def problem_2d():
cnstr = ({'type':'ineq','fun':g1high},{'type':'ineq','fun':g2})
#cnstr = ({'type':'ineq','fun':g1high},)
print minimize(fhigh,[3.,3.],method='SLSQP',bounds=((0,10),(0,10),),constraints=cnstr)
xL = np.array([-2,-2])
xU = np.array([2,2])
x0 = np.array([1,1])
delta = 1.0
nw = 3
tol = 1e-4
err = tol+1
iterMax = 50
nIter = 0
prefix = 'AVCM'
fscaled = AdditiveScaling(fhigh,flow,nw)
gscaled = AdditiveScaling(g1high,g1low,nw)
#xDOE = np.array([[10.0,3.3333],[0.0,6.6667],[3.3333,0.0],[6.6667,10.0]])
#fscaled.initialize_by_points(xDOE)
#gscaled.initialize_by_points(xDOE)
trReg = TrustRegionManagement(delta)
report = FileOutput('twodim_results_20140717.py')
_x10 = list()
_x20 = list()
_x1new = list()
_x2new = list()
_fh = list()
_fl = list()
_fs = list()
_gh = list()
_gl = list()
_gs = list()
_delta = list()
_rho = list()
_err = list()
while err>tol and nIter<iterMax:
fscaled.construct_scaling_model(x0)
gscaled.construct_scaling_model(x0)
bnds = get_bounds(x0,delta,xL,xU)
cnstr = ({'type':'ineq','fun':gscaled},{'type':'ineq','fun':g2})
#cnstr = ({'type':'ineq','fun':gscaled},)
rslt = minimize(fscaled,x0,method='SLSQP',bounds=bnds,constraints=cnstr)
xnew = rslt.x
fnew = rslt.fun
rho1 = fscaled.get_trust_region_ratio(xnew)
rho2 = gscaled.get_trust_region_ratio(xnew)
err = np.linalg.norm([x0-xnew])
delta1,x0 = trReg.adjust(rho1,x0,xnew)
delta2,tmp = trReg.adjust(rho2,x0,xnew)
delta = min(delta1,delta2)
nIter += 1
print '%.4f\t%.4f\t%.4f\t%.4f\t%.2e\t%.4f\t%.4f'%(xnew[0],xnew[1],x0[0],x0[1], err, fnew, rho1)
_x10.append(x0[0])
_x20.append(x0[1])
_x1new.append(xnew[0])
_x2new.append(xnew[1])
_fh.append(fhigh(xnew))
_fl.append(flow(xnew))
_fs.append(fnew)
_gh.append(g1high(xnew))
_gl.append(g1low(xnew))
_gs.append(gscaled(xnew))
_delta.append(delta)
_rho.append(rho1)
_err.append(err)
report.write_string('#===== %s ====='%prefix)
report.write_string(prefix+'fhEval = %d'%fscaled.fHigh._nEval)
report.write_string(prefix+'flEval = %d'%fscaled.fLow._nEval)
report.write_string(prefix+'ghEval = %d'%gscaled.fHigh._nEval)
report.write_string(prefix+'glEval = %d'%gscaled.fLow._nEval)
report.write_string(prefix+'nIter = %d'%nIter)
report.write_array(_x10,prefix+'x10')
report.write_array(_x20,prefix+'x20')
report.write_array(_x1new,prefix+'x1new')
report.write_array(_x2new,prefix+'x2new')
report.write_array(_fh,prefix+'fh')
report.write_array(_fl,prefix+'fl')
report.write_array(_fs,prefix+'fs')
report.write_array(_gh,prefix+'gh')
report.write_array(_gl,prefix+'gl')
report.write_array(_gs,prefix+'gs')
report.write_array(_delta,prefix+'delta')
report.write_array(_rho,prefix+'rho')
report.write_array(_err,prefix+'err')
def run_test_additive():
xL, x0, xU = 0.0, 0.5, 1.0
delta = 0.5
xDOE = np.array([0.2,0.5,0.8])
prefix = 'RVFMadd'
fsc = HybridScaling(fhigh,flow,3,1e-6,1.0)
report = FileOutput('RVFM_20151103.py')
fsc.initialize_by_points(xDOE)
frdo = RobustObjective(fhigh)
trReg = TrustRegionManagement(delta)
tol = 1e-6
err = tol+1
iterMax = 50
nIter = 0
x = np.linspace(0,1,100)
yh = np.array([fhigh(_x) for _x in x])
yl = np.array([flow(_x) for _x in x])
_x0 = list()
_fh = list()
_fl = list()
_fs = list()
_rho = list()
_err = list()
_delta = list()
print 'xnew\tx0\terr\tfnew\trho'
while err>tol and nIter<iterMax:
fsc.construct_scaling_model(x0)
bnds = get_bounds(x0,delta,xL,xU)
rslt = minimize(frdo,x0,method='SLSQP',bounds=bnds)
xnew = rslt.x[0]
fnew = rslt.fun
rho = fsc.get_trust_region_ratio(xnew)
err = abs(x0-xnew)
delta,x0 = trReg.adjust(rho,x0,xnew)
nIter += 1
print '%.4f\t%.4f\t%.2e\t%.4f\t%.4f'%(xnew,x0, err, fnew, rho)
_x0.append(xnew)
_fh.append(fhigh(xnew))
_fl.append(flow(xnew))
_fs.append(fnew)
_rho.append(rho)
_err.append(err)
_delta.append(delta)
print nIter
print fsc._scalingAdd.fHigh._nEval
print fsc._scalingAdd.fLow._nEval
report.write_string('#===== %s ====='%prefix)
report.write_string(prefix+'fHighEval = %d'%fsc._scalingAdd.fHigh._nEval)
report.write_string(prefix+'fLowEval = %d'%fsc._scalingAdd.fLow._nEval)
report.write_string(prefix+'nIter = %d'%nIter)
report.write_array(_x0,prefix+'x0')
report.write_array(_fh,prefix+'fh')
report.write_array(_fl,prefix+'fl')
report.write_array(_fs,prefix+'fs')
report.write_array(_rho,prefix+'rho')
report.write_array(_err,prefix+'err')
report.write_array(_delta,prefix+'delta')
report.write_array(x, 'x')
report.write_array(yh,'fhigh')
report.write_array(yl,'flow')
fSc = np.array([fsc(_x) for _x in x])
report.write_array(fSc,prefix+'fscaled')
report.write_array(fsc._scalingAdd.fHigh._histXpart,prefix+'xHist')
report.write_array(fsc._scalingAdd.fHigh._histFpart,prefix+'fHist')
fsc._scalingAdd.fHigh.write_history('history_20140715.txt')
plt.figure(1)
plt.hold(True)
plt.plot(x,yh,'b')
plt.plot(x,yl,'r')
plt.plot(x,fSc,'k')
plt.plot(fsc._scalingAdd.fHigh._histXpart,fsc._scalingAdd.fHigh._histFpart,'go')
plt.plot(x0,fsc.fHigh(x0,False),'ro')
plt.axis([0,1,-10,20])
plt.show()
plt.cla()
