def tst_algo(opt, fcn, name, num):
def func_wrapper(arg):
return fcn(arg)[0]
x0, xmin, xmax, fmin = _tstoptfct.init(name, num)
result = opt(func_wrapper, x0, xmin, xmax)
opt_name = opt.__class__.__name__
print(opt_name, result[2], '=', result[1], 'in', result[0], 'nfevs')
def test_watson(self):
name = 'watson'
npar = 6
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst( optfcts.neldermead, name + self.nm, _tstoptfct.watson,
fmin, x0, xmin, xmax )
self.tst( optfcts.montecarlo, name + self.mc, _tstoptfct.watson,
fmin, x0, xmin, xmax )
def test_wood(self):
name = 'wood'
npar = 4
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst( optfcts.neldermead, name + self.nm, _tstoptfct.wood,
fmin, x0, xmin, xmax )
self.tst( optfcts.montecarlo, name + self.mc, _tstoptfct.wood,
fmin, x0, xmin, xmax )
def test_trigonometric(self):
name = 'trigonometric'
npar = 9
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst( optfcts.neldermead, name + self.nm,
_tstoptfct.trigonometric, fmin, x0, xmin, xmax )
self.tst( optfcts.montecarlo, name + self.mc,
_tstoptfct.trigonometric, fmin, x0, xmin, xmax )
def test_powell_badly_scaled(self):
name = 'powell_badly_scaled'
npar = 2
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst( optfcts.neldermead, name + self.nm,
_tstoptfct.powell_badly_scaled, fmin, x0, xmin, xmax )
self.tst( optfcts.montecarlo, name + self.mc,
_tstoptfct.powell_badly_scaled, fmin, x0, xmin, xmax )
def test_biggs(self):
name = 'biggs'
npar = 6
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
#self.tst( optfcts.neldermead, name + self.nm, _tstoptfct.biggs_fct,
# fmin, x0, xmin, xmax )
self.tst( optfcts.lmdif, name + self.lm, _tstoptfct.biggs,
fmin, x0, xmin, xmax )
def test_discrete_integral(self):
name = 'discrete_integral'
npar = 5
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.discrete_integral, fmin, x0, xmin,
xmax )
def test_discrete_boundary(self):
name = 'discrete_boundary'
npar = 5
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.discrete_boundary, fmin, x0, xmin,
xmax )
def test_helical_valley(self):
name = 'helical_valley'
npar = 3
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.helical_valley, fmin, x0, xmin, xmax )
def test_chebyquad(self):
name = 'chebyquad'
npar = 11
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.chebyquad, fmin, x0, xmin, xmax )
def test_linear_fullrank1(self):
name = 'linear_fullrank1'
npar = 15
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.linear_fullrank1, fmin, x0, xmin, xmax )
def test_brown_dennis(self):
name = 'brown_dennis'
npar = 4
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.brown_dennis, fmin, x0, xmin, xmax )
def test_kowalik_osborne(self):
name = 'kowalik_osborne'
npar = 4
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.kowalik_osborne, fmin, x0, xmin, xmax )
def test_box3d(self):
name = 'box3d'
npar = 3
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.box3d, fmin, x0, xmin, xmax )
def test_gulf_research_development(self):
name = 'gulf_research_development'
npar = 3
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.gulf_research_development,
fmin, x0, xmin, xmax )
def test_gaussian(self):
name = 'gaussian'
npar = 3
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst( optfcts.lmdif, name + self.lm, _tstoptfct.gaussian,
fmin, x0, xmin, xmax )
def test_broyden_tridiagonal(self):
name = 'broyden_tridiagonal'
npar = 16
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.broyden_tridiagonal, fmin, x0,
xmin, xmax )
def test_broyden_banded(self):
name = 'broyden_banded'
npar = 18
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.broyden_banded, fmin, x0, xmin, xmax )
def test_osborne2(self):
name = 'osborne2'
npar = 11
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.osborne2, fmin, x0, xmin, xmax )
def test_linear_fullrank0cols0rows(self):
name = 'linear_fullrank0cols0rows'
npar = 13
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.linear_fullrank0cols0rows, fmin, x0,
xmin, xmax )
def test_beale(self):
name = 'beale'
npar = 2
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name,_tstoptfct.beale, fmin, x0, xmin, xmax )
def test_rosenbrock(self):
name = 'rosenbrock'
npar = 4
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.rosenbrock, fmin, x0, xmin, xmax )
def tst_unc_opt(algorithms, npar):
"""
More, J.J., Garbow, B.S. and Hillstrom, K.E., Testing Unconstrained Optimization Software, ACM Trans. Math. Software 7 (1981), 17-41.
"""
from sherpa.optmethods import _tstoptfct
def tst_algo(opt, fcn, name, num):
def func_wrapper(arg):
return fcn(arg)[0]
x0, xmin, xmax, fmin = _tstoptfct.init(name, num)
result = opt(func_wrapper, x0, xmin, xmax)
opt_name = opt.__class__.__name__
print(opt_name, result[2], '=', result[1], 'in', result[0], 'nfevs')
def rosenbrock(name, opt):
tst_algo(opt, _tstoptfct.rosenbrock, name, npar)
name = 'rosenbrock'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
rosenbrock(name, algo)
def freudenstein_roth(name, opt):
tst_algo(opt, _tstoptfct.freudenstein_roth, name, npar)
name = 'freudenstein_roth'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
freudenstein_roth(name, algo)
def powell_badly_scaled(name, opt):
tst_algo(opt, _tstoptfct.powell_badly_scaled, name, npar)
name = 'powell_badly_scaled'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
powell_badly_scaled(name, algo)
def brown_badly_scaled(name, opt):
tst_algo(opt, _tstoptfct.brown_badly_scaled, name, npar)
name = 'brown_badly_scaled'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
brown_badly_scaled(name, algo)
def beale(name, opt):
tst_algo(opt, _tstoptfct.beale, name, npar)
name = 'beale'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
beale(name, algo)
def jennrich_sampson(name, opt):
tst_algo(opt, _tstoptfct.jennrich_sampson, name, npar)
name = 'jennrich_sampson'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
jennrich_sampson(name, algo)
def helical_valley(name, opt):
tst_algo(opt, _tstoptfct.helical_valley, name, 3)
name = 'helical_valley'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 3)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
helical_valley(name, algo)
def bard(name, opt):
tst_algo(opt, _tstoptfct.bard, name, 3 * npar)
name = 'bard'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 3 * npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
bard(name, algo)
def gaussian(name, opt):
tst_algo(opt, _tstoptfct.gaussian, name, 3)
name = 'gaussian'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 3)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
gaussian(name, algo)
def meyer(name, opt):
tst_algo(opt, _tstoptfct.meyer, name, 3)
name = 'meyer'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 3)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
meyer(name, algo)
def gulf_research_development(name, opt):
tst_algo(opt, _tstoptfct.gulf_research_development, name, 3)
name = 'gulf_research_development'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 3)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
gulf_research_development(name, algo)
def box3d(name, opt):
tst_algo(opt, _tstoptfct.box3d, name, 3)
name = 'box3d'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 3)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
box3d(name, algo)
def powell_singular(name, opt):
tst_algo(opt, _tstoptfct.powell_singular, name, 4 * npar)
name = 'powell_singular'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 4 * npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
powell_singular(name, algo)
def wood(name, opt):
tst_algo(opt, _tstoptfct.wood, name, 4 * npar)
name = 'wood'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 4 * npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
wood(name, algo)
def kowalik_osborne(name, opt):
tst_algo(opt, _tstoptfct.kowalik_osborne, name, 4)
name = 'kowalik_osborne'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 4)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
kowalik_osborne(name, algo)
def brown_dennis(name, opt):
tst_algo(opt, _tstoptfct.brown_dennis, name, 4)
name = 'brown_dennis'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 4)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
brown_dennis(name, algo)
def osborne1(name, opt):
tst_algo(opt, _tstoptfct.osborne1, name, 5)
name = 'osborne1'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 5)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
osborne1(name, algo)
def biggs(name, opt):
tst_algo(opt, _tstoptfct.biggs, name, 6)
name = 'biggs'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 6)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
if algo.__class__.__name__ == 'Midnight':
print('Minuit aborts skip test')
continue
biggs(name, algo)
def osborne2(name, opt):
tst_algo(opt, _tstoptfct.osborne2, name, 11)
name = 'osborne2'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 11)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
osborne2(name, algo)
def watson(name, opt):
tst_algo(opt, _tstoptfct.watson, name, 6)
name = 'watson'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 6)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
watson(name, algo)
def penaltyI(name, opt):
tst_algo(opt, _tstoptfct.penaltyI, name, 4)
name = 'penaltyI'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 4)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
penaltyI(name, algo)
def penaltyII(name, opt):
tst_algo(opt, _tstoptfct.penaltyII, name, 4)
name = 'penaltyII'
x0, xmin, xmax, fmin = _tstoptfct.init(name, 4)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
penaltyII(name, algo)
def variably_dimensioned(name, opt):
tst_algo(opt, _tstoptfct.variably_dimensioned, name, npar)
name = 'variably_dimensioned'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
variably_dimensioned(name, algo)
def trigonometric(name, opt):
tst_algo(opt, _tstoptfct.trigonometric, name, npar)
name = 'trigonometric'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
trigonometric(name, algo)
def brown_almost_linear(name, opt):
tst_algo(opt, _tstoptfct.brown_almost_linear, name, npar)
name = 'brown_almost_linear'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
brown_almost_linear(name, algo)
def discrete_boundary(name, opt):
tst_algo(opt, _tstoptfct.discrete_boundary, name, npar)
name = 'discrete_boundary'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
discrete_boundary(name, algo)
def discrete_integral(name, opt):
tst_algo(opt, _tstoptfct.discrete_integral, name, npar)
name = 'discrete_integral'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
discrete_integral(name, algo)
def broyden_tridiagonal(name, opt):
tst_algo(opt, _tstoptfct.broyden_tridiagonal, name, npar)
name = 'broyden_tridiagonal'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
broyden_tridiagonal(name, algo)
def broyden_banded(name, opt):
tst_algo(opt, _tstoptfct.broyden_banded, name, npar)
name = 'broyden_banded'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
broyden_banded(name, algo)
def linear_fullrank(name, opt):
tst_algo(opt, _tstoptfct.linear_fullrank, name, npar)
name = 'linear_fullrank'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
linear_fullrank(name, algo)
def linear_fullrank1(name, opt):
tst_algo(opt, _tstoptfct.linear_fullrank, name, npar)
name = 'linear_fullrank1'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
linear_fullrank1(name, algo)
def linear_fullrank0cols0rows(name, opt):
tst_algo(opt, _tstoptfct.linear_fullrank0cols0rows, name, npar)
name = 'linear_fullrank0cols0rows'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
if algo.__class__.__name__ == 'Midnight':
print('Minuit aborts skip test')
continue
linear_fullrank0cols0rows(name, algo)
def chebyquad(name, opt):
tst_algo(opt, _tstoptfct.chebyquad, name, npar)
name = 'chebyquad'
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
print('\n', name, ' fmin =', fmin)
for algo in algorithms:
chebyquad(name, algo)
def test_brown_badly_scaled(self):
name = 'brown_badly_scaled'
npar = 2
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.brown_badly_scaled, fmin, x0, xmin,
xmax )
def init(name, npar):
x0, xmin, xmax, fmin = _tstoptfct.init(name, npar)
return x0, xmin, xmax, fmin
def test_jennrich_sampson(self):
name = 'jennrich_sampson'
npar = 2
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.jennrich_sampson, fmin, x0, xmin, xmax )
def test_variably_dimensioned(self):
name = 'variably_dimensioned'
npar = 5
x0, xmin, xmax, fmin = _tstoptfct.init( name, npar )
self.tst_all( name, _tstoptfct.variably_dimensioned, fmin, x0, xmin,
xmax )
