def fit(self,
x_init: np.ndarray,
data: Optional[Data] = None,
options: Optional[Dict[str, Any]] = None):
problem_obj = _IPOPTProblem(self.model, data)
if has_bounds(self.model) and has_constraints(self.model):
problem = ipopt.problem(
n=len(x_init),
m=len(self.model.C),
problem_obj=problem_obj,
lb=self.model.lb,
ub=self.model.ub,
cl=self.model.c_lb,
cu=self.model.c_ub,
)
elif has_bounds(self.model):
problem_obj.constraints = None
problem_obj.jacobian = None
problem = ipopt.problem(
n=len(x_init),
m=0,
problem_obj=problem_obj,
lb=self.model.lb,
ub=self.model.ub,
)
elif has_constraints(self.model):
problem = ipopt.problem(
n=len(x_init),
m=len(self.model.C),
problem_obj=problem_obj,
cl=self.model.c_lb,
cu=self.model.c_ub,
)
else:
problem_obj.constraints = None
problem_obj.jacobian = None
problem = ipopt.problem(n=len(x_init),
m=0,
problem_obj=problem_obj)
for name, val in options['solver_options'].items():
problem.addOption(name, options['solver_options'][val])
self.x_opt, self.info = problem.solve(x_init)
self.fun_val_opt = problem_obj.objective(self.x_opt)
def fit(self,
x_init: np.ndarray,
data: Optional[Data] = None,
options: Optional[Dict[str, Any]] = None):
self.assert_model_defined()
if has_bounds(self.model):
bounds = Bounds(self.model.lb, self.model.ub)
else:
bounds = None
if has_constraints(self.model):
constraints = LinearConstraint(self.model.C, self.model.c_lb,
self.model.c_ub)
else:
constraints = None
if 'method' in options:
method = options['method']
elif constraints is not None:
method = 'trust-constr'
else:
method = None
if 'tol' in options:
tol = options['tol']
else:
tol = 1e-16
result = sciopt.minimize(
fun=lambda x: self.model.objective(x, data),
x0=x_init,
jac=lambda x: self.model.gradient(x, data),
bounds=bounds,
method=method,
tol=tol,
options=options['solver_options'],
constraints=constraints,
)
self.success = result.success
self.x_opt = result.x
self.fun_val_opt = result.fun
self.status = result.message
try:
self.hess_inv = result.hess_inv
except AttributeError:
self.hess_inv = None
self.result = result