Example #1
0
    def test_no_bounds(self):
        x0 = np.zeros(3)
        h = np.ones(3) * 1e-2
        inf_lower = np.empty_like(x0)
        inf_upper = np.empty_like(x0)
        inf_lower.fill(-np.inf)
        inf_upper.fill(np.inf)

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '1-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '1-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '2-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(~one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '2-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(~one_sided))
Example #2
0
    def test_no_bounds(self):
        x0 = np.zeros(3)
        h = np.full(3, 1e-2)
        inf_lower = np.empty_like(x0)
        inf_upper = np.empty_like(x0)
        inf_lower.fill(-np.inf)
        inf_upper.fill(np.inf)

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '1-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '1-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '2-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(~one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '2-sided', inf_lower, inf_upper)
        assert_allclose(h_adjusted, h)
        assert_(np.all(~one_sided))
Example #3
0
    def test_tight_bounds(self):
        lb = np.array([-0.03, -0.03])
        ub = np.array([0.05, 0.05])
        x0 = np.array([0.0, 0.03])
        h = np.array([-0.1, -0.1])

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.05, -0.06]))

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.025, -0.03]))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.03, -0.03]))
        assert_equal(one_sided, np.array([False, True]))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.015, -0.015]))
        assert_equal(one_sided, np.array([False, True]))
Example #4
0
    def test_with_bound(self):
        x0 = np.array([0.0, 0.85, -0.85])
        lb = -np.ones(3)
        ub = np.ones(3)
        h = np.array([1, 1, -1]) * 1e-1

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
        assert_allclose(h_adjusted, h)

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.abs(h))
        assert_(np.all(~one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
        assert_equal(one_sided, np.array([False, True, True]))
Example #5
0
    def test_tight_bounds(self):
        lb = np.array([-0.03, -0.03])
        ub = np.array([0.05, 0.05])
        x0 = np.array([0.0, 0.03])
        h = np.array([-0.1, -0.1])

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.05, -0.06]))

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.025, -0.03]))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.03, -0.03]))
        assert_equal(one_sided, np.array([False, True]))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([0.015, -0.015]))
        assert_equal(one_sided, np.array([False, True]))
Example #6
0
    def test_with_bound(self):
        x0 = np.array([0.0, 0.85, -0.85])
        lb = -np.ones(3)
        ub = np.ones(3)
        h = np.array([1, 1, -1]) * 1e-1

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 1, '1-sided', lb, ub)
        assert_allclose(h_adjusted, h)

        h_adjusted, _ = _adjust_scheme_to_bounds(x0, h, 2, '1-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 1, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.abs(h))
        assert_(np.all(~one_sided))

        h_adjusted, one_sided = _adjust_scheme_to_bounds(
            x0, h, 2, '2-sided', lb, ub)
        assert_allclose(h_adjusted, np.array([1, -1, 1]) * 1e-1)
        assert_equal(one_sided, np.array([False, True, True]))