def adjustr4WithDiscreteVariables(wr4, p):
for i in p._discreteVarsNumList:
v = p._freeVarsList[i]
if v.domain is bool or v.domain is 'bool':
wr4[:, i] = where(wr4[:, i]<0.5, 0, 1)
else:
tmp = wr4[:, i]
d = v.domain
if isPyPy:
d2 = d.tolist()
ind = atleast_1d([bisect_left(d2, val) for val in tmp])
ind2 = atleast_1d([bisect_right(d2, val) for val in tmp])
else:
ind = searchsorted(d, tmp, side='left')
ind2 = searchsorted(d, tmp, side='right')
ind3 = where(ind!=ind2)[0]
Tmp = tmp[ind3].copy()
ind[ind==d.size] -= 1 # may be due to roundoff errors
ind[ind==1] = 0
ind2[ind2==d.size] -=1
ind2[ind2==0] = 1 # may be due to roundoff errors
tmp1 = asarray(d[ind], p.solver.dataType)
tmp2 = asarray(d[ind2], p.solver.dataType)
if Tmp.size!=0:
if str(tmp1.dtype).startswith('int'):
Tmp = asarray(Tmp, p.solver.dataType)
tmp2[ind3] = Tmp.copy()
tmp1[ind3] = Tmp.copy()
tmp = where(abs(tmp-tmp1)<abs(tmp-tmp2), tmp1, tmp2)
#print max(abs(tmp-tmp1)), max(abs(tmp-tmp2))
wr4[:, i] = tmp
def adjustr4WithDiscreteVariables(wr4, p):
for i in p._discreteVarsNumList:
v = p._freeVarsList[i]
if v.domain is bool or v.domain is 'bool':
wr4[:, i] = where(wr4[:, i] < 0.5, 0, 1)
else:
tmp = wr4[:, i]
d = v.domain
if isPyPy:
d2 = d.tolist()
ind = atleast_1d([bisect_left(d2, val) for val in tmp])
ind2 = atleast_1d([bisect_right(d2, val) for val in tmp])
else:
ind = searchsorted(d, tmp, side='left')
ind2 = searchsorted(d, tmp, side='right')
ind3 = where(ind != ind2)[0]
Tmp = tmp[ind3].copy()
ind[ind == d.size] -= 1 # may be due to roundoff errors
ind[ind == 1] = 0
ind2[ind2 == d.size] -= 1
ind2[ind2 == 0] = 1 # may be due to roundoff errors
tmp1 = asarray(d[ind], p.solver.dataType)
tmp2 = asarray(d[ind2], p.solver.dataType)
if Tmp.size != 0:
if str(tmp1.dtype).startswith('int'):
Tmp = asarray(Tmp, p.solver.dataType)
tmp2[ind3] = Tmp.copy()
tmp1[ind3] = Tmp.copy()
tmp = where(abs(tmp - tmp1) < abs(tmp - tmp2), tmp1, tmp2)
#print max(abs(tmp-tmp1)), max(abs(tmp-tmp2))
wr4[:, i] = tmp
def _correct_box_constraints(lb, ub, pop):
diff_lb = pop - lb
check_lb = diff_lb < 0.0
scale = 1.0
while np.any(check_lb):
check_lb = check_lb*1
pop = pop - (1+scale)*check_lb*diff_lb
diff_lb = pop - lb
check_lb = diff_lb < 0.0
scale /= 2
diff_ub = pop - ub
check_ub = diff_ub > 0.0
scale = 1.0
while np.any(check_ub):
check_ub = check_ub*1
pop = pop - (1+scale)*check_ub*diff_ub
diff_ub = pop - ub
check_ub = diff_ub > 0.0
scale /= 2
# temporary fix
ind = where(pop<lb)
if ind[0].size:
pop[ind] = lb[ind[1]]
ind = where(pop>ub)
if ind[0].size:
pop[ind] = ub[ind[1]]
return pop
def func9(an, fo, g, p):
#ind = searchsorted(ar, fo, side='right')
if p.probType in ('NLSP', 'SNLE') and p.maxSolutions != 1:
mino = atleast_1d([node.key for node in an])
ind = mino > 0
if not any(ind):
return an, g
else:
g = nanmin((g, nanmin(mino[ind])))
ind2 = where(logical_not(ind))[0]
#an = take(an, ind2, axis=0, out=an[:ind2.size])
#an = asarray(an[ind2])
an = [an[i] for i in ind2]
return an, g
elif p.solver.dataHandling == 'sorted':
#OLD
mino = [node.key for node in an]
ind = bisect_right(mino, fo)
if ind == len(mino):
return an, g
else:
g = nanmin((g, nanmin(atleast_1d(mino[ind]))))
return an[:ind], g
elif p.solver.dataHandling == 'raw':
#NEW
mino = atleast_1d([node.key for node in an])
r10 = mino > fo
if not any(r10):
return an, g
else:
ind = where(r10)[0]
g = nanmin((g, nanmin(atleast_1d(mino)[ind])))
#an = asarray(an)
ind2 = where(logical_not(r10))[0]
#an = take(an, ind2, axis=0, out=an[:ind2.size])
an = [an[i] for i in ind2]
return an, g
# NEW 2
# curr_tnlh = [node.tnlh_curr for node in an]
# import warnings
# warnings.warn('! fix g')
return an, g
else:
assert 0, 'incorrect nodes remove approach'
def func9(an, fo, g, p):
#ind = searchsorted(ar, fo, side='right')
if p.probType in ('NLSP', 'SNLE') and p.maxSolutions != 1:
mino = atleast_1d([node.key for node in an])
ind = mino > 0
if not any(ind):
return an, g
else:
g = nanmin((g, nanmin(mino[ind])))
ind2 = where(logical_not(ind))[0]
#an = take(an, ind2, axis=0, out=an[:ind2.size])
#an = asarray(an[ind2])
an = [an[i] for i in ind2]
return an, g
elif p.solver.dataHandling == 'sorted':
#OLD
mino = [node.key for node in an]
ind = bisect_right(mino, fo)
if ind == len(mino):
return an, g
else:
g = nanmin((g, nanmin(atleast_1d(mino[ind]))))
return an[:ind], g
elif p.solver.dataHandling == 'raw':
#NEW
mino = atleast_1d([node.key for node in an])
r10 = mino > fo
if not any(r10):
return an, g
else:
ind = where(r10)[0]
g = nanmin((g, nanmin(atleast_1d(mino)[ind])))
#an = asarray(an)
ind2 = where(logical_not(r10))[0]
#an = take(an, ind2, axis=0, out=an[:ind2.size])
an = [an[i] for i in ind2]
return an, g
# NEW 2
# curr_tnlh = [node.tnlh_curr for node in an]
# import warnings
# warnings.warn('! fix g')
return an, g
else:
assert 0, 'incorrect nodes remove approach'
def func13(o, a):
m, n = o.shape
n /= 2
# if case == 1:
# U1, U2 = a[:, :n].copy(), a[:, n:]
# #TODO: mb use nanmax(concatenate((U1,U2),3),3) instead?
# U1 = where(logical_or(U1<U2, isnan(U1)), U2, U1)
# return nanmin(U1, 1)
L1, L2, U1, U2 = o[:, :n], o[:, n:], a[:, :n], a[:, n:]
# if case == 2:
U = where(logical_or(U1 < U2, isnan(U1)), U2, U1)
L = where(logical_or(L2 < L1, isnan(L1)), L2, L1)
return nanmax(U - L, 1)
def func13(o, a):
m, n = o.shape
n /= 2
# if case == 1:
# U1, U2 = a[:, :n].copy(), a[:, n:]
# #TODO: mb use nanmax(concatenate((U1,U2),3),3) instead?
# U1 = where(logical_or(U1<U2, isnan(U1)), U2, U1)
# return nanmin(U1, 1)
L1, L2, U1, U2 = o[:, :n], o[:, n:], a[:, :n], a[:, n:]
# if case == 2:
U = where(logical_or(U1<U2, isnan(U1)), U2, U1)
L = where(logical_or(L2<L1, isnan(L1)), L2, L1)
return nanmax(U-L, 1)
def getPrimevalDilationMatrixWRTlinEqConstraints(self, p):
n, Aeq, beq = p.n, p.Aeq, p.beq
nLinEq = len(p.beq)
ind_fixed = where(p.lb == p.ub)[0]
arr = ones(n, dtype=self.T)
arr[ind_fixed] = 0
b = diag(arr)
if hasattr(Aeq, 'tocsc'): Aeq = Aeq.tocsc()
for i in range(nLinEq):
vec = Aeq[i]
#raise 0
if hasattr(vec, 'toarray'): vec = vec.toarray().flatten()
g = economyMult(b.T, vec)
if not any(g): continue
#ind_nnz = nonzero(g)[0]
ng = norm(g)
g = (g / ng).reshape(-1, 1)
vec1 = p.matmult(b, g) # TODO: remove economyMult, use dot?
vec2 = -g.T
b += p.matmult(vec1, vec2)
# if len(ind_nnz) > 0.7 * g.size:
# b += p.matmult(vec1, vec2)
# else:
# ind_nnz1 = nonzero(vec1)[0]
# ind_nnz2 = nonzero(vec2)[1]
# r = dot(vec1[ind_nnz1, :], vec2[:, ind_nnz2])
# if p.debug:
# assert abs(norm(p.matmult(vec1, vec2).flatten()) - norm(r.flatten())) < 1e-5
# b[ix_(ind_nnz1, ind_nnz2)] += r
return b
def finalTextOutput(p, r):
if type(p.msg) == ndarray: # from fmincon etc
msg = asarray(p.msg.flatten(), int).tolist()
p.msg = ''.join(chr(c) for c in msg)
if p.iprint >= 0:
if len(p.msg):
p.disp("istop: " + str(r.istop) + ' (' + p.msg + ')')
else:
p.disp("istop: " + str(r.istop))
p.disp('Solver: Time Elapsed = ' + str(r.elapsed['solver_time']) +
' \tCPU Time Elapsed = ' + str(r.elapsed['solver_cputime']))
if p.plot:
p.disp('Plotting: Time Elapsed = ' + str(r.elapsed['plot_time']) +
' \tCPU Time Elapsed = ' + str(r.elapsed['plot_cputime']))
if p.probType == 'MOP':
msg = '%d solutions have been obtained' % len(p.solutions.coords)
p.disp(msg)
return
# TODO: add output of NaNs number in constraints (if presernt)
if p.useScaledResidualOutput:
rMsg = 'max(residuals/requiredTolerances) = %g' % (r.rf / p.contol)
else:
rMsg = 'MaxResidual = %g' % r.rf
if not p.isFeasible:
nNaNs = (len(where(isnan(p.c(p.xf)))[0]) if p.c is not None and type(p.c)!=list else 0) \
+ (len(where(isnan(p.h(p.xf)))[0]) if p.h is not None and type(p.h)!=list else 0)
if nNaNs == 0:
nNaNsMsg = ''
elif nNaNs == 1:
nNaNsMsg = '1 constraint is equal to NaN, '
else:
nNaNsMsg = ('%d constraints are equal to NaN, ' % nNaNs)
p.disp(
'NO FEASIBLE SOLUTION has been obtained (%s%s, objFunc = %0.8g)'
% (nNaNsMsg, rMsg, r.ff))
else:
if p.maxSolutions == 1:
msg = "objFunValue: " + (p.finalObjFunTextFormat % r.ff)
if not p.isUC: msg += ' (feasible, %s)' % rMsg
else:
msg = '%d solutions have been obtained' % len(p.solutions)
p.disp(msg)
def _eval_pop(pop, p):
NP = pop.shape[0]
constr_vals = np.zeros(NP)
vals = p.f(pop).flatten()
if vals.size == 1:
vals = np.array([vals]*NP)
vals[np.isnan(vals)] = np.inf
if p.__isNoMoreThanBoxBounded__():
best_i = vals.argmin()
best = (vals[best_i], 0, pop[best_i])
else:
# new = 1
#
# if new:# and p.isFDmodel:
# TODO: handle nanPenalty * newPoint.nNaNs()
#vals = np.empty(pop.shape[0])
#vals.fill(np.nan)
P = p.point(pop)
constr_vals = P.mr(checkBoxBounds = False) + nanPenalty * P.nNaNs()
ind = constr_vals < p.contol
if not np.any(ind):
j = np.argmin(constr_vals)
bestPoint = p.point(pop[j])
#bestPoint.i = j
else:
IND = where(ind)[0]
#print(IND, pop.shape)
try:
P2 = np.atleast_2d(pop[IND])
F = np.atleast_1d(vals[IND])
except: # PyPy
P2 = np.atleast_2d([pop[j] for j in IND])
F = np.atleast_1d([vals[j] for j in IND])
J = np.nanargmin(F)
bestPoint = p.point(P2[J], f=F[J])# TODO: other fields
#bestPoint.i = IND[J]
#bestPoint.i = where(ind)[0]
best = (bestPoint.f(), bestPoint.mr() + nanPenalty * bestPoint.nNaNs(), bestPoint.x)
# print(vals, constr_vals)
# from openopt.kernel.ooMisc import isSolved
# raise isSolved
return best, vals, constr_vals
def func2(y, e, t, vv): #, tnlhf_curr):
#assert y.size != 0
if y.size == 0: return y.copy(), e.copy() # especially for PyPy
new_y, new_e = y.copy(), e.copy()
m, n = y.shape
w = arange(m)
#!!!! TODO: omit or imporove it for all-float problems
th = (new_y[w, t] + new_e[w, t]) / 2
### !!!!!!!!!!!!!!!!!!!!!
# TODO: rework it for integer dataType
BoolVars = [(v.domain is bool or v.domain is 'bool') for v in vv]
if not str(th.dtype).startswith('float') and any(BoolVars):
indBool = where(BoolVars)[0]
if len(indBool) != n:
#boolCoords = list(set(indBool) & set(t))
boolCoords = where([t[j] in indBool for j in range(m)])[0]
new_y[w, t] = th
new_e[w, t] = th
new_y[boolCoords, t[boolCoords]] = 1
new_e[boolCoords, t[boolCoords]] = 0
else:
new_y[w, t] = 1
new_e[w, t] = 0
else:
# print new_y.shape, w.shape, t.shape, th.shape
new_y[w, t] = th
new_e[w, t] = th
new_y = vstack((y, new_y))
new_e = vstack((new_e, e))
# if tnlhf_curr is not None:
# tnlhf_curr_local = hstack((tnlhf_curr[w, t], tnlhf_curr[w, n+t]))
# else:
# tnlhf_curr_local = None
return new_y, new_e #, tnlhf_curr_local
def func2(y, e, t, vv):#, tnlhf_curr):
#assert y.size != 0
if y.size == 0: return y.copy(), e.copy() # especially for PyPy
new_y, new_e = y.copy(), e.copy()
m, n = y.shape
w = arange(m)
#!!!! TODO: omit or imporove it for all-float problems
th = (new_y[w, t] + new_e[w, t]) / 2
### !!!!!!!!!!!!!!!!!!!!!
# TODO: rework it for integer dataType
BoolVars = [(v.domain is bool or v.domain is 'bool') for v in vv]
if not str(th.dtype).startswith('float') and any(BoolVars):
indBool = where(BoolVars)[0]
if len(indBool) != n:
#boolCoords = list(set(indBool) & set(t))
boolCoords = where([t[j] in indBool for j in range(m)])[0]
new_y[w, t] = th
new_e[w, t] = th
new_y[boolCoords, t[boolCoords]] = 1
new_e[boolCoords, t[boolCoords]] = 0
else:
new_y[w, t] = 1
new_e[w, t] = 0
else:
# print new_y.shape, w.shape, t.shape, th.shape
new_y[w, t] = th
new_e[w, t] = th
new_y = vstack((y, new_y))
new_e = vstack((new_e, e))
# if tnlhf_curr is not None:
# tnlhf_curr_local = hstack((tnlhf_curr[w, t], tnlhf_curr[w, n+t]))
# else:
# tnlhf_curr_local = None
return new_y, new_e#, tnlhf_curr_local
def func7(y, e, o, a, _s, indT, nlhc, residual):
r10 = logical_and(all(isnan(o), 1), all(isnan(a), 1))
if any(r10):
j = where(logical_not(r10))[0]
lj = j.size
y = take(y, j, axis=0, out=y[:lj])
e = take(e, j, axis=0, out=e[:lj])
o = take(o, j, axis=0, out=o[:lj])
a = take(a, j, axis=0, out=a[:lj])
_s = _s[j]
if indT is not None:
indT = indT[j]
if nlhc is not None:
nlhc = take(nlhc, j, axis=0, out=nlhc[:lj])
if residual is not None:
residual = take(residual, j, axis=0, out=residual[:lj])
return y, e, o, a, _s, indT, nlhc, residual
def func7(y, e, o, a, _s, indT, nlhc, residual):
r10 = logical_and(all(isnan(o), 1), all(isnan(a), 1))
if any(r10):
j = where(logical_not(r10))[0]
lj = j.size
y = take(y, j, axis=0, out=y[:lj])
e = take(e, j, axis=0, out=e[:lj])
o = take(o, j, axis=0, out=o[:lj])
a = take(a, j, axis=0, out=a[:lj])
_s = _s[j]
if indT is not None:
indT = indT[j]
if nlhc is not None:
nlhc = take(nlhc, j, axis=0, out=nlhc[:lj])
if residual is not None:
residual = take(residual, j, axis=0, out=residual[:lj])
return y, e, o, a, _s, indT, nlhc, residual
def adjustDiscreteVarBounds(y, e, _s, indT, p):
#n = p.n
# TODO: remove the cycle, use vectorization
for i in p._discreteVarsNumList:
v = p._freeVarsList[i]
#y += 100
adjust_lx_WithDiscreteDomain(y[:, i], v)
adjust_ux_WithDiscreteDomain(e[:, i], v)
Ind = any(y > e, 1)
# TODO: is it triggered? // updated: can be from MOP or cons
if any(Ind):
ind = where(logical_not(Ind))[0]
s = ind.size
y = take(y, ind, axis=0, out=y[:s])
e = take(e, ind, axis=0, out=e[:s])
_s = _s[ind]
if indT is not None:
indT = indT[ind]
return y, e, _s, indT
def adjustDiscreteVarBounds(y, e, _s, indT, p):
#n = p.n
# TODO: remove the cycle, use vectorization
for i in p._discreteVarsNumList:
v = p._freeVarsList[i]
#y += 100
adjust_lx_WithDiscreteDomain(y[:, i], v)
adjust_ux_WithDiscreteDomain(e[:, i], v)
Ind = any(y>e, 1)
# TODO: is it triggered? // updated: can be from MOP or cons
if any(Ind):
ind = where(logical_not(Ind))[0]
s = ind.size
y = take(y, ind, axis=0, out=y[:s])
e = take(e, ind, axis=0, out=e[:s])
_s = _s[ind]
if indT is not None:
indT = indT[ind]
return y, e, _s, indT
def func5(an, nn, g, p):
m = len(an)
if m <= nn: return an, g
mino = np.array([node.key for node in an])
if nn == 1: # box-bound probs with exact interval analysis
ind = argmin(mino)
assert ind in (0, 1), 'error in interalg engine'
g = nanmin((mino[1-ind], g))
an = [an[i] for i in ind]
elif m > nn:
if p.solver.dataHandling == 'raw':
ind = argsort(mino)
th = mino[ind[nn]]
ind2 = where(mino < th)[0]
g = nanmin((th, g))
#an = take(an, ind2, axis=0, out=an[:ind2.size])
an = [an[i] for i in ind2]#an[ind2]
else:
g = nanmin((mino[nn], g))
an = an[:nn]
return an, g
def func5(an, nn, g, p):
m = len(an)
if m <= nn: return an, g
mino = np.array([node.key for node in an])
if nn == 1: # box-bound probs with exact interval analysis
ind = argmin(mino)
assert ind in (0, 1), 'error in interalg engine'
g = nanmin((mino[1 - ind], g))
an = [an[i] for i in ind]
elif m > nn:
if p.solver.dataHandling == 'raw':
ind = argsort(mino)
th = mino[ind[nn]]
ind2 = where(mino < th)[0]
g = nanmin((th, g))
#an = take(an, ind2, axis=0, out=an[:ind2.size])
an = [an[i] for i in ind2] #an[ind2]
else:
g = nanmin((mino[nn], g))
an = an[:nn]
return an, g
def func12(an, maxActiveNodes, p, Solutions, vv, varTols, fo):
solutions, r6 = Solutions.solutions, Solutions.coords
if len(an) == 0:
return array([]), array([]), array([]), array([])
_in = an
if r6.size != 0:
r11, r12 = r6 - varTols, r6 + varTols
y, e, S = [], [], []
Tnlhf_curr_local = []
n = p.n
N = 0
maxSolutions = p.maxSolutions
# new = 1
# # new
# if new and p.probType in ('MOP', 'SNLE', 'GLP', 'NLP', 'MINLP') and p.maxSolutions == 1:
#
#
# return y, e, _in, _s
while True:
an1Candidates, _in = func3(_in, maxActiveNodes, p.solver.dataHandling)
#print nanmax(2**(-an1Candidates[0].tnlh_curr)) , nanmax(2**(-an1Candidates[-1].tnlh_curr))
yc, ec, oc, ac, SIc = asarray([t.y for t in an1Candidates]), \
asarray([t.e for t in an1Candidates]), \
asarray([t.o for t in an1Candidates]), \
asarray([t.a for t in an1Candidates]), \
asarray([t._s for t in an1Candidates])
if p.probType == 'MOP':
tnlhf_curr = asarray([t.tnlh_all for t in an1Candidates])
tnlhf = None
elif p.solver.dataHandling == 'raw':
tnlhf = asarray([t.tnlhf for t in an1Candidates])
tnlhf_curr = asarray([t.tnlh_curr for t in an1Candidates])
else:
tnlhf, tnlhf_curr = None, None
if p.probType != 'IP':
#nlhc = asarray([t.nlhc for t in an1Candidates])
#residual = asarray([t.residual for t in an1Candidates])
residual = None
indT = func4(p, yc, ec, oc, ac, fo, tnlhf_curr)
if an1Candidates[0].indtc is not None:
indtc = asarray([t.indtc for t in an1Candidates])
indT = logical_or(indT, indtc)
else:
residual = None
indT = None
t, _s, indD = func1(tnlhf, tnlhf_curr, residual, yc, ec, oc, ac, SIc,
p, indT)
new = 0
nn = 0
if new and p.probType in ('MOP', 'SNLE', 'NLSP', 'GLP', 'NLP',
'MINLP') and p.maxSolutions == 1:
arr = tnlhf_curr if p.solver.dataHandling == 'raw' else oc
M = arr.shape[0]
w = arange(M)
Midles = 0.5 * (yc[w, t] + ec[w, t])
arr_1, arr2 = arr[w, t], arr[w, n + t]
Arr = hstack((arr_1, arr2))
ind = np.argsort(Arr)
Ind = set(ind[:maxActiveNodes])
tag_all, tag_1, tag_2 = [], [], []
sn = []
# TODO: get rid of the cycles
for i in range(M):
cond1, cond2 = i in Ind, (i + M) in Ind
if cond1:
if cond2:
tag_all.append(i)
else:
tag_1.append(i)
else:
if cond2:
tag_2.append(i)
else:
sn.append(an1Candidates[i])
list_lx, list_ux = [], []
_s_new = []
updateTC = an1Candidates[0].indtc is not None
isRaw = p.solver.dataHandling == 'raw'
for i in tag_1:
node = an1Candidates[i]
I = t[i]
# if node.o[n+I] >= node.o[I]:
# print '1'
# else:
# print i, I, node.o[n+I] , node.o[I], node.key, node.a[n+I] , node.a[I], node.nlhc[n+I], node.nlhc[I]
node.key = node.o[n + I]
node._s = _s[i]
if isRaw:
node.tnlh_curr[I] = node.tnlh_curr[n + I]
node.tnlh_curr_best = nanmin(node.tnlh_curr)
#assert node.o[n+I] >= node.o[I]
#lx, ux = node.y, node.e
lx, ux = yc[i], ec[i]
if nn:
#node.o[I], node.a[I] = node.o[n+I], node.a[n+I]
node.o[I], node.a[I] = node.o[n + I], node.a[n + I]
node.o[node.o < node.o[n + I]], node.a[
node.a > node.a[n + I]] = node.o[n + I], node.a[n + I]
else:
node.o[n + I], node.a[n + I] = node.o[I], node.a[I]
node.o[node.o < node.o[I]], node.a[
node.a > node.a[I]] = node.o[I], node.a[I]
# if p.solver.dataHandling == 'raw':
for Attr in ('nlhf', 'nlhc', 'tnlhf', 'tnlh_curr', 'tnlh_all'):
r = getattr(node, Attr, None)
if r is not None:
if nn: r[I] = r[n + I]
else:
r[n + I] = r[I]
mx = ux.copy()
mx[I] = Midles[i] #0.5*(lx[I] + ux[I])
list_lx.append(lx)
list_ux.append(mx)
node.y = lx.copy()
node.y[I] = Midles[i] #0.5*(lx[I] + ux[I])
if updateTC:
node.indtc = True
_s_new.append(node._s)
sn.append(node)
for i in tag_2:
node = an1Candidates[i]
I = t[i]
node.key = node.o[I]
node._s = _s[i]
# for raw only
if isRaw:
node.tnlh_curr[n + I] = node.tnlh_curr[I]
node.tnlh_curr_best = nanmin(node.tnlh_curr)
#assert node.o[I] >= node.o[n+I]
#lx, ux = node.y, node.e
lx, ux = yc[i], ec[i]
if nn:
node.o[n + I], node.a[n + I] = node.o[I], node.a[I]
node.o[node.o < node.o[I]], node.a[
node.a > node.a[I]] = node.o[I], node.a[I]
else:
node.o[I], node.a[I] = node.o[n + I], node.a[n + I]
node.o[node.o < node.o[n + I]], node.a[
node.a > node.a[n + I]] = node.o[n + I], node.a[n + I]
for Attr in ('nlhf', 'nlhc', 'tnlhf', 'tnlh_curr', 'tnlh_all'):
r = getattr(node, Attr, None)
if r is not None:
if nn: r[n + I] = r[I]
else:
r[I] = r[n + I]
mx = lx.copy()
mx[I] = Midles[i] #0.5*(lx[I] + ux[I])
list_lx.append(mx)
list_ux.append(ux)
node.e = ux.copy()
node.e[I] = Midles[i] #0.5*(lx[I] + ux[I])
if updateTC:
node.indtc = True
_s_new.append(node._s)
sn.append(node)
for i in tag_all:
node = an1Candidates[i]
I = t[i]
#lx, ux = node.y, node.e
lx, ux = yc[i], ec[i]
mx = ux.copy()
mx[I] = Midles[i] #0.5 * (lx[I] + ux[I])
list_lx.append(lx)
list_ux.append(mx)
mx = lx.copy()
mx[I] = Midles[i] #0.5 * (lx[I] + ux[I])
#mx[n+ t] = 0.5 * (lx[n + t] + ux[n + t])
list_lx.append(mx)
list_ux.append(ux)
#_s_new += [_s[i]] * 2
_s_new.append(_s[i])
_s_new.append(_s[i])
# print 'y_new:', vstack(list_lx)
# print 'e_new:', vstack(list_ux)
# print '_s_new:', hstack(_s)
_in = sn + _in.tolist()
if p.solver.dataHandling == 'sorted':
_in.sort(key=lambda obj: obj.key)
else:
#pass
_in.sort(key=lambda obj: obj.tnlh_curr_best)
# print 'tag 1:', len(tag_1), 'tag 2:', len(tag_2), 'tag all:', len(tag_all)
# print 'lx:', list_lx
# print 'sn lx:', [node.y for node in sn]
# print 'ux:', list_ux
# print 'sn ux:', [node.e for node in sn]
# print '-'*10
#print '!', vstack(list_lx), vstack(list_ux), hstack(_s_new)
NEW_lx, NEW_ux, NEW__in, NEW__s = \
vstack(list_lx), vstack(list_ux), array(_in), hstack(_s_new)
return NEW_lx, NEW_ux, NEW__in, NEW__s
NewD = 1
if NewD and indD is not None:
s4d = _s[indD]
sf = _s[logical_not(indD)]
_s = hstack((s4d, s4d, sf))
yf, ef = yc[logical_not(indD)], ec[logical_not(indD)]
yc, ec = yc[indD], ec[indD]
t = t[indD]
else:
_s = tile(_s, 2)
#yc, ec, tnlhf_curr_local = func2(yc, ec, t, vv, tnlhf_curr)
yc, ec = func2(yc, ec, t, vv)
if NewD and indD is not None:
yc = vstack((yc, yf))
ec = vstack((ec, ef))
if maxSolutions == 1 or len(solutions) == 0:
#y, e, Tnlhf_curr_local = yc, ec, tnlhf_curr_local
y, e = yc, ec
break
# TODO: change cycle variable if len(solutions) >> maxActiveNodes
for i in range(len(solutions)):
ind = logical_and(all(yc >= r11[i], 1), all(ec <= r12[i], 1))
if any(ind):
j = where(logical_not(ind))[0]
lj = j.size
yc = take(yc, j, axis=0, out=yc[:lj])
ec = take(ec, j, axis=0, out=ec[:lj])
_s = _s[j]
# if tnlhf_curr_local is not None:
# tnlhf_curr_local = tnlhf_curr_local[j]
y.append(yc)
e.append(ec)
S.append(_s)
#Tnlhf_curr_local.append(tnlhf_curr_local)
N += yc.shape[0]
if len(_in) == 0 or N >= maxActiveNodes:
y, e, _s = vstack(y), vstack(e), hstack(S)
#Tnlhf_curr_local = hstack(Tnlhf_curr_local)
break
# if Tnlhf_curr_local is not None and len(Tnlhf_curr_local) != 0 and Tnlhf_curr_local[0] is not None:
# #print len(where(isfinite(Tnlhf_curr_local))[0]), Tnlhf_curr_local.size
# pass
# print 'y_prev:', y
# print 'e_prev:', e
# print '_s_prev:', hstack(_s)
#print 'prev!', y, e, _s
# from numpy import array_equal
# if not array_equal(NEW_lx.sort(), y.sort()):
# pass
# if not array_equal(NEW_ux.sort(), e.sort()):
# pass
# if not array_equal(NEW__s.sort(), _s.sort()):
# pass
#, NEW_ux, NEW__in, NEW__s
return y, e, _in, _s
def func11(y, e, nlhc, indTC, residual, o, a, _s, p):
m, n = y.shape
if p.probType == "IP":
w = arange(m)
# TODO: omit recalculation from func1
ind = nanargmin(a[:, 0:n] - o[:, 0:n] + a[:, n:] - o[:, n:], 1)
sup_inf_diff = 0.5 * (a[w, ind] - o[w, ind] + a[w, n + ind] -
o[w, n + ind])
diffao = a - o
minres_ind = nanargmin(diffao, 1)
minres = diffao[w, minres_ind]
complementary_minres = diffao[w,
where(minres_ind < n, minres_ind +
n, minres_ind - n)]
volume = prod(e - y, 1)
volumeResidual = volume * sup_inf_diff
F = 0.25 * (a[w, ind] + o[w, ind] + a[w, n + ind] + o[w, n + ind])
return [
si(IP_fields, sup_inf_diff[i], minres[i], minres_ind[i],
complementary_minres[i], y[i], e[i], o[i], a[i], _s[i], F[i],
volume[i], volumeResidual[i]) for i in range(m)
]
else:
residual = None
isSNLE = p.probType in ('SNLE', 'NLSP')
if 1 or not isSNLE:
o, a = asarray(o), asarray(a)
a[a == inf] = 1e300
o[o == -inf] = -1e300
tmp = a - o
tmp[tmp < 1e-300] = 1e-300
# ind_uf_inf = where(a==inf)[0]
# if ind_uf_inf.size:
# Tmp = o[ind_uf_inf]
# Tmp[Tmp==-inf] = -1e100
# M = nanmax(abs(Tmp))
# if M is nan or M == 0.0:
# M = 1.0
# tmp[ind_uf_inf] = 1e200 * (1.0 + Tmp/M)
nlhf = log2(tmp) #-log2(p.fTol)
# nlhf[a==inf] = 1e300# to make it not inf and nan
# nlhf[o==-inf] = 1e300# to make it not inf and nan
if p.probType == "MOP":
if nlhf.ndim == 3: # in MOP
nlhf = nlhf.sum(axis=1)
else:
assert 0, 'bug in interalg'
# make correct o,a wrt each target
return [
si(MOP_Fields, y[i], e[i], nlhf[i],
nlhc[i] if nlhc is not None else None,
indTC[i] if indTC is not None else None,
residual[i] if residual is not None else None,
[o[i][k]
for k in range(p.nf)], [a[i][k]
for k in range(p.nf)], _s[i])
for i in range(m)
]
else:
assert p.probType in ('GLP', 'NLP', 'NSP', 'SNLE', 'NLSP', 'MINLP',
'QP', 'LP', 'MILP')
if 0 and isSNLE:
nlhf = Tmp = o = a = [None] * m
else:
s, q = o[:, 0:n], o[:, n:2 * n]
Tmp = nanmax(where(q < s, q, s), 1)
nlhf[logical_and(isinf(a), isinf(nlhf))] = 1e300
# residual = None
return [
si(Fields, Tmp[i], y[i], e[i], nlhf[i],
nlhc[i] if nlhc is not None else None,
indTC[i] if indTC is not None else None,
residual[i] if residual is not None else None, o[i], a[i],
_s[i]) for i in range(m)
]
def func12(an, maxActiveNodes, p, Solutions, vv, varTols, fo):
solutions, r6 = Solutions.solutions, Solutions.coords
if len(an) == 0:
return array([]), array([]), array([]), array([])
_in = an
if r6.size != 0:
r11, r12 = r6 - varTols, r6 + varTols
y, e, S = [], [], []
Tnlhf_curr_local = []
n = p.n
N = 0
maxSolutions = p.maxSolutions
# new = 1
# # new
# if new and p.probType in ('MOP', 'SNLE', 'GLP', 'NLP', 'MINLP') and p.maxSolutions == 1:
#
#
# return y, e, _in, _s
while True:
an1Candidates, _in = func3(_in, maxActiveNodes, p.solver.dataHandling)
#print nanmax(2**(-an1Candidates[0].tnlh_curr)) , nanmax(2**(-an1Candidates[-1].tnlh_curr))
yc, ec, oc, ac, SIc = asarray([t.y for t in an1Candidates]), \
asarray([t.e for t in an1Candidates]), \
asarray([t.o for t in an1Candidates]), \
asarray([t.a for t in an1Candidates]), \
asarray([t._s for t in an1Candidates])
if p.probType == 'MOP':
tnlhf_curr = asarray([t.tnlh_all for t in an1Candidates])
tnlhf = None
elif p.solver.dataHandling == 'raw':
tnlhf = asarray([t.tnlhf for t in an1Candidates])
tnlhf_curr = asarray([t.tnlh_curr for t in an1Candidates])
else:
tnlhf, tnlhf_curr = None, None
if p.probType != 'IP':
#nlhc = asarray([t.nlhc for t in an1Candidates])
#residual = asarray([t.residual for t in an1Candidates])
residual = None
indT = func4(p, yc, ec, oc, ac, fo, tnlhf_curr)
if an1Candidates[0].indtc is not None:
indtc = asarray([t.indtc for t in an1Candidates])
indT = logical_or(indT, indtc)
else:
residual = None
indT = None
t, _s, indD = func1(tnlhf, tnlhf_curr, residual, yc, ec, oc, ac, SIc, p, indT)
new = 0
nn = 0
if new and p.probType in ('MOP', 'SNLE', 'NLSP','GLP', 'NLP', 'MINLP') and p.maxSolutions == 1:
arr = tnlhf_curr if p.solver.dataHandling == 'raw' else oc
M = arr.shape[0]
w = arange(M)
Midles = 0.5*(yc[w, t] + ec[w, t])
arr_1, arr2 = arr[w, t], arr[w, n+t]
Arr = hstack((arr_1, arr2))
ind = np.argsort(Arr)
Ind = set(ind[:maxActiveNodes])
tag_all, tag_1, tag_2 = [], [], []
sn = []
# TODO: get rid of the cycles
for i in range(M):
cond1, cond2 = i in Ind, (i+M) in Ind
if cond1:
if cond2:
tag_all.append(i)
else:
tag_1.append(i)
else:
if cond2:
tag_2.append(i)
else:
sn.append(an1Candidates[i])
list_lx, list_ux = [], []
_s_new = []
updateTC = an1Candidates[0].indtc is not None
isRaw = p.solver.dataHandling == 'raw'
for i in tag_1:
node = an1Candidates[i]
I = t[i]
# if node.o[n+I] >= node.o[I]:
# print '1'
# else:
# print i, I, node.o[n+I] , node.o[I], node.key, node.a[n+I] , node.a[I], node.nlhc[n+I], node.nlhc[I]
node.key = node.o[n+I]
node._s = _s[i]
if isRaw:
node.tnlh_curr[I] = node.tnlh_curr[n+I]
node.tnlh_curr_best = nanmin(node.tnlh_curr)
#assert node.o[n+I] >= node.o[I]
#lx, ux = node.y, node.e
lx, ux = yc[i], ec[i]
if nn:
#node.o[I], node.a[I] = node.o[n+I], node.a[n+I]
node.o[I], node.a[I] = node.o[n+I], node.a[n+I]
node.o[node.o<node.o[n+I]], node.a[node.a>node.a[n+I]] = node.o[n+I], node.a[n+I]
else:
node.o[n+I], node.a[n+I] = node.o[I], node.a[I]
node.o[node.o<node.o[I]], node.a[node.a>node.a[I]] = node.o[I], node.a[I]
# if p.solver.dataHandling == 'raw':
for Attr in ('nlhf','nlhc', 'tnlhf', 'tnlh_curr', 'tnlh_all'):
r = getattr(node, Attr, None)
if r is not None:
if nn: r[I] = r[n+I]
else:
r[n+I] = r[I]
mx = ux.copy()
mx[I] = Midles[i]#0.5*(lx[I] + ux[I])
list_lx.append(lx)
list_ux.append(mx)
node.y = lx.copy()
node.y[I] = Midles[i]#0.5*(lx[I] + ux[I])
if updateTC:
node.indtc = True
_s_new.append(node._s)
sn.append(node)
for i in tag_2:
node = an1Candidates[i]
I = t[i]
node.key = node.o[I]
node._s = _s[i]
# for raw only
if isRaw:
node.tnlh_curr[n+I] = node.tnlh_curr[I]
node.tnlh_curr_best = nanmin(node.tnlh_curr)
#assert node.o[I] >= node.o[n+I]
#lx, ux = node.y, node.e
lx, ux = yc[i], ec[i]
if nn:
node.o[n+I], node.a[n+I] = node.o[I], node.a[I]
node.o[node.o<node.o[I]], node.a[node.a>node.a[I]] = node.o[I], node.a[I]
else:
node.o[I], node.a[I] = node.o[n+I], node.a[n+I]
node.o[node.o<node.o[n+I]], node.a[node.a>node.a[n+I]] = node.o[n+I], node.a[n+I]
for Attr in ('nlhf','nlhc', 'tnlhf', 'tnlh_curr', 'tnlh_all'):
r = getattr(node, Attr, None)
if r is not None:
if nn: r[n+I] = r[I]
else:
r[I] = r[n+I]
mx = lx.copy()
mx[I] = Midles[i]#0.5*(lx[I] + ux[I])
list_lx.append(mx)
list_ux.append(ux)
node.e = ux.copy()
node.e[I] = Midles[i]#0.5*(lx[I] + ux[I])
if updateTC:
node.indtc = True
_s_new.append(node._s)
sn.append(node)
for i in tag_all:
node = an1Candidates[i]
I = t[i]
#lx, ux = node.y, node.e
lx, ux = yc[i], ec[i]
mx = ux.copy()
mx[I] = Midles[i]#0.5 * (lx[I] + ux[I])
list_lx.append(lx)
list_ux.append(mx)
mx = lx.copy()
mx[I] = Midles[i]#0.5 * (lx[I] + ux[I])
#mx[n+ t] = 0.5 * (lx[n + t] + ux[n + t])
list_lx.append(mx)
list_ux.append(ux)
#_s_new += [_s[i]] * 2
_s_new.append(_s[i])
_s_new.append(_s[i])
# print 'y_new:', vstack(list_lx)
# print 'e_new:', vstack(list_ux)
# print '_s_new:', hstack(_s)
_in = sn + _in.tolist()
if p.solver.dataHandling == 'sorted':
_in.sort(key = lambda obj: obj.key)
else:
#pass
_in.sort(key = lambda obj: obj.tnlh_curr_best)
# print 'tag 1:', len(tag_1), 'tag 2:', len(tag_2), 'tag all:', len(tag_all)
# print 'lx:', list_lx
# print 'sn lx:', [node.y for node in sn]
# print 'ux:', list_ux
# print 'sn ux:', [node.e for node in sn]
# print '-'*10
#print '!', vstack(list_lx), vstack(list_ux), hstack(_s_new)
NEW_lx, NEW_ux, NEW__in, NEW__s = \
vstack(list_lx), vstack(list_ux), array(_in), hstack(_s_new)
return NEW_lx, NEW_ux, NEW__in, NEW__s
NewD = 1
if NewD and indD is not None:
s4d = _s[indD]
sf = _s[logical_not(indD)]
_s = hstack((s4d, s4d, sf))
yf, ef = yc[logical_not(indD)], ec[logical_not(indD)]
yc, ec = yc[indD], ec[indD]
t = t[indD]
else:
_s = tile(_s, 2)
#yc, ec, tnlhf_curr_local = func2(yc, ec, t, vv, tnlhf_curr)
yc, ec = func2(yc, ec, t, vv)
if NewD and indD is not None:
yc = vstack((yc, yf))
ec = vstack((ec, ef))
if maxSolutions == 1 or len(solutions) == 0:
#y, e, Tnlhf_curr_local = yc, ec, tnlhf_curr_local
y, e = yc, ec
break
# TODO: change cycle variable if len(solutions) >> maxActiveNodes
for i in range(len(solutions)):
ind = logical_and(all(yc >= r11[i], 1), all(ec <= r12[i], 1))
if any(ind):
j = where(logical_not(ind))[0]
lj = j.size
yc = take(yc, j, axis=0, out=yc[:lj])
ec = take(ec, j, axis=0, out=ec[:lj])
_s = _s[j]
# if tnlhf_curr_local is not None:
# tnlhf_curr_local = tnlhf_curr_local[j]
y.append(yc)
e.append(ec)
S.append(_s)
#Tnlhf_curr_local.append(tnlhf_curr_local)
N += yc.shape[0]
if len(_in) == 0 or N >= maxActiveNodes:
y, e, _s = vstack(y), vstack(e), hstack(S)
#Tnlhf_curr_local = hstack(Tnlhf_curr_local)
break
# if Tnlhf_curr_local is not None and len(Tnlhf_curr_local) != 0 and Tnlhf_curr_local[0] is not None:
# #print len(where(isfinite(Tnlhf_curr_local))[0]), Tnlhf_curr_local.size
# pass
# print 'y_prev:', y
# print 'e_prev:', e
# print '_s_prev:', hstack(_s)
#print 'prev!', y, e, _s
# from numpy import array_equal
# if not array_equal(NEW_lx.sort(), y.sort()):
# pass
# if not array_equal(NEW_ux.sort(), e.sort()):
# pass
# if not array_equal(NEW__s.sort(), _s.sort()):
# pass
#, NEW_ux, NEW__in, NEW__s
return y, e, _in, _s
def func1(tnlhf, tnlhf_curr, residual, y, e, o, a, _s_prev, p, indT):
m, n = y.shape
w = arange(m)
if p.probType == 'IP':
oc_modL, oc_modU = o[:, :n], o[:, n:]
ac_modL, ac_modU = a[:, :n], a[:, n:]
# # TODO: handle nans
mino = where(oc_modL < oc_modU, oc_modL, oc_modU)
maxa = where(ac_modL < ac_modU, ac_modU, ac_modL)
# Prev
tmp = a[:, 0:n]-o[:, 0:n]+a[:, n:]-o[:, n:]
t = nanargmin(tmp,1)
d = 0.5*tmp[w, t]
#New
# tmp = a - o
# t_ = nanargmin(tmp,1)
# t = t_% n
# d = tmp[w, t_]
# ind = 2**(-n) >= (_s_prev - d)/asarray(d, 'float64')
ind = 2**(1.0/n) * d >= _s_prev
#new
# ind = 2**(1.0/n) * d >= nanmax(maxa-mino, 1)
#ind = 2**(-n) >= (_s_prev - _s)/asarray(_s, 'float64')
#s2 = nanmin(maxa - mino, 1)
#print (abs(s2/_s))
# Prev
_s = nanmin(maxa - mino, 1)
# New
#_s = nanmax(maxa - mino, 1)
# _s = nanmax(a - o, 1)
#ind = _s_prev <= _s + ((2**-n / log(2)) if n > 15 else log2(1+2**-n))
indD = logical_not(ind)
indD = ind
indD = None
#print len(where(indD)[0]), len(where(logical_not(indD))[0])
# elif p.probType == 'MOP':
#
# raise 'unimplemented'
else:
if p.solver.dataHandling == 'sorted':
_s = func13(o, a)
t = nanargmin(a, 1) % n
d = nanmax([a[w, t] - o[w, t],
a[w, n+t] - o[w, n+t]], 0)
## !!!! Don't replace it by (_s_prev /d- 1) to omit rounding errors ###
#ind = 2**(-n) >= (_s_prev - d)/asarray(d, 'float64')
#NEW
ind = d >= _s_prev / 2 ** (1.0e-12/n)
#ind = d >= _s_prev / 2 ** (1.0/n)
indD = empty(m, bool)
indD.fill(True)
#ind.fill(False)
###################################################
elif p.solver.dataHandling == 'raw':
if p.probType == 'MOP':
t = p._t[:m]
p._t = p._t[m:]
d = _s = p.__s[:m]
p.__s = p.__s[m:]
else:
# tnlh_1, tnlh_2 = tnlhf[:, 0:n], tnlhf[:, n:]
# TNHLF_min = where(logical_or(tnlh_1 > tnlh_2, isnan(tnlh_1)), tnlh_2, tnlh_1)
# # Set _s
# _s = nanmin(TNHLF_min, 1)
T = tnlhf_curr
tnlh_curr_1, tnlh_curr_2 = T[:, 0:n], T[:, n:]
TNHL_curr_min = where(logical_or(tnlh_curr_1 < tnlh_curr_2, isnan(tnlh_curr_2)), tnlh_curr_1, tnlh_curr_2)
t = nanargmin(TNHL_curr_min, 1)
T = tnlhf
d = nanmin(vstack(([T[w, t], T[w, n+t]])), 0)
_s = d
#OLD
#!#!#!#! Don't replace it by _s_prev - d <= ... to omit inf-inf = nan !#!#!#
#ind = _s_prev <= d + ((2**-n / log(2)) if n > 15 else log2(1+2**-n))
#ind = _s_prev - d <= ((2**-n / log(2)) if n > 15 else log2(1+2**-n))
#NEW
if any(_s_prev < d):
pass
ind = _s_prev <= d + 1.0/n
# T = TNHL_curr_min
#ind2 = nanmin(TNHL_curr_min, 0)
indQ = d >= _s_prev - 1.0/n
#indQ = logical_and(indQ, False)
indD = logical_or(indQ, logical_not(indT))
# print '------'
# print indQ[:10]
# print indD[:10]
# print _s_prev[:2], d[:2]
#print len(where(indD)[0]), len(where(indQ)[0]), len(where(indT)[0])
#print _s_prev - d
###################################################
#d = ((tnlh[w, t]* tnlh[w, n+t])**0.5)
else:
assert 0
if any(ind):
r10 = where(ind)[0]
#print('r10:', r10)
# print _s_prev
# print ((_s_prev -d)*n)[r10]
# print('ind length: %d' % len(where(ind)[0]))
# print where(ind)[0].size
#bs = e[ind] - y[ind]
#t[ind] = nanargmax(bs, 1) # ordinary numpy.argmax can be used as well
bs = e[r10] - y[r10]
t[r10] = nanargmax(bs, 1) # ordinary numpy.argmax can be used as well
return t, _s, indD
def func11(y, e, nlhc, indTC, residual, o, a, _s, p):
m, n = y.shape
if p.probType == "IP":
w = arange(m)
# TODO: omit recalculation from func1
ind = nanargmin(a[:, 0:n] - o[:, 0:n] + a[:, n:] - o[:, n:], 1)
sup_inf_diff = 0.5*(a[w, ind] - o[w, ind] + a[w, n+ind] - o[w, n+ind])
diffao = a - o
minres_ind = nanargmin(diffao, 1)
minres = diffao[w, minres_ind]
complementary_minres = diffao[w, where(minres_ind<n, minres_ind+n, minres_ind-n)]
volume = prod(e-y, 1)
volumeResidual = volume * sup_inf_diff
F = 0.25 * (a[w, ind] + o[w, ind] + a[w, n+ind] + o[w, n+ind])
return [si(IP_fields, sup_inf_diff[i], minres[i], minres_ind[i], complementary_minres[i], y[i], e[i], o[i], a[i], _s[i], F[i], volume[i], volumeResidual[i]) for i in range(m)]
else:
residual = None
isSNLE = p.probType in ('SNLE', 'NLSP')
if 1 or not isSNLE:
o, a = asarray(o), asarray(a)
a[a==inf] = 1e300
o[o==-inf] = -1e300
tmp = a - o
tmp[tmp<1e-300] = 1e-300
# ind_uf_inf = where(a==inf)[0]
# if ind_uf_inf.size:
# Tmp = o[ind_uf_inf]
# Tmp[Tmp==-inf] = -1e100
# M = nanmax(abs(Tmp))
# if M is nan or M == 0.0:
# M = 1.0
# tmp[ind_uf_inf] = 1e200 * (1.0 + Tmp/M)
nlhf = log2(tmp)#-log2(p.fTol)
# nlhf[a==inf] = 1e300# to make it not inf and nan
# nlhf[o==-inf] = 1e300# to make it not inf and nan
if p.probType == "MOP":
if nlhf.ndim == 3: # in MOP
nlhf = nlhf.sum(axis=1)
else:
assert 0, 'bug in interalg'
# make correct o,a wrt each target
return [si(MOP_Fields, y[i], e[i], nlhf[i],
nlhc[i] if nlhc is not None else None,
indTC[i] if indTC is not None else None,
residual[i] if residual is not None else None,
[o[i][k] for k in range(p.nf)], [a[i][k] for k in range(p.nf)],
_s[i]) for i in range(m)]
else:
assert p.probType in ('GLP', 'NLP', 'NSP', 'SNLE', 'NLSP', 'MINLP', 'QP', 'LP', 'MILP')
if 0 and isSNLE:
nlhf = Tmp = o = a = [None]*m
else:
s, q = o[:, 0:n], o[:, n:2*n]
Tmp = nanmax(where(q<s, q, s), 1)
nlhf[logical_and(isinf(a), isinf(nlhf))] = 1e300
# residual = None
return [si(Fields, Tmp[i], y[i], e[i], nlhf[i],
nlhc[i] if nlhc is not None else None,
indTC[i] if indTC is not None else None,
residual[i] if residual is not None else None,
o[i], a[i], _s[i]) for i in range(m)]
def func1(tnlhf, tnlhf_curr, residual, y, e, o, a, _s_prev, p, indT):
m, n = y.shape
w = arange(m)
if p.probType == 'IP':
oc_modL, oc_modU = o[:, :n], o[:, n:]
ac_modL, ac_modU = a[:, :n], a[:, n:]
# # TODO: handle nans
mino = where(oc_modL < oc_modU, oc_modL, oc_modU)
maxa = where(ac_modL < ac_modU, ac_modU, ac_modL)
# Prev
tmp = a[:, 0:n] - o[:, 0:n] + a[:, n:] - o[:, n:]
t = nanargmin(tmp, 1)
d = 0.5 * tmp[w, t]
#New
# tmp = a - o
# t_ = nanargmin(tmp,1)
# t = t_% n
# d = tmp[w, t_]
# ind = 2**(-n) >= (_s_prev - d)/asarray(d, 'float64')
ind = 2**(1.0 / n) * d >= _s_prev
#new
# ind = 2**(1.0/n) * d >= nanmax(maxa-mino, 1)
#ind = 2**(-n) >= (_s_prev - _s)/asarray(_s, 'float64')
#s2 = nanmin(maxa - mino, 1)
#print (abs(s2/_s))
# Prev
_s = nanmin(maxa - mino, 1)
# New
#_s = nanmax(maxa - mino, 1)
# _s = nanmax(a - o, 1)
#ind = _s_prev <= _s + ((2**-n / log(2)) if n > 15 else log2(1+2**-n))
indD = logical_not(ind)
indD = ind
indD = None
#print len(where(indD)[0]), len(where(logical_not(indD))[0])
# elif p.probType == 'MOP':
#
# raise 'unimplemented'
else:
if p.solver.dataHandling == 'sorted':
_s = func13(o, a)
t = nanargmin(a, 1) % n
d = nanmax([a[w, t] - o[w, t], a[w, n + t] - o[w, n + t]], 0)
## !!!! Don't replace it by (_s_prev /d- 1) to omit rounding errors ###
#ind = 2**(-n) >= (_s_prev - d)/asarray(d, 'float64')
#NEW
ind = d >= _s_prev / 2**(1.0e-12 / n)
#ind = d >= _s_prev / 2 ** (1.0/n)
indD = empty(m, bool)
indD.fill(True)
#ind.fill(False)
###################################################
elif p.solver.dataHandling == 'raw':
if p.probType == 'MOP':
t = p._t[:m]
p._t = p._t[m:]
d = _s = p.__s[:m]
p.__s = p.__s[m:]
else:
# tnlh_1, tnlh_2 = tnlhf[:, 0:n], tnlhf[:, n:]
# TNHLF_min = where(logical_or(tnlh_1 > tnlh_2, isnan(tnlh_1)), tnlh_2, tnlh_1)
# # Set _s
# _s = nanmin(TNHLF_min, 1)
T = tnlhf_curr
tnlh_curr_1, tnlh_curr_2 = T[:, 0:n], T[:, n:]
TNHL_curr_min = where(
logical_or(tnlh_curr_1 < tnlh_curr_2, isnan(tnlh_curr_2)),
tnlh_curr_1, tnlh_curr_2)
t = nanargmin(TNHL_curr_min, 1)
T = tnlhf
d = nanmin(vstack(([T[w, t], T[w, n + t]])), 0)
_s = d
#OLD
#!#!#!#! Don't replace it by _s_prev - d <= ... to omit inf-inf = nan !#!#!#
#ind = _s_prev <= d + ((2**-n / log(2)) if n > 15 else log2(1+2**-n))
#ind = _s_prev - d <= ((2**-n / log(2)) if n > 15 else log2(1+2**-n))
#NEW
if any(_s_prev < d):
pass
ind = _s_prev <= d + 1.0 / n
# T = TNHL_curr_min
#ind2 = nanmin(TNHL_curr_min, 0)
indQ = d >= _s_prev - 1.0 / n
#indQ = logical_and(indQ, False)
indD = logical_or(indQ, logical_not(indT))
# print '------'
# print indQ[:10]
# print indD[:10]
# print _s_prev[:2], d[:2]
#print len(where(indD)[0]), len(where(indQ)[0]), len(where(indT)[0])
#print _s_prev - d
###################################################
#d = ((tnlh[w, t]* tnlh[w, n+t])**0.5)
else:
assert 0
if any(ind):
r10 = where(ind)[0]
#print('r10:', r10)
# print _s_prev
# print ((_s_prev -d)*n)[r10]
# print('ind length: %d' % len(where(ind)[0]))
# print where(ind)[0].size
#bs = e[ind] - y[ind]
#t[ind] = nanargmax(bs, 1) # ordinary numpy.argmax can be used as well
bs = e[r10] - y[r10]
t[r10] = nanargmax(bs, 1) # ordinary numpy.argmax can be used as well
return t, _s, indD
def r14MOP(p, nlhc, residual, definiteRange, y, e, vv, asdf1, C, r40, g, nNodes, \
r41, fTol, Solutions, varTols, _in, dataType, \
maxNodes, _s, indTC, xRecord):
assert p.probType == 'MOP'
if len(p._discreteVarsNumList):
y, e, _s, indTC = adjustDiscreteVarBounds(y, e, _s, indTC, p)
if p.nProc != 1 and getattr(p, 'pool', None) is None:
p.pool = Pool(processes = p.nProc)
elif p.nProc == 1:
p.pool = None
ol, al = [], []
targets = p.targets # TODO: check it
m, n = y.shape
ol, al = [[] for k in range(m)], [[] for k in range(m)]
for i, t in enumerate(targets):
o, a, definiteRange, exactRange = func82(y, e, vv, t.func, dataType, p)
o, a = o.reshape(2*n, m).T, a.reshape(2*n, m).T
for j in range(m):
ol[j].append(o[j])
al[j].append(a[j])
#ol.append(o.reshape(2*n, m).T.tolist())
#al.append(a.reshape(2*n, m).T.tolist())
nlhf = r43(targets, Solutions.F, ol, al, p.pool, p.nProc)
fo_prev = 0
# TODO: remove NaN nodes here
if y.size == 0:
return _in, g, fo_prev, _s, Solutions, xRecord, r41, r40
nodes = func11(y, e, nlhc, indTC, residual, ol, al, _s, p)
#y, e = func4(y, e, o, a, fo)
assert p.solver.dataHandling == 'raw', '"sorted" mode is unimplemented for MOP yet'
if nlhf is None:
new_nodes_tnlh_all = nlhc
elif nlhc is None:
new_nodes_tnlh_all = nlhf
else:
new_nodes_tnlh_all = nlhf + nlhc
asdf1 = [t.func for t in p.targets]
r5F, r5Coords = getr4Values(vv, y, e, new_nodes_tnlh_all, asdf1, C, p.contol, dataType, p)
nIncome, nOutcome = r44(Solutions, r5Coords, r5F, targets, p.solver.sigma)
fo = 0 # unused for MOP
# TODO: better of nlhc for unconstrained probs
# if len(_in) != 0:
# an = hstack((nodes, _in))
# else:
# an = atleast_1d(nodes)
an = nodes + _in
hasNewParetoNodes = False if nIncome == 0 else True
if hasNewParetoNodes:
ol2 = [node.o for node in an]
al2 = [node.a for node in an]
nlhc2 = [node.nlhc for node in an]
nlhf2 = r43(targets, Solutions.F, ol2, al2, p.pool, p.nProc)
tnlh_all = asarray(nlhc2) if nlhf2 is None else nlhf2 if nlhc2[0] is None else asarray(nlhc2) + nlhf2
else:
tnlh_all = vstack([new_nodes_tnlh_all] + [node.tnlh_all for node in _in]) if len(_in) != 0 else new_nodes_tnlh_all
for i, node in enumerate(nodes):
node.tnlh_all = tnlh_all[i]
r10 = logical_not(any(isfinite(tnlh_all), 1))
if any(r10):
ind = where(logical_not(r10))[0]
# an = asarray(an[ind])
an = [an[i] for i in ind]
tnlh_all = take(tnlh_all, ind, axis=0, out=tnlh_all[:ind.size])
# else:
# tnlh_all = hstack([node.tnlh_all for node in an])
T1, T2 = tnlh_all[:, :tnlh_all.shape[1]/2], tnlh_all[:, tnlh_all.shape[1]/2:]
T = where(logical_or(T1 < T2, isnan(T2)), T1, T2)
t = nanargmin(T, 1)
w = arange(t.size)
NN = T[w, t].flatten()
for i, node in enumerate(an):
node.tnlh_all = tnlh_all[i]
node.tnlh_curr_best = NN[i]
astnlh = argsort(NN)
# an = an[astnlh]
an = [an[i] for i in astnlh]
p._t = t
# TODO: form _s in other level (for active nodes only), to reduce calculations
if len(an) != 0:
T = asarray([node.nlhf for node in an])
# nlhc_fixed = asarray([node.nlhc for node in an])
if an[0].nlhc is not None:
T += asarray([node.nlhc for node in an])
# T = nlhf_fixed + nlhc_fixed if nlhc_fixed[0] is not None else nlhf_fixed
p.__s = \
nanmin(vstack(([T[w, t], T[w, n+t]])), 0)
else:
p.__s = array([])
# p._nObtainedSolutions = len(solutions)
# if p._nObtainedSolutions > maxSolutions:
# solutions = solutions[:maxSolutions]
# p.istop = 0
# p.msg = 'user-defined maximal number of solutions (p.maxSolutions = %d) has been exeeded' % p.maxSolutions
# return an, g, fo, None, solutions, coords, xRecord, r41, r40
# TODO: fix it
p._frontLength = len(Solutions.F)
p._nIncome = nIncome
p._nOutcome = nOutcome
p.iterfcn(p.x0)
#print('iter: %d (%d) frontLenght: %d' %(p.iter, itn, len(Solutions.coords)))
if p.istop != 0:
return an, g, fo, None, Solutions, xRecord, r41, r40
#an, g = func9(an, fo, g, p)
nn = maxNodes#1 if asdf1.isUncycled and all(isfinite(o)) and p._isOnlyBoxBounded and not p.probType.startswith('MI') else maxNodes
an, g = func5(an, nn, g, p)
nNodes.append(len(an))
return an, g, fo, _s, Solutions, xRecord, r41, r40
def truncateByPlane(y, e, indT, A, b):
#!!!!!!!!!!!!!!!!!!!
# TODO: vectorize it by matrix A
#!!!!!!!!!!!!!!!!!!!
ind_trunc = True
assert np.asarray(b).size <= 1, 'unimplemented yet'
m, n = y.shape
if m == 0:
assert e.size == 0, 'bug in interalg engine'
return y, e, indT, ind_trunc
ind_positive = where(A > 0)[0]
ind_negative = where(A < 0)[0]
A1 = A[ind_positive]
S1 = A1 * y[:, ind_positive]
A2 = A[ind_negative]
S2 = A2 * e[:, ind_negative]
s1, s2 = np.sum(S1, 1), np.sum(S2, 1)
S = s1 + s2
if ind_positive.size != 0:
S1_ = b - S.reshape(-1, 1) + S1
Alt_ub = S1_ / A1
# ind = e[:, ind_positive] > Alt_ub
# #e[:, ind_positive[ind]] = Alt_ub[ind]
# e[:, np.tile(ind_positive,(ind.shape[0],1))[ind]] = Alt_ub[ind]
# #e[:, ind_positive.reshape(ind.shape)[ind]] = Alt_ub[ind]
#
# indT[np.any(ind, 1)] = True
for _i, i in enumerate(ind_positive):
#s = S - S1[:, _i]
#alt_ub = (b - s) / A[i]
#alt_ub = S1_[:, _i] / A[i]
alt_ub = Alt_ub[:, _i]
ind = e[:, i] > alt_ub
Ind = where(ind)[0]
if Ind.size:
e[Ind, i] = alt_ub[Ind]
indT[Ind] = True
if ind_negative.size != 0:
S2_ = b - S.reshape(-1, 1) + S2
Alt_lb = S2_ / A2
for _i, i in enumerate(ind_negative):
#s = S - S2[:, _i]
#alt_lb = (b - s) / A[i]
#alt_lb = S2_[:, _i] / A[i]
alt_lb = Alt_lb[:, _i]
ind = y[:, i] < alt_lb
Ind = where(ind)[0]
if Ind.size:
y[Ind, i] = alt_lb[Ind]
indT[Ind] = True
ind = np.all(e >= y, 1)
if not np.all(ind):
ind_trunc = where(ind)[0]
lj = ind_trunc.size
y = take(y, ind_trunc, axis=0, out=y[:lj])
e = take(e, ind_trunc, axis=0, out=e[:lj])
indT = indT[ind_trunc]
return y, e, indT, ind_trunc
def r14IP(p, nlhc, residual, definiteRange, y, e, vv, asdf1, C, CBKPMV, g, nNodes, \
frc, fTol, Solutions, varTols, _in, dataType, \
maxNodes, _s, indTC, xRecord):
required_sigma = p.ftol * 0.99 # to suppress roundoff effects
m, n = y.shape
ip = func10(y, e, vv)
ip.dictOfFixedFuncs = p.dictOfFixedFuncs
ip.surf_preference = True
tmp = asdf1.interval(ip, ia_surf_level=2)
# print(type(tmp))
if hasattr(tmp, 'resolve'):#type(tmp) == boundsurf:
# print('b')
#adjustr4WithDiscreteVariables(wr4, p)
if 1:
# changes
val_l, val_u = zeros(2*n*m), zeros(2*n*m)
val_l += tmp.l.c # may be array <- scalar
val_u += tmp.u.c
for v in tmp.dep:
ind = p._oovarsIndDict[v]
ts, te = ip[v]#y[:, ind], e[:, ind]
A, B = (te**2 + te*ts + ts**2) / 3.0, 0.5 * (te + ts)
#A, B, C = (te**3 - ts**3) / 3.0, 0.5 * (te**2 - ts**2), te - ts
b = tmp.l.d.get(v, 0.0)
val_l += b * B
if tmp.level == 2:
a = tmp.l.d2.get(v, 0.0)
val_l += a * A
b= tmp.u.d.get(v, 0.0)
val_u += b * B
if tmp.level == 2:
a = tmp.u.d2.get(v, 0.0)
val_u += a * A
#r20 = val_u - val_l
#approx_value = 0.5 * (val_l + val_u)
o, a = val_l, val_u
# changes end
else:
cs = oopoint((v, asarray(0.5*(val[0] + val[1]), dataType)) for v, val in ip.items())
cs.dictOfFixedFuncs = p.dictOfFixedFuncs
o, a = tmp.values(cs)
definiteRange = tmp.definiteRange
else:
o, a, definiteRange = tmp.lb, tmp.ub, tmp.definiteRange
if not all(definiteRange):
p.err('''
numerical integration with interalg is implemented
for definite (real) range only, no NaN values in integrand are allowed''')
o, a = o.reshape(2*n, m).T, a.reshape(2*n, m).T
nodes = func11(y, e, None, indTC, None, o, a, _s, p)
#an = nodes if len(_in) == 0 else hstack((_in, nodes)).tolist()
an = nodes + _in
if 1:
an.sort(key = lambda obj: obj.key, reverse=False)
#an.sort(key = lambda obj: obj.minres, reverse=False)
else:
an.sort(key=lambda obj: obj.volumeResidual, reverse=False)
ao_diff = array([node.key for node in an])
volumes = array([node.volume for node in an])
r10 = ao_diff <= 0.95*(required_sigma-p._residual) / (prod(p.ub-p.lb) - p._volume)
ind = where(r10)[0]
# TODO: use true_sum
v = volumes[ind]
p._F += sum(array([an[i].F for i in ind]) * v)
residuals = ao_diff[ind] * v
p._residual += residuals.sum()
p._volume += v.sum()
#an = asarray(an, object)
#an = an[where(logical_not(r10))[0]]
an = [elem for i, elem in enumerate(an) if not r10[i]]
nNodes.append(len(an))
p.iterfcn(xk=array(nan), fk=p._F, rk = 0)#TODO: change rk to something like p._r0 - p._residual
if p.istop != 0:
ao_diff = array([node.key for node in an])
volumes = array([node.volume for node in an])
p._residual += sum(ao_diff * volumes)
_s = None
#an, g = func9(an, fo, g, 'IP')
#nn = 1 if asdf1.isUncycled and all(isfinite(a)) and all(isfinite(o)) and p._isOnlyBoxBounded else maxNodes
#an, g = func5(an, nn, g)
return an, g, inf, _s, Solutions, xRecord, frc, CBKPMV
def r14IP(p, nlhc, residual, definiteRange, y, e, vv, asdf1, C, CBKPMV, g, nNodes, \
frc, fTol, Solutions, varTols, _in, dataType, \
maxNodes, _s, indTC, xRecord):
required_sigma = p.ftol * 0.99 # to suppress roundoff effects
m, n = y.shape
ip = func10(y, e, vv)
ip.dictOfFixedFuncs = p.dictOfFixedFuncs
ip.surf_preference = True
tmp = asdf1.interval(ip, ia_surf_level=2)
# print(type(tmp))
if hasattr(tmp, 'resolve'): #type(tmp) == boundsurf:
# print('b')
#adjustr4WithDiscreteVariables(wr4, p)
if 1:
# changes
val_l, val_u = zeros(2 * n * m), zeros(2 * n * m)
val_l += tmp.l.c # may be array <- scalar
val_u += tmp.u.c
for v in tmp.dep:
ind = p._oovarsIndDict[v]
ts, te = ip[v] #y[:, ind], e[:, ind]
A, B = (te**2 + te * ts + ts**2) / 3.0, 0.5 * (te + ts)
#A, B, C = (te**3 - ts**3) / 3.0, 0.5 * (te**2 - ts**2), te - ts
b = tmp.l.d.get(v, 0.0)
val_l += b * B
if tmp.level == 2:
a = tmp.l.d2.get(v, 0.0)
val_l += a * A
b = tmp.u.d.get(v, 0.0)
val_u += b * B
if tmp.level == 2:
a = tmp.u.d2.get(v, 0.0)
val_u += a * A
#r20 = val_u - val_l
#approx_value = 0.5 * (val_l + val_u)
o, a = val_l, val_u
# changes end
else:
cs = oopoint((v, asarray(0.5 * (val[0] + val[1]), dataType))
for v, val in ip.items())
cs.dictOfFixedFuncs = p.dictOfFixedFuncs
o, a = tmp.values(cs)
definiteRange = tmp.definiteRange
else:
o, a, definiteRange = tmp.lb, tmp.ub, tmp.definiteRange
if not all(definiteRange):
p.err('''
numerical integration with interalg is implemented
for definite (real) range only, no NaN values in integrand are allowed'''
)
o, a = o.reshape(2 * n, m).T, a.reshape(2 * n, m).T
nodes = func11(y, e, None, indTC, None, o, a, _s, p)
#an = nodes if len(_in) == 0 else hstack((_in, nodes)).tolist()
an = nodes + _in
if 1:
an.sort(key=lambda obj: obj.key, reverse=False)
#an.sort(key = lambda obj: obj.minres, reverse=False)
else:
an.sort(key=lambda obj: obj.volumeResidual, reverse=False)
ao_diff = array([node.key for node in an])
volumes = array([node.volume for node in an])
r10 = ao_diff <= 0.95 * (required_sigma -
p._residual) / (prod(p.ub - p.lb) - p._volume)
ind = where(r10)[0]
# TODO: use true_sum
v = volumes[ind]
p._F += sum(array([an[i].F for i in ind]) * v)
residuals = ao_diff[ind] * v
p._residual += residuals.sum()
p._volume += v.sum()
#an = asarray(an, object)
#an = an[where(logical_not(r10))[0]]
an = [elem for i, elem in enumerate(an) if not r10[i]]
nNodes.append(len(an))
p.iterfcn(xk=array(nan), fk=p._F,
rk=0) #TODO: change rk to something like p._r0 - p._residual
if p.istop != 0:
ao_diff = array([node.key for node in an])
volumes = array([node.volume for node in an])
p._residual += sum(ao_diff * volumes)
_s = None
#an, g = func9(an, fo, g, 'IP')
#nn = 1 if asdf1.isUncycled and all(isfinite(a)) and all(isfinite(o)) and p._isOnlyBoxBounded else maxNodes
#an, g = func5(an, nn, g)
return an, g, inf, _s, Solutions, xRecord, frc, CBKPMV
def __solver__(self, p):
alp, h0, nh, q1, q2 = self.alp, self.h0, self.nh, self.q1, self.q2
if isPyPy:
if p.nc != 0 or p.nh != 0:
p.warn(
"in PyPy ralg may work incorrectly with nonlinear constraints yet"
)
if p.nbeq != 0 or any(p.lb == p.ub):
p.err(
'in PyPy ralg cannot handle linear equality constraints yet'
)
if type(q1) == str:
if p.probType == 'NLP' and p.isUC: q1 = 0.9
else: q1 = 1.0
T = self.T
# alternatively instead of alp=self.alp etc you can use directly self.alp etc
n = p.n
x0 = p.x0
if p.nbeq == 0 or any(
abs(p._get_AeqX_eq_Beq_residuals(x0)) > p.contol
): # TODO: add "or Aeqconstraints(x0) out of contol"
x0[x0 < p.lb] = p.lb[x0 < p.lb]
x0[x0 > p.ub] = p.ub[x0 > p.ub]
ind_box_eq = where(p.lb == p.ub)[0]
nEQ = ind_box_eq.size
if nEQ != 0:
initLenBeq = p.nbeq
Aeq, beq, nbeq = copy(p.Aeq), copy(p.beq), p.nbeq
p.Aeq = zeros([Len(p.beq) + nEQ, p.n])
p.beq = zeros(Len(p.beq) + nEQ)
p.beq[:Len(beq)] = beq
p.Aeq[:Len(beq)] = Aeq
for i in range(len(ind_box_eq)):
p.Aeq[initLenBeq + i, ind_box_eq[i]] = 1
p.beq[initLenBeq + i] = p.lb[ind_box_eq[
i]] # = p.ub[indEQ[i]], because they are the same
p.nbeq += nEQ
if not self.newLinEq or p.nbeq == 0:
#needProjection = False
B0 = eye(n, dtype=T)
restoreProb = lambda *args: 0
Aeq_r, beq_r, nbeq_r = None, None, 0
else:
#needProjection = True
B0 = self.getPrimevalDilationMatrixWRTlinEqConstraints(p)
#Aeq, beq, nbeq = p.Aeq, p.beq, p.nbeq
if any(abs(p._get_AeqX_eq_Beq_residuals(x0)) > p.contol / 16.0):
#p.debugmsg('old point Aeq residual:'+str(norm(dot(Aeq, x0)-beq)))
try:
x0 = self.linEqProjection(x0, p.Aeq, p.beq)
except LinAlgError:
s = 'Failed to obtain projection of start point to linear equality constraints subspace, probably the system is infeasible'
p.istop, p.msg = -25, s
return
#p.debugmsg('new point Aeq residual:'+str(norm(dot(Aeq, x0)-beq)))
if nEQ == 0:
Aeq_r, beq_r, nbeq_r = p.Aeq, p.beq, p.nbeq
else:
Aeq_r, beq_r, nbeq_r = Aeq, beq, nbeq
p.Aeq, p.beq, p.nbeq = None, None, 0
# TODO: return prob with unmodified Aeq, beq
def restoreProb():
p.Aeq, p.beq, p.nbeq = Aeq_r, beq_r, nbeq_r
#if nEQ != 0: restore lb, ub
b = B0.copy() if self.B is None else self.B
# B_f = diag(ones(n))
# B_constr = diag(ones(n))
hs = asarray(h0, T)
if self.innerState is not None:
hs = self.innerState['hs']
b = self.innerState['B']
ls_arr = []
w = asarray(1.0 / alp - 1.0, T)
""" Shor r-alg engine """
bestPoint = p.point(array(copy(x0).tolist(),
T)) # tolist() for PyPy compatibility
prevIter_best_ls_point = bestPoint
prevIter_PointForDilation = bestPoint
g = bestPoint._getDirection(self.approach)
prevDirectionForDilation = g
moveDirection = g
if not any(g) and all(isfinite(g)):
# TODO: create ENUMs
p.iterfcn(bestPoint)
restoreProb()
p.istop = 14 if bestPoint.isFeas(False) else -14
p.msg = 'move direction has all-zero coords'
return
HS = []
LS = []
#SwitchEncountered = False
selfNeedRej = False
#doScale = False
#directionVectorsList = []
# #pass-by-ref! not copy!
# if p.isFeas(p.x0): b = B_f
# else: b = B_constr
# if p.debug and hasattr(p, 'x_opt'):
# import scipy
# exactDirection = x0-p.x_opt
# asdf_0 = exactDirection * (0.2+scipy.rand(n))
# #asdf = asdf_0.copy()
#fTol = p.fTol if p.fTol is not None else 15*p.ftol
# CHANGES
if self.penalties:
oldVal = p.f(p.x0)
newVal = inf
x = p.x0
#H, DH = p.h, p.dh
if p.nh != 0:
#S = 1.0
_Aeq = p.dh(x)
_beq = -p.h(x)
df = p.df(x)
if n >= 150 and not scipyInstalled:
p.pWarn(scipyAbsentMsg)
if n > 100 and scipyInstalled:
from scipy.sparse import eye as Eye # to prevent numpy.eye overwrite
HH = Eye(n, n)
else:
HH = eye(n)
qp = openopt.QP(H=HH, f=df, Aeq=_Aeq, beq=_beq)
QPsolver = openopt.oosolver('cvxopt_qp', iprint=-1)
if not QPsolver.isInstalled:
S = None
else:
r = qp.solve(QPsolver)
S = 10.0 * sum(abs(r.duals)) if r.istop > 0 else None
while any(p.h(x)) > p.contol:
if S is not None:
p2 = getattr(openopt, p.probType)(p.f, x)
p.fill(p2)
p2.x0 = x
p2.h = p2.dh = None
p2.userProvided.h = p2.userProvided.dh = False
p2.nh = 0
p2.f = lambda *args, **kwargs: p.f(
*args, **kwargs) + sum(
abs(S * p.h(*args, **kwargs)))
p2.df = lambda *args, **kwargs: p.df(
*args, **kwargs) + dot(
S * sign(p.h(*args, **kwargs)),
p.dh(*args, **kwargs))
#p2.iterfcn = p.iterfcn
# def df2(*args, **kwargs):
# r1 = p.df(*args, **kwargs)
# r2 = S * dot(p.dh(*args, **kwargs).reshape(-1, 1), sign(p.h(*args, **kwargs))).flatten()
# #raise 0
# return r1+r2
# #p2.df = lambda *args, **kwargs: p.df(*args, **kwargs) + S * dot(p.dh(x).reshape(-1, 1), sign(p.h(*args, **kwargs))).flatten()
# p2.df = df2
# #raise 0
r2 = p2.solve(p.solver, iprint=10)
if r2.stopcase >= 0:
x = r2.xf
p.solver.innerState = r2.extras['innerState']
oldVal, newVal = newVal, r2.ff
else:
if r2.istop == IS_LINE_SEARCH_FAILED:
# TODO: custom S as raising penalties
pass
if p.isFeas(p2.xk):
p.xf = p.xk = p2.xk
p.istop, p.msg = p2.istop, p2.msg
return
else:
S *= 50
#print('max residual:%0.2e'% r2.rf)
else: # failed to solve QP
break
# CHANGES END
""" Ralg main cycle """
for itn in range(p.maxIter + 10):
doDilation = True
lastPointOfSameType = None # to prevent possible bugs
alp_addition = 0.0
iterStartPoint = prevIter_best_ls_point
x = iterStartPoint.x.copy()
g_tmp = economyMult(b.T, moveDirection)
if any(g_tmp): g_tmp /= p.norm(g_tmp)
g1 = p.matmult(b, g_tmp)
# norm_moveDirection = p.norm(g1)
# if doScale:
# g1 *= (norm_moveDirection_prev/norm_moveDirection) ** 0.5
# norm_moveDirection_prev = norm_moveDirection
# if p.debug and hasattr(p, 'x_opt'):
# cos_phi_0 = p.matmult(moveDirection, prevIter_best_ls_point.x - p.x_opt)/p.norm(moveDirection)/p.norm(prevIter_best_ls_point.x - p.x_opt)
# cos_phi_1 = p.matmult(g1, prevIter_best_ls_point.x - p.x_opt)/p.norm(g1)/p.norm(prevIter_best_ls_point.x - p.x_opt)
# print('beforeDilation: %f afterDilation: %f' % (cos_phi_0, cos_phi_1) )
# asdf = asdf_0.copy()
# g_tmp = economyMult(b.T, asdf)
#
# #g_tmp = p.matmult(b.T, asdf)
#
# if any(g_tmp): g_tmp /= p.norm(g_tmp)
# asdf = p.matmult(b, g_tmp)
# cos_phi = dot(asdf, exactDirection) / p.norm(asdf) / p.norm(exactDirection)
# p.debugmsg('cos_phi:%f' % cos_phi)
# assert cos_phi >0
""" Forward line search """
hs_cumsum = 0
hs_start = hs
for ls in range(p.maxLineSearch):
hs_mult = 1.0
if ls > 20:
hs_mult = 2.0
elif ls > 10:
hs_mult = 1.5
elif ls > 2:
hs_mult = 1.05
hs *= hs_mult
x -= hs * g1
hs_cumsum += hs
newPoint = p.point(x) if ls == 0 else iterStartPoint.linePoint(
hs_cumsum /
(hs_cumsum - hs), oldPoint) # TODO: take ls into account?
if not p.isUC:
if newPoint.isFeas(True) == iterStartPoint.isFeas(True):
lastPointOfSameType = newPoint
if self.show_nnan:
p.info('ls: %d nnan: %d' % (ls, newPoint.__nnan__()))
if ls == 0:
oldPoint = prevIter_best_ls_point #prevIterPoint
oldoldPoint = oldPoint
#if not self.checkTurnByGradient:
if newPoint.betterThan(oldPoint, altLinInEq=True):
if newPoint.betterThan(bestPoint, altLinInEq=False):
bestPoint = newPoint
oldoldPoint = oldPoint
oldPoint, newPoint = newPoint, None
else:
if not itn % 4:
for fn in ['_lin_ineq', '_lin_eq']:
if hasattr(newPoint, fn): delattr(newPoint, fn)
break
hs /= hs_mult
if ls == p.maxLineSearch - 1:
p.istop, p.msg = IS_LINE_SEARCH_FAILED, 'maxLineSearch (' + str(
p.maxLineSearch
) + ') has been exceeded, the problem seems to be unbounded'
restoreProb()
return
#iterPoint = newPoint
PointForDilation = newPoint
#best_ls_point = newPoint if ls == 0 else oldPoint
#if p.debug and ls != 0: assert not oldPoint.betterThan(best_ls_point)
""" Backward line search """
mdx = max((150, 1.5 * p.n)) * p.xtol
if itn == 0:
mdx = max((hs / 128.0,
128 * p.xtol)) # TODO: set it after B rej as well
ls_backward = 0
maxLS = 3 if ls == 0 else 1
# if ls <=3 or ls > 20:
if self.doBackwardSearch:
if self.new_bs:
best_ls_point, PointForDilation, ls_backward = \
getBestPointAfterTurn(oldoldPoint, newPoint, maxLS = maxLS, maxDeltaF = 150*p.ftol, \
maxDeltaX = mdx, altLinInEq = True, new_bs = True)
if PointForDilation.isFeas(True) == iterStartPoint.isFeas(
True):
lastPointOfSameType = PointForDilation
# elif best_ls_point.isFeas(altLinInEq=True) == iterStartPoint.isFeas(altLinInEq=True):
# lastPointOfSameType = best_ls_point
else:
best_ls_point, ls_backward = \
getBestPointAfterTurn(oldoldPoint, newPoint, maxLS = maxLS, altLinInEq = True, new_bs = False)
PointForDilation = best_ls_point
# TODO: extract last point from backward search, that one is better than iterPoint
if best_ls_point.betterThan(bestPoint):
bestPoint = best_ls_point
#p.debugmsg('ls_backward:%d' % ls_backward)
if ls == 0 and ls_backward == -maxLS:
#pass
alp_addition += 0.25
#hs *= 0.9
if ls_backward <= -1 and itn != 0: # TODO: mb use -1 or 0 instead?
pass
#alp_addition -= 0.25*ls_backward # ls_backward less than zero
#hs *= 2 ** min((ls_backward+1, 0))
else:
pass
#hs *= 0.95
best_ls_point = PointForDilation # elseware lots of difficulties
""" Updating hs """
step_x = p.norm(PointForDilation.x - prevIter_PointForDilation.x)
step_f = abs(PointForDilation.f() - prevIter_PointForDilation.f())
HS.append(hs_start)
assert ls >= 0
LS.append(ls)
if itn > 3:
mean_ls = (3 * LS[-1] + 2 * LS[-2] + LS[-3]) / 6.0
j0 = 3.3
if mean_ls > j0:
hs = (mean_ls - j0 + 1)**0.5 * hs_start
else:
#hs = (ls/j0) ** 0.5 * hs_start
hs = hs_start
if ls == 0 and ls_backward == -maxLS:
shift_x = step_x / p.xtol
RD = log10(shift_x + 1e-100)
if PointForDilation.isFeas(
True) or prevIter_PointForDilation.isFeas(
True):
RD = min(
(RD,
asscalar(
asarray(log10(step_f / p.ftol +
1e-100)))))
if RD > 1.0:
mp = (0.5, (ls / j0)**0.5, 1 - 0.2 * RD)
hs *= max(mp)
#from numpy import argmax
#print argmax(mp), mp
""" Handling iterPoints """
best_ls_point = PointForDilation
#if not SwitchEncountered and p.nh != 0 and PointForDilation.isFeas(altLinInEq=False) != prevIter_PointForDilation.isFeas(altLinInEq=False):
#SwitchEncountered = True
#selfNeedRej = True
involve_lastPointOfSameType = False
if lastPointOfSameType is not None and PointForDilation.isFeas(
True) != prevIter_PointForDilation.isFeas(True):
# TODO: add middle point for the case ls = 0
assert self.dilationType == 'plain difference'
#directionForDilation = lastPointOfSameType._getDirection(self.approach)
PointForDilation = lastPointOfSameType
involve_lastPointOfSameType = True
#directionForDilation = newPoint.__getDirection__(self.approach) # used for dilation direction obtaining
# if not self.new_bs or ls != 0:
# moveDirection = iterPoint.__getDirection__(self.approach)
# else:
# moveDirection = best_ls_point.__getDirection__(self.approach)
#directionForDilation = pointForDilation.__getDirection__(self.approach)
# cos_phi = -p.matmult(moveDirection, prevIterPoint.__getDirection__(self.approach))
# assert cos_phi.size == 1
# if cos_phi> 0:
# g2 = moveDirection#pointForDilation.__getDirection__(self.approach)
# else:
# g2 = pointForDilation.__getDirection__(self.approach)
if itn == 0:
p.debugmsg('hs: ' + str(hs))
p.debugmsg('ls: ' + str(ls))
if self.showLS: p.info('ls: ' + str(ls))
if self.show_hs: p.info('hs: ' + str(hs))
if self.show_nnan: p.info('nnan: ' + str(best_ls_point.__nnan__()))
if self.showRes:
r, fname, ind = best_ls_point.mr(True)
p.info(fname + str(ind))
""" Set dilation direction """
#if sum(p.dotmult(g, g2))>0:
#p.debugmsg('ralg warning: slope angle less than pi/2. Mb dilation for the iter will be omitted.')
#doDilation = False
# CHANGES
# if lastPointOfSameType is None:
# if currIterPointIsFeasible and not prevIterPointIsFeasible:
# alp_addition += 0.1
# elif prevIterPointIsFeasible and not currIterPointIsFeasible:
# alp_addition -= 0.0
# CHANGES END
# r_p, ind_p, fname_p = prevIter_best_ls_point.mr(1)
# r_, ind_, fname_ = PointForDilation.mr(1)
#else:
#print itn,'>>>>>>>>>', currIterPointIsFeasible
""" Excluding derivatives switched to/from NaN """
if self.skipPrevIterNaNsInDilation:
c_prev, c_current = prevIter_PointForDilation.c(
), PointForDilation.c()
h_prev, h_current = prevIter_PointForDilation.h(
), PointForDilation.h()
""" Handling switch to NaN """
NaN_derivatives_excluded = False
if self.skipPrevIterNaNsInDilation:
assert self.approach == 'all active'
if not prevIter_PointForDilation.isFeas(True):
""" processing NaNs in nonlin inequality constraints """
ind_switch_ineq_to_nan = where(
logical_and(isnan(c_current), c_prev > 0))[0]
if len(ind_switch_ineq_to_nan) != 0:
NaN_derivatives_excluded = True
tmp = prevIter_PointForDilation.dc(
ind_switch_ineq_to_nan)
if hasattr(tmp, 'toarray'):
tmp = tmp.A
if len(ind_switch_ineq_to_nan) > 1:
tmp *= (c_prev[ind_switch_ineq_to_nan] / sqrt(
(tmp**2).sum(1))).reshape(-1, 1)
else:
tmp *= c_prev[ind_switch_ineq_to_nan] / norm(tmp)
if tmp.ndim > 1: tmp = tmp.sum(0)
if not isinstance(tmp, ndarray) or isinstance(
tmp, matrix):
tmp = tmp.A.flatten() # dense or sparse matrix
#print '1: excluded:', norm(tmp), norm(prevDirectionForDilation)
prevDirectionForDilation -= tmp
#print '1: result=', norm(prevDirectionForDilation)
""" processing NaNs in nonlin equality constraints """
ind_switch_eq_to_nan = where(
logical_and(isnan(h_current), h_prev > 0))[0]
if len(ind_switch_eq_to_nan) != 0:
NaN_derivatives_excluded = True
tmp = prevIter_PointForDilation.dh(
ind_switch_eq_to_nan)
if tmp.ndim > 1: tmp = tmp.sum(0)
if not isinstance(tmp, ndarray) or isinstance(
tmp, matrix):
tmp = tmp.A.flatten() # dense or sparse matrix
prevDirectionForDilation -= tmp
ind_switch_eq_to_nan = where(
logical_and(isnan(h_current), h_prev < 0))[0]
if len(ind_switch_eq_to_nan) != 0:
NaN_derivatives_excluded = True
tmp = prevIter_PointForDilation.dh(
ind_switch_eq_to_nan)
if tmp.ndim > 1: tmp = tmp.sum(0)
if not isinstance(tmp, ndarray) or isinstance(
tmp, matrix):
tmp = tmp.A.flatten() # dense or sparse matrix
prevDirectionForDilation += tmp
directionForDilation = PointForDilation._getDirection(
self.approach)
""" Handling switch from NaN """
if self.skipPrevIterNaNsInDilation:
if not PointForDilation.isFeas(True):
""" processing NaNs in nonlin inequality constraints """
ind_switch_ineq_from_nan = where(
logical_and(isnan(c_prev), c_current > 0))[0]
if len(ind_switch_ineq_from_nan) != 0:
NaN_derivatives_excluded = True
tmp = PointForDilation.dc(ind_switch_ineq_from_nan)
if hasattr(tmp, 'toarray'):
tmp = tmp.A
if len(ind_switch_ineq_from_nan) > 1:
tmp *= (c_current[ind_switch_ineq_from_nan] / sqrt(
(tmp**2).sum(1))).reshape(-1, 1)
else:
tmp *= c_current[ind_switch_ineq_from_nan] / norm(
tmp)
if tmp.ndim > 1: tmp = tmp.sum(0)
if not isinstance(tmp, ndarray) or isinstance(
tmp, matrix):
tmp = tmp.A.flatten() # dense or sparse matrix
#print '2: excluded:', norm(tmp), norm(directionForDilation)
directionForDilation -= tmp
#print '2: result=', norm(directionForDilation)
""" processing NaNs in nonlin equality constraints """
ind_switch_eq_from_nan = where(
logical_and(isnan(h_prev), h_current > 0))[0]
if len(ind_switch_eq_from_nan) != 0:
NaN_derivatives_excluded = True
tmp = PointForDilation.dh(ind_switch_eq_from_nan)
if tmp.ndim > 1: tmp = tmp.sum(0)
if not isinstance(tmp, ndarray) or isinstance(
tmp, matrix):
tmp = tmp.A.flatten() # dense or sparse matrix
directionForDilation -= tmp
ind_switch_eq_from_nan = where(
logical_and(isnan(h_prev), h_current < 0))[0]
if len(ind_switch_eq_from_nan) != 0:
NaN_derivatives_excluded = True
tmp = PointForDilation.dh(ind_switch_eq_from_nan)
if tmp.ndim > 1: tmp = tmp.sum(0)
if not isinstance(tmp, ndarray) or isinstance(
tmp, matrix):
tmp = tmp.A.flatten() # dense or sparse matrix
directionForDilation += tmp
# # CHANGES
# gn = g2/norm(g2)
# if len(directionVectorsList) == 0 or n < 3: pass
# else:
# if len(directionVectorsList) == 1 or abs(dot(directionVectorsList[-1], directionVectorsList[-2]))>0.999:
# projectionComponentLenght = abs(dot(directionVectorsList[-1], gn))
# restLength = sqrt(1 - min((1, projectionComponentLenght))**2)
# else:
# e1 = directionVectorsList[-1]
# e2 = directionVectorsList[-2] - dot(directionVectorsList[-1], directionVectorsList[-2]) * directionVectorsList[-1]
# e2 /= norm(e2)
#
# proj1, proj2 = dot(e1, gn), dot(e2, gn)
# rest = gn - proj1 * e1 - proj2 * e2
# restLength = norm(rest)
# if restLength > 1+1e-5: p.pWarn('possible error in ralg solver: incorrect restLength, exceeds 1.0')
#
# # TODO: make it parameters of ralg
# commonCoeff, alp_add_coeff = 0.5, 1.0
#
# if restLength < commonCoeff * (n - 2.0) / n:
# #pass
# alpAddition = 0.5+(arctan((n - 2.0) / (n * restLength)) - pi / 4.0) / (pi / 2.0) * alp_add_coeff
# #p.debugmsg('alpAddition:' + str(alpAddition))
# assert alpAddition > 0 # if someone incorrectly modifies commonCoeff it can be less than zero
# alp_addition += alpAddition
# #p.debugmsg('alp_addition:' + str(alp_addition))
#
# directionVectorsList.append(gn)
# if len(directionVectorsList) > 2: directionVectorsList = directionVectorsList[:-2]
# # CHANGES END
if self.dilationType == 'normalized' and (not fname_p in ('lb', 'ub', 'lin_eq', 'lin_ineq') \
or not fname_ in ('lb', 'ub', 'lin_eq', 'lin_ineq')) and (fname_p != fname_ or ind_p != ind_):
G2, G = directionForDilation / norm(
directionForDilation), prevDirectionForDilation / norm(
prevDirectionForDilation)
else:
G2, G = directionForDilation, prevDirectionForDilation
if prevIter_PointForDilation.isFeas(
True) == PointForDilation.isFeas(True):
g1 = G2 - G
elif prevIter_PointForDilation.isFeas(True):
g1 = G2.copy()
else:
g1 = G.copy()
alp_addition += 0.05
#print p.getMaxResidual(PointForDilation.x, 1)
##############################################
# the case may be occured when
# 1) lastPointOfSameType is used
# or
# 2) some NaN from constraints have been excluded
if norm(G2 - G) < 1e-12 * min(
(norm(G2), norm(G))) and (involve_lastPointOfSameType
or NaN_derivatives_excluded):
p.debugmsg("ralg: 'last point of same type gradient' is used")
g1 = G2
##############################################
#g1 = -G.copy() # signum doesn't matter here
# changes wrt infeas constraints
# if prevIterPoint.nNaNs() != 0:
# cp, hp = prevIterPoint.c(), prevIterPoint.h()
# ind_infeas_cp, ind_infeas_hp = isnan(cp), isnan(hp)
#
# c, h = iterPoint.c(), iterPoint.h()
# ind_infeas_c, ind_infeas_h = isnan(c), isnan(h)
#
# ind_goodChange_c = logical_and(ind_infeas_cp, logical_not(ind_infeas_c))
# ind_goodChange_h = logical_and(ind_infeas_hp, logical_not(ind_infeas_h))
#
# any_c, any_h = any(ind_goodChange_c), any(ind_goodChange_h)
# altDilation = zeros(n)
# if any_c:
# altDilation += sum(atleast_2d(iterPoint.dc(where(ind_goodChange_c)[0])), 0)
# assert not any(isnan(altDilation))
# if any_h:
# altDilation += sum(atleast_2d(iterPoint.dh(where(ind_goodChange_h)[0])), 0)
# if any_c or any_h:
# #print '!>', altDilation
# #g1 = altDilation
# pass
# changes end
""" Perform dilation """
# CHANGES
# g = economyMult(b.T, g1)
# gn = g/norm(g)
# if len(directionVectorsList) == 0 or n < 3 or norm(g1) < 1e-20: pass
# else:
# if len(directionVectorsList) == 1 or abs(dot(directionVectorsList[-1], directionVectorsList[-2]))>0.999:
# projectionComponentLenght = abs(dot(directionVectorsList[-1], gn))
# restLength = sqrt(1 - min((1, projectionComponentLenght))**2)
# else:
# e1 = directionVectorsList[-1]
# e2 = directionVectorsList[-2] - dot(directionVectorsList[-1], directionVectorsList[-2]) * directionVectorsList[-1]
# print dot(directionVectorsList[-1], directionVectorsList[-2])
# e2 /= norm(e2)
# proj1, proj2 = dot(e1, gn), dot(e2, gn)
# rest = gn - proj1 * e1 - proj2 * e2
# restLength = norm(rest)
# assert restLength < 1+1e-5, 'error in ralg solver: incorrect restLength'
#
# # TODO: make it parameters of ralg
# commonCoeff, alp_add_coeff = 0.5, 1.0
#
# if restLength < commonCoeff * (n - 2.0) / n:
# #pass
# alpAddition = 0.5+(arctan((n - 2.0) / (n * restLength)) - pi / 4.0) / (pi / 2.0) * alp_add_coeff
# #p.debugmsg('alpAddition:' + str(alpAddition))
# assert alpAddition > 0 # if someone incorrectly modifies commonCoeff it can be less than zero
# alp_addition += alpAddition
# #p.debugmsg('alp_addition:' + str(alp_addition))
#
# directionVectorsList.append(gn)
# if len(directionVectorsList) > 2: directionVectorsList = directionVectorsList[:-2]
# CHANGES END
if doDilation:
g = economyMult(b.T, g1)
ng = p.norm(g)
if self.needRej(p, b, g1, g) or selfNeedRej:
selfNeedRej = False
if self.showRej or p.debug:
p.info(
'debug msg: matrix B restoration in ralg solver')
b = B0.copy()
hs = p.norm(prevIter_best_ls_point.x - best_ls_point.x)
# TODO: iterPoint = projection(iterPoint,Aeq) if res_Aeq > 0.75*contol
if ng < 1e-40:
hs *= 0.9
p.debugmsg('small dilation direction norm (%e), skipping' %
ng)
if all(isfinite(g)) and ng > 1e-50 and doDilation:
g = (g / ng).reshape(-1, 1)
vec1 = economyMult(b, g).reshape(
-1, 1) # TODO: remove economyMult, use dot?
#if alp_addition != 0: p.debugmsg('alp_addition:' + str(alp_addition))
w = asarray(1.0 / (alp + alp_addition) - 1.0, T)
vec2 = w * g.T
b += p.matmult(vec1, vec2)
""" Call OO iterfcn """
if hasattr(p, '_df'): delattr(p, '_df')
if best_ls_point.isFeas(False) and hasattr(best_ls_point, '_df'):
p._df = best_ls_point.df().copy()
p.iterfcn(best_ls_point)
""" Check stop criteria """
cond_same_point = array_equal(best_ls_point.x,
prevIter_best_ls_point.x)
if cond_same_point and not p.istop:
p.istop = 14
p.msg = 'X[k-1] and X[k] are same'
p.stopdict[SMALL_DELTA_X] = True
restoreProb()
self.innerState = {'B': b, 'hs': hs}
return
s2 = 0
if p.istop and not p.userStop:
if p.istop not in p.stopdict:
p.stopdict[
p.
istop] = True # it's actual for converters, TODO: fix it
if SMALL_DF in p.stopdict:
if best_ls_point.isFeas(False): s2 = p.istop
p.stopdict.pop(SMALL_DF)
if SMALL_DELTA_F in p.stopdict:
# TODO: implement it more properly
if best_ls_point.isFeas(
False
) and prevIter_best_ls_point.f() != best_ls_point.f():
s2 = p.istop
p.stopdict.pop(SMALL_DELTA_F)
if SMALL_DELTA_X in p.stopdict:
if best_ls_point.isFeas(
False) or not prevIter_best_ls_point.isFeas(
False) or cond_same_point:
s2 = p.istop
p.stopdict.pop(SMALL_DELTA_X)
# if s2 and (any(isnan(best_ls_point.c())) or any(isnan(best_ls_point.h()))) \
# and not p.isNaNInConstraintsAllowed\
# and not cond_same_point:
# s2 = 0
if not s2 and any(p.stopdict.values()):
for key, val in p.stopdict.items():
if val == True:
s2 = key
break
p.istop = s2
for key, val in p.stopdict.items():
if key < 0 or key in set([
FVAL_IS_ENOUGH, USER_DEMAND_STOP,
BUTTON_ENOUGH_HAS_BEEN_PRESSED
]):
p.iterfcn(bestPoint)
self.innerState = {'B': b, 'hs': hs}
return
""" If stop required """
if p.istop:
# if self.needRej(p, b, g1, g) or not feasiblePointWasEncountered:
# b = B0.copy()
# hs = max((p.norm(prevIter_best_ls_point.x - best_ls_point.x) , 128*p.xtol))
# p.istop = 0
# else:
restoreProb()
p.iterfcn(bestPoint)
#p.istop, p.msg = istop, msg
self.innerState = {'B': b, 'hs': hs}
return
""" Some final things for ralg main cycle """
# p.debugmsg('new point Aeq residual:'+str(norm(dot(Aeq, iterPoint.x)-beq)))
# if needProjection and itn!=0:
# #pass
# x2 = self.linEqProjection(iterPoint.x, Aeq, beq)
# p.debugmsg('norm(delta):' + str(norm(iterPoint.x-x2)))
# iterPoint = p.point(x2)
# p.debugmsg('2: new point Aeq residual:'+str(norm(dot(Aeq, iterPoint.x)-beq)))
#p.hs.append(hs)
#g = moveDirection.copy()
#prevDirectionForDilation = directionForDilation
#iterPoint = None
#doScale = self.new_s and prevIter_PointForDilation.isFeas(True) != best_ls_point.isFeas(True)
#print doScale
prevIter_best_ls_point = best_ls_point
prevIter_PointForDilation = best_ls_point
prevDirectionForDilation = best_ls_point._getDirection(
self.approach)
moveDirection = best_ls_point._getDirection(self.approach)
def truncateByPlane(y, e, indT, A, b):
#!!!!!!!!!!!!!!!!!!!
# TODO: vectorize it by matrix A
#!!!!!!!!!!!!!!!!!!!
ind_trunc = True
assert np.asarray(b).size <= 1, 'unimplemented yet'
m, n = y.shape
if m == 0:
assert e.size == 0, 'bug in interalg engine'
return y, e, indT, ind_trunc
ind_positive = where(A > 0)[0]
ind_negative = where(A < 0)[0]
A1 = A[ind_positive]
S1 = A1 * y[:, ind_positive]
A2 = A[ind_negative]
S2 = A2 * e[:, ind_negative]
s1, s2 = np.sum(S1, 1), np.sum(S2, 1)
S = s1 + s2
if ind_positive.size != 0:
S1_ = b - S.reshape(-1, 1) + S1
Alt_ub = S1_ / A1
# ind = e[:, ind_positive] > Alt_ub
# #e[:, ind_positive[ind]] = Alt_ub[ind]
# e[:, np.tile(ind_positive,(ind.shape[0],1))[ind]] = Alt_ub[ind]
# #e[:, ind_positive.reshape(ind.shape)[ind]] = Alt_ub[ind]
#
# indT[np.any(ind, 1)] = True
for _i, i in enumerate(ind_positive):
#s = S - S1[:, _i]
#alt_ub = (b - s) / A[i]
#alt_ub = S1_[:, _i] / A[i]
alt_ub = Alt_ub[:, _i]
ind = e[:, i] > alt_ub
Ind = where(ind)[0]
if Ind.size:
e[Ind, i] = alt_ub[Ind]
indT[Ind] = True
if ind_negative.size != 0:
S2_ = b - S.reshape(-1, 1) + S2
Alt_lb = S2_ / A2
for _i, i in enumerate(ind_negative):
#s = S - S2[:, _i]
#alt_lb = (b - s) / A[i]
#alt_lb = S2_[:, _i] / A[i]
alt_lb = Alt_lb[:, _i]
ind = y[:, i] < alt_lb
Ind = where(ind)[0]
if Ind.size:
y[Ind, i] = alt_lb[Ind]
indT[Ind] = True
ind = np.all(e>=y, 1)
if not np.all(ind):
ind_trunc = where(ind)[0]
lj = ind_trunc.size
y = take(y, ind_trunc, axis=0, out=y[:lj])
e = take(e, ind_trunc, axis=0, out=e[:lj])
indT = indT[ind_trunc]
return y, e, indT, ind_trunc
def truncateByPlane2(cs, centerValues, y, e, indT, gradient, fo, p):
ind_trunc = True
assert np.asarray(fo).size <= 1, 'unimplemented yet'
m, n = y.shape
if m == 0:
assert e.size == 0, 'bug in interalg engine'
return y, e, indT, ind_trunc
oovarsIndDict = p._oovarsIndDict
ind = np.array([oovarsIndDict[oov][0] for oov in gradient.keys()])
y2, e2 = y[:, ind], e[:, ind]
A = np.vstack(
[np.asarray(elem).reshape(1, -1) for elem in gradient.values()]).T
cs = 0.5 * (y2 + e2)
b = np.sum(A * cs, 1) - centerValues.view(np.ndarray) + fo
# ind_positive = where(A > 0)
# ind_negative = where(A < 0)
A_positive = where(A > 0, A, 0)
A_negative = where(A < 0, A, 0)
#S1 = A[ind_positive] * y2[ind_positive]
#S2 = A[ind_negative] * e2[ind_negative]
S1 = A_positive * y2
S2 = A_negative * e2
s1, s2 = np.sum(S1, 1), np.sum(S2, 1)
S = s1 + s2
alt_fo1 = where(A_positive != 0,
(b.reshape(-1, 1) - S.reshape(-1, 1) + S1) / A_positive,
np.inf)
ind1 = logical_and(e2 > alt_fo1, A_positive != 0)
e2[ind1] = alt_fo1[ind1]
alt_fo2 = where(A_negative != 0,
(b.reshape(-1, 1) - S.reshape(-1, 1) + S2) / A_negative,
-np.inf)
ind2 = logical_and(y2 < alt_fo2, A_negative != 0)
y2[ind2] = alt_fo2[ind2]
# TODO: check it
y[:, ind], e[:, ind] = y2, e2
# TODO: check indT
indT[np.any(ind1, 1)] = True
indT[np.any(ind2, 1)] = True
# for _i, i in enumerate(ind_positive):
# s = S - S1[:, _i]
# alt_ub = (b - s) / A[i]
# ind = e[:, i] > alt_ub
# e[ind, i] = alt_ub[ind]
# indT[ind] = True
#
# for _i, i in enumerate(ind_negative):
# s = S - S2[:, _i]
# alt_lb = (b - s) / A[i]
# ind = y[:, i] < alt_lb
# y[ind, i] = alt_lb[ind]
# indT[ind] = True
ind = np.all(e >= y, 1)
if not np.all(ind):
ind_trunc = where(ind)[0]
lj = ind_trunc.size
y = take(y, ind_trunc, axis=0, out=y[:lj])
e = take(e, ind_trunc, axis=0, out=e[:lj])
indT = indT[ind_trunc]
return y, e, indT, ind_trunc
from numpy import empty, logical_and, logical_not, take, zeros, isfinite, any, \
asarray, ndarray, bool_#where
from interalgT import adjustDiscreteVarBounds, truncateByPlane
import numpy as np
# for PyPy
from openopt.kernel.nonOptMisc import where
hasPoint = lambda y, e, point:\
True if y.size != 0 and any([(np.all(y[i]<=point) and np.all(e[i]>=point)) for i in range(y.shape[0])]) else False
pointInd = lambda y, e, point:\
where([(np.all(y[i]<=point) and np.all(e[i]>=point)) for i in range(y.shape[0])])[0].tolist()
def processConstraints(C0, y, e, _s, p, dataType):
#P = np.array([ 7.64673334e-01, 4.35551807e-01, 5.93869991e+02, 5.00000000e+00])
# P = np.array([-0.63521194458007812, -0.3106536865234375, 0.0905609130859375, 0.001522064208984375, -0.69999999999999996, -0.99993896484375, 0.90000152587890625, 1.0, 4.0])
# print('c-1', p.iter, hasPoint(y, e, P), pointInd(y, e, P))
n = p.n
m = y.shape[0]
indT = empty(m, bool)
indT.fill(False)
# isSNLE = p.probType in ('NLSP', 'SNLE')
for i in range(p.nb):
y, e, indT, ind_trunc = truncateByPlane(y, e, indT, p.A[i], p.b[i]+p.contol)
if ind_trunc is not True:
_s = _s[ind_trunc]
for i in range(p.nbeq):
# TODO: handle it via one func
y, e, indT, ind_trunc = truncateByPlane(y, e, indT, p.Aeq[i], p.beq[i]+p.contol)
def r44(Solutions, r5Coords, r5F, targets, sigma):
# print Solutions.F
# if len(Solutions.F) != Solutions.coords.shape[0]:
# raise 0
# TODO: rework it
#sf = asarray(Solutions.F)
nIncome, nOutcome = 0, 0
m= len(r5Coords)
#n = len(r5Coords[0])
# TODO: mb use inplace r5Coords / r5F modification instead?
for j in range(m):
if isnan(r5F[0][0]):
continue
if Solutions.coords.size == 0:
Solutions.coords = array(r5Coords[j]).reshape(1, -1)
Solutions.F.append(r5F[0])
nIncome += 1
continue
M = Solutions.coords.shape[0]
r47 = empty(M, bool)
r47.fill(False)
# r48 = empty(M, bool)
# r48.fill(False)
for i, target in enumerate(targets):
f = r5F[j][i]
# TODO: rewrite it
F = asarray([Solutions.F[k][i] for k in range(M)])
#d = f - F # vector-matrix
val, tol = target.val, target.tol
Tol = sigma * tol
if val == inf:
r52 = f > F + Tol
# r36olution_better = f <= F#-tol
elif val == -inf:
r52 = f < F - Tol
# r36olution_better = f >= F#tol
else:
r52 = abs(f - val) < abs(F - val) - Tol
# r36olution_better = abs(f - val) >= abs(Solutions.F[i] - val)#-tol # abs(Solutions.F[i] - target) < abs(f[i] - target) + tol
r47 = logical_or(r47, r52)
# r48 = logical_or(r48, r36olution_better)
accept_c = all(r47)
#print sum(asarray(Solutions.F))/asarray(Solutions.F).size
if accept_c:
nIncome += 1
#new
r48 = empty(M, bool)
r48.fill(False)
for i, target in enumerate(targets):
f = r5F[j][i]
F = asarray([Solutions.F[k][i] for k in range(M)])
val, tol = target.val, target.tol
if val == inf:
r36olution_better = f < F
elif val == -inf:
r36olution_better = f > F
else:
r36olution_better = abs(f - val) > abs(F - val)
r48 = logical_or(r48, r36olution_better)
r49 = logical_not(r48)
remove_s = any(r49)
if remove_s:
r50 = where(r49)[0]
nOutcome += r50.size
Solutions.coords[r50[0]] = r5Coords[j]
Solutions.F[r50[0]] = r5F[j]
if r50.size > 1:
r49[r50[0]] = False
indLeft = logical_not(r49)
indLeftPositions = where(indLeft)[0]
newSolNumber = Solutions.coords.shape[0] - r50.size + 1
Solutions.coords = take(Solutions.coords, indLeftPositions, axis=0, out = Solutions.coords[:newSolNumber])
Solutions.F = [Solutions.F[i] for i in indLeftPositions]
else:
Solutions.coords = vstack((Solutions.coords, r5Coords[j]))
Solutions.F.append(r5F[j])
return nIncome, nOutcome
def processConstraints(C0, y, e, _s, p, dataType):
#P = np.array([ 7.64673334e-01, 4.35551807e-01, 5.93869991e+02, 5.00000000e+00])
# P = np.array([-0.63521194458007812, -0.3106536865234375, 0.0905609130859375, 0.001522064208984375, -0.69999999999999996, -0.99993896484375, 0.90000152587890625, 1.0, 4.0])
# print('c-1', p.iter, hasPoint(y, e, P), pointInd(y, e, P))
n = p.n
m = y.shape[0]
indT = empty(m, bool)
indT.fill(False)
# isSNLE = p.probType in ('NLSP', 'SNLE')
for i in range(p.nb):
y, e, indT, ind_trunc = truncateByPlane(y, e, indT, p.A[i], p.b[i]+p.contol)
if ind_trunc is not True:
_s = _s[ind_trunc]
for i in range(p.nbeq):
# TODO: handle it via one func
y, e, indT, ind_trunc = truncateByPlane(y, e, indT, p.Aeq[i], p.beq[i]+p.contol)
if ind_trunc is not True:
_s = _s[ind_trunc]
y, e, indT, ind_trunc = truncateByPlane(y, e, indT, -p.Aeq[i], -p.beq[i]+p.contol)
if ind_trunc is not True:
_s = _s[ind_trunc]
DefiniteRange = True
if len(p._discreteVarsNumList):
y, e, _s, indT = adjustDiscreteVarBounds(y, e, _s, indT, p)
m = y.shape[0]
nlh = zeros((m, 2*n))
nlh_0 = zeros(m)
fullOutput = False#isSNLE and not p.hasLogicalConstraints
residual = zeros((m, 2*n)) if fullOutput else None
residual_0 = zeros(m) if fullOutput else None
for itn, (c, f, lb, ub, tol) in enumerate(C0):
# print ('c_1', itn, c.dep, hasPoint(y, e, P))
m = y.shape[0] # is changed in the cycle
if m == 0:
return y.reshape(0, n), e.reshape(0, n), nlh.reshape(0, 2*n), residual, True, False, _s
#return y.reshape(0, n), e.reshape(0, n), nlh.reshape(0, 2*n), residual.reshape(0, 2*n), True, False, _s
assert nlh.shape[0] == y.shape[0]
if fullOutput:
(T0, Res0), (res, R_res), DefiniteRange2 = c.nlh(y, e, p, dataType, fullOutput = True)
residual_0 += Res0
else:
# may be logical constraint and doesn't have kw fullOutput at all
T0, res, DefiniteRange2 = c.nlh(y, e, p, dataType)
DefiniteRange = logical_and(DefiniteRange, DefiniteRange2)
assert T0.ndim <= 1, 'unimplemented yet'
nlh_0 += T0
assert nlh.shape[0] == m
# TODO: rework it for case len(p._freeVarsList) >> 1
for v, tmp in res.items():
j = p._freeVarsDict.get(v)
nlh[:, n+j] += tmp[:, tmp.shape[1]/2:].flatten() - T0
nlh[:, j] += tmp[:, :tmp.shape[1]/2].flatten() - T0
if fullOutput:
Tmp = R_res[v]
residual[:, n+j] += Tmp[:, Tmp.shape[1]/2:].flatten() - Res0
residual[:, j] += Tmp[:, :Tmp.shape[1]/2].flatten() - Res0
assert nlh.shape[0] == m
ind = where(logical_and(any(isfinite(nlh), 1), isfinite(nlh_0)))[0]
lj = ind.size
if lj != m:
y = take(y, ind, axis=0, out=y[:lj])
e = take(e, ind, axis=0, out=e[:lj])
nlh = take(nlh, ind, axis=0, out=nlh[:lj])
nlh_0 = nlh_0[ind]
# residual = take(residual, ind, axis=0, out=residual[:lj])
indT = indT[ind]
_s = _s[ind]
if fullOutput:
residual_0 = residual_0[ind]
residual = take(residual, ind, axis=0, out=residual[:lj])
if asarray(DefiniteRange).size != 1:
DefiniteRange = take(DefiniteRange, ind, axis=0, out=DefiniteRange[:lj])
# print ('c_2', itn, c.dep, hasPoint(y, e, P))
assert nlh.shape[0] == y.shape[0]
ind = logical_not(isfinite(nlh))
if any(ind):
indT[any(ind, 1)] = True
ind_l, ind_u = ind[:, :ind.shape[1]/2], ind[:, ind.shape[1]/2:]
tmp_l, tmp_u = 0.5 * (y[ind_l] + e[ind_l]), 0.5 * (y[ind_u] + e[ind_u])
y[ind_l], e[ind_u] = tmp_l, tmp_u
# TODO: mb implement it
if len(p._discreteVarsNumList):
if tmp_l.ndim > 1:
# shouldn't reduce y,e shape here, so output values doesn't matter
l1 = len(_s)
tmp_l, tmp_u, _s2, indT2 = adjustDiscreteVarBounds(tmp_l, tmp_u, _s, indT, p)
l2 = len(_s2)
if l1 != l2:
print('Warning: possible bug in interalg constraints processing, inform developers')
else:
y, e, _s, indT = adjustDiscreteVarBounds(y, e, _s, indT, p)
nlh_l, nlh_u = nlh[:, nlh.shape[1]/2:], nlh[:, :nlh.shape[1]/2]
# copy() is used because += and -= operators are involved on nlh in this cycle and probably some other computations
nlh_l[ind_u], nlh_u[ind_l] = nlh_u[ind_u].copy(), nlh_l[ind_l].copy()
if fullOutput:
residual_l, residual_u = residual[:, residual.shape[1]/2:], residual[:, :residual.shape[1]/2]
residual_l[ind_u], residual_u[ind_l] = residual_u[ind_u].copy(), residual_l[ind_l].copy()
# print ('c_3', itn, c.dep, hasPoint(y, e, P))
if nlh.size != 0:
if DefiniteRange is False:
nlh_0 += 1e-300
elif type(DefiniteRange) == ndarray and not all(DefiniteRange):
nlh_0[logical_not(DefiniteRange)] += 1e-300
else:
assert type(DefiniteRange) in (bool, bool_, ndarray)
# !! matrix - vector
nlh += nlh_0.reshape(-1, 1)
if fullOutput:
# !! matrix - vector
residual += residual_0.reshape(-1, 1)
residual[residual_0>=1e300] = 1e300
#print('c2', p.iter, hasPoint(y, e, P), pointInd(y, e, P))
return y, e, nlh, residual, DefiniteRange, indT, _s
def truncateByPlane2(cs, centerValues, y, e, indT, gradient, fo, p):
ind_trunc = True
assert np.asarray(fo).size <= 1, 'unimplemented yet'
m, n = y.shape
if m == 0:
assert e.size == 0, 'bug in interalg engine'
return y, e, indT, ind_trunc
oovarsIndDict = p._oovarsIndDict
ind = np.array([oovarsIndDict[oov][0] for oov in gradient.keys()])
y2, e2 = y[:, ind], e[:, ind]
A = np.vstack([np.asarray(elem).reshape(1, -1) for elem in gradient.values()]).T
cs = 0.5 * (y2 + e2)
b = np.sum(A * cs, 1) - centerValues.view(np.ndarray) + fo
# ind_positive = where(A > 0)
# ind_negative = where(A < 0)
A_positive = where(A>0, A, 0)
A_negative = where(A<0, A, 0)
#S1 = A[ind_positive] * y2[ind_positive]
#S2 = A[ind_negative] * e2[ind_negative]
S1 = A_positive * y2
S2 = A_negative * e2
s1, s2 = np.sum(S1, 1), np.sum(S2, 1)
S = s1 + s2
alt_fo1 = where(A_positive != 0, (b.reshape(-1, 1) - S.reshape(-1, 1) + S1) / A_positive, np.inf)
ind1 = logical_and(e2 > alt_fo1, A_positive != 0)
e2[ind1] = alt_fo1[ind1]
alt_fo2 = where(A_negative != 0, (b.reshape(-1, 1) - S.reshape(-1, 1) + S2) / A_negative, -np.inf)
ind2 = logical_and(y2 < alt_fo2, A_negative != 0)
y2[ind2] = alt_fo2[ind2]
# TODO: check it
y[:, ind], e[:, ind] = y2, e2
# TODO: check indT
indT[np.any(ind1, 1)] = True
indT[np.any(ind2, 1)] = True
# for _i, i in enumerate(ind_positive):
# s = S - S1[:, _i]
# alt_ub = (b - s) / A[i]
# ind = e[:, i] > alt_ub
# e[ind, i] = alt_ub[ind]
# indT[ind] = True
#
# for _i, i in enumerate(ind_negative):
# s = S - S2[:, _i]
# alt_lb = (b - s) / A[i]
# ind = y[:, i] < alt_lb
# y[ind, i] = alt_lb[ind]
# indT[ind] = True
ind = np.all(e>=y, 1)
if not np.all(ind):
ind_trunc = where(ind)[0]
lj = ind_trunc.size
y = take(y, ind_trunc, axis=0, out=y[:lj])
e = take(e, ind_trunc, axis=0, out=e[:lj])
indT = indT[ind_trunc]
return y, e, indT, ind_trunc