def vector2point(x):
# x = asarray(x)
# if not str(x.dtype).startswith('float'):
# x = asfarray(x)
x = atleast_1d(x).copy()
if array_equal(x, p._FDtranslator['prevX']):
return p._FDtranslator['prevVal']
# without copy() ipopt and probably others can replace it by noise after closing
# r = oopoint(startDictData + \
# [(oov, x[oovar_indexes[i]:oovar_indexes[i+1]]) for i, oov in enumerate(freeVars)])
r = startDictData
tmp = [
(oov,
x[oovar_indexes[i]:oovar_indexes[i + 1]] if oovar_indexes[i + 1] -
oovar_indexes[i] > 1 else x[oovar_indexes[i]])
for i, oov in enumerate(freeVars)
]
# for i, oov in enumerate(freeVars):
# #I, J = oovar_indexes[i], oovar_indexes[i+1]
# #r.append((oov, x[I] if J - I == 1 else x[I:J]))
# r.append((oov, x[oovar_indexes[i]:oovar_indexes[i+1]]))
r = oopoint(r + tmp, skipArrayCast=True)
r.maxDistributionSize = p.maxDistributionSize
p._FDtranslator['prevVal'] = r
p._FDtranslator['prevX'] = copy(x)
return r
def func82(y, e, vv, f, dataType, p, Th = None):
domain = oopoint([(v, (y[:, i], e[:, i])) for i, v in enumerate(vv)], skipArrayCast=True, isMultiPoint=True)
domain.dictOfFixedFuncs = p.dictOfFixedFuncs
#print(Th)
r, r0 = f.iqg(domain, dataType, UB = Th)
o_l, o_u, a_l, a_u = [], [], [], []
definiteRange = r0.definiteRange
for v in vv:
# TODO: rework and optimize it
tmp = r.get(v, None)
if tmp is not None:
o_l.append(tmp[0].lb)
o_u.append(tmp[1].lb)
a_l.append(tmp[0].ub)
a_u.append(tmp[1].ub)
definiteRange = logical_and(definiteRange, tmp[0].definiteRange)
definiteRange = logical_and(definiteRange, tmp[1].definiteRange)
else:
o_l.append(r0.lb)
o_u.append(r0.lb)
a_l.append(r0.ub)
a_u.append(r0.ub)
#definiteRange = logical_and(definiteRange, r0.definiteRange)
o, a = hstack(o_l+o_u), hstack(a_l+a_u)
return o, a, definiteRange
def func82(y, e, vv, f, dataType, p, Th=None):
domain = oopoint([(v, (y[:, i], e[:, i])) for i, v in enumerate(vv)],
skipArrayCast=True,
isMultiPoint=True)
domain.dictOfFixedFuncs = p.dictOfFixedFuncs
r, r0 = f.iqg(domain, dataType, UB=Th)
o_l, o_u, a_l, a_u = [], [], [], []
definiteRange = r0.definiteRange
for v in vv:
# TODO: rework and optimize it
tmp = r.get(v, None)
if tmp is not None:
o_l.append(tmp[0].lb)
o_u.append(tmp[1].lb)
a_l.append(tmp[0].ub)
a_u.append(tmp[1].ub)
definiteRange = logical_and(definiteRange, tmp[0].definiteRange)
definiteRange = logical_and(definiteRange, tmp[1].definiteRange)
else:
o_l.append(r0.lb)
o_u.append(r0.lb)
a_l.append(r0.ub)
a_u.append(r0.ub)
#definiteRange = logical_and(definiteRange, r0.definiteRange)
o, a = hstack(o_l + o_u), hstack(a_l + a_u)
return o, a, definiteRange, domain.exactRange
def setNonLinFuncsNumber(p, userFunctionType):
# userFunctionType should be 'f', 'c' or 'h'
args = getattr(p.args, userFunctionType)
fv = getattr(p.user, userFunctionType)
if p.isFDmodel:
from FuncDesigner import oopoint
X = oopoint(p._x0, maxDistributionSize=p.maxDistributionSize)
kwargs = {
'Vars': p.freeVars,
'fixedVarsScheduleID': p._FDVarsID,
'fixedVars': p.fixedVars
}
else:
X = p.x0
kwargs = {}
if len(fv) == 1: p.functype[userFunctionType] = 'single func'
if fv is None or (type(fv) in [list, tuple] and
(len(fv) == 0 or fv[0] is None)):
setattr(p, 'n' + userFunctionType, 0)
elif type(fv) in [list, tuple] and len(fv) > 1:
# TODO: handle problems w/o x0, like GLP
number = 0
arr = []
for func in fv:
if isinstance(func, (list, tuple, set, ndarray)):
for elem in func:
number += asarray(elem(*(X, ) + args)).size
else:
number += asarray(func(*(X, ) + args)).size
arr.append(number)
if len(arr) < number: p.functype[userFunctionType] = 'block'
elif len(arr) > 1:
p.functype[userFunctionType] = 'some funcs R^nvars -> R'
else:
assert p.functype[userFunctionType] == 'single func'
setattr(p, 'n' + userFunctionType, number)
if p.functype[userFunctionType] == 'block':
setattr(p, 'arr_of_indexes_' + userFunctionType, array(arr) - 1)
else:
if type(fv) in [list, tuple]: FV = fv[0]
else: FV = fv
tmp = FV(*(X, ) + args, **kwargs)
if p.isFDmodel:
#from FuncDesigner.baseClasses import Stochastic
#if isinstance(tmp, Stochastic):
if 'quantified' in dir(tmp):
p.err('''
Optimization problem objective and constraints cannot be of type Stochastic,
you can handle only functions on them like mean(X), std(X), var(X), P(X<Y) etc'''
)
setattr(p, 'n'+userFunctionType, \
sum([asarray(elem).size for elem in tmp]) if isinstance(tmp, (list, tuple)) else asarray(tmp).size)
def __init__(self, p):
self.rf = asscalar(asarray(p.rf))
self.ff = asscalar(asarray(p.ff))
self.isFDmodel = p.isFDmodel
self.probType = p.probType
if p.probType == 'EIG':
self.eigenvalues, self.eigenvectors = p.eigenvalues, p.eigenvectors
if p.isFDmodel:
from FuncDesigner import oopoint
self.xf = dict([(v, asscalar(val) if isinstance(val, ndarray) and val.size ==1 else v.aux_domain[val] if 'aux_domain' in v.__dict__ else val) for v, val in p.xf.items()])
if not hasattr(self, '_xf'):
#self._xf = dict([(v.name, asscalar(val) if isinstance(val, ndarray) and val.size ==1 else val) for v, val in p.xf.items()])
self._xf = dict([(v.name, val) for v, val in self.xf.items()])
self.xf = oopoint(self.xf, maxDistributionSize = p.maxDistributionSize)
else:
self.xf = p.xf
#if len(p.solutions) == 0 and p.isFeas(p.xk): p.solutions = [p.xk]
# TODO: mb perform check on each solution for more safety?
# although it can slow down calculations for huge solutions number
#self.solutions = p.solutions
self.elapsed = dict()
self.elapsed['solver_time'] = round(100.0*(time() - p.timeStart))/100.0
self.elapsed['solver_cputime'] = round(100.0*(clock() - p.cpuTimeStart))/100.0
for fn in ('ff', 'istop', 'duals', 'isFeasible', 'msg', 'stopcase', 'iterValues', 'special', 'extras', 'solutions'):
if hasattr(p, fn): setattr(self, fn, getattr(p, fn))
if hasattr(p.solver, 'innerState'):
self.extras['innerState'] = p.solver.innerState
self.solverInfo = dict()
for fn in ('homepage', 'alg', 'authors', 'license', 'info', 'name'):
self.solverInfo[fn] = getattr(p.solver, '__' + fn + '__')
# note - it doesn't work for len(args)>1 for current Python ver 2.6
#self.__getitem__ = c # = self.__call__
if p.plot:
#for df in p.graphics.drawFuncs: df(p) #TODO: include time spent here to (/cpu)timeElapsedForPlotting
self.elapsed['plot_time'] = round(100*p.timeElapsedForPlotting[-1])/100 # seconds
self.elapsed['plot_cputime'] = p.cpuTimeElapsedForPlotting[-1]
else:
self.elapsed['plot_time'] = 0
self.elapsed['plot_cputime'] = 0
self.elapsed['solver_time'] -= self.elapsed['plot_time']
self.elapsed['solver_cputime'] -= self.elapsed['plot_cputime']
self.evals = dict([(key, val if type(val) == int else round(val *10) /10.0) for key, val in p.nEvals.items()])
self.evals['iter'] = p.iter
def func10(y, e, vv):
m, n = y.shape
LB = [[] for i in range(n)]
UB = [[] for i in range(n)]
r4 = (y + e) / 2
# TODO: remove the cycle
#T1, T2 = tile(y, (2*n,1)), tile(e, (2*n,1))
for i in range(n):
t1, t2 = tile(y[:, i], 2*n), tile(e[:, i], 2*n)
#t1, t2 = T1[:, i], T2[:, i]
#T1[(n+i)*m:(n+i+1)*m, i] = T2[i*m:(i+1)*m, i] = r4[:, i]
t1[(n+i)*m:(n+i+1)*m] = t2[i*m:(i+1)*m] = r4[:, i]
# if vv[i].domain is bool:
# indINQ = y[:, i] != e[:, i]
# tmp = t1[(n+i)*m:(n+i+1)*m]
# tmp[indINQ] = 1
# tmp = t2[i*m:(i+1)*m]
# tmp[indINQ] = 0
# if vv[i].domain is bool:
# t1[(n+i)*m:(n+i+1)*m] = 1
# t2[i*m:(i+1)*m] = 0
# else:
# t1[(n+i)*m:(n+i+1)*m] = t2[i*m:(i+1)*m] = r4[:, i]
LB[i], UB[i] = t1, t2
#### LB[i], UB[i] = T1[:, i], T2[:, i]
# sh1, sh2, inds = [], [], []
# for i in range(n):
# sh1+= arange((n+i)*m, (n+i+1)*m).tolist()
# inds += [i]*m
# sh2 += arange(i*m, (i+1)*m).tolist()
# sh1, sh2, inds = asdf(m, n)
# asdf2(T1, T2, r4, sh1, sh2, inds)
#domain = dict([(v, (T1[:, i], T2[:, i])) for i, v in enumerate(vv)])
domain = dict([(v, (LB[i], UB[i])) for i, v in enumerate(vv)])
domain = oopoint(domain, skipArrayCast = True)
domain.isMultiPoint = True
return domain
def func10(y, e, vv):
m, n = y.shape
LB = [[] for i in range(n)]
UB = [[] for i in range(n)]
r4 = (y + e) / 2
# TODO: remove the cycle
#T1, T2 = tile(y, (2*n,1)), tile(e, (2*n,1))
for i in range(n):
t1, t2 = tile(y[:, i], 2 * n), tile(e[:, i], 2 * n)
#t1, t2 = T1[:, i], T2[:, i]
#T1[(n+i)*m:(n+i+1)*m, i] = T2[i*m:(i+1)*m, i] = r4[:, i]
t1[(n + i) * m:(n + i + 1) * m] = t2[i * m:(i + 1) * m] = r4[:, i]
# if vv[i].domain is bool:
# indINQ = y[:, i] != e[:, i]
# tmp = t1[(n+i)*m:(n+i+1)*m]
# tmp[indINQ] = 1
# tmp = t2[i*m:(i+1)*m]
# tmp[indINQ] = 0
# if vv[i].domain is bool:
# t1[(n+i)*m:(n+i+1)*m] = 1
# t2[i*m:(i+1)*m] = 0
# else:
# t1[(n+i)*m:(n+i+1)*m] = t2[i*m:(i+1)*m] = r4[:, i]
LB[i], UB[i] = t1, t2
#### LB[i], UB[i] = T1[:, i], T2[:, i]
# sh1, sh2, inds = [], [], []
# for i in range(n):
# sh1+= arange((n+i)*m, (n+i+1)*m).tolist()
# inds += [i]*m
# sh2 += arange(i*m, (i+1)*m).tolist()
# sh1, sh2, inds = asdf(m, n)
# asdf2(T1, T2, r4, sh1, sh2, inds)
#domain = dict([(v, (T1[:, i], T2[:, i])) for i, v in enumerate(vv)])
domain = dict([(v, (LB[i], UB[i])) for i, v in enumerate(vv)])
domain = oopoint(domain, skipArrayCast=True)
domain.isMultiPoint = True
return domain
def setNonLinFuncsNumber(p, userFunctionType):
# userFunctionType should be 'f', 'c' or 'h'
args = getattr(p.args, userFunctionType)
fv = getattr(p.user, userFunctionType)
if p.isFDmodel:
from FuncDesigner import oopoint
X = oopoint(p._x0, maxDistributionSize = p.maxDistributionSize)
kwargs = {'Vars': p.freeVars, 'fixedVarsScheduleID':p._FDVarsID, 'fixedVars': p.fixedVars}
else:
X = p.x0
kwargs = {}
if len(fv) == 1: p.functype[userFunctionType] = 'single func'
if fv is None or (type(fv) in [list, tuple] and (len(fv)==0 or fv[0] is None)):
setattr(p, 'n'+userFunctionType, 0)
elif type(fv) in [list, tuple] and len(fv)>1:
# TODO: handle problems w/o x0, like GLP
number = 0
arr = []
for func in fv:
if isinstance(func, (list, tuple, set, ndarray)):
for elem in func:
number += asarray(elem(*(X,) + args)).size
else:
number += asarray(func(*(X,) + args)).size
arr.append(number)
if len(arr) < number: p.functype[userFunctionType] = 'block'
elif len(arr) > 1: p.functype[userFunctionType] = 'some funcs R^nvars -> R'
else: assert p.functype[userFunctionType] == 'single func'
setattr(p, 'n' + userFunctionType, number)
if p.functype[userFunctionType] == 'block':
setattr(p, 'arr_of_indexes_' + userFunctionType, array(arr)-1)
else:
if type(fv) in [list, tuple]: FV = fv[0]
else: FV = fv
tmp = FV(*(X, ) + args, **kwargs)
if p.isFDmodel:
#from FuncDesigner.baseClasses import Stochastic
#if isinstance(tmp, Stochastic):
if 'quantified' in dir(tmp):
p.err('''
Optimization problem objective and constraints cannot be of type Stochastic,
you can handle only functions on them like mean(X), std(X), var(X), P(X<Y) etc''')
setattr(p, 'n'+userFunctionType, \
sum([asarray(elem).size for elem in tmp]) if isinstance(tmp, (list, tuple)) else asarray(tmp).size)
def vector2point(x):
# x = asarray(x)
# if not str(x.dtype).startswith('float'):
# x = asfarray(x)
x = atleast_1d(x).copy()
if array_equal(x, p._FDtranslator['prevX']):
return p._FDtranslator['prevVal']
# without copy() ipopt and probably others can replace it by noise after closing
# r = oopoint(startDictData + \
# [(oov, x[oovar_indexes[i]:oovar_indexes[i+1]]) for i, oov in enumerate(freeVars)])
r = startDictData
tmp = [(oov, x[oovar_indexes[i]:oovar_indexes[i+1]] if oovar_indexes[i+1]-oovar_indexes[i]>1 else x[oovar_indexes[i]]) for i, oov in enumerate(freeVars)]
# for i, oov in enumerate(freeVars):
# #I, J = oovar_indexes[i], oovar_indexes[i+1]
# #r.append((oov, x[I] if J - I == 1 else x[I:J]))
# r.append((oov, x[oovar_indexes[i]:oovar_indexes[i+1]]))
r = oopoint(r+tmp, skipArrayCast = True)
r.maxDistributionSize = p.maxDistributionSize
p._FDtranslator['prevVal'] = r
p._FDtranslator['prevX'] = copy(x)
return r
def interalg_ODE_routine(p, solver):
isIP = p.probType == 'IP'
isODE = p.probType == 'ODE'
if isODE:
f, y0, t, r30, ftol = p.equations, p.x0, p.timeVariable, p.times, p.ftol
assert len(f) == 1, 'multiple ODE equations are unimplemented for FuncDesigner yet'
f = list(f.values())[0]
elif isIP:
assert p.n == 1 and p.__isNoMoreThanBoxBounded__()
f, y0, ftol = p.user.f[0], 0.0, p.ftol
if p.fTol is not None: ftol = p.fTol
t = list(f._getDep())[0]
r30 = p.domain[t]
p.iterfcn(p.point([nan]*p.n))
else:
p.err('incorrect prob type for interalg ODE routine')
eq_var = list(p._x0.keys())[0]
dataType = solver.dataType
if type(ftol) == int:
ftol = float(ftol) # e.g. someone set ftol = 1
# Currently ftol is scalar, in future it can be array of same length as timeArray
if len(r30) < 2:
p.err('length ot time array must be at least 2')
# if any(r30[1:] < r30[:-1]):
# p.err('currently interalg can handle only time arrays sorted is ascending order')
# if any(r30 < 0):
# p.err('currently interalg can handle only time arrays with positive values')
# if p.times[0] != 0:
# p.err('currently solver interalg requires times start from zero')
r37 = abs(r30[-1] - r30[0])
r28 = asarray(atleast_1d(r30[0]), dataType)
r29 = asarray(atleast_1d(r30[-1]), dataType)
storedr28 = []
r27 = []
r31 = []
r32 = []
r33 = ftol
F = 0.0
p._Residual = 0
# Main cycle
for itn in range(p.maxIter+1):
if r30[-1] > r30[0]:
mp = oopoint({t: [r28, r29]}, skipArrayCast = True)
else:
mp = oopoint({t: [r29, r28]}, skipArrayCast = True)
mp.isMultiPoint = True
delta_y = f.interval(mp, dataType)
if not all(delta_y.definiteRange):
p.err('''
solving ODE with interalg is implemented for definite (real) range only,
no NaN values in integrand are allowed''')
# TODO: perform check on NaNs
r34 = atleast_1d(delta_y.ub)
r35 = atleast_1d(delta_y.lb)
r36 = atleast_1d(r34 - r35 <= 0.95 * r33 / r37)
ind = where(r36)[0]
if isODE:
storedr28.append(r28[ind])
r27.append(r29[ind])
r31.append(r34[ind])
r32.append(r35[ind])
else:
assert isIP
F += 0.5 * sum((r29[ind]-r28[ind])*(r34[ind]+r35[ind]))
#p._Residual = p._residual + 0.5*sum((abs(r34) +abs(r35)) * (r29 - r28))
if ind.size != 0:
tmp = abs(r29[ind] - r28[ind])
Tmp = sum((r34[ind] - r35[ind]) * tmp)
r33 -= Tmp
if isIP: p._residual += Tmp
r37 -= sum(tmp)
ind = where(logical_not(r36))[0]
if ind.size == 0:
p.istop = 1000
p.msg = 'problem has been solved according to required tolerance'
break
# OLD
# for i in ind:
# t0, t1 = r28[i], r29[i]
# t_m = 0.5 * (t0+t1)
# newr28.append(t0)
# newr28.append(t_m)
# newr29.append(t_m)
# newr29.append(t1)
# NEW
r38, r39 = r28[ind], r29[ind]
r40 = 0.5 * (r38 + r39)
r28 = vstack((r38, r40)).flatten()
r29 = vstack((r40, r39)).flatten()
# !!! unestablished !!!
if isODE:
p.iterfcn(fk = r33/ftol)
elif isIP:
p.iterfcn(xk=array(nan), fk=F, rk = 0)
else:
p.err('bug in interalgODE.py')
if p.istop != 0 :
break
#print(itn, r28.size)
if isODE:
t0, t1, lb, ub = hstack(storedr28), hstack(r27), hstack(r32), hstack(r31)
ind = argsort(t0)
if r30[0] > r30[-1]:
ind = ind[::-1] # reverse
t0, t1, lb, ub = t0[ind], t1[ind], lb[ind], ub[ind]
lb, ub = y0+(lb*(t1-t0)).cumsum(), y0+(ub*(t1-t0)).cumsum()
#y_var = p._x0.keys()[0]
#p.xf = p.xk = 0.5*(lb+ub)
p.extras = {'startTimes': t0, 'endTimes': t1, eq_var:{'infinums': lb, 'supremums': ub}}
return t0, t1, lb, ub
elif isIP:
P = p.point([nan]*p.n)
P._f = F
P._mr = r33
P._mrName = 'None'
P._mrInd = 0
# p.xk = array([nan]*p.n)
# p.rk = r33
# p.fk = F
#p._Residual =
p.iterfcn(asarray([nan]*p.n), fk=F, rk=0)
else:
p.err('incorrect prob type in interalg ODE routine')
def interalg_ODE_routine(p, solver):
isIP = p.probType == 'IP'
isODE = p.probType == 'ODE'
if isODE:
f, y0, r30, ftol = p.equations, p.x0, p.times, p.ftol
assert len(
f
) == 1, 'multiple ODE equations are unimplemented for FuncDesigner yet'
f = list(f.values())[0]
t = list(f._getDep())[0]
elif isIP:
assert p.n == 1 and p.__isNoMoreThanBoxBounded__()
f, y0, ftol = p.user.f[0], 0.0, p.ftol
if p.fTol is not None: ftol = p.fTol
t = list(f._getDep())[0]
r30 = p.domain[t]
p.iterfcn(p.point([nan] * p.n))
else:
p.err('incorrect prob type for interalg ODE routine')
eq_var = list(p._x0.keys())[0]
dataType = solver.dataType
if type(ftol) == int:
ftol = float(ftol) # e.g. someone set ftol = 1
# Currently ftol is scalar, in future it can be array of same length as timeArray
if len(r30) < 2:
p.err('length ot time array must be at least 2')
# if any(r30[1:] < r30[:-1]):
# p.err('currently interalg can handle only time arrays sorted is ascending order')
# if any(r30 < 0):
# p.err('currently interalg can handle only time arrays with positive values')
# if p.times[0] != 0:
# p.err('currently solver interalg requires times start from zero')
r37 = abs(r30[-1] - r30[0])
# if len(r30) == 2:
# r30 = np.linspace(r30[0], r30[-1], 150)
r28 = asarray(atleast_1d(r30[:-1]), dataType)
r29 = asarray(atleast_1d(r30[1:]), dataType)
r20_store = array([], float)
r38_store = array([], float)
r39_store = array([], float)
maxActiveNodes = 150000 #solver.maxActiveNodes
storedr28 = []
r27 = []
r31 = []
r32 = []
r33 = ftol
F = 0.0
p._Residual = 0
# Main cycle
for itn in range(p.maxIter + 1):
p.extras['nNodes'].append(r28.size)
p.extras['nActiveNodes'].append(r28.size)
mp = oopoint({t: [r28, r29] if r30[-1] > r30[0] else [r29, r28]},
skipArrayCast=True)
mp.isMultiPoint = True
mp.dictOfFixedFuncs = p.dictOfFixedFuncs
mp.surf_preference = True
tmp = f.interval(mp, ia_surf_level=2 if isIP else 1)
if not all(tmp.definiteRange):
p.err('''
solving ODE and IP by interalg is implemented for definite (real) range only,
no NaN values in integrand are allowed''')
# TODO: perform check on NaNs
isBoundsurf = hasattr(tmp, 'resolve')
if isBoundsurf:
if isIP:
if tmp.level == 1:
#adjustr4WithDiscreteVariables(wr4, p)
cs = oopoint([(v, asarray(0.5 * (val[0] + val[1]),
dataType))
for v, val in mp.items()])
cs.dictOfFixedFuncs = p.dictOfFixedFuncs
r21, r22 = tmp.values(cs)
o, a = atleast_1d(r21), atleast_1d(r22)
r20 = a - o
approx_value = 0.5 * (a + o)
else:
assert tmp.level == 2
ts, te = r28, r29
A, B = (te**2 + te * ts + ts**2) / 3.0, 0.5 * (te + ts)
a, b, c = tmp.l.d2.get(t, 0.0), tmp.l.d.get(t,
0.0), tmp.l.c
val_l = a * A + b * B + c
a, b, c = tmp.u.d2.get(t, 0.0), tmp.u.d.get(t,
0.0), tmp.u.c
val_u = a * A + b * B + c
r20 = val_u - val_l
approx_value = 0.5 * (val_l + val_u)
# import pylab, numpy
# xx = numpy.linspace(-1, 0, 1000)
# pylab.plot(xx, tmp.l.d2.get(t, 0.0)[1]*xx**2+ tmp.l.d.get(t, 0.0)[1]*xx+ tmp.l.c[1], 'r')
# pylab.plot(xx, tmp.u.d2.get(t, 0.0)[1]*xx**2+ tmp.u.d.get(t, 0.0)[1]*xx+ tmp.u.c[1], 'b')
# pylab.grid()
# pylab.show()
elif isODE:
l, u = tmp.l, tmp.u
assert len(l.d) <= 1 and len(u.d) <= 1 # at most time variable
l_koeffs, u_koeffs = l.d.get(t, 0.0), u.d.get(t, 0.0)
l_c, u_c = l.c, u.c
# dT = r29 - r28 if r30[-1] > r30[0] else r28 - r29
ends = oopoint([(v, asarray(val[1], dataType))
for v, val in mp.items()])
ends.dictOfFixedFuncs = p.dictOfFixedFuncs
ends_L, ends_U = tmp.values(ends)
starts = oopoint([(v, asarray(val[0], dataType))
for v, val in mp.items()])
starts.dictOfFixedFuncs = p.dictOfFixedFuncs
starts_L, starts_U = tmp.values(starts)
# o, a = atleast_1d(r21), atleast_1d(r22)
o, a = tmp.resolve()[0]
# r20 = 0.5 * u_koeffs * dT + u_c - (0.5 * l_koeffs * dT + l_c)
r20_end = 0.5 * (ends_U - ends_L)
r20_start = 0.5 * (starts_U - starts_L)
r20 = where(r20_end > r20_start, r20_end, r20_start)
# r20 = 0.5 * u_koeffs * dT ** 2 + u_c * dT - (0.5 * l_koeffs * dT ** 2 + l_c * dT)
# r20 = 0.5*u_koeffs * dT + u_c - ( 0.5*l_koeffs * dT + l_c)
# o = 0.5*l_koeffs * dT + l_c
# a = 0.5*u_koeffs * dT + u_c
#assert 0, 'unimplemented'
else:
assert 0
else:
o, a = atleast_1d(tmp.lb), atleast_1d(tmp.ub)
ends_L = starts_L = o
ends_U = starts_U = a
r20 = a - o
approx_value = 0.5 * (a + o)
if isODE:
r36 = atleast_1d(r20 <= 0.95 * r33)
r36 = np.logical_and(r36, r20 < ftol)
r36 = np.logical_and(r36, a - o < ftol)
# else:
# r36 = atleast_1d(r20 <= 0.95 * r33 / r37)
if isODE and isBoundsurf:
d = r37 #if not isODE or not isBoundsurf else len(r28)
r36 = np.logical_and(atleast_1d(r20_end <= 0.95 * r33 / d),
atleast_1d(r20_start <= 0.95 * r33 / d))
r36 &= atleast_1d(r20_end <= ftol)
r36 &= atleast_1d(r20_start <= ftol)
else:
r36 = atleast_1d(r20 <= 0.95 * r33 / r37)
# r36 = np.logical_and(r36, r20 < ftol)
# r36 = np.logical_and(r36, a-o < ftol)
ind = where(r36)[0]
if isODE:
storedr28.append(r28[ind])
r27.append(r29[ind])
r31.append(a[ind])
r32.append(o[ind])
# r31.append(ends_U[ind])
# r32.append(ends_L[ind])
else:
assert isIP
#F += 0.5 * sum((r29[ind]-r28[ind])*(a[ind]+o[ind]))
F += sum((r29[ind] - r28[ind]) * approx_value[ind])
if ind.size != 0:
tmp = abs(r29[ind] - r28[ind])
Tmp = sum(r20[ind] *
tmp) #if not isODE or not isBoundsurf else sum(r20[ind])
r33 -= Tmp
if isIP: p._residual += Tmp
r37 -= sum(tmp)
ind = where(logical_not(r36))[0]
if 1: #new
if ind.size == 0 and r20_store.size == 0:
p.istop = 1000
p.msg = 'problem has been solved according to required user-defined accuracy %0.1g' % ftol
break
if ind.size != 0:
# TODO: use merge sorted lists
if r20_store.size != 0:
r20_store = hstack(
(r20_store, r20[ind] * abs(r29[ind] - r28[ind])))
r38_store = hstack((r38_store, r28[ind]))
r39_store = hstack((r39_store, r29[ind]))
else:
r20_store = r20[ind] * abs(r29[ind] - r28[ind])
r38_store, r39_store = r28[ind], r29[ind]
ind_a = argsort(r20_store)
r20_store = r20_store[ind_a]
r38_store = r38_store[ind_a]
r39_store = r39_store[ind_a]
r38_store, r38 = r38_store[:-maxActiveNodes], r38_store[
-maxActiveNodes:]
r39_store, r39 = r39_store[:-maxActiveNodes], r39_store[
-maxActiveNodes:]
r20_store = r20_store[:-maxActiveNodes]
r40 = 0.5 * (r38 + r39)
r28 = vstack((r38, r40)).flatten()
r29 = vstack((r40, r39)).flatten()
else:
if ind.size == 0:
p.istop = 1000
p.msg = 'problem has been solved according to required user-defined accuracy %0.1g' % ftol
break
r38, r39 = r28[ind], r29[ind]
r40 = 0.5 * (r38 + r39)
r28 = vstack((r38, r40)).flatten()
r29 = vstack((r40, r39)).flatten()
# !!! unestablished !!!
if isODE:
p.iterfcn(fk=r33 / ftol)
elif isIP:
p.iterfcn(xk=array(nan), fk=F, rk=ftol - r33)
else:
p.err('bug in interalgODE.py')
if p.istop != 0:
break
#print(itn, r28.size)
if isODE:
t0, t1, lb, ub = hstack(storedr28), hstack(r27), hstack(r32), hstack(
r31)
ind = argsort(t0)
if r30[0] > r30[-1]:
ind = ind[::-1] # reverse
t0, t1, lb, ub = t0[ind], t1[ind], lb[ind], ub[ind]
lb, ub = hstack((y0, y0 + (lb * (t1 - t0)).cumsum())), hstack(
(y0, y0 + (ub * (t1 - t0)).cumsum()))
#y_var = p._x0.keys()[0]
#p.xf = p.xk = 0.5*(lb+ub)
p.extras = {
'startTimes': t0,
'endTimes': t1,
eq_var: {
'infinums': lb,
'supremums': ub
}
}
return t0, t1, lb, ub
elif isIP:
P = p.point([nan] * p.n)
P._f = F
P._mr = ftol - r33
P._mrName = 'None'
P._mrInd = 0
# p.xk = array([nan]*p.n)
# p.rk = r33
# p.fk = F
#p._Residual =
p.iterfcn(asarray([nan] * p.n), fk=F, rk=ftol - r33)
else:
p.err('incorrect prob type in interalg ODE routine')
def getr4Values(vv, y, e, tnlh, func, C, contol, dataType, p, fo=inf):
#print where(y), where(e!=1)
n = y.shape[1]
# TODO: rework it wrt nlh
#cs = dict([(key, asarray((val[0]+val[1])/2, dataType)) for key, val in domain.items()])
wr4_0 = (y + e) / 2
if tnlh is None: # or p.probType =='MOP':
wr4 = wr4_0
else:
tnlh = tnlh.copy()
tnlh[atleast_1d(tnlh < 1e-300)] = 1e-300 # to prevent division by zero
tnlh[atleast_1d(isnan(tnlh))] = inf #- check it!
tnlh_l_inv, tnlh_u_inv = 1.0 / tnlh[:, :n], 1.0 / tnlh[:, n:]
wr4 = (y * tnlh_l_inv + e * tnlh_u_inv) / (tnlh_l_inv + tnlh_u_inv)
ind = tnlh_l_inv == tnlh_u_inv # especially important for tnlh_l_inv == tnlh_u_inv = 0
wr4[ind] = (y[ind] + e[ind]) / 2
wr4_1 = (wr4 + wr4_0) / 2
wr4 = vstack((wr4, wr4_0, wr4_1))
adjustr4WithDiscreteVariables(wr4, p)
cs = dict([(oovar, asarray(wr4[:, i], dataType))
for i, oovar in enumerate(vv)])
cs = oopoint(cs, skipArrayCast=True)
cs.isMultiPoint = True
cs.update(p.dictOfFixedFuncs)
m = wr4.shape[0]
kw = {
'Vars': p.freeVars
} if p.freeVars is None or (p.fixedVars is not None
and len(p.freeVars) < len(p.fixedVars)) else {
'fixedVars': p.fixedVars
}
kw['fixedVarsScheduleID'] = p._FDVarsID
if len(C) != 0:
r15 = empty(m, bool)
r15.fill(True)
for _c, f, r16, r17 in C:
c = f(cs, **kw)
ind = logical_and(
c >= r16, c <= r17
) # here r16 and r17 are already shifted by required tolerance
r15 = logical_and(r15, ind)
else:
r15 = True
isMOP = p.probType == 'MOP'
if not any(r15):
F = empty(m, dataType)
F.fill(2**31 - 2 if dataType in (int16, int32, int64, int) else nan)
if isMOP:
FF = [F for k in range(p.nf)]
elif all(r15):
if isMOP:
FF = [fun(cs, **kw) for fun in func]
else:
F = func(cs, **kw) if func is not None else zeros(
m) # func is None for SNLE
else:
#cs = dict([(oovar, (y[r15, i] + e[r15, i])/2) for i, oovar in enumerate(vv)])
#cs = ooPoint(cs, skipArrayCast = True)
#cs.isMultiPoint = True
if isMOP:
FF = []
for fun in func:
tmp = fun(cs, **kw)
F = empty(m, dataType)
F.fill(2**31 - 15 if dataType in (int16, int32, int64,
int) else nan)
F[r15] = tmp[r15]
FF.append(F)
else:
tmp = asarray(func(cs, **
kw), dataType) if func is not None else zeros(
m) # func is None for SNLE
F = empty(m, dataType)
F.fill(2**31 - 15 if dataType in (int16, int32, int64,
int) else nan)
F[r15] = tmp[r15]
if isMOP:
return array(FF).T.reshape(m, len(func)).tolist(), wr4.tolist()
else:
return atleast_1d(F), wr4
def __solver__(self, p):
isMOP = p.probType == 'MOP'
if isMOP:
from interalgMOP import r14MOP
#isOpt = p.probType in ['NLP', 'NSP', 'GLP', 'MINLP']
isODE = p.probType == 'ODE'
isSNLE = p.probType in ('NLSP', 'SNLE')
if not p.__isFiniteBoxBounded__() and not isODE:
p.err('''
solver %s requires finite lb, ub:
lb <= x <= ub
(you can use "implicitBoounds")
''' % self.__name__)
# if p.fixedVars is not None:
# p.err('solver %s cannot handle FuncDesigner problems with some variables declared as fixed' % self.__name__)
if p.probType in ('LP', 'MILP'):
p.err("the solver can't handle problems of type " + p.probType)
if not p.isFDmodel:
p.err('solver %s can handle only FuncDesigner problems' %
self.__name__)
dataType = self.dataType
if type(dataType) == str:
if not hasattr(np, dataType):
p.pWarn(
'your architecture has no type "%s", float64 will be used instead'
% dataType)
dataType = 'float64'
dataType = getattr(np, dataType)
self.dataType = dataType
isIP = p.probType == 'IP'
if isIP:
pb = r14IP
p._F = asarray(0, self.dataType)
p._residual = 0.0
f_int = p.user.f[0].interval(p.domain, self.dataType)
p._r0 = prod(p.ub - p.lb) * (f_int.ub - f_int.lb)
p._volume = 0.0
p.kernelIterFuncs.pop(IS_NAN_IN_X)
elif isMOP:
pb = r14MOP
else:
pb = r14
for val in p._x0.values():
if isinstance(val, (list, tuple, np.ndarray)) and len(val) > 1:
p.pWarn('''
solver %s currently can handle only single-element variables,
use oovars(n) instead of oovar(size=n),
elseware correct result is not guaranteed
''' % self.__name__)
vv = list(p._freeVarsList)
x0 = dict([(v, p._x0[v]) for v in vv])
for val in x0.values():
if isinstance(val, (list, tuple, np.ndarray)) and len(val) > 1:
p.err('''
solver %s currently can handle only single-element variables,
use oovars(n) instead of oovar(size=n)''' % self.__name__)
point = p.point
p.kernelIterFuncs.pop(SMALL_DELTA_X, None)
p.kernelIterFuncs.pop(SMALL_DELTA_F, None)
p.kernelIterFuncs.pop(MAX_NON_SUCCESS, None)
if not bottleneck_is_present and not isODE:
p.pWarn('''
installation of Python module "bottleneck"
(http://berkeleyanalytics.com/bottleneck,
available via easy_install, takes several minutes for compilation)
could speedup the solver %s''' % self.__name__)
n = p.n
maxSolutions = p.maxSolutions
if maxSolutions == 0: maxSolutions = 10**50
if maxSolutions != 1 and p.fEnough != -np.inf:
p.warn('''
using the solver interalg with non-single solutions mode
is not ajusted with fEnough stop criterium yet, it will be omitted
''')
p.kernelIterFuncs.pop(FVAL_IS_ENOUGH)
nNodes = []
p.extras['nNodes'] = nNodes
nActiveNodes = []
p.extras['nActiveNodes'] = nActiveNodes
Solutions = Solution()
Solutions.maxNum = maxSolutions
Solutions.solutions = []
Solutions.coords = np.array([]).reshape(0, n)
p.solutions = Solutions
lb, ub = asarray(p.lb, dataType).copy(), asarray(p.ub, dataType).copy()
fTol = p.fTol
if isIP or isODE:
if p.ftol is None:
if fTol is not None:
p.ftol = fTol
else:
p.err(
'interalg requires user-supplied ftol (required precision)'
)
if fTol is None: fTol = p.ftol
elif fTol != p.ftol:
p.err('you have provided both ftol and fTol')
if fTol is None and not isMOP: # TODO: require tols for MOP
fTol = 1e-7
p.warn(
'solver %s require p.fTol value (required objective function tolerance); 10^-7 will be used'
% self.__name__)
xRecord = 0.5 * (lb + ub)
adjustr4WithDiscreteVariables(xRecord.reshape(1, -1), p)
r40 = np.inf
y = lb.reshape(1, -1)
e = ub.reshape(1, -1)
r41 = np.inf
# TODO: maybe rework it, especially for constrained case
fStart = self.fStart
# TODO: remove it after proper SNLE handling implementation
if isSNLE:
r41 = 0.0
# asdf1 = None
eqs = [fd_abs(elem) for elem in p.user.f]
asdf1 = fd_sum(eqs)
# TODO: check it, for reducing calculations
#C.update([elem == 0 for elem in p.user.f])
elif isMOP:
asdf1 = p.user.f
Solutions.F = []
if point(p.x0).isFeas(altLinInEq=False):
Solutions.solutions.append(p.x0.copy())
Solutions.coords = asarray(Solutions.solutions)
Solutions.F.append(p.f(p.x0))
p._solutions = Solutions
elif not isODE:
asdf1 = p.user.f[0]
#if p.fOpt is not None: fOpt = p.fOpt
if p.goal in ('max', 'maximum'):
asdf1 = -asdf1
if p.fOpt is not None:
p.fOpt = -p.fOpt
if fStart is not None and fStart < r40:
r41 = fStart
for X0 in [point(xRecord), point(p.x0)]:
if X0.isFeas(altLinInEq=False) and X0.f() < r40:
r40 = X0.f()
if p.isFeas(p.x0):
tmp = asdf1(p._x0)
if tmp < r41:
r41 = tmp
if p.fOpt is not None:
if p.fOpt > r41:
p.warn('user-provided fOpt seems to be incorrect, ')
r41 = p.fOpt
# if isSNLE:
# if self.dataHandling == 'raw':
# p.pWarn('''
# this interalg data handling approach ("%s")
# is unimplemented for SNLE yet, dropping to "sorted"'''%self.dataHandling)
#
# # handles 'auto' as well
# self.dataHandling ='sorted'
domain = oopoint([(v, [p.lb[i], p.ub[i]]) for i, v in enumerate(vv)],
skipArrayCast=True)
domain.dictOfFixedFuncs = p.dictOfFixedFuncs
#from FuncDesigner.ooFun import BooleanOOFun, SmoothFDConstraint
if self.dataHandling == 'auto':
if isIP or isODE:
self.dataHandling = 'sorted'
elif isMOP or p.hasLogicalConstraints:
self.dataHandling = 'raw'
else:
r = p.user.f[0].interval(domain, self.dataType)
M = np.max((np.max(np.atleast_1d(np.abs(r.lb))),
np.max(np.atleast_1d(np.abs(r.ub)))))
for (
c, func, lb, ub, tol
) in p._FD.nonBoxCons: #[Elem[1] for Elem in p._FD.nonBoxCons]:
# !!!!!!!!!!!!!!!!!!!! check it - mb 2nd condition is incorrect
#if isinstance(c, BooleanOOFun) and not isinstance(c, SmoothFDConstraint): continue
if hasattr(c, '_unnamedBooleanOOFunNumber'):
continue
r = func.interval(domain, self.dataType)
M = np.max((M, np.max(np.atleast_1d(np.abs(r.lb)))))
M = np.max((M, np.max(np.atleast_1d(np.abs(r.ub)))))
self.dataHandling = 'raw' if M < 1e5 else 'sorted'
#self.dataHandling = 'sorted' if isIP or (p.__isNoMoreThanBoxBounded__() and n < 50) else 'raw'
# TODO: is it required yet?
if not isMOP and not p.hasLogicalConstraints:
p._isOnlyBoxBounded = p.__isNoMoreThanBoxBounded__()
if isODE or (asdf1.isUncycled and p._isOnlyBoxBounded and np.all(
np.isfinite(p.user.f[0].interval(domain).lb))):
#maxNodes = 1
self.dataHandling = 'sorted'
if self.dataHandling == 'sorted' and p.hasLogicalConstraints:
p.warn(
"interalg: for general logical constraints only dataHandling='raw' mode works"
)
self.dataHandling = 'raw'
self.maxActiveNodes = int(self.maxActiveNodes)
# if self.maxActiveNodes < 2:
# p.warn('maxActiveNodes should be at least 2 while you have provided %d. Setting it to 2.' % self.maxActiveNodes)
self.maxNodes = int(self.maxNodes)
_in = np.array([], object)
g = np.inf
C = p._FD.nonBoxConsWithTolShift
C0 = p._FD.nonBoxCons
# if isOpt:
# r = []
# for (elem, lb, ub, tol) in C0:
# if tol == 0: tol = p.contol
# if lb == ub:
# r.append(fd_max((fd_abs(elem-lb)-tol, 0)) * (fTol/tol))
# elif lb == -inf:
# r.append(fd_max((0, elem-ub-tol)) * (fTol/tol))
# elif ub == inf:
# r.append(fd_max((0, lb-elem-tol)) * (fTol/tol))
# else:
# p.err('finite box constraints are unimplemented for interalg yet')
#p._cons_obj = 1e100 * fd_sum(r) if len(r) != 0 else None
#p._cons_obj = fd_sum(r) if len(r) != 0 else None
if isSNLE:
C += [(elem == 0, elem, -(elem.tol if elem.tol != 0 else p.ftol),
(elem.tol if elem.tol != 0 else p.ftol))
for elem in p.user.f]
C0 += [(elem == 0, elem, 0, 0,
(elem.tol if elem.tol != 0 else p.ftol))
for elem in p.user.f]
# TODO: hanlde fixed variables here
varTols = p.variableTolerances
if Solutions.maxNum != 1:
if not isSNLE:
p.err('''
"search several solutions" mode is unimplemented
for the prob type %s yet''' % p.probType)
if any(varTols == 0):
p.err('''
for the mode "search all solutions"
you have to provide all non-zero tolerances
for each variable (oovar)
''')
pnc = 0
an = []
maxNodes = self.maxNodes
# TODO: change for constrained probs
_s = atleast_1d(inf)
if isODE or (isIP and p.n == 1):
interalg_ODE_routine(p, self)
return
while 1:
if len(C0) != 0:
y, e, nlhc, residual, definiteRange, indT, _s = processConstraints(
C0, y, e, _s, p, dataType)
else:
nlhc, residual, definiteRange, indT = None, None, True, None
if y.size != 0:
an, g, fo, _s, Solutions, xRecord, r41, r40 = \
pb(p, nlhc, residual, definiteRange, y, e, vv, asdf1, C, r40, g, \
nNodes, r41, fTol, Solutions, varTols, _in, \
dataType, maxNodes, _s, indT, xRecord)
if _s is None:
break
else:
an = _in
fo = 0.0 if isSNLE or isMOP else min(
(r41, r40 - (fTol if Solutions.maxNum == 1 else 0.0)))
pnc = max((len(np.atleast_1d(an)), pnc))
if isIP:
y, e, _in, _s = \
func12(an, self.maxActiveNodes, p, Solutions, vv, varTols, np.inf)
else:
y, e, _in, _s = \
func12(an, self.maxActiveNodes, p, Solutions, vv, varTols, fo)
nActiveNodes.append(y.shape[0] / 2)
if y.size == 0:
if len(Solutions.coords) > 1:
p.istop, p.msg = 1001, 'all solutions have been obtained'
else:
p.istop, p.msg = 1000, 'solution has been obtained'
break
############# End of main cycle ###############
if not isSNLE and not isIP and not isMOP:
if p._bestPoint.betterThan(p.point(p.xk)):
p.iterfcn(p._bestPoint)
else:
p.iterfcn(p.xk)
ff = p.fk # ff may be not assigned yet
# ff = p._bestPoint.f()
# p.xk = p._bestPoint.x
if isIP:
p.xk = np.array([np.nan] * p.n)
p.rk = p._residual
p.fk = p._F
isFeas = len(Solutions.F) != 0 if isMOP else p.isFeas(
p.xk) if not isIP else p.rk < fTol
if not isFeas and p.istop > 0:
p.istop, p.msg = -1000, 'no feasible solution has been obtained'
o = asarray([t.o for t in an])
if o.size != 0:
g = nanmin([nanmin(o), g])
if not isMOP:
p.extras['isRequiredPrecisionReached'] = \
True if ff - g < fTol and isFeas else False
# and (k is False or (isSNLE and (p._nObtainedSolutions >= maxSolutions or maxSolutions==1)))
if not isMOP and not p.extras[
'isRequiredPrecisionReached'] and p.istop > 0:
p.istop = -1
p.msg = 'required precision is not guarantied'
# TODO: simplify it
if not isMOP:
tmp = [
nanmin(np.hstack((ff, g, o.flatten()))),
np.asscalar(np.array(ff))
]
if p.goal in ['max', 'maximum']: tmp = (-tmp[1], -tmp[0])
p.extras[
'extremumBounds'] = tmp if not isIP else 'unimplemented for IP yet'
p.solutions = [p._vector2point(s) for s in Solutions.coords] if not isMOP else \
MOPsolutions([p._vector2point(s) for s in Solutions.coords])
if isMOP:
for i, s in enumerate(p.solutions):
s.useAsMutable = True
for j, goal in enumerate(p.user.f):
s[goal] = Solutions.F[i][j]
s.useAsMutable = False
p.solutions.values = np.asarray(Solutions.F)
p.solutions.coords = Solutions.coords
if not isMOP and p.maxSolutions == 1: delattr(p, 'solutions')
if isSNLE and p.maxSolutions != 1:
for v in p._categoricalVars:
for elem in r.solutions:
elem.useAsMutable = True
elem[v] = v.aux_domain[elem[v]]
elem.useAsMutable = False
if p.iprint >= 0 and not isMOP:
# s = 'Solution with required tolerance %0.1e \n is%s guarantied (obtained precision: %0.1e)' \
# %(fTol, '' if p.extras['isRequiredPrecisionReached'] else ' NOT', tmp[1]-tmp[0])
s = 'Solution with required tolerance %0.1e \n is%s guarantied' \
%(fTol, '' if p.extras['isRequiredPrecisionReached'] else ' NOT')
if not isIP and p.maxSolutions == 1:
s += ' (obtained precision: %0.1e)' % np.abs(tmp[1] - tmp[0])
if not p.extras[
'isRequiredPrecisionReached'] and pnc == self.maxNodes:
s += '\nincrease maxNodes (current value %d)' % self.maxNodes
p.info(s)
def __solver__(self, p):
isMOP = p.probType == 'MOP'
if isMOP:
from interalgMOP import r14MOP
#isOpt = p.probType in ['NLP', 'NSP', 'GLP', 'MINLP']
isODE = p.probType == 'ODE'
isSNLE = p.probType in ('NLSP', 'SNLE')
if not p.__isFiniteBoxBounded__() and not isODE:
p.err('''
solver %s requires finite lb, ub:
lb <= x <= ub
(you can use "implicitBoounds")
''' % self.__name__)
# if p.fixedVars is not None:
# p.err('solver %s cannot handle FuncDesigner problems with some variables declared as fixed' % self.__name__)
if p.probType in ('LP', 'MILP'):
p.err("the solver can't handle problems of type " + p.probType)
if not p.isFDmodel:
p.err('solver %s can handle only FuncDesigner problems' % self.__name__)
dataType = self.dataType
if type(dataType) == str:
if not hasattr(np, dataType):
p.pWarn('your architecture has no type "%s", float64 will be used instead' % dataType)
dataType = 'float64'
dataType = getattr(np, dataType)
self.dataType = dataType
isIP = p.probType == 'IP'
if isIP:
pb = r14IP
p._F = asarray(0, self.dataType)
p._residual = 0.0
f_int = p.user.f[0].interval(p.domain, self.dataType)
p._r0 = prod(p.ub-p.lb) * (f_int.ub - f_int.lb)
p._volume = 0.0
p.kernelIterFuncs.pop(IS_NAN_IN_X)
elif isMOP:
pb = r14MOP
else:
pb = r14
for val in p._x0.values():
if isinstance(val, (list, tuple, np.ndarray)) and len(val) > 1:
p.pWarn('''
solver %s currently can handle only single-element variables,
use oovars(n) instead of oovar(size=n),
elseware correct result is not guaranteed
'''% self.__name__)
vv = list(p._freeVarsList)
x0 = dict([(v, p._x0[v]) for v in vv])
for val in x0.values():
if isinstance(val, (list, tuple, np.ndarray)) and len(val) > 1:
p.err('''
solver %s currently can handle only single-element variables,
use oovars(n) instead of oovar(size=n)'''% self.__name__)
point = p.point
p.kernelIterFuncs.pop(SMALL_DELTA_X, None)
p.kernelIterFuncs.pop(SMALL_DELTA_F, None)
p.kernelIterFuncs.pop(MAX_NON_SUCCESS, None)
if not bottleneck_is_present and not isODE:
p.pWarn('''
installation of Python module "bottleneck"
(http://berkeleyanalytics.com/bottleneck,
available via easy_install, takes several minutes for compilation)
could speedup the solver %s''' % self.__name__)
n = p.n
maxSolutions = p.maxSolutions
if maxSolutions == 0: maxSolutions = 10**50
if maxSolutions != 1 and p.fEnough != -np.inf:
p.warn('''
using the solver interalg with non-single solutions mode
is not ajusted with fEnough stop criterium yet, it will be omitted
''')
p.kernelIterFuncs.pop(FVAL_IS_ENOUGH)
nNodes = []
p.extras['nNodes'] = nNodes
nActiveNodes = []
p.extras['nActiveNodes'] = nActiveNodes
Solutions = Solution()
Solutions.maxNum = maxSolutions
Solutions.solutions = []
Solutions.coords = np.array([]).reshape(0, n)
p.solutions = Solutions
lb, ub = asarray(p.lb, dataType).copy(), asarray(p.ub, dataType).copy()
fTol = p.fTol
if isIP or isODE:
if p.ftol is None:
if fTol is not None:
p.ftol = fTol
else:
p.err('interalg requires user-supplied ftol (required precision)')
if fTol is None: fTol = p.ftol
elif fTol != p.ftol:
p.err('you have provided both ftol and fTol')
if fTol is None and not isMOP: # TODO: require tols for MOP
fTol = 1e-7
p.warn('solver %s require p.fTol value (required objective function tolerance); 10^-7 will be used' % self.__name__)
xRecord = 0.5 * (lb + ub)
adjustr4WithDiscreteVariables(xRecord.reshape(1, -1), p)
r40 = np.inf
y = lb.reshape(1, -1)
e = ub.reshape(1, -1)
r41 = np.inf
# TODO: maybe rework it, especially for constrained case
fStart = self.fStart
# TODO: remove it after proper SNLE handling implementation
if isSNLE:
r41 = 0.0
# asdf1 = None
eqs = [fd_abs(elem) for elem in p.user.f]
asdf1 = fd_sum(eqs)
# TODO: check it, for reducing calculations
#C.update([elem == 0 for elem in p.user.f])
elif isMOP:
asdf1 = p.user.f
Solutions.F = []
if point(p.x0).isFeas(altLinInEq=False):
Solutions.solutions.append(p.x0.copy())
Solutions.coords = asarray(Solutions.solutions)
Solutions.F.append(p.f(p.x0))
p._solutions = Solutions
elif not isODE:
asdf1 = p.user.f[0]
#if p.fOpt is not None: fOpt = p.fOpt
if p.goal in ('max', 'maximum'):
asdf1 = -asdf1
if p.fOpt is not None:
p.fOpt = -p.fOpt
if fStart is not None and fStart < r40:
r41 = fStart
for X0 in [point(xRecord), point(p.x0)]:
if X0.isFeas(altLinInEq=False) and X0.f() < r40:
r40 = X0.f()
if p.isFeas(p.x0):
tmp = asdf1(p._x0)
if tmp < r41:
r41 = tmp
if p.fOpt is not None:
if p.fOpt > r41:
p.warn('user-provided fOpt seems to be incorrect, ')
r41 = p.fOpt
# if isSNLE:
# if self.dataHandling == 'raw':
# p.pWarn('''
# this interalg data handling approach ("%s")
# is unimplemented for SNLE yet, dropping to "sorted"'''%self.dataHandling)
#
# # handles 'auto' as well
# self.dataHandling ='sorted'
domain = oopoint([(v, [p.lb[i], p.ub[i]]) for i, v in enumerate(vv)], skipArrayCast=True)
domain.dictOfFixedFuncs = p.dictOfFixedFuncs
#from FuncDesigner.ooFun import BooleanOOFun, SmoothFDConstraint
if self.dataHandling == 'auto':
if isIP or isODE:
self.dataHandling = 'sorted'
elif isMOP or p.hasLogicalConstraints:
self.dataHandling = 'raw'
else:
r = p.user.f[0].interval(domain, self.dataType)
M = np.max((np.max(np.atleast_1d(np.abs(r.lb))), np.max(np.atleast_1d(np.abs(r.ub)))))
for (c, func, lb, ub, tol) in p._FD.nonBoxCons:#[Elem[1] for Elem in p._FD.nonBoxCons]:
# !!!!!!!!!!!!!!!!!!!! check it - mb 2nd condition is incorrect
#if isinstance(c, BooleanOOFun) and not isinstance(c, SmoothFDConstraint): continue
if hasattr(c,'_unnamedBooleanOOFunNumber'):
continue
r = func.interval(domain, self.dataType)
M = np.max((M, np.max(np.atleast_1d(np.abs(r.lb)))))
M = np.max((M, np.max(np.atleast_1d(np.abs(r.ub)))))
self.dataHandling = 'raw' if M < 1e5 else 'sorted'
#self.dataHandling = 'sorted' if isIP or (p.__isNoMoreThanBoxBounded__() and n < 50) else 'raw'
# TODO: is it required yet?
if not isMOP and not p.hasLogicalConstraints:
p._isOnlyBoxBounded = p.__isNoMoreThanBoxBounded__()
if isODE or (asdf1.isUncycled and p._isOnlyBoxBounded and np.all(np.isfinite(p.user.f[0].interval(domain).lb))):
#maxNodes = 1
self.dataHandling = 'sorted'
if self.dataHandling == 'sorted' and p.hasLogicalConstraints:
p.warn("interalg: for general logical constraints only dataHandling='raw' mode works")
self.dataHandling = 'raw'
self.maxActiveNodes = int(self.maxActiveNodes)
# if self.maxActiveNodes < 2:
# p.warn('maxActiveNodes should be at least 2 while you have provided %d. Setting it to 2.' % self.maxActiveNodes)
self.maxNodes = int(self.maxNodes)
_in = np.array([], object)
g = np.inf
C = p._FD.nonBoxConsWithTolShift
C0 = p._FD.nonBoxCons
# if isOpt:
# r = []
# for (elem, lb, ub, tol) in C0:
# if tol == 0: tol = p.contol
# if lb == ub:
# r.append(fd_max((fd_abs(elem-lb)-tol, 0)) * (fTol/tol))
# elif lb == -inf:
# r.append(fd_max((0, elem-ub-tol)) * (fTol/tol))
# elif ub == inf:
# r.append(fd_max((0, lb-elem-tol)) * (fTol/tol))
# else:
# p.err('finite box constraints are unimplemented for interalg yet')
#p._cons_obj = 1e100 * fd_sum(r) if len(r) != 0 else None
#p._cons_obj = fd_sum(r) if len(r) != 0 else None
if isSNLE:
C += [(elem==0, elem, -(elem.tol if elem.tol != 0 else p.ftol), (elem.tol if elem.tol != 0 else p.ftol)) for elem in p.user.f]
C0 += [(elem==0, elem, 0, 0, (elem.tol if elem.tol != 0 else p.ftol)) for elem in p.user.f]
# TODO: hanlde fixed variables here
varTols = p.variableTolerances
if Solutions.maxNum != 1:
if not isSNLE:
p.err('''
"search several solutions" mode is unimplemented
for the prob type %s yet''' % p.probType)
if any(varTols == 0):
p.err('''
for the mode "search all solutions"
you have to provide all non-zero tolerances
for each variable (oovar)
''')
pnc = 0
an = []
maxNodes = self.maxNodes
# TODO: change for constrained probs
_s = atleast_1d(inf)
if isODE or (isIP and p.n == 1):
interalg_ODE_routine(p, self)
return
while 1:
if len(C0) != 0:
y, e, nlhc, residual, definiteRange, indT, _s = processConstraints(C0, y, e, _s, p, dataType)
else:
nlhc, residual, definiteRange, indT = None, None, True, None
if y.size != 0:
an, g, fo, _s, Solutions, xRecord, r41, r40 = \
pb(p, nlhc, residual, definiteRange, y, e, vv, asdf1, C, r40, g, \
nNodes, r41, fTol, Solutions, varTols, _in, \
dataType, maxNodes, _s, indT, xRecord)
if _s is None:
break
else:
an = _in
fo = 0.0 if isSNLE or isMOP else min((r41, r40 - (fTol if Solutions.maxNum == 1 else 0.0)))
pnc = max((len(np.atleast_1d(an)), pnc))
if isIP:
y, e, _in, _s = \
func12(an, self.maxActiveNodes, p, Solutions, vv, varTols, np.inf)
else:
y, e, _in, _s = \
func12(an, self.maxActiveNodes, p, Solutions, vv, varTols, fo)
nActiveNodes.append(y.shape[0]/2)
if y.size == 0:
if len(Solutions.coords) > 1:
p.istop, p.msg = 1001, 'all solutions have been obtained'
else:
p.istop, p.msg = 1000, 'solution has been obtained'
break
############# End of main cycle ###############
if not isSNLE and not isIP and not isMOP:
if p._bestPoint.betterThan(p.point(p.xk)):
p.iterfcn(p._bestPoint)
else:
p.iterfcn(p.xk)
ff = p.fk # ff may be not assigned yet
# ff = p._bestPoint.f()
# p.xk = p._bestPoint.x
if isIP:
p.xk = np.array([np.nan]*p.n)
p.rk = p._residual
p.fk = p._F
isFeas = len(Solutions.F) != 0 if isMOP else p.isFeas(p.xk) if not isIP else p.rk < fTol
if not isFeas and p.istop > 0:
p.istop, p.msg = -1000, 'no feasible solution has been obtained'
o = asarray([t.o for t in an])
if o.size != 0:
g = nanmin([nanmin(o), g])
if not isMOP:
p.extras['isRequiredPrecisionReached'] = \
True if ff - g < fTol and isFeas else False
# and (k is False or (isSNLE and (p._nObtainedSolutions >= maxSolutions or maxSolutions==1)))
if not isMOP and not p.extras['isRequiredPrecisionReached'] and p.istop > 0:
p.istop = -1
p.msg = 'required precision is not guarantied'
# TODO: simplify it
if not isMOP:
tmp = [nanmin(np.hstack((ff, g, o.flatten()))), np.asscalar(np.array(ff))]
if p.goal in ['max', 'maximum']: tmp = (-tmp[1], -tmp[0])
p.extras['extremumBounds'] = tmp if not isIP else 'unimplemented for IP yet'
p.solutions = [p._vector2point(s) for s in Solutions.coords] if not isMOP else \
MOPsolutions([p._vector2point(s) for s in Solutions.coords])
if isMOP:
for i, s in enumerate(p.solutions):
s.useAsMutable = True
for j, goal in enumerate(p.user.f):
s[goal] = Solutions.F[i][j]
s.useAsMutable = False
p.solutions.values = np.asarray(Solutions.F)
p.solutions.coords = Solutions.coords
if not isMOP and p.maxSolutions == 1: delattr(p, 'solutions')
if isSNLE and p.maxSolutions != 1:
for v in p._categoricalVars:
for elem in r.solutions:
elem.useAsMutable = True
elem[v] = v.aux_domain[elem[v]]
elem.useAsMutable = False
if p.iprint >= 0 and not isMOP:
# s = 'Solution with required tolerance %0.1e \n is%s guarantied (obtained precision: %0.1e)' \
# %(fTol, '' if p.extras['isRequiredPrecisionReached'] else ' NOT', tmp[1]-tmp[0])
s = 'Solution with required tolerance %0.1e \n is%s guarantied' \
%(fTol, '' if p.extras['isRequiredPrecisionReached'] else ' NOT')
if not isIP and p.maxSolutions == 1:
s += ' (obtained precision: %0.1e)' % np.abs(tmp[1]-tmp[0])
if not p.extras['isRequiredPrecisionReached'] and pnc == self.maxNodes: s += '\nincrease maxNodes (current value %d)' % self.maxNodes
p.info(s)
def interalg_ODE_routine(p, solver):
isIP = p.probType == 'IP'
isODE = p.probType == 'ODE'
if isODE:
f, y0, t, r30, ftol = p.equations, p.x0, p.timeVariable, p.times, p.ftol
assert len(
f
) == 1, 'multiple ODE equations are unimplemented for FuncDesigner yet'
f = list(f.values())[0]
elif isIP:
assert p.n == 1 and p.__isNoMoreThanBoxBounded__()
f, y0, ftol = p.user.f[0], 0.0, p.ftol
if p.fTol is not None: ftol = p.fTol
t = list(f._getDep())[0]
r30 = p.domain[t]
p.iterfcn(p.point([nan] * p.n))
else:
p.err('incorrect prob type for interalg ODE routine')
eq_var = list(p._x0.keys())[0]
dataType = solver.dataType
if type(ftol) == int:
ftol = float(ftol) # e.g. someone set ftol = 1
# Currently ftol is scalar, in future it can be array of same length as timeArray
if len(r30) < 2:
p.err('length ot time array must be at least 2')
# if any(r30[1:] < r30[:-1]):
# p.err('currently interalg can handle only time arrays sorted is ascending order')
# if any(r30 < 0):
# p.err('currently interalg can handle only time arrays with positive values')
# if p.times[0] != 0:
# p.err('currently solver interalg requires times start from zero')
r37 = abs(r30[-1] - r30[0])
r28 = asarray(atleast_1d(r30[0]), dataType)
r29 = asarray(atleast_1d(r30[-1]), dataType)
storedr28 = []
r27 = []
r31 = []
r32 = []
r33 = ftol
F = 0.0
p._Residual = 0
# Main cycle
for itn in range(p.maxIter + 1):
if r30[-1] > r30[0]:
mp = oopoint({t: [r28, r29]}, skipArrayCast=True)
else:
mp = oopoint({t: [r29, r28]}, skipArrayCast=True)
mp.isMultiPoint = True
delta_y = f.interval(mp, dataType)
if not all(delta_y.definiteRange):
p.err('''
solving ODE with interalg is implemented for definite (real) range only,
no NaN values in integrand are allowed''')
# TODO: perform check on NaNs
r34 = atleast_1d(delta_y.ub)
r35 = atleast_1d(delta_y.lb)
r36 = atleast_1d(r34 - r35 <= 0.95 * r33 / r37)
ind = where(r36)[0]
if isODE:
storedr28.append(r28[ind])
r27.append(r29[ind])
r31.append(r34[ind])
r32.append(r35[ind])
else:
assert isIP
F += 0.5 * sum((r29[ind] - r28[ind]) * (r34[ind] + r35[ind]))
#p._Residual = p._residual + 0.5*sum((abs(r34) +abs(r35)) * (r29 - r28))
if ind.size != 0:
tmp = abs(r29[ind] - r28[ind])
Tmp = sum((r34[ind] - r35[ind]) * tmp)
r33 -= Tmp
if isIP: p._residual += Tmp
r37 -= sum(tmp)
ind = where(logical_not(r36))[0]
if ind.size == 0:
p.istop = 1000
p.msg = 'problem has been solved according to required tolerance'
break
# OLD
# for i in ind:
# t0, t1 = r28[i], r29[i]
# t_m = 0.5 * (t0+t1)
# newr28.append(t0)
# newr28.append(t_m)
# newr29.append(t_m)
# newr29.append(t1)
# NEW
r38, r39 = r28[ind], r29[ind]
r40 = 0.5 * (r38 + r39)
r28 = vstack((r38, r40)).flatten()
r29 = vstack((r40, r39)).flatten()
# !!! unestablished !!!
if isODE:
p.iterfcn(fk=r33 / ftol)
elif isIP:
p.iterfcn(xk=array(nan), fk=F, rk=0)
else:
p.err('bug in interalgODE.py')
if p.istop != 0:
break
#print(itn, r28.size)
if isODE:
t0, t1, lb, ub = hstack(storedr28), hstack(r27), hstack(r32), hstack(
r31)
ind = argsort(t0)
if r30[0] > r30[-1]:
ind = ind[::-1] # reverse
t0, t1, lb, ub = t0[ind], t1[ind], lb[ind], ub[ind]
lb, ub = y0 + (lb * (t1 - t0)).cumsum(), y0 + (ub * (t1 - t0)).cumsum()
#y_var = p._x0.keys()[0]
#p.xf = p.xk = 0.5*(lb+ub)
p.extras = {
'startTimes': t0,
'endTimes': t1,
eq_var: {
'infinums': lb,
'supremums': ub
}
}
return t0, t1, lb, ub
elif isIP:
P = p.point([nan] * p.n)
P._f = F
P._mr = r33
P._mrName = 'None'
P._mrInd = 0
# p.xk = array([nan]*p.n)
# p.rk = r33
# p.fk = F
#p._Residual =
p.iterfcn(asarray([nan] * p.n), fk=F, rk=0)
else:
p.err('incorrect prob type in interalg ODE routine')
def getr4Values(vv, y, e, tnlh, func, C, contol, dataType, p, fo = inf):
#print where(y), where(e!=1)
n = y.shape[1]
# TODO: rework it wrt nlh
#cs = dict([(key, asarray((val[0]+val[1])/2, dataType)) for key, val in domain.items()])
if tnlh is None:# or p.probType =='MOP':
wr4 = (y+e) / 2
adjustr4WithDiscreteVariables(wr4, p)
#cs = dict([(oovar, asarray((y[:, i]+e[:, i])/2, dataType)) for i, oovar in enumerate(vv)])
cs = dict([(oovar, asarray(wr4[:, i], dataType)) for i, oovar in enumerate(vv)])
else:
tnlh = tnlh.copy()
tnlh[atleast_1d(tnlh<1e-300)] = 1e-300 # to prevent division by zero
tnlh[atleast_1d(isnan(tnlh))] = inf #- check it!
tnlh_l_inv, tnlh_u_inv = 1.0 / tnlh[:, :n], 1.0 / tnlh[:, n:]
wr4 = (y * tnlh_l_inv + e * tnlh_u_inv) / (tnlh_l_inv + tnlh_u_inv)
ind = tnlh_l_inv == tnlh_u_inv # especially important for tnlh_l_inv == tnlh_u_inv = 0
wr4[ind] = (y[ind] + e[ind]) / 2
adjustr4WithDiscreteVariables(wr4, p)
cs = dict([(oovar, asarray(wr4[:, i], dataType)) for i, oovar in enumerate(vv)])
cs = oopoint(cs, skipArrayCast = True)
cs.isMultiPoint = True
cs.update(p.dictOfFixedFuncs)
m = y.shape[0]
kw = {'Vars': p.freeVars} if p.freeVars is None or (p.fixedVars is not None and len(p.freeVars) < len(p.fixedVars)) else {'fixedVars': p.fixedVars}
kw['fixedVarsScheduleID'] = p._FDVarsID
if len(C) != 0:
r15 = empty(m, bool)
r15.fill(True)
for _c, f, r16, r17 in C:
c = f(cs, **kw)
ind = logical_and(c >= r16, c <= r17) # here r16 and r17 are already shifted by required tolerance
r15 = logical_and(r15, ind)
else:
r15 = True
isMOP = p.probType =='MOP'
if not any(r15):
F = empty(m, dataType)
F.fill(2**31-2 if dataType in (int16, int32, int64, int) else nan)
if isMOP:
FF = [F for k in range(p.nf)]
elif all(r15):
if isMOP:
FF = [fun(cs, **kw) for fun in func]
else:
F = func(cs, **kw) if func is not None else zeros(m) # func is None for SNLE
else:
#cs = dict([(oovar, (y[r15, i] + e[r15, i])/2) for i, oovar in enumerate(vv)])
#cs = ooPoint(cs, skipArrayCast = True)
#cs.isMultiPoint = True
if isMOP:
FF = []
for fun in func:
tmp = fun(cs, **kw)
F = empty(m, dataType)
F.fill(2**31-15 if dataType in (int16, int32, int64, int) else nan)
F[r15] = tmp[r15]
FF.append(F)
else:
tmp = asarray(func(cs, **kw), dataType) if func is not None else zeros(m) # func is None for SNLE
F = empty(m, dataType)
F.fill(2**31-15 if dataType in (int16, int32, int64, int) else nan)
F[r15] = tmp[r15]
if isMOP:
return array(FF).T.reshape(m, len(func)).tolist(), wr4.tolist()
else:
return atleast_1d(F) , wr4
def __init__(self, p):
self.rf = asscalar(asarray(p.rf))
self.ff = asscalar(asarray(p.ff))
self.isFDmodel = p.isFDmodel
self.probType = p.probType
if p.probType == 'EIG':
self.eigenvalues, self.eigenvectors = p.eigenvalues, p.eigenvectors
if p.isFDmodel:
from FuncDesigner import oopoint
self.xf = dict((v, asscalar(val) if isinstance(val, ndarray) and val.size ==1 \
else dict((field, v.domain[int(val)][j]) for j, field in enumerate(v.fields)) if v.fields != ()\
else v.reverse_aux_domain[int(val)] if 'reverse_aux_domain' in v.__dict__\
else v.aux_domain[val] if 'aux_domain' in v.__dict__ else val) \
for v, val in p.xf.items())
if not hasattr(self, '_xf'):
#self._xf = dict([(v.name, asscalar(val) if isinstance(val, ndarray) and val.size ==1 else val) for v, val in p.xf.items()])
self._xf = dict((v.name, val) for v, val in self.xf.items())
self.xf = oopoint(self.xf,
maxDistributionSize=p.maxDistributionSize,
skipArrayCast=True)
else:
self.xf = p.xf
# TODO: mb use the fields in MOP
if p.probType == 'MOP':
for attr in ('xf', 'ff', 'rf', '_xf'):
delattr(self, attr)
#if len(p.solutions) == 0 and p.isFeas(p.xk): p.solutions = [p.xk]
# TODO: mb perform check on each solution for more safety?
# although it can slow down calculations for huge solutions number
#self.solutions = p.solutions
self.elapsed = dict()
self.elapsed['solver_time'] = round(100.0 *
(time() - p.timeStart)) / 100.0
self.elapsed['solver_cputime'] = round(
100.0 * (clock() - p.cpuTimeStart)) / 100.0
self.elapsed['initialization_time'] = round(100.0 * p.initTime) / 100.0
self.elapsed['initialization_cputime'] = round(
100.0 * p.initCPUTime) / 100.0
for fn in ('ff', 'istop', 'duals', 'isFeasible', 'msg', 'stopcase',
'iterValues', 'special', 'extras', 'solutions'):
if hasattr(p, fn): setattr(self, fn, getattr(p, fn))
if hasattr(p.solver, 'innerState'):
self.extras['innerState'] = p.solver.innerState
self.solverInfo = dict()
for fn in ('homepage', 'alg', 'authors', 'license', 'info', 'name'):
self.solverInfo[fn] = getattr(p.solver, '__' + fn + '__')
# note - it doesn't work for len(args)>1 for current Python ver 2.6
#self.__getitem__ = c # = self.__call__
if p.plot:
#for df in p.graphics.drawFuncs: df(p) #TODO: include time spent here to (/cpu)timeElapsedForPlotting
self.elapsed['plot_time'] = round(
100 * p.timeElapsedForPlotting[-1]) / 100 # seconds
self.elapsed['plot_cputime'] = p.cpuTimeElapsedForPlotting[-1]
else:
self.elapsed['plot_time'] = 0
self.elapsed['plot_cputime'] = 0
self.elapsed['solver_time'] -= self.elapsed['plot_time']
self.elapsed['solver_cputime'] -= self.elapsed['plot_cputime']
self.evals = dict([
(key, val if type(val) == int else round(val * 10) / 10.0)
for key, val in p.nEvals.items()
])
self.evals['iter'] = p.iter
def _prepare(self):
if self._baseProblemIsPrepared: return
if self.useSparse == 0:
self.useSparse = False
elif self.useSparse == 1:
self.useSparse = True
if self.useSparse == 'auto' and not scipyInstalled:
self.useSparse = False
if self.useSparse == True and not scipyInstalled:
self.err("You can't set useSparse=True without scipy installed")
if self._isFDmodel():
self.isFDmodel = True
self._FD = EmptyClass()
self._FD.nonBoxConsWithTolShift = []
self._FD.nonBoxCons = []
from FuncDesigner import _getAllAttachedConstraints, _getDiffVarsID, ooarray, oopoint, oofun#, _Stochastic
self._FDVarsID = _getDiffVarsID()
probDep = set()
updateDep = lambda Dep, elem: \
[updateDep(Dep, f) for f in elem] if isinstance(elem, (tuple, list, set))\
else [updateDep(Dep, f) for f in atleast_1d(elem)] if isinstance(elem, ndarray)\
else Dep.update(set([elem]) if elem.is_oovar else elem._getDep()) if isinstance(elem, oofun) else None
if self.probType in ['SLE', 'NLSP', 'SNLE', 'LLSP']:
equations = self.C if self.probType in ('SLE', 'LLSP') else self.f
F = equations
updateDep(probDep, equations)
ConstraintTags = [(elem if not isinstance(elem, (set, list, tuple, ndarray)) else elem[0]).isConstraint for elem in equations]
cond_all_oofuns_but_not_cons = not any(ConstraintTags)
cond_cons = all(ConstraintTags)
if not cond_all_oofuns_but_not_cons and not cond_cons:
raise OpenOptException('for FuncDesigner SLE/SNLE constructors args must be either all-equalities or all-oofuns')
if self.fTol is not None:
fTol = min((self.ftol, self.fTol))
self.warn('''
both ftol and fTol are passed to the SNLE;
minimal value of the pair will be used (%0.1e);
also, you can modify each personal tolerance for equation, e.g.
equations = [(sin(x)+cos(y)=-0.5)(tol = 0.001), ...]
''' % fTol)
else:
fTol = self.ftol
self.fTol = self.ftol = fTol
appender = lambda arg: [appender(elem) for elem in arg] if isinstance(arg, (ndarray, list, tuple, set))\
else ((arg.oofun*(fTol/arg.tol) if arg.tol != fTol and arg.tol != 0 else arg.oofun) if arg.isConstraint else arg)
EQs = []
for eq in equations:
rr = appender(eq)
if type(rr) == list:
EQs += rr
else:
EQs.append(rr)
#EQs = [((elem.oofun*(fTol/elem.tol) if elem.tol != 0 else elem.oofun) if elem.isConstraint else elem) for elem in equations]
if self.probType in ('SLE', 'LLSP'): self.C = EQs
elif self.probType in ('NLSP', 'SNLE'):
self.f = EQs
# self.user.F = EQs
else: raise OpenOptException('bug in OO kernel')
else:
F = [self.f]
updateDep(probDep, self.f)
updateDep(probDep, self.constraints)
# TODO: implement it
# startPointVars = set(self.x0.keys())
# D = startPointVars.difference(probDep)
# if len(D):
# print('values for variables %s are missing in start point' % D)
# D2 = probDep.difference(startPointVars)
# if len(D2):
# self.x0 = dict([(key, self.x0[key]) for key in D2])
for fn in ['lb', 'ub', 'A', 'Aeq', 'b', 'beq']:
if not hasattr(self, fn): continue
val = getattr(self, fn)
if val is not None and any(isfinite(val)):
self.err('while using oovars providing lb, ub, A, Aeq for whole prob is forbidden, use for each oovar instead')
if not isinstance(self.x0, dict):
self.err('Unexpected start point type: ooPoint or Python dict expected, '+ str(type(self.x0)) + ' obtained')
x0 = self.x0.copy()
tmp = []
for key, val in x0.items():
if not isinstance(key, (list, tuple, ndarray)):
tmp.append((key, val))
else: # can be only ooarray although
val = atleast_1d(val)
if len(key) != val.size:
self.err('''
for the sake of possible bugs prevention lenght of oovars array
must be equal to lenght of its start point value,
assignments like x = oovars(m); startPoint[x] = 0 are forbidden,
use startPoint[x] = [0]*m or np.zeros(m) instead''')
for i in range(val.size):
tmp.append((key[i], val[i]))
Tmp = dict(tmp)
if isinstance(self.fixedVars, dict):
for key, val in self.fixedVars.items():
if isinstance(key, (list, tuple, ndarray)): # can be only ooarray although
if len(key) != len(val):
self.err('''
for the sake of possible bugs prevention lenght of oovars array
must be equal to lenght of its start point value,
assignments like x = oovars(m); fixedVars[x] = 0 are forbidden,
use fixedVars[x] = [0]*m or np.zeros(m) instead''')
for i in range(len(val)):
Tmp[key[i]] = val[i]
else:
Tmp[key] = val
self.fixedVars = set(self.fixedVars.keys())
# mb other operations will speedup it?
if self.probType != 'ODE':
Keys = set(Tmp.keys()).difference(probDep)
for key in Keys:
Tmp.pop(key)
self.probDep = probDep
self.x0 = Tmp
self._stringVars = set()
for key, val in self.x0.items():
#if key.domain is not None and key.domain is not bool and key.domain is not 'bool':
if type(val) in (str, string_):
self._stringVars.add(key)
key.formAuxDomain()
self.x0[key] = key.aux_domain[val]#searchsorted(key.aux_domain, val, 'left')
elif key.fields == () and key.domain is not None and key.domain is not bool and key.domain is not 'bool' \
and key.domain is not int and key.domain is not 'int' and val not in key.domain:
self.x0[key] = key.domain[0]
self.x0 = oopoint(self.x0)
self.x0.maxDistributionSize = self.maxDistributionSize
setStartVectorAndTranslators(self)
if self.probType in ['LP', 'MILP', 'SOCP'] and self.f.getOrder(self.freeVarsSet, self.fixedVarsSet, fixedVarsScheduleID = self._FDVarsID) > 1:
self.err('for LP/MILP objective function has to be linear, while this one ("%s") is not' % self.f.name)
if self.fixedVars is None:
D_kwargs = {'fixedVars':self.fixedVarsSet}
elif self.freeVars is not None and len(self.freeVars)<len(self.fixedVars):
D_kwargs = {'Vars':self.freeVarsSet}
else:
D_kwargs = {'fixedVars':self.fixedVarsSet}
D_kwargs['useSparse'] = self.useSparse
D_kwargs['fixedVarsScheduleID'] = self._FDVarsID
D_kwargs['exactShape'] = True
self._D_kwargs = D_kwargs
variableTolerancesDict = dict((v, v.tol) for v in self._freeVars)
self.variableTolerances = self._point2vector(variableTolerancesDict)
if len(self._fixedVars) < len(self._freeVars) and 'isdisjoint' in dir(set()):
areFixed = lambda dep: dep.issubset(self.fixedVarsSet)
#isFixed = lambda v: v in self._fixedVars
Z = dict((v, zeros_like(val) if v not in self.fixedVarsSet else val) for v, val in self._x0.items())
else:
areFixed = lambda dep: dep.isdisjoint(self.freeVarsSet)
#isFixed = lambda v: v not in self._freeVars
Z = dict((v, zeros_like(val) if v in self.freeVarsSet else val) for v, val in self._x0.items())
Z = oopoint(Z, maxDistributionSize = self.maxDistributionSize)
self._Z = Z
#p.isFixed = isFixed
lb, ub = -inf*ones(self.n), inf*ones(self.n)
# TODO: get rid of start c, h = None, use [] instead
A, b, Aeq, beq = [], [], [], []
if type(self.constraints) not in (list, tuple, set):
self.constraints = [self.constraints]
oovD = self._oovarsIndDict
LB = {}
UB = {}
""" gather attached constraints """
C = list(self.constraints)
self.constraints = set(self.constraints)
for v in self._x0.keys():
# if v.fields != ():
# v.aux_domain = Copy(v.domain)
## # TODO: mb rework it
## ind_numeric = [j for j, elem in enumerate(v.aux_domain[0]) if type(elem) not in (str, np.str_)]
## if len(ind_numeric):
## ind_first_numeric = ind_numeric[0]
## v.aux_domain.sort(key = lambda elem: elem[ind_first_numeric])
# v.domain = np.arange(len(v.domain))
if not array_equal(v.lb, -inf):
self.constraints.add(v >= v.lb)
if not array_equal(v.ub, inf):
self.constraints.add(v <= v.ub)
if self.useAttachedConstraints:
if hasattr(self, 'f'):
if type(self.f) in [list, tuple, set]:
C += list(self.f)
else: # self.f is oofun
C.append(self.f)
self.constraints.update(_getAllAttachedConstraints(C))
FF = self.constraints.copy()
for _F in F:
if isinstance(_F, (tuple, list, set)):
FF.update(_F)
elif isinstance(_F, ndarray):
if _F.size > 1:
FF.update(_F)
else:
FF.add(_F.item())
else:
FF.add(_F)
unvectorizableFuncs = set()
#unvectorizableVariables = set([var for var, val in self._x0.items() if isinstance(val, _Stochastic) or asarray(val).size > 1])
# TODO: use this
unvectorizableVariables = set([])
# temporary replacement:
#unvectorizableVariables = set([var for var, val in self._x0.items() if asarray(val).size > 1])
cond = False
#debug
# unvectorizableVariables = set(self._x0.keys())
# hasVectorizableFuncs = False
# cond = True
#debug end
if 1 and isPyPy:
hasVectorizableFuncs = False
unvectorizableFuncs = FF
else:
hasVectorizableFuncs = False
if len(unvectorizableVariables) != 0:
for ff in FF:
_dep = ff._getDep()
if cond or len(_dep & unvectorizableVariables) != 0:
unvectorizableFuncs.add(ff)
else:
hasVectorizableFuncs = True
else:
hasVectorizableFuncs = True
self.unvectorizableFuncs = unvectorizableFuncs
self.hasVectorizableFuncs = hasVectorizableFuncs
for v in self.freeVarsSet:
d = v.domain
if d is bool or d is 'bool':
self.constraints.update([v>0, v<1])
elif d is not None and d is not int and d is not 'int':
# TODO: mb add integer domains?
v.domain = array(list(d))
v.domain.sort()
self.constraints.update([v >= v.domain[0], v <= v.domain[-1]])
if hasattr(v, 'aux_domain'):
self.constraints.add(v <= len(v.aux_domain)-1)
# for v in self._stringVars:
# if isFixed(v):
# ind = searchsorted(v.aux_domain, p._x0[v], 'left')
# if v.aux_domain
""" handling constraints """
StartPointVars = set(self._x0.keys())
self.dictOfFixedFuncs = {}
from FuncDesigner import broadcast
if self.probType in ['SLE', 'NLSP', 'SNLE', 'LLSP']:
for eq in equations:
broadcast(formDictOfFixedFuncs, eq, self.useAttachedConstraints, self.dictOfFixedFuncs, areFixed, self._x0)
else:
broadcast(formDictOfFixedFuncs, self.f, self.useAttachedConstraints, self.dictOfFixedFuncs, areFixed, self._x0)
if oosolver(self.solver).useLinePoints:
self._firstLinePointDict = {}
self._secondLinePointDict = {}
self._currLinePointDict = {}
inplaceLinearRender = oosolver(self.solver).__name__ == 'interalg'
if inplaceLinearRender and hasattr(self, 'f'):
D_kwargs2 = D_kwargs.copy()
D_kwargs2['useSparse'] = False
if type(self.f) in [list, tuple, set]:
ff = []
for f in self.f:
if f.getOrder(self.freeVarsSet, self.fixedVarsSet, fixedVarsScheduleID = self._FDVarsID) < 2:
D = f.D(Z, **D_kwargs2)
f2 = linear_render(f, D, Z)
ff.append(f2)
else:
ff.append(f)
self.f = ff
else: # self.f is oofun
if self.f.getOrder(self.freeVarsSet, self.fixedVarsSet, fixedVarsScheduleID = self._FDVarsID) < 2:
D = self.f.D(Z, **D_kwargs2)
self.f = linear_render(self.f, D, Z)
if self.isObjFunValueASingleNumber:
self._linear_objective = True
self._linear_objective_factor = self._pointDerivative2array(D).flatten()
self._linear_objective_scalar = self.f(Z)
handleConstraint_args = (StartPointVars, areFixed, oovD, A, b, Aeq, beq, Z, D_kwargs, LB, UB, inplaceLinearRender)
for c in self.constraints:
if isinstance(c, ooarray):
for elem in c:
self.handleConstraint(elem, *handleConstraint_args)
elif c is True:
continue
elif c is False:
self.err('one of elements from constraints is "False", solution is impossible')
elif not hasattr(c, 'isConstraint'):
self.err('The type ' + str(type(c)) + ' is inappropriate for problem constraints')
else:
self.handleConstraint(c, *handleConstraint_args)
if len(b) != 0:
self.A, self.b = Vstack(A), Hstack([asfarray(elem).flatten() for elem in b])#Vstack(b).flatten()
if hasattr(self.b, 'toarray'): self.b = self.b.toarray()
if len(beq) != 0:
self.Aeq, self.beq = Vstack(Aeq), Hstack([ravel(elem) for elem in beq])#Vstack(beq).flatten()
if hasattr(self.beq, 'toarray'): self.beq = self.beq.toarray()
for vName, vVal in LB.items():
inds = oovD[vName]
lb[inds[0]:inds[1]] = vVal
for vName, vVal in UB.items():
inds = oovD[vName]
ub[inds[0]:inds[1]] = vVal
self.lb, self.ub = lb, ub
else: # not FuncDesigner
if self.fixedVars is not None or self.freeVars is not None:
self.err('fixedVars and freeVars are valid for optimization of FuncDesigner models only')
if self.x0 is None:
arr = ['lb', 'ub']
if self.probType in ['LP', 'MILP', 'QP', 'SOCP', 'SDP']: arr.append('f')
if self.probType in ['LLSP', 'LLAVP', 'LUNP']: arr.append('D')
for fn in arr:
if not hasattr(self, fn): continue
tmp = getattr(self, fn)
fv = asarray(tmp) if not isspmatrix(tmp) else tmp.A
if any(isfinite(fv)):
self.x0 = np.zeros(fv.size)
break
self.x0 = ravel(self.x0)
if not hasattr(self, 'n'): self.n = self.x0.size
if not hasattr(self, 'lb'): self.lb = -inf * ones(self.n)
if not hasattr(self, 'ub'): self.ub = inf * ones(self.n)
for fn in ('A', 'Aeq'):
fv = getattr(self, fn)
if fv is not None:
#afv = asfarray(fv) if not isspmatrix(fv) else fv.toarray() # TODO: omit casting to dense matrix
afv = asfarray(fv) if type(fv) in [list, tuple] else fv
if len(afv.shape) > 1:
if afv.shape[1] != self.n:
self.err('incorrect ' + fn + ' size')
else:
if afv.shape != () and afv.shape[0] == self.n: afv = afv.reshape(1, self.n)
setattr(self, fn, afv)
else:
setattr(self, fn, asfarray([]).reshape(0, self.n))
nA, nAeq = prod(self.A.shape), prod(self.Aeq.shape)
SizeThreshold = 2 ** 15
if scipyInstalled:
from scipy.sparse import csc_matrix
if isspmatrix(self.A) or (nA > SizeThreshold and np.flatnonzero(self.A).size < 0.25*nA):
self._A = csc_matrix(self.A)
if isspmatrix(self.Aeq) or (nAeq > SizeThreshold and np.flatnonzero(self.Aeq).size < 0.25*nAeq):
self._Aeq = csc_matrix(self.Aeq)
elif nA > SizeThreshold or nAeq > SizeThreshold:
self.pWarn(scipyAbsentMsg)
self._baseProblemIsPrepared = True
def interalg_ODE_routine(p, solver):
isIP = p.probType == 'IP'
isODE = p.probType == 'ODE'
if isODE:
f, y0, r30, ftol = p.equations, p.x0, p.times, p.ftol
assert len(f) == 1, 'multiple ODE equations are unimplemented for FuncDesigner yet'
f = list(f.values())[0]
t = list(f._getDep())[0]
elif isIP:
assert p.n == 1 and p.__isNoMoreThanBoxBounded__()
f, y0, ftol = p.user.f[0], 0.0, p.ftol
if p.fTol is not None: ftol = p.fTol
t = list(f._getDep())[0]
r30 = p.domain[t]
p.iterfcn(p.point([nan]*p.n))
else:
p.err('incorrect prob type for interalg ODE routine')
eq_var = list(p._x0.keys())[0]
dataType = solver.dataType
if type(ftol) == int:
ftol = float(ftol) # e.g. someone set ftol = 1
# Currently ftol is scalar, in future it can be array of same length as timeArray
if len(r30) < 2:
p.err('length ot time array must be at least 2')
# if any(r30[1:] < r30[:-1]):
# p.err('currently interalg can handle only time arrays sorted is ascending order')
# if any(r30 < 0):
# p.err('currently interalg can handle only time arrays with positive values')
# if p.times[0] != 0:
# p.err('currently solver interalg requires times start from zero')
r37 = abs(r30[-1] - r30[0])
# if len(r30) == 2:
# r30 = np.linspace(r30[0], r30[-1], 150)
r28 = asarray(atleast_1d(r30[:-1]), dataType)
r29 = asarray(atleast_1d(r30[1:]), dataType)
r20_store = array([], float)
r38_store = array([], float)
r39_store = array([], float)
maxActiveNodes = 150000#solver.maxActiveNodes
storedr28 = []
r27 = []
r31 = []
r32 = []
r33 = ftol
F = 0.0
p._Residual = 0
# Main cycle
for itn in range(p.maxIter+1):
p.extras['nNodes'].append(r28.size)
p.extras['nActiveNodes'].append(r28.size)
mp = oopoint(
{t: [r28, r29] if r30[-1] > r30[0] else [r29, r28]},
skipArrayCast = True
)
mp.isMultiPoint = True
mp.dictOfFixedFuncs = p.dictOfFixedFuncs
mp.surf_preference = True
tmp = f.interval(mp, ia_surf_level = 2 if isIP else 1)
if not all(tmp.definiteRange):
p.err('''
solving ODE and IP by interalg is implemented for definite (real) range only,
no NaN values in integrand are allowed''')
# TODO: perform check on NaNs
isBoundsurf = hasattr(tmp, 'resolve')
if isBoundsurf:
if isIP:
if tmp.level == 1:
#adjustr4WithDiscreteVariables(wr4, p)
cs = oopoint([(v, asarray(0.5*(val[0] + val[1]), dataType)) for v, val in mp.items()])
cs.dictOfFixedFuncs = p.dictOfFixedFuncs
r21, r22 = tmp.values(cs)
o, a = atleast_1d(r21), atleast_1d(r22)
r20 = a-o
approx_value = 0.5*(a+o)
else:
assert tmp.level == 2
ts, te = r28, r29
A, B = (te**2 + te*ts+ts**2) / 3.0, 0.5 * (te + ts)
a, b, c = tmp.l.d2.get(t, 0.0), tmp.l.d.get(t, 0.0), tmp.l.c
val_l = a * A + b * B + c
a, b, c = tmp.u.d2.get(t, 0.0), tmp.u.d.get(t, 0.0), tmp.u.c
val_u = a * A + b * B + c
r20 = val_u - val_l
approx_value = 0.5 * (val_l + val_u)
# import pylab, numpy
# xx = numpy.linspace(-1, 0, 1000)
# pylab.plot(xx, tmp.l.d2.get(t, 0.0)[1]*xx**2+ tmp.l.d.get(t, 0.0)[1]*xx+ tmp.l.c[1], 'r')
# pylab.plot(xx, tmp.u.d2.get(t, 0.0)[1]*xx**2+ tmp.u.d.get(t, 0.0)[1]*xx+ tmp.u.c[1], 'b')
# pylab.grid()
# pylab.show()
elif isODE:
l, u = tmp.l, tmp.u
assert len(l.d) <= 1 and len(u.d) <= 1 # at most time variable
l_koeffs, u_koeffs = l.d.get(t, 0.0), u.d.get(t, 0.0)
l_c, u_c = l.c, u.c
# dT = r29 - r28 if r30[-1] > r30[0] else r28 - r29
ends = oopoint([(v, asarray(val[1], dataType)) for v, val in mp.items()])
ends.dictOfFixedFuncs = p.dictOfFixedFuncs
ends_L, ends_U = tmp.values(ends)
starts = oopoint([(v, asarray(val[0], dataType)) for v, val in mp.items()])
starts.dictOfFixedFuncs = p.dictOfFixedFuncs
starts_L, starts_U = tmp.values(starts)
# o, a = atleast_1d(r21), atleast_1d(r22)
o, a = tmp.resolve()[0]
# r20 = 0.5 * u_koeffs * dT + u_c - (0.5 * l_koeffs * dT + l_c)
r20_end = 0.5 * (ends_U - ends_L)
r20_start = 0.5 * (starts_U - starts_L)
r20 = where(r20_end>r20_start, r20_end, r20_start)
# r20 = 0.5 * u_koeffs * dT ** 2 + u_c * dT - (0.5 * l_koeffs * dT ** 2 + l_c * dT)
# r20 = 0.5*u_koeffs * dT + u_c - ( 0.5*l_koeffs * dT + l_c)
# o = 0.5*l_koeffs * dT + l_c
# a = 0.5*u_koeffs * dT + u_c
#assert 0, 'unimplemented'
else:
assert 0
else:
o, a = atleast_1d(tmp.lb), atleast_1d(tmp.ub)
ends_L = starts_L = o
ends_U = starts_U = a
r20 = a - o
approx_value = 0.5 * (a+o)
if isODE:
r36 = atleast_1d(r20 <= 0.95 * r33)
r36 = np.logical_and(r36, r20 < ftol)
r36 = np.logical_and(r36, a-o < ftol)
# else:
# r36 = atleast_1d(r20 <= 0.95 * r33 / r37)
if isODE and isBoundsurf:
d = r37 #if not isODE or not isBoundsurf else len(r28)
r36 = np.logical_and(
atleast_1d(r20_end <= 0.95 * r33 / d),
atleast_1d(r20_start <= 0.95 * r33 / d)
)
r36 &= atleast_1d(r20_end <= ftol)
r36 &= atleast_1d(r20_start <= ftol)
else:
r36 = atleast_1d(r20 <= 0.95 * r33 / r37)
# r36 = np.logical_and(r36, r20 < ftol)
# r36 = np.logical_and(r36, a-o < ftol)
ind = where(r36)[0]
if isODE:
storedr28.append(r28[ind])
r27.append(r29[ind])
r31.append(a[ind])
r32.append(o[ind])
# r31.append(ends_U[ind])
# r32.append(ends_L[ind])
else:
assert isIP
#F += 0.5 * sum((r29[ind]-r28[ind])*(a[ind]+o[ind]))
F += sum((r29[ind]-r28[ind])*approx_value[ind])
if ind.size != 0:
tmp = abs(r29[ind] - r28[ind])
Tmp = sum(r20[ind] * tmp) #if not isODE or not isBoundsurf else sum(r20[ind])
r33 -= Tmp
if isIP: p._residual += Tmp
r37 -= sum(tmp)
ind = where(logical_not(r36))[0]
if 1:#new
if ind.size == 0 and r20_store.size == 0:
p.istop = 1000
p.msg = 'problem has been solved according to required user-defined accuracy %0.1g' % ftol
break
if ind.size != 0:
# TODO: use merge sorted lists
if r20_store.size != 0:
r20_store = hstack((r20_store, r20[ind]*abs(r29[ind] - r28[ind])))
r38_store = hstack((r38_store, r28[ind]))
r39_store = hstack((r39_store, r29[ind]))
else:
r20_store = r20[ind]*abs(r29[ind] - r28[ind])
r38_store, r39_store = r28[ind], r29[ind]
ind_a = argsort(r20_store)
r20_store = r20_store[ind_a]
r38_store = r38_store[ind_a]
r39_store = r39_store[ind_a]
r38_store, r38 = r38_store[:-maxActiveNodes], r38_store[-maxActiveNodes:]
r39_store, r39 = r39_store[:-maxActiveNodes], r39_store[-maxActiveNodes:]
r20_store = r20_store[:-maxActiveNodes]
r40 = 0.5 * (r38 + r39)
r28 = vstack((r38, r40)).flatten()
r29 = vstack((r40, r39)).flatten()
else:
if ind.size == 0:
p.istop = 1000
p.msg = 'problem has been solved according to required user-defined accuracy %0.1g' % ftol
break
r38, r39 = r28[ind], r29[ind]
r40 = 0.5 * (r38 + r39)
r28 = vstack((r38, r40)).flatten()
r29 = vstack((r40, r39)).flatten()
# !!! unestablished !!!
if isODE:
p.iterfcn(fk = r33/ftol)
elif isIP:
p.iterfcn(xk=array(nan), fk=F, rk = ftol - r33)
else:
p.err('bug in interalgODE.py')
if p.istop != 0 :
break
#print(itn, r28.size)
if isODE:
t0, t1, lb, ub = hstack(storedr28), hstack(r27), hstack(r32), hstack(r31)
ind = argsort(t0)
if r30[0] > r30[-1]:
ind = ind[::-1] # reverse
t0, t1, lb, ub = t0[ind], t1[ind], lb[ind], ub[ind]
lb, ub = hstack((y0, y0+(lb*(t1-t0)).cumsum())), hstack((y0, y0+(ub*(t1-t0)).cumsum()))
#y_var = p._x0.keys()[0]
#p.xf = p.xk = 0.5*(lb+ub)
p.extras = {'startTimes': t0, 'endTimes': t1, eq_var:{'infinums': lb, 'supremums': ub}}
return t0, t1, lb, ub
elif isIP:
P = p.point([nan]*p.n)
P._f = F
P._mr = ftol - r33
P._mrName = 'None'
P._mrInd = 0
# p.xk = array([nan]*p.n)
# p.rk = r33
# p.fk = F
#p._Residual =
p.iterfcn(asarray([nan]*p.n), fk=F, rk = ftol - r33)
else:
p.err('incorrect prob type in interalg ODE routine')
