/usr/share/pyshared/openopt/oo.py is in python-openopt 0.38+svn1589-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 | import os,sys
sys.path.append(os.getcwd()+os.sep+'kernel')
from LP import LP as CLP
from LCP import LCP as CLCP
from EIG import EIG as CEIG
from SDP import SDP as CSDP
from QP import QP as CQP
from MILP import MILP as CMILP
from NSP import NSP as CNSP
from NLP import NLP as CNLP
from MOP import MOP as CMOP
from MINLP import MINLP as CMINLP
from NLSP import NLSP as CNLSP
from NLLSP import NLLSP as CNLLSP
from GLP import GLP as CGLP
from SLE import SLE as CSLE
from LLSP import LLSP as CLLSP
from MMP import MMP as CMMP
from LLAVP import LLAVP as CLLAVP
from LUNP import LUNP as CLUNP
from SOCP import SOCP as CSOCP
from DFP import DFP as CDFP
from IP import IP as CIP
from ODE import ODE as CODE
def MILP(*args, **kwargs):
"""
MILP: constructor for Mixed Integer Linear Problem assignment
f' x -> min
subjected to
lb <= x <= ub
A x <= b
Aeq x = beq
for all i from intVars: i-th coordinate of x is required to be integer
for all j from binVars: j-th coordinate of x is required to be from {0, 1}
Examples of valid calls:
p = MILP(f, <params as kwargs>)
p = MILP(f=objFunVector, <params as kwargs>)
p = MILP(f, A=A, intVars = myIntVars, Aeq=Aeq, b=b, beq=beq, lb=lb, ub=ub, binVars = binVars)
See also: /examples/milp_*.py
:Parameters:
- intVars : Python list of those coordinates that are required to be integers.
- binVars : Python list of those coordinates that are required to be binary.
all other input parameters are same to LP class constructor ones
:Returns:
OpenOpt MILP class instance
Notes
-----
Solving of MILPs is performed via
r = p.solve(string_name_of_solver)
or p.maximize, p.minimize
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (<f,x_opt>) (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
lpSolve (LGPL) - requires lpsolve + Python bindings installations (all mentioned is available in http://sourceforge.net/projects/lpsolve)
glpk (GPL 2) - requires glpk + CVXOPT v >= 1.0 installations (read OO MILP webpage for more details)
"""
return CMILP(*args, **kwargs)
def LP(*args, **kwargs):
"""
LP: constructor for Linear Problem assignment
f' x -> min
subjected to
lb <= x <= ub
A x <= b
Aeq x = beq
valid calls are:
p = LP(f, <params as kwargs>)
p = LP(f=objFunVector, <params as kwargs>)
p = LP(f, A=A, Aeq=Aeq, Awhole=Awhole, b=b, beq=beq, bwhole=bwhole, dwhole=dwhole, lb=lb, ub=ub)
See also: /examples/lp_*.py
:Parameters:
f: vector of length n
A: size m1 x n matrix, subjected to A * x <= b
Aeq: size m2 x n matrix, subjected to Aeq * x = beq
b, beq: corresponding vectors of lengthes m1, m2
lb, ub: vectors of length n, some coords may be +/- inf
:Returns:
OpenOpt LP class instance
Notes
-----
Solving of LPs is performed via
r = p.solve(string_name_of_solver)
or p.maximize, p.minimize
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (<f,x_opt>) (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
pclp (BSD) - premature but pure Python implementation with permissive license
lpSolve (LGPL) - requires lpsolve + Python bindings installations (all mentioned is available in http://sourceforge.net/projects/lpsolve)
cvxopt_lp (GPL) - requires CVXOPT (http://abel.ee.ucla.edu/cvxopt)
glpk(GPL2) - requires CVXOPT(http://abel.ee.ucla.edu/cvxopt) & glpk (www.gnu.org/software/glpk)
converter to NLP. Example: r = p.solve('nlp:ipopt')
"""
return CLP(*args, **kwargs)
def LCP(*args, **kwargs):
"""
LCP: constructor for Linear Complementarity Problem assignment
find w, z: w = Mz + q
valid calls are:
p = LP(M, q, <params as kwargs>)
p = LP(M=M, q=q, <params as kwargs>)
See also: /examples/lcp_*.py
:Parameters:
M: numpy array of size n x n
q: vector of length n
:Returns:
OpenOpt LCP class instance
Notes
-----
Solving of LCPs is performed via
r = p.solve(string_name_of_solver)
r.xf - desired solution (1st n/2 coords are w, other n/2 coords are z)
r.ff - objFun value (max residual of Mz+q-w) (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
lcpsolve (BSD)
"""
return CLCP(*args, **kwargs)
def EIG(*args, **kwargs):
"""
EIG: constructor for Eigenvalues Problem assignment
to solve standard eigenvalue problem:
find eigenvalues and eigenvectors of square matrix A:
A x = lambda x
or general eigenvalue problem:
A x = lambda M x
valid calls are:
p = EIG(M, q, <params as kwargs>)
p = EIG(M=M, q=q, <params as kwargs>)
See also: /examples/eig_*.py
:Parameters:
A, (optional) M: numpy array or scipy sparse matrix of size n x n
:Returns:
OpenOpt EIG class instance
Notes
-----
Solving of EIGs is performed via
r = p.solve(string_name_of_solver)
see http://openopt.org/EIG for more info
Solvers available for now:
arpack (license: BSD)
"""
return CEIG(*args, **kwargs)
def SDP(*args, **kwargs):
"""
SDP: constructor for SemiDefinite Problem assignment
f' x -> min
subjected to
lb <= x <= ub
A x <= b
Aeq x = beq
For all i = 0, ..., I: Sum [j = 0, ..., n-1] {S_i_j x_j} <= d_i (matrix componentwise inequality),
d_i are square matrices
S_i_j are square positive semidefinite matrices of size same to d_i
valid calls are:
p = SDP(f, <params as kwargs>)
p = SDP(f=objFunVector, <params as kwargs>)
p = SDP(f, S=S, d=d, A=A, Aeq=Aeq, Awhole=Awhole, b=b, beq=beq, bwhole=bwhole, dwhole=dwhole, lb=lb, ub=ub)
See also: /examples/sdp_*.py
:Parameters:
f: vector of length n
S: Python dict of square matrices S[0, 0], S[0,1], ..., S[I,J]
S[i, j] are real symmetric positive-definite matrices
d: Python dict of square matrices d[0], ..., d[I]
A: size m1 x n matrix, subjected to A * x <= b
Aeq: size m2 x n matrix, subjected to Aeq * x = beq
b, beq: corresponding vectors of lengthes m1, m2
lb, ub: vectors of length n, some coords may be +/- inf
:Returns:
OpenOpt SDP class instance
Notes
-----
Solving of SDPs is performed via
r = p.solve(string_name_of_solver)
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (<f,x_opt>) (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
cvxopt_sdp (LGPL) - requires CVXOPT (http://abel.ee.ucla.edu/cvxopt)
dsdp (GPL) - requires CVXOPT + DSDP installation, can't handle linear equality constraints Aeq x = beq
"""
return CSDP(*args, **kwargs)
def SOCP(*args, **kwargs):
"""
SOCP: constructor for Second-Order Cone Problem assignment
f' x -> min
subjected to
lb <= x <= ub
Aeq x = beq
For all i = 0, ..., I: ||C_i x + d_i|| <= q_i x + s_i
valid calls are:
p = SDP(f, <params as kwargs>)
p = SDP(f=objFunVector, <params as kwargs>)
p = SDP(f, S=S, d=d, A=A, Aeq=Aeq, Awhole=Awhole, b=b, beq=beq, bwhole=bwhole, dwhole=dwhole, lb=lb, ub=ub)
See also: /examples/sdp_*.py
:Parameters:
f: vector of length n
Aeq: size M x n matrix, subjected to Aeq * x = beq
beq: corresponding vector of length M
C: Python list of matrices C_i of shape (m_i, n)
d: Python list of vectors of length m_i
q: Python list of vectors of length n
s: Python list of numbers, len(s) = n
lb, ub: vectors of length n, some coords may be +/- inf
:Returns:
OpenOpt SDP class instance
Notes
-----
Solving of SOCPs is performed via
r = p.solve(string_name_of_solver)
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (<f,x_opt>) (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
cvxopt_socp (LGPL) - requires CVXOPT (http://abel.ee.ucla.edu/cvxopt)
"""
return CSOCP(*args, **kwargs)
def QP(*args, **kwargs):
"""
QP: constructor for Quadratic Problem assignment
1/2 x' H x + f' x -> min
subjected to
A x <= b
Aeq x = beq
lb <= x <= ub
Examples of valid calls:
p = QP(H, f, <params as kwargs>)
p = QP(numpy.ones((3,3)), f=numpy.array([1,2,4]), <params as kwargs>)
p = QP(f=range(8)+15, H = numpy.diag(numpy.ones(8)), <params as kwargs>)
p = QP(H, f, A=A, Aeq=Aeq, b=b, beq=beq, lb=lb, ub=ub, <other params as kwargs>)
See also: /examples/qp_*.py
INPUT:
H: size n x n matrix, symmetric, positive-definite
f: vector of length n
lb, ub: vectors of length n, some coords may be +/- inf
A: size m1 x n matrix, subjected to A * x <= b
Aeq: size m2 x n matrix, subjected to Aeq * x = beq
b, beq: vectors of lengths m1, m2
Alternatively to A/Aeq you can use Awhole matrix as it's described in LP documentation (or both A, Aeq, Awhole)
OUTPUT: OpenOpt QP class instance
Solving of QPs is performed via
r = p.solve(string_name_of_solver)
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
cvxopt_qp (GPL) - requires CVXOPT (http://abel.ee.ucla.edu/cvxopt)
converter to NLP. Example: r = p.solve('nlp:ipopt')
"""
return CQP(*args, **kwargs)
def NLP(*args, **kwargs):
"""
NLP: constructor for general Non-Linear Problem assignment
f(x) -> min (or -> max)
subjected to
c(x) <= 0
h(x) = 0
A x <= b
Aeq x = beq
lb <= x <= ub
Examples of valid usage:
p = NLP(f, x0, <params as kwargs>)
p = NLP(f=objFun, x0 = myX0, <params as kwargs>)
p = NLP(f, x0, A=A, df = objFunGradient, Aeq=Aeq, b=b, beq=beq, lb=lb, ub=ub)
See also: /examples/nlp_*.py
INPUTS:
f: objFun
x0: start point, vector of length n
Optional:
name: problem name (string), is used in text & graphics output
df: user-supplied gradient of objective function
c, h - functions defining nonlinear equality/inequality constraints
dc, dh - functions defining 1st derivatives of non-linear constraints
A: size m1 x n matrix, subjected to A * x <= b
Aeq: size m2 x n matrix, subjected to Aeq * x = beq
b, beq: corresponding vectors of lengthes m1, m2
lb, ub: vectors of length n subjected to lb <= x <= ub constraints, may include +/- inf values
iprint = {10}: print text output every <iprint> iteration
goal = {'minimum'} | 'min' | 'maximum' | 'max' - minimize or maximize objective function
diffInt = {1e-7} : finite-difference gradient aproximation step, scalar or vector of length nVars
scale = {None} : scale factor, see /examples/badlyScaled.py for more details
stencil = {1}|2|3: finite-differences derivatives approximation stencil,
used by most of solvers (except scipy_cobyla) when no user-supplied for
objfun / nonline constraints derivatives are provided
1: (f(x+dx)-f(x))/dx (faster but less precize)
2: (f(x+dx)-f(x-dx))/(2*dx) (slower but more exact)
3: (-f(x+2*dx)+8*f(x+dx)-8*f(x-dx)+f(x-2*dx))/(12*dx) (even more slower, but even more exact)
check.df, check.dc, check.dh: if set to True, OpenOpt will check user-supplied gradients.
args (or args.f, args.c, args.h) - additional arguments to objFunc and non-linear constraints,
see /examples/userArgs.py for more details.
contol: max allowed residual in optim point
(for any constraint from problem constraints:
constraint(x_optim) < contol is required from solver)
stop criteria:
maxIter {400}
maxFunEvals {1e5}
maxCPUTime {inf}
maxTime {inf}
maxLineSearch {500}
fEnough {-inf for min problems, +inf for max problems}:
stop if objFunc vulue better than fEnough and all constraints less than contol
ftol {1e-6}: used in stop criterium || f[iter_k] - f[iter_k+1] || < ftol
xtol {1e-6}: used in stop criterium || x[iter_k] - x[iter_k+1] || < xtol
gtol {1e-6}: used in stop criteria || gradient(x[iter_k]) || < gtol
callback - user-defined callback function(s), see /examples/userCallback.py
Notes:
1) for more safety default values checking/reassigning (via print p.maxIter / prob.maxIter = 400) is recommended
(they may change in future OpenOpt versions and/or not updated in time in the documentation)
2) some solvers may ignore some of the stop criteria above and/or use their own ones
3) for NSP constructor ftol, xtol, gtol defaults may have other values
graphic options:
plot = {False} | True : plot figure (now implemented for UC problems only), requires matplotlib installed
color = {'blue'} | black | ... (any valid matplotlib color)
specifier = {'-'} | '--' | ':' | '-.' - plot specifier
show = {True} | False : call pylab.show() after solver finish or not
xlim {(nan, nan)}, ylim {(nan, nan)} - initial estimation for graphical output borders
(you can use for example p.xlim = (nan, 10) or p.ylim = [-8, 15] or p.xlim=[inf, 15], only real finite values will be taken into account)
for constrained problems ylim affects only 1st subplot
p.graphics.xlabel or p.xlabel = {'time'} | 'cputime' | 'iter' # desired graphic output units in x-axe, case-unsensetive
Note: some Python IDEs have problems with matplotlib!
Also, after assignment NLP instance you may modify prob fields inplace:
p.maxIter = 1000
p.df = lambda x: cos(x)
OUTPUT: OpenOpt NLP class instance
Solving of NLPs is performed via
r = p.solve(string_name_of_solver)
or p.maximize, p.minimize
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (NaN if a problem occured)
(see also other fields, such as CPUTimeElapsed, TimeElapsed, isFeasible, iter etc, via dir(r))
Solvers available for now:
single-variable:
goldenSection, scipy_fminbound (latter is not recommended)
(both these solvers require finite lb-ub and ignore user-supplied gradient)
unconstrained:
scipy_bfgs, scipy_cg, scipy_ncg,
(these ones cannot handle user-provided gradient) scipy_powell and scipy_fmin
amsg2p - requires knowing fOpt (optimal value)
box-bounded:
scipy_lbfgsb, scipy_tnc - require scipy installed
bobyqa - doesn't use derivatives; requires http://openopt.org/nlopt installed
ptn, slmvm1, slmvm2 - require http://openopt.org/nlopt installed
all constraints:
ralg
ipopt (requires ipopt + pyipopt installed)
scipy_slsqp
scipy_cobyla (this one cannot handle user-supplied gradients)
lincher (requires CVXOPT QP solver),
gsubg - for large-scaled problems
algencan (ver. 2.0.3 or more recent, very powerful constrained solver, GPL,
requires ALGENCAN + Python interface installed,
see http://www.ime.usp.br/~egbirgin/tango/)
mma and auglag - require http://openopt.org/nlopt installed
"""
return CNLP(*args, **kwargs)
def MINLP(*args, **kwargs):
"""
MINLP: constructor for general Mixed-Integer Non-Linear Problem assignment
parameters and usage: same to NLP, + parameters
discreteVars: dictionary numberOfCoord <-> list (or tuple) of allowed values, eg
p.discreteVars = {0: [1, 2.5], 15: (3.1, 4), 150: [4,5, 6]}
discrtol (default 1e-5) - tolerance required for discrete constraints
available solvers:
branb (branch-and-bound) - translation of fminconset routine, requires non-default string parameter nlpSolver
"""
return CMINLP(*args, **kwargs)
def NSP(*args, **kwargs):
"""
Non-Smooth Problem constructor
Same usage as NLP (see help(NLP) and /examples/nsp_*.py), but default values of contol, xtol, ftol, diffInt may differ
Also, default finite-differences derivatives approximation stencil is 3 instead of 1 for NLP
Solvers available for now:
ralg - all constraints, medium-scaled (nVars = 1...1000), can handle user-provided gradient/subgradient
amsg2p - requires knowing fOpt (optimal value), medium-scaled (nVars = 1...1000), can handle user-provided gradient/subgradient
gsubg - for large-scaled problems
scipy_fmin - a Nelder-Mead simplex algorithm implementation, cannot handle constraints and derivatives
sbplx - A variant of Nelder-Mead algorithm; requires http://openopt.org/nlopt installed
ShorEllipsoid (unconstrained for now) - small-scale, nVars=1...10, requires r0: ||x0-x*||<=r0
"""
return CNSP(*args, **kwargs)
def NLSP(*args, **kwargs):
"""
Solving systems of n non-linear equations with n variables
Parameters and usage: same as NLP
(see help(NLP) and /examples/nlsp_*.py)
Solvers available for now:
scipy_fsolve (can handle df);
converter to NLP. Example: r = p.solve('nlp:ipopt');
nssolve (primarily for non-smooth and noisy funcs; can handle all types of constraints and 1st derivatives df,dc,dh; splitting equations to Python list or tuple is recommended to speedup calculations)
(these ones below are very unstable and can't use user-supplied gradient - at least, for scipy 0.6.0)
scipy_anderson
scipy_anderson2
scipy_broyden1
scipy_broyden2
scipy_broyden3
scipy_broyden_generalized
"""
r = CNLSP(*args, **kwargs)
r.pWarn('''
OpenOpt NLSP class had been renamed to SNLE
(system of nonlinear equations), use "SNLE" instead of "NLSP"
''')
return r
def SNLE(*args, **kwargs):
"""
Solving systems of n non-linear equations with n variables
Parameters and usage: same as NLP
(see help(NLP) and /examples/nlsp_*.py)
Solvers available for now:
scipy_fsolve (can handle df);
converter to NLP. Example: r = p.solve('nlp:ipopt');
nssolve (primarily for non-smooth and noisy funcs; can handle all types of constraints and 1st derivatives df,dc,dh; splitting equations to Python list or tuple is recommended to speedup calculations)
(these ones below are very unstable and can't use user-supplied gradient - at least, for scipy 0.6.0)
scipy_anderson
scipy_anderson2
scipy_broyden1
scipy_broyden2
scipy_broyden3
scipy_broyden_generalized
"""
return CNLSP(*args, **kwargs)
def NLLSP(*args, **kwargs):
"""
Given set of non-linear equations
f1(x)=0, f2(x)=0, ... fm(x)=0
search for x: f1(x, <optional params>)^2 + ,,, + fm(x, <optional params>)^2 -> min
Parameters and usage: same as NLP
(see help(openopt.NLP) and /examples/nllsp_*.py)
Solvers available for now:
scipy_leastsq (requires scipy installed)
converter to NLP. Example: r = p.solve('nlp:ralg')
"""
return CNLLSP(*args, **kwargs)
def MOP(*args, **kwargs):
'''
Multiobjective optimization
Search for weak or strong Pareto front
Solvers available for now:
interalg (http://openopt.org/interalg)
'''
return CMOP(*args, **kwargs)
def IP(*args, **kwargs):
"""
Integrate a function f: R^n -> R over a given domain lb_i <= x_i <= ub_i
"""
return CIP(*args, **kwargs)
def ODE(*args, **kwargs):
"""
Solve ODE dy/dt = f(y,t), y(0) = y0
"""
return CODE(*args, **kwargs)
def SLE(*args, **kwargs):
"""
SLE: constructor for system of linear equations C*x = d assignment
Examples of valid usage:
p = SLE(C, d, <params as kwargs>)
p = SLE(C=C, d=d, <params as kwargs>)
"""
return CSLE(*args, **kwargs)
def DFP(*args, **kwargs):
"""
Data Fit Problem constructor
Search for x: Sum_i || F(x, X_i) - Y_i ||^2 -> min
subjected to
c(x) <= 0
h(x) = 0
A x <= b
Aeq x = beq
lb <= x <= ub
Some examples of valid usage:
p = NLP(f, x0, X, Y, <params as kwargs>)
p = NLP(f=objFun, x0 = my_x0, X = my_X, Y=my_Y, <params as kwargs>)
p = NLP(f, x0, X, Y, A=A, Aeq=Aeq, b=b, beq=beq, lb=lb, ub=ub, <params as kwargs>)
Parameters and usage: same as NLP, see help(openopt.NLP)
See also: /examples/dfp_*.py
Solvers available for now:
converter to NLP. Example: r = p.solve('nlp:ralg')
"""
return CDFP(*args, **kwargs)
def GLP(*args, **kwargs):
"""
GLP: constructor for general GLobal Problem
search for global optimum of general non-linear (maybe discontinious) function
f(x) -> min/max
subjected to
lb <= x <= ub
Ax <= b
c(x) <= 0
usage:
p = GLP(f, <params as kwargs>)
Solving of NLPs is performed via
r = p.solve(string_name_of_solver)
or p.maximize, p.minimize
Parameters and usage: same as NLP (see help(NLP) and /examples/glp_*.py)
One more stop criterion is maxNonSuccess (default: 15)
See also: /examples/glp_*.py
Solvers available:
galileo - a GA-based solver by Donald Goodman, requires finite lb <= x <= ub
pswarm (requires PSwarm installed), license: BSD, can handle Ax<=b, requires finite search area
de (this is temporary name, will be changed till next OO release v. 0.22), license: BSD, requires finite lb <= x <= ub, can handle Ax<=b, c(x) <= 0. The solver is based on differential evolution and made by Stepan Hlushak.
stogo and mlsl - can use derivatives; require http://openopt.org/nlopt installed
isres - can handle any constraints; requires http://openopt.org/nlopt installed
interalg - exact optimum wrt required tolerance, see http://openopt.org/interalg for details
"""
return CGLP(*args, **kwargs)
def LLSP(*args, **kwargs):
"""
LLSP: constructor for Linear Least Squares Problem assignment
0.5*||C*x-d||^2 + 0.5*damp*||x-X||^2 + <f,x> -> min
subjected to:
lb <= x <= ub
Examples of valid calls:
p = LLSP(C, d, <params as kwargs>)
p = LLSP(C=my_C, d=my_d, <params as kwargs>)
p = LLSP(C, d, lb=lb, ub=ub)
See also: /examples/llsp_*.py
:Parameters:
C - float m x n numpy.ndarray, numpy.matrix or Python list of lists
d - float array of length m (numpy.ndarray, numpy.matrix, Python list or tuple)
damp - non-negative float number
X - float array of length n (by default all-zeros)
f - float array of length n (by default all-zeros)
lb, ub - float arrays of length n (numpy.ndarray, numpy.matrix, Python list or tuple)
:Returns:
OpenOpt LLSP class instance
Notes
-----
Solving of LLSPs is performed via
r = p.solve(string_name_of_solver)
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
lsqr (license: GPL) - most efficient, can hanlde scipy.sparse matrices,
user-supplied or generated by FuncDesigner models automatically
lapack_dgelss (license: BSD) - slow but stable, requires scipy; unconstrained
lapack_sgelss (license: BSD) - single precesion, requires scipy; unconstrained
bvls (license: BSD) - requires installation from OO LLSP webpage, can handle lb, ub
converter to nlp. Example: r = p.solve('nlp:ralg', plot=1, iprint =15, <...>)
"""
return CLLSP(*args, **kwargs)
def MMP(*args, **kwargs):
"""
MMP: constructor for Mini-Max Problem
search for minimum of max(func0(x), func1(x), ... funcN(x))
See also: /examples/mmp_*.py
Parameters and usage: same as NLP (see help(NLP) and /examples/mmp_*.py)
Solvers available:
nsmm (currently unconstrained, NonSmooth-based MiniMax, uses NSP ralg solver)
"""
return CMMP(*args, **kwargs)
def LLAVP(*args, **kwargs):
"""
LLAVP : constructor for Linear Least Absolute Value Problem assignment
||C * x - d||_1 + damp*||x-X||_1-> min
subjected to:
lb <= x <= ub
Examples of valid calls:
p = LLAVP(C, d, <params as kwargs>)
p = LLAVP(C=my_C, d=my_d, <params as kwargs>)
p = LLAVP(C, d, lb=lb, ub=ub)
See also: /examples/llavp_*.py
:Parameters:
C - float m x n numpy.ndarray, numpy.matrix or Python list of lists
d - float array of length m (numpy.ndarray, numpy.matrix, Python list or tuple)
damp - non-negative float number
X - float array of length n (by default all-zeros)
lb, ub - float arrays of length n (numpy.ndarray, numpy.matrix, Python list or tuple)
:Returns:
OpenOpt LLAVP class instance
Notes
-----
Solving of LLAVPs is performed via
r = p.solve(string_name_of_solver)
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
nsp:<NSP_solver_name> - converter llavp2nsp. Example: r = p.solve('nsp:ralg', plot=1, iprint =15, <...>)
"""
return CLLAVP(*args, **kwargs)
def LUNP(*args, **kwargs):
"""
LUNP : constructor for Linear Uniform Norm Problem assignment
|| C * x - d ||_inf (that is max | C * x - d |) -> min
subjected to:
lb <= x <= ub
A x <= b
Aeq x = beq
Examples of valid calls:
p = LUNP(C, d, <params as kwargs>)
p = LUNP(C=my_C, d=my_d, <params as kwargs>)
p = LUNP(C, d, lb=lb, ub=ub, A = A, b = b, Aeq = Aeq, beq=beq, ...)
See also: /examples/lunp_*.py
:Parameters:
C - float m x n numpy.ndarray, numpy.matrix or Python list of lists
d - float array of length m (numpy.ndarray, numpy.matrix, Python list or tuple)
damp - non-negative float number
lb, ub - float arrays of length n (numpy.ndarray, numpy.matrix, Python list or tuple)
:Returns:
OpenOpt LUNP class instance
Notes
-----
Solving of LUNPs is performed via
r = p.solve(string_name_of_solver)
r.xf - desired solution (NaNs if a problem occured)
r.ff - objFun value (NaN if a problem occured)
(see also other r fields)
Solvers available for now:
lp:<LP_solver_name> - converter lunp2lp. Example: r = p.solve('lp:lpSolve', <...>)
"""
return CLUNP(*args, **kwargs)
|