def solve(measurements, method): """Find reasonable marker positions based on a set of measurements.""" print(method) marker_measurements = measurements if np.size(measurements) == 21: marker_measurements = measurements[(21 - 15) :] # m0 has known positions (0, 0, 0) # m1 has unknown x-position # All others have unknown xy-positions num_params = 0 + 1 + 2 + 2 + 2 + 2 bound = 400.0 lower_bound = [ 0.0, 0.0, 0.0, 0.0, 0.0, -bound, 0.0, -bound, 0.0, ] upper_bound = [ bound, bound, bound, bound, bound, bound, bound, bound, bound, ] def costx_no_nozzle(posvec): """Identical to cost_no_nozzle, except the shape of inputs""" positions = posvec2matrix_no_nozzle(posvec) return cost_no_nozzle(positions, marker_measurements) guess_0 = [0.0] * num_params intermediate_cost = 0.0 intermediate_solution = [] if method == "SLSQP": sol = scipy.optimize.minimize( costx_no_nozzle, guess_0, method="SLSQP", bounds=list(zip(lower_bound, upper_bound)), tol=1e-20, options={"disp": True, "ftol": 1e-40, "eps": 1e-10, "maxiter": 500}, ) intermediate_cost = sol.fun intermediate_solution = sol.x elif method == "L-BFGS-B": sol = scipy.optimize.minimize( costx_no_nozzle, guess_0, method="L-BFGS-B", bounds=list(zip(lower_bound, upper_bound)), options={"disp": True, "ftol": 1e-12, "gtol": 1e-12, "maxiter": 50000, "maxfun": 1000000}, ) intermediate_cost = sol.fun intermediate_solution = sol.x elif method == "PowellDirectionalSolver": from mystic.solvers import PowellDirectionalSolver from mystic.termination import Or, CollapseAt, CollapseAs from mystic.termination import ChangeOverGeneration as COG from mystic.monitors import VerboseMonitor from mystic.termination import VTR, And, Or solver = PowellDirectionalSolver(num_params) solver.SetRandomInitialPoints(lower_bound, upper_bound) solver.SetEvaluationLimits(evaluations=3200000, generations=100000) solver.SetTermination(Or(VTR(1e-25), COG(1e-10, 20))) solver.SetStrictRanges(lower_bound, upper_bound) solver.SetGenerationMonitor(VerboseMonitor(5)) solver.Solve(costx_no_nozzle) intermediate_cost = solver.bestEnergy intermediate_solution = solver.bestSolution elif method == "differentialEvolutionSolver": from mystic.solvers import DifferentialEvolutionSolver2 from mystic.monitors import VerboseMonitor from mystic.termination import VTR, ChangeOverGeneration, And, Or from mystic.strategy import Best1Exp, Best1Bin stop = Or(VTR(1e-18), ChangeOverGeneration(1e-9, 500)) npop = 3 stepmon = VerboseMonitor(100) solver = DifferentialEvolutionSolver2(num_params, npop) solver.SetEvaluationLimits(evaluations=3200000, generations=100000) solver.SetRandomInitialPoints(lower_bound, upper_bound) solver.SetStrictRanges(lower_bound, upper_bound) solver.SetGenerationMonitor(stepmon) solver.Solve( costx_no_nozzle, termination=stop, strategy=Best1Bin, ) intermediate_cost = solver.bestEnergy intermediate_solution = solver.bestSolution else: print("Method %s is not supported!" % method) sys.exit(1) print("Best intermediate cost: ", intermediate_cost) print("Best intermediate positions: \n%s" % posvec2matrix_no_nozzle(intermediate_solution)) if np.size(measurements) == 15: print("Got only 15 samples, so will not try to find nozzle position\n") return nozzle_measurements = measurements[: (21 - 15)] # Look for nozzle's xyz-offset relative to marker 0 num_params = 3 lower_bound = [ 0.0, 0.0, -bound, ] upper_bound = [bound, bound, 0.0] def costx_nozzle(posvec): """Identical to cost_nozzle, except the shape of inputs""" positions = posvec2matrix_nozzle(posvec, intermediate_solution) return cost_nozzle(positions, measurements) guess_0 = [0.0, 0.0, 0.0] final_cost = 0.0 final_solution = [] if method == "SLSQP": sol = scipy.optimize.minimize( costx_nozzle, guess_0, method="SLSQP", bounds=list(zip(lower_bound, upper_bound)), tol=1e-20, options={"disp": True, "ftol": 1e-40, "eps": 1e-10, "maxiter": 500}, ) final_cost = sol.fun final_solution = sol.x elif method == "L-BFGS-B": sol = scipy.optimize.minimize( costx_nozzle, guess_0, method="L-BFGS-B", bounds=list(zip(lower_bound, upper_bound)), options={"disp": True, "ftol": 1e-12, "gtol": 1e-12, "maxiter": 50000, "maxfun": 1000000}, ) final_cost = sol.fun final_solution = sol.x elif method == "PowellDirectionalSolver": from mystic.solvers import PowellDirectionalSolver from mystic.termination import Or, CollapseAt, CollapseAs from mystic.termination import ChangeOverGeneration as COG from mystic.monitors import VerboseMonitor from mystic.termination import VTR, And, Or solver = PowellDirectionalSolver(num_params) solver.SetRandomInitialPoints(lower_bound, upper_bound) solver.SetEvaluationLimits(evaluations=3200000, generations=100000) solver.SetTermination(Or(VTR(1e-25), COG(1e-10, 20))) solver.SetStrictRanges(lower_bound, upper_bound) solver.SetGenerationMonitor(VerboseMonitor(5)) solver.Solve(costx_nozzle) final_cost = solver.bestEnergy final_solution = solver.bestSolution elif method == "differentialEvolutionSolver": from mystic.solvers import DifferentialEvolutionSolver2 from mystic.monitors import VerboseMonitor from mystic.termination import VTR, ChangeOverGeneration, And, Or from mystic.strategy import Best1Exp, Best1Bin stop = Or(VTR(1e-18), ChangeOverGeneration(1e-9, 500)) npop = 3 stepmon = VerboseMonitor(100) solver = DifferentialEvolutionSolver2(num_params, npop) solver.SetEvaluationLimits(evaluations=3200000, generations=100000) solver.SetRandomInitialPoints(lower_bound, upper_bound) solver.SetStrictRanges(lower_bound, upper_bound) solver.SetGenerationMonitor(stepmon) solver.Solve( costx_nozzle, termination=stop, strategy=Best1Bin, ) final_cost = solver.bestEnergy final_solution = solver.bestSolution print("Best final cost: ", final_cost) print("Best final positions:") final = posvec2matrix_nozzle(final_solution, intermediate_solution)[1:] for num in range(0, 6): print( "{0: 8.3f} {1: 8.3f} {2: 8.3f} <!-- Marker {3} -->".format(final[num][0], final[num][1], final[num][2], num) )
solver = DifferentialEvolutionSolver(3, 40) solver.SetRandomInitialPoints([0., 0., 0.], [10., 10., 10.]) term = VTR() solver.SetSaveFrequency(0) solver.Solve(rosen, term) x = solver.bestSolution y = solver.bestEnergy assert solver._state == None assert LoadSolver(solver._state) == None solver = DifferentialEvolutionSolver(3, 40) solver.SetRandomInitialPoints([0., 0., 0.], [10., 10., 10.]) term = When(VTR()) solver.SetSaveFrequency(10, tmpfile) solver.SetTermination(term) solver.Solve(rosen) x = solver.bestSolution y = solver.bestEnergy _solver = LoadSolver(tmpfile) os.remove(tmpfile) assert all(x == _solver.bestSolution) assert y == _solver.bestEnergy solver = DifferentialEvolutionSolver(3, 40) solver.SetRandomInitialPoints([0., 0., 0.], [10., 10., 10.]) term = Or(VTR(), ChangeOverGeneration()) solver.SetSaveFrequency(10, tmpfile) solver.SetTermination(term) solver.Solve(rosen) x = solver.bestSolution
def solve(samp, xyz_of_samp, _cost, method, cx_is_positive=False): """Find reasonable positions and anchors given a set of samples. """ u = np.shape(samp)[0] ux = np.shape(xyz_of_samp)[0] number_of_params_pos = 3*(u - ux) def costx(posvec, anchvec): """Identical to cost, except the shape of inputs and capture of samp, xyz_of_samp, ux, and u Parameters ---------- x : [A_ay A_az A_bx A_by A_bz A_cx A_cy A_cz A_dz x1 y1 z1 x2 y2 z2 ... xu yu zu """ anchors = anchorsvec2matrix(anchvec) pos = np.zeros((u, 3)) if(np.size(xyz_of_samp) != 0): pos[0:ux] = xyz_of_samp pos[ux:] = np.reshape(posvec, (u-ux,3)) return _cost(anchors, pos, samp) l_long = 5000.0 l_short = 1700.0 data_z_min = -20.0 # Limits of anchor positions: # |ANCHOR_XY| < 4000 # ANCHOR_B_X > 0 # ANCHOR_C_X < 0 # |ANCHOR_ABC_Z| < 1700 # 0 < ANCHOR_D_Z < 4000 # Limits of data collection volume: # |x| < 1700 # |y| < 1700 # -20.0 < z < 3400.0 # Define bounds lb = [ -l_long, # A_ay > -4000.0 -l_short, # A_az > -1700.0 0.0, # A_bx > 0 0.0, # A_by > 0 -l_short, # A_bz > -1700.0 -l_long, # A_cx > -4000 0.0, # A_cy > 0 -l_short, # A_cz > -1700.0 0.0, # A_dz > 0 ] + [-l_short, -l_short, data_z_min]*(u-ux) ub = [ 0.0, # A_ay < 0 l_short, # A_az < 1700 l_long, # A_bx < 4000 l_long, # A_by < 4000 l_short, # A_bz < 1700 0.0, # A_cx < 0 l_long, # A_cy < 4000.0 l_short, # A_cz < 1700 l_long, # A_dz < 4000.0 ] + [l_short, l_short, 2*l_short]*(u-ux) # If the user has input xyz data, then signs should be ok anyways if(ux > 2): lb[A_bx] = -l_long # It would work to just swap the signs of bx and cx after the optimization # But there are fewer assumptions involved in setting correct bounds from the start instead if(cx_is_positive): tmp = lb[A_bx] lb[A_bx] = lb[A_cx] lb[A_cx] = tmp tmp = ub[A_bx] ub[A_bx] = ub[A_cx] ub[A_cx] = tmp pos_est0 = np.zeros((u-ux,3)) # The positions we need to estimate anchors_est = np.array([[0.0, 0.0, 0.0], [0.0, 0.0, 0.0], [0.0, 0.0, 0.0], [0.0, 0.0, 0.0]]) x_guess0 = list(anchorsmatrix2vec(anchors_est)) + list(posmatrix2vec(pos_est0)) if(method == 'PowellDirectionalSolver'): from mystic.termination import ChangeOverGeneration, NormalizedChangeOverGeneration, VTR from mystic.solvers import PowellDirectionalSolver from mystic.termination import Or, CollapseAt, CollapseAs from mystic.termination import ChangeOverGeneration as COG target = 1.0 term = Or((COG(generations=100), CollapseAt(target, generations=100))) # Solver 0 solver0 = PowellDirectionalSolver(number_of_params_pos+params_anch) solver0.SetEvaluationLimits(evaluations=3200000, generations=10000) solver0.SetTermination(term) solver0.SetInitialPoints(x_guess0) solver0.SetStrictRanges(lb, ub) solver0.Solve(lambda x: costx(x[params_anch:], x[0:params_anch])) x_guess0 = solver0.bestSolution # PowellDirectional sometimes finds new ways if kickstarted anew for i in range(1,20): solver0 = PowellDirectionalSolver(number_of_params_pos+params_anch) solver0.SetInitialPoints(x_guess0) solver0.SetStrictRanges(lb, ub) solver0.Solve(lambda x: costx(x[params_anch:], x[0:params_anch])) x_guess0 = solver0.bestSolution return x_guess0 elif(method == 'SLSQP'): # 'SLSQP' is crazy fast and lands on 0.0000 error x_guess0 = scipy.optimize.minimize(lambda x: costx(x[params_anch:], x[0:params_anch]), x_guess0, method=method, bounds=list(zip(lb,ub)), options={'disp':True,'ftol':1e-20, 'maxiter':150000}) return x_guess0.x elif(method == 'L-BFGS-B'): ## 'L-BFGS-B' Is crazy fast but doesn't quite land at 0.0000 error x_guess0 = scipy.optimize.minimize(lambda x: costx(x[params_anch:], x[0:params_anch]), x_guess0, method=method, bounds=list(zip(lb,ub)), options={'ftol':1e-12, 'maxiter':150000}) return x_guess0.x else: print("Method %s is not supported!" % method) sys.exit(1)