def test_cobyla_optimizer_with_variable_bounds(self):
""" Cobyla Optimizer Test With Variable Bounds. """
# initialize optimizer
cobyla = CobylaOptimizer()
# initialize problem
problem = QuadraticProgram()
# set variables and bounds
problem.continuous_var(lowerbound=-1, upperbound=1)
problem.continuous_var(lowerbound=-2, upperbound=2)
# set objective and minimize
problem.minimize(linear=[1, 1])
# solve problem with cobyla
result = cobyla.solve(problem)
# analyze results
self.assertAlmostEqual(result.x[0], -1.0, places=6)
self.assertAlmostEqual(result.x[1], -2.0, places=6)
# set objective and minimize
problem.maximize(linear=[1, 1])
# solve problem with cobyla
result = cobyla.solve(problem)
# analyze results
self.assertAlmostEqual(result.x[0], 1.0, places=6)
self.assertAlmostEqual(result.x[1], 2.0, places=6)
class TestCobylaOptimizer(QiskitOptimizationTestCase):
"""Cobyla Optimizer Tests."""
def setUp(self):
super().setUp()
self.resource_path = './test/optimization/resources/'
self.cobyla_optimizer = CobylaOptimizer()
@data(
('op_lp1.lp', 5.8750)
)
def test_cobyla_optimizer(self, config):
""" Cobyla Optimizer Test """
# unpack configuration
filename, fval = config
# load optimization problem
problem = OptimizationProblem()
problem.read(self.resource_path + filename)
# solve problem with cobyla
result = self.cobyla_optimizer.solve(problem)
# analyze results
self.assertAlmostEqual(result.fval, fval)
def test_cobyla_optimizer_with_quadratic_constraint(self):
""" Cobyla Optimizer Test """
# load optimization problem
problem = OptimizationProblem()
problem.variables.add(lb=[0, 0], ub=[1, 1], types='CC')
problem.objective.set_linear([(0, 1), (1, 1)])
qc = problem.quadratic_constraints
linear = SparsePair(ind=[0, 1], val=[-1, -1])
quadratic = SparseTriple(ind1=[0, 1], ind2=[0, 1], val=[1, 1])
qc.add(name='qc', lin_expr=linear, quad_expr=quadratic, rhs=-1/2)
# solve problem with cobyla
result = self.cobyla_optimizer.solve(problem)
# analyze results
self.assertAlmostEqual(result.fval, 1.0, places=2)
def test_cobyla_optimizer_with_trials(self):
""" Cobyla Optimizer Test. """
# load optimization problem
problem = QuadraticProgram()
problem.continuous_var(upperbound=4)
problem.continuous_var(upperbound=4)
problem.linear_constraint(linear=[1, 1], sense='=', rhs=2)
problem.minimize(linear=[2, 2], quadratic=[[2, 0.25], [0.25, 0.5]])
# solve problem with cobyla
cobyla = CobylaOptimizer(trials=3)
result = cobyla.solve(problem)
# analyze results
self.assertAlmostEqual(result.fval, 5.8750)
def test_cobyla_optimizer_with_quadratic_constraint(self):
""" Cobyla Optimizer Test With Quadratic Constraints. """
# load optimization problem
problem = QuadraticProgram()
problem.continuous_var(upperbound=1)
problem.continuous_var(upperbound=1)
problem.minimize(linear=[1, 1])
linear = [-1, -1]
quadratic = [[1, 0], [0, 1]]
problem.quadratic_constraint(linear=linear, quadratic=quadratic, rhs=-1/2)
# solve problem with cobyla
cobyla = CobylaOptimizer()
result = cobyla.solve(problem)
# analyze results
self.assertAlmostEqual(result.fval, 1.0, places=2)