def test_3_2_disp_sobol(self):
"""Iterative sampling on TestFunction 1 and 2 (multi and univariate)"""
def callback_func(x):
print("Local minimization callback test")
for test in [test1_1, test2_1]:
res = shgo(test.f, test.bounds, iters=1, sampling_method='sobol',
callback=callback_func, options={'disp': True})
res = shgo(test.f, test.bounds, n=1, sampling_method='simplicial',
callback=callback_func, options={'disp': True})
def run_test(test, args=(), test_atol=1e-5, n=100, iters=None,
callback=None, minimizer_kwargs=None, options=None,
sampling_method='sobol'):
res = shgo(test.f, test.bounds, args=args, constraints=test.cons,
n=n, iters=iters, callback=callback,
minimizer_kwargs=minimizer_kwargs, options=options,
sampling_method=sampling_method)
logging.info(res)
if test.expected_x is not None:
numpy.testing.assert_allclose(res.x, test.expected_x,
rtol=test_atol,
atol=test_atol)
# (Optional tests)
if test.expected_fun is not None:
numpy.testing.assert_allclose(res.fun,
test.expected_fun,
atol=test_atol)
if test.expected_xl is not None:
numpy.testing.assert_allclose(res.xl,
test.expected_xl,
atol=test_atol)
if test.expected_funl is not None:
numpy.testing.assert_allclose(res.funl,
test.expected_funl,
atol=test_atol)
return
def test_3_2_no_min_pool_simplicial(self):
"""Check that the routine stops when no minimiser is found
after maximum specified sampling evaluations"""
options = {'maxev': 10,
'disp': True}
res = shgo(test_table.f, test_table.bounds, n=3, options=options,
sampling_method='simplicial')
numpy.testing.assert_equal(False, res.success)
def test_1_maxiter(self):
"""Test failure on insufficient iterations"""
options = {'maxiter': 2}
res = shgo(test4_1.f, test4_1.bounds, n=2, iters=None,
options=options, sampling_method='sobol')
numpy.testing.assert_equal(False, res.success)
numpy.testing.assert_equal(4, res.nfev)
def test_6_2_simplicial_min_iter(self):
"""Test that maximum iteration option works on TestFunction 3"""
options = {'min_iter': 2}
res = shgo(test3_1.f, test3_1.bounds, constraints=test3_1.cons,
options=options, sampling_method='simplicial')
numpy.testing.assert_allclose(res.x, test3_1.expected_x, rtol=1e-5,
atol=1e-5)
numpy.testing.assert_allclose(res.fun, test3_1.expected_fun, atol=1e-5)
def test_2_2_sobol_iter(self):
"""Iterative Sobol sampling on TestFunction 2 (univariate)"""
res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
n=None, iters=1, sampling_method='sobol')
numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5,
atol=1e-5)
numpy.testing.assert_allclose(res.fun, test2_1.expected_fun, atol=1e-5)
def test_5_2_infeasible_simplicial(self):
"""Ensures the algorithm terminates on infeasible problems
after maxev is exceeded."""
options = {'maxev': 1000,
'disp': False}
res = shgo(test_infeasible.f, test_infeasible.bounds,
constraints=test_infeasible.cons, n=100, options=options,
sampling_method='simplicial')
numpy.testing.assert_equal(False, res.success)
def test_4_4_known_f_min(self):
"""Test Global mode limiting local evalutions for 1D funcs"""
options = { # Specify known function value
'f_min': test2_1.expected_fun,
'f_tol': 1e-6,
# Specify number of local iterations to perform+
'minimize_every_iter': True,
'local_iter': 1,
'infty_constraints': False}
res = shgo(test2_1.f, test2_1.bounds, constraints=test2_1.cons,
n=None, iters=None, options=options,
sampling_method='sobol')
numpy.testing.assert_allclose(res.x, test2_1.expected_x, rtol=1e-5,
atol=1e-5)
def test_12_sobol_inf_cons(self):
"""Test to cover the case where f_lowest == 0"""
options = {'maxtime': 1e-15,
'f_min': 0.0}
res = shgo(test1_2.f, test1_2.bounds, n=1, iters=None,
options=options, sampling_method='sobol')
def test_10_finite_time(self):
"""Test single function constraint passing"""
options = {'maxtime': 1e-15}
res = shgo(test1_1.f, test1_1.bounds, n=1, iters=None,
options=options, sampling_method='sobol')
def test_5_2_sobol_argless(self):
"""Test Default sobol sampling settings on TestFunction 1"""
res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons,
sampling_method='sobol')
numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5,
atol=1e-5)
def test_5_1_simplicial_argless(self):
"""Test Default simplicial sampling settings on TestFunction 1"""
res = shgo(test1_1.f, test1_1.bounds, constraints=test1_1.cons)
numpy.testing.assert_allclose(res.x, test1_1.expected_x, rtol=1e-5,
atol=1e-5)