-3*x0 + x1 - 6.0 <= 0.0 x0 + 2*x1 - 4.0 <= 0.0 """ bounds = [(None, None),(-3.0, None)] # with penalty='penalty' applied, solution is: xs = [10.0, -3.0] ys = -22.0 # alternately, if solving for the maximum, the solution is: _xs = [-1.14285714, 2.57142857] _ys = 11.428571428571429 from mystic.symbolic import generate_conditions, generate_penalty pf = generate_penalty(generate_conditions(equations)) from mystic.symbolic import generate_constraint, generate_solvers, simplify cf = generate_constraint(generate_solvers(simplify(equations))) # inverted objective, used in solving for the maximum _objective = lambda x: -objective(x) if __name__ == '__main__': from mystic.solvers import diffev2, fmin_powell from mystic.math import almostEqual result = diffev2(objective, x0=bounds, bounds=bounds, constraint=cf, penalty=pf, npop=40, disp=False, full_output=True) assert almostEqual(result[0], xs, rel=1e-2) assert almostEqual(result[1], ys, rel=1e-2) result = fmin_powell(objective, x0=[0.0,0.0], bounds=bounds, constraint=cf, penalty=pf, disp=False, full_output=True)
"""
import numpy as np
import mystic.symbolic as ms
import mystic.solvers as my
import mystic.math as mm
# generate constraints and penalty for a nonlinear system of equations
ieqn = '''
-2*x0 + 2*x1 <= -2
2*x0 - 4*x1 <= 0
'''
eqn = '''
x0**3 - x1 == 0
'''
cons = ms.generate_constraint(ms.generate_solvers(ms.simplify(eqn,target='x1')))
pens = ms.generate_penalty(ms.generate_conditions(ieqn), k=1e3)
bounds = [(0., None), (1., None)]
# get the objective
def objective(x, sign=1):
x = np.asarray(x)
return sign * (2*x[0]*x[1] + 2*x[0] - x[0]**2 - 2*x[1]**2)
x0 = np.random.rand(2)
# compare against the exact minimum
xs = np.array([2., 1.])
ys = objective(xs, -1)
Subject to: x[0] + 1*x[1] <= 7
-x[0] + 2*x[1] <= 4
where: 0 <= x[0] <= inf
0 <= x[1] <= 4
"""
import numpy as np
import mystic.symbolic as ms
import mystic.solvers as my
import mystic.math as mm
# generate constraints and penalty for a linear system of equations
A = np.array([[1, 1],[-1, 2]])
b = np.array([7,4])
eqns = ms.linear_symbolic(G=A, h=b)
cons = ms.generate_constraint(ms.generate_solvers(ms.simplify(eqns)))
pens = ms.generate_penalty(ms.generate_conditions(eqns), k=1e3)
bounds = [(0., None), (0., 4.)]
# get the objective
def objective(x):
x = np.asarray(x)
return x[0]**2 + 4*x[1]**2 - 32*x[1] + 64
x0 = np.random.rand(2)
# compare against the exact minimum
xs = np.array([2., 3.])
ys = objective(xs)
ys = 24.3062091
from mystic.symbolic import generate_constraint, generate_solvers, simplify
from mystic.symbolic import generate_penalty, generate_conditions
equations = """
4.0*x0 + 5.0*x1 - 3.0*x6 + 9.0*x7 - 105.0 <= 0.0
10.0*x0 - 8.0*x1 - 17.0*x6 + 2.0*x7 <= 0.0
-8.0*x0 + 2.0*x1 + 5.0*x8 - 2.0*x9 - 12.0 <= 0.0
3.0*(x0-2)**2 + 4.0*(x1-3)**2 + 2.0*x2**2 - 7.0*x3 - 120.0 <= 0.0
5.0*x0**2 + 8.0*x1 + (x2-6)**2 - 2.0*x3 - 40.0 <= 0.0
0.5*(x0-8)**2 + 2.0*(x1-4)**2 + 3.0*x4**2 - x5 - 30.0 <= 0.0
x0**2 + 2.0*(x1-2)**2 - 2.0*x0*x1 + 14.0*x4 - 6.0*x5 <= 0.0
-3.0*x0 + 6.0*x1 + 12.0*(x8-8)**2 - 7.0*x9 <= 0.0
"""
cf = generate_constraint(generate_solvers(simplify(equations, target=['x5','x3'])))
pf = generate_penalty(generate_conditions(equations))
if __name__ == '__main__':
x = [0]*len(xs)
from mystic.solvers import fmin_powell
from mystic.math import almostEqual
from mystic.monitors import VerboseMonitor
mon = VerboseMonitor(10)
result = fmin_powell(objective, x0=x, bounds=bounds, penalty=pf, maxiter=1000, maxfun=100000, ftol=1e-12, xtol=1e-12, gtol=10, disp=False, full_output=True)
assert almostEqual(result[0], xs, tol=1e-2)
bounds = [(-10., 10.)] * 7
# with penalty='penalty' applied, solution is:
xs = [2.330499, 1.951372, -0.4775414, 4.365726, -0.6244870, 1.038131, 1.594227]
ys = 680.6300573
from mystic.symbolic import generate_constraint, generate_solvers, simplify
from mystic.symbolic import generate_penalty, generate_conditions
equations = """
2.0*x0**2 + 3.0*x1**4 + x2 + 4.0*x3**2 + 5.0*x4 - 127.0 <= 0.0
7.0*x0 + 3.0*x1 + 10.0*x2**2 + x3 - x4 - 282.0 <= 0.0
23.0*x0 + x1**2 + 6.0*x5**2 - 8.0*x6 - 196.0 <= 0.0
4.0*x0**2 + x1**2 - 3.0*x0*x1 + 2.0*x2**2 + 5.0*x5 - 11.0*x6 <= 0.0
"""
cf = generate_constraint(generate_solvers(simplify(equations)))
pf = generate_penalty(generate_conditions(equations), k=1e12)
if __name__ == '__main__':
from mystic.solvers import diffev2
from mystic.math import almostEqual
result = diffev2(objective,
x0=bounds,
bounds=bounds,
constraints=cf,
penalty=pf,
npop=40,
gtol=200,
disp=False,
import mystic.symbolic as ms
from mystic.constraints import and_ as _and, or_ as _or
from mystic.coupler import and_, or_
if __name__ == '__main__':
eps = 1e-16
equations = """
A*B + C > 1
B < 0
"""
print(equations)
var = list('ABC')
eqns = ms.simplify(equations, variables=var, all=True)
if isinstance(eqns, str):
_join = join_ = None
print(eqns)
else:
_join,join_ = _or,or_
for eqn in eqns:
print(eqn + '\n----------------------')
constrain = ms.generate_constraint(ms.generate_solvers(eqns, var, locals=dict(e_=eps)), join=_join)
solution = constrain([1,-2,1])
print('solved: %s' % dict(zip(var, solution)))
penalty = ms.generate_penalty(ms.generate_conditions(eqns, var, locals=dict(e_=eps)), join=join_)
print('penalty: %s' % penalty(solution))
from mystic.symbolic import generate_constraint, generate_solvers, simplify
from mystic.symbolic import generate_penalty, generate_conditions
equations = """
4.0*x0 + 5.0*x1 - 3.0*x6 + 9.0*x7 - 105.0 <= 0.0
10.0*x0 - 8.0*x1 - 17.0*x6 + 2.0*x7 <= 0.0
-8.0*x0 + 2.0*x1 + 5.0*x8 - 2.0*x9 - 12.0 <= 0.0
3.0*(x0-2)**2 + 4.0*(x1-3)**2 + 2.0*x2**2 - 7.0*x3 - 120.0 <= 0.0
5.0*x0**2 + 8.0*x1 + (x2-6)**2 - 2.0*x3 - 40.0 <= 0.0
0.5*(x0-8)**2 + 2.0*(x1-4)**2 + 3.0*x4**2 - x5 - 30.0 <= 0.0
x0**2 + 2.0*(x1-2)**2 - 2.0*x0*x1 + 14.0*x4 - 6.0*x5 <= 0.0
-3.0*x0 + 6.0*x1 + 12.0*(x8-8)**2 - 7.0*x9 <= 0.0
"""
cf = generate_constraint(
generate_solvers(simplify(equations, target=['x5', 'x3'])))
pf = generate_penalty(generate_conditions(equations))
if __name__ == '__main__':
x = [0] * len(xs)
from mystic.solvers import fmin_powell
from mystic.math import almostEqual
from mystic.monitors import VerboseMonitor
mon = VerboseMonitor(10)
result = fmin_powell(objective,
x0=x,
bounds=bounds,
penalty=pf,
maxiter=1000,
Subject to: x[0] + 1*x[1] <= 7
-x[0] + 2*x[1] <= 4
where: 0 <= x[0] <= inf
0 <= x[1] <= 4
"""
import numpy as np
import mystic.symbolic as ms
import mystic.solvers as my
import mystic.math as mm
# generate constraints and penalty for a linear system of equations
A = np.array([[1, 1], [-1, 2]])
b = np.array([7, 4])
eqns = ms.linear_symbolic(G=A, h=b)
cons = ms.generate_constraint(ms.generate_solvers(ms.simplify(eqns)))
pens = ms.generate_penalty(ms.generate_conditions(eqns), k=1e3)
bounds = [(0., None), (0., 4.)]
# get the objective
def objective(x):
x = np.asarray(x)
return x[0]**2 + 4 * x[1]**2 - 32 * x[1] + 64
x0 = np.random.rand(2)
# compare against the exact minimum
xs = np.array([2., 3.])
ys = objective(xs)
ys = 24.3062091
from mystic.symbolic import generate_constraint, generate_solvers, simplify
from mystic.symbolic import generate_penalty, generate_conditions
equations = """
4.0*x0 + 5.0*x1 - 3.0*x6 + 9.0*x7 - 105.0 <= 0.0
10.0*x0 - 8.0*x1 - 17.0*x6 + 2.0*x7 <= 0.0
-8.0*x0 + 2.0*x1 + 5.0*x8 - 2.0*x9 - 12.0 <= 0.0
3.0*(x0-2)**2 + 4.0*(x1-3)**2 + 2.0*x2**2 - 7.0*x3 - 120.0 <= 0.0
5.0*x0**2 + 8.0*x1 + (x2-6)**2 - 2.0*x3 - 40.0 <= 0.0
0.5*(x0-8)**2 + 2.0*(x1-4)**2 + 3.0*x4**2 - x5 - 30.0 <= 0.0
x0**2 + 2.0*(x1-2)**2 - 2.0*x0*x1 + 14.0*x4 - 6.0*x5 <= 0.0
-3.0*x0 + 6.0*x1 + 12.0*(x8-8)**2 - 7.0*x9 <= 0.0
"""
cf = generate_constraint(generate_solvers(simplify(equations, target=['x5','x3'])))
pf = generate_penalty(generate_conditions(equations))
if __name__ == '__main__':
x = [0]*len(xs)
from mystic.solvers import fmin_powell
from mystic.math import almostEqual
from mystic.monitors import VerboseMonitor
mon = VerboseMonitor(10)
result = fmin_powell(objective, x0=x, bounds=bounds, penalty=pf, maxiter=1000, maxfun=100000, ftol=1e-12, xtol=1e-12, gtol=10, disp=False, full_output=True)
assert almostEqual(result[0], xs, tol=1e-2)
def cf(len=3):
return generate_constraint(generate_solvers(simplify(equations(len))))
return a * x3**3 + b * x2**2 + c * x1 + d * x0
# generate some sparse data
xtrain = np.random.uniform(0, 100, size=(10, 4))
target = model(xtrain.T).T
xtest = np.random.uniform(0, 100, size=(10, 4))
test = model(xtest.T).T
# define some model constraints
equations = """
3*b + c > -0.75
4.5*b - d > 11.0
"""
var = list('abcd')
equations = simplify(equations, variables=var)
cf = generate_constraint(generate_solvers(equations, variables=var))
if __name__ == '__main__':
# build a kernel-transformed regressor
ta = pre.FunctionTransformer(func=vectorize(cf, axis=1))
tp = pre.PolynomialFeatures(degree=3)
e = lin.LinearRegression()
# train and score, then test and score
xtrain_ = tp.fit_transform(ta.fit_transform(xtrain))
assert 1.0 == e.fit(xtrain_, target).score(xtrain_, target)
xtest_ = tp.fit_transform(ta.fit_transform(xtest))
assert 1 - e.score(xtest_, test) <= 1e-2
# EOF
eqn = 'A = (B - 1/C)/(1 - (B*C))'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 1/C'])
eqn = 'A = (B - 1/C)/(1 - sin(B*C))'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', '(1 - sin(B*C)) = 0'])
eqn = 'A = (B - 1/C)/(1 - (B*C)**2)'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 1/C'])
eqn = 'A = (B - 1/C)/(4 - (B*C)**2)'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 2/C'])
eqn = 'A = (B - 1/C)/(B - 1)**2'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 1'])
eqn = 'A = B + 1'
assert _solve_zeros(eqn, var) == []
eqn = 'A**2 + B*(2 - C) < C*A'
var = list('ABC')
res = simplify(eqn, variables=var, target=list('CAB'), all=True)
#print('\n#####\n'.join(res))
bylen = lambda x: len(x)
res = ['\n'.join(sorted(eqns.split('\n'), key=bylen)) for eqns in res]
assert equals(eqn, res[0].split('\n')[-1], dict(A=-0.9, B=1., C=1.))
assert equals(eqn, res[0].split('\n')[-1], dict(A=-0.9, B=1., C=-1.))
assert equals(eqn, res[0].split('\n')[-1], dict(A=1.1, B=-1., C=1.))
assert equals(eqn, res[0].split('\n')[-1], dict(A=1.1, B=-1., C=-1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=-1.1, B=1., C=1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=-1.1, B=1., C=-1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=0.9, B=-1., C=-1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=0.9, B=-1., C=1.))
res = simplify(eqn, variables=var, target=list('BCA'), all=True)
#print('\n#####\n'.join(res))
bylen = lambda x: len(x)
eqn = 'A = (B - 1/C)/(1 - (B*C))'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 1/C'])
eqn = 'A = (B - 1/C)/(1 - sin(B*C))'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', '(1 - sin(B*C)) = 0'])
eqn = 'A = (B - 1/C)/(1 - (B*C)**2)'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 1/C'])
eqn = 'A = (B - 1/C)/(4 - (B*C)**2)'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 2/C'])
eqn = 'A = (B - 1/C)/(B - 1)**2'
assert set(_solve_zeros(eqn, var)) == set(['C = 0', 'B = 1'])
eqn = 'A = B + 1'
assert _solve_zeros(eqn, var) == []
eqn = 'A**2 + B*(2 - C) < C*A'
var = list('ABC')
res = simplify(eqn, variables=var, target=list('CAB'), all=True)
#print('\n#####\n'.join(res))
bylen = lambda x: len(x)
res = ['\n'.join(sorted(eqns.split('\n'), key=bylen)) for eqns in res]
assert equals(eqn, res[0].split('\n')[-1], dict(A=-0.9,B=1.,C=1.))
assert equals(eqn, res[0].split('\n')[-1], dict(A=-0.9,B=1.,C=-1.))
assert equals(eqn, res[0].split('\n')[-1], dict(A=1.1,B=-1.,C=1.))
assert equals(eqn, res[0].split('\n')[-1], dict(A=1.1,B=-1.,C=-1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=-1.1,B=1.,C=1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=-1.1,B=1.,C=-1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=0.9,B=-1.,C=-1.))
assert equals(eqn, res[1].split('\n')[-1], dict(A=0.9,B=-1.,C=1.))
res = simplify(eqn, variables=var, target=list('BCA'), all=True)
#print('\n#####\n'.join(res))
bylen = lambda x: len(x)
import numpy as np
import mystic.symbolic as ms
import mystic.solvers as my
import mystic.math as mm
# generate constraints and penalty for a nonlinear system of equations
ieqn = '''
-2*x0 + 2*x1 <= -2
2*x0 - 4*x1 <= 0
'''
eqn = '''
x0**3 - x1 == 0
'''
cons = ms.generate_constraint(
ms.generate_solvers(ms.simplify(eqn, target='x1')))
pens = ms.generate_penalty(ms.generate_conditions(ieqn), k=1e3)
bounds = [(0., None), (1., None)]
# get the objective
def objective(x, sign=1):
x = np.asarray(x)
return sign * (2 * x[0] * x[1] + 2 * x[0] - x[0]**2 - 2 * x[1]**2)
x0 = np.random.rand(2)
# compare against the exact minimum
xs = np.array([2., 1.])
ys = objective(xs, -1)