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Changeset 1089

Timestamp:

07/02/08 02:53:18 (2 months ago)

Author:

dmitrey.kroshko

Message:

some changes

Files:

trunk/openopt/scikits/openopt/Kernel/BaseAlg.py (modified) (2 diffs)
trunk/openopt/scikits/openopt/Kernel/BaseProblem.py (modified) (2 diffs)
trunk/openopt/scikits/openopt/Kernel/QP.py (modified) (3 diffs)
trunk/openopt/scikits/openopt/Kernel/Residuals.py (modified) (3 diffs)
trunk/openopt/scikits/openopt/Kernel/ooGraphics.py (modified) (2 diffs)
trunk/openopt/scikits/openopt/Kernel/ooIter.py (modified) (4 diffs)
trunk/openopt/scikits/openopt/Kernel/runProbSolver.py (modified) (5 diffs)
trunk/openopt/scikits/openopt/solvers/UkrOpt/ralg_oo.py (modified) (1 diff)
trunk/openopt/scikits/openopt/solvers/scipy_optim/lapack_dgelss_oo.py (modified) (1 diff)
trunk/openopt/scikits/openopt/solvers/scipy_optim/lapack_sgelss_oo.py (modified) (1 diff)
trunk/openopt/scikits/openopt/solvers/scipy_optim/scipy_cobyla_oo.py (modified) (4 diffs)

Legend:

: Unmodified
: Added
: Removed
: Modified
: Copied
: Moved

trunk/openopt/scikits/openopt/Kernel/BaseAlg.py

r1049	r1089
1	1	__docformat__ = "restructuredtext en"
2		from numpy import atleast_1d, all, asarray, ndarray
	2	from numpy import atleast_1d, all, asarray, ndarray, copy
3	3
4	4	class BaseAlg:
…	…
53	53	if not fArg:
54	54	p.Fk = p.F(p.xk)
	55	p.fk = copy(p.Fk)
55	56	else:
56	57	if asarray(p.fk).size >1:

trunk/openopt/scikits/openopt/Kernel/BaseProblem.py

r1040	r1089
56	56	def __init__(self):
57	57	self.isObjFunValueASingleNumber = True
58		self.prev = autocreate() # used for already obtained values store
	58	#self.prev = autocreate() # used for already obtained values store
59	59	self.iterfcn = lambda args: ooIter(self, args)# this parameter is only for OpenOpt developers, not common users
60	60	self.norm = linalg.norm
…	…
289	289	if type(v) != type(()): setattr(self.args, j, (v,))
290	290
	291	def inspire(self, newProb):
	292	# fills some fields of new prob with old prob values
	293
	294	#TODO: hold it in single place
	295	for key in ['lb', 'ub', 'A', 'Aeq', 'b', 'beq', 'contol', 'xtol', 'ftol', 'gradtol', 'iprint', 'plot', 'maxIter', 'maxTime', 'maxCPUTime','fEnough', 'goal', 'color', 'debug'] :
	296	if hasattr(self, key): setattr(newProb, key, getattr(self, key))

trunk/openopt/scikits/openopt/Kernel/QP.py

r1040	r1089
7	7	from ooMisc import assignScript
8	8	from BaseProblem import BaseProblem
9		from numpy import as~~array, ones, inf, dot~~
	9	from numpy import asfarray, ones, inf, dot, asfarray, nan, zeros
10	10
11	11
…	…
22	22
23	23	def objFunc(self, x):
24		return asfarray(0.5*dot(x, dot(~~p.H, x)) + dot(p~~.f, x).sum()).flatten()
	24	return asfarray(0.5*dot(x, dot(self.H, x)) + dot(self.f, x).sum()).flatten()
25	25
26	26
…	…
32	32	for fn in ('H', 'f'):
33	33	if kwargs.has_key(fn):
34		kwargs[fn] = asarray(kwargs[fn], float) # TODO: handle the case in runProbSolver()
	34	kwargs[fn] = asfarray(kwargs[fn], float) # TODO: handle the case in runProbSolver()
35	35
36	36
37	37
38	38	p.n = kwargs['H'].shape[0]
	39	if p.x0 is nan: p.x0 = zeros(p.n)
39	40	p.lb = -inf * ones(p.n)
40	41	p.ub = inf * ones(p.n)

trunk/openopt/scikits/openopt/Kernel/Residuals.py

r1065	r1089
1	1	__docformat__ = "restructuredtext en"
2		from numpy import concatenate, asfarray, array, where, argmax, zeros, isfinite
	2	from numpy import concatenate, asfarray, array, where, argmax, zeros, isfinite, copy
	3	from copy import deepcopy
3	4	empty_arr = asfarray([])
4	5
…	…
31	32
32	33	def __getResiduals__(self, x):
33		~~if hasattr(self.prev, 'residualsX') and all(x == self.prev.residualsX~~):
34		return self.prev.residualsVal
	34	# if self.prevVal['r'].has_key('x') and all(x == self.prevVal['r']['x']):
	35	# return self.prevVal['r']['Val']
35	36	# TODO: add quadratic constraints
36	37	r = EmptyClass()
…	…
41	42	r.lb = self.__getLbResiduals__(x)
42	43	r.ub = self.__getUbResiduals__(x)
43		self.prev.residualsVal = r
	44	# self.prevVal['r']['Val'] = deepcopy(r)
	45	# self.prevVal['r']['x'] = copy(x)
44	46	return r
45	47

trunk/openopt/scikits/openopt/Kernel/ooGraphics.py

r1068	r1089
75	75	self.nTrajectories = 0
76	76	self.ghandlers = []
77		self.solverNames = []
	77	#self.solverNames = []
78	78
79	79	#TODO: the condition should be handled somewhere other place, not here.
…	…
243	243	p2 = pylab.plot([xx[0]], [yy2[0]], color = color, marker = self.specifierStart, markersize = self.markerSize)
244	244	p3 = pylab.plot([xx[0], xx[0]+1e-50], [yy2[0], yy2[0]], color = color, markersize = self.markerSize)
245		if p.legend == '': pylab.legend([p3[0]], [p.solver~~Name~~], shadow = True)
	245	if p.legend == '': pylab.legend([p3[0]], [p.solver.__name__], shadow = True)
246	246	elif type(p.legend) in (tuple, list): pylab.legend([p3[0]], p.legend, shadow = True)
247	247	else: pylab.legend([p3[0]], [p.legend], shadow = True)

trunk/openopt/scikits/openopt/Kernel/ooIter.py

r1004	r1089
4	4	from numpy import asfarray, atleast_1d, isreal, all, ndarray
5	5	from ooMisc import isSolved
	6	NoneType = type(None)
6	7
7	8	def ooIter(p, args, *kwargs):
…	…
22	23	p.lastDrawIter = 0
23	24
24
25	25	p.solver.__decodeIterFcnArgs__(p, args, *kwargs)
26		~~p.iterPrint()~~
27
28	26	if p.graphics.xlabel == 'nf': p.iterValues.nf.append(p.nEvals['f'])
29	27
…	…
33	31	if type(attr) == list:
34	32	attr.pop(-1)
35		elif type(attr) ~~== ndarray~~:
36		p.warn('Found ~~ndarray~~ in p.iterValues (Python list expected), it can lead to error(s)!')
	33	elif type(attr) not in [str, NoneType]:
	34	p.warn('Found incorrect type ' + str(type(attr)) +' in p.iterValues (Python list expected), it can lead to error(s)!')
37	35	#TODO: handle case x0 = x1 = x2 = ...
38	36	return
39	37
40
	38	p.iterPrint()
41	39
42	40	p.iterCPUTime.append(clock() - p.cpuTimeStart)
…	…
68	66	p.userStop = True
69	67
70		if p.istop and not p.solver.__iterfcnConnected__ and not p.isFinished and p.solver~~Name~~ != 'ipopt':
	68	if p.istop and not p.solver.__iterfcnConnected__ and not p.isFinished and p.solver.__name__ != 'ipopt':
71	69	raise isSolved
72	70

trunk/openopt/scikits/openopt/Kernel/runProbSolver.py

r1065	r1089
7	7	import os, string
8	8	from ooMisc import isSolved
9		from string import capitalize
	9	from string import capitalize, lower
10	10	from BaseProblem import ProbDefaults
11	11	from scikits.openopt.Kernel.ooMisc import __solverPaths__
…	…
31	31	else: p.was_involved = True
32	32
	33	if ':' in solver_str:
	34	probTypeToConvert, solverName = solver_str.split(':', 1)
	35	converterName = lower(p.probType)+'2'+probTypeToConvert
	36	converter = getattr(p, converterName)
	37	return converter(solverName, args, *kwargs)
	38
33	39	if kwargs.has_key('debug'):
34	40	p.debug = kwargs['debug']
…	…
43	49
44	50	p.solver = solverClass()
45		p.solverName = p.solver.__name__
46		setattr(p, p.solverName, EmptyClass())
47		p.solverLicense = p.solver.__license__
	51	# p.solverName = p.solver.__name__
	52	# setattr(p, p.solverName, EmptyClass())
48	53	solver = p.solver.__solver__
49	54
…	…
152	157
153	158	if hasattr(p, 'delayedConnectIterFcn'):
154		if p.solver.__iterfcnConnected__: p.warn('solver ' + p.solver~~Name~~ + ' has native iterfcn, user-defined connection via p.connectIterFcn will be ignored')
	159	if p.solver.__iterfcnConnected__: p.warn('solver ' + p.solver.__name__ + ' has native iterfcn, user-defined connection via p.connectIterFcn will be ignored')
155	160	else:
156	161	if p.delayedConnectIterFcn == 'df': p.warn('iterfcn now connects to df automatically by default, you can either use other funcs like d2f to suppress the warning or ommit user-defined connecting to df at all')
…	…
173	178	p.cpuTimeStart = clock()
174	179
	180
175	181	############################
176	182	# Start solving problem:
	183
177	184	if p.iprint >= 0:
178	185	print '-----------------------------------------------------'
179		s = 'solver: ' + p.solver~~Name~~ + ' problem: ' + p.name
	186	s = 'solver: ' + p.solver.__name__ + ' problem: ' + p.name
180	187	if p.showGoal: s += ' goal: ' + p.goal
181	188	print s
	189
	190	p.iterfcn(p.x0)
	191
182	192	try:
183	193	solver(p)

trunk/openopt/scikits/openopt/solvers/UkrOpt/ralg_oo.py

r1061	r1089
45	45	# Shor r-alg engine
46	46	#############################################
47
48		~~startPoint = p.point(p.x0)~~
49	47	x = x0.copy()
50	48	xPrevIter = x0.copy()
51		#p.xk = x0.copy()
52		#f = startPoint.f()
53		#p.fk = f
	49	startPoint = p.point(x)
	50	PrevIterPoint = p.point(x)
54	51
55	52	g = self.__getRalgDirection__(startPoint)
56		p._df = copy(g)
57
58		p.iterfcn(startPoint)
59		if p.istop:
60		p.xf = x
61		p.ff = f
62		#r.advanced.ralg.hs = hs;
63		return
	53
	54	# p.iterfcn(startPoint)
	55	# if p.istop:
	56	# p.xf = x
	57	# p.ff = f
	58	# #r.advanced.ralg.hs = hs;
	59	# return
64	60
65	61	g2 = copy(g)
66		if p.~~rk <= p.contol~~:
	62	if p.isFeas(x):
67	63	constrGradPrevIter = zeros(p.n)
68	64	dfPrevIter = g2.copy()

trunk/openopt/scikits/openopt/solvers/scipy_optim/lapack_dgelss_oo.py

r1008	r1089
12	12	def __init__(self):pass
13	13	def __solver__(self, p):
	14	p.iterfcn(p.x0)
14	15
15	16	v,x,s,rank,info = dgelss(p.C, p.d)

trunk/openopt/scikits/openopt/solvers/scipy_optim/lapack_sgelss_oo.py

r1008	r1089
12	12	def __init__(self):pass
13	13	def __solver__(self, p):
	14	p.iterfcn(p.x0)
14	15	v,x,s,rank,info = sgelss(p.C, p.d)
15	16	xf = x[:p.C.shape[1]]

trunk/openopt/scikits/openopt/solvers/scipy_optim/scipy_cobyla_oo.py

r934	r1089
6	6	from numpy import inf, array, copy
7	7
8		class EmptyClass: pass
9
	8	class EmptyClass: pass
	9
10	10	class scipy_cobyla(BaseAlg):
11	11	__name__ = 'scipy_cobyla'
12	12	__license__ = "BSD"
13	13	__authors__ = """undefined"""
14		__alg__ = "Constrained Optimization BY Linear Approximation"
15		__info__ = 'constrained NLP solver, no user-defined derivatives are handled'#TODO: add '__info__' field to other solvers
	14	__alg__ = "Constrained Optimization BY Linear Approximation"
	15	__info__ = 'constrained NLP solver, no user-defined derivatives are handled'#TODO: add '__info__' field to other solvers
16	16	__constraintsThatCannotBeHandled__ = [] # empty list means the solver can handle all constraints
17
	17
18	18	def __init__(self): pass
19	19	def __solver__(self, p):
…	…
24	24	if p.userProvided.h: p.cobyla.nh = p.h(p.x0).size
25	25	else: p.cobyla.nh = 0
26
	26
27	27	det_arr = cumsum(array((p.cobyla.nc, p.cobyla.nh, p.b.size, p.beq.size, p.cobyla.nh, p.beq.size)))
28
	28
29	29	cons = []
30	30	for i in xrange(det_arr[-1]):
31		if i < det_arr[0]:
	31	if i < det_arr[0]:
32	32	c = lambda x, i=i: - p.c(x)[i] # cobyla requires positive constraints!
33		elif det_arr[0] <= i < det_arr[1]:
	33	elif det_arr[0] <= i < det_arr[1]:
34	34	j = i - det_arr[0]
35	35	c = lambda x, i=i: p.h(x)[j]
36		elif det_arr[1] <= i < det_arr[2]:
	36	elif det_arr[1] <= i < det_arr[2]:
37	37	j = i - det_arr[1]
38	38	#assert 0<= j <p.cobyla.nb
…	…
42	42	#assert 0<= j <p.cobyla.nbeq
43	43	c = lambda x, j=j: p.dotmult(p.Aeq[j], x).sum() - p.beq[j]
44		elif det_arr[3] <= i < det_arr[4]:
	44	elif det_arr[3] <= i < det_arr[4]:
45	45	j = i - det_arr[3]
46		c = lambda x, j=j: - p.h(x)[j]
	46	c = lambda x, j=j: - p.h(x)[j]
47	47	elif det_arr[4] <= i < det_arr[5]:
48	48	j = i - det_arr[4]
49	49	#assert 0<= j <p.cobyla.nbeq
50	50	c = lambda x, j=j: p.dotmult(p.Aeq[j], x).sum() - p.beq[j]
51		else:
	51	else:
52	52	p.err('error in connection cobyla to openopt')
53	53	cons.append(c)
…	…
58	58	## c3 = p.matmult(p.Aeq, x) - p.beq
59	59	## return hstack((c0, c1, -c1, c2, c3, -c3))
60
61
62		p.xk = p.x0.copy()
63		p.fk = p.f(p.x0)
64
65		p.iterfcn()
66		if p.istop:
67		p.xf = p.xk
68		p.ff = p.fk
69		return
70
71
	60
	61
	62	# p.xk = p.x0.copy()
	63	# p.fk = p.f(p.x0)
	64	#
	65	# p.iterfcn()
	66	# if p.istop:
	67	# p.xf = p.xk
	68	# p.ff = p.fk
	69	# return
	70
	71
72	72	xf = fmin_cobyla(p.f, p.x0, cons = tuple(cons), iprint = 0, maxfun = p.maxFunEvals, rhoend = p.xtol )
73
	73
74	74	p.xk = xf
75	75	p.fk = p.f(xf)
76	76	p.istop = 1000
77		p.iterfcn()
78		p.xf = xf
79		p.ff = p.fk
80
81
82
	77	# p.iterfcn()
	78	# p.xf = xf
	79	# p.ff = p.fk
	80
	81
	82

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Changeset 1089

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