def test_simple_solve(self):
x0 = np.array([0.5,0.5,0.5,0.5])
lb = np.array([0.0,0.6,0.0,0.0])
ub = np.array([1.0,1.0,1.0,0.4])
fval = np.array([ 0.5, 0.5, 0.1,0.5 ])
jac = np.array([
[1.0,0.2,0.1,0.0],
[1.0,0.2,0.1,0.0],
[0.0,1.0,0.2,0.0],
[0.1,1.0,0.2,0.1]
])
N = 10
d = len(fval)
sol_fsolve = solver(josephy, x0, method='fsolve')
sol_lmmcp = solver(josephy, x0, method='lmmcp')
from numpy.testing import assert_almost_equal
assert_almost_equal(sol_fsolve, sol_lmmcp)
def test_serial_problems(self):
from numpy import inf
fun = lambda x: [-josephy(x), -Djosephy(x)]
x0=np.array( [1.25, 0.01, 0.01, 0.50] )
lb=np.array( [0.00, 0.00, 0.00, 0.00] )
ub=np.array( [inf, inf, inf, inf] )
# resp = ncpsolve(fun, lb, ub, x0, tol=1e-15)
#
sol = np.array( [ 1.22474487e+00, 0.00000000e+00, 3.60543164e-17, 5.00000000e-01])
#
# from numpy.testing import assert_almost_equal, assert_equal
#
# assert_almost_equal(sol, resp)
N = 10
d = len(x0)
serial_sol_check = np.zeros((d,N))
for n in range(N):
serial_sol_check[:,n] = resp[0]
s_x0 = np.column_stack([x0]*N)
s_lb = np.column_stack([lb]*N)
s_ub = np.column_stack([ub]*N)
def serial_fun(xvec, deriv=None):
resp = np.zeros( (N,d) )
if deriv=='serial':
dresp = np.zeros( (N,d,d) )
# elif deriv=='full':
# dresp = np.zeros( (d,N,d,N) )
for n in range(N):
[v, dv] = fun(xvec[:,n])
resp[n,:] = v
if deriv=='serial':
dresp[n,:,:] = dv
# elif deriv=='full':
# dresp[:,n,:,n] = dv
# if deriv=='full':
# dresp = dresp.swapaxes(0,2).swapaxes(1,3)
if deriv is None:
return resp
else:
return [resp, dresp]
serial_fun_val = lambda x: serial_fun(x)
serial_fun_serial_jac = lambda x: serial_fun(x,deriv='serial')[1]
# serial_fun_full_jac = lambda x: serial_fun(x,deriv='full')[1]
from trash.dolo.numeric.solver import solver
print("Serial Bounded solution : ncpsolve")
serial_sol_with_bounds_without_jac = solver( serial_fun_val, s_x0, lb=s_lb, ub=s_ub, method='ncpsolve', serial_problem=True)
print("Serial Bounded solution (with jacobian) : ncpsolve")
serial_sol_with_bounds_with_jac = solver( serial_fun_val, s_x0, s_lb, s_ub, jac=serial_fun_serial_jac, method='ncpsolve', serial_problem=True)
print("Bounded solution : ncpsolve")
sol_with_bounds_without_jac = solver( serial_fun_val, s_x0, s_lb, s_ub, method='ncpsolve', serial_problem=False)
print("Bounded solution (with jacobian) : ncpsolve")
sol_with_bounds_with_jac = solver( serial_fun_val, s_x0, s_lb, s_ub, jac=serial_fun_full_jac, method='ncpsolve', serial_problem=False)
print("Serial Unbounded solution : ncpsolve")
serial_sol_without_bounds_without_jac = solver( serial_fun_val, s_x0, method='newton', serial_problem=True)
print("Unbounded solution : fsolve")
sol_without_bounds_without_jac = solver( serial_fun_val, s_x0, method='fsolve', serial_problem=False)
print("Unbounded solution (with jacobian) : fsolve")
sol_without_bounds = solver( serial_fun_val, s_x0, jac=serial_fun_full_jac, method='fsolve', serial_problem=False)
print("Unbounded solution : lmmcp")
sol_without_bounds = solver( serial_fun_val, s_x0, jac=serial_fun_full_jac, method='lmmcp', serial_problem=False)