Exemple #1
0
 def test_sub1(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available')
     x_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     c_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     for xl, xu in x_bounds:
         for cl, cu in c_bounds:
             m = pyo.Block(concrete=True)
             m.x = pyo.Var(bounds=(xl, xu))
             m.y = pyo.Var()
             m.c = pyo.Constraint(
                 expr=pyo.inequality(body=m.x - m.y, lower=cl, upper=cu))
             self.tightener(m)
             x = np.linspace(pyo.value(m.x.lb), pyo.value(m.x.ub), 100)
             z = np.linspace(pyo.value(m.c.lower), pyo.value(m.c.upper),
                             100)
             if m.y.lb is None:
                 yl = -np.inf
             else:
                 yl = m.y.lb
             if m.y.ub is None:
                 yu = np.inf
             else:
                 yu = m.y.ub
             for _x in x:
                 _y = _x - z
                 self.assertTrue(np.all(yl <= _y))
                 self.assertTrue(np.all(yu >= _y))
Exemple #2
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 def test_sub2(self):
     x_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     c_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     for xl, xu in x_bounds:
         for cl, cu in c_bounds:
             m = pyo.Block(concrete=True)
             m.x = pyo.Var(bounds=(xl, xu))
             m.y = pyo.Var()
             m.c = pyo.Constraint(
                 expr=pyo.inequality(body=m.y - m.x, lower=cl, upper=cu))
             fbbt(m)
             x = np.linspace(pyo.value(m.x.lb), pyo.value(m.x.ub), 100)
             z = np.linspace(pyo.value(m.c.lower), pyo.value(m.c.upper),
                             100)
             if m.y.lb is None:
                 yl = -np.inf
             else:
                 yl = m.y.lb
             if m.y.ub is None:
                 yu = np.inf
             else:
                 yu = m.y.ub
             for _x in x:
                 _y = z + _x
                 self.assertTrue(np.all(yl <= _y))
                 self.assertTrue(np.all(yu >= _y))
Exemple #3
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    def test_pow(self):
        x_bounds = [(np.random.uniform(0, 2), np.random.uniform(2, 5)),
                    (0, np.random.uniform(2, 5)), (0, 0)]
        y_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                    (0, np.random.uniform(2, 5)),
                    (np.random.uniform(0, 2), np.random.uniform(2, 5)),
                    (np.random.uniform(-5, -2), 0),
                    (np.random.uniform(-5, -2), np.random.uniform(-2, 0))]
        for xl, xu in x_bounds:
            for yl, yu in y_bounds:
                zl, zu = interval.power(xl, xu, yl, yu)
                x = np.linspace(xl, xu, 100)
                y = np.linspace(yl, yu, 100)
                for _x in x:
                    _z = _x**y
                    self.assertTrue(np.all(zl <= _z))
                    self.assertTrue(np.all(zu >= _z))

        x_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                    (np.random.uniform(-5, -2), np.random.uniform(-2, 0)),
                    (np.random.uniform(-5, -2), 0)]
        y_bounds = list(range(-4, 4))
        for xl, xu in x_bounds:
            for yl in y_bounds:
                yu = yl
                zl, zu = interval.power(xl, xu, yl, yu)
                x = np.linspace(xl, xu, 100, endpoint=False)
                y = yl
                _z = x**y
                self.assertTrue(np.all(zl <= _z))
                self.assertTrue(np.all(zu >= _z))
Exemple #4
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    def test_pow(self):
        x_bounds = [(np.random.uniform(0, 2), np.random.uniform(2, 5)),
                    (0, np.random.uniform(2, 5)), (0, 0)]
        y_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                    (0, np.random.uniform(2, 5)),
                    (np.random.uniform(0, 2), np.random.uniform(2, 5)),
                    (np.random.uniform(-5, -2), 0),
                    (np.random.uniform(-5, -2), np.random.uniform(-2, 0))]
        for xl, xu in x_bounds:
            for yl, yu in y_bounds:
                zl, zu = interval.power(xl, xu, yl, yu, feasibility_tol=1e-8)
                if xl == 0 and xu == 0 and yu < 0:
                    self.assertEqual(zl, -interval.inf)
                    self.assertEqual(zu, interval.inf)
                x = np.linspace(xl, xu, 100)
                y = np.linspace(yl, yu, 100)
                for _x in x:
                    _z = _x**y
                    self.assertTrue(np.all(zl <= _z))
                    self.assertTrue(np.all(zu >= _z))

        x_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                    (np.random.uniform(-5, -2), np.random.uniform(-2, 0)),
                    (np.random.uniform(-5, -2), 0)]
        y_bounds = list(range(-4, 4))
        for xl, xu in x_bounds:
            for yl in y_bounds:
                yu = yl
                zl, zu = interval.power(xl, xu, yl, yu, feasibility_tol=1e-8)
                x = np.linspace(xl, xu, 100, endpoint=False)
                y = yl
                _z = x**y
                self.assertTrue(np.all(zl <= _z))
                self.assertTrue(np.all(zu >= _z))
Exemple #5
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 def test_log10(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available')
     c_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     for cl, cu in c_bounds:
         m = pyo.Block(concrete=True)
         m.x = pyo.Var()
         m.c = pyo.Constraint(
             expr=pyo.inequality(body=pyo.log10(m.x), lower=cl, upper=cu))
         self.tightener(m)
         z = np.linspace(pyo.value(m.c.lower), pyo.value(m.c.upper), 100)
         if m.x.lb is None:
             xl = -np.inf
         else:
             xl = pyo.value(m.x.lb)
         if m.x.ub is None:
             xu = np.inf
         else:
             xu = pyo.value(m.x.ub)
         x = 10**z
         print(xl, xu, cl, cu)
         print(x)
         self.assertTrue(np.all(xl <= x))
         self.assertTrue(np.all(xu >= x))
Exemple #6
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 def test_pow2(self):
     x_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     c_bounds = [(-2.5, 2.8), (0.5, 2.8), (0, 2.8), (1, 2.8), (0.5, 1)]
     for xl, xu in x_bounds:
         for cl, cu in c_bounds:
             m = pe.Block(concrete=True)
             m.x = pe.Var(bounds=(xl, xu))
             m.y = pe.Var()
             m.c = pe.Constraint(
                 expr=pe.inequality(body=m.y**m.x, lower=cl, upper=cu))
             fbbt(m)
             x = np.linspace(pe.value(m.x.lb) + 1e-6,
                             pe.value(m.x.ub),
                             100,
                             endpoint=False)
             z = np.linspace(pe.value(m.c.lower) + 1e-6,
                             pe.value(m.c.upper),
                             100,
                             endpoint=False)
             if m.y.lb is None:
                 yl = -np.inf
             else:
                 yl = m.y.lb
             if m.y.ub is None:
                 yu = np.inf
             else:
                 yu = m.y.ub
             for _x in x:
                 _y = np.exp(np.log(abs(z)) / _x)
                 self.assertTrue(np.all(yl <= _y))
                 self.assertTrue(np.all(yu >= _y))
Exemple #7
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 def test_pow2(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available')
     x_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     c_bounds = [(-2.5, 2.8), (0.5, 2.8), (0, 2.8), (1, 2.8), (0.5, 1)]
     for xl, xu in x_bounds:
         for cl, cu in c_bounds:
             m = pyo.Block(concrete=True)
             m.x = pyo.Var(bounds=(xl, xu))
             m.y = pyo.Var()
             m.c = pyo.Constraint(
                 expr=pyo.inequality(body=m.y**m.x, lower=cl, upper=cu))
             self.tightener(m)
             x = np.linspace(pyo.value(m.x.lb) + 1e-6,
                             pyo.value(m.x.ub),
                             100,
                             endpoint=False)
             z = np.linspace(pyo.value(m.c.lower) + 1e-6,
                             pyo.value(m.c.upper),
                             100,
                             endpoint=False)
             if m.y.lb is None:
                 yl = -np.inf
             else:
                 yl = m.y.lb
             if m.y.ub is None:
                 yu = np.inf
             else:
                 yu = m.y.ub
             y = np.exp(np.split(np.log(np.abs(z)), len(z)) / x)
             self.assertTrue(np.all(yl <= y))
             self.assertTrue(np.all(yu >= y))
Exemple #8
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 def test_exp(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available')
     c_bounds = [(-2.5, 2.8), (0.5, 2.8), (0, 2.8), (1, 2.8), (0.5, 1)]
     for cl, cu in c_bounds:
         m = pyo.Block(concrete=True)
         m.x = pyo.Var()
         m.c = pyo.Constraint(
             expr=pyo.inequality(body=pyo.exp(m.x), lower=cl, upper=cu))
         self.tightener(m)
         if pyo.value(m.c.lower) <= 0:
             _cl = 1e-6
         else:
             _cl = pyo.value(m.c.lower)
         z = np.linspace(_cl, pyo.value(m.c.upper), 100)
         if m.x.lb is None:
             xl = -np.inf
         else:
             xl = pyo.value(m.x.lb)
         if m.x.ub is None:
             xu = np.inf
         else:
             xu = pyo.value(m.x.ub)
         x = np.log(z)
         self.assertTrue(np.all(xl <= x))
         self.assertTrue(np.all(xu >= x))
Exemple #9
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 def test_add(self):
     x_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     c_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     for xl, xu in x_bounds:
         for cl, cu in c_bounds:
             m = pyo.Block(concrete=True)
             m.x = pyo.Var(bounds=(xl, xu))
             m.y = pyo.Var()
             m.p = pyo.Param(mutable=True)
             m.p.value = 1
             m.c = pyo.Constraint(expr=pyo.inequality(
                 body=m.x + m.y + (m.p + 1), lower=cl, upper=cu))
             new_bounds = fbbt(m)
             self.assertEqual(new_bounds[m.x],
                              (pyo.value(m.x.lb), pyo.value(m.x.ub)))
             self.assertEqual(new_bounds[m.y],
                              (pyo.value(m.y.lb), pyo.value(m.y.ub)))
             x = np.linspace(pyo.value(m.x.lb), pyo.value(m.x.ub), 100)
             z = np.linspace(pyo.value(m.c.lower), pyo.value(m.c.upper),
                             100)
             if m.y.lb is None:
                 yl = -np.inf
             else:
                 yl = m.y.lb
             if m.y.ub is None:
                 yu = np.inf
             else:
                 yu = m.y.ub
             for _x in x:
                 _y = z - _x - m.p.value - 1
                 self.assertTrue(np.all(yl <= _y))
                 self.assertTrue(np.all(yu >= _y))
Exemple #10
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 def test_pow1(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available')
     x_bounds = [(0, 2.8), (0.5, 2.8), (1, 2.8), (0.5, 1)]
     c_bounds = [(-2.5, 2.8), (0.5, 2.8), (-2.5, 0), (0, 2.8), (1, 2.8), (0.5, 1)]
     for xl, xu in x_bounds:
         for cl, cu in c_bounds:
             m = pyo.Block(concrete=True)
             m.x = pyo.Var(bounds=(xl, xu))
             m.y = pyo.Var()
             m.c = pyo.Constraint(expr=pyo.inequality(body=m.x**m.y, lower=cl, upper=cu))
             if xl > 0 and cu <= 0:
                 with self.assertRaises(InfeasibleConstraintException):
                     self.tightener(m)
             else:
                 self.tightener(m)
                 x = np.linspace(pyo.value(m.x.lb) + 1e-6, pyo.value(m.x.ub), 100, endpoint=False)
                 z = np.linspace(pyo.value(m.c.lower) + 1e-6, pyo.value(m.c.upper), 100, endpoint=False)
                 if m.y.lb is None:
                     yl = -np.inf
                 else:
                     yl = m.y.lb
                 if m.y.ub is None:
                     yu = np.inf
                 else:
                     yu = m.y.ub
                 for _x in x:
                     _y = np.log(abs(z)) / np.log(abs(_x))
                     self.assertTrue(np.all(yl <= _y))
                     self.assertTrue(np.all(yu >= _y))
Exemple #11
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 def test_pow4(self):
     y_bounds = [(0.5, 2.8), (0, 2.8), (1, 2.8), (0.5, 1), (0, 0.5)]
     exp_vals = [-3, -2.5, -2, -1.5, -1, -0.5, 0.5, 1, 1.5, 2, 2.5, 3]
     for yl, yu in y_bounds:
         for _exp_val in exp_vals:
             m = pyo.Block(concrete=True)
             m.x = pyo.Var()
             m.y = pyo.Var(bounds=(yl, yu))
             m.c = pyo.Constraint(expr=m.x**_exp_val == m.y)
             fbbt(m)
             y = np.linspace(pyo.value(m.y.lb) + 1e-6,
                             pyo.value(m.y.ub),
                             100,
                             endpoint=True)
             if m.x.lb is None:
                 xl = -np.inf
             else:
                 xl = m.x.lb
             if m.x.ub is None:
                 xu = np.inf
             else:
                 xu = m.x.ub
             _x = np.exp(np.log(y) / _exp_val)
             self.assertTrue(np.all(xl <= _x))
             self.assertTrue(np.all(xu >= _x))
Exemple #12
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 def test_exp(self):
     xl = -2.5
     xu = 2.8
     zl, zu = interval.exp(xl, xu)
     x = np.linspace(xl, xu, 100)
     _z = np.exp(x)
     self.assertTrue(np.all(zl <= _z))
     self.assertTrue(np.all(zu >= _z))
Exemple #13
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 def test_log(self):
     x_bounds = [(np.random.uniform(0, 2), np.random.uniform(2, 5)),
                 (0, np.random.uniform(2, 5)), (0, 0)]
     for xl, xu in x_bounds:
         zl, zu = interval.log(xl, xu)
         x = np.linspace(xl, xu, 100)
         _z = np.log(x)
         self.assertTrue(np.all(zl <= _z))
         self.assertTrue(np.all(zu >= _z))
Exemple #14
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 def test_exp(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available.')
     xl = -2.5
     xu = 2.8
     zl, zu = self.exp(xl, xu)
     x = np.linspace(xl, xu, 100)
     _z = np.exp(x)
     self.assertTrue(np.all(zl <= _z))
     self.assertTrue(np.all(zu >= _z))
Exemple #15
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 def test_log(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available.')
     x_bounds = [(np.random.uniform(0, 2), np.random.uniform(2, 5)),
                 (0, np.random.uniform(2, 5)), (0, 0)]
     for xl, xu in x_bounds:
         zl, zu = self.log(xl, xu)
         x = np.linspace(xl, xu, 100)
         _z = np.log(x)
         self.assertTrue(np.all(zl <= _z))
         self.assertTrue(np.all(zu >= _z))
Exemple #16
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 def test_tan(self):
     lbs = np.linspace(-2 * math.pi, 2 * math.pi, 10)
     ubs = np.linspace(-2 * math.pi, 2 * math.pi, 10)
     for xl in lbs:
         for xu in ubs:
             if xu >= xl:
                 zl, zu = interval.tan(xl, xu)
                 x = np.linspace(xl, xu, 100)
                 _z = np.tan(x)
                 self.assertTrue(np.all(zl <= _z))
                 self.assertTrue(np.all(zu >= _z))
Exemple #17
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 def test_mul(self):
     xl = -2.5
     xu = 2.8
     yl = -3.2
     yu = 2.7
     zl, zu = interval.mul(xl, xu, yl, yu)
     x = np.linspace(xl, xu, 100)
     y = np.linspace(yl, yu, 100)
     for _x in x:
         _z = _x * y
         self.assertTrue(np.all(zl <= _z))
         self.assertTrue(np.all(zu >= _z))
Exemple #18
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 def test_tan(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available.')
     lbs = np.linspace(-2 * math.pi, 2 * math.pi, 10)
     ubs = np.linspace(-2 * math.pi, 2 * math.pi, 10)
     for xl in lbs:
         for xu in ubs:
             if xu >= xl:
                 zl, zu = self.tan(xl, xu)
                 x = np.linspace(xl, xu, 100)
                 _z = np.tan(x)
                 self.assertTrue(np.all(zl <= _z + 1e-14))
                 self.assertTrue(np.all(zu >= _z - 1e-14))
Exemple #19
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 def test_mul(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available.')
     xl = -2.5
     xu = 2.8
     yl = -3.2
     yu = 2.7
     zl, zu = self.mul(xl, xu, yl, yu)
     x = np.linspace(xl, xu, 100)
     y = np.linspace(yl, yu, 100)
     for _x in x:
         _z = _x * y
         self.assertTrue(np.all(zl <= _z))
         self.assertTrue(np.all(zu >= _z))
Exemple #20
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 def test_div(self):
     x_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5))]
     y_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                 (0, np.random.uniform(2, 5)),
                 (np.random.uniform(0, 2), np.random.uniform(2, 5)),
                 (np.random.uniform(-5, -2), 0),
                 (np.random.uniform(-5, -2), np.random.uniform(-2, 0))]
     for xl, xu in x_bounds:
         for yl, yu in y_bounds:
             zl, zu = interval.div(xl, xu, yl, yu, feasibility_tol=1e-8)
             x = np.linspace(xl, xu, 100)
             y = np.linspace(yl, yu, 100)
             for _x in x:
                 _z = _x / y
                 self.assertTrue(np.all(zl <= _z))
                 self.assertTrue(np.all(zu >= _z))
Exemple #21
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 def test_div(self):
     if not numpy_available:
         raise unittest.SkipTest('Numpy is not available.')
     x_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5))]
     y_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                 (0, np.random.uniform(2, 5)),
                 (np.random.uniform(0, 2), np.random.uniform(2, 5)),
                 (np.random.uniform(-5, -2), 0),
                 (np.random.uniform(-5, -2), np.random.uniform(-2, 0))]
     for xl, xu in x_bounds:
         for yl, yu in y_bounds:
             zl, zu = self.div(xl, xu, yl, yu, 1e-8)
             x = np.linspace(xl, xu, 100)
             y = np.linspace(yl, yu, 100)
             for _x in x:
                 _z = _x / y
                 self.assertTrue(np.all(zl <= _z))
                 self.assertTrue(np.all(zu >= _z))
Exemple #22
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    def __init__(self, center, shape_matrix, scale=1):
        """
        EllipsoidalSet constructor

        Args:
            center: Vector (``list``) of uncertain parameter values around which deviations are restrained.
            shape_matrix: Positive semi-definite matrix, effectively a covariance matrix for
            constraint and bounds determination.
            scale: Right-hand side value for the ellipsoid.
        """

        # === Valid data in lists/matrixes
        if not all(isinstance(elem, (int, float)) for row in shape_matrix for elem in row):
            raise AttributeError("Matrix shape_matrix must be real-valued and numeric.")
        if not all(isinstance(elem, (int, float)) for elem in center):
            raise AttributeError("Vector center must be real-valued and numeric.")
        if not isinstance(scale, (int, float)):
            raise AttributeError("Ellipse scale must be a real-valued numeric.")
        # === Valid matrix dimensions
        num_cols = len(shape_matrix[0])
        if not all(len(row) == num_cols for row in shape_matrix):
               raise AttributeError("Shape matrix must have valid matrix dimensions.")
        # === Ensure shape_matrix is a square matrix
        array_shape_mat = np.asarray(shape_matrix)
        if array_shape_mat.shape[0] != array_shape_mat.shape[1]:
                raise AttributeError("Shape matrix must be square.")
        # === Ensure dimensions of shape_matrix are same as dimensions of uncertain_params
        if array_shape_mat.shape[1] != len(center):
                raise AttributeError("Shape matrix must be "
                                     "same dimensions as vector of uncertain parameters.")
        # === Symmetric shape_matrix
        if not np.all(np.abs(array_shape_mat-array_shape_mat.T) < 1e-8):
            raise AttributeError("Shape matrix must be symmetric.")
        # === Ensure scale is non-negative
        if scale < 0:
            raise AttributeError("Scale of ellipse (rhs) must be non-negative.")
        # === Check if shape matrix is invertible
        try:
            np.linalg.inv(shape_matrix)
        except np.linalg.LinAlgError as err:
            raise("Error with shape matrix supplied to EllipsoidalSet object being singular. %s" % err)
        # === Check is shape matrix is positive semidefinite
        if not all(np.linalg.eigvals(shape_matrix) >= 0):
            raise("Non positive-semidefinite shape matrix.")
        # === Ensure matrix is not degenerate, for determining inferred bounds
        try:
            for i in range(len(shape_matrix)):
                np.power(shape_matrix[i][i], 0.5)
        except:
            raise AttributeError("Shape matrix must be non-degenerate.")

        self.center = center
        self.shape_matrix = shape_matrix
        self.scale = scale
        self.type = "ellipsoidal"
Exemple #23
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 def test_log(self):
     c_bounds = [(-2.5, 2.8), (-2.5, -0.5), (0.5, 2.8), (-2.5, 0), (0, 2.8),
                 (-2.5, -1), (1, 2.8), (-1, -0.5), (0.5, 1)]
     for cl, cu in c_bounds:
         m = pyo.Block(concrete=True)
         m.x = pyo.Var()
         m.c = pyo.Constraint(
             expr=pyo.inequality(body=pyo.log(m.x), lower=cl, upper=cu))
         fbbt(m)
         z = np.linspace(pyo.value(m.c.lower), pyo.value(m.c.upper), 100)
         if m.x.lb is None:
             xl = -np.inf
         else:
             xl = pyo.value(m.x.lb)
         if m.x.ub is None:
             xu = np.inf
         else:
             xu = pyo.value(m.x.ub)
         x = np.exp(z)
         self.assertTrue(np.all(xl <= x))
         self.assertTrue(np.all(xu >= x))
Exemple #24
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    def test_pow(self):
        if not numpy_available:
            raise unittest.SkipTest('Numpy is not available.')
        x_bounds = [(np.random.uniform(0, 2), np.random.uniform(2, 5)),
                    (0, np.random.uniform(2, 5)), (0, 0)]
        y_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                    (0, np.random.uniform(2, 5)),
                    (np.random.uniform(0, 2), np.random.uniform(2, 5)),
                    (np.random.uniform(-5, -2), 0),
                    (np.random.uniform(-5, -2), np.random.uniform(-2, 0))]
        for xl, xu in x_bounds:
            for yl, yu in y_bounds:
                zl, zu = self.power(xl, xu, yl, yu, 1e-8)
                if xl == 0 and xu == 0 and yu < 0:
                    self.assertEqual(zl, -interval.inf)
                    self.assertEqual(zu, interval.inf)
                x = np.linspace(xl, xu, 100)
                y = np.linspace(yl, yu, 100)
                for _x in x:
                    _z = _x**y
                    self.assertTrue(np.all(zl <= _z))
                    self.assertTrue(np.all(zu >= _z))

        x_bounds = [(np.random.uniform(-5, -2), np.random.uniform(2, 5)),
                    (np.random.uniform(-5, -2), np.random.uniform(-2, 0)),
                    (np.random.uniform(-5, -2), 0)]
        y_bounds = list(range(-4, 4))
        for xl, xu in x_bounds:
            for yl in y_bounds:
                yu = yl
                zl, zu = self.power(xl, xu, yl, yu, 1e-8)
                x = np.linspace(xl, xu, 100, endpoint=False)
                y = yl
                _z = x**y
                self.assertTrue(np.all(zl <= _z))
                self.assertTrue(np.all(zu >= _z))
Exemple #25
0
 def test_exp(self):
     c_bounds = [(-2.5, 2.8), (0.5, 2.8), (0, 2.8), (1, 2.8), (0.5, 1)]
     for cl, cu in c_bounds:
         m = pe.Block(concrete=True)
         m.x = pe.Var()
         m.c = pe.Constraint(
             expr=pe.inequality(body=pe.exp(m.x), lower=cl, upper=cu))
         fbbt(m)
         if pe.value(m.c.lower) <= 0:
             _cl = 1e-6
         else:
             _cl = pe.value(m.c.lower)
         z = np.linspace(_cl, pe.value(m.c.upper), 100)
         if m.x.lb is None:
             xl = -np.inf
         else:
             xl = pe.value(m.x.lb)
         if m.x.ub is None:
             xu = np.inf
         else:
             xu = pe.value(m.x.ub)
         x = np.log(z)
         self.assertTrue(np.all(xl <= x))
         self.assertTrue(np.all(xu >= x))