0, atol=1e-10)
788
+
789
+
790
+ def test_small_tolerances_for_lm():
791
+ for ftol, xtol, gtol in [(None, 1e-13, 1e-13),
792
+ (1e-13, None, 1e-13),
793
+ (1e-13, 1e-13, None)]:
794
+ assert_raises(ValueError, least_squares, fun_trivial, 2.0, xtol=xtol,
795
+ ftol=ftol, gtol=gtol, method='lm')
796
+
797
+
798
+ def test_fp32_gh12991():
799
+ # checks that smaller FP sizes can be used in least_squares
800
+ # this is the minimum working example reported for gh12991
801
+ rng = np.random.RandomState(1)
802
+
803
+ x = np.linspace(0, 1, 100).astype("float32")
804
+ y = rng.random(100).astype("float32")
805
+
806
+ def func(p, x):
807
+ return p[0] + p[1] * x
808
+
809
+ def err(p, x, y):
810
+ return func(p, x) - y
811
+
812
+ res = least_squares(err, [-1.0, -1.0], args=(x, y))
813
+ # previously the initial jacobian calculated for this would be all 0
814
+ # and the minimize would terminate immediately, with nfev=1, would
815
+ # report a successful minimization (it shouldn't have done), but be
816
+ # unchanged from the initial solution.
817
+ # It was terminating early because the underlying approx_derivative
818
+ # used a step size for FP64 when the working space was FP32.
819
+ assert res.nfev > 2
820
+ assert_allclose(res.x, np.array([0.4082241, 0.15530563]), atol=5e-5)
821
+
822
+
823
+ def test_gh_18793_and_19351():
824
+ answer = 1e-12
825
+ initial_guess = 1.1e-12
826
+
827
+ def chi2(x):
828
+ return (x-answer)**2
829
+
830
+ gtol = 1e-15
831
+ res = least_squares(chi2, x0=initial_guess, gtol=1e-15, bounds=(0, np.inf))
832
+ # Original motivation: gh-18793
833
+ # if we choose an initial condition that is close to the solution
834
+ # we shouldn't return an answer that is further away from the solution
835
+
836
+ # Update: gh-19351
837
+ # However this requirement does not go well with 'trf' algorithm logic.
838
+ # Some regressions were reported after the presumed fix.
839
+ # The returned solution is good as long as it satisfies the convergence
840
+ # conditions.
841
+ # Specifically in this case the scaled gradient will be sufficiently low.
842
+
843
+ scaling, _ = CL_scaling_vector(res.x, res.grad,
844
+ np.atleast_1d(0), np.atleast_1d(np.inf))
845
+ assert res.status == 1 # Converged by gradient
846
+ assert np.linalg.norm(res.grad * scaling, ord=np.inf) < gtol
847
+
848
+
849
+ def test_gh_19103():
850
+ # Checks that least_squares trf method selects a strictly feasible point,
851
+ # and thus succeeds instead of failing,
852
+ # when the initial guess is reported exactly at a boundary point.
853
+ # This is a reduced example from gh191303
854
+
855
+ ydata = np.array([0.] * 66 + [
856
+ 1., 0., 0., 0., 0., 0., 1., 1., 0., 0., 1.,
857
+ 1., 1., 1., 0., 0., 0., 1., 0., 0., 2., 1.,
858
+ 0., 3., 1., 6., 5., 0., 0., 2., 8., 4., 4.,
859
+ 6., 9., 7., 2., 7., 8., 2., 13., 9., 8., 11.,
860
+ 10., 13., 14., 19., 11., 15., 18., 26., 19., 32., 29.,
861
+ 28., 36., 32., 35., 36., 43., 52., 32., 58., 56., 52.,
862
+ 67., 53., 72., 88., 77., 95., 94., 84., 86., 101., 107.,
863
+ 108., 118., 96., 115., 138., 137.,
864
+ ])
865
+ xdata = np.arange(0, ydata.size) * 0.1
866
+
867
+ def exponential_wrapped(params):
868
+ A, B, x0 = params
869
+ return A * np.exp(B * (xdata - x0)) - ydata
870
+
871
+ x0 = [0.01, 1., 5.]
872
+ bounds = ((0.01, 0, 0), (np.inf, 10, 20.9))
873
+ res = least_squares(exponential_wrapped, x0, method='trf', bounds=bounds)
874
+ assert res.success
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_linear_assignment.py ADDED
@@ -0,0 +1,116 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Author: Brian M. Clapper, G. Varoquaux, Lars Buitinck
2
+ # License: BSD
3
+
4
+ from numpy.testing import assert_array_equal
5
+ import pytest
6
+
7
+ import numpy as np
8
+
9
+ from scipy.optimize import linear_sum_assignment
10
+ from scipy.sparse import random
11
+ from scipy.sparse._sputils import matrix
12
+ from scipy.sparse.csgraph import min_weight_full_bipartite_matching
13
+ from scipy.sparse.csgraph.tests.test_matching import (
14
+ linear_sum_assignment_assertions, linear_sum_assignment_test_cases
15
+ )
16
+
17
+
18
+ def test_linear_sum_assignment_input_shape():
19
+ with pytest.raises(ValueError, match="expected a matrix"):
20
+ linear_sum_assignment([1, 2, 3])
21
+
22
+
23
+ def test_linear_sum_assignment_input_object():
24
+ C = [[1, 2, 3], [4, 5, 6]]
25
+ assert_array_equal(linear_sum_assignment(C),
26
+ linear_sum_assignment(np.asarray(C)))
27
+ assert_array_equal(linear_sum_assignment(C),
28
+ linear_sum_assignment(matrix(C)))
29
+
30
+
31
+ def test_linear_sum_assignment_input_bool():
32
+ I = np.identity(3)
33
+ assert_array_equal(linear_sum_assignment(I.astype(np.bool_)),
34
+ linear_sum_assignment(I))
35
+
36
+
37
+ def test_linear_sum_assignment_input_string():
38
+ I = np.identity(3)
39
+ with pytest.raises(TypeError, match="Cannot cast array data"):
40
+ linear_sum_assignment(I.astype(str))
41
+
42
+
43
+ def test_linear_sum_assignment_input_nan():
44
+ I = np.diag([np.nan, 1, 1])
45
+ with pytest.raises(ValueError, match="contains invalid numeric entries"):
46
+ linear_sum_assignment(I)
47
+
48
+
49
+ def test_linear_sum_assignment_input_neginf():
50
+ I = np.diag([1, -np.inf, 1])
51
+ with pytest.raises(ValueError, match="contains invalid numeric entries"):
52
+ linear_sum_assignment(I)
53
+
54
+
55
+ def test_linear_sum_assignment_input_inf():
56
+ I = np.identity(3)
57
+ I[:, 0] = np.inf
58
+ with pytest.raises(ValueError, match="cost matrix is infeasible"):
59
+ linear_sum_assignment(I)
60
+
61
+
62
+ def test_constant_cost_matrix():
63
+ # Fixes #11602
64
+ n = 8
65
+ C = np.ones((n, n))
66
+ row_ind, col_ind = linear_sum_assignment(C)
67
+ assert_array_equal(row_ind, np.arange(n))
68
+ assert_array_equal(col_ind, np.arange(n))
69
+
70
+
71
+ @pytest.mark.parametrize('num_rows,num_cols', [(0, 0), (2, 0), (0, 3)])
72
+ def test_linear_sum_assignment_trivial_cost(num_rows, num_cols):
73
+ C = np.empty(shape=(num_cols, num_rows))
74
+ row_ind, col_ind = linear_sum_assignment(C)
75
+ assert len(row_ind) == 0
76
+ assert len(col_ind) == 0
77
+
78
+
79
+ @pytest.mark.parametrize('sign,test_case', linear_sum_assignment_test_cases)
80
+ def test_linear_sum_assignment_small_inputs(sign, test_case):
81
+ linear_sum_assignment_assertions(
82
+ linear_sum_assignment, np.array, sign, test_case)
83
+
84
+
85
+ # Tests that combine scipy.optimize.linear_sum_assignment and
86
+ # scipy.sparse.csgraph.min_weight_full_bipartite_matching
87
+ def test_two_methods_give_same_result_on_many_sparse_inputs():
88
+ # As opposed to the test above, here we do not spell out the expected
89
+ # output; only assert that the two methods give the same result.
90
+ # Concretely, the below tests 100 cases of size 100x100, out of which
91
+ # 36 are infeasible.
92
+ np.random.seed(1234)
93
+ for _ in range(100):
94
+ lsa_raises = False
95
+ mwfbm_raises = False
96
+ sparse = random(100, 100, density=0.06,
97
+ data_rvs=lambda size: np.random.randint(1, 100, size))
98
+ # In csgraph, zeros correspond to missing edges, so we explicitly
99
+ # replace those with infinities
100
+ dense = np.full(sparse.shape, np.inf)
101
+ dense[sparse.row, sparse.col] = sparse.data
102
+ sparse = sparse.tocsr()
103
+ try:
104
+ row_ind, col_ind = linear_sum_assignment(dense)
105
+ lsa_cost = dense[row_ind, col_ind].sum()
106
+ except ValueError:
107
+ lsa_raises = True
108
+ try:
109
+ row_ind, col_ind = min_weight_full_bipartite_matching(sparse)
110
+ mwfbm_cost = sparse[row_ind, col_ind].sum()
111
+ except ValueError:
112
+ mwfbm_raises = True
113
+ # Ensure that if one method raises, so does the other one.
114
+ assert lsa_raises == mwfbm_raises
115
+ if not lsa_raises:
116
+ assert lsa_cost == mwfbm_cost
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_linprog.py ADDED
The diff for this file is too large to render. See raw diff
 
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lsq_common.py ADDED
@@ -0,0 +1,297 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from numpy.testing import assert_, assert_allclose, assert_equal
2
+ from pytest import raises as assert_raises
3
+ import numpy as np
4
+
5
+ from scipy.optimize._lsq.common import (
6
+ step_size_to_bound, find_active_constraints, make_strictly_feasible,
7
+ CL_scaling_vector, intersect_trust_region, build_quadratic_1d,
8
+ minimize_quadratic_1d, evaluate_quadratic, reflective_transformation,
9
+ left_multiplied_operator, right_multiplied_operator)
10
+
11
+
12
+ class TestBounds:
13
+ def test_step_size_to_bounds(self):
14
+ lb = np.array([-1.0, 2.5, 10.0])
15
+ ub = np.array([1.0, 5.0, 100.0])
16
+ x = np.array([0.0, 2.5, 12.0])
17
+
18
+ s = np.array([0.1, 0.0, 0.0])
19
+ step, hits = step_size_to_bound(x, s, lb, ub)
20
+ assert_equal(step, 10)
21
+ assert_equal(hits, [1, 0, 0])
22
+
23
+ s = np.array([0.01, 0.05, -1.0])
24
+ step, hits = step_size_to_bound(x, s, lb, ub)
25
+ assert_equal(step, 2)
26
+ assert_equal(hits, [0, 0, -1])
27
+
28
+ s = np.array([10.0, -0.0001, 100.0])
29
+ step, hits = step_size_to_bound(x, s, lb, ub)
30
+ assert_equal(step, np.array(-0))
31
+ assert_equal(hits, [0, -1, 0])
32
+
33
+ s = np.array([1.0, 0.5, -2.0])
34
+ step, hits = step_size_to_bound(x, s, lb, ub)
35
+ assert_equal(step, 1.0)
36
+ assert_equal(hits, [1, 0, -1])
37
+
38
+ s = np.zeros(3)
39
+ step, hits = step_size_to_bound(x, s, lb, ub)
40
+ assert_equal(step, np.inf)
41
+ assert_equal(hits, [0, 0, 0])
42
+
43
+ def test_find_active_constraints(self):
44
+ lb = np.array([0.0, -10.0, 1.0])
45
+ ub = np.array([1.0, 0.0, 100.0])
46
+
47
+ x = np.array([0.5, -5.0, 2.0])
48
+ active = find_active_constraints(x, lb, ub)
49
+ assert_equal(active, [0, 0, 0])
50
+
51
+ x = np.array([0.0, 0.0, 10.0])
52
+ active = find_active_constraints(x, lb, ub)
53
+ assert_equal(active, [-1, 1, 0])
54
+
55
+ active = find_active_constraints(x, lb, ub, rtol=0)
56
+ assert_equal(active, [-1, 1, 0])
57
+
58
+ x = np.array([1e-9, -1e-8, 100 - 1e-9])
59
+ active = find_active_constraints(x, lb, ub)
60
+ assert_equal(active, [0, 0, 1])
61
+
62
+ active = find_active_constraints(x, lb, ub, rtol=1.5e-9)
63
+ assert_equal(active, [-1, 0, 1])
64
+
65
+ lb = np.array([1.0, -np.inf, -np.inf])
66
+ ub = np.array([np.inf, 10.0, np.inf])
67
+
68
+ x = np.ones(3)
69
+ active = find_active_constraints(x, lb, ub)
70
+ assert_equal(active, [-1, 0, 0])
71
+
72
+ # Handles out-of-bound cases.
73
+ x = np.array([0.0, 11.0, 0.0])
74
+ active = find_active_constraints(x, lb, ub)
75
+ assert_equal(active, [-1, 1, 0])
76
+
77
+ active = find_active_constraints(x, lb, ub, rtol=0)
78
+ assert_equal(active, [-1, 1, 0])
79
+
80
+ def test_make_strictly_feasible(self):
81
+ lb = np.array([-0.5, -0.8, 2.0])
82
+ ub = np.array([0.8, 1.0, 3.0])
83
+
84
+ x = np.array([-0.5, 0.0, 2 + 1e-10])
85
+
86
+ x_new = make_strictly_feasible(x, lb, ub, rstep=0)
87
+ assert_(x_new[0] > -0.5)
88
+ assert_equal(x_new[1:], x[1:])
89
+
90
+ x_new = make_strictly_feasible(x, lb, ub, rstep=1e-4)
91
+ assert_equal(x_new, [-0.5 + 1e-4, 0.0, 2 * (1 + 1e-4)])
92
+
93
+ x = np.array([-0.5, -1, 3.1])
94
+ x_new = make_strictly_feasible(x, lb, ub)
95
+ assert_(np.all((x_new >= lb) & (x_new <= ub)))
96
+
97
+ x_new = make_strictly_feasible(x, lb, ub, rstep=0)
98
+ assert_(np.all((x_new >= lb) & (x_new <= ub)))
99
+
100
+ lb = np.array([-1, 100.0])
101
+ ub = np.array([1, 100.0 + 1e-10])
102
+ x = np.array([0, 100.0])
103
+ x_new = make_strictly_feasible(x, lb, ub, rstep=1e-8)
104
+ assert_equal(x_new, [0, 100.0 + 0.5e-10])
105
+
106
+ def test_scaling_vector(self):
107
+ lb = np.array([-np.inf, -5.0, 1.0, -np.inf])
108
+ ub = np.array([1.0, np.inf, 10.0, np.inf])
109
+ x = np.array([0.5, 2.0, 5.0, 0.0])
110
+ g = np.array([1.0, 0.1, -10.0, 0.0])
111
+ v, dv = CL_scaling_vector(x, g, lb, ub)
112
+ assert_equal(v, [1.0, 7.0, 5.0, 1.0])
113
+ assert_equal(dv, [0.0, 1.0, -1.0, 0.0])
114
+
115
+
116
+ class TestQuadraticFunction:
117
+ def setup_method(self):
118
+ self.J = np.array([
119
+ [0.1, 0.2],
120
+ [-1.0, 1.0],
121
+ [0.5, 0.2]])
122
+ self.g = np.array([0.8, -2.0])
123
+ self.diag = np.array([1.0, 2.0])
124
+
125
+ def test_build_quadratic_1d(self):
126
+ s = np.zeros(2)
127
+ a, b = build_quadratic_1d(self.J, self.g, s)
128
+ assert_equal(a, 0)
129
+ assert_equal(b, 0)
130
+
131
+ a, b = build_quadratic_1d(self.J, self.g, s, diag=self.diag)
132
+ assert_equal(a, 0)
133
+ assert_equal(b, 0)
134
+
135
+ s = np.array([1.0, -1.0])
136
+ a, b = build_quadratic_1d(self.J, self.g, s)
137
+ assert_equal(a, 2.05)
138
+ assert_equal(b, 2.8)
139
+
140
+ a, b = build_quadratic_1d(self.J, self.g, s, diag=self.diag)
141
+ assert_equal(a, 3.55)
142
+ assert_equal(b, 2.8)
143
+
144
+ s0 = np.array([0.5, 0.5])
145
+ a, b, c = build_quadratic_1d(self.J, self.g, s, diag=self.diag, s0=s0)
146
+ assert_equal(a, 3.55)
147
+ assert_allclose(b, 2.39)
148
+ assert_allclose(c, -0.1525)
149
+
150
+ def test_minimize_quadratic_1d(self):
151
+ a = 5
152
+ b = -1
153
+
154
+ t, y = minimize_quadratic_1d(a, b, 1, 2)
155
+ assert_equal(t, 1)
156
+ assert_allclose(y, a * t**2 + b * t, rtol=1e-15)
157
+
158
+ t, y = minimize_quadratic_1d(a, b, -2, -1)
159
+ assert_equal(t, -1)
160
+ assert_allclose(y, a * t**2 + b * t, rtol=1e-15)
161
+
162
+ t, y = minimize_quadratic_1d(a, b, -1, 1)
163
+ assert_equal(t, 0.1)
164
+ assert_allclose(y, a * t**2 + b * t, rtol=1e-15)
165
+
166
+ c = 10
167
+ t, y = minimize_quadratic_1d(a, b, -1, 1, c=c)
168
+ assert_equal(t, 0.1)
169
+ assert_allclose(y, a * t**2 + b * t + c, rtol=1e-15)
170
+
171
+ t, y = minimize_quadratic_1d(a, b, -np.inf, np.inf, c=c)
172
+ assert_equal(t, 0.1)
173
+ assert_allclose(y, a * t ** 2 + b * t + c, rtol=1e-15)
174
+
175
+ t, y = minimize_quadratic_1d(a, b, 0, np.inf, c=c)
176
+ assert_equal(t, 0.1)
177
+ assert_allclose(y, a * t ** 2 + b * t + c, rtol=1e-15)
178
+
179
+ t, y = minimize_quadratic_1d(a, b, -np.inf, 0, c=c)
180
+ assert_equal(t, 0)
181
+ assert_allclose(y, a * t ** 2 + b * t + c, rtol=1e-15)
182
+
183
+ a = -1
184
+ b = 0.2
185
+ t, y = minimize_quadratic_1d(a, b, -np.inf, np.inf)
186
+ assert_equal(y, -np.inf)
187
+
188
+ t, y = minimize_quadratic_1d(a, b, 0, np.inf)
189
+ assert_equal(t, np.inf)
190
+ assert_equal(y, -np.inf)
191
+
192
+ t, y = minimize_quadratic_1d(a, b, -np.inf, 0)
193
+ assert_equal(t, -np.inf)
194
+ assert_equal(y, -np.inf)
195
+
196
+ def test_evaluate_quadratic(self):
197
+ s = np.array([1.0, -1.0])
198
+
199
+ value = evaluate_quadratic(self.J, self.g, s)
200
+ assert_equal(value, 4.85)
201
+
202
+ value = evaluate_quadratic(self.J, self.g, s, diag=self.diag)
203
+ assert_equal(value, 6.35)
204
+
205
+ s = np.array([[1.0, -1.0],
206
+ [1.0, 1.0],
207
+ [0.0, 0.0]])
208
+
209
+ values = evaluate_quadratic(self.J, self.g, s)
210
+ assert_allclose(values, [4.85, -0.91, 0.0])
211
+
212
+ values = evaluate_quadratic(self.J, self.g, s, diag=self.diag)
213
+ assert_allclose(values, [6.35, 0.59, 0.0])
214
+
215
+
216
+ class TestTrustRegion:
217
+ def test_intersect(self):
218
+ Delta = 1.0
219
+
220
+ x = np.zeros(3)
221
+ s = np.array([1.0, 0.0, 0.0])
222
+ t_neg, t_pos = intersect_trust_region(x, s, Delta)
223
+ assert_equal(t_neg, -1)
224
+ assert_equal(t_pos, 1)
225
+
226
+ s = np.array([-1.0, 1.0, -1.0])
227
+ t_neg, t_pos = intersect_trust_region(x, s, Delta)
228
+ assert_allclose(t_neg, -3**-0.5)
229
+ assert_allclose(t_pos, 3**-0.5)
230
+
231
+ x = np.array([0.5, -0.5, 0])
232
+ s = np.array([0, 0, 1.0])
233
+ t_neg, t_pos = intersect_trust_region(x, s, Delta)
234
+ assert_allclose(t_neg, -2**-0.5)
235
+ assert_allclose(t_pos, 2**-0.5)
236
+
237
+ x = np.ones(3)
238
+ assert_raises(ValueError, intersect_trust_region, x, s, Delta)
239
+
240
+ x = np.zeros(3)
241
+ s = np.zeros(3)
242
+ assert_raises(ValueError, intersect_trust_region, x, s, Delta)
243
+
244
+
245
+ def test_reflective_transformation():
246
+ lb = np.array([-1, -2], dtype=float)
247
+ ub = np.array([5, 3], dtype=float)
248
+
249
+ y = np.array([0, 0])
250
+ x, g = reflective_transformation(y, lb, ub)
251
+ assert_equal(x, y)
252
+ assert_equal(g, np.ones(2))
253
+
254
+ y = np.array([-4, 4], dtype=float)
255
+
256
+ x, g = reflective_transformation(y, lb, np.array([np.inf, np.inf]))
257
+ assert_equal(x, [2, 4])
258
+ assert_equal(g, [-1, 1])
259
+
260
+ x, g = reflective_transformation(y, np.array([-np.inf, -np.inf]), ub)
261
+ assert_equal(x, [-4, 2])
262
+ assert_equal(g, [1, -1])
263
+
264
+ x, g = reflective_transformation(y, lb, ub)
265
+ assert_equal(x, [2, 2])
266
+ assert_equal(g, [-1, -1])
267
+
268
+ lb = np.array([-np.inf, -2])
269
+ ub = np.array([5, np.inf])
270
+ y = np.array([10, 10], dtype=float)
271
+ x, g = reflective_transformation(y, lb, ub)
272
+ assert_equal(x, [0, 10])
273
+ assert_equal(g, [-1, 1])
274
+
275
+
276
+ def test_linear_operators():
277
+ A = np.arange(6).reshape((3, 2))
278
+
279
+ d_left = np.array([-1, 2, 5])
280
+ DA = np.diag(d_left).dot(A)
281
+ J_left = left_multiplied_operator(A, d_left)
282
+
283
+ d_right = np.array([5, 10])
284
+ AD = A.dot(np.diag(d_right))
285
+ J_right = right_multiplied_operator(A, d_right)
286
+
287
+ x = np.array([-2, 3])
288
+ X = -2 * np.arange(2, 8).reshape((2, 3))
289
+ xt = np.array([0, -2, 15])
290
+
291
+ assert_allclose(DA.dot(x), J_left.matvec(x))
292
+ assert_allclose(DA.dot(X), J_left.matmat(X))
293
+ assert_allclose(DA.T.dot(xt), J_left.rmatvec(xt))
294
+
295
+ assert_allclose(AD.dot(x), J_right.matvec(x))
296
+ assert_allclose(AD.dot(X), J_right.matmat(X))
297
+ assert_allclose(AD.T.dot(xt), J_right.rmatvec(xt))
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_lsq_linear.py ADDED
@@ -0,0 +1,287 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+
3
+ import numpy as np
4
+ from numpy.linalg import lstsq
5
+ from numpy.testing import assert_allclose, assert_equal, assert_
6
+
7
+ from scipy.sparse import rand, coo_matrix
8
+ from scipy.sparse.linalg import aslinearoperator
9
+ from scipy.optimize import lsq_linear
10
+ from scipy.optimize._minimize import Bounds
11
+
12
+
13
+ A = np.array([
14
+ [0.171, -0.057],
15
+ [-0.049, -0.248],
16
+ [-0.166, 0.054],
17
+ ])
18
+ b = np.array([0.074, 1.014, -0.383])
19
+
20
+
21
+ class BaseMixin:
22
+ def setup_method(self):
23
+ self.rnd = np.random.RandomState(0)
24
+
25
+ def test_dense_no_bounds(self):
26
+ for lsq_solver in self.lsq_solvers:
27
+ res = lsq_linear(A, b, method=self.method, lsq_solver=lsq_solver)
28
+ assert_allclose(res.x, lstsq(A, b, rcond=-1)[0])
29
+ assert_allclose(res.x, res.unbounded_sol[0])
30
+
31
+ def test_dense_bounds(self):
32
+ # Solutions for comparison are taken from MATLAB.
33
+ lb = np.array([-1, -10])
34
+ ub = np.array([1, 0])
35
+ unbounded_sol = lstsq(A, b, rcond=-1)[0]
36
+ for lsq_solver in self.lsq_solvers:
37
+ res = lsq_linear(A, b, (lb, ub), method=self.method,
38
+ lsq_solver=lsq_solver)
39
+ assert_allclose(res.x, lstsq(A, b, rcond=-1)[0])
40
+ assert_allclose(res.unbounded_sol[0], unbounded_sol)
41
+
42
+ lb = np.array([0.0, -np.inf])
43
+ for lsq_solver in self.lsq_solvers:
44
+ res = lsq_linear(A, b, (lb, np.inf), method=self.method,
45
+ lsq_solver=lsq_solver)
46
+ assert_allclose(res.x, np.array([0.0, -4.084174437334673]),
47
+ atol=1e-6)
48
+ assert_allclose(res.unbounded_sol[0], unbounded_sol)
49
+
50
+ lb = np.array([-1, 0])
51
+ for lsq_solver in self.lsq_solvers:
52
+ res = lsq_linear(A, b, (lb, np.inf), method=self.method,
53
+ lsq_solver=lsq_solver)
54
+ assert_allclose(res.x, np.array([0.448427311733504, 0]),
55
+ atol=1e-15)
56
+ assert_allclose(res.unbounded_sol[0], unbounded_sol)
57
+
58
+ ub = np.array([np.inf, -5])
59
+ for lsq_solver in self.lsq_solvers:
60
+ res = lsq_linear(A, b, (-np.inf, ub), method=self.method,
61
+ lsq_solver=lsq_solver)
62
+ assert_allclose(res.x, np.array([-0.105560998682388, -5]))
63
+ assert_allclose(res.unbounded_sol[0], unbounded_sol)
64
+
65
+ ub = np.array([-1, np.inf])
66
+ for lsq_solver in self.lsq_solvers:
67
+ res = lsq_linear(A, b, (-np.inf, ub), method=self.method,
68
+ lsq_solver=lsq_solver)
69
+ assert_allclose(res.x, np.array([-1, -4.181102129483254]))
70
+ assert_allclose(res.unbounded_sol[0], unbounded_sol)
71
+
72
+ lb = np.array([0, -4])
73
+ ub = np.array([1, 0])
74
+ for lsq_solver in self.lsq_solvers:
75
+ res = lsq_linear(A, b, (lb, ub), method=self.method,
76
+ lsq_solver=lsq_solver)
77
+ assert_allclose(res.x, np.array([0.005236663400791, -4]))
78
+ assert_allclose(res.unbounded_sol[0], unbounded_sol)
79
+
80
+ def test_bounds_variants(self):
81
+ x = np.array([1, 3])
82
+ A = self.rnd.uniform(size=(2, 2))
83
+ b = A@x
84
+ lb = np.array([1, 1])
85
+ ub = np.array([2, 2])
86
+ bounds_old = (lb, ub)
87
+ bounds_new = Bounds(lb, ub)
88
+ res_old = lsq_linear(A, b, bounds_old)
89
+ res_new = lsq_linear(A, b, bounds_new)
90
+ assert not np.allclose(res_new.x, res_new.unbounded_sol[0])
91
+ assert_allclose(res_old.x, res_new.x)
92
+
93
+ def test_np_matrix(self):
94
+ # gh-10711
95
+ with np.testing.suppress_warnings() as sup:
96
+ sup.filter(PendingDeprecationWarning)
97
+ A = np.matrix([[20, -4, 0, 2, 3], [10, -2, 1, 0, -1]])
98
+ k = np.array([20, 15])
99
+ lsq_linear(A, k)
100
+
101
+ def test_dense_rank_deficient(self):
102
+ A = np.array([[-0.307, -0.184]])
103
+ b = np.array([0.773])
104
+ lb = [-0.1, -0.1]
105
+ ub = [0.1, 0.1]
106
+ for lsq_solver in self.lsq_solvers:
107
+ res = lsq_linear(A, b, (lb, ub), method=self.method,
108
+ lsq_solver=lsq_solver)
109
+ assert_allclose(res.x, [-0.1, -0.1])
110
+ assert_allclose(res.unbounded_sol[0], lstsq(A, b, rcond=-1)[0])
111
+
112
+ A = np.array([
113
+ [0.334, 0.668],
114
+ [-0.516, -1.032],
115
+ [0.192, 0.384],
116
+ ])
117
+ b = np.array([-1.436, 0.135, 0.909])
118
+ lb = [0, -1]
119
+ ub = [1, -0.5]
120
+ for lsq_solver in self.lsq_solvers:
121
+ res = lsq_linear(A, b, (lb, ub), method=self.method,
122
+ lsq_solver=lsq_solver)
123
+ assert_allclose(res.optimality, 0, atol=1e-11)
124
+ assert_allclose(res.unbounded_sol[0], lstsq(A, b, rcond=-1)[0])
125
+
126
+ def test_full_result(self):
127
+ lb = np.array([0, -4])
128
+ ub = np.array([1, 0])
129
+ res = lsq_linear(A, b, (lb, ub), method=self.method)
130
+
131
+ assert_allclose(res.x, [0.005236663400791, -4])
132
+ assert_allclose(res.unbounded_sol[0], lstsq(A, b, rcond=-1)[0])
133
+
134
+ r = A.dot(res.x) - b
135
+ assert_allclose(res.cost, 0.5 * np.dot(r, r))
136
+ assert_allclose(res.fun, r)
137
+
138
+ assert_allclose(res.optimality, 0.0, atol=1e-12)
139
+ assert_equal(res.active_mask, [0, -1])
140
+ assert_(res.nit < 15)
141
+ assert_(res.status == 1 or res.status == 3)
142
+ assert_(isinstance(res.message, str))
143
+ assert_(res.success)
144
+
145
+ # This is a test for issue #9982.
146
+ def test_almost_singular(self):
147
+ A = np.array(
148
+ [[0.8854232310355122, 0.0365312146937765, 0.0365312146836789],
149
+ [0.3742460132129041, 0.0130523214078376, 0.0130523214077873],
150
+ [0.9680633871281361, 0.0319366128718639, 0.0319366128718388]])
151
+
152
+ b = np.array(
153
+ [0.0055029366538097, 0.0026677442422208, 0.0066612514782381])
154
+
155
+ result = lsq_linear(A, b, method=self.method)
156
+ assert_(result.cost < 1.1e-8)
157
+
158
+ @pytest.mark.xslow
159
+ def test_large_rank_deficient(self):
160
+ np.random.seed(0)
161
+ n, m = np.sort(np.random.randint(2, 1000, size=2))
162
+ m *= 2 # make m >> n
163
+ A = 1.0 * np.random.randint(-99, 99, size=[m, n])
164
+ b = 1.0 * np.random.randint(-99, 99, size=[m])
165
+ bounds = 1.0 * np.sort(np.random.randint(-99, 99, size=(2, n)), axis=0)
166
+ bounds[1, :] += 1.0 # ensure up > lb
167
+
168
+ # Make the A matrix strongly rank deficient by replicating some columns
169
+ w = np.random.choice(n, n) # Select random columns with duplicates
170
+ A = A[:, w]
171
+
172
+ x_bvls = lsq_linear(A, b, bounds=bounds, method='bvls').x
173
+ x_trf = lsq_linear(A, b, bounds=bounds, method='trf').x
174
+
175
+ cost_bvls = np.sum((A @ x_bvls - b)**2)
176
+ cost_trf = np.sum((A @ x_trf - b)**2)
177
+
178
+ assert_(abs(cost_bvls - cost_trf) < cost_trf*1e-10)
179
+
180
+ def test_convergence_small_matrix(self):
181
+ A = np.array([[49.0, 41.0, -32.0],
182
+ [-19.0, -32.0, -8.0],
183
+ [-13.0, 10.0, 69.0]])
184
+ b = np.array([-41.0, -90.0, 47.0])
185
+ bounds = np.array([[31.0, -44.0, 26.0],
186
+ [54.0, -32.0, 28.0]])
187
+
188
+ x_bvls = lsq_linear(A, b, bounds=bounds, method='bvls').x
189
+ x_trf = lsq_linear(A, b, bounds=bounds, method='trf').x
190
+
191
+ cost_bvls = np.sum((A @ x_bvls - b)**2)
192
+ cost_trf = np.sum((A @ x_trf - b)**2)
193
+
194
+ assert_(abs(cost_bvls - cost_trf) < cost_trf*1e-10)
195
+
196
+
197
+ class SparseMixin:
198
+ def test_sparse_and_LinearOperator(self):
199
+ m = 5000
200
+ n = 1000
201
+ rng = np.random.RandomState(0)
202
+ A = rand(m, n, random_state=rng)
203
+ b = rng.randn(m)
204
+ res = lsq_linear(A, b)
205
+ assert_allclose(res.optimality, 0, atol=1e-6)
206
+
207
+ A = aslinearoperator(A)
208
+ res = lsq_linear(A, b)
209
+ assert_allclose(res.optimality, 0, atol=1e-6)
210
+
211
+ @pytest.mark.fail_slow(10)
212
+ def test_sparse_bounds(self):
213
+ m = 5000
214
+ n = 1000
215
+ rng = np.random.RandomState(0)
216
+ A = rand(m, n, random_state=rng)
217
+ b = rng.randn(m)
218
+ lb = rng.randn(n)
219
+ ub = lb + 1
220
+ res = lsq_linear(A, b, (lb, ub))
221
+ assert_allclose(res.optimality, 0.0, atol=1e-6)
222
+
223
+ res = lsq_linear(A, b, (lb, ub), lsmr_tol=1e-13,
224
+ lsmr_maxiter=1500)
225
+ assert_allclose(res.optimality, 0.0, atol=1e-6)
226
+
227
+ res = lsq_linear(A, b, (lb, ub), lsmr_tol='auto')
228
+ assert_allclose(res.optimality, 0.0, atol=1e-6)
229
+
230
+ def test_sparse_ill_conditioned(self):
231
+ # Sparse matrix with condition number of ~4 million
232
+ data = np.array([1., 1., 1., 1. + 1e-6, 1.])
233
+ row = np.array([0, 0, 1, 2, 2])
234
+ col = np.array([0, 2, 1, 0, 2])
235
+ A = coo_matrix((data, (row, col)), shape=(3, 3))
236
+
237
+ # Get the exact solution
238
+ exact_sol = lsq_linear(A.toarray(), b, lsq_solver='exact')
239
+
240
+ # Default lsmr arguments should not fully converge the solution
241
+ default_lsmr_sol = lsq_linear(A, b, lsq_solver='lsmr')
242
+ with pytest.raises(AssertionError, match=""):
243
+ assert_allclose(exact_sol.x, default_lsmr_sol.x)
244
+
245
+ # By increasing the maximum lsmr iters, it will converge
246
+ conv_lsmr = lsq_linear(A, b, lsq_solver='lsmr', lsmr_maxiter=10)
247
+ assert_allclose(exact_sol.x, conv_lsmr.x)
248
+
249
+
250
+ class TestTRF(BaseMixin, SparseMixin):
251
+ method = 'trf'
252
+ lsq_solvers = ['exact', 'lsmr']
253
+
254
+
255
+ class TestBVLS(BaseMixin):
256
+ method = 'bvls'
257
+ lsq_solvers = ['exact']
258
+
259
+
260
+ class TestErrorChecking:
261
+ def test_option_lsmr_tol(self):
262
+ # Should work with a positive float, string equal to 'auto', or None
263
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_tol=1e-2)
264
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_tol='auto')
265
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_tol=None)
266
+
267
+ # Should raise error with negative float, strings
268
+ # other than 'auto', and integers
269
+ err_message = "`lsmr_tol` must be None, 'auto', or positive float."
270
+ with pytest.raises(ValueError, match=err_message):
271
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_tol=-0.1)
272
+ with pytest.raises(ValueError, match=err_message):
273
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_tol='foo')
274
+ with pytest.raises(ValueError, match=err_message):
275
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_tol=1)
276
+
277
+ def test_option_lsmr_maxiter(self):
278
+ # Should work with positive integers or None
279
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_maxiter=1)
280
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_maxiter=None)
281
+
282
+ # Should raise error with 0 or negative max iter
283
+ err_message = "`lsmr_maxiter` must be None or positive integer."
284
+ with pytest.raises(ValueError, match=err_message):
285
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_maxiter=0)
286
+ with pytest.raises(ValueError, match=err_message):
287
+ _ = lsq_linear(A, b, lsq_solver='lsmr', lsmr_maxiter=-1)
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_minpack.py ADDED
@@ -0,0 +1,1194 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit tests for optimization routines from minpack.py.
3
+ """
4
+ import warnings
5
+ import pytest
6
+ import threading
7
+
8
+ from numpy.testing import (assert_, assert_almost_equal, assert_array_equal,
9
+ assert_array_almost_equal, assert_allclose,
10
+ assert_warns, suppress_warnings)
11
+ from pytest import raises as assert_raises
12
+ import numpy as np
13
+ from numpy import array, float64
14
+ from multiprocessing.pool import ThreadPool
15
+
16
+ from scipy import optimize, linalg
17
+ from scipy.special import lambertw
18
+ from scipy.optimize._minpack_py import leastsq, curve_fit, fixed_point
19
+ from scipy.optimize import OptimizeWarning
20
+ from scipy.optimize._minimize import Bounds
21
+
22
+
23
+ class ReturnShape:
24
+ """This class exists to create a callable that does not have a '__name__' attribute.
25
+
26
+ __init__ takes the argument 'shape', which should be a tuple of ints.
27
+ When an instance is called with a single argument 'x', it returns numpy.ones(shape).
28
+ """
29
+
30
+ def __init__(self, shape):
31
+ self.shape = shape
32
+
33
+ def __call__(self, x):
34
+ return np.ones(self.shape)
35
+
36
+
37
+ def dummy_func(x, shape):
38
+ """A function that returns an array of ones of the given shape.
39
+ `x` is ignored.
40
+ """
41
+ return np.ones(shape)
42
+
43
+
44
+ def sequence_parallel(fs):
45
+ with ThreadPool(len(fs)) as pool:
46
+ return pool.map(lambda f: f(), fs)
47
+
48
+
49
+ # Function and Jacobian for tests of solvers for systems of nonlinear
50
+ # equations
51
+
52
+
53
+ def pressure_network(flow_rates, Qtot, k):
54
+ """Evaluate non-linear equation system representing
55
+ the pressures and flows in a system of n parallel pipes::
56
+
57
+ f_i = P_i - P_0, for i = 1..n
58
+ f_0 = sum(Q_i) - Qtot
59
+
60
+ where Q_i is the flow rate in pipe i and P_i the pressure in that pipe.
61
+ Pressure is modeled as a P=kQ**2 where k is a valve coefficient and
62
+ Q is the flow rate.
63
+
64
+ Parameters
65
+ ----------
66
+ flow_rates : float
67
+ A 1-D array of n flow rates [kg/s].
68
+ k : float
69
+ A 1-D array of n valve coefficients [1/kg m].
70
+ Qtot : float
71
+ A scalar, the total input flow rate [kg/s].
72
+
73
+ Returns
74
+ -------
75
+ F : float
76
+ A 1-D array, F[i] == f_i.
77
+
78
+ """
79
+ P = k * flow_rates**2
80
+ F = np.hstack((P[1:] - P[0], flow_rates.sum() - Qtot))
81
+ return F
82
+
83
+
84
+ def pressure_network_jacobian(flow_rates, Qtot, k):
85
+ """Return the jacobian of the equation system F(flow_rates)
86
+ computed by `pressure_network` with respect to
87
+ *flow_rates*. See `pressure_network` for the detailed
88
+ description of parameters.
89
+
90
+ Returns
91
+ -------
92
+ jac : float
93
+ *n* by *n* matrix ``df_i/dQ_i`` where ``n = len(flow_rates)``
94
+ and *f_i* and *Q_i* are described in the doc for `pressure_network`
95
+ """
96
+ n = len(flow_rates)
97
+ pdiff = np.diag(flow_rates[1:] * 2 * k[1:] - 2 * flow_rates[0] * k[0])
98
+
99
+ jac = np.empty((n, n))
100
+ jac[:n-1, :n-1] = pdiff * 0
101
+ jac[:n-1, n-1] = 0
102
+ jac[n-1, :] = np.ones(n)
103
+
104
+ return jac
105
+
106
+
107
+ def pressure_network_fun_and_grad(flow_rates, Qtot, k):
108
+ return (pressure_network(flow_rates, Qtot, k),
109
+ pressure_network_jacobian(flow_rates, Qtot, k))
110
+
111
+
112
+ class TestFSolve:
113
+ def test_pressure_network_no_gradient(self):
114
+ # fsolve without gradient, equal pipes -> equal flows.
115
+ k = np.full(4, 0.5)
116
+ Qtot = 4
117
+ initial_guess = array([2., 0., 2., 0.])
118
+ final_flows, info, ier, mesg = optimize.fsolve(
119
+ pressure_network, initial_guess, args=(Qtot, k),
120
+ full_output=True)
121
+ assert_array_almost_equal(final_flows, np.ones(4))
122
+ assert_(ier == 1, mesg)
123
+
124
+ def test_pressure_network_with_gradient(self):
125
+ # fsolve with gradient, equal pipes -> equal flows
126
+ k = np.full(4, 0.5)
127
+ Qtot = 4
128
+ initial_guess = array([2., 0., 2., 0.])
129
+ final_flows = optimize.fsolve(
130
+ pressure_network, initial_guess, args=(Qtot, k),
131
+ fprime=pressure_network_jacobian)
132
+ assert_array_almost_equal(final_flows, np.ones(4))
133
+
134
+ def test_wrong_shape_func_callable(self):
135
+ func = ReturnShape(1)
136
+ # x0 is a list of two elements, but func will return an array with
137
+ # length 1, so this should result in a TypeError.
138
+ x0 = [1.5, 2.0]
139
+ assert_raises(TypeError, optimize.fsolve, func, x0)
140
+
141
+ def test_wrong_shape_func_function(self):
142
+ # x0 is a list of two elements, but func will return an array with
143
+ # length 1, so this should result in a TypeError.
144
+ x0 = [1.5, 2.0]
145
+ assert_raises(TypeError, optimize.fsolve, dummy_func, x0, args=((1,),))
146
+
147
+ def test_wrong_shape_fprime_callable(self):
148
+ func = ReturnShape(1)
149
+ deriv_func = ReturnShape((2,2))
150
+ assert_raises(TypeError, optimize.fsolve, func, x0=[0,1], fprime=deriv_func)
151
+
152
+ def test_wrong_shape_fprime_function(self):
153
+ def func(x):
154
+ return dummy_func(x, (2,))
155
+ def deriv_func(x):
156
+ return dummy_func(x, (3, 3))
157
+ assert_raises(TypeError, optimize.fsolve, func, x0=[0,1], fprime=deriv_func)
158
+
159
+ def test_func_can_raise(self):
160
+ def func(*args):
161
+ raise ValueError('I raised')
162
+
163
+ with assert_raises(ValueError, match='I raised'):
164
+ optimize.fsolve(func, x0=[0])
165
+
166
+ def test_Dfun_can_raise(self):
167
+ def func(x):
168
+ return x - np.array([10])
169
+
170
+ def deriv_func(*args):
171
+ raise ValueError('I raised')
172
+
173
+ with assert_raises(ValueError, match='I raised'):
174
+ optimize.fsolve(func, x0=[0], fprime=deriv_func)
175
+
176
+ def test_float32(self):
177
+ def func(x):
178
+ return np.array([x[0] - 100, x[1] - 1000], dtype=np.float32) ** 2
179
+ p = optimize.fsolve(func, np.array([1, 1], np.float32))
180
+ assert_allclose(func(p), [0, 0], atol=1e-3)
181
+
182
+ def test_reentrant_func(self):
183
+ def func(*args):
184
+ self.test_pressure_network_no_gradient()
185
+ return pressure_network(*args)
186
+
187
+ # fsolve without gradient, equal pipes -> equal flows.
188
+ k = np.full(4, 0.5)
189
+ Qtot = 4
190
+ initial_guess = array([2., 0., 2., 0.])
191
+ final_flows, info, ier, mesg = optimize.fsolve(
192
+ func, initial_guess, args=(Qtot, k),
193
+ full_output=True)
194
+ assert_array_almost_equal(final_flows, np.ones(4))
195
+ assert_(ier == 1, mesg)
196
+
197
+ def test_reentrant_Dfunc(self):
198
+ def deriv_func(*args):
199
+ self.test_pressure_network_with_gradient()
200
+ return pressure_network_jacobian(*args)
201
+
202
+ # fsolve with gradient, equal pipes -> equal flows
203
+ k = np.full(4, 0.5)
204
+ Qtot = 4
205
+ initial_guess = array([2., 0., 2., 0.])
206
+ final_flows = optimize.fsolve(
207
+ pressure_network, initial_guess, args=(Qtot, k),
208
+ fprime=deriv_func)
209
+ assert_array_almost_equal(final_flows, np.ones(4))
210
+
211
+ def test_concurrent_no_gradient(self):
212
+ v = sequence_parallel([self.test_pressure_network_no_gradient] * 10)
213
+ assert all([result is None for result in v])
214
+
215
+ def test_concurrent_with_gradient(self):
216
+ v = sequence_parallel([self.test_pressure_network_with_gradient] * 10)
217
+ assert all([result is None for result in v])
218
+
219
+
220
+ class TestRootHybr:
221
+ def test_pressure_network_no_gradient(self):
222
+ # root/hybr without gradient, equal pipes -> equal flows
223
+ k = np.full(4, 0.5)
224
+ Qtot = 4
225
+ initial_guess = array([2., 0., 2., 0.])
226
+ final_flows = optimize.root(pressure_network, initial_guess,
227
+ method='hybr', args=(Qtot, k)).x
228
+ assert_array_almost_equal(final_flows, np.ones(4))
229
+
230
+ def test_pressure_network_with_gradient(self):
231
+ # root/hybr with gradient, equal pipes -> equal flows
232
+ k = np.full(4, 0.5)
233
+ Qtot = 4
234
+ initial_guess = array([[2., 0., 2., 0.]])
235
+ final_flows = optimize.root(pressure_network, initial_guess,
236
+ args=(Qtot, k), method='hybr',
237
+ jac=pressure_network_jacobian).x
238
+ assert_array_almost_equal(final_flows, np.ones(4))
239
+
240
+ def test_pressure_network_with_gradient_combined(self):
241
+ # root/hybr with gradient and function combined, equal pipes -> equal
242
+ # flows
243
+ k = np.full(4, 0.5)
244
+ Qtot = 4
245
+ initial_guess = array([2., 0., 2., 0.])
246
+ final_flows = optimize.root(pressure_network_fun_and_grad,
247
+ initial_guess, args=(Qtot, k),
248
+ method='hybr', jac=True).x
249
+ assert_array_almost_equal(final_flows, np.ones(4))
250
+
251
+
252
+ class TestRootLM:
253
+ def test_pressure_network_no_gradient(self):
254
+ # root/lm without gradient, equal pipes -> equal flows
255
+ k = np.full(4, 0.5)
256
+ Qtot = 4
257
+ initial_guess = array([2., 0., 2., 0.])
258
+ final_flows = optimize.root(pressure_network, initial_guess,
259
+ method='lm', args=(Qtot, k)).x
260
+ assert_array_almost_equal(final_flows, np.ones(4))
261
+
262
+
263
+ class TestNfev:
264
+ def setup_method(self):
265
+ self.nfev = threading.local()
266
+
267
+ def zero_f(self, y):
268
+ if not hasattr(self.nfev, 'c'):
269
+ self.nfev.c = 0
270
+ self.nfev.c += 1
271
+ return y**2-3
272
+
273
+ @pytest.mark.parametrize('method', ['hybr', 'lm', 'broyden1',
274
+ 'broyden2', 'anderson',
275
+ 'linearmixing', 'diagbroyden',
276
+ 'excitingmixing', 'krylov',
277
+ 'df-sane'])
278
+ def test_root_nfev(self, method):
279
+ self.nfev.c = 0
280
+ solution = optimize.root(self.zero_f, 100, method=method)
281
+ assert solution.nfev == self.nfev.c
282
+
283
+ def test_fsolve_nfev(self):
284
+ self.nfev.c = 0
285
+ x, info, ier, mesg = optimize.fsolve(self.zero_f, 100, full_output=True)
286
+ assert info['nfev'] == self.nfev.c
287
+
288
+
289
+ class TestLeastSq:
290
+ def setup_method(self):
291
+ x = np.linspace(0, 10, 40)
292
+ a,b,c = 3.1, 42, -304.2
293
+ self.x = x
294
+ self.abc = a,b,c
295
+ y_true = a*x**2 + b*x + c
296
+ np.random.seed(0)
297
+ self.y_meas = y_true + 0.01*np.random.standard_normal(y_true.shape)
298
+
299
+ def residuals(self, p, y, x):
300
+ a,b,c = p
301
+ err = y-(a*x**2 + b*x + c)
302
+ return err
303
+
304
+ def residuals_jacobian(self, _p, _y, x):
305
+ return -np.vstack([x**2, x, np.ones_like(x)]).T
306
+
307
+ def test_basic(self):
308
+ p0 = array([0,0,0])
309
+ params_fit, ier = leastsq(self.residuals, p0,
310
+ args=(self.y_meas, self.x))
311
+ assert_(ier in (1,2,3,4), 'solution not found (ier=%d)' % ier)
312
+ # low precision due to random
313
+ assert_array_almost_equal(params_fit, self.abc, decimal=2)
314
+
315
+ def test_basic_with_gradient(self):
316
+ p0 = array([0,0,0])
317
+ params_fit, ier = leastsq(self.residuals, p0,
318
+ args=(self.y_meas, self.x),
319
+ Dfun=self.residuals_jacobian)
320
+ assert_(ier in (1,2,3,4), 'solution not found (ier=%d)' % ier)
321
+ # low precision due to random
322
+ assert_array_almost_equal(params_fit, self.abc, decimal=2)
323
+
324
+ def test_full_output(self):
325
+ p0 = array([[0,0,0]])
326
+ full_output = leastsq(self.residuals, p0,
327
+ args=(self.y_meas, self.x),
328
+ full_output=True)
329
+ params_fit, cov_x, infodict, mesg, ier = full_output
330
+ assert_(ier in (1,2,3,4), f'solution not found: {mesg}')
331
+
332
+ def test_input_untouched(self):
333
+ p0 = array([0,0,0],dtype=float64)
334
+ p0_copy = array(p0, copy=True)
335
+ full_output = leastsq(self.residuals, p0,
336
+ args=(self.y_meas, self.x),
337
+ full_output=True)
338
+ params_fit, cov_x, infodict, mesg, ier = full_output
339
+ assert_(ier in (1,2,3,4), f'solution not found: {mesg}')
340
+ assert_array_equal(p0, p0_copy)
341
+
342
+ def test_wrong_shape_func_callable(self):
343
+ func = ReturnShape(1)
344
+ # x0 is a list of two elements, but func will return an array with
345
+ # length 1, so this should result in a TypeError.
346
+ x0 = [1.5, 2.0]
347
+ assert_raises(TypeError, optimize.leastsq, func, x0)
348
+
349
+ def test_wrong_shape_func_function(self):
350
+ # x0 is a list of two elements, but func will return an array with
351
+ # length 1, so this should result in a TypeError.
352
+ x0 = [1.5, 2.0]
353
+ assert_raises(TypeError, optimize.leastsq, dummy_func, x0, args=((1,),))
354
+
355
+ def test_wrong_shape_Dfun_callable(self):
356
+ func = ReturnShape(1)
357
+ deriv_func = ReturnShape((2,2))
358
+ assert_raises(TypeError, optimize.leastsq, func, x0=[0,1], Dfun=deriv_func)
359
+
360
+ def test_wrong_shape_Dfun_function(self):
361
+ def func(x):
362
+ return dummy_func(x, (2,))
363
+ def deriv_func(x):
364
+ return dummy_func(x, (3, 3))
365
+ assert_raises(TypeError, optimize.leastsq, func, x0=[0,1], Dfun=deriv_func)
366
+
367
+ def test_float32(self):
368
+ # Regression test for gh-1447
369
+ def func(p,x,y):
370
+ q = p[0]*np.exp(-(x-p[1])**2/(2.0*p[2]**2))+p[3]
371
+ return q - y
372
+
373
+ x = np.array([1.475,1.429,1.409,1.419,1.455,1.519,1.472, 1.368,1.286,
374
+ 1.231], dtype=np.float32)
375
+ y = np.array([0.0168,0.0193,0.0211,0.0202,0.0171,0.0151,0.0185,0.0258,
376
+ 0.034,0.0396], dtype=np.float32)
377
+ p0 = np.array([1.0,1.0,1.0,1.0])
378
+ p1, success = optimize.leastsq(func, p0, args=(x,y))
379
+
380
+ assert_(success in [1,2,3,4])
381
+ assert_((func(p1,x,y)**2).sum() < 1e-4 * (func(p0,x,y)**2).sum())
382
+
383
+ def test_func_can_raise(self):
384
+ def func(*args):
385
+ raise ValueError('I raised')
386
+
387
+ with assert_raises(ValueError, match='I raised'):
388
+ optimize.leastsq(func, x0=[0])
389
+
390
+ def test_Dfun_can_raise(self):
391
+ def func(x):
392
+ return x - np.array([10])
393
+
394
+ def deriv_func(*args):
395
+ raise ValueError('I raised')
396
+
397
+ with assert_raises(ValueError, match='I raised'):
398
+ optimize.leastsq(func, x0=[0], Dfun=deriv_func)
399
+
400
+ def test_reentrant_func(self):
401
+ def func(*args):
402
+ self.test_basic()
403
+ return self.residuals(*args)
404
+
405
+ p0 = array([0,0,0])
406
+ params_fit, ier = leastsq(func, p0,
407
+ args=(self.y_meas, self.x))
408
+ assert_(ier in (1,2,3,4), 'solution not found (ier=%d)' % ier)
409
+ # low precision due to random
410
+ assert_array_almost_equal(params_fit, self.abc, decimal=2)
411
+
412
+ def test_reentrant_Dfun(self):
413
+ def deriv_func(*args):
414
+ self.test_basic()
415
+ return self.residuals_jacobian(*args)
416
+
417
+ p0 = array([0,0,0])
418
+ params_fit, ier = leastsq(self.residuals, p0,
419
+ args=(self.y_meas, self.x),
420
+ Dfun=deriv_func)
421
+ assert_(ier in (1,2,3,4), 'solution not found (ier=%d)' % ier)
422
+ # low precision due to random
423
+ assert_array_almost_equal(params_fit, self.abc, decimal=2)
424
+
425
+ def test_concurrent_no_gradient(self):
426
+ v = sequence_parallel([self.test_basic] * 10)
427
+ assert all([result is None for result in v])
428
+
429
+ def test_concurrent_with_gradient(self):
430
+ v = sequence_parallel([self.test_basic_with_gradient] * 10)
431
+ assert all([result is None for result in v])
432
+
433
+ def test_func_input_output_length_check(self):
434
+
435
+ def func(x):
436
+ return 2 * (x[0] - 3) ** 2 + 1
437
+
438
+ with assert_raises(TypeError,
439
+ match='Improper input: func input vector length N='):
440
+ optimize.leastsq(func, x0=[0, 1])
441
+
442
+
443
+ class TestCurveFit:
444
+ def setup_method(self):
445
+ self.y = array([1.0, 3.2, 9.5, 13.7])
446
+ self.x = array([1.0, 2.0, 3.0, 4.0])
447
+
448
+ def test_one_argument(self):
449
+ def func(x,a):
450
+ return x**a
451
+ popt, pcov = curve_fit(func, self.x, self.y)
452
+ assert_(len(popt) == 1)
453
+ assert_(pcov.shape == (1,1))
454
+ assert_almost_equal(popt[0], 1.9149, decimal=4)
455
+ assert_almost_equal(pcov[0,0], 0.0016, decimal=4)
456
+
457
+ # Test if we get the same with full_output. Regression test for #1415.
458
+ # Also test if check_finite can be turned off.
459
+ res = curve_fit(func, self.x, self.y,
460
+ full_output=1, check_finite=False)
461
+ (popt2, pcov2, infodict, errmsg, ier) = res
462
+ assert_array_almost_equal(popt, popt2)
463
+
464
+ def test_two_argument(self):
465
+ def func(x, a, b):
466
+ return b*x**a
467
+ popt, pcov = curve_fit(func, self.x, self.y)
468
+ assert_(len(popt) == 2)
469
+ assert_(pcov.shape == (2,2))
470
+ assert_array_almost_equal(popt, [1.7989, 1.1642], decimal=4)
471
+ assert_array_almost_equal(pcov, [[0.0852, -0.1260], [-0.1260, 0.1912]],
472
+ decimal=4)
473
+
474
+ def test_func_is_classmethod(self):
475
+ class test_self:
476
+ """This class tests if curve_fit passes the correct number of
477
+ arguments when the model function is a class instance method.
478
+ """
479
+
480
+ def func(self, x, a, b):
481
+ return b * x**a
482
+
483
+ test_self_inst = test_self()
484
+ popt, pcov = curve_fit(test_self_inst.func, self.x, self.y)
485
+ assert_(pcov.shape == (2,2))
486
+ assert_array_almost_equal(popt, [1.7989, 1.1642], decimal=4)
487
+ assert_array_almost_equal(pcov, [[0.0852, -0.1260], [-0.1260, 0.1912]],
488
+ decimal=4)
489
+
490
+ def test_regression_2639(self):
491
+ # This test fails if epsfcn in leastsq is too large.
492
+ x = [574.14200000000005, 574.154, 574.16499999999996,
493
+ 574.17700000000002, 574.18799999999999, 574.19899999999996,
494
+ 574.21100000000001, 574.22199999999998, 574.23400000000004,
495
+ 574.245]
496
+ y = [859.0, 997.0, 1699.0, 2604.0, 2013.0, 1964.0, 2435.0,
497
+ 1550.0, 949.0, 841.0]
498
+ guess = [574.1861428571428, 574.2155714285715, 1302.0, 1302.0,
499
+ 0.0035019999999983615, 859.0]
500
+ good = [5.74177150e+02, 5.74209188e+02, 1.74187044e+03, 1.58646166e+03,
501
+ 1.0068462e-02, 8.57450661e+02]
502
+
503
+ def f_double_gauss(x, x0, x1, A0, A1, sigma, c):
504
+ return (A0*np.exp(-(x-x0)**2/(2.*sigma**2))
505
+ + A1*np.exp(-(x-x1)**2/(2.*sigma**2)) + c)
506
+ popt, pcov = curve_fit(f_double_gauss, x, y, guess, maxfev=10000)
507
+ assert_allclose(popt, good, rtol=1e-5)
508
+
509
+ def test_pcov(self):
510
+ xdata = np.array([0, 1, 2, 3, 4, 5])
511
+ ydata = np.array([1, 1, 5, 7, 8, 12])
512
+ sigma = np.array([1, 2, 1, 2, 1, 2])
513
+
514
+ def f(x, a, b):
515
+ return a*x + b
516
+
517
+ for method in ['lm', 'trf', 'dogbox']:
518
+ popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=sigma,
519
+ method=method)
520
+ perr_scaled = np.sqrt(np.diag(pcov))
521
+ assert_allclose(perr_scaled, [0.20659803, 0.57204404], rtol=1e-3)
522
+
523
+ popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=3*sigma,
524
+ method=method)
525
+ perr_scaled = np.sqrt(np.diag(pcov))
526
+ assert_allclose(perr_scaled, [0.20659803, 0.57204404], rtol=1e-3)
527
+
528
+ popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=sigma,
529
+ absolute_sigma=True, method=method)
530
+ perr = np.sqrt(np.diag(pcov))
531
+ assert_allclose(perr, [0.30714756, 0.85045308], rtol=1e-3)
532
+
533
+ popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=3*sigma,
534
+ absolute_sigma=True, method=method)
535
+ perr = np.sqrt(np.diag(pcov))
536
+ assert_allclose(perr, [3*0.30714756, 3*0.85045308], rtol=1e-3)
537
+
538
+ # infinite variances
539
+
540
+ def f_flat(x, a, b):
541
+ return a*x
542
+
543
+ pcov_expected = np.array([np.inf]*4).reshape(2, 2)
544
+
545
+ with suppress_warnings() as sup:
546
+ sup.filter(OptimizeWarning,
547
+ "Covariance of the parameters could not be estimated")
548
+ popt, pcov = curve_fit(f_flat, xdata, ydata, p0=[2, 0], sigma=sigma)
549
+ popt1, pcov1 = curve_fit(f, xdata[:2], ydata[:2], p0=[2, 0])
550
+
551
+ assert_(pcov.shape == (2, 2))
552
+ assert_array_equal(pcov, pcov_expected)
553
+
554
+ assert_(pcov1.shape == (2, 2))
555
+ assert_array_equal(pcov1, pcov_expected)
556
+
557
+ def test_array_like(self):
558
+ # Test sequence input. Regression test for gh-3037.
559
+ def f_linear(x, a, b):
560
+ return a*x + b
561
+
562
+ x = [1, 2, 3, 4]
563
+ y = [3, 5, 7, 9]
564
+ assert_allclose(curve_fit(f_linear, x, y)[0], [2, 1], atol=1e-10)
565
+
566
+ @pytest.mark.thread_unsafe
567
+ def test_indeterminate_covariance(self):
568
+ # Test that a warning is returned when pcov is indeterminate
569
+ xdata = np.array([1, 2, 3, 4, 5, 6])
570
+ ydata = np.array([1, 2, 3, 4, 5.5, 6])
571
+ assert_warns(OptimizeWarning, curve_fit,
572
+ lambda x, a, b: a*x, xdata, ydata)
573
+
574
+ def test_NaN_handling(self):
575
+ # Test for correct handling of NaNs in input data: gh-3422
576
+
577
+ # create input with NaNs
578
+ xdata = np.array([1, np.nan, 3])
579
+ ydata = np.array([1, 2, 3])
580
+
581
+ assert_raises(ValueError, curve_fit,
582
+ lambda x, a, b: a*x + b, xdata, ydata)
583
+ assert_raises(ValueError, curve_fit,
584
+ lambda x, a, b: a*x + b, ydata, xdata)
585
+
586
+ assert_raises(ValueError, curve_fit, lambda x, a, b: a*x + b,
587
+ xdata, ydata, **{"check_finite": True})
588
+
589
+ @staticmethod
590
+ def _check_nan_policy(f, xdata_with_nan, xdata_without_nan,
591
+ ydata_with_nan, ydata_without_nan, method):
592
+ kwargs = {'f': f, 'xdata': xdata_with_nan, 'ydata': ydata_with_nan,
593
+ 'method': method, 'check_finite': False}
594
+ # propagate test
595
+ error_msg = ("`nan_policy='propagate'` is not supported "
596
+ "by this function.")
597
+ with assert_raises(ValueError, match=error_msg):
598
+ curve_fit(**kwargs, nan_policy="propagate", maxfev=2000)
599
+
600
+ # raise test
601
+ with assert_raises(ValueError, match="The input contains nan"):
602
+ curve_fit(**kwargs, nan_policy="raise")
603
+
604
+ # omit test
605
+ result_with_nan, _ = curve_fit(**kwargs, nan_policy="omit")
606
+ kwargs['xdata'] = xdata_without_nan
607
+ kwargs['ydata'] = ydata_without_nan
608
+ result_without_nan, _ = curve_fit(**kwargs)
609
+ assert_allclose(result_with_nan, result_without_nan)
610
+
611
+ # not valid policy test
612
+ # check for argument names in any order
613
+ error_msg = (r"nan_policy must be one of \{(?:'raise'|'omit'|None)"
614
+ r"(?:, ?(?:'raise'|'omit'|None))*\}")
615
+ with assert_raises(ValueError, match=error_msg):
616
+ curve_fit(**kwargs, nan_policy="hi")
617
+
618
+ @pytest.mark.parametrize('method', ["lm", "trf", "dogbox"])
619
+ def test_nan_policy_1d(self, method):
620
+ def f(x, a, b):
621
+ return a*x + b
622
+
623
+ xdata_with_nan = np.array([2, 3, np.nan, 4, 4, np.nan])
624
+ ydata_with_nan = np.array([1, 2, 5, 3, np.nan, 7])
625
+ xdata_without_nan = np.array([2, 3, 4])
626
+ ydata_without_nan = np.array([1, 2, 3])
627
+
628
+ self._check_nan_policy(f, xdata_with_nan, xdata_without_nan,
629
+ ydata_with_nan, ydata_without_nan, method)
630
+
631
+ @pytest.mark.parametrize('method', ["lm", "trf", "dogbox"])
632
+ def test_nan_policy_2d(self, method):
633
+ def f(x, a, b):
634
+ x1 = x[0, :]
635
+ x2 = x[1, :]
636
+ return a*x1 + b + x2
637
+
638
+ xdata_with_nan = np.array([[2, 3, np.nan, 4, 4, np.nan, 5],
639
+ [2, 3, np.nan, np.nan, 4, np.nan, 7]])
640
+ ydata_with_nan = np.array([1, 2, 5, 3, np.nan, 7, 10])
641
+ xdata_without_nan = np.array([[2, 3, 5], [2, 3, 7]])
642
+ ydata_without_nan = np.array([1, 2, 10])
643
+
644
+ self._check_nan_policy(f, xdata_with_nan, xdata_without_nan,
645
+ ydata_with_nan, ydata_without_nan, method)
646
+
647
+ @pytest.mark.parametrize('n', [2, 3])
648
+ @pytest.mark.parametrize('method', ["lm", "trf", "dogbox"])
649
+ def test_nan_policy_2_3d(self, n, method):
650
+ def f(x, a, b):
651
+ x1 = x[..., 0, :].squeeze()
652
+ x2 = x[..., 1, :].squeeze()
653
+ return a*x1 + b + x2
654
+
655
+ xdata_with_nan = np.array([[[2, 3, np.nan, 4, 4, np.nan, 5],
656
+ [2, 3, np.nan, np.nan, 4, np.nan, 7]]])
657
+ xdata_with_nan = xdata_with_nan.squeeze() if n == 2 else xdata_with_nan
658
+ ydata_with_nan = np.array([1, 2, 5, 3, np.nan, 7, 10])
659
+ xdata_without_nan = np.array([[[2, 3, 5], [2, 3, 7]]])
660
+ ydata_without_nan = np.array([1, 2, 10])
661
+
662
+ self._check_nan_policy(f, xdata_with_nan, xdata_without_nan,
663
+ ydata_with_nan, ydata_without_nan, method)
664
+
665
+ def test_empty_inputs(self):
666
+ # Test both with and without bounds (regression test for gh-9864)
667
+ assert_raises(ValueError, curve_fit, lambda x, a: a*x, [], [])
668
+ assert_raises(ValueError, curve_fit, lambda x, a: a*x, [], [],
669
+ bounds=(1, 2))
670
+ assert_raises(ValueError, curve_fit, lambda x, a: a*x, [1], [])
671
+ assert_raises(ValueError, curve_fit, lambda x, a: a*x, [2], [],
672
+ bounds=(1, 2))
673
+
674
+ def test_function_zero_params(self):
675
+ # Fit args is zero, so "Unable to determine number of fit parameters."
676
+ assert_raises(ValueError, curve_fit, lambda x: x, [1, 2], [3, 4])
677
+
678
+ def test_None_x(self): # Added in GH10196
679
+ popt, pcov = curve_fit(lambda _, a: a * np.arange(10),
680
+ None, 2 * np.arange(10))
681
+ assert_allclose(popt, [2.])
682
+
683
+ def test_method_argument(self):
684
+ def f(x, a, b):
685
+ return a * np.exp(-b*x)
686
+
687
+ xdata = np.linspace(0, 1, 11)
688
+ ydata = f(xdata, 2., 2.)
689
+
690
+ for method in ['trf', 'dogbox', 'lm', None]:
691
+ popt, pcov = curve_fit(f, xdata, ydata, method=method)
692
+ assert_allclose(popt, [2., 2.])
693
+
694
+ assert_raises(ValueError, curve_fit, f, xdata, ydata, method='unknown')
695
+
696
+ def test_full_output(self):
697
+ def f(x, a, b):
698
+ return a * np.exp(-b * x)
699
+
700
+ xdata = np.linspace(0, 1, 11)
701
+ ydata = f(xdata, 2., 2.)
702
+
703
+ for method in ['trf', 'dogbox', 'lm', None]:
704
+ popt, pcov, infodict, errmsg, ier = curve_fit(
705
+ f, xdata, ydata, method=method, full_output=True)
706
+ assert_allclose(popt, [2., 2.])
707
+ assert "nfev" in infodict
708
+ assert "fvec" in infodict
709
+ if method == 'lm' or method is None:
710
+ assert "fjac" in infodict
711
+ assert "ipvt" in infodict
712
+ assert "qtf" in infodict
713
+ assert isinstance(errmsg, str)
714
+ assert ier in (1, 2, 3, 4)
715
+
716
+ def test_bounds(self):
717
+ def f(x, a, b):
718
+ return a * np.exp(-b*x)
719
+
720
+ xdata = np.linspace(0, 1, 11)
721
+ ydata = f(xdata, 2., 2.)
722
+
723
+ # The minimum w/out bounds is at [2., 2.],
724
+ # and with bounds it's at [1.5, smth].
725
+ lb = [1., 0]
726
+ ub = [1.5, 3.]
727
+
728
+ # Test that both variants of the bounds yield the same result
729
+ bounds = (lb, ub)
730
+ bounds_class = Bounds(lb, ub)
731
+ for method in [None, 'trf', 'dogbox']:
732
+ popt, pcov = curve_fit(f, xdata, ydata, bounds=bounds,
733
+ method=method)
734
+ assert_allclose(popt[0], 1.5)
735
+
736
+ popt_class, pcov_class = curve_fit(f, xdata, ydata,
737
+ bounds=bounds_class,
738
+ method=method)
739
+ assert_allclose(popt_class, popt)
740
+
741
+ # With bounds, the starting estimate is feasible.
742
+ popt, pcov = curve_fit(f, xdata, ydata, method='trf',
743
+ bounds=([0., 0], [0.6, np.inf]))
744
+ assert_allclose(popt[0], 0.6)
745
+
746
+ # method='lm' doesn't support bounds.
747
+ assert_raises(ValueError, curve_fit, f, xdata, ydata, bounds=bounds,
748
+ method='lm')
749
+
750
+ def test_bounds_p0(self):
751
+ # This test is for issue #5719. The problem was that an initial guess
752
+ # was ignored when 'trf' or 'dogbox' methods were invoked.
753
+ def f(x, a):
754
+ return np.sin(x + a)
755
+
756
+ xdata = np.linspace(-2*np.pi, 2*np.pi, 40)
757
+ ydata = np.sin(xdata)
758
+ bounds = (-3 * np.pi, 3 * np.pi)
759
+ for method in ['trf', 'dogbox']:
760
+ popt_1, _ = curve_fit(f, xdata, ydata, p0=2.1*np.pi)
761
+ popt_2, _ = curve_fit(f, xdata, ydata, p0=2.1*np.pi,
762
+ bounds=bounds, method=method)
763
+
764
+ # If the initial guess is ignored, then popt_2 would be close 0.
765
+ assert_allclose(popt_1, popt_2)
766
+
767
+ def test_jac(self):
768
+ # Test that Jacobian callable is handled correctly and
769
+ # weighted if sigma is provided.
770
+ def f(x, a, b):
771
+ return a * np.exp(-b*x)
772
+
773
+ def jac(x, a, b):
774
+ e = np.exp(-b*x)
775
+ return np.vstack((e, -a * x * e)).T
776
+
777
+ xdata = np.linspace(0, 1, 11)
778
+ ydata = f(xdata, 2., 2.)
779
+
780
+ # Test numerical options for least_squares backend.
781
+ for method in ['trf', 'dogbox']:
782
+ for scheme in ['2-point', '3-point', 'cs']:
783
+ popt, pcov = curve_fit(f, xdata, ydata, jac=scheme,
784
+ method=method)
785
+ assert_allclose(popt, [2, 2])
786
+
787
+ # Test the analytic option.
788
+ for method in ['lm', 'trf', 'dogbox']:
789
+ popt, pcov = curve_fit(f, xdata, ydata, method=method, jac=jac)
790
+ assert_allclose(popt, [2, 2])
791
+
792
+ # Now add an outlier and provide sigma.
793
+ ydata[5] = 100
794
+ sigma = np.ones(xdata.shape[0])
795
+ sigma[5] = 200
796
+ for method in ['lm', 'trf', 'dogbox']:
797
+ popt, pcov = curve_fit(f, xdata, ydata, sigma=sigma, method=method,
798
+ jac=jac)
799
+ # Still the optimization process is influenced somehow,
800
+ # have to set rtol=1e-3.
801
+ assert_allclose(popt, [2, 2], rtol=1e-3)
802
+
803
+ def test_maxfev_and_bounds(self):
804
+ # gh-6340: with no bounds, curve_fit accepts parameter maxfev (via leastsq)
805
+ # but with bounds, the parameter is `max_nfev` (via least_squares)
806
+ x = np.arange(0, 10)
807
+ y = 2*x
808
+ popt1, _ = curve_fit(lambda x,p: p*x, x, y, bounds=(0, 3), maxfev=100)
809
+ popt2, _ = curve_fit(lambda x,p: p*x, x, y, bounds=(0, 3), max_nfev=100)
810
+
811
+ assert_allclose(popt1, 2, atol=1e-14)
812
+ assert_allclose(popt2, 2, atol=1e-14)
813
+
814
+ @pytest.mark.parametrize("sigma_dim", [0, 1, 2])
815
+ def test_curvefit_omitnan(self, sigma_dim):
816
+ def exponential(x, a, b):
817
+ return b * np.exp(a * x)
818
+
819
+ rng = np.random.default_rng(578285731148908)
820
+ N = 100
821
+ x = np.linspace(1, 10, N)
822
+ y = exponential(x, 0.2, 0.5)
823
+
824
+ if (sigma_dim == 0):
825
+ sigma = 0.05
826
+ y += rng.normal(0, sigma, N)
827
+
828
+ elif (sigma_dim == 1):
829
+ sigma = x * 0.05
830
+ y += rng.normal(0, sigma, N)
831
+
832
+ elif (sigma_dim == 2):
833
+ # The covariance matrix must be symmetric positive-semidefinite
834
+ a = rng.normal(0, 2, (N, N))
835
+ sigma = a @ a.T
836
+ y += rng.multivariate_normal(np.zeros_like(x), sigma)
837
+ else:
838
+ assert False, "The sigma must be a scalar, 1D array or 2D array."
839
+
840
+ p0 = [0.1, 1.0]
841
+
842
+ # Choose indices to place NaNs.
843
+ i_x = rng.integers(N, size=5)
844
+ i_y = rng.integers(N, size=5)
845
+
846
+ # Add NaNs and compute result using `curve_fit`
847
+ x[i_x] = np.nan
848
+ y[i_y] = np.nan
849
+ res_opt, res_cov = curve_fit(exponential, x, y, p0=p0, sigma=sigma,
850
+ nan_policy="omit")
851
+
852
+ # Manually remove elements that should be eliminated, and
853
+ # calculate reference using `curve_fit`
854
+ i_delete = np.unique(np.concatenate((i_x, i_y)))
855
+ x = np.delete(x, i_delete, axis=0)
856
+ y = np.delete(y, i_delete, axis=0)
857
+
858
+ sigma = np.asarray(sigma)
859
+ if sigma.ndim == 1:
860
+ sigma = np.delete(sigma, i_delete)
861
+ elif sigma.ndim == 2:
862
+ sigma = np.delete(sigma, i_delete, axis=0)
863
+ sigma = np.delete(sigma, i_delete, axis=1)
864
+ ref_opt, ref_cov = curve_fit(exponential, x, y, p0=p0, sigma=sigma)
865
+
866
+ assert_allclose(res_opt, ref_opt, atol=1e-14)
867
+ assert_allclose(res_cov, ref_cov, atol=1e-14)
868
+
869
+ def test_curvefit_simplecovariance(self):
870
+
871
+ def func(x, a, b):
872
+ return a * np.exp(-b*x)
873
+
874
+ def jac(x, a, b):
875
+ e = np.exp(-b*x)
876
+ return np.vstack((e, -a * x * e)).T
877
+
878
+ np.random.seed(0)
879
+ xdata = np.linspace(0, 4, 50)
880
+ y = func(xdata, 2.5, 1.3)
881
+ ydata = y + 0.2 * np.random.normal(size=len(xdata))
882
+
883
+ sigma = np.zeros(len(xdata)) + 0.2
884
+ covar = np.diag(sigma**2)
885
+
886
+ for jac1, jac2 in [(jac, jac), (None, None)]:
887
+ for absolute_sigma in [False, True]:
888
+ popt1, pcov1 = curve_fit(func, xdata, ydata, sigma=sigma,
889
+ jac=jac1, absolute_sigma=absolute_sigma)
890
+ popt2, pcov2 = curve_fit(func, xdata, ydata, sigma=covar,
891
+ jac=jac2, absolute_sigma=absolute_sigma)
892
+
893
+ assert_allclose(popt1, popt2, atol=1e-14)
894
+ assert_allclose(pcov1, pcov2, atol=1e-14)
895
+
896
+ def test_curvefit_covariance(self):
897
+
898
+ def funcp(x, a, b):
899
+ rotn = np.array([[1./np.sqrt(2), -1./np.sqrt(2), 0],
900
+ [1./np.sqrt(2), 1./np.sqrt(2), 0],
901
+ [0, 0, 1.0]])
902
+ return rotn.dot(a * np.exp(-b*x))
903
+
904
+ def jacp(x, a, b):
905
+ rotn = np.array([[1./np.sqrt(2), -1./np.sqrt(2), 0],
906
+ [1./np.sqrt(2), 1./np.sqrt(2), 0],
907
+ [0, 0, 1.0]])
908
+ e = np.exp(-b*x)
909
+ return rotn.dot(np.vstack((e, -a * x * e)).T)
910
+
911
+ def func(x, a, b):
912
+ return a * np.exp(-b*x)
913
+
914
+ def jac(x, a, b):
915
+ e = np.exp(-b*x)
916
+ return np.vstack((e, -a * x * e)).T
917
+
918
+ rng = np.random.RandomState(0)
919
+ xdata = np.arange(1, 4)
920
+ y = func(xdata, 2.5, 1.0)
921
+ ydata = y + 0.2 * rng.normal(size=len(xdata))
922
+ sigma = np.zeros(len(xdata)) + 0.2
923
+ covar = np.diag(sigma**2)
924
+ # Get a rotation matrix, and obtain ydatap = R ydata
925
+ # Chisq = ydata^T C^{-1} ydata
926
+ # = ydata^T R^T R C^{-1} R^T R ydata
927
+ # = ydatap^T Cp^{-1} ydatap
928
+ # Cp^{-1} = R C^{-1} R^T
929
+ # Cp = R C R^T, since R^-1 = R^T
930
+ rotn = np.array([[1./np.sqrt(2), -1./np.sqrt(2), 0],
931
+ [1./np.sqrt(2), 1./np.sqrt(2), 0],
932
+ [0, 0, 1.0]])
933
+ ydatap = rotn.dot(ydata)
934
+ covarp = rotn.dot(covar).dot(rotn.T)
935
+
936
+ for jac1, jac2 in [(jac, jacp), (None, None)]:
937
+ for absolute_sigma in [False, True]:
938
+ popt1, pcov1 = curve_fit(func, xdata, ydata, sigma=sigma,
939
+ jac=jac1, absolute_sigma=absolute_sigma)
940
+ popt2, pcov2 = curve_fit(funcp, xdata, ydatap, sigma=covarp,
941
+ jac=jac2, absolute_sigma=absolute_sigma)
942
+
943
+ assert_allclose(popt1, popt2, rtol=1.2e-7, atol=1e-14)
944
+ assert_allclose(pcov1, pcov2, rtol=1.2e-7, atol=1e-14)
945
+
946
+ @pytest.mark.parametrize("absolute_sigma", [False, True])
947
+ def test_curvefit_scalar_sigma(self, absolute_sigma):
948
+ def func(x, a, b):
949
+ return a * x + b
950
+
951
+ x, y = self.x, self.y
952
+ _, pcov1 = curve_fit(func, x, y, sigma=2, absolute_sigma=absolute_sigma)
953
+ # Explicitly building the sigma 1D array
954
+ _, pcov2 = curve_fit(
955
+ func, x, y, sigma=np.full_like(y, 2), absolute_sigma=absolute_sigma
956
+ )
957
+ assert np.all(pcov1 == pcov2)
958
+
959
+ def test_dtypes(self):
960
+ # regression test for gh-9581: curve_fit fails if x and y dtypes differ
961
+ x = np.arange(-3, 5)
962
+ y = 1.5*x + 3.0 + 0.5*np.sin(x)
963
+
964
+ def func(x, a, b):
965
+ return a*x + b
966
+
967
+ for method in ['lm', 'trf', 'dogbox']:
968
+ for dtx in [np.float32, np.float64]:
969
+ for dty in [np.float32, np.float64]:
970
+ x = x.astype(dtx)
971
+ y = y.astype(dty)
972
+
973
+ with warnings.catch_warnings():
974
+ warnings.simplefilter("error", OptimizeWarning)
975
+ p, cov = curve_fit(func, x, y, method=method)
976
+
977
+ assert np.isfinite(cov).all()
978
+ assert not np.allclose(p, 1) # curve_fit's initial value
979
+
980
+ def test_dtypes2(self):
981
+ # regression test for gh-7117: curve_fit fails if
982
+ # both inputs are float32
983
+ def hyperbola(x, s_1, s_2, o_x, o_y, c):
984
+ b_2 = (s_1 + s_2) / 2
985
+ b_1 = (s_2 - s_1) / 2
986
+ return o_y + b_1*(x-o_x) + b_2*np.sqrt((x-o_x)**2 + c**2/4)
987
+
988
+ min_fit = np.array([-3.0, 0.0, -2.0, -10.0, 0.0])
989
+ max_fit = np.array([0.0, 3.0, 3.0, 0.0, 10.0])
990
+ guess = np.array([-2.5/3.0, 4/3.0, 1.0, -4.0, 0.5])
991
+
992
+ params = [-2, .4, -1, -5, 9.5]
993
+ xdata = np.array([-32, -16, -8, 4, 4, 8, 16, 32])
994
+ ydata = hyperbola(xdata, *params)
995
+
996
+ # run optimization twice, with xdata being float32 and float64
997
+ popt_64, _ = curve_fit(f=hyperbola, xdata=xdata, ydata=ydata, p0=guess,
998
+ bounds=(min_fit, max_fit))
999
+
1000
+ xdata = xdata.astype(np.float32)
1001
+ ydata = hyperbola(xdata, *params)
1002
+
1003
+ popt_32, _ = curve_fit(f=hyperbola, xdata=xdata, ydata=ydata, p0=guess,
1004
+ bounds=(min_fit, max_fit))
1005
+
1006
+ assert_allclose(popt_32, popt_64, atol=2e-5)
1007
+
1008
+ def test_broadcast_y(self):
1009
+ xdata = np.arange(10)
1010
+ target = 4.7 * xdata ** 2 + 3.5 * xdata + np.random.rand(len(xdata))
1011
+ def fit_func(x, a, b):
1012
+ return a * x ** 2 + b * x - target
1013
+ for method in ['lm', 'trf', 'dogbox']:
1014
+ popt0, pcov0 = curve_fit(fit_func,
1015
+ xdata=xdata,
1016
+ ydata=np.zeros_like(xdata),
1017
+ method=method)
1018
+ popt1, pcov1 = curve_fit(fit_func,
1019
+ xdata=xdata,
1020
+ ydata=0,
1021
+ method=method)
1022
+ assert_allclose(pcov0, pcov1)
1023
+
1024
+ def test_args_in_kwargs(self):
1025
+ # Ensure that `args` cannot be passed as keyword argument to `curve_fit`
1026
+
1027
+ def func(x, a, b):
1028
+ return a * x + b
1029
+
1030
+ with assert_raises(ValueError):
1031
+ curve_fit(func,
1032
+ xdata=[1, 2, 3, 4],
1033
+ ydata=[5, 9, 13, 17],
1034
+ p0=[1],
1035
+ args=(1,))
1036
+
1037
+ def test_data_point_number_validation(self):
1038
+ def func(x, a, b, c, d, e):
1039
+ return a * np.exp(-b * x) + c + d + e
1040
+
1041
+ with assert_raises(TypeError, match="The number of func parameters="):
1042
+ curve_fit(func,
1043
+ xdata=[1, 2, 3, 4],
1044
+ ydata=[5, 9, 13, 17])
1045
+
1046
+ @pytest.mark.filterwarnings('ignore::RuntimeWarning')
1047
+ def test_gh4555(self):
1048
+ # gh-4555 reported that covariance matrices returned by `leastsq`
1049
+ # can have negative diagonal elements and eigenvalues. (In fact,
1050
+ # they can also be asymmetric.) This shows up in the output of
1051
+ # `scipy.optimize.curve_fit`. Check that it has been resolved.giit
1052
+ def f(x, a, b, c, d, e):
1053
+ return a*np.log(x + 1 + b) + c*np.log(x + 1 + d) + e
1054
+
1055
+ rng = np.random.default_rng(408113519974467917)
1056
+ n = 100
1057
+ x = np.arange(n)
1058
+ y = np.linspace(2, 7, n) + rng.random(n)
1059
+ p, cov = optimize.curve_fit(f, x, y, maxfev=100000)
1060
+ assert np.all(np.diag(cov) > 0)
1061
+ eigs = linalg.eigh(cov)[0] # separate line for debugging
1062
+ # some platforms see a small negative eigevenvalue
1063
+ assert np.all(eigs > -1e-2)
1064
+ assert_allclose(cov, cov.T)
1065
+
1066
+ def test_gh4555b(self):
1067
+ # check that PR gh-17247 did not significantly change covariance matrix
1068
+ # for simple cases
1069
+ rng = np.random.default_rng(408113519974467917)
1070
+
1071
+ def func(x, a, b, c):
1072
+ return a * np.exp(-b * x) + c
1073
+
1074
+ xdata = np.linspace(0, 4, 50)
1075
+ y = func(xdata, 2.5, 1.3, 0.5)
1076
+ y_noise = 0.2 * rng.normal(size=xdata.size)
1077
+ ydata = y + y_noise
1078
+ _, res = curve_fit(func, xdata, ydata)
1079
+ # reference from commit 1d80a2f254380d2b45733258ca42eb6b55c8755b
1080
+ ref = [[+0.0158972536486215, 0.0069207183284242, -0.0007474400714749],
1081
+ [+0.0069207183284242, 0.0205057958128679, +0.0053997711275403],
1082
+ [-0.0007474400714749, 0.0053997711275403, +0.0027833930320877]]
1083
+ # Linux_Python_38_32bit_full fails with default tolerance
1084
+ assert_allclose(res, ref, 2e-7)
1085
+
1086
+ def test_gh13670(self):
1087
+ # gh-13670 reported that `curve_fit` executes callables
1088
+ # with the same values of the parameters at the beginning of
1089
+ # optimization. Check that this has been resolved.
1090
+
1091
+ rng = np.random.default_rng(8250058582555444926)
1092
+ x = np.linspace(0, 3, 101)
1093
+ y = 2 * x + 1 + rng.normal(size=101) * 0.5
1094
+
1095
+ def line(x, *p):
1096
+ assert not np.all(line.last_p == p)
1097
+ line.last_p = p
1098
+ return x * p[0] + p[1]
1099
+
1100
+ def jac(x, *p):
1101
+ assert not np.all(jac.last_p == p)
1102
+ jac.last_p = p
1103
+ return np.array([x, np.ones_like(x)]).T
1104
+
1105
+ line.last_p = None
1106
+ jac.last_p = None
1107
+ p0 = np.array([1.0, 5.0])
1108
+ curve_fit(line, x, y, p0, method='lm', jac=jac)
1109
+
1110
+ @pytest.mark.parametrize('method', ['trf', 'dogbox'])
1111
+ def test_gh20155_error_mentions_x0(self, method):
1112
+ # `curve_fit` produced an error message that referred to an undocumented
1113
+ # variable `x0`, which was really `p0`. Check that this is resolved.
1114
+ def func(x,a):
1115
+ return x**a
1116
+ message = "Initial guess is outside of provided bounds"
1117
+ with pytest.raises(ValueError, match=message):
1118
+ curve_fit(func, self.x, self.y, p0=[1], bounds=(1000, 1001),
1119
+ method=method)
1120
+
1121
+
1122
+ class TestFixedPoint:
1123
+
1124
+ def test_scalar_trivial(self):
1125
+ # f(x) = 2x; fixed point should be x=0
1126
+ def func(x):
1127
+ return 2.0*x
1128
+ x0 = 1.0
1129
+ x = fixed_point(func, x0)
1130
+ assert_almost_equal(x, 0.0)
1131
+
1132
+ def test_scalar_basic1(self):
1133
+ # f(x) = x**2; x0=1.05; fixed point should be x=1
1134
+ def func(x):
1135
+ return x**2
1136
+ x0 = 1.05
1137
+ x = fixed_point(func, x0)
1138
+ assert_almost_equal(x, 1.0)
1139
+
1140
+ def test_scalar_basic2(self):
1141
+ # f(x) = x**0.5; x0=1.05; fixed point should be x=1
1142
+ def func(x):
1143
+ return x**0.5
1144
+ x0 = 1.05
1145
+ x = fixed_point(func, x0)
1146
+ assert_almost_equal(x, 1.0)
1147
+
1148
+ def test_array_trivial(self):
1149
+ def func(x):
1150
+ return 2.0*x
1151
+ x0 = [0.3, 0.15]
1152
+ with np.errstate(all='ignore'):
1153
+ x = fixed_point(func, x0)
1154
+ assert_almost_equal(x, [0.0, 0.0])
1155
+
1156
+ def test_array_basic1(self):
1157
+ # f(x) = c * x**2; fixed point should be x=1/c
1158
+ def func(x, c):
1159
+ return c * x**2
1160
+ c = array([0.75, 1.0, 1.25])
1161
+ x0 = [1.1, 1.15, 0.9]
1162
+ with np.errstate(all='ignore'):
1163
+ x = fixed_point(func, x0, args=(c,))
1164
+ assert_almost_equal(x, 1.0/c)
1165
+
1166
+ def test_array_basic2(self):
1167
+ # f(x) = c * x**0.5; fixed point should be x=c**2
1168
+ def func(x, c):
1169
+ return c * x**0.5
1170
+ c = array([0.75, 1.0, 1.25])
1171
+ x0 = [0.8, 1.1, 1.1]
1172
+ x = fixed_point(func, x0, args=(c,))
1173
+ assert_almost_equal(x, c**2)
1174
+
1175
+ def test_lambertw(self):
1176
+ # python-list/2010-December/594592.html
1177
+ xxroot = fixed_point(lambda xx: np.exp(-2.0*xx)/2.0, 1.0,
1178
+ args=(), xtol=1e-12, maxiter=500)
1179
+ assert_allclose(xxroot, np.exp(-2.0*xxroot)/2.0)
1180
+ assert_allclose(xxroot, lambertw(1)/2)
1181
+
1182
+ def test_no_acceleration(self):
1183
+ # GitHub issue 5460
1184
+ ks = 2
1185
+ kl = 6
1186
+ m = 1.3
1187
+ n0 = 1.001
1188
+ i0 = ((m-1)/m)*(kl/ks/m)**(1/(m-1))
1189
+
1190
+ def func(n):
1191
+ return np.log(kl/ks/n) / np.log(i0*n/(n - 1)) + 1
1192
+
1193
+ n = fixed_point(func, n0, method='iteration')
1194
+ assert_allclose(n, m)
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_optimize.py ADDED
The diff for this file is too large to render. See raw diff
 
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_regression.py ADDED
@@ -0,0 +1,40 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Regression tests for optimize.
2
+
3
+ """
4
+ import numpy as np
5
+ from numpy.testing import assert_almost_equal
6
+ from pytest import raises as assert_raises
7
+
8
+ import scipy.optimize
9
+
10
+
11
+ class TestRegression:
12
+
13
+ def test_newton_x0_is_0(self):
14
+ # Regression test for gh-1601
15
+ tgt = 1
16
+ res = scipy.optimize.newton(lambda x: x - 1, 0)
17
+ assert_almost_equal(res, tgt)
18
+
19
+ def test_newton_integers(self):
20
+ # Regression test for gh-1741
21
+ root = scipy.optimize.newton(lambda x: x**2 - 1, x0=2,
22
+ fprime=lambda x: 2*x)
23
+ assert_almost_equal(root, 1.0)
24
+
25
+ def test_lmdif_errmsg(self):
26
+ # This shouldn't cause a crash on Python 3
27
+ class SomeError(Exception):
28
+ pass
29
+ counter = [0]
30
+
31
+ def func(x):
32
+ counter[0] += 1
33
+ if counter[0] < 3:
34
+ return x**2 - np.array([9, 10, 11])
35
+ else:
36
+ raise SomeError()
37
+ assert_raises(SomeError,
38
+ scipy.optimize.leastsq,
39
+ func, [1, 2, 3])
40
+
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_slsqp.py ADDED
@@ -0,0 +1,613 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit test for SLSQP optimization.
3
+ """
4
+ from numpy.testing import (assert_, assert_array_almost_equal,
5
+ assert_allclose, assert_equal)
6
+ from pytest import raises as assert_raises
7
+ import pytest
8
+ import numpy as np
9
+ import scipy
10
+
11
+ from scipy.optimize import fmin_slsqp, minimize, Bounds, NonlinearConstraint
12
+
13
+
14
+ class MyCallBack:
15
+ """pass a custom callback function
16
+
17
+ This makes sure it's being used.
18
+ """
19
+ def __init__(self):
20
+ self.been_called = False
21
+ self.ncalls = 0
22
+
23
+ def __call__(self, x):
24
+ self.been_called = True
25
+ self.ncalls += 1
26
+
27
+
28
+ class TestSLSQP:
29
+ """
30
+ Test SLSQP algorithm using Example 14.4 from Numerical Methods for
31
+ Engineers by Steven Chapra and Raymond Canale.
32
+ This example maximizes the function f(x) = 2*x*y + 2*x - x**2 - 2*y**2,
33
+ which has a maximum at x=2, y=1.
34
+ """
35
+ def setup_method(self):
36
+ self.opts = {'disp': False}
37
+
38
+ def fun(self, d, sign=1.0):
39
+ """
40
+ Arguments:
41
+ d - A list of two elements, where d[0] represents x and d[1] represents y
42
+ in the following equation.
43
+ sign - A multiplier for f. Since we want to optimize it, and the SciPy
44
+ optimizers can only minimize functions, we need to multiply it by
45
+ -1 to achieve the desired solution
46
+ Returns:
47
+ 2*x*y + 2*x - x**2 - 2*y**2
48
+
49
+ """
50
+ x = d[0]
51
+ y = d[1]
52
+ return sign*(2*x*y + 2*x - x**2 - 2*y**2)
53
+
54
+ def jac(self, d, sign=1.0):
55
+ """
56
+ This is the derivative of fun, returning a NumPy array
57
+ representing df/dx and df/dy.
58
+
59
+ """
60
+ x = d[0]
61
+ y = d[1]
62
+ dfdx = sign*(-2*x + 2*y + 2)
63
+ dfdy = sign*(2*x - 4*y)
64
+ return np.array([dfdx, dfdy], float)
65
+
66
+ def fun_and_jac(self, d, sign=1.0):
67
+ return self.fun(d, sign), self.jac(d, sign)
68
+
69
+ def f_eqcon(self, x, sign=1.0):
70
+ """ Equality constraint """
71
+ return np.array([x[0] - x[1]])
72
+
73
+ def fprime_eqcon(self, x, sign=1.0):
74
+ """ Equality constraint, derivative """
75
+ return np.array([[1, -1]])
76
+
77
+ def f_eqcon_scalar(self, x, sign=1.0):
78
+ """ Scalar equality constraint """
79
+ return self.f_eqcon(x, sign)[0]
80
+
81
+ def fprime_eqcon_scalar(self, x, sign=1.0):
82
+ """ Scalar equality constraint, derivative """
83
+ return self.fprime_eqcon(x, sign)[0].tolist()
84
+
85
+ def f_ieqcon(self, x, sign=1.0):
86
+ """ Inequality constraint """
87
+ return np.array([x[0] - x[1] - 1.0])
88
+
89
+ def fprime_ieqcon(self, x, sign=1.0):
90
+ """ Inequality constraint, derivative """
91
+ return np.array([[1, -1]])
92
+
93
+ def f_ieqcon2(self, x):
94
+ """ Vector inequality constraint """
95
+ return np.asarray(x)
96
+
97
+ def fprime_ieqcon2(self, x):
98
+ """ Vector inequality constraint, derivative """
99
+ return np.identity(x.shape[0])
100
+
101
+ # minimize
102
+ def test_minimize_unbounded_approximated(self):
103
+ # Minimize, method='SLSQP': unbounded, approximated jacobian.
104
+ jacs = [None, False, '2-point', '3-point']
105
+ for jac in jacs:
106
+ res = minimize(self.fun, [-1.0, 1.0], args=(-1.0, ),
107
+ jac=jac, method='SLSQP',
108
+ options=self.opts)
109
+ assert_(res['success'], res['message'])
110
+ assert_allclose(res.x, [2, 1])
111
+
112
+ def test_minimize_unbounded_given(self):
113
+ # Minimize, method='SLSQP': unbounded, given Jacobian.
114
+ res = minimize(self.fun, [-1.0, 1.0], args=(-1.0, ),
115
+ jac=self.jac, method='SLSQP', options=self.opts)
116
+ assert_(res['success'], res['message'])
117
+ assert_allclose(res.x, [2, 1])
118
+
119
+ def test_minimize_bounded_approximated(self):
120
+ # Minimize, method='SLSQP': bounded, approximated jacobian.
121
+ jacs = [None, False, '2-point', '3-point']
122
+ for jac in jacs:
123
+ with np.errstate(invalid='ignore'):
124
+ res = minimize(self.fun, [-1.0, 1.0], args=(-1.0, ),
125
+ jac=jac,
126
+ bounds=((2.5, None), (None, 0.5)),
127
+ method='SLSQP', options=self.opts)
128
+ assert_(res['success'], res['message'])
129
+ assert_allclose(res.x, [2.5, 0.5])
130
+ assert_(2.5 <= res.x[0])
131
+ assert_(res.x[1] <= 0.5)
132
+
133
+ def test_minimize_unbounded_combined(self):
134
+ # Minimize, method='SLSQP': unbounded, combined function and Jacobian.
135
+ res = minimize(self.fun_and_jac, [-1.0, 1.0], args=(-1.0, ),
136
+ jac=True, method='SLSQP', options=self.opts)
137
+ assert_(res['success'], res['message'])
138
+ assert_allclose(res.x, [2, 1])
139
+
140
+ def test_minimize_equality_approximated(self):
141
+ # Minimize with method='SLSQP': equality constraint, approx. jacobian.
142
+ jacs = [None, False, '2-point', '3-point']
143
+ for jac in jacs:
144
+ res = minimize(self.fun, [-1.0, 1.0], args=(-1.0, ),
145
+ jac=jac,
146
+ constraints={'type': 'eq',
147
+ 'fun': self.f_eqcon,
148
+ 'args': (-1.0, )},
149
+ method='SLSQP', options=self.opts)
150
+ assert_(res['success'], res['message'])
151
+ assert_allclose(res.x, [1, 1])
152
+
153
+ def test_minimize_equality_given(self):
154
+ # Minimize with method='SLSQP': equality constraint, given Jacobian.
155
+ res = minimize(self.fun, [-1.0, 1.0], jac=self.jac,
156
+ method='SLSQP', args=(-1.0,),
157
+ constraints={'type': 'eq', 'fun':self.f_eqcon,
158
+ 'args': (-1.0, )},
159
+ options=self.opts)
160
+ assert_(res['success'], res['message'])
161
+ assert_allclose(res.x, [1, 1])
162
+
163
+ def test_minimize_equality_given2(self):
164
+ # Minimize with method='SLSQP': equality constraint, given Jacobian
165
+ # for fun and const.
166
+ res = minimize(self.fun, [-1.0, 1.0], method='SLSQP',
167
+ jac=self.jac, args=(-1.0,),
168
+ constraints={'type': 'eq',
169
+ 'fun': self.f_eqcon,
170
+ 'args': (-1.0, ),
171
+ 'jac': self.fprime_eqcon},
172
+ options=self.opts)
173
+ assert_(res['success'], res['message'])
174
+ assert_allclose(res.x, [1, 1])
175
+
176
+ def test_minimize_equality_given_cons_scalar(self):
177
+ # Minimize with method='SLSQP': scalar equality constraint, given
178
+ # Jacobian for fun and const.
179
+ res = minimize(self.fun, [-1.0, 1.0], method='SLSQP',
180
+ jac=self.jac, args=(-1.0,),
181
+ constraints={'type': 'eq',
182
+ 'fun': self.f_eqcon_scalar,
183
+ 'args': (-1.0, ),
184
+ 'jac': self.fprime_eqcon_scalar},
185
+ options=self.opts)
186
+ assert_(res['success'], res['message'])
187
+ assert_allclose(res.x, [1, 1])
188
+
189
+ def test_minimize_inequality_given(self):
190
+ # Minimize with method='SLSQP': inequality constraint, given Jacobian.
191
+ res = minimize(self.fun, [-1.0, 1.0], method='SLSQP',
192
+ jac=self.jac, args=(-1.0, ),
193
+ constraints={'type': 'ineq',
194
+ 'fun': self.f_ieqcon,
195
+ 'args': (-1.0, )},
196
+ options=self.opts)
197
+ assert_(res['success'], res['message'])
198
+ assert_allclose(res.x, [2, 1], atol=1e-3)
199
+
200
+ def test_minimize_inequality_given_vector_constraints(self):
201
+ # Minimize with method='SLSQP': vector inequality constraint, given
202
+ # Jacobian.
203
+ res = minimize(self.fun, [-1.0, 1.0], jac=self.jac,
204
+ method='SLSQP', args=(-1.0,),
205
+ constraints={'type': 'ineq',
206
+ 'fun': self.f_ieqcon2,
207
+ 'jac': self.fprime_ieqcon2},
208
+ options=self.opts)
209
+ assert_(res['success'], res['message'])
210
+ assert_allclose(res.x, [2, 1])
211
+
212
+ def test_minimize_bounded_constraint(self):
213
+ # when the constraint makes the solver go up against a parameter
214
+ # bound make sure that the numerical differentiation of the
215
+ # jacobian doesn't try to exceed that bound using a finite difference.
216
+ # gh11403
217
+ def c(x):
218
+ assert 0 <= x[0] <= 1 and 0 <= x[1] <= 1, x
219
+ return x[0] ** 0.5 + x[1]
220
+
221
+ def f(x):
222
+ assert 0 <= x[0] <= 1 and 0 <= x[1] <= 1, x
223
+ return -x[0] ** 2 + x[1] ** 2
224
+
225
+ cns = [NonlinearConstraint(c, 0, 1.5)]
226
+ x0 = np.asarray([0.9, 0.5])
227
+ bnd = Bounds([0., 0.], [1.0, 1.0])
228
+ minimize(f, x0, method='SLSQP', bounds=bnd, constraints=cns)
229
+
230
+ def test_minimize_bound_equality_given2(self):
231
+ # Minimize with method='SLSQP': bounds, eq. const., given jac. for
232
+ # fun. and const.
233
+ res = minimize(self.fun, [-1.0, 1.0], method='SLSQP',
234
+ jac=self.jac, args=(-1.0, ),
235
+ bounds=[(-0.8, 1.), (-1, 0.8)],
236
+ constraints={'type': 'eq',
237
+ 'fun': self.f_eqcon,
238
+ 'args': (-1.0, ),
239
+ 'jac': self.fprime_eqcon},
240
+ options=self.opts)
241
+ assert_(res['success'], res['message'])
242
+ assert_allclose(res.x, [0.8, 0.8], atol=1e-3)
243
+ assert_(-0.8 <= res.x[0] <= 1)
244
+ assert_(-1 <= res.x[1] <= 0.8)
245
+
246
+ # fmin_slsqp
247
+ def test_unbounded_approximated(self):
248
+ # SLSQP: unbounded, approximated Jacobian.
249
+ res = fmin_slsqp(self.fun, [-1.0, 1.0], args=(-1.0, ),
250
+ iprint = 0, full_output = 1)
251
+ x, fx, its, imode, smode = res
252
+ assert_(imode == 0, imode)
253
+ assert_array_almost_equal(x, [2, 1])
254
+
255
+ def test_unbounded_given(self):
256
+ # SLSQP: unbounded, given Jacobian.
257
+ res = fmin_slsqp(self.fun, [-1.0, 1.0], args=(-1.0, ),
258
+ fprime = self.jac, iprint = 0,
259
+ full_output = 1)
260
+ x, fx, its, imode, smode = res
261
+ assert_(imode == 0, imode)
262
+ assert_array_almost_equal(x, [2, 1])
263
+
264
+ def test_equality_approximated(self):
265
+ # SLSQP: equality constraint, approximated Jacobian.
266
+ res = fmin_slsqp(self.fun,[-1.0,1.0], args=(-1.0,),
267
+ eqcons = [self.f_eqcon],
268
+ iprint = 0, full_output = 1)
269
+ x, fx, its, imode, smode = res
270
+ assert_(imode == 0, imode)
271
+ assert_array_almost_equal(x, [1, 1])
272
+
273
+ def test_equality_given(self):
274
+ # SLSQP: equality constraint, given Jacobian.
275
+ res = fmin_slsqp(self.fun, [-1.0, 1.0],
276
+ fprime=self.jac, args=(-1.0,),
277
+ eqcons = [self.f_eqcon], iprint = 0,
278
+ full_output = 1)
279
+ x, fx, its, imode, smode = res
280
+ assert_(imode == 0, imode)
281
+ assert_array_almost_equal(x, [1, 1])
282
+
283
+ def test_equality_given2(self):
284
+ # SLSQP: equality constraint, given Jacobian for fun and const.
285
+ res = fmin_slsqp(self.fun, [-1.0, 1.0],
286
+ fprime=self.jac, args=(-1.0,),
287
+ f_eqcons = self.f_eqcon,
288
+ fprime_eqcons = self.fprime_eqcon,
289
+ iprint = 0,
290
+ full_output = 1)
291
+ x, fx, its, imode, smode = res
292
+ assert_(imode == 0, imode)
293
+ assert_array_almost_equal(x, [1, 1])
294
+
295
+ def test_inequality_given(self):
296
+ # SLSQP: inequality constraint, given Jacobian.
297
+ res = fmin_slsqp(self.fun, [-1.0, 1.0],
298
+ fprime=self.jac, args=(-1.0, ),
299
+ ieqcons = [self.f_ieqcon],
300
+ iprint = 0, full_output = 1)
301
+ x, fx, its, imode, smode = res
302
+ assert_(imode == 0, imode)
303
+ assert_array_almost_equal(x, [2, 1], decimal=3)
304
+
305
+ def test_bound_equality_given2(self):
306
+ # SLSQP: bounds, eq. const., given jac. for fun. and const.
307
+ res = fmin_slsqp(self.fun, [-1.0, 1.0],
308
+ fprime=self.jac, args=(-1.0, ),
309
+ bounds = [(-0.8, 1.), (-1, 0.8)],
310
+ f_eqcons = self.f_eqcon,
311
+ fprime_eqcons = self.fprime_eqcon,
312
+ iprint = 0, full_output = 1)
313
+ x, fx, its, imode, smode = res
314
+ assert_(imode == 0, imode)
315
+ assert_array_almost_equal(x, [0.8, 0.8], decimal=3)
316
+ assert_(-0.8 <= x[0] <= 1)
317
+ assert_(-1 <= x[1] <= 0.8)
318
+
319
+ def test_scalar_constraints(self):
320
+ # Regression test for gh-2182
321
+ x = fmin_slsqp(lambda z: z**2, [3.],
322
+ ieqcons=[lambda z: z[0] - 1],
323
+ iprint=0)
324
+ assert_array_almost_equal(x, [1.])
325
+
326
+ x = fmin_slsqp(lambda z: z**2, [3.],
327
+ f_ieqcons=lambda z: [z[0] - 1],
328
+ iprint=0)
329
+ assert_array_almost_equal(x, [1.])
330
+
331
+ def test_integer_bounds(self):
332
+ # This should not raise an exception
333
+ fmin_slsqp(lambda z: z**2 - 1, [0], bounds=[[0, 1]], iprint=0)
334
+
335
+ def test_array_bounds(self):
336
+ # NumPy used to treat n-dimensional 1-element arrays as scalars
337
+ # in some cases. The handling of `bounds` by `fmin_slsqp` still
338
+ # supports this behavior.
339
+ bounds = [(-np.inf, np.inf), (np.array([2]), np.array([3]))]
340
+ x = fmin_slsqp(lambda z: np.sum(z**2 - 1), [2.5, 2.5], bounds=bounds,
341
+ iprint=0)
342
+ assert_array_almost_equal(x, [0, 2])
343
+
344
+ def test_obj_must_return_scalar(self):
345
+ # Regression test for Github Issue #5433
346
+ # If objective function does not return a scalar, raises ValueError
347
+ with assert_raises(ValueError):
348
+ fmin_slsqp(lambda x: [0, 1], [1, 2, 3])
349
+
350
+ def test_obj_returns_scalar_in_list(self):
351
+ # Test for Github Issue #5433 and PR #6691
352
+ # Objective function should be able to return length-1 Python list
353
+ # containing the scalar
354
+ fmin_slsqp(lambda x: [0], [1, 2, 3], iprint=0)
355
+
356
+ def test_callback(self):
357
+ # Minimize, method='SLSQP': unbounded, approximated jacobian. Check for callback
358
+ callback = MyCallBack()
359
+ res = minimize(self.fun, [-1.0, 1.0], args=(-1.0, ),
360
+ method='SLSQP', callback=callback, options=self.opts)
361
+ assert_(res['success'], res['message'])
362
+ assert_(callback.been_called)
363
+ assert_equal(callback.ncalls, res['nit'])
364
+
365
+ def test_inconsistent_linearization(self):
366
+ # SLSQP must be able to solve this problem, even if the
367
+ # linearized problem at the starting point is infeasible.
368
+
369
+ # Linearized constraints are
370
+ #
371
+ # 2*x0[0]*x[0] >= 1
372
+ #
373
+ # At x0 = [0, 1], the second constraint is clearly infeasible.
374
+ # This triggers a call with n2==1 in the LSQ subroutine.
375
+ x = [0, 1]
376
+ def f1(x):
377
+ return x[0] + x[1] - 2
378
+ def f2(x):
379
+ return x[0] ** 2 - 1
380
+ sol = minimize(
381
+ lambda x: x[0]**2 + x[1]**2,
382
+ x,
383
+ constraints=({'type':'eq','fun': f1},
384
+ {'type':'ineq','fun': f2}),
385
+ bounds=((0,None), (0,None)),
386
+ method='SLSQP')
387
+ x = sol.x
388
+
389
+ assert_allclose(f1(x), 0, atol=1e-8)
390
+ assert_(f2(x) >= -1e-8)
391
+ assert_(sol.success, sol)
392
+
393
+ def test_regression_5743(self):
394
+ # SLSQP must not indicate success for this problem,
395
+ # which is infeasible.
396
+ x = [1, 2]
397
+ sol = minimize(
398
+ lambda x: x[0]**2 + x[1]**2,
399
+ x,
400
+ constraints=({'type':'eq','fun': lambda x: x[0]+x[1]-1},
401
+ {'type':'ineq','fun': lambda x: x[0]-2}),
402
+ bounds=((0,None), (0,None)),
403
+ method='SLSQP')
404
+ assert_(not sol.success, sol)
405
+
406
+ def test_gh_6676(self):
407
+ def func(x):
408
+ return (x[0] - 1)**2 + 2*(x[1] - 1)**2 + 0.5*(x[2] - 1)**2
409
+
410
+ sol = minimize(func, [0, 0, 0], method='SLSQP')
411
+ assert_(sol.jac.shape == (3,))
412
+
413
+ def test_invalid_bounds(self):
414
+ # Raise correct error when lower bound is greater than upper bound.
415
+ # See Github issue 6875.
416
+ bounds_list = [
417
+ ((1, 2), (2, 1)),
418
+ ((2, 1), (1, 2)),
419
+ ((2, 1), (2, 1)),
420
+ ((np.inf, 0), (np.inf, 0)),
421
+ ((1, -np.inf), (0, 1)),
422
+ ]
423
+ for bounds in bounds_list:
424
+ with assert_raises(ValueError):
425
+ minimize(self.fun, [-1.0, 1.0], bounds=bounds, method='SLSQP')
426
+
427
+ def test_bounds_clipping(self):
428
+ #
429
+ # SLSQP returns bogus results for initial guess out of bounds, gh-6859
430
+ #
431
+ def f(x):
432
+ return (x[0] - 1)**2
433
+
434
+ sol = minimize(f, [10], method='slsqp', bounds=[(None, 0)])
435
+ assert_(sol.success)
436
+ assert_allclose(sol.x, 0, atol=1e-10)
437
+
438
+ sol = minimize(f, [-10], method='slsqp', bounds=[(2, None)])
439
+ assert_(sol.success)
440
+ assert_allclose(sol.x, 2, atol=1e-10)
441
+
442
+ sol = minimize(f, [-10], method='slsqp', bounds=[(None, 0)])
443
+ assert_(sol.success)
444
+ assert_allclose(sol.x, 0, atol=1e-10)
445
+
446
+ sol = minimize(f, [10], method='slsqp', bounds=[(2, None)])
447
+ assert_(sol.success)
448
+ assert_allclose(sol.x, 2, atol=1e-10)
449
+
450
+ sol = minimize(f, [-0.5], method='slsqp', bounds=[(-1, 0)])
451
+ assert_(sol.success)
452
+ assert_allclose(sol.x, 0, atol=1e-10)
453
+
454
+ sol = minimize(f, [10], method='slsqp', bounds=[(-1, 0)])
455
+ assert_(sol.success)
456
+ assert_allclose(sol.x, 0, atol=1e-10)
457
+
458
+ def test_infeasible_initial(self):
459
+ # Check SLSQP behavior with infeasible initial point
460
+ def f(x):
461
+ x, = x
462
+ return x*x - 2*x + 1
463
+
464
+ cons_u = [{'type': 'ineq', 'fun': lambda x: 0 - x}]
465
+ cons_l = [{'type': 'ineq', 'fun': lambda x: x - 2}]
466
+ cons_ul = [{'type': 'ineq', 'fun': lambda x: 0 - x},
467
+ {'type': 'ineq', 'fun': lambda x: x + 1}]
468
+
469
+ sol = minimize(f, [10], method='slsqp', constraints=cons_u)
470
+ assert_(sol.success)
471
+ assert_allclose(sol.x, 0, atol=1e-10)
472
+
473
+ sol = minimize(f, [-10], method='slsqp', constraints=cons_l)
474
+ assert_(sol.success)
475
+ assert_allclose(sol.x, 2, atol=1e-10)
476
+
477
+ sol = minimize(f, [-10], method='slsqp', constraints=cons_u)
478
+ assert_(sol.success)
479
+ assert_allclose(sol.x, 0, atol=1e-10)
480
+
481
+ sol = minimize(f, [10], method='slsqp', constraints=cons_l)
482
+ assert_(sol.success)
483
+ assert_allclose(sol.x, 2, atol=1e-10)
484
+
485
+ sol = minimize(f, [-0.5], method='slsqp', constraints=cons_ul)
486
+ assert_(sol.success)
487
+ assert_allclose(sol.x, 0, atol=1e-10)
488
+
489
+ sol = minimize(f, [10], method='slsqp', constraints=cons_ul)
490
+ assert_(sol.success)
491
+ assert_allclose(sol.x, 0, atol=1e-10)
492
+
493
+ @pytest.mark.xfail(scipy.show_config(mode='dicts')['Compilers']['fortran']['name']
494
+ == "intel-llvm",
495
+ reason="Runtime warning due to floating point issues, not logic")
496
+ def test_inconsistent_inequalities(self):
497
+ # gh-7618
498
+
499
+ def cost(x):
500
+ return -1 * x[0] + 4 * x[1]
501
+
502
+ def ineqcons1(x):
503
+ return x[1] - x[0] - 1
504
+
505
+ def ineqcons2(x):
506
+ return x[0] - x[1]
507
+
508
+ # The inequalities are inconsistent, so no solution can exist:
509
+ #
510
+ # x1 >= x0 + 1
511
+ # x0 >= x1
512
+
513
+ x0 = (1,5)
514
+ bounds = ((-5, 5), (-5, 5))
515
+ cons = (dict(type='ineq', fun=ineqcons1), dict(type='ineq', fun=ineqcons2))
516
+ res = minimize(cost, x0, method='SLSQP', bounds=bounds, constraints=cons)
517
+
518
+ assert_(not res.success)
519
+
520
+ def test_new_bounds_type(self):
521
+ def f(x):
522
+ return x[0] ** 2 + x[1] ** 2
523
+ bounds = Bounds([1, 0], [np.inf, np.inf])
524
+ sol = minimize(f, [0, 0], method='slsqp', bounds=bounds)
525
+ assert_(sol.success)
526
+ assert_allclose(sol.x, [1, 0])
527
+
528
+ def test_nested_minimization(self):
529
+
530
+ class NestedProblem:
531
+
532
+ def __init__(self):
533
+ self.F_outer_count = 0
534
+
535
+ def F_outer(self, x):
536
+ self.F_outer_count += 1
537
+ if self.F_outer_count > 1000:
538
+ raise Exception("Nested minimization failed to terminate.")
539
+ inner_res = minimize(self.F_inner, (3, 4), method="SLSQP")
540
+ assert_(inner_res.success)
541
+ assert_allclose(inner_res.x, [1, 1])
542
+ return x[0]**2 + x[1]**2 + x[2]**2
543
+
544
+ def F_inner(self, x):
545
+ return (x[0] - 1)**2 + (x[1] - 1)**2
546
+
547
+ def solve(self):
548
+ outer_res = minimize(self.F_outer, (5, 5, 5), method="SLSQP")
549
+ assert_(outer_res.success)
550
+ assert_allclose(outer_res.x, [0, 0, 0])
551
+
552
+ problem = NestedProblem()
553
+ problem.solve()
554
+
555
+ def test_gh1758(self):
556
+ # the test suggested in gh1758
557
+ # https://nlopt.readthedocs.io/en/latest/NLopt_Tutorial/
558
+ # implement two equality constraints, in R^2.
559
+ def fun(x):
560
+ return np.sqrt(x[1])
561
+
562
+ def f_eqcon(x):
563
+ """ Equality constraint """
564
+ return x[1] - (2 * x[0]) ** 3
565
+
566
+ def f_eqcon2(x):
567
+ """ Equality constraint """
568
+ return x[1] - (-x[0] + 1) ** 3
569
+
570
+ c1 = {'type': 'eq', 'fun': f_eqcon}
571
+ c2 = {'type': 'eq', 'fun': f_eqcon2}
572
+
573
+ res = minimize(fun, [8, 0.25], method='SLSQP',
574
+ constraints=[c1, c2], bounds=[(-0.5, 1), (0, 8)])
575
+
576
+ np.testing.assert_allclose(res.fun, 0.5443310539518)
577
+ np.testing.assert_allclose(res.x, [0.33333333, 0.2962963])
578
+ assert res.success
579
+
580
+ def test_gh9640(self):
581
+ np.random.seed(10)
582
+ cons = ({'type': 'ineq', 'fun': lambda x: -x[0] - x[1] - 3},
583
+ {'type': 'ineq', 'fun': lambda x: x[1] + x[2] - 2})
584
+ bnds = ((-2, 2), (-2, 2), (-2, 2))
585
+
586
+ def target(x):
587
+ return 1
588
+ x0 = [-1.8869783504471584, -0.640096352696244, -0.8174212253407696]
589
+ res = minimize(target, x0, method='SLSQP', bounds=bnds, constraints=cons,
590
+ options={'disp':False, 'maxiter':10000})
591
+
592
+ # The problem is infeasible, so it cannot succeed
593
+ assert not res.success
594
+
595
+ @pytest.mark.thread_unsafe
596
+ def test_parameters_stay_within_bounds(self):
597
+ # gh11403. For some problems the SLSQP Fortran code suggests a step
598
+ # outside one of the lower/upper bounds. When this happens
599
+ # approx_derivative complains because it's being asked to evaluate
600
+ # a gradient outside its domain.
601
+ np.random.seed(1)
602
+ bounds = Bounds(np.array([0.1]), np.array([1.0]))
603
+ n_inputs = len(bounds.lb)
604
+ x0 = np.array(bounds.lb + (bounds.ub - bounds.lb) *
605
+ np.random.random(n_inputs))
606
+
607
+ def f(x):
608
+ assert (x >= bounds.lb).all()
609
+ return np.linalg.norm(x)
610
+
611
+ with pytest.warns(RuntimeWarning, match='x were outside bounds'):
612
+ res = minimize(f, x0, method='SLSQP', bounds=bounds)
613
+ assert res.success
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_trustregion.py ADDED
@@ -0,0 +1,110 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Unit tests for trust-region optimization routines.
3
+
4
+ """
5
+ import pytest
6
+ import numpy as np
7
+ from numpy.testing import assert_, assert_equal, assert_allclose
8
+ from scipy.optimize import (minimize, rosen, rosen_der, rosen_hess,
9
+ rosen_hess_prod)
10
+
11
+
12
+ class Accumulator:
13
+ """ This is for testing callbacks."""
14
+ def __init__(self):
15
+ self.count = 0
16
+ self.accum = None
17
+
18
+ def __call__(self, x):
19
+ self.count += 1
20
+ if self.accum is None:
21
+ self.accum = np.array(x)
22
+ else:
23
+ self.accum += x
24
+
25
+
26
+ class TestTrustRegionSolvers:
27
+
28
+ def setup_method(self):
29
+ self.x_opt = [1.0, 1.0]
30
+ self.easy_guess = [2.0, 2.0]
31
+ self.hard_guess = [-1.2, 1.0]
32
+
33
+ def test_dogleg_accuracy(self):
34
+ # test the accuracy and the return_all option
35
+ x0 = self.hard_guess
36
+ r = minimize(rosen, x0, jac=rosen_der, hess=rosen_hess, tol=1e-8,
37
+ method='dogleg', options={'return_all': True},)
38
+ assert_allclose(x0, r['allvecs'][0])
39
+ assert_allclose(r['x'], r['allvecs'][-1])
40
+ assert_allclose(r['x'], self.x_opt)
41
+
42
+ def test_dogleg_callback(self):
43
+ # test the callback mechanism and the maxiter and return_all options
44
+ accumulator = Accumulator()
45
+ maxiter = 5
46
+ r = minimize(rosen, self.hard_guess, jac=rosen_der, hess=rosen_hess,
47
+ callback=accumulator, method='dogleg',
48
+ options={'return_all': True, 'maxiter': maxiter},)
49
+ assert_equal(accumulator.count, maxiter)
50
+ assert_equal(len(r['allvecs']), maxiter+1)
51
+ assert_allclose(r['x'], r['allvecs'][-1])
52
+ assert_allclose(sum(r['allvecs'][1:]), accumulator.accum)
53
+
54
+ @pytest.mark.thread_unsafe
55
+ def test_dogleg_user_warning(self):
56
+ with pytest.warns(RuntimeWarning,
57
+ match=r'Maximum number of iterations'):
58
+ minimize(rosen, self.hard_guess, jac=rosen_der,
59
+ hess=rosen_hess, method='dogleg',
60
+ options={'disp': True, 'maxiter': 1}, )
61
+
62
+ def test_solver_concordance(self):
63
+ # Assert that dogleg uses fewer iterations than ncg on the Rosenbrock
64
+ # test function, although this does not necessarily mean
65
+ # that dogleg is faster or better than ncg even for this function
66
+ # and especially not for other test functions.
67
+ f = rosen
68
+ g = rosen_der
69
+ h = rosen_hess
70
+ for x0 in (self.easy_guess, self.hard_guess):
71
+ r_dogleg = minimize(f, x0, jac=g, hess=h, tol=1e-8,
72
+ method='dogleg', options={'return_all': True})
73
+ r_trust_ncg = minimize(f, x0, jac=g, hess=h, tol=1e-8,
74
+ method='trust-ncg',
75
+ options={'return_all': True})
76
+ r_trust_krylov = minimize(f, x0, jac=g, hess=h, tol=1e-8,
77
+ method='trust-krylov',
78
+ options={'return_all': True})
79
+ r_ncg = minimize(f, x0, jac=g, hess=h, tol=1e-8,
80
+ method='newton-cg', options={'return_all': True})
81
+ r_iterative = minimize(f, x0, jac=g, hess=h, tol=1e-8,
82
+ method='trust-exact',
83
+ options={'return_all': True})
84
+ assert_allclose(self.x_opt, r_dogleg['x'])
85
+ assert_allclose(self.x_opt, r_trust_ncg['x'])
86
+ assert_allclose(self.x_opt, r_trust_krylov['x'])
87
+ assert_allclose(self.x_opt, r_ncg['x'])
88
+ assert_allclose(self.x_opt, r_iterative['x'])
89
+ assert_(len(r_dogleg['allvecs']) < len(r_ncg['allvecs']))
90
+
91
+ def test_trust_ncg_hessp(self):
92
+ for x0 in (self.easy_guess, self.hard_guess, self.x_opt):
93
+ r = minimize(rosen, x0, jac=rosen_der, hessp=rosen_hess_prod,
94
+ tol=1e-8, method='trust-ncg')
95
+ assert_allclose(self.x_opt, r['x'])
96
+
97
+ def test_trust_ncg_start_in_optimum(self):
98
+ r = minimize(rosen, x0=self.x_opt, jac=rosen_der, hess=rosen_hess,
99
+ tol=1e-8, method='trust-ncg')
100
+ assert_allclose(self.x_opt, r['x'])
101
+
102
+ def test_trust_krylov_start_in_optimum(self):
103
+ r = minimize(rosen, x0=self.x_opt, jac=rosen_der, hess=rosen_hess,
104
+ tol=1e-8, method='trust-krylov')
105
+ assert_allclose(self.x_opt, r['x'])
106
+
107
+ def test_trust_exact_start_in_optimum(self):
108
+ r = minimize(rosen, x0=self.x_opt, jac=rosen_der, hess=rosen_hess,
109
+ tol=1e-8, method='trust-exact')
110
+ assert_allclose(self.x_opt, r['x'])
mantis_evalkit/lib/python3.10/site-packages/scipy/optimize/tests/test_zeros.py ADDED
@@ -0,0 +1,965 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+
3
+ from functools import lru_cache
4
+
5
+ from numpy.testing import (assert_warns, assert_,
6
+ assert_allclose,
7
+ assert_equal,
8
+ assert_array_equal,
9
+ suppress_warnings)
10
+ import numpy as np
11
+ from numpy import finfo, power, nan, isclose, sqrt, exp, sin, cos
12
+
13
+ from scipy import optimize
14
+ from scipy.optimize import (_zeros_py as zeros, newton, root_scalar,
15
+ OptimizeResult)
16
+
17
+ from scipy._lib._util import getfullargspec_no_self as _getfullargspec
18
+
19
+ # Import testing parameters
20
+ from scipy.optimize._tstutils import get_tests, functions as tstutils_functions
21
+
22
+ TOL = 4*np.finfo(float).eps # tolerance
23
+
24
+ _FLOAT_EPS = finfo(float).eps
25
+
26
+ bracket_methods = [zeros.bisect, zeros.ridder, zeros.brentq, zeros.brenth,
27
+ zeros.toms748]
28
+ gradient_methods = [zeros.newton]
29
+ all_methods = bracket_methods + gradient_methods
30
+
31
+ # A few test functions used frequently:
32
+ # # A simple quadratic, (x-1)^2 - 1
33
+ def f1(x):
34
+ return x ** 2 - 2 * x - 1
35
+
36
+
37
+ def f1_1(x):
38
+ return 2 * x - 2
39
+
40
+
41
+ def f1_2(x):
42
+ return 2.0 + 0 * x
43
+
44
+
45
+ def f1_and_p_and_pp(x):
46
+ return f1(x), f1_1(x), f1_2(x)
47
+
48
+
49
+ # Simple transcendental function
50
+ def f2(x):
51
+ return exp(x) - cos(x)
52
+
53
+
54
+ def f2_1(x):
55
+ return exp(x) + sin(x)
56
+
57
+
58
+ def f2_2(x):
59
+ return exp(x) + cos(x)
60
+
61
+
62
+ # lru cached function
63
+ @lru_cache
64
+ def f_lrucached(x):
65
+ return x
66
+
67
+
68
+ class TestScalarRootFinders:
69
+ # Basic tests for all scalar root finders
70
+
71
+ xtol = 4 * np.finfo(float).eps
72
+ rtol = 4 * np.finfo(float).eps
73
+
74
+ def _run_one_test(self, tc, method, sig_args_keys=None,
75
+ sig_kwargs_keys=None, **kwargs):
76
+ method_args = []
77
+ for k in sig_args_keys or []:
78
+ if k not in tc:
79
+ # If a,b not present use x0, x1. Similarly for f and func
80
+ k = {'a': 'x0', 'b': 'x1', 'func': 'f'}.get(k, k)
81
+ method_args.append(tc[k])
82
+
83
+ method_kwargs = dict(**kwargs)
84
+ method_kwargs.update({'full_output': True, 'disp': False})
85
+ for k in sig_kwargs_keys or []:
86
+ method_kwargs[k] = tc[k]
87
+
88
+ root = tc.get('root')
89
+ func_args = tc.get('args', ())
90
+
91
+ try:
92
+ r, rr = method(*method_args, args=func_args, **method_kwargs)
93
+ return root, rr, tc
94
+ except Exception:
95
+ return root, zeros.RootResults(nan, -1, -1, zeros._EVALUEERR, method), tc
96
+
97
+ def run_tests(self, tests, method, name, known_fail=None, **kwargs):
98
+ r"""Run test-cases using the specified method and the supplied signature.
99
+
100
+ Extract the arguments for the method call from the test case
101
+ dictionary using the supplied keys for the method's signature."""
102
+ # The methods have one of two base signatures:
103
+ # (f, a, b, **kwargs) # newton
104
+ # (func, x0, **kwargs) # bisect/brentq/...
105
+
106
+ # FullArgSpec with args, varargs, varkw, defaults, ...
107
+ sig = _getfullargspec(method)
108
+ assert_(not sig.kwonlyargs)
109
+ nDefaults = len(sig.defaults)
110
+ nRequired = len(sig.args) - nDefaults
111
+ sig_args_keys = sig.args[:nRequired]
112
+ sig_kwargs_keys = []
113
+ if name in ['secant', 'newton', 'halley']:
114
+ if name in ['newton', 'halley']:
115
+ sig_kwargs_keys.append('fprime')
116
+ if name in ['halley']:
117
+ sig_kwargs_keys.append('fprime2')
118
+ kwargs['tol'] = self.xtol
119
+ else:
120
+ kwargs['xtol'] = self.xtol
121
+ kwargs['rtol'] = self.rtol
122
+
123
+ results = [list(self._run_one_test(
124
+ tc, method, sig_args_keys=sig_args_keys,
125
+ sig_kwargs_keys=sig_kwargs_keys, **kwargs)) for tc in tests]
126
+ # results= [[true root, full output, tc], ...]
127
+
128
+ known_fail = known_fail or []
129
+ notcvgd = [elt for elt in results if not elt[1].converged]
130
+ notcvgd = [elt for elt in notcvgd if elt[-1]['ID'] not in known_fail]
131
+ notcvged_IDS = [elt[-1]['ID'] for elt in notcvgd]
132
+ assert_equal([len(notcvged_IDS), notcvged_IDS], [0, []])
133
+
134
+ # The usable xtol and rtol depend on the test
135
+ tols = {'xtol': self.xtol, 'rtol': self.rtol}
136
+ tols.update(**kwargs)
137
+ rtol = tols['rtol']
138
+ atol = tols.get('tol', tols['xtol'])
139
+
140
+ cvgd = [elt for elt in results if elt[1].converged]
141
+ approx = [elt[1].root for elt in cvgd]
142
+ correct = [elt[0] for elt in cvgd]
143
+ # See if the root matches the reference value
144
+ notclose = [[a] + elt for a, c, elt in zip(approx, correct, cvgd) if
145
+ not isclose(a, c, rtol=rtol, atol=atol)
146
+ and elt[-1]['ID'] not in known_fail]
147
+ # If not, evaluate the function and see if is 0 at the purported root
148
+ fvs = [tc['f'](aroot, *tc.get('args', tuple()))
149
+ for aroot, c, fullout, tc in notclose]
150
+ notclose = [[fv] + elt for fv, elt in zip(fvs, notclose) if fv != 0]
151
+ assert_equal([notclose, len(notclose)], [[], 0])
152
+ method_from_result = [result[1].method for result in results]
153
+ expected_method = [name for _ in results]
154
+ assert_equal(method_from_result, expected_method)
155
+
156
+ def run_collection(self, collection, method, name, smoothness=None,
157
+ known_fail=None, **kwargs):
158
+ r"""Run a collection of tests using the specified method.
159
+
160
+ The name is used to determine some optional arguments."""
161
+ tests = get_tests(collection, smoothness=smoothness)
162
+ self.run_tests(tests, method, name, known_fail=known_fail, **kwargs)
163
+
164
+
165
+ class TestBracketMethods(TestScalarRootFinders):
166
+ @pytest.mark.parametrize('method', bracket_methods)
167
+ @pytest.mark.parametrize('function', tstutils_functions)
168
+ def test_basic_root_scalar(self, method, function):
169
+ # Tests bracketing root finders called via `root_scalar` on a small
170
+ # set of simple problems, each of which has a root at `x=1`. Checks for
171
+ # converged status and that the root was found.
172
+ a, b = .5, sqrt(3)
173
+
174
+ r = root_scalar(function, method=method.__name__, bracket=[a, b], x0=a,
175
+ xtol=self.xtol, rtol=self.rtol)
176
+ assert r.converged
177
+ assert_allclose(r.root, 1.0, atol=self.xtol, rtol=self.rtol)
178
+ assert r.method == method.__name__
179
+
180
+ @pytest.mark.parametrize('method', bracket_methods)
181
+ @pytest.mark.parametrize('function', tstutils_functions)
182
+ def test_basic_individual(self, method, function):
183
+ # Tests individual bracketing root finders on a small set of simple
184
+ # problems, each of which has a root at `x=1`. Checks for converged
185
+ # status and that the root was found.
186
+ a, b = .5, sqrt(3)
187
+ root, r = method(function, a, b, xtol=self.xtol, rtol=self.rtol,
188
+ full_output=True)
189
+
190
+ assert r.converged
191
+ assert_allclose(root, 1.0, atol=self.xtol, rtol=self.rtol)
192
+
193
+ @pytest.mark.parametrize('method', bracket_methods)
194
+ @pytest.mark.parametrize('function', tstutils_functions)
195
+ def test_bracket_is_array(self, method, function):
196
+ # Test bracketing root finders called via `root_scalar` on a small set
197
+ # of simple problems, each of which has a root at `x=1`. Check that
198
+ # passing `bracket` as a `ndarray` is accepted and leads to finding the
199
+ # correct root.
200
+ a, b = .5, sqrt(3)
201
+ r = root_scalar(function, method=method.__name__,
202
+ bracket=np.array([a, b]), x0=a, xtol=self.xtol,
203
+ rtol=self.rtol)
204
+ assert r.converged
205
+ assert_allclose(r.root, 1.0, atol=self.xtol, rtol=self.rtol)
206
+ assert r.method == method.__name__
207
+
208
+ @pytest.mark.parametrize('method', bracket_methods)
209
+ def test_aps_collection(self, method):
210
+ self.run_collection('aps', method, method.__name__, smoothness=1)
211
+
212
+ @pytest.mark.parametrize('method', [zeros.bisect, zeros.ridder,
213
+ zeros.toms748])
214
+ def test_chandrupatla_collection(self, method):
215
+ known_fail = {'fun7.4'} if method == zeros.ridder else {}
216
+ self.run_collection('chandrupatla', method, method.__name__,
217
+ known_fail=known_fail)
218
+
219
+ @pytest.mark.parametrize('method', bracket_methods)
220
+ def test_lru_cached_individual(self, method):
221
+ # check that https://github.com/scipy/scipy/issues/10846 is fixed
222
+ # (`root_scalar` failed when passed a function that was `@lru_cache`d)
223
+ a, b = -1, 1
224
+ root, r = method(f_lrucached, a, b, full_output=True)
225
+ assert r.converged
226
+ assert_allclose(root, 0)
227
+
228
+
229
+ class TestNewton(TestScalarRootFinders):
230
+ def test_newton_collections(self):
231
+ known_fail = ['aps.13.00']
232
+ known_fail += ['aps.12.05', 'aps.12.17'] # fails under Windows Py27
233
+ for collection in ['aps', 'complex']:
234
+ self.run_collection(collection, zeros.newton, 'newton',
235
+ smoothness=2, known_fail=known_fail)
236
+
237
+ def test_halley_collections(self):
238
+ known_fail = ['aps.12.06', 'aps.12.07', 'aps.12.08', 'aps.12.09',
239
+ 'aps.12.10', 'aps.12.11', 'aps.12.12', 'aps.12.13',
240
+ 'aps.12.14', 'aps.12.15', 'aps.12.16', 'aps.12.17',
241
+ 'aps.12.18', 'aps.13.00']
242
+ for collection in ['aps', 'complex']:
243
+ self.run_collection(collection, zeros.newton, 'halley',
244
+ smoothness=2, known_fail=known_fail)
245
+
246
+ def test_newton(self):
247
+ for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
248
+ x = zeros.newton(f, 3, tol=1e-6)
249
+ assert_allclose(f(x), 0, atol=1e-6)
250
+ x = zeros.newton(f, 3, x1=5, tol=1e-6) # secant, x0 and x1
251
+ assert_allclose(f(x), 0, atol=1e-6)
252
+ x = zeros.newton(f, 3, fprime=f_1, tol=1e-6) # newton
253
+ assert_allclose(f(x), 0, atol=1e-6)
254
+ x = zeros.newton(f, 3, fprime=f_1, fprime2=f_2, tol=1e-6) # halley
255
+ assert_allclose(f(x), 0, atol=1e-6)
256
+
257
+ def test_newton_by_name(self):
258
+ r"""Invoke newton through root_scalar()"""
259
+ for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
260
+ r = root_scalar(f, method='newton', x0=3, fprime=f_1, xtol=1e-6)
261
+ assert_allclose(f(r.root), 0, atol=1e-6)
262
+ for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
263
+ r = root_scalar(f, method='newton', x0=3, xtol=1e-6) # without f'
264
+ assert_allclose(f(r.root), 0, atol=1e-6)
265
+
266
+ def test_secant_by_name(self):
267
+ r"""Invoke secant through root_scalar()"""
268
+ for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
269
+ r = root_scalar(f, method='secant', x0=3, x1=2, xtol=1e-6)
270
+ assert_allclose(f(r.root), 0, atol=1e-6)
271
+ r = root_scalar(f, method='secant', x0=3, x1=5, xtol=1e-6)
272
+ assert_allclose(f(r.root), 0, atol=1e-6)
273
+ for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
274
+ r = root_scalar(f, method='secant', x0=3, xtol=1e-6) # without x1
275
+ assert_allclose(f(r.root), 0, atol=1e-6)
276
+
277
+ def test_halley_by_name(self):
278
+ r"""Invoke halley through root_scalar()"""
279
+ for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
280
+ r = root_scalar(f, method='halley', x0=3,
281
+ fprime=f_1, fprime2=f_2, xtol=1e-6)
282
+ assert_allclose(f(r.root), 0, atol=1e-6)
283
+
284
+ def test_root_scalar_fail(self):
285
+ message = 'fprime2 must be specified for halley'
286
+ with pytest.raises(ValueError, match=message):
287
+ root_scalar(f1, method='halley', fprime=f1_1, x0=3, xtol=1e-6) # no fprime2
288
+ message = 'fprime must be specified for halley'
289
+ with pytest.raises(ValueError, match=message):
290
+ root_scalar(f1, method='halley', fprime2=f1_2, x0=3, xtol=1e-6) # no fprime
291
+
292
+ def test_array_newton(self):
293
+ """test newton with array"""
294
+
295
+ def f1(x, *a):
296
+ b = a[0] + x * a[3]
297
+ return a[1] - a[2] * (np.exp(b / a[5]) - 1.0) - b / a[4] - x
298
+
299
+ def f1_1(x, *a):
300
+ b = a[3] / a[5]
301
+ return -a[2] * np.exp(a[0] / a[5] + x * b) * b - a[3] / a[4] - 1
302
+
303
+ def f1_2(x, *a):
304
+ b = a[3] / a[5]
305
+ return -a[2] * np.exp(a[0] / a[5] + x * b) * b**2
306
+
307
+ a0 = np.array([
308
+ 5.32725221, 5.48673747, 5.49539973,
309
+ 5.36387202, 4.80237316, 1.43764452,
310
+ 5.23063958, 5.46094772, 5.50512718,
311
+ 5.42046290
312
+ ])
313
+ a1 = (np.sin(range(10)) + 1.0) * 7.0
314
+ args = (a0, a1, 1e-09, 0.004, 10, 0.27456)
315
+ x0 = [7.0] * 10
316
+ x = zeros.newton(f1, x0, f1_1, args)
317
+ x_expected = (
318
+ 6.17264965, 11.7702805, 12.2219954,
319
+ 7.11017681, 1.18151293, 0.143707955,
320
+ 4.31928228, 10.5419107, 12.7552490,
321
+ 8.91225749
322
+ )
323
+ assert_allclose(x, x_expected)
324
+ # test halley's
325
+ x = zeros.newton(f1, x0, f1_1, args, fprime2=f1_2)
326
+ assert_allclose(x, x_expected)
327
+ # test secant
328
+ x = zeros.newton(f1, x0, args=args)
329
+ assert_allclose(x, x_expected)
330
+
331
+ def test_array_newton_complex(self):
332
+ def f(x):
333
+ return x + 1+1j
334
+
335
+ def fprime(x):
336
+ return 1.0
337
+
338
+ t = np.full(4, 1j)
339
+ x = zeros.newton(f, t, fprime=fprime)
340
+ assert_allclose(f(x), 0.)
341
+
342
+ # should work even if x0 is not complex
343
+ t = np.ones(4)
344
+ x = zeros.newton(f, t, fprime=fprime)
345
+ assert_allclose(f(x), 0.)
346
+
347
+ x = zeros.newton(f, t)
348
+ assert_allclose(f(x), 0.)
349
+
350
+ def test_array_secant_active_zero_der(self):
351
+ """test secant doesn't continue to iterate zero derivatives"""
352
+ x = zeros.newton(lambda x, *a: x*x - a[0], x0=[4.123, 5],
353
+ args=[np.array([17, 25])])
354
+ assert_allclose(x, (4.123105625617661, 5.0))
355
+
356
+ def test_array_newton_integers(self):
357
+ # test secant with float
358
+ x = zeros.newton(lambda y, z: z - y ** 2, [4.0] * 2,
359
+ args=([15.0, 17.0],))
360
+ assert_allclose(x, (3.872983346207417, 4.123105625617661))
361
+ # test integer becomes float
362
+ x = zeros.newton(lambda y, z: z - y ** 2, [4] * 2, args=([15, 17],))
363
+ assert_allclose(x, (3.872983346207417, 4.123105625617661))
364
+
365
+ @pytest.mark.thread_unsafe
366
+ def test_array_newton_zero_der_failures(self):
367
+ # test derivative zero warning
368
+ assert_warns(RuntimeWarning, zeros.newton,
369
+ lambda y: y**2 - 2, [0., 0.], lambda y: 2 * y)
370
+ # test failures and zero_der
371
+ with pytest.warns(RuntimeWarning):
372
+ results = zeros.newton(lambda y: y**2 - 2, [0., 0.],
373
+ lambda y: 2*y, full_output=True)
374
+ assert_allclose(results.root, 0)
375
+ assert results.zero_der.all()
376
+ assert not results.converged.any()
377
+
378
+ def test_newton_combined(self):
379
+ def f1(x):
380
+ return x ** 2 - 2 * x - 1
381
+ def f1_1(x):
382
+ return 2 * x - 2
383
+ def f1_2(x):
384
+ return 2.0 + 0 * x
385
+
386
+ def f1_and_p_and_pp(x):
387
+ return x**2 - 2*x-1, 2*x-2, 2.0
388
+
389
+ sol0 = root_scalar(f1, method='newton', x0=3, fprime=f1_1)
390
+ sol = root_scalar(f1_and_p_and_pp, method='newton', x0=3, fprime=True)
391
+ assert_allclose(sol0.root, sol.root, atol=1e-8)
392
+ assert_equal(2*sol.function_calls, sol0.function_calls)
393
+
394
+ sol0 = root_scalar(f1, method='halley', x0=3, fprime=f1_1, fprime2=f1_2)
395
+ sol = root_scalar(f1_and_p_and_pp, method='halley', x0=3, fprime2=True)
396
+ assert_allclose(sol0.root, sol.root, atol=1e-8)
397
+ assert_equal(3*sol.function_calls, sol0.function_calls)
398
+
399
+ def test_newton_full_output(self, capsys):
400
+ # Test the full_output capability, both when converging and not.
401
+ # Use simple polynomials, to avoid hitting platform dependencies
402
+ # (e.g., exp & trig) in number of iterations
403
+
404
+ x0 = 3
405
+ expected_counts = [(6, 7), (5, 10), (3, 9)]
406
+
407
+ for derivs in range(3):
408
+ kwargs = {'tol': 1e-6, 'full_output': True, }
409
+ for k, v in [['fprime', f1_1], ['fprime2', f1_2]][:derivs]:
410
+ kwargs[k] = v
411
+
412
+ x, r = zeros.newton(f1, x0, disp=False, **kwargs)
413
+ assert_(r.converged)
414
+ assert_equal(x, r.root)
415
+ assert_equal((r.iterations, r.function_calls), expected_counts[derivs])
416
+ if derivs == 0:
417
+ assert r.function_calls <= r.iterations + 1
418
+ else:
419
+ assert_equal(r.function_calls, (derivs + 1) * r.iterations)
420
+
421
+ # Now repeat, allowing one fewer iteration to force convergence failure
422
+ iters = r.iterations - 1
423
+ x, r = zeros.newton(f1, x0, maxiter=iters, disp=False, **kwargs)
424
+ assert_(not r.converged)
425
+ assert_equal(x, r.root)
426
+ assert_equal(r.iterations, iters)
427
+
428
+ if derivs == 1:
429
+ # Check that the correct Exception is raised and
430
+ # validate the start of the message.
431
+ msg = 'Failed to converge after %d iterations, value is .*' % (iters)
432
+ with pytest.raises(RuntimeError, match=msg):
433
+ x, r = zeros.newton(f1, x0, maxiter=iters, disp=True, **kwargs)
434
+
435
+ @pytest.mark.thread_unsafe
436
+ def test_deriv_zero_warning(self):
437
+ def func(x):
438
+ return x ** 2 - 2.0
439
+ def dfunc(x):
440
+ return 2 * x
441
+ assert_warns(RuntimeWarning, zeros.newton, func, 0.0, dfunc, disp=False)
442
+ with pytest.raises(RuntimeError, match='Derivative was zero'):
443
+ zeros.newton(func, 0.0, dfunc)
444
+
445
+ def test_newton_does_not_modify_x0(self):
446
+ # https://github.com/scipy/scipy/issues/9964
447
+ x0 = np.array([0.1, 3])
448
+ x0_copy = x0.copy() # Copy to test for equality.
449
+ newton(np.sin, x0, np.cos)
450
+ assert_array_equal(x0, x0_copy)
451
+
452
+ def test_gh17570_defaults(self):
453
+ # Previously, when fprime was not specified, root_scalar would default
454
+ # to secant. When x1 was not specified, secant failed.
455
+ # Check that without fprime, the default is secant if x1 is specified
456
+ # and newton otherwise.
457
+ # Also confirm that `x` is always a scalar (gh-21148)
458
+ def f(x):
459
+ assert np.isscalar(x)
460
+ return f1(x)
461
+
462
+ res_newton_default = root_scalar(f, method='newton', x0=3, xtol=1e-6)
463
+ res_secant_default = root_scalar(f, method='secant', x0=3, x1=2,
464
+ xtol=1e-6)
465
+ # `newton` uses the secant method when `x1` and `x2` are specified
466
+ res_secant = newton(f, x0=3, x1=2, tol=1e-6, full_output=True)[1]
467
+
468
+ # all three found a root
469
+ assert_allclose(f(res_newton_default.root), 0, atol=1e-6)
470
+ assert res_newton_default.root.shape == tuple()
471
+ assert_allclose(f(res_secant_default.root), 0, atol=1e-6)
472
+ assert res_secant_default.root.shape == tuple()
473
+ assert_allclose(f(res_secant.root), 0, atol=1e-6)
474
+ assert res_secant.root.shape == tuple()
475
+
476
+ # Defaults are correct
477
+ assert (res_secant_default.root
478
+ == res_secant.root
479
+ != res_newton_default.iterations)
480
+ assert (res_secant_default.iterations
481
+ == res_secant_default.function_calls - 1 # true for secant
482
+ == res_secant.iterations
483
+ != res_newton_default.iterations
484
+ == res_newton_default.function_calls/2) # newton 2-point diff
485
+
486
+ @pytest.mark.parametrize('kwargs', [dict(), {'method': 'newton'}])
487
+ def test_args_gh19090(self, kwargs):
488
+ def f(x, a, b):
489
+ assert a == 3
490
+ assert b == 1
491
+ return (x ** a - b)
492
+
493
+ res = optimize.root_scalar(f, x0=3, args=(3, 1), **kwargs)
494
+ assert res.converged
495
+ assert_allclose(res.root, 1)
496
+
497
+ @pytest.mark.parametrize('method', ['secant', 'newton'])
498
+ def test_int_x0_gh19280(self, method):
499
+ # Originally, `newton` ensured that only floats were passed to the
500
+ # callable. This was inadvertently changed by gh-17669. Check that
501
+ # it has been changed back.
502
+ def f(x):
503
+ # an integer raised to a negative integer power would fail
504
+ return x**-2 - 2
505
+
506
+ res = optimize.root_scalar(f, x0=1, method=method)
507
+ assert res.converged
508
+ assert_allclose(abs(res.root), 2**-0.5)
509
+ assert res.root.dtype == np.dtype(np.float64)
510
+
511
+
512
+ def test_gh_5555():
513
+ root = 0.1
514
+
515
+ def f(x):
516
+ return x - root
517
+
518
+ methods = [zeros.bisect, zeros.ridder]
519
+ xtol = rtol = TOL
520
+ for method in methods:
521
+ res = method(f, -1e8, 1e7, xtol=xtol, rtol=rtol)
522
+ assert_allclose(root, res, atol=xtol, rtol=rtol,
523
+ err_msg=f'method {method.__name__}')
524
+
525
+
526
+ def test_gh_5557():
527
+ # Show that without the changes in 5557 brentq and brenth might
528
+ # only achieve a tolerance of 2*(xtol + rtol*|res|).
529
+
530
+ # f linearly interpolates (0, -0.1), (0.5, -0.1), and (1,
531
+ # 0.4). The important parts are that |f(0)| < |f(1)| (so that
532
+ # brent takes 0 as the initial guess), |f(0)| < atol (so that
533
+ # brent accepts 0 as the root), and that the exact root of f lies
534
+ # more than atol away from 0 (so that brent doesn't achieve the
535
+ # desired tolerance).
536
+ def f(x):
537
+ if x < 0.5:
538
+ return -0.1
539
+ else:
540
+ return x - 0.6
541
+
542
+ atol = 0.51
543
+ rtol = 4 * _FLOAT_EPS
544
+ methods = [zeros.brentq, zeros.brenth]
545
+ for method in methods:
546
+ res = method(f, 0, 1, xtol=atol, rtol=rtol)
547
+ assert_allclose(0.6, res, atol=atol, rtol=rtol)
548
+
549
+
550
+ def test_brent_underflow_in_root_bracketing():
551
+ # Testing if an interval [a,b] brackets a zero of a function
552
+ # by checking f(a)*f(b) < 0 is not reliable when the product
553
+ # underflows/overflows. (reported in issue# 13737)
554
+
555
+ underflow_scenario = (-450.0, -350.0, -400.0)
556
+ overflow_scenario = (350.0, 450.0, 400.0)
557
+
558
+ for a, b, root in [underflow_scenario, overflow_scenario]:
559
+ c = np.exp(root)
560
+ for method in [zeros.brenth, zeros.brentq]:
561
+ res = method(lambda x: np.exp(x)-c, a, b)
562
+ assert_allclose(root, res)
563
+
564
+
565
+ class TestRootResults:
566
+ r = zeros.RootResults(root=1.0, iterations=44, function_calls=46, flag=0,
567
+ method="newton")
568
+
569
+ def test_repr(self):
570
+ expected_repr = (" converged: True\n flag: converged"
571
+ "\n function_calls: 46\n iterations: 44\n"
572
+ " root: 1.0\n method: newton")
573
+ assert_equal(repr(self.r), expected_repr)
574
+
575
+ def test_type(self):
576
+ assert isinstance(self.r, OptimizeResult)
577
+
578
+
579
+ def test_complex_halley():
580
+ """Test Halley's works with complex roots"""
581
+ def f(x, *a):
582
+ return a[0] * x**2 + a[1] * x + a[2]
583
+
584
+ def f_1(x, *a):
585
+ return 2 * a[0] * x + a[1]
586
+
587
+ def f_2(x, *a):
588
+ retval = 2 * a[0]
589
+ try:
590
+ size = len(x)
591
+ except TypeError:
592
+ return retval
593
+ else:
594
+ return [retval] * size
595
+
596
+ z = complex(1.0, 2.0)
597
+ coeffs = (2.0, 3.0, 4.0)
598
+ y = zeros.newton(f, z, args=coeffs, fprime=f_1, fprime2=f_2, tol=1e-6)
599
+ # (-0.75000000000000078+1.1989578808281789j)
600
+ assert_allclose(f(y, *coeffs), 0, atol=1e-6)
601
+ z = [z] * 10
602
+ coeffs = (2.0, 3.0, 4.0)
603
+ y = zeros.newton(f, z, args=coeffs, fprime=f_1, fprime2=f_2, tol=1e-6)
604
+ assert_allclose(f(y, *coeffs), 0, atol=1e-6)
605
+
606
+
607
+ @pytest.mark.thread_unsafe
608
+ def test_zero_der_nz_dp(capsys):
609
+ """Test secant method with a non-zero dp, but an infinite newton step"""
610
+ # pick a symmetrical functions and choose a point on the side that with dx
611
+ # makes a secant that is a flat line with zero slope, EG: f = (x - 100)**2,
612
+ # which has a root at x = 100 and is symmetrical around the line x = 100
613
+ # we have to pick a really big number so that it is consistently true
614
+ # now find a point on each side so that the secant has a zero slope
615
+ dx = np.finfo(float).eps ** 0.33
616
+ # 100 - p0 = p1 - 100 = p0 * (1 + dx) + dx - 100
617
+ # -> 200 = p0 * (2 + dx) + dx
618
+ p0 = (200.0 - dx) / (2.0 + dx)
619
+ with suppress_warnings() as sup:
620
+ sup.filter(RuntimeWarning, "RMS of")
621
+ x = zeros.newton(lambda y: (y - 100.0)**2, x0=[p0] * 10)
622
+ assert_allclose(x, [100] * 10)
623
+ # test scalar cases too
624
+ p0 = (2.0 - 1e-4) / (2.0 + 1e-4)
625
+ with suppress_warnings() as sup:
626
+ sup.filter(RuntimeWarning, "Tolerance of")
627
+ x = zeros.newton(lambda y: (y - 1.0) ** 2, x0=p0, disp=False)
628
+ assert_allclose(x, 1)
629
+ with pytest.raises(RuntimeError, match='Tolerance of'):
630
+ x = zeros.newton(lambda y: (y - 1.0) ** 2, x0=p0, disp=True)
631
+ p0 = (-2.0 + 1e-4) / (2.0 + 1e-4)
632
+ with suppress_warnings() as sup:
633
+ sup.filter(RuntimeWarning, "Tolerance of")
634
+ x = zeros.newton(lambda y: (y + 1.0) ** 2, x0=p0, disp=False)
635
+ assert_allclose(x, -1)
636
+ with pytest.raises(RuntimeError, match='Tolerance of'):
637
+ x = zeros.newton(lambda y: (y + 1.0) ** 2, x0=p0, disp=True)
638
+
639
+
640
+ @pytest.mark.thread_unsafe
641
+ def test_array_newton_failures():
642
+ """Test that array newton fails as expected"""
643
+ # p = 0.68 # [MPa]
644
+ # dp = -0.068 * 1e6 # [Pa]
645
+ # T = 323 # [K]
646
+ diameter = 0.10 # [m]
647
+ # L = 100 # [m]
648
+ roughness = 0.00015 # [m]
649
+ rho = 988.1 # [kg/m**3]
650
+ mu = 5.4790e-04 # [Pa*s]
651
+ u = 2.488 # [m/s]
652
+ reynolds_number = rho * u * diameter / mu # Reynolds number
653
+
654
+ def colebrook_eqn(darcy_friction, re, dia):
655
+ return (1 / np.sqrt(darcy_friction) +
656
+ 2 * np.log10(roughness / 3.7 / dia +
657
+ 2.51 / re / np.sqrt(darcy_friction)))
658
+
659
+ # only some failures
660
+ with pytest.warns(RuntimeWarning):
661
+ result = zeros.newton(
662
+ colebrook_eqn, x0=[0.01, 0.2, 0.02223, 0.3], maxiter=2,
663
+ args=[reynolds_number, diameter], full_output=True
664
+ )
665
+ assert not result.converged.all()
666
+ # they all fail
667
+ with pytest.raises(RuntimeError):
668
+ result = zeros.newton(
669
+ colebrook_eqn, x0=[0.01] * 2, maxiter=2,
670
+ args=[reynolds_number, diameter], full_output=True
671
+ )
672
+
673
+
674
+ # this test should **not** raise a RuntimeWarning
675
+ def test_gh8904_zeroder_at_root_fails():
676
+ """Test that Newton or Halley don't warn if zero derivative at root"""
677
+
678
+ # a function that has a zero derivative at it's root
679
+ def f_zeroder_root(x):
680
+ return x**3 - x**2
681
+
682
+ # should work with secant
683
+ r = zeros.newton(f_zeroder_root, x0=0)
684
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
685
+ # test again with array
686
+ r = zeros.newton(f_zeroder_root, x0=[0]*10)
687
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
688
+
689
+ # 1st derivative
690
+ def fder(x):
691
+ return 3 * x**2 - 2 * x
692
+
693
+ # 2nd derivative
694
+ def fder2(x):
695
+ return 6*x - 2
696
+
697
+ # should work with newton and halley
698
+ r = zeros.newton(f_zeroder_root, x0=0, fprime=fder)
699
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
700
+ r = zeros.newton(f_zeroder_root, x0=0, fprime=fder,
701
+ fprime2=fder2)
702
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
703
+ # test again with array
704
+ r = zeros.newton(f_zeroder_root, x0=[0]*10, fprime=fder)
705
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
706
+ r = zeros.newton(f_zeroder_root, x0=[0]*10, fprime=fder,
707
+ fprime2=fder2)
708
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
709
+
710
+ # also test that if a root is found we do not raise RuntimeWarning even if
711
+ # the derivative is zero, EG: at x = 0.5, then fval = -0.125 and
712
+ # fder = -0.25 so the next guess is 0.5 - (-0.125/-0.5) = 0 which is the
713
+ # root, but if the solver continued with that guess, then it will calculate
714
+ # a zero derivative, so it should return the root w/o RuntimeWarning
715
+ r = zeros.newton(f_zeroder_root, x0=0.5, fprime=fder)
716
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
717
+ # test again with array
718
+ r = zeros.newton(f_zeroder_root, x0=[0.5]*10, fprime=fder)
719
+ assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
720
+ # doesn't apply to halley
721
+
722
+
723
+ def test_gh_8881():
724
+ r"""Test that Halley's method realizes that the 2nd order adjustment
725
+ is too big and drops off to the 1st order adjustment."""
726
+ n = 9
727
+
728
+ def f(x):
729
+ return power(x, 1.0/n) - power(n, 1.0/n)
730
+
731
+ def fp(x):
732
+ return power(x, (1.0-n)/n)/n
733
+
734
+ def fpp(x):
735
+ return power(x, (1.0-2*n)/n) * (1.0/n) * (1.0-n)/n
736
+
737
+ x0 = 0.1
738
+ # The root is at x=9.
739
+ # The function has positive slope, x0 < root.
740
+ # Newton succeeds in 8 iterations
741
+ rt, r = newton(f, x0, fprime=fp, full_output=True)
742
+ assert r.converged
743
+ # Before the Issue 8881/PR 8882, halley would send x in the wrong direction.
744
+ # Check that it now succeeds.
745
+ rt, r = newton(f, x0, fprime=fp, fprime2=fpp, full_output=True)
746
+ assert r.converged
747
+
748
+
749
+ def test_gh_9608_preserve_array_shape():
750
+ """
751
+ Test that shape is preserved for array inputs even if fprime or fprime2 is
752
+ scalar
753
+ """
754
+ def f(x):
755
+ return x**2
756
+
757
+ def fp(x):
758
+ return 2 * x
759
+
760
+ def fpp(x):
761
+ return 2
762
+
763
+ x0 = np.array([-2], dtype=np.float32)
764
+ rt, r = newton(f, x0, fprime=fp, fprime2=fpp, full_output=True)
765
+ assert r.converged
766
+
767
+ x0_array = np.array([-2, -3], dtype=np.float32)
768
+ # This next invocation should fail
769
+ with pytest.raises(IndexError):
770
+ result = zeros.newton(
771
+ f, x0_array, fprime=fp, fprime2=fpp, full_output=True
772
+ )
773
+
774
+ def fpp_array(x):
775
+ return np.full(np.shape(x), 2, dtype=np.float32)
776
+
777
+ result = zeros.newton(
778
+ f, x0_array, fprime=fp, fprime2=fpp_array, full_output=True
779
+ )
780
+ assert result.converged.all()
781
+
782
+
783
+ @pytest.mark.parametrize(
784
+ "maximum_iterations,flag_expected",
785
+ [(10, zeros.CONVERR), (100, zeros.CONVERGED)])
786
+ def test_gh9254_flag_if_maxiter_exceeded(maximum_iterations, flag_expected):
787
+ """
788
+ Test that if the maximum iterations is exceeded that the flag is not
789
+ converged.
790
+ """
791
+ result = zeros.brentq(
792
+ lambda x: ((1.2*x - 2.3)*x + 3.4)*x - 4.5,
793
+ -30, 30, (), 1e-6, 1e-6, maximum_iterations,
794
+ full_output=True, disp=False)
795
+ assert result[1].flag == flag_expected
796
+ if flag_expected == zeros.CONVERR:
797
+ # didn't converge because exceeded maximum iterations
798
+ assert result[1].iterations == maximum_iterations
799
+ elif flag_expected == zeros.CONVERGED:
800
+ # converged before maximum iterations
801
+ assert result[1].iterations < maximum_iterations
802
+
803
+
804
+ @pytest.mark.thread_unsafe
805
+ def test_gh9551_raise_error_if_disp_true():
806
+ """Test that if disp is true then zero derivative raises RuntimeError"""
807
+
808
+ def f(x):
809
+ return x*x + 1
810
+
811
+ def f_p(x):
812
+ return 2*x
813
+
814
+ assert_warns(RuntimeWarning, zeros.newton, f, 1.0, f_p, disp=False)
815
+ with pytest.raises(
816
+ RuntimeError,
817
+ match=r'^Derivative was zero\. Failed to converge after \d+ iterations, '
818
+ r'value is [+-]?\d*\.\d+\.$'):
819
+ zeros.newton(f, 1.0, f_p)
820
+ root = zeros.newton(f, complex(10.0, 10.0), f_p)
821
+ assert_allclose(root, complex(0.0, 1.0))
822
+
823
+
824
+ @pytest.mark.parametrize('solver_name',
825
+ ['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
826
+ def test_gh3089_8394(solver_name):
827
+ # gh-3089 and gh-8394 reported that bracketing solvers returned incorrect
828
+ # results when they encountered NaNs. Check that this is resolved.
829
+ def f(x):
830
+ return np.nan
831
+
832
+ solver = getattr(zeros, solver_name)
833
+ with pytest.raises(ValueError, match="The function value at x..."):
834
+ solver(f, 0, 1)
835
+
836
+
837
+ @pytest.mark.parametrize('method',
838
+ ['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
839
+ def test_gh18171(method):
840
+ # gh-3089 and gh-8394 reported that bracketing solvers returned incorrect
841
+ # results when they encountered NaNs. Check that `root_scalar` returns
842
+ # normally but indicates that convergence was unsuccessful. See gh-18171.
843
+ def f(x):
844
+ f._count += 1
845
+ return np.nan
846
+ f._count = 0
847
+
848
+ res = root_scalar(f, bracket=(0, 1), method=method)
849
+ assert res.converged is False
850
+ assert res.flag.startswith("The function value at x")
851
+ assert res.function_calls == f._count
852
+ assert str(res.root) in res.flag
853
+
854
+
855
+ @pytest.mark.parametrize('solver_name',
856
+ ['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
857
+ @pytest.mark.parametrize('rs_interface', [True, False])
858
+ def test_function_calls(solver_name, rs_interface):
859
+ # There do not appear to be checks that the bracketing solvers report the
860
+ # correct number of function evaluations. Check that this is the case.
861
+ solver = ((lambda f, a, b, **kwargs: root_scalar(f, bracket=(a, b)))
862
+ if rs_interface else getattr(zeros, solver_name))
863
+
864
+ def f(x):
865
+ f.calls += 1
866
+ return x**2 - 1
867
+ f.calls = 0
868
+
869
+ res = solver(f, 0, 10, full_output=True)
870
+
871
+ if rs_interface:
872
+ assert res.function_calls == f.calls
873
+ else:
874
+ assert res[1].function_calls == f.calls
875
+
876
+
877
+ @pytest.mark.thread_unsafe
878
+ def test_gh_14486_converged_false():
879
+ """Test that zero slope with secant method results in a converged=False"""
880
+ def lhs(x):
881
+ return x * np.exp(-x*x) - 0.07
882
+
883
+ with pytest.warns(RuntimeWarning, match='Tolerance of'):
884
+ res = root_scalar(lhs, method='secant', x0=-0.15, x1=1.0)
885
+ assert not res.converged
886
+ assert res.flag == 'convergence error'
887
+
888
+ with pytest.warns(RuntimeWarning, match='Tolerance of'):
889
+ res = newton(lhs, x0=-0.15, x1=1.0, disp=False, full_output=True)[1]
890
+ assert not res.converged
891
+ assert res.flag == 'convergence error'
892
+
893
+
894
+ @pytest.mark.parametrize('solver_name',
895
+ ['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
896
+ @pytest.mark.parametrize('rs_interface', [True, False])
897
+ def test_gh5584(solver_name, rs_interface):
898
+ # gh-5584 reported that an underflow can cause sign checks in the algorithm
899
+ # to fail. Check that this is resolved.
900
+ solver = ((lambda f, a, b, **kwargs: root_scalar(f, bracket=(a, b)))
901
+ if rs_interface else getattr(zeros, solver_name))
902
+
903
+ def f(x):
904
+ return 1e-200*x
905
+
906
+ # Report failure when signs are the same
907
+ with pytest.raises(ValueError, match='...must have different signs'):
908
+ solver(f, -0.5, -0.4, full_output=True)
909
+
910
+ # Solve successfully when signs are different
911
+ res = solver(f, -0.5, 0.4, full_output=True)
912
+ res = res if rs_interface else res[1]
913
+ assert res.converged
914
+ assert_allclose(res.root, 0, atol=1e-8)
915
+
916
+ # Solve successfully when one side is negative zero
917
+ res = solver(f, -0.5, float('-0.0'), full_output=True)
918
+ res = res if rs_interface else res[1]
919
+ assert res.converged
920
+ assert_allclose(res.root, 0, atol=1e-8)
921
+
922
+
923
+ def test_gh13407():
924
+ # gh-13407 reported that the message produced by `scipy.optimize.toms748`
925
+ # when `rtol < eps` is incorrect, and also that toms748 is unusual in
926
+ # accepting `rtol` as low as eps while other solvers raise at 4*eps. Check
927
+ # that the error message has been corrected and that `rtol=eps` can produce
928
+ # a lower function value than `rtol=4*eps`.
929
+ def f(x):
930
+ return x**3 - 2*x - 5
931
+
932
+ xtol = 1e-300
933
+ eps = np.finfo(float).eps
934
+ x1 = zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=1*eps)
935
+ f1 = f(x1)
936
+ x4 = zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=4*eps)
937
+ f4 = f(x4)
938
+ assert f1 < f4
939
+
940
+ # using old-style syntax to get exactly the same message
941
+ message = fr"rtol too small \({eps/2:g} < {eps:g}\)"
942
+ with pytest.raises(ValueError, match=message):
943
+ zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=eps/2)
944
+
945
+
946
+ def test_newton_complex_gh10103():
947
+ # gh-10103 reported a problem when `newton` is pass a Python complex x0,
948
+ # no `fprime` (secant method), and no `x1` (`x1` must be constructed).
949
+ # Check that this is resolved.
950
+ def f(z):
951
+ return z - 1
952
+ res = newton(f, 1+1j)
953
+ assert_allclose(res, 1, atol=1e-12)
954
+
955
+ res = root_scalar(f, x0=1+1j, x1=2+1.5j, method='secant')
956
+ assert_allclose(res.root, 1, atol=1e-12)
957
+
958
+
959
+ @pytest.mark.parametrize('method', all_methods)
960
+ def test_maxiter_int_check_gh10236(method):
961
+ # gh-10236 reported that the error message when `maxiter` is not an integer
962
+ # was difficult to interpret. Check that this was resolved (by gh-10907).
963
+ message = "'float' object cannot be interpreted as an integer"
964
+ with pytest.raises(TypeError, match=message):
965
+ method(f1, 0.0, 1.0, maxiter=72.45)
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