def test_bfgs_madsen(self):
from ch import SumOfSquares
import scipy.optimize
obj = Ch(lambda x: SumOfSquares(Madsen(x=x)))
def errfunc(x):
obj.x = Ch(x)
return obj.r
def gradfunc(x):
obj.x = Ch(x)
return obj.dr_wrt(obj.x).ravel()
x0 = np.array((3., 1.))
# Optimize with built-in bfgs.
# Note: with 8 iters, this actually requires 14 gradient evaluations.
# This can be verified by setting "disp" to 1.
#tm = time.time()
x1 = scipy.optimize.fmin_bfgs(errfunc,
x0,
fprime=gradfunc,
maxiter=8,
disp=0)
#print 'forward: took %.es' % (time.time() - tm,)
self.assertTrue(obj.r / 2. < 0.386599528247)
# Optimize with chumpy's minimize (which uses scipy's bfgs).
obj.x = x0
minimize(fun=obj, x0=[obj.x], method='bfgs', options={'maxiter': 8})
self.assertTrue(obj.r / 2. < 0.386599528247)
def test_bfgs_madsen(self):
from ch import SumOfSquares
import scipy.optimize
obj = Ch(lambda x : SumOfSquares(Madsen(x = x)) )
def errfunc(x):
obj.x = Ch(x)
return obj.r
def gradfunc(x):
obj.x = Ch(x)
return obj.dr_wrt(obj.x).ravel()
x0 = np.array((3., 1.))
# Optimize with built-in bfgs.
# Note: with 8 iters, this actually requires 14 gradient evaluations.
# This can be verified by setting "disp" to 1.
#tm = time.time()
x1 = scipy.optimize.fmin_bfgs(errfunc, x0, fprime=gradfunc, maxiter=8, disp=0)
#print 'forward: took %.es' % (time.time() - tm,)
self.assertLess(obj.r/2., 0.4)
# Optimize with chumpy's minimize (which uses scipy's bfgs).
obj.x = x0
minimize(fun=obj, x0=[obj.x], method='bfgs', options={'maxiter': 8, 'disp': False})
self.assertLess(obj.r/2., 0.4)
