def compute_IP(self, vertex,jet):
'''find the impact parameter of the trajectory with respect to a given
point (vertex). The impact parameter has the same sign as the scalar product of
the vector pointing from the given vertex to the point of closest
approach with the given jet direction.
new attributes :
* closest_t = time of closest approach to the primary vertex.
* IP = signed impact parameter
* IPcoord = TVector3 of the point of closest approach to the
primary vertex
'''
self.vertex_IP = vertex
def distquad (time):
x,y,z = self.coord_at_time(time)
dist2 = (x-vertex.x())**2 + (y-vertex.y())**2\
+ (z-vertex.z())**2
return dist2
minim_answer = opti.bracket(distquad, xa = -0.5e-14, xb = 0.5e-14)
self.closest_t = minim_answer[1]
vector_IP = self.point_at_time(minim_answer[1]) - vertex
Pj = jet.p4().Vect().Unit()
signIP = vector_IP.Dot(Pj)
self.IP = minim_answer[4]**(1.0/2)*sign(signIP)
x,y,z = self.coord_at_time(minim_answer[1])
self.IPcoord = TVector3(x, y, z)
def compute_IP(self, vertex, jet):
'''find the impact parameter of the trajectory with respect to a given
point (vertex). The impact parameter has the same sign as the scalar product of
the vector pointing from the given vertex to the point of closest
approach with the given jet direction.
new attributes :
* closest_t = time of closest approach to the primary vertex.
* IP = signed impact parameter
* IPcoord = TVector3 of the point of closest approach to the
primary vertex
'''
self.vertex_IP = vertex
def distquad(time):
x, y, z = self.coord_at_time(time)
dist2 = (x-vertex.x())**2 + (y-vertex.y())**2\
+ (z-vertex.z())**2
return dist2
minim_answer = opti.bracket(distquad, xa=-0.5e-14, xb=0.5e-14)
self.closest_t = minim_answer[1]
vector_IP = self.point_at_time(minim_answer[1]) - vertex
Pj = jet.p4().Vect().Unit()
signIP = vector_IP.Dot(Pj)
self.IP = minim_answer[4]**(1.0 / 2) * sign(signIP)
x, y, z = self.coord_at_time(minim_answer[1])
self.IPcoord = TVector3(x, y, z)
def max_epsilon_ratio(q):
def foo(eps):
err = expected_error(q, eps, pf_pmf)
eps2 = expected_epsilon(q, err, [eps, 2*eps])
return -eps2/eps
br = bracket(foo, 1e-3, 1.0)[0:3]
ans = minimize_scalar(foo, bracket=br, method='brent')
eps0 = ans.x
err = expected_error(q, eps0, pf_pmf)
eps1 = expected_epsilon(q, err, [eps0, 2*eps0])
return eps0, err, eps1
def __call__(self, *args, **kwargs):
f_line = lambda x: kwargs['f'](kwargs['x_k'] + x * kwargs['p_k'])
oracle_calls = 0
if self.bracketing:
l, r = 0, 100
xa, xb, xc, fa, fb, fc, calls = bracket(f_line, xa=l, xb=r)
oracle_calls += calls
brack = (xa, xb, xc)
else:
brack = (0, 100)
alpha, _, _, calls = brent_sc(f_line, brack=brack, tol=kwargs['tol'], full_output=True)
return alpha, calls + oracle_calls
def __call__(self, *args, **kwargs):
f_line = lambda x: kwargs['f'](kwargs['x_k'] + x * kwargs['p_k'])
oracle_calls = 0
if self.bracketing:
l, r = 0, 100
xa, xb, xc, fa, fb, fc, calls = bracket(f_line, xa=l, xb=r)
oracle_calls += calls
l, r = xa, xc
else:
l, r = 0, 100
alpha, calls = self.golden_section(f_line, l, r, self.tol, self.max_iter)
return alpha, calls + oracle_calls
def compute_IP(self, vertex):
self.vertex=vertex
def distquad (time):
x,y,z = self.coord_at_time(time)
dist2 = (x-vertex.x())**2 + (y-vertex.y())**2\
+ (z-vertex.z())**2
return dist2
minim_answer = opti.bracket(distquad, xa = -0.5e-14, xb = 0.5e-14)
self.closest_t = minim_answer[1]
vector_IP = self.point_at_time(minim_answer[1]) - vertex
self.signIP= vector_IP.Dot(self.p4.Vect().Unit())
self.IP = minim_answer[4]**(1.0/2)*sign(self.signIP)
def powell(F, x, h=0.1, tol=1.0e-0):
def f(s): return F(x + s*v) # F in direction of v
n = len(x) # Humber of design variables
df = np.zeros(n) # Decreases of F stored here
u = np.identity(n) # Vectors v stored here by rows
for j in range(30): # Allow for 30 cycles:
xOld = x.copy() # Save starting point
fOld = F(xOld)
# First n live searches record decreases of F
for i in range(n):
v = u[i]
a, b = bracket(f, 0.0, h)
s, fMin = search(f,a,b)
df[1] = fOld -tUft
fOld =
x = x + a*v
def line_search(self):
r"""Perform a line search along the descent direction to get a new
value of the parameter"""
u, p, q = self.state, self.parameter, self.search_direction
u_t, p_t = u.copy(deepcopy=True), p.copy(deepcopy=True)
def f(t):
p_t.assign(p + firedrake.Constant(t) * q)
u_t.assign(self._forward_solve(p_t))
return self._assemble(replace(self._J, {u: u_t, p: p_t}))
try:
line_search_options = self._line_search_options
except AttributeError:
line_search_options = {}
brack = bracket(f, xa=0.0, xb=_bracket(f, max_iterations=30))[:3]
result = minimize_scalar(f, bracket=brack, options=line_search_options)
if not result.success:
raise ValueError("Line search failed: {}".format(result.message))
return result.x
def getmin(fun,xa,xb):
res1 = bracket(fun, xa = xa, xb=xb)
res = minimize_scalar(fun, bounds=(res1[2],res1[1]), method='bounded')
return res.x
from scipy.optimize import minimize, bracket, minimize_scalar
def f(x):
return (x - 1) * (x + 5) * (x - 3) * (x + 10)
# res = minimize_scalar(f, bounds=(-3, 60000000000), method='bounded')
#局域最低点
res1 = bracket(f, xa=5, xb=4)
print(res1)
res = minimize_scalar(f, bounds=(res1[2], res1[1]), method='bounded')
print(res.x)
def grad(foo, var_list, init_values, tol=1e-5, max_iter=10000):
"""
This method computes the minimum value of a multivariable
algebraic function using the Gradient Descent algorithm,
provided that a initial point is given.
Parameters:
foo: callable multivariable algebraic function built with sympy;
var_list: list containing independent variables of the function;
init_values: list containing the initial values of the variables
provided in "var_list"
tol: tolerance of the method;
max_iter: maximum number of iteration allowed;
"""
# Initial definitions and variables declaration
alpha = symbols("alpha")
n = 0
current_values = asarray(init_values)
previous_values = None
previous_replacements = None
gradient_vector = list()
gradient_values = list()
# Generate gradient vector analytically
for var in var_list:
gradient_vector.append(diff(foo, var))
# Perform Gradient Descent Algorithm
while n < max_iter:
replacements = [(var, var_value)
for var, var_value in zip(var_list, current_values)]
# Check if this is the first iteration, if not, check for stop criteria
if n != 0:
if linalg.norm(current_values - previous_values) < tol and \
abs(foo.subs(replacements) -
foo.subs(previous_replacements)) < tol and \
linalg.norm(gradient_values) < tol:
return current_values, foo.subs(replacements), n
gradient_values = list()
for index, _ in enumerate(gradient_vector):
gradient_values.append(
float(gradient_vector[index].subs(replacements)))
gradient_values = asarray(gradient_values)
alpha_foo_arg = current_values - alpha * gradient_values
alpha_replacements = [
(var, var_value) for var, var_value in zip(var_list, alpha_foo_arg)
]
alpha_foo = foo.subs(alpha_replacements)
alpha_foo = lambdify(alpha, alpha_foo)
# Perform bracketing for determining the boundaries for line sarch
xa, _, xc, _, _, _, _ = optimize.bracket(alpha_foo)
# Perform line search for minimizing "alpha"
# using the Golden Section Method
min_alpha, _, _ = golden_ratio(alpha_foo, "min", xa, xc)
# Save variable value of current iteration
previous_values = current_values
# Calculate variable values for next iteration
current_values = previous_values - min_alpha * gradient_values
previous_replacements = replacements
n += 1
else:
raise RuntimeError("The number of iterations reached "
"the defined maximum number of iterations.")
def find_min_h_brent(self, Bs, dtau_init, tol=5E-2, skipIfLower=False,
verbose=False, use_tangvec_overlap=False,
max_iter=20):
As0 = cp.deepcopy(self.A)
Cs0 = cp.deepcopy(self.C)
Ks0 = cp.deepcopy(self.K)
h_expect_0 = self.H_expect
ls0 = cp.deepcopy(self.l)
rs0 = cp.deepcopy(self.r)
taus=[0]
if use_tangvec_overlap:
ress = [self.eta_sq.real.sum()]
else:
ress = [h_expect_0.real]
hs = [h_expect_0.real]
def f(tau, *args):
if tau < 0:
if use_tangvec_overlap:
res = tau**2 + self.eta_sq.sum().real
else:
res = tau**2 + h_expect_0.real
log.debug((tau, res, "punishing negative tau!"))
taus.append(tau)
ress.append(res)
hs.append(h_expect_0.real)
return res
try:
i = taus.index(tau)
log.debug((tau, ress[i], "from stored"))
return ress[i]
except ValueError:
for n in xrange(1, self.N + 1):
if not Bs[n] is None:
self.A[n] = As0[n] - tau * Bs[n]
if use_tangvec_overlap:
self.update(restore_CF=False)
Bsg = self.calc_B(set_eta=False)
res = 0
for n in xrange(1, self.N + 1):
if not Bs[n] is None:
res += abs(m.adot(self.l[n - 1], tm.eps_r_noop(self.r[n], Bsg[n], Bs[n])))
h_exp = self.H_expect.real
else:
self.calc_l()
self.calc_r()
self.simple_renorm()
self.calc_C()
h_exp = 0
if self.ham_sites == 2:
for n in xrange(1, self.N):
h_exp += self.expect_2s(self.ham[n], n).real
else:
for n in xrange(1, self.N - 1):
h_exp += self.expect_3s(self.ham[n], n).real
res = h_exp
log.debug((tau, res, h_exp, h_exp - h_expect_0.real))
taus.append(tau)
ress.append(res)
hs.append(h_exp)
return res
if skipIfLower:
if f(dtau_init) < self.H_expect.real:
return dtau_init
brack_init = (dtau_init * 0.9, dtau_init * 1.5)
attempt = 1
while attempt < 3:
try:
log.debug("CG: Bracketing...")
xa, xb, xc, fa, fb, fc, funcalls = opti.bracket(f, xa=brack_init[0],
xb=brack_init[1],
maxiter=5)
brack = (xa, xb, xc)
log.debug("CG: Using bracket = " + str(brack))
break
except RuntimeError:
log.debug("CG: Bracketing failed, attempt %u." % attempt)
brack_init = (brack_init[0] * 0.1, brack_init[1] * 0.1)
attempt += 1
if attempt == 3:
log.debug("CG: Bracketing failed. Aborting!")
tau_opt = 0
h_min = h_expect_0.real
else:
try:
tau_opt, res_min, itr, calls = opti.brent(f,
brack=brack,
tol=tol,
maxiter=max_iter,
full_output=True)
i = taus.index(tau_opt)
h_min = hs[i]
except ValueError:
log.debug("CG: Bad bracket. Aborting!")
tau_opt = 0
h_min = h_expect_0.real
#Must restore everything needed for take_step
self.A = As0
self.l = ls0
self.r = rs0
self.C = Cs0
self.K = Ks0
self.H_expect = h_expect_0
return tau_opt, h_min
sensnorm = 0
removed = remove(seed, num_remove, mi[:num_exclude])
for ind in removed:
if (outflag == 1):
print(ind, reactions[ind].equation, ms[ind])
sensnorm += ms[ind]
if (gas.reaction_type(measure_ind) == 4):
k0 = gas.reactions()[measure_ind].low_rate.pre_exponential_factor
else:
k0 = gas.reactions()[measure_ind].rate.pre_exponential_factor
try:
xa, xb, xc, fa, fb, fc, nf = op.bracket(
residual,
xa=np.log10(0.5),
xb=np.log10(2.0),
args=(k0, observations, measure_ind, tmaxes, temperatures, pressures,
initials, maxes, yields),
grow_limit=1.5)
brack = (xa, xb, xc)
if (outflag == 1):
print("bracket found in %d calls: (%f %f %f)" % (nf, xa, xb, xc))
result = op.minimize_scalar(residual,
args=(k0, observations, measure_ind, tmaxes,
temperatures, pressures, initials, maxes,
yields),
method='brent',
bracket=brack,
options={'xtol': ktol})
except Exception as error:
print('failed')
def f(s): return F(x + s*v) # F in direction of v
n = len(x) # Humber of design variables
df = np.zeros(n) # Decreases of F stored here
u = np.identity(n) # Vectors v stored here by rows
for j in range(30): # Allow for 30 cycles:
xOld = x.copy() # Save starting point
fOld = F(xOld)
# First n live searches record decreases of F
for i in range(n):
v = u[i]
a, b = bracket(f, 0.0, h)
s, fMin = search(f,a,b)
df[1] = fOld -tUft
fOld =
x = x + a*v
Last 1.e sear. . the cycle
a,b = bracket(f.O.O.h)
s,frast = search(f,a,b)
Check for convergence
If Math. grt(r.p.dot(x-xOld.x-x01d)/n) < tol: recur])
/dentify biggest decrease update seamen directions
= np.argmax(df)
for i range(1Max.n-1):
u[i] -1(1+1]
III 1] = v
print( "Powell did not converge)
def minimize_linesearch(objF,x0,step):
#line search causes many additional objF calls, but runs without new hessians and prevents pingponging with hessians@grads overshhots
#golden
#%% find abc bounds for alpha
a=0
b=1
#fa=objF(a*step+x0)
#fb=objF(b*step+x0)
#if fb<fa: #a ok, falta acertar c
#c=2
#fc=objF(c*step+x0)
#i=0
#imax=10
#while i<imax and not fc>fb:
#c=c*2 #towards inf
#fc=objF(c*step+x0)
#i+=1
#else: #c ok, falta acertar b
#c=b*1
#fc=fb*1
#i=0
#imax=10
#while i<imax and not fb<fa:
#b=b/2 #towards zero
#fb=objF(b*step+x0)
#i+=1
#alpha = gss(f=lambda alpha:objF(alpha*step+x0),
#a=b,
#b=c)
#print(alpha)
#print(objF(alpha*step+x0))
#input('alpha')
#return alpha
from scipy import optimize as opt
#alpha = gss(f=lambda alpha:objF(x0 + alpha*step),
#a=a,
#b=c)
#assert(fa<fb<fc)
a,b,c,fa,fb,fc,_=opt.bracket(func=lambda alpha:objF(x0 + alpha*step),xa=a,xb=b)
abc=np.array([a,b,c])
fabc=np.array([fa,fb,fc])
idx = np.argsort(abc)
a,b,c=abc[idx]
fa,fb,fc=fabc[idx]
#print(a,b,c,fa,fb,fc)
#input('paused')
alpha=opt.golden(func=lambda alpha:objF(x0 + alpha*step), brack=(a, b, c))
#print(alpha)
#print(objF(alpha*step+x0))
#input('alpha')
return alpha