def _minimize_cobyla(fun, x0, args=(), constraints=(),
rhobeg=1.0, tol=1e-4, iprint=1, maxiter=1000,
disp=False, catol=2e-4, **unknown_options):
"""
Minimize a scalar function of one or more variables using the
Constrained Optimization BY Linear Approximation (COBYLA) algorithm.
Options
-------
rhobeg : float
Reasonable initial changes to the variables.
tol : float
Final accuracy in the optimization (not precisely guaranteed).
This is a lower bound on the size of the trust region.
disp : bool
Set to True to print convergence messages. If False,
`verbosity` is ignored as set to 0.
maxiter : int
Maximum number of function evaluations.
catol : float
Tolerance (absolute) for constraint violations
"""
_check_unknown_options(unknown_options)
maxfun = maxiter
rhoend = tol
if not disp:
iprint = 0
# check constraints
if isinstance(constraints, dict):
constraints = (constraints, )
for ic, con in enumerate(constraints):
# check type
try:
ctype = con['type'].lower()
except KeyError:
raise KeyError('Constraint %d has no type defined.' % ic)
except TypeError:
raise TypeError('Constraints must be defined using a '
'dictionary.')
except AttributeError:
raise TypeError("Constraint's type must be a string.")
else:
if ctype != 'ineq':
raise ValueError("Constraints of type '%s' not handled by "
"COBYLA." % con['type'])
# check function
if 'fun' not in con:
raise KeyError('Constraint %d has no function defined.' % ic)
# check extra arguments
if 'args' not in con:
con['args'] = ()
# m is the total number of constraint values
# it takes into account that some constraints may be vector-valued
cons_lengths = []
for c in constraints:
f = c['fun'](x0, *c['args'])
try:
cons_length = len(f)
except TypeError:
cons_length = 1
cons_lengths.append(cons_length)
m = sum(cons_lengths)
def calcfc(x, con):
f = fun(x, *args)
i = 0
for size, c in izip(cons_lengths, constraints):
con[i: i + size] = c['fun'](x, *c['args'])
i += size
return f
info = np.zeros(4, np.float64)
xopt, info = _cobyla.minimize(calcfc, m=m, x=np.copy(x0), rhobeg=rhobeg,
rhoend=rhoend, iprint=iprint, maxfun=maxfun,
dinfo=info)
if info[3] > catol:
# Check constraint violation
info[0] = 4
return OptimizeResult(x=xopt,
status=int(info[0]),
success=info[0] == 1,
message={1: 'Optimization terminated successfully.',
2: 'Maximum number of function evaluations has '
'been exceeded.',
3: 'Rounding errors are becoming damaging in '
'COBYLA subroutine.',
4: 'Did not converge to a solution satisfying '
'the constraints. See `maxcv` for magnitude '
'of violation.'
}.get(info[0], 'Unknown exit status.'),
nfev=int(info[1]),
fun=info[2],
maxcv=info[3])
def _minimize_cobyla(fun, x0, args=(), constraints=(),
rhobeg=1.0, tol=1e-4, iprint=1, maxiter=1000,
disp=False, **unknown_options):
"""
Minimize a scalar function of one or more variables using the
Constrained Optimization BY Linear Approximation (COBYLA) algorithm.
Options for the COBYLA algorithm are:
rhobeg : float
Reasonable initial changes to the variables.
tol : float
Final accuracy in the optimization (not precisely guaranteed).
This is a lower bound on the size of the trust region.
disp : bool
Set to True to print convergence messages. If False,
`verbosity` is ignored as set to 0.
maxiter : int
Maximum number of function evaluations.
This function is called by the `minimize` function with
`method=COBYLA`. It is not supposed to be called directly.
"""
_check_unknown_options(unknown_options)
maxfun = maxiter
rhoend = tol
if not disp:
iprint = 0
# check constraints
if isinstance(constraints, dict):
constraints = (constraints, )
for ic, con in enumerate(constraints):
# check type
try:
ctype = con['type'].lower()
except KeyError:
raise KeyError('Constraint %d has no type defined.' % ic)
except TypeError:
raise TypeError('Constraints must be defined using a '
'dictionary.')
except AttributeError:
raise TypeError("Constraint's type must be a string.")
else:
if ctype != 'ineq':
raise ValueError("Constraints of type '%s' not handled by "
"COBYLA." % con['type'])
# check function
if 'fun' not in con:
raise KeyError('Constraint %d has no function defined.' % ic)
# check extra arguments
if 'args' not in con:
con['args'] = ()
m = len(constraints)
def calcfc(x, con):
f = fun(x, *args)
for k, c in enumerate(constraints):
con[k] = c['fun'](x, *c['args'])
return f
info = np.zeros(4, np.float64)
xopt, info = _cobyla.minimize(calcfc, m=m, x=np.copy(x0), rhobeg=rhobeg,
rhoend=rhoend, iprint=iprint, maxfun=maxfun,
dinfo=info)
return Result(x=xopt,
status=int(info[0]),
success=info[0] == 1,
message={1: 'Optimization terminated successfully.',
2: 'Maximum number of function evaluations has '
'been exceeded.',
3: 'Rounding errors are becoming damaging in '
'COBYLA subroutine.'
}.get(info[0], 'Unknown exit status.'),
nfev=int(info[1]),
fun=info[2],
maxcv=info[3])
def _minimize_cobyla(fun, x0, args=(), constraints=(), options={}, full_output=False):
"""
Minimize a scalar function of one or more variables using the
Constrained Optimization BY Linear Approximation (COBYLA) algorithm.
Options for the COBYLA algorithm are:
rhobeg : float
Reasonable initial changes to the variables.
rhoend : float
Final accuracy in the optimization (not precisely guaranteed).
This is a lower bound on the size of the trust region.
disp : bool
Set to True to print convergence messages. If False,
`verbosity` is ignored as set to 0.
maxfev : int
Maximum number of function evaluations.
This function is called by the `minimize` function with
`method=COBYLA`. It is not supposed to be called directly.
"""
# retrieve useful options
rhobeg = options.get("rhobeg", 1.0)
rhoend = options.get("rhoend", 1e-4)
iprint = options.get("iprint", 1)
maxfun = options.get("maxfev", 1000)
disp = options.get("disp", False)
if not disp:
iprint = 0
# check constraints
if isinstance(constraints, dict):
constraints = (constraints,)
for ic, con in enumerate(constraints):
# check type
try:
ctype = con["type"].lower()
except KeyError:
raise KeyError("Constraint %d has no type defined." % ic)
except TypeError:
raise TypeError("Constraints must be defined using a " "dictionary.")
except AttributeError:
raise TypeError("Constraint's type must be a string.")
else:
if ctype != "ineq":
raise ValueError("Constraints of type '%s' not handled by " "COBYLA." % con["type"])
# check function
if "fun" not in con:
raise KeyError("Constraint %d has no function defined." % ic)
# check extra arguments
if "args" not in con:
con["args"] = ()
m = len(constraints)
def calcfc(x, con):
f = fun(x, *args)
for k, c in enumerate(constraints):
con[k] = c["fun"](x, *c["args"])
return f
xopt = _cobyla.minimize(calcfc, m=m, x=copy(x0), rhobeg=rhobeg, rhoend=rhoend, iprint=iprint, maxfun=maxfun)
if full_output:
warn("COBYLA does not handle full_output parameter.", RuntimeWarning)
return xopt, dict()
else:
return xopt
def _minimize_cobyla(fun, x0, args=(), constraints=(), options=None):
"""
Minimize a scalar function of one or more variables using the
Constrained Optimization BY Linear Approximation (COBYLA) algorithm.
Options for the COBYLA algorithm are:
rhobeg : float
Reasonable initial changes to the variables.
rhoend : float
Final accuracy in the optimization (not precisely guaranteed).
This is a lower bound on the size of the trust region.
disp : bool
Set to True to print convergence messages. If False,
`verbosity` is ignored as set to 0.
maxfev : int
Maximum number of function evaluations.
This function is called by the `minimize` function with
`method=COBYLA`. It is not supposed to be called directly.
"""
if options is None:
options = {}
# retrieve useful options
rhobeg = options.get('rhobeg', 1.0)
rhoend = options.get('rhoend', 1e-4)
iprint = options.get('iprint', 1)
maxfun = options.get('maxfev', 1000)
disp = options.get('disp', False)
if not disp:
iprint = 0
# check constraints
if isinstance(constraints, dict):
constraints = (constraints, )
for ic, con in enumerate(constraints):
# check type
try:
ctype = con['type'].lower()
except KeyError:
raise KeyError('Constraint %d has no type defined.' % ic)
except TypeError:
raise TypeError('Constraints must be defined using a '
'dictionary.')
except AttributeError:
raise TypeError("Constraint's type must be a string.")
else:
if ctype != 'ineq':
raise ValueError("Constraints of type '%s' not handled by "
"COBYLA." % con['type'])
# check function
if 'fun' not in con:
raise KeyError('Constraint %d has no function defined.' % ic)
# check extra arguments
if 'args' not in con:
con['args'] = ()
m = len(constraints)
def calcfc(x, con):
f = fun(x, *args)
for k, c in enumerate(constraints):
con[k] = c['fun'](x, *c['args'])
return f
xopt = _cobyla.minimize(calcfc,
m=m,
x=copy(x0),
rhobeg=rhobeg,
rhoend=rhoend,
iprint=iprint,
maxfun=maxfun)
return Result(x=xopt)
def _minimize_cobyla(fun, x0, args=(), constraints=(),
rhobeg=1.0, tol=1e-4, maxiter=1000,
disp=False, catol=2e-4, **unknown_options):
"""
Minimize a scalar function of one or more variables using the
Constrained Optimization BY Linear Approximation (COBYLA) algorithm.
Options
-------
rhobeg : float
Reasonable initial changes to the variables.
tol : float
Final accuracy in the optimization (not precisely guaranteed).
This is a lower bound on the size of the trust region.
disp : bool
Set to True to print convergence messages. If False,
`verbosity` is ignored as set to 0.
maxiter : int
Maximum number of function evaluations.
catol : float
Tolerance (absolute) for constraint violations
"""
_check_unknown_options(unknown_options)
maxfun = maxiter
rhoend = tol
if not disp:
iprint = 0
# check constraints
if isinstance(constraints, dict):
constraints = (constraints, )
for ic, con in enumerate(constraints):
# check type
try:
ctype = con['type'].lower()
except KeyError:
raise KeyError('Constraint %d has no type defined.' % ic)
except TypeError:
raise TypeError('Constraints must be defined using a '
'dictionary.')
except AttributeError:
raise TypeError("Constraint's type must be a string.")
else:
if ctype != 'ineq':
raise ValueError("Constraints of type '%s' not handled by "
"COBYLA." % con['type'])
# check function
if 'fun' not in con:
raise KeyError('Constraint %d has no function defined.' % ic)
# check extra arguments
if 'args' not in con:
con['args'] = ()
# m is the total number of constraint values
# it takes into account that some constraints may be vector-valued
cons_lengths = []
for c in constraints:
f = c['fun'](x0, *c['args'])
try:
cons_length = len(f)
except TypeError:
cons_length = 1
cons_lengths.append(cons_length)
m = sum(cons_lengths)
def calcfc(x, con):
f = fun(x, *args)
i = 0
for size, c in izip(cons_lengths, constraints):
con[i: i + size] = c['fun'](x, *c['args'])
i += size
return f
info = np.zeros(4, np.float64)
xopt, info = _cobyla.minimize(calcfc, m=m, x=np.copy(x0), rhobeg=rhobeg,
rhoend=rhoend, iprint=iprint, maxfun=maxfun,
dinfo=info)
if info[3] > catol:
# Check constraint violation
info[0] = 4
return OptimizeResult(x=xopt,
status=int(info[0]),
success=info[0] == 1,
message={1: 'Optimization terminated successfully.',
2: 'Maximum number of function evaluations has '
'been exceeded.',
3: 'Rounding errors are becoming damaging in '
'COBYLA subroutine.',
4: 'Did not converge to a solution satisfying '
'the constraints. See `maxcv` for magnitude '
'of violation.'
}.get(info[0], 'Unknown exit status.'),
nfev=int(info[1]),
fun=info[2],
maxcv=info[3])
def _minimize_cobyla(fun, x0, args=(), constraints=(),
rhobeg=1.0, tol=1e-4, iprint=1, maxiter=1000,
disp=False, **unknown_options):
"""
Minimize a scalar function of one or more variables using the
Constrained Optimization BY Linear Approximation (COBYLA) algorithm.
Options for the COBYLA algorithm are:
rhobeg : float
Reasonable initial changes to the variables.
tol : float
Final accuracy in the optimization (not precisely guaranteed).
This is a lower bound on the size of the trust region.
disp : bool
Set to True to print convergence messages. If False,
`verbosity` is ignored as set to 0.
maxiter : int
Maximum number of function evaluations.
This function is called by the `minimize` function with
`method=COBYLA`. It is not supposed to be called directly.
"""
_check_unknown_options(unknown_options)
maxfun = maxiter
rhoend = tol
if not disp:
iprint = 0
# check constraints
if isinstance(constraints, dict):
constraints = (constraints, )
for ic, con in enumerate(constraints):
# check type
try:
ctype = con['type'].lower()
except KeyError:
raise KeyError('Constraint %d has no type defined.' % ic)
except TypeError:
raise TypeError('Constraints must be defined using a '
'dictionary.')
except AttributeError:
raise TypeError("Constraint's type must be a string.")
else:
if ctype != 'ineq':
raise ValueError("Constraints of type '%s' not handled by "
"COBYLA." % con['type'])
# check function
if 'fun' not in con:
raise KeyError('Constraint %d has no function defined.' % ic)
# check extra arguments
if 'args' not in con:
con['args'] = ()
m = len(constraints)
def calcfc(x, con):
f = fun(x, *args)
for k, c in enumerate(constraints):
con[k] = c['fun'](x, *c['args'])
return f
info = np.zeros(4, np.float64)
xopt, info = _cobyla.minimize(calcfc, m=m, x=np.copy(x0), rhobeg=rhobeg,
rhoend=rhoend, iprint=iprint, maxfun=maxfun,
dinfo=info)
return Result(x=xopt,
status=int(info[0]),
success=info[0]==1,
message={1: 'Optimization terminated successfully.',
2: 'Maximum number of function evaluations has '
'been exceeded.',
3: 'Rounding errors are becoming damaging in '
'COBYLA subroutine.'
}.get(info[0], 'Unknown exit status.'),
nfev=int(info[1]),
fun=info[2],
maxcv=info[3])
