Commit e813950d authored by Nicolas Mansard's avatar Nicolas Mansard Committed by Nicolas Mansard
Browse files

[APP] add generated.

parent aa790065
x0 = np.array([0.0, 0.0])
# Optimize cost without any constraints in BFGS, with traces.
xopt_bfgs = fmin_bfgs(cost, x0, callback=CallbackLogger())
print('\n *** Xopt in BFGS = %s \n\n\n\n' % str(xopt_bfgs))
class CallbackLogger:
def __init__(self):
self.nfeval = 1
def __call__(self, x):
print('===CBK=== {0:4d} {1: 3.6f} {2: 3.6f}'.format(self.nfeval, x[0], x[1], cost(x)))
self.nfeval += 1
def constraint_eq(x):
''' Constraint x^3 = y '''
return np.array([x[0]**3 - x[1]])
def constraint_ineq(x):
'''Constraint x>=2, y>=2'''
return np.array([x[0] - 2, x[1] - 2])
def cost(x):
'''Cost f(x,y) = x^2 + 2y^2 - 2xy - 2x '''
x0 = x[0]
x1 = x[1]
return -1 * (2 * x0 * x1 + 2 * x0 - x0**2 - 2 * x1**2)
import numpy as np
from scipy.optimize import fmin_bfgs, fmin_slsqp
# Optimize cost with equality and inequality constraints in CLSQ
xopt_clsq = fmin_slsqp(cost, [-1.0, 1.0], f_eqcons=constraint_eq, f_ieqcons=constraint_ineq, iprint=2, full_output=1)
print('\n *** Xopt in c-lsq = %s \n\n\n\n' % str(xopt_clsq))
# Optimize cost without any constraints in CLSQ
xopt_lsq = fmin_slsqp(cost, [-1.0, 1.0], iprint=2, full_output=1)
print('\n *** Xopt in LSQ = %s \n\n\n\n' % str(xopt_lsq))
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