def _minimize_slsqp(func, x0, args=(), jac=None, bounds=None,
constraints=(),
maxiter=100, ftol=1.0E-6, iprint=1, disp=False,
eps=_epsilon,
**unknown_options):
"""
Minimize a scalar function of one or more variables using Sequential
Least SQuares Programming (SLSQP).
Options for the SLSQP algorithm are:
ftol : float
Precision goal for the value of f in the stopping criterion.
eps : float
Step size used for numerical approximation of the jacobian.
disp : bool
Set to True to print convergence messages. If False,
`verbosity` is ignored and set to 0.
maxiter : int
Maximum number of iterations.
This function is called by the `minimize` function with
`method=SLSQP`. It is not supposed to be called directly.
"""
_check_unknown_options(unknown_options)
fprime = jac
iter = maxiter
acc = ftol
epsilon = eps
if not disp:
iprint = 0
# Constraints are triaged per type into a dictionnary of tuples
if isinstance(constraints, dict):
constraints = (constraints, )
cons = {'eq': (), 'ineq': ()}
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 not in ['eq', 'ineq']:
raise ValueError("Unknown constraint type '%s'." % con['type'])
# check function
if 'fun' not in con:
raise ValueError('Constraint %d has no function defined.' % ic)
# check jacobian
cjac = con.get('jac')
if cjac is None:
# approximate jacobian function
def cjac(x, *args):
return approx_jacobian(x, con['fun'], epsilon, *args)
# update constraints' dictionary
cons[ctype] += ({'fun' : con['fun'],
'jac' : cjac,
'args': con.get('args', ())}, )
exit_modes = { -1 : "Gradient evaluation required (g & a)",
0 : "Optimization terminated successfully.",
1 : "Function evaluation required (f & c)",
2 : "More equality constraints than independent variables",
3 : "More than 3*n iterations in LSQ subproblem",
4 : "Inequality constraints incompatible",
5 : "Singular matrix E in LSQ subproblem",
6 : "Singular matrix C in LSQ subproblem",
7 : "Rank-deficient equality constraint subproblem HFTI",
8 : "Positive directional derivative for linesearch",
9 : "Iteration limit exceeded" }
# Wrap func
feval, func = wrap_function(func, args)
# Wrap fprime, if provided, or approx_jacobian if not
if fprime:
geval, fprime = wrap_function(fprime, args)
else:
geval, fprime = wrap_function(approx_jacobian, (func, epsilon))
# Transform x0 into an array.
x = asfarray(x0).flatten()
# Set the parameters that SLSQP will need
# meq, mieq: number of equality and inequality constraints
meq = sum(map(len, [atleast_1d(c['fun'](x, *c['args'])) for c in cons['eq']]))
mieq = sum(map(len, [atleast_1d(c['fun'](x, *c['args'])) for c in cons['ineq']]))
# m = The total number of constraints
m = meq + mieq
# la = The number of constraints, or 1 if there are no constraints
la = array([1,m]).max()
# n = The number of independent variables
n = len(x)
# Define the workspaces for SLSQP
n1 = n+1
mineq = m - meq + n1 + n1
len_w = (3*n1+m)*(n1+1)+(n1-meq+1)*(mineq+2) + 2*mineq+(n1+mineq)*(n1-meq) \
+ 2*meq + n1 +(n+1)*n/2 + 2*m + 3*n + 3*n1 + 1
len_jw = mineq
w = zeros(len_w)
jw = zeros(len_jw)
# Decompose bounds into xl and xu
if bounds is None or len(bounds) == 0:
xl, xu = array([-1.0E12]*n), array([1.0E12]*n)
else:
bnds = array(bounds, float)
if bnds.shape[0] != n:
raise IndexError('SLSQP Error: the length of bounds is not '
'compatible with that of x0.')
bnderr = where(bnds[:, 0] > bnds[:, 1])[0]
if bnderr.any():
raise ValueError('SLSQP Error: lb > ub in bounds %s.' %
', '.join(str(b) for b in bnderr))
xl, xu = bnds[:, 0], bnds[:, 1]
# filter -inf and inf values
infbnd = isinf(bnds)
xl[infbnd[:, 0]] = -1.0E12
xu[infbnd[:, 1]] = 1.0E12
# Initialize the iteration counter and the mode value
mode = array(0,int)
acc = array(acc,float)
majiter = array(iter,int)
majiter_prev = 0
# Print the header if iprint >= 2
if iprint >= 2:
print "%5s %5s %16s %16s" % ("NIT","FC","OBJFUN","GNORM")
while 1:
if mode == 0 or mode == 1: # objective and constraint evaluation requird
# Compute objective function
fx = func(x)
# Compute the constraints
if cons['eq']:
c_eq = concatenate([atleast_1d(con['fun'](x, *con['args']))
for con in cons['eq']])
else:
c_eq = zeros(0)
if cons['ineq']:
c_ieq = concatenate([atleast_1d(con['fun'](x, *con['args']))
for con in cons['ineq']])
else:
c_ieq = zeros(0)
# Now combine c_eq and c_ieq into a single matrix
c = concatenate((c_eq, c_ieq))
if mode == 0 or mode == -1: # gradient evaluation required
# Compute the derivatives of the objective function
# For some reason SLSQP wants g dimensioned to n+1
g = append(fprime(x),0.0)
# Compute the normals of the constraints
if cons['eq']:
a_eq = vstack([con['jac'](x, *con['args'])
for con in cons['eq']])
else: # no equality constraint
a_eq = zeros((meq, n))
if cons['ineq']:
a_ieq = vstack([con['jac'](x, *con['args'])
for con in cons['ineq']])
else: # no inequality constraint
a_ieq = zeros((mieq, n))
# Now combine a_eq and a_ieq into a single a matrix
if m == 0: # no constraints
a = zeros((la, n))
else:
a = vstack((a_eq, a_ieq))
a = concatenate((a,zeros([la,1])),1)
# Call SLSQP
slsqp(m, meq, x, xl, xu, fx, c, g, a, acc, majiter, mode, w, jw)
# Print the status of the current iterate if iprint > 2 and the
# major iteration has incremented
if iprint >= 2 and majiter > majiter_prev:
print "%5i %5i % 16.6E % 16.6E" % (majiter,feval[0],
fx,linalg.norm(g))
# If exit mode is not -1 or 1, slsqp has completed
if abs(mode) != 1:
break
majiter_prev = int(majiter)
# Optimization loop complete. Print status if requested
if iprint >= 1:
print exit_modes[int(mode)] + " (Exit mode " + str(mode) + ')'
print " Current function value:", fx
print " Iterations:", majiter
print " Function evaluations:", feval[0]
print " Gradient evaluations:", geval[0]
return Result(x=x, fun=fx, jac=g, nit=int(majiter), nfev=feval[0],
njev=geval[0], status=int(mode),
message=exit_modes[int(mode)], success=(mode == 0))
def fmin_slsqp( func, x0 , eqcons=[], f_eqcons=None, ieqcons=[], f_ieqcons=None,
bounds = [], fprime = None, fprime_eqcons=None,
fprime_ieqcons=None, args = (), iter = 100, acc = 1.0E-6,
iprint = 1, full_output = 0, epsilon = _epsilon ):
"""
Minimize a function using Sequential Least SQuares Programming
Python interface function for the SLSQP Optimization subroutine
originally implemented by Dieter Kraft.
Parameters
----------
func : callable f(x,*args)
Objective function.
x0 : ndarray of float
Initial guess for the independent variable(s).
eqcons : list
A list of functions of length n such that
eqcons[j](x0,*args) == 0.0 in a successfully optimized
problem.
f_eqcons : callable f(x,*args)
Returns an array in which each element must equal 0.0 in a
successfully optimized problem. If f_eqcons is specified,
eqcons is ignored.
ieqcons : list
A list of functions of length n such that
ieqcons[j](x0,*args) >= 0.0 in a successfully optimized
problem.
f_ieqcons : callable f(x0,*args)
Returns an array in which each element must be greater or
equal to 0.0 in a successfully optimized problem. If
f_ieqcons is specified, ieqcons is ignored.
bounds : list
A list of tuples specifying the lower and upper bound
for each independent variable [(xl0, xu0),(xl1, xu1),...]
fprime : callable `f(x,*args)`
A function that evaluates the partial derivatives of func.
fprime_eqcons : callable `f(x,*args)`
A function of the form `f(x, *args)` that returns the m by n
array of equality constraint normals. If not provided,
the normals will be approximated. The array returned by
fprime_eqcons should be sized as ( len(eqcons), len(x0) ).
fprime_ieqcons : callable `f(x,*args)`
A function of the form `f(x, *args)` that returns the m by n
array of inequality constraint normals. If not provided,
the normals will be approximated. The array returned by
fprime_ieqcons should be sized as ( len(ieqcons), len(x0) ).
args : sequence
Additional arguments passed to func and fprime.
iter : int
The maximum number of iterations.
acc : float
Requested accuracy.
iprint : int
The verbosity of fmin_slsqp :
* iprint <= 0 : Silent operation
* iprint == 1 : Print summary upon completion (default)
* iprint >= 2 : Print status of each iterate and summary
full_output : bool
If False, return only the minimizer of func (default).
Otherwise, output final objective function and summary
information.
epsilon : float
The step size for finite-difference derivative estimates.
Returns
-------
x : ndarray of float
The final minimizer of func.
fx : ndarray of float, if full_output is true
The final value of the objective function.
its : int, if full_output is true
The number of iterations.
imode : int, if full_output is true
The exit mode from the optimizer (see below).
smode : string, if full_output is true
Message describing the exit mode from the optimizer.
Notes
-----
Exit modes are defined as follows ::
-1 : Gradient evaluation required (g & a)
0 : Optimization terminated successfully.
1 : Function evaluation required (f & c)
2 : More equality constraints than independent variables
3 : More than 3*n iterations in LSQ subproblem
4 : Inequality constraints incompatible
5 : Singular matrix E in LSQ subproblem
6 : Singular matrix C in LSQ subproblem
7 : Rank-deficient equality constraint subproblem HFTI
8 : Positive directional derivative for linesearch
9 : Iteration limit exceeded
Examples
--------
Examples are given :ref:`in the tutorial <tutorial-sqlsp>`.
"""
exit_modes = { -1 : "Gradient evaluation required (g & a)",
0 : "Optimization terminated successfully.",
1 : "Function evaluation required (f & c)",
2 : "More equality constraints than independent variables",
3 : "More than 3*n iterations in LSQ subproblem",
4 : "Inequality constraints incompatible",
5 : "Singular matrix E in LSQ subproblem",
6 : "Singular matrix C in LSQ subproblem",
7 : "Rank-deficient equality constraint subproblem HFTI",
8 : "Positive directional derivative for linesearch",
9 : "Iteration limit exceeded" }
# Now do a lot of function wrapping
# Wrap func
feval, func = wrap_function(func, args)
# Wrap fprime, if provided, or approx_fprime if not
if fprime:
geval, fprime = wrap_function(fprime,args)
else:
geval, fprime = wrap_function(approx_fprime,(func,epsilon))
if f_eqcons:
# Equality constraints provided via f_eqcons
ceval, f_eqcons = wrap_function(f_eqcons,args)
if fprime_eqcons:
# Wrap fprime_eqcons
geval, fprime_eqcons = wrap_function(fprime_eqcons,args)
else:
# Wrap approx_jacobian
geval, fprime_eqcons = wrap_function(approx_jacobian,
(f_eqcons,epsilon))
else:
# Equality constraints provided via eqcons[]
eqcons_prime = []
for i in range(len(eqcons)):
eqcons_prime.append(None)
if eqcons[i]:
# Wrap eqcons and eqcons_prime
ceval, eqcons[i] = wrap_function(eqcons[i],args)
geval, eqcons_prime[i] = wrap_function(approx_fprime,
(eqcons[i],epsilon))
if f_ieqcons:
# Inequality constraints provided via f_ieqcons
ceval, f_ieqcons = wrap_function(f_ieqcons,args)
if fprime_ieqcons:
# Wrap fprime_ieqcons
geval, fprime_ieqcons = wrap_function(fprime_ieqcons,args)
else:
# Wrap approx_jacobian
geval, fprime_ieqcons = wrap_function(approx_jacobian,
(f_ieqcons,epsilon))
else:
# Inequality constraints provided via ieqcons[]
ieqcons_prime = []
for i in range(len(ieqcons)):
ieqcons_prime.append(None)
if ieqcons[i]:
# Wrap ieqcons and ieqcons_prime
ceval, ieqcons[i] = wrap_function(ieqcons[i],args)
geval, ieqcons_prime[i] = wrap_function(approx_fprime,
(ieqcons[i],epsilon))
# Transform x0 into an array.
x = asfarray(x0).flatten()
# Set the parameters that SLSQP will need
# meq = The number of equality constraints
if f_eqcons:
meq = len(f_eqcons(x))
else:
meq = len(eqcons)
if f_ieqcons:
mieq = len(f_ieqcons(x))
else:
mieq = len(ieqcons)
# m = The total number of constraints
m = meq + mieq
# la = The number of constraints, or 1 if there are no constraints
la = array([1,m]).max()
# n = The number of independent variables
n = len(x)
# Define the workspaces for SLSQP
n1 = n+1
mineq = m - meq + n1 + n1
len_w = (3*n1+m)*(n1+1)+(n1-meq+1)*(mineq+2) + 2*mineq+(n1+mineq)*(n1-meq) \
+ 2*meq + n1 +(n+1)*n/2 + 2*m + 3*n + 3*n1 + 1
len_jw = mineq
w = zeros(len_w)
jw = zeros(len_jw)
# Decompose bounds into xl and xu
if len(bounds) == 0:
bounds = [(-1.0E12, 1.0E12) for i in range(n)]
elif len(bounds) != n:
raise IndexError, \
'SLSQP Error: If bounds is specified, len(bounds) == len(x0)'
else:
for i in range(len(bounds)):
if bounds[i][0] > bounds[i][1]:
raise ValueError, \
'SLSQP Error: lb > ub in bounds[' + str(i) +'] ' + str(bounds[4])
xl = array( [ b[0] for b in bounds ] )
xu = array( [ b[1] for b in bounds ] )
# Initialize the iteration counter and the mode value
mode = array(0,int)
acc = array(acc,float)
majiter = array(iter,int)
majiter_prev = 0
# Print the header if iprint >= 2
if iprint >= 2:
print "%5s %5s %16s %16s" % ("NIT","FC","OBJFUN","GNORM")
while 1:
if mode == 0 or mode == 1: # objective and constraint evaluation requird
# Compute objective function
fx = func(x)
# Compute the constraints
if f_eqcons:
c_eq = f_eqcons(x)
else:
c_eq = array([ eqcons[i](x) for i in range(meq) ])
if f_ieqcons:
c_ieq = f_ieqcons(x)
else:
c_ieq = array([ ieqcons[i](x) for i in range(len(ieqcons)) ])
# Now combine c_eq and c_ieq into a single matrix
if m == 0:
# no constraints
c = zeros([la])
else:
# constraints exist
if meq > 0 and mieq == 0:
# only equality constraints
c = c_eq
if meq == 0 and mieq > 0:
# only inequality constraints
c = c_ieq
if meq > 0 and mieq > 0:
# both equality and inequality constraints exist
c = append(c_eq, c_ieq)
if mode == 0 or mode == -1: # gradient evaluation required
# Compute the derivatives of the objective function
# For some reason SLSQP wants g dimensioned to n+1
g = append(fprime(x),0.0)
# Compute the normals of the constraints
if fprime_eqcons:
a_eq = fprime_eqcons(x)
else:
a_eq = zeros([meq,n])
for i in range(meq):
a_eq[i] = eqcons_prime[i](x)
if fprime_ieqcons:
a_ieq = fprime_ieqcons(x)
else:
a_ieq = zeros([mieq,n])
for i in range(mieq):
a_ieq[i] = ieqcons_prime[i](x)
# Now combine a_eq and a_ieq into a single a matrix
if m == 0:
# no constraints
a = zeros([la,n])
elif meq > 0 and mieq == 0:
# only equality constraints
a = a_eq
elif meq == 0 and mieq > 0:
# only inequality constraints
a = a_ieq
elif meq > 0 and mieq > 0:
# both equality and inequality constraints exist
a = vstack((a_eq,a_ieq))
a = concatenate((a,zeros([la,1])),1)
# Call SLSQP
slsqp(m, meq, x, xl, xu, fx, c, g, a, acc, majiter, mode, w, jw)
# Print the status of the current iterate if iprint > 2 and the
# major iteration has incremented
if iprint >= 2 and majiter > majiter_prev:
print "%5i %5i % 16.6E % 16.6E" % (majiter,feval[0],
fx,linalg.norm(g))
# If exit mode is not -1 or 1, slsqp has completed
if abs(mode) != 1:
break
majiter_prev = int(majiter)
# Optimization loop complete. Print status if requested
if iprint >= 1:
print exit_modes[int(mode)] + " (Exit mode " + str(mode) + ')'
print " Current function value:", fx
print " Iterations:", majiter
print " Function evaluations:", feval[0]
print " Gradient evaluations:", geval[0]
if not full_output:
return x
else:
return [list(x),
float(fx),
int(majiter),
int(mode),
exit_modes[int(mode)] ]
def Main(ArgList):
description = '''This program can be used to find optimized orbital parameters for yaeh program to make it approach to standard band structure.
Several fitting scheme based on band RMSD can be used.
In general, weight of each band included in fitting is 1, and unused band is 0.001 to avoid fluctuation
1. Use lowest N band, and set H**O and LUMO weight to 10 if conduction band is included.
2. Use N band start from lowest i-th band. Weights of H**O and LUMO are still 1.
3. Beside band RMSD, included gap with weight 1.
Notes on parallization: writing a jobs scheduling system is not easy, so we use a very simple way that N compounds can be computed simultaneously, and after anyone exited another one will start. Also, N_i processes will be used for i-th compound.
So the processes used at the same time is variable, and may exceed total number of processes assigned, which may reduce the efficiency. To avoid this, set up the number of processes for i-th compound carefully.
The best way is assign enough process in PBS and run all.
'''
global nProcess
parser = ArgumentParser(description=description)
parser.add_argument("-p",dest="ProcessCount",type=int,default=0,help="The number of tasks can be executed in parallel. Note p=0 will disable MPI for programs and do not use Pool, but p=1 use Pool")
parser.add_argument("-m",dest='method_min',type=str,default='simplex',help="The minimization algorithm, possible values: simplex, cg, powell, bfgs, basinhopping")
parser.add_argument("--tol",dest='tol_min',type=float,default=1e-5,help="The tolerance for minimization, only used in basin-hopping minimization steps now")
parser.add_argument("--iter",dest="n_iter",type=int,default=100,help="Number of basin-hopping iterations, default 100")
parser.add_argument("filename",nargs=1,help="The xml input file")
options = parser.parse_args()
tStart = time.time()
nProcess = options.ProcessCount
if ( nProcess < 0 ):
nProcess = 0
if (nProcess != 0):
print("Parallel tasks: %i" % nProcess)
if (nProcess == 1):
print("Warning: only 1 process is used in parallel calculation, note the implentation is different from serial one!")
#Prepare calculation
xpMulti = XMLSerilizer(globals(),"fit_input.xsd")
mIn = xpMulti.Deserilize(options.filename[0])
mIn.apply_global()
#This is customized by programs
#Set parameters I/O
if (mIn.CalcProgram == "tbgwpw"):
params_base = TBGWPPLibrary(filename=mIn.ParaFileInput)
mIn.load(params_base)
x0 = params_base.get_para()
elif (mIn.CalcProgram == "yaeh" or mIn.CalcProgram == "yaehg"):
params_base = yaeh_input(mIn.ParaFileInput,b_write_fix=True)
mIn.load(params_base)
x0 = params_base.get_para()
print(x0)
MinFunc = wrap_function(f_CalcMulti,tuple([mIn]))
#Check parameters
nProcessUse = sum([x.nProcess for x in mIn.listCompoundConfig])
if (nProcess > nProcessUse):
print("Warning: %i processes are specified when maximally possible parallel process is %i, you can lower to it without performance loss" % (nProcess, nProcessUse))
dic_func_min = {"cg": scipy.optimize.fmin_cg,
"bfgs": scipy.optimize.fmin_bfgs,
"simplex" : scipy.optimize.fmin,
"powell" : scipy.optimize.fmin_powell}
if ( not mIn.bCompareOnly):
#Global minimization
#We always use powell as the local minimization here
if (options.method_min == "basinhopping"):
def take_step(x):
'''
Random place a parameters guess, linear random
a steps are taken as 20% ( if abs(x) < 1 )
or 20% and at least 2 if (abs(x) > 1)
Abnormal values (abs(x) > 100) will be shrinked to 1.0
This is
'''
x2 = []
for v0 in x:
if (abs(v0) < 1 and v0 > 0): #Guess as exponetial part
v2 = (numpy.random.random() * 0.8 + 0.6) * v0
elif (abs(v0) < 100):
#Change at least this value
vd1 = max(abs(v0), 5.0)
vd = (numpy.random.random() * 0.8 - 0.4) * vd1
v2 = v0 + vd
else:
v2 = 1.0
x2.append(v2)
print("Jump")
print(x2)
return x2
print("Method: Basin-hopping with tolerance=%f" % options.tol_min)
res = scipy.optimize.basinhopping(MinFunc, x0=x0, niter=options.n_iter, T=0.5,
minimizer_kwargs = {"method":"Powell","tol":options.tol_min, "callback":CallBackFunc,
"options":{'xtol':options.tol_min,"ftol":options.tol_min}},
take_step = take_step,
callback = CallBackFuncGM)
res = res.x
else:
#Local minimization only
func_min = dic_func_min[options.method_min]
if (options.method_min == "cg" or options.method_min == "bfgs"): #1st derivatives (finite difference)
res = func_min(MinFunc,x0=x0,fprime=None,epsilon=0.001,gtol=1e-02,maxiter=1000,callback=CallBackFunc)
else:#Value only
res = func_min(MinFunc,x0=x0,xtol=1e-3,ftol=1e-05,maxiter=10000,callback=CallBackFunc)
#Store result
mIn.params_database.set_para(res)
mIn.params_database.write(mIn.ParaFileOutput)
#Show result
f_PrintCalcMulti(mIn)
print("Time used: %.2f s"% (time.time()-tStart) )
