def test_negative_curvature_unconstrained(self):
     H = csc_matrix([[1, 2, 1, 3], [2, 0, 2, 4], [1, 2, 0, 2], [3, 4, 2,
                                                                0]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 0, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     Z, _, Y = projections(A)
     with pytest.raises(ValueError):
         projected_cg(H, c, Z, Y, b, tol=0)
 def test_trust_region_infeasible(self):
     H = csc_matrix([[6, 2, 1, 3], [2, 5, 2, 4], [1, 2, 4, 5], [3, 4, 5,
                                                                7]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 1, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     trust_radius = 1
     Z, _, Y = projections(A)
     with pytest.raises(ValueError):
         projected_cg(H, c, Z, Y, b, trust_radius=trust_radius)
 def test_nocedal_example(self):
     H = csc_matrix([[6, 2, 1], [2, 5, 2], [1, 2, 4]])
     A = csc_matrix([[1, 0, 1], [0, 1, 1]])
     c = np.array([-8, -3, -3])
     b = -np.array([3, 0])
     Z, _, Y = projections(A)
     x, info = projected_cg(H, c, Z, Y, b)
     assert_equal(info["stop_cond"], 4)
     assert_equal(info["hits_boundary"], False)
     assert_array_almost_equal(x, [2, -1, 1])
 def test_negative_curvature(self):
     H = csc_matrix([[1, 2, 1, 3], [2, 0, 2, 4], [1, 2, 0, 2], [3, 4, 2,
                                                                0]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 0, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     Z, _, Y = projections(A)
     trust_radius = 1000
     x, info = projected_cg(H, c, Z, Y, b, tol=0, trust_radius=trust_radius)
     assert_equal(info["stop_cond"], 3)
     assert_equal(info["hits_boundary"], True)
     assert_array_almost_equal(np.linalg.norm(x), trust_radius)
 def test_hits_boundary(self):
     H = csc_matrix([[6, 2, 1, 3], [2, 5, 2, 4], [1, 2, 4, 5], [3, 4, 5,
                                                                7]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 1, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     trust_radius = 3
     Z, _, Y = projections(A)
     x, info = projected_cg(H, c, Z, Y, b, tol=0, trust_radius=trust_radius)
     assert_equal(info["stop_cond"], 2)
     assert_equal(info["hits_boundary"], True)
     assert_array_almost_equal(np.linalg.norm(x), trust_radius)
 def test_compare_with_direct_fact(self):
     H = csc_matrix([[6, 2, 1, 3], [2, 5, 2, 4], [1, 2, 4, 5], [3, 4, 5,
                                                                7]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 1, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     Z, _, Y = projections(A)
     x, info = projected_cg(H, c, Z, Y, b, tol=0)
     x_kkt, _ = eqp_kktfact(H, c, A, b)
     assert_equal(info["stop_cond"], 1)
     assert_equal(info["hits_boundary"], False)
     assert_array_almost_equal(x, x_kkt)
 def test_trust_region_barely_feasible(self):
     H = csc_matrix([[6, 2, 1, 3], [2, 5, 2, 4], [1, 2, 4, 5], [3, 4, 5,
                                                                7]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 1, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     trust_radius = 2.32379000772445021283
     Z, _, Y = projections(A)
     x, info = projected_cg(H, c, Z, Y, b, tol=0, trust_radius=trust_radius)
     assert_equal(info["stop_cond"], 2)
     assert_equal(info["hits_boundary"], True)
     assert_array_almost_equal(np.linalg.norm(x), trust_radius)
     assert_array_almost_equal(x, -Y.dot(b))
 def test_active_box_constraints_maximum_iterations_reached(self):
     H = csc_matrix([[6, 2, 1, 3], [2, 5, 2, 4], [1, 2, 4, 5], [3, 4, 5,
                                                                7]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 1, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     Z, _, Y = projections(A)
     x, info = projected_cg(H,
                            c,
                            Z,
                            Y,
                            b,
                            tol=0,
                            lb=[0.8, -np.inf, -np.inf, -np.inf],
                            return_all=True)
     assert_equal(info["stop_cond"], 1)
     assert_equal(info["hits_boundary"], True)
     assert_array_almost_equal(A.dot(x), -b)
     assert_array_almost_equal(x[0], 0.8)
 def test_inactive_box_constraints(self):
     H = csc_matrix([[6, 2, 1, 3], [2, 5, 2, 4], [1, 2, 4, 5], [3, 4, 5,
                                                                7]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 1, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     Z, _, Y = projections(A)
     x, info = projected_cg(H,
                            c,
                            Z,
                            Y,
                            b,
                            tol=0,
                            lb=[0.5, -np.inf, -np.inf, -np.inf],
                            return_all=True)
     x_kkt, _ = eqp_kktfact(H, c, A, b)
     assert_equal(info["stop_cond"], 1)
     assert_equal(info["hits_boundary"], False)
     assert_array_almost_equal(x, x_kkt)
 def test_active_box_constraints_hits_boundaries_infeasible_iter(self):
     H = csc_matrix([[6, 2, 1, 3], [2, 5, 2, 4], [1, 2, 4, 5], [3, 4, 5,
                                                                7]])
     A = csc_matrix([[1, 0, 1, 0], [0, 1, 1, 1]])
     c = np.array([-2, -3, -3, 1])
     b = -np.array([3, 0])
     trust_radius = 4
     Z, _, Y = projections(A)
     x, info = projected_cg(H,
                            c,
                            Z,
                            Y,
                            b,
                            tol=0,
                            ub=[np.inf, 0.1, np.inf, np.inf],
                            trust_radius=trust_radius,
                            return_all=True)
     assert_equal(info["stop_cond"], 2)
     assert_equal(info["hits_boundary"], True)
     assert_array_almost_equal(x[1], 0.1)