def test_max_ratio_2():
# m0 = larch.Model.Example(1)
m1 = larch.Model.Example(1)
# m0.utility_ca = P.tottime * (X.tottime * 2) + P.tottime * X.totcost
# m0.remove_unused_parameters()
# m0.set_value(P.tottime, maximum=0)
m1.set_value(P.totcost, maximum=0)
c1 = RatioBound(P.tottime,
P.totcost,
min_ratio=0.75,
max_ratio=2.0,
scale=1)
# m0.load_data()
m1.load_data()
m1.constraints = [
c1,
]
# r0 = m0.maximize_loglike(
# method='slsqp',
# )
r1 = m1.maximize_loglike(method='slsqp', )
assert m1['tottime'].value / m1['totcost'].value == approx(2.0, rel=1e-3)
assert r1['loglike'] == approx(-3730.8942681224476)
assert 'Optimization terminated successfully' in r1.message
assert c1.fun(m1.pf.value) == approx(0, abs=1e-5)
# m0.calculate_parameter_covariance()
m1.calculate_parameter_covariance()
# assert m0.pf.loc['tottime', 'std_err'] == approx(0.000248, rel=5e-3)
assert m1.pf.loc['tottime', 'std_err'] == approx(0.000248 * 2, rel=5e-3)
assert m1.pf.loc['totcost', 'std_err'] == approx(0.000248, rel=5e-3)
def test_constrained_optimization():
from larch.numba import example
m = example(1)
from larch.model.constraints import RatioBound, OrderingBound
m.set_value("totcost", -0.001, maximum=0)
m.set_value("tottime", maximum=0)
m.constraints = [
RatioBound(P("totcost"),
P("tottime"),
min_ratio=0.1,
max_ratio=1.0,
scale=1),
OrderingBound(P("ASC_WALK"), P("ASC_BIKE")),
]
m.load_data()
r = m.maximize_loglike(method='slsqp')
assert r.loglike == approx(-3647.76149525901)
x = {
'ASC_BIKE': -0.8087472748965431,
'ASC_SR2': -2.193449976582375,
'ASC_SR3P': -3.744188833076006,
'ASC_TRAN': -0.7603092451373663,
'ASC_WALK': -0.8087472751682576,
'hhinc#2': -0.0021699330391421407,
'hhinc#3': 0.0003696763687090173,
'hhinc#4': -0.00509836274463602,
'hhinc#5': -0.0431749907425252,
'hhinc#6': -0.002373556571769923,
'totcost': -0.004910169034222911,
'tottime': -0.04790588175791953,
}
assert dict(r.x) == approx(x)
assert r.iteration_number == 48
m.set_values("null")
m.set_value("totcost", -0.001, maximum=0)
r2 = m.maximize_loglike(method='slsqp', bhhh_start=3)
assert r2.iteration_number == 24
assert r2.loglike == approx(-3647.76149525901)
assert dict(r2.x) == approx(x, rel=1e-2)
def test_contraint_interpretation():
assert interpret_contraint("aaaa > bbbb") == OrderingBound('bbbb', 'aaaa')
assert interpret_contraint("aaaa < bbbb") == OrderingBound('aaaa', 'bbbb')
assert interpret_contraint("aaaa/bbbb > 3") == RatioBound('aaaa', 'bbbb', min_ratio=3)
assert interpret_contraint("aaaa/bbbb < 3") == RatioBound('aaaa', 'bbbb', max_ratio=3)
assert interpret_contraint("aaaa / bbbb > 3") == RatioBound('aaaa', 'bbbb', min_ratio=3)
assert interpret_contraint("aaaa / bbbb < 3") == RatioBound('aaaa', 'bbbb', max_ratio=3)
assert interpret_contraint("aaaa / bbbb >= 3") == RatioBound('aaaa', 'bbbb', min_ratio=3)
assert interpret_contraint("aaaa / bbbb <= 3") == RatioBound('aaaa', 'bbbb', max_ratio=3)
assert interpret_contraint("3.1 < aaaa / bbbb <= 3.2") == RatioBound('aaaa', 'bbbb', min_ratio=3.1, max_ratio=3.2)
assert interpret_contraint("aaaa > 3") == FixedBound('aaaa', minimum=3)
assert interpret_contraint("aaaa < 3") == FixedBound('aaaa', maximum=3)
assert interpret_contraint("3.1 < aaaa < 3.5") == FixedBound('aaaa', minimum=3.1, maximum=3.5)
assert interpret_contraint("aaaa/bbbb > 1/2") == RatioBound('aaaa', 'bbbb', min_ratio=1/2)
assert interpret_contraint("aaaa/bbbb < 1/2") == RatioBound('aaaa', 'bbbb', max_ratio=1/2)
assert interpret_contraint("aaaa / bbbb > 1/2") == RatioBound('aaaa', 'bbbb', min_ratio=1/2)
assert interpret_contraint("aaaa / bbbb < 1/2") == RatioBound('aaaa', 'bbbb', max_ratio=1/2)
assert interpret_contraint("aaaa / bbbb >= 1/2") == RatioBound('aaaa', 'bbbb', min_ratio=1/2)
assert interpret_contraint("aaaa / bbbb <= 1/2") == RatioBound('aaaa', 'bbbb', max_ratio=1/2)
assert interpret_contraint("1/4 < aaaa / bbbb <= 3/4") == RatioBound('aaaa', 'bbbb', min_ratio=1/4, max_ratio=3/4)
assert interpret_contraint("aaaa > 3/4") == FixedBound('aaaa', minimum=3/4)
assert interpret_contraint("aaaa < 3/4") == FixedBound('aaaa', maximum=3/4)
assert interpret_contraint("1/4 < aaaa < 3/4") == FixedBound('aaaa', minimum=1/4, maximum=3/4)