Beispiel #1
0
# Copyright (c) 1997-2016 California Institute of Technology.
# Copyright (c) 2016-2017 The Uncertainty Quantification Foundation.
# License: 3-clause BSD.  The full license text is available at:
#  - http://trac.mystic.cacr.caltech.edu/project/mystic/browser/mystic/LICENSE

from g01 import objective, bounds, xs, ys
from g01_alt import penalty1, penalty2, penalty3, penalty4, penalty5, \
                    penalty6, penalty7, penalty8, penalty9

from mystic.constraints import as_constraint, combined
from mystic.penalty import linear_inequality

penalties = (penalty1,penalty2,penalty3,penalty4,penalty5,\
             penalty6,penalty7,penalty8,penalty9)

penalty = combined(*[linear_inequality(pi)(lambda x: 0.) for pi in penalties])
solver = as_constraint(penalty)

if __name__ == '__main__':
    x = [0] * len(xs)

    from mystic.solvers import fmin_powell, diffev
    from mystic.math import almostEqual

    result = fmin_powell(objective,
                         x0=x,
                         bounds=bounds,
                         penalty=penalty,
                         disp=False,
                         full_output=True)
Beispiel #2
0
# Copyright (c) 1997-2016 California Institute of Technology.
# Copyright (c) 2016-2017 The Uncertainty Quantification Foundation.
# License: 3-clause BSD.  The full license text is available at:
#  - http://trac.mystic.cacr.caltech.edu/project/mystic/browser/mystic/LICENSE

from g01 import objective, bounds, xs, ys
from g01_alt import penalty1, penalty2, penalty3, penalty4, penalty5, \
                    penalty6, penalty7, penalty8, penalty9

from mystic.constraints import as_constraint, combined
from mystic.penalty import linear_inequality

penalties = (penalty1,penalty2,penalty3,penalty4,penalty5,\
             penalty6,penalty7,penalty8,penalty9)

penalty = combined(*[linear_inequality(pi)(lambda x:0.) for pi in penalties])
solver = as_constraint(penalty)



if __name__ == '__main__':
    x = [0]*len(xs)

    from mystic.solvers import fmin_powell, diffev
    from mystic.math import almostEqual

    result = fmin_powell(objective, x0=x, bounds=bounds, penalty=penalty, disp=False, full_output=True)

    assert almostEqual(result[0], xs, tol=1e-2)
    assert almostEqual(result[1], ys, tol=1e-2)