def __solver__(self, p):
f = lambda x: max(p.f(x))
def df(x):
F = p.f(x)
ind = argmax(F)
return p.df(x, ind)
def iterfcn(*args, **kwargs):
p2.primalIterFcn(*args, **kwargs)
p.xk = p2.xk.copy()
p.fk = p2.fk
p.rk = p2.rk
p.istop = p2.istop
if p.istop and p2.rk <= p2.contol:
p.msg = p2.msg
p.iterfcn()
p2 = NSP(f, p.x0, df=df, xtol = p.xtol, ftol = p.ftol, gtol = p.gtol,\
A=p.A, b=p.b, Aeq=p.Aeq, beq=p.beq, lb=p.lb, ub=p.ub, \
maxFunEvals = p.maxFunEvals, fEnough = p.fEnough, maxIter=p.maxIter, iprint = -1, \
maxtime = p.maxTime, maxCPUTime = p.maxCPUTime, noise = p.noise)
if p.userProvided.c:
p2.c, p2.dc = p.c, p.dc
if p.userProvided.h:
p2.h, p2.dh = p.h, p.dh
p2.primalIterFcn, p2.iterfcn = p2.iterfcn, iterfcn
r2 = p2.solve('ralg')
xf = r2.xf
p.xk = p.xf = xf
p.fk = p.ff = max(p.f(xf))
def __solver__(self, p):
f = lambda x: max(p.f(x))
def df(x):
F = p.f(x)
ind = argmax(F)
return p.df(x, ind)
def iterfcn(*args, **kwargs):
p2.primalIterFcn(*args, **kwargs)
p.xk = p2.xk.copy()
p.fk = p2.fk
p.rk = p2.rk
p.istop = p2.istop
if p.istop and p2.rk <= p2.contol:
p.msg = p2.msg
p.iterfcn()
p2 = NSP(f, p.x0, df=df, xtol = p.xtol, ftol = p.ftol, gtol = p.gtol,\
A=p.A, b=p.b, Aeq=p.Aeq, beq=p.beq, lb=p.lb, ub=p.ub, \
maxFunEvals = p.maxFunEvals, fEnough = p.fEnough, maxIter=p.maxIter, iprint = -1, \
maxtime = p.maxTime, maxCPUTime = p.maxCPUTime, noise = p.noise)
if p.userProvided.c:
p2.c, p2.dc = p.c, p.dc
if p.userProvided.h:
p2.h, p2.dh = p.h, p.dh
p2.primalIterFcn, p2.iterfcn = p2.iterfcn, iterfcn
r2 = p2.solve('ralg')
xf = r2.xf
p.xk = p.xf = xf
p.fk = p.ff = max(p.f(xf))
def __solver__(self, p):
if SMALL_DELTA_X in p.kernelIterFuncs.keys(): p.kernelIterFuncs.pop(SMALL_DELTA_X)
if SMALL_DELTA_F in p.kernelIterFuncs.keys(): p.kernelIterFuncs.pop(SMALL_DELTA_F)
if self.nspSolver == 'autoselect':
nspSolver = 'amsg2p' if p.isUC else 'ralg'
else:
nspSolver = self.nspSolver
# nspSolver = 'ralg'
way = 3 if nspSolver == 'ralg' else 2
if way == 1:
use2 = False
f = lambda x: sum(abs(p.f(x)))
def df(x):
return dot(p.df(x), sign(p.f(x)))
elif way == 2:
use2 = True
f = lambda x: sum(p.f(x)**2)
def df(x):
return 2.0*dot(p.f(x), p.df(x))
elif way == 3:
use2 = False
f = lambda x: max(abs(p.f(x)))
def df(x):
F = p.f(x)
ind = argmax(abs(F))
return p.df(x, ind) * sign(F[ind])
FTOL = p.ftol**2 if use2 else p.ftol
def iterfcn(*args, **kwargs):
p2.primalIterFcn(*args, **kwargs)
p.xk = p2.xk.copy()
Fk = norm(p.f(p.xk), inf)
p.rk = p.getMaxResidual(p.xk)
#TODO: ADD p.rk
if p.nEvals['f'] > p.maxFunEvals:
p.istop = p2.istop = IS_MAX_FUN_EVALS_REACHED
elif p2.istop!=0:
if Fk < FTOL and p.rk < p.contol:
p.istop = 15
msg_contol = '' if p.isUC else 'and contol '
p.msg = 'solution with required ftol ' + msg_contol+ 'has been reached'
else: p.istop = p2.istop
p.iterfcn()
return p.istop
p2 = NSP(f, p.x0, df=df, xtol = p.xtol/1e16, gtol = p.gtol/1e16,\
A=p.A, b=p.b, Aeq=p.Aeq, beq=p.beq, lb=p.lb, ub=p.ub, \
maxFunEvals = p.maxFunEvals, fEnough = FTOL, maxIter=p.maxIter, iprint = -1, \
maxtime = p.maxTime, maxCPUTime = p.maxCPUTime, noise = p.noise, fOpt = 0.0)
if p.userProvided.c:
p2.c, p2.dc = p.c, p.dc
if p.userProvided.h:
p2.h, p2.dh = p.h, p.dh
p2.primalIterFcn, p2.iterfcn = p2.iterfcn, iterfcn
if p.debug: p2.iprint = 1
if nspSolver == 'ralg':
if p.isUC: p2.ftol = p.ftol / 1e16
else: p2.ftol = 0.0
else:
p2.ftol = 0.0
p2.xtol = 0.0
p2.gtol = 0.0
if use2:
p2.fTol = 0.5*p.ftol ** 2
else:
p2.fTol = 0.5*p.ftol
r2 = p2.solve(nspSolver)
#xf = fsolve(p.f, p.x0, fprime=p.df, xtol = p.xtol, maxfev = p.maxFunEvals)
xf = r2.xf
p.xk = p.xf = xf
p.fk = p.ff = asfarray(norm(p.f(xf), inf)).flatten()
