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  2. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/__pycache__/_array_api.cpython-312.pyc +0 -0
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  22. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/_uarray/LICENSE +29 -0
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  36. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/__pycache__/settings.cpython-312.pyc +0 -0
  37. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/framework.py +1240 -0
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  39. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/models.py +1531 -0
  40. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/problem.py +1296 -0
  41. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/settings.py +132 -0
  42. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/__init__.py +14 -0
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  44. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/geometry.cpython-312.pyc +0 -0
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  48. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/utils/__init__.py +18 -0
  49. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/utils/__pycache__/__init__.cpython-312.pyc +0 -0
  50. .venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/utils/__pycache__/exceptions.cpython-312.pyc +0 -0
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.venv_haddock/lib/python3.12/site-packages/scipy/_lib/_uarray/LICENSE ADDED
@@ -0,0 +1,29 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ BSD 3-Clause License
2
+
3
+ Copyright (c) 2018, Quansight-Labs
4
+ All rights reserved.
5
+
6
+ Redistribution and use in source and binary forms, with or without
7
+ modification, are permitted provided that the following conditions are met:
8
+
9
+ * Redistributions of source code must retain the above copyright notice, this
10
+ list of conditions and the following disclaimer.
11
+
12
+ * Redistributions in binary form must reproduce the above copyright notice,
13
+ this list of conditions and the following disclaimer in the documentation
14
+ and/or other materials provided with the distribution.
15
+
16
+ * Neither the name of the copyright holder nor the names of its
17
+ contributors may be used to endorse or promote products derived from
18
+ this software without specific prior written permission.
19
+
20
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
21
+ AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
22
+ IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
23
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
24
+ FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
25
+ DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
26
+ SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
27
+ CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
28
+ OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
29
+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/_uarray/__init__.py ADDED
@@ -0,0 +1,116 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ .. note:
3
+ If you are looking for overrides for NumPy-specific methods, see the
4
+ documentation for :obj:`unumpy`. This page explains how to write
5
+ back-ends and multimethods.
6
+
7
+ ``uarray`` is built around a back-end protocol, and overridable multimethods.
8
+ It is necessary to define multimethods for back-ends to be able to override them.
9
+ See the documentation of :obj:`generate_multimethod` on how to write multimethods.
10
+
11
+
12
+
13
+ Let's start with the simplest:
14
+
15
+ ``__ua_domain__`` defines the back-end *domain*. The domain consists of period-
16
+ separated string consisting of the modules you extend plus the submodule. For
17
+ example, if a submodule ``module2.submodule`` extends ``module1``
18
+ (i.e., it exposes dispatchables marked as types available in ``module1``),
19
+ then the domain string should be ``"module1.module2.submodule"``.
20
+
21
+
22
+ For the purpose of this demonstration, we'll be creating an object and setting
23
+ its attributes directly. However, note that you can use a module or your own type
24
+ as a backend as well.
25
+
26
+ >>> class Backend: pass
27
+ >>> be = Backend()
28
+ >>> be.__ua_domain__ = "ua_examples"
29
+
30
+ It might be useful at this point to sidetrack to the documentation of
31
+ :obj:`generate_multimethod` to find out how to generate a multimethod
32
+ overridable by :obj:`uarray`. Needless to say, writing a backend and
33
+ creating multimethods are mostly orthogonal activities, and knowing
34
+ one doesn't necessarily require knowledge of the other, although it
35
+ is certainly helpful. We expect core API designers/specifiers to write the
36
+ multimethods, and implementors to override them. But, as is often the case,
37
+ similar people write both.
38
+
39
+ Without further ado, here's an example multimethod:
40
+
41
+ >>> import uarray as ua
42
+ >>> from uarray import Dispatchable
43
+ >>> def override_me(a, b):
44
+ ... return Dispatchable(a, int),
45
+ >>> def override_replacer(args, kwargs, dispatchables):
46
+ ... return (dispatchables[0], args[1]), {}
47
+ >>> overridden_me = ua.generate_multimethod(
48
+ ... override_me, override_replacer, "ua_examples"
49
+ ... )
50
+
51
+ Next comes the part about overriding the multimethod. This requires
52
+ the ``__ua_function__`` protocol, and the ``__ua_convert__``
53
+ protocol. The ``__ua_function__`` protocol has the signature
54
+ ``(method, args, kwargs)`` where ``method`` is the passed
55
+ multimethod, ``args``/``kwargs`` specify the arguments and ``dispatchables``
56
+ is the list of converted dispatchables passed in.
57
+
58
+ >>> def __ua_function__(method, args, kwargs):
59
+ ... return method.__name__, args, kwargs
60
+ >>> be.__ua_function__ = __ua_function__
61
+
62
+ The other protocol of interest is the ``__ua_convert__`` protocol. It has the
63
+ signature ``(dispatchables, coerce)``. When ``coerce`` is ``False``, conversion
64
+ between the formats should ideally be an ``O(1)`` operation, but it means that
65
+ no memory copying should be involved, only views of the existing data.
66
+
67
+ >>> def __ua_convert__(dispatchables, coerce):
68
+ ... for d in dispatchables:
69
+ ... if d.type is int:
70
+ ... if coerce and d.coercible:
71
+ ... yield str(d.value)
72
+ ... else:
73
+ ... yield d.value
74
+ >>> be.__ua_convert__ = __ua_convert__
75
+
76
+ Now that we have defined the backend, the next thing to do is to call the multimethod.
77
+
78
+ >>> with ua.set_backend(be):
79
+ ... overridden_me(1, "2")
80
+ ('override_me', (1, '2'), {})
81
+
82
+ Note that the marked type has no effect on the actual type of the passed object.
83
+ We can also coerce the type of the input.
84
+
85
+ >>> with ua.set_backend(be, coerce=True):
86
+ ... overridden_me(1, "2")
87
+ ... overridden_me(1.0, "2")
88
+ ('override_me', ('1', '2'), {})
89
+ ('override_me', ('1.0', '2'), {})
90
+
91
+ Another feature is that if you remove ``__ua_convert__``, the arguments are not
92
+ converted at all and it's up to the backend to handle that.
93
+
94
+ >>> del be.__ua_convert__
95
+ >>> with ua.set_backend(be):
96
+ ... overridden_me(1, "2")
97
+ ('override_me', (1, '2'), {})
98
+
99
+ You also have the option to return ``NotImplemented``, in which case processing moves on
100
+ to the next back-end, which in this case, doesn't exist. The same applies to
101
+ ``__ua_convert__``.
102
+
103
+ >>> be.__ua_function__ = lambda *a, **kw: NotImplemented
104
+ >>> with ua.set_backend(be):
105
+ ... overridden_me(1, "2")
106
+ Traceback (most recent call last):
107
+ ...
108
+ uarray.BackendNotImplementedError: ...
109
+
110
+ The last possibility is if we don't have ``__ua_convert__``, in which case the job is
111
+ left up to ``__ua_function__``, but putting things back into arrays after conversion
112
+ will not be possible.
113
+ """
114
+
115
+ from ._backend import *
116
+ __version__ = '0.8.8.dev0+aa94c5a4.scipy'
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/_uarray/_backend.py ADDED
@@ -0,0 +1,707 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import typing
2
+ import types
3
+ import inspect
4
+ import functools
5
+ from . import _uarray
6
+ import copyreg
7
+ import pickle
8
+ import contextlib
9
+ import threading
10
+
11
+ from ._uarray import ( # type: ignore
12
+ BackendNotImplementedError,
13
+ _Function,
14
+ _SkipBackendContext,
15
+ _SetBackendContext,
16
+ _BackendState,
17
+ )
18
+
19
+ __all__ = [
20
+ "set_backend",
21
+ "set_global_backend",
22
+ "skip_backend",
23
+ "register_backend",
24
+ "determine_backend",
25
+ "determine_backend_multi",
26
+ "clear_backends",
27
+ "create_multimethod",
28
+ "generate_multimethod",
29
+ "_Function",
30
+ "BackendNotImplementedError",
31
+ "Dispatchable",
32
+ "wrap_single_convertor",
33
+ "wrap_single_convertor_instance",
34
+ "all_of_type",
35
+ "mark_as",
36
+ "set_state",
37
+ "get_state",
38
+ "reset_state",
39
+ "_BackendState",
40
+ "_SkipBackendContext",
41
+ "_SetBackendContext",
42
+ ]
43
+
44
+ ArgumentExtractorType = typing.Callable[..., tuple["Dispatchable", ...]]
45
+ ArgumentReplacerType = typing.Callable[
46
+ [tuple, dict, tuple], tuple[tuple, dict]
47
+ ]
48
+
49
+ def unpickle_function(mod_name, qname, self_):
50
+ import importlib
51
+
52
+ try:
53
+ module = importlib.import_module(mod_name)
54
+ qname = qname.split(".")
55
+ func = module
56
+ for q in qname:
57
+ func = getattr(func, q)
58
+
59
+ if self_ is not None:
60
+ func = types.MethodType(func, self_)
61
+
62
+ return func
63
+ except (ImportError, AttributeError) as e:
64
+ from pickle import UnpicklingError
65
+
66
+ raise UnpicklingError from e
67
+
68
+
69
+ def pickle_function(func):
70
+ mod_name = getattr(func, "__module__", None)
71
+ qname = getattr(func, "__qualname__", None)
72
+ self_ = getattr(func, "__self__", None)
73
+
74
+ try:
75
+ test = unpickle_function(mod_name, qname, self_)
76
+ except pickle.UnpicklingError:
77
+ test = None
78
+
79
+ if test is not func:
80
+ raise pickle.PicklingError(
81
+ f"Can't pickle {func}: it's not the same object as {test}"
82
+ )
83
+
84
+ return unpickle_function, (mod_name, qname, self_)
85
+
86
+
87
+ def pickle_state(state):
88
+ return _uarray._BackendState._unpickle, state._pickle()
89
+
90
+
91
+ def pickle_set_backend_context(ctx):
92
+ return _SetBackendContext, ctx._pickle()
93
+
94
+
95
+ def pickle_skip_backend_context(ctx):
96
+ return _SkipBackendContext, ctx._pickle()
97
+
98
+
99
+ copyreg.pickle(_Function, pickle_function)
100
+ copyreg.pickle(_uarray._BackendState, pickle_state)
101
+ copyreg.pickle(_SetBackendContext, pickle_set_backend_context)
102
+ copyreg.pickle(_SkipBackendContext, pickle_skip_backend_context)
103
+
104
+
105
+ def get_state():
106
+ """
107
+ Returns an opaque object containing the current state of all the backends.
108
+
109
+ Can be used for synchronization between threads/processes.
110
+
111
+ See Also
112
+ --------
113
+ set_state
114
+ Sets the state returned by this function.
115
+ """
116
+ return _uarray.get_state()
117
+
118
+
119
+ @contextlib.contextmanager
120
+ def reset_state():
121
+ """
122
+ Returns a context manager that resets all state once exited.
123
+
124
+ See Also
125
+ --------
126
+ set_state
127
+ Context manager that sets the backend state.
128
+ get_state
129
+ Gets a state to be set by this context manager.
130
+ """
131
+ with set_state(get_state()):
132
+ yield
133
+
134
+
135
+ @contextlib.contextmanager
136
+ def set_state(state):
137
+ """
138
+ A context manager that sets the state of the backends to one returned by :obj:`get_state`.
139
+
140
+ See Also
141
+ --------
142
+ get_state
143
+ Gets a state to be set by this context manager.
144
+ """ # noqa: E501
145
+ old_state = get_state()
146
+ _uarray.set_state(state)
147
+ try:
148
+ yield
149
+ finally:
150
+ _uarray.set_state(old_state, True)
151
+
152
+
153
+ def create_multimethod(*args, **kwargs):
154
+ """
155
+ Creates a decorator for generating multimethods.
156
+
157
+ This function creates a decorator that can be used with an argument
158
+ extractor in order to generate a multimethod. Other than for the
159
+ argument extractor, all arguments are passed on to
160
+ :obj:`generate_multimethod`.
161
+
162
+ See Also
163
+ --------
164
+ generate_multimethod
165
+ Generates a multimethod.
166
+ """
167
+
168
+ def wrapper(a):
169
+ return generate_multimethod(a, *args, **kwargs)
170
+
171
+ return wrapper
172
+
173
+
174
+ def generate_multimethod(
175
+ argument_extractor: ArgumentExtractorType,
176
+ argument_replacer: ArgumentReplacerType,
177
+ domain: str,
178
+ default: typing.Callable | None = None,
179
+ ):
180
+ """
181
+ Generates a multimethod.
182
+
183
+ Parameters
184
+ ----------
185
+ argument_extractor : ArgumentExtractorType
186
+ A callable which extracts the dispatchable arguments. Extracted arguments
187
+ should be marked by the :obj:`Dispatchable` class. It has the same signature
188
+ as the desired multimethod.
189
+ argument_replacer : ArgumentReplacerType
190
+ A callable with the signature (args, kwargs, dispatchables), which should also
191
+ return an (args, kwargs) pair with the dispatchables replaced inside the
192
+ args/kwargs.
193
+ domain : str
194
+ A string value indicating the domain of this multimethod.
195
+ default: Optional[Callable], optional
196
+ The default implementation of this multimethod, where ``None`` (the default)
197
+ specifies there is no default implementation.
198
+
199
+ Examples
200
+ --------
201
+ In this example, ``a`` is to be dispatched over, so we return it, while marking it
202
+ as an ``int``.
203
+ The trailing comma is needed because the args have to be returned as an iterable.
204
+
205
+ >>> def override_me(a, b):
206
+ ... return Dispatchable(a, int),
207
+
208
+ Next, we define the argument replacer that replaces the dispatchables inside
209
+ args/kwargs with the supplied ones.
210
+
211
+ >>> def override_replacer(args, kwargs, dispatchables):
212
+ ... return (dispatchables[0], args[1]), {}
213
+
214
+ Next, we define the multimethod.
215
+
216
+ >>> overridden_me = generate_multimethod(
217
+ ... override_me, override_replacer, "ua_examples"
218
+ ... )
219
+
220
+ Notice that there's no default implementation, unless you supply one.
221
+
222
+ >>> overridden_me(1, "a")
223
+ Traceback (most recent call last):
224
+ ...
225
+ uarray.BackendNotImplementedError: ...
226
+
227
+ >>> overridden_me2 = generate_multimethod(
228
+ ... override_me, override_replacer, "ua_examples", default=lambda x, y: (x, y)
229
+ ... )
230
+ >>> overridden_me2(1, "a")
231
+ (1, 'a')
232
+
233
+ See Also
234
+ --------
235
+ uarray
236
+ See the module documentation for how to override the method by creating
237
+ backends.
238
+ """
239
+ kw_defaults, arg_defaults, opts = get_defaults(argument_extractor)
240
+ ua_func = _Function(
241
+ argument_extractor,
242
+ argument_replacer,
243
+ domain,
244
+ arg_defaults,
245
+ kw_defaults,
246
+ default,
247
+ )
248
+
249
+ return functools.update_wrapper(ua_func, argument_extractor)
250
+
251
+
252
+ def set_backend(backend, coerce=False, only=False):
253
+ """
254
+ A context manager that sets the preferred backend.
255
+
256
+ Parameters
257
+ ----------
258
+ backend
259
+ The backend to set.
260
+ coerce
261
+ Whether or not to coerce to a specific backend's types. Implies ``only``.
262
+ only
263
+ Whether or not this should be the last backend to try.
264
+
265
+ See Also
266
+ --------
267
+ skip_backend: A context manager that allows skipping of backends.
268
+ set_global_backend: Set a single, global backend for a domain.
269
+ """
270
+ tid = threading.get_native_id()
271
+ try:
272
+ return backend.__ua_cache__[tid, "set", coerce, only]
273
+ except AttributeError:
274
+ backend.__ua_cache__ = {}
275
+ except KeyError:
276
+ pass
277
+
278
+ ctx = _SetBackendContext(backend, coerce, only)
279
+ backend.__ua_cache__[tid, "set", coerce, only] = ctx
280
+ return ctx
281
+
282
+
283
+ def skip_backend(backend):
284
+ """
285
+ A context manager that allows one to skip a given backend from processing
286
+ entirely. This allows one to use another backend's code in a library that
287
+ is also a consumer of the same backend.
288
+
289
+ Parameters
290
+ ----------
291
+ backend
292
+ The backend to skip.
293
+
294
+ See Also
295
+ --------
296
+ set_backend: A context manager that allows setting of backends.
297
+ set_global_backend: Set a single, global backend for a domain.
298
+ """
299
+ tid = threading.get_native_id()
300
+ try:
301
+ return backend.__ua_cache__[tid, "skip"]
302
+ except AttributeError:
303
+ backend.__ua_cache__ = {}
304
+ except KeyError:
305
+ pass
306
+
307
+ ctx = _SkipBackendContext(backend)
308
+ backend.__ua_cache__[tid, "skip"] = ctx
309
+ return ctx
310
+
311
+
312
+ def get_defaults(f):
313
+ sig = inspect.signature(f)
314
+ kw_defaults = {}
315
+ arg_defaults = []
316
+ opts = set()
317
+ for k, v in sig.parameters.items():
318
+ if v.default is not inspect.Parameter.empty:
319
+ kw_defaults[k] = v.default
320
+ if v.kind in (
321
+ inspect.Parameter.POSITIONAL_ONLY,
322
+ inspect.Parameter.POSITIONAL_OR_KEYWORD,
323
+ ):
324
+ arg_defaults.append(v.default)
325
+ opts.add(k)
326
+
327
+ return kw_defaults, tuple(arg_defaults), opts
328
+
329
+
330
+ def set_global_backend(backend, coerce=False, only=False, *, try_last=False):
331
+ """
332
+ This utility method replaces the default backend for permanent use. It
333
+ will be tried in the list of backends automatically, unless the
334
+ ``only`` flag is set on a backend. This will be the first tried
335
+ backend outside the :obj:`set_backend` context manager.
336
+
337
+ Note that this method is not thread-safe.
338
+
339
+ .. warning::
340
+ We caution library authors against using this function in
341
+ their code. We do *not* support this use-case. This function
342
+ is meant to be used only by users themselves, or by a reference
343
+ implementation, if one exists.
344
+
345
+ Parameters
346
+ ----------
347
+ backend
348
+ The backend to register.
349
+ coerce : bool
350
+ Whether to coerce input types when trying this backend.
351
+ only : bool
352
+ If ``True``, no more backends will be tried if this fails.
353
+ Implied by ``coerce=True``.
354
+ try_last : bool
355
+ If ``True``, the global backend is tried after registered backends.
356
+
357
+ See Also
358
+ --------
359
+ set_backend: A context manager that allows setting of backends.
360
+ skip_backend: A context manager that allows skipping of backends.
361
+ """
362
+ _uarray.set_global_backend(backend, coerce, only, try_last)
363
+
364
+
365
+ def register_backend(backend):
366
+ """
367
+ This utility method sets registers backend for permanent use. It
368
+ will be tried in the list of backends automatically, unless the
369
+ ``only`` flag is set on a backend.
370
+
371
+ Note that this method is not thread-safe.
372
+
373
+ Parameters
374
+ ----------
375
+ backend
376
+ The backend to register.
377
+ """
378
+ _uarray.register_backend(backend)
379
+
380
+
381
+ def clear_backends(domain, registered=True, globals=False):
382
+ """
383
+ This utility method clears registered backends.
384
+
385
+ .. warning::
386
+ We caution library authors against using this function in
387
+ their code. We do *not* support this use-case. This function
388
+ is meant to be used only by users themselves.
389
+
390
+ .. warning::
391
+ Do NOT use this method inside a multimethod call, or the
392
+ program is likely to crash.
393
+
394
+ Parameters
395
+ ----------
396
+ domain : Optional[str]
397
+ The domain for which to de-register backends. ``None`` means
398
+ de-register for all domains.
399
+ registered : bool
400
+ Whether or not to clear registered backends. See :obj:`register_backend`.
401
+ globals : bool
402
+ Whether or not to clear global backends. See :obj:`set_global_backend`.
403
+
404
+ See Also
405
+ --------
406
+ register_backend : Register a backend globally.
407
+ set_global_backend : Set a global backend.
408
+ """
409
+ _uarray.clear_backends(domain, registered, globals)
410
+
411
+
412
+ class Dispatchable:
413
+ """
414
+ A utility class which marks an argument with a specific dispatch type.
415
+
416
+
417
+ Attributes
418
+ ----------
419
+ value
420
+ The value of the Dispatchable.
421
+
422
+ type
423
+ The type of the Dispatchable.
424
+
425
+ Examples
426
+ --------
427
+ >>> x = Dispatchable(1, str)
428
+ >>> x
429
+ <Dispatchable: type=<class 'str'>, value=1>
430
+
431
+ See Also
432
+ --------
433
+ all_of_type
434
+ Marks all unmarked parameters of a function.
435
+
436
+ mark_as
437
+ Allows one to create a utility function to mark as a given type.
438
+ """
439
+
440
+ def __init__(self, value, dispatch_type, coercible=True):
441
+ self.value = value
442
+ self.type = dispatch_type
443
+ self.coercible = coercible
444
+
445
+ def __getitem__(self, index):
446
+ return (self.type, self.value)[index]
447
+
448
+ def __str__(self):
449
+ return f"<{type(self).__name__}: type={self.type!r}, value={self.value!r}>"
450
+
451
+ __repr__ = __str__
452
+
453
+
454
+ def mark_as(dispatch_type):
455
+ """
456
+ Creates a utility function to mark something as a specific type.
457
+
458
+ Examples
459
+ --------
460
+ >>> mark_int = mark_as(int)
461
+ >>> mark_int(1)
462
+ <Dispatchable: type=<class 'int'>, value=1>
463
+ """
464
+ return functools.partial(Dispatchable, dispatch_type=dispatch_type)
465
+
466
+
467
+ def all_of_type(arg_type):
468
+ """
469
+ Marks all unmarked arguments as a given type.
470
+
471
+ Examples
472
+ --------
473
+ >>> @all_of_type(str)
474
+ ... def f(a, b):
475
+ ... return a, Dispatchable(b, int)
476
+ >>> f('a', 1)
477
+ (<Dispatchable: type=<class 'str'>, value='a'>,
478
+ <Dispatchable: type=<class 'int'>, value=1>)
479
+ """
480
+
481
+ def outer(func):
482
+ @functools.wraps(func)
483
+ def inner(*args, **kwargs):
484
+ extracted_args = func(*args, **kwargs)
485
+ return tuple(
486
+ Dispatchable(arg, arg_type)
487
+ if not isinstance(arg, Dispatchable)
488
+ else arg
489
+ for arg in extracted_args
490
+ )
491
+
492
+ return inner
493
+
494
+ return outer
495
+
496
+
497
+ def wrap_single_convertor(convert_single):
498
+ """
499
+ Wraps a ``__ua_convert__`` defined for a single element to all elements.
500
+ If any of them return ``NotImplemented``, the operation is assumed to be
501
+ undefined.
502
+
503
+ Accepts a signature of (value, type, coerce).
504
+ """
505
+
506
+ @functools.wraps(convert_single)
507
+ def __ua_convert__(dispatchables, coerce):
508
+ converted = []
509
+ for d in dispatchables:
510
+ c = convert_single(d.value, d.type, coerce and d.coercible)
511
+
512
+ if c is NotImplemented:
513
+ return NotImplemented
514
+
515
+ converted.append(c)
516
+
517
+ return converted
518
+
519
+ return __ua_convert__
520
+
521
+
522
+ def wrap_single_convertor_instance(convert_single):
523
+ """
524
+ Wraps a ``__ua_convert__`` defined for a single element to all elements.
525
+ If any of them return ``NotImplemented``, the operation is assumed to be
526
+ undefined.
527
+
528
+ Accepts a signature of (value, type, coerce).
529
+ """
530
+
531
+ @functools.wraps(convert_single)
532
+ def __ua_convert__(self, dispatchables, coerce):
533
+ converted = []
534
+ for d in dispatchables:
535
+ c = convert_single(self, d.value, d.type, coerce and d.coercible)
536
+
537
+ if c is NotImplemented:
538
+ return NotImplemented
539
+
540
+ converted.append(c)
541
+
542
+ return converted
543
+
544
+ return __ua_convert__
545
+
546
+
547
+ def determine_backend(value, dispatch_type, *, domain, only=True, coerce=False):
548
+ """Set the backend to the first active backend that supports ``value``
549
+
550
+ This is useful for functions that call multimethods without any dispatchable
551
+ arguments. You can use :func:`determine_backend` to ensure the same backend
552
+ is used everywhere in a block of multimethod calls.
553
+
554
+ Parameters
555
+ ----------
556
+ value
557
+ The value being tested
558
+ dispatch_type
559
+ The dispatch type associated with ``value``, aka
560
+ ":ref:`marking <MarkingGlossary>`".
561
+ domain: string
562
+ The domain to query for backends and set.
563
+ coerce: bool
564
+ Whether or not to allow coercion to the backend's types. Implies ``only``.
565
+ only: bool
566
+ Whether or not this should be the last backend to try.
567
+
568
+ See Also
569
+ --------
570
+ set_backend: For when you know which backend to set
571
+
572
+ Notes
573
+ -----
574
+
575
+ Support is determined by the ``__ua_convert__`` protocol. Backends not
576
+ supporting the type must return ``NotImplemented`` from their
577
+ ``__ua_convert__`` if they don't support input of that type.
578
+
579
+ Examples
580
+ --------
581
+
582
+ Suppose we have two backends ``BackendA`` and ``BackendB`` each supporting
583
+ different types, ``TypeA`` and ``TypeB``. Neither supporting the other type:
584
+
585
+ >>> with ua.set_backend(ex.BackendA):
586
+ ... ex.call_multimethod(ex.TypeB(), ex.TypeB())
587
+ Traceback (most recent call last):
588
+ ...
589
+ uarray.BackendNotImplementedError: ...
590
+
591
+ Now consider a multimethod that creates a new object of ``TypeA``, or
592
+ ``TypeB`` depending on the active backend.
593
+
594
+ >>> with ua.set_backend(ex.BackendA), ua.set_backend(ex.BackendB):
595
+ ... res = ex.creation_multimethod()
596
+ ... ex.call_multimethod(res, ex.TypeA())
597
+ Traceback (most recent call last):
598
+ ...
599
+ uarray.BackendNotImplementedError: ...
600
+
601
+ ``res`` is an object of ``TypeB`` because ``BackendB`` is set in the
602
+ innermost with statement. So, ``call_multimethod`` fails since the types
603
+ don't match.
604
+
605
+ Instead, we need to first find a backend suitable for all of our objects.
606
+
607
+ >>> with ua.set_backend(ex.BackendA), ua.set_backend(ex.BackendB):
608
+ ... x = ex.TypeA()
609
+ ... with ua.determine_backend(x, "mark", domain="ua_examples"):
610
+ ... res = ex.creation_multimethod()
611
+ ... ex.call_multimethod(res, x)
612
+ TypeA
613
+
614
+ """
615
+ dispatchables = (Dispatchable(value, dispatch_type, coerce),)
616
+ backend = _uarray.determine_backend(domain, dispatchables, coerce)
617
+
618
+ return set_backend(backend, coerce=coerce, only=only)
619
+
620
+
621
+ def determine_backend_multi(
622
+ dispatchables, *, domain, only=True, coerce=False, **kwargs
623
+ ):
624
+ """Set a backend supporting all ``dispatchables``
625
+
626
+ This is useful for functions that call multimethods without any dispatchable
627
+ arguments. You can use :func:`determine_backend_multi` to ensure the same
628
+ backend is used everywhere in a block of multimethod calls involving
629
+ multiple arrays.
630
+
631
+ Parameters
632
+ ----------
633
+ dispatchables: Sequence[Union[uarray.Dispatchable, Any]]
634
+ The dispatchables that must be supported
635
+ domain: string
636
+ The domain to query for backends and set.
637
+ coerce: bool
638
+ Whether or not to allow coercion to the backend's types. Implies ``only``.
639
+ only: bool
640
+ Whether or not this should be the last backend to try.
641
+ dispatch_type: Optional[Any]
642
+ The default dispatch type associated with ``dispatchables``, aka
643
+ ":ref:`marking <MarkingGlossary>`".
644
+
645
+ See Also
646
+ --------
647
+ determine_backend: For a single dispatch value
648
+ set_backend: For when you know which backend to set
649
+
650
+ Notes
651
+ -----
652
+
653
+ Support is determined by the ``__ua_convert__`` protocol. Backends not
654
+ supporting the type must return ``NotImplemented`` from their
655
+ ``__ua_convert__`` if they don't support input of that type.
656
+
657
+ Examples
658
+ --------
659
+
660
+ :func:`determine_backend` allows the backend to be set from a single
661
+ object. :func:`determine_backend_multi` allows multiple objects to be
662
+ checked simultaneously for support in the backend. Suppose we have a
663
+ ``BackendAB`` which supports ``TypeA`` and ``TypeB`` in the same call,
664
+ and a ``BackendBC`` that doesn't support ``TypeA``.
665
+
666
+ >>> with ua.set_backend(ex.BackendAB), ua.set_backend(ex.BackendBC):
667
+ ... a, b = ex.TypeA(), ex.TypeB()
668
+ ... with ua.determine_backend_multi(
669
+ ... [ua.Dispatchable(a, "mark"), ua.Dispatchable(b, "mark")],
670
+ ... domain="ua_examples"
671
+ ... ):
672
+ ... res = ex.creation_multimethod()
673
+ ... ex.call_multimethod(res, a, b)
674
+ TypeA
675
+
676
+ This won't call ``BackendBC`` because it doesn't support ``TypeA``.
677
+
678
+ We can also use leave out the ``ua.Dispatchable`` if we specify the
679
+ default ``dispatch_type`` for the ``dispatchables`` argument.
680
+
681
+ >>> with ua.set_backend(ex.BackendAB), ua.set_backend(ex.BackendBC):
682
+ ... a, b = ex.TypeA(), ex.TypeB()
683
+ ... with ua.determine_backend_multi(
684
+ ... [a, b], dispatch_type="mark", domain="ua_examples"
685
+ ... ):
686
+ ... res = ex.creation_multimethod()
687
+ ... ex.call_multimethod(res, a, b)
688
+ TypeA
689
+
690
+ """
691
+ if "dispatch_type" in kwargs:
692
+ disp_type = kwargs.pop("dispatch_type")
693
+ dispatchables = tuple(
694
+ d if isinstance(d, Dispatchable) else Dispatchable(d, disp_type)
695
+ for d in dispatchables
696
+ )
697
+ else:
698
+ dispatchables = tuple(dispatchables)
699
+ if not all(isinstance(d, Dispatchable) for d in dispatchables):
700
+ raise TypeError("dispatchables must be instances of uarray.Dispatchable")
701
+
702
+ if len(kwargs) != 0:
703
+ raise TypeError(f"Received unexpected keyword arguments: {kwargs}")
704
+
705
+ backend = _uarray.determine_backend(domain, dispatchables, coerce)
706
+
707
+ return set_backend(backend, coerce=coerce, only=only)
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/array_api_compat/__init__.py ADDED
@@ -0,0 +1,22 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ NumPy Array API compatibility library
3
+
4
+ This is a small wrapper around NumPy, CuPy, JAX, sparse and others that are
5
+ compatible with the Array API standard https://data-apis.org/array-api/latest/.
6
+ See also NEP 47 https://numpy.org/neps/nep-0047-array-api-standard.html.
7
+
8
+ Unlike array_api_strict, this is not a strict minimal implementation of the
9
+ Array API, but rather just an extension of the main NumPy namespace with
10
+ changes needed to be compliant with the Array API. See
11
+ https://numpy.org/doc/stable/reference/array_api.html for a full list of
12
+ changes. In particular, unlike array_api_strict, this package does not use a
13
+ separate Array object, but rather just uses numpy.ndarray directly.
14
+
15
+ Library authors using the Array API may wish to test against array_api_strict
16
+ to ensure they are not using functionality outside of the standard, but prefer
17
+ this implementation for the default when working with NumPy arrays.
18
+
19
+ """
20
+ __version__ = '1.13.0'
21
+
22
+ from .common import * # noqa: F401, F403
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/array_api_compat/_internal.py ADDED
@@ -0,0 +1,77 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Internal helpers
3
+ """
4
+
5
+ import importlib
6
+ from collections.abc import Callable
7
+ from functools import wraps
8
+ from inspect import signature
9
+ from types import ModuleType
10
+ from typing import TypeVar
11
+
12
+ _T = TypeVar("_T")
13
+
14
+
15
+ def get_xp(xp: ModuleType) -> Callable[[Callable[..., _T]], Callable[..., _T]]:
16
+ """
17
+ Decorator to automatically replace xp with the corresponding array module.
18
+
19
+ Use like
20
+
21
+ import numpy as np
22
+
23
+ @get_xp(np)
24
+ def func(x, /, xp, kwarg=None):
25
+ return xp.func(x, kwarg=kwarg)
26
+
27
+ Note that xp must be a keyword argument and come after all non-keyword
28
+ arguments.
29
+
30
+ """
31
+
32
+ def inner(f: Callable[..., _T], /) -> Callable[..., _T]:
33
+ @wraps(f)
34
+ def wrapped_f(*args: object, **kwargs: object) -> object:
35
+ return f(*args, xp=xp, **kwargs)
36
+
37
+ sig = signature(f)
38
+ new_sig = sig.replace(
39
+ parameters=[par for i, par in sig.parameters.items() if i != "xp"]
40
+ )
41
+
42
+ if wrapped_f.__doc__ is None:
43
+ wrapped_f.__doc__ = f"""\
44
+ Array API compatibility wrapper for {f.__name__}.
45
+
46
+ See the corresponding documentation in NumPy/CuPy and/or the array API
47
+ specification for more details.
48
+
49
+ """
50
+ wrapped_f.__signature__ = new_sig # type: ignore[attr-defined] # pyright: ignore[reportAttributeAccessIssue]
51
+ return wrapped_f # type: ignore[return-value] # pyright: ignore[reportReturnType]
52
+
53
+ return inner
54
+
55
+
56
+ def clone_module(mod_name: str, globals_: dict[str, object]) -> list[str]:
57
+ """Import everything from module, updating globals().
58
+ Returns __all__.
59
+ """
60
+ mod = importlib.import_module(mod_name)
61
+ # Neither of these two methods is sufficient by itself,
62
+ # depending on various idiosyncrasies of the libraries we're wrapping.
63
+ objs = {}
64
+ exec(f"from {mod.__name__} import *", objs)
65
+
66
+ for n in dir(mod):
67
+ if not n.startswith("_") and hasattr(mod, n):
68
+ objs[n] = getattr(mod, n)
69
+
70
+ globals_.update(objs)
71
+ return list(objs)
72
+
73
+
74
+ __all__ = ["get_xp", "clone_module"]
75
+
76
+ def __dir__() -> list[str]:
77
+ return __all__
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/array_api_extra/__init__.py ADDED
@@ -0,0 +1,53 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Extra array functions built on top of the array API standard."""
2
+
3
+ from ._delegation import (
4
+ argpartition,
5
+ atleast_nd,
6
+ cov,
7
+ create_diagonal,
8
+ expand_dims,
9
+ isclose,
10
+ isin,
11
+ nan_to_num,
12
+ one_hot,
13
+ pad,
14
+ partition,
15
+ setdiff1d,
16
+ sinc,
17
+ )
18
+ from ._lib._at import at
19
+ from ._lib._funcs import (
20
+ apply_where,
21
+ broadcast_shapes,
22
+ default_dtype,
23
+ kron,
24
+ nunique,
25
+ )
26
+ from ._lib._lazy import lazy_apply
27
+
28
+ __version__ = "0.9.1"
29
+
30
+ # pylint: disable=duplicate-code
31
+ __all__ = [
32
+ "__version__",
33
+ "apply_where",
34
+ "argpartition",
35
+ "at",
36
+ "atleast_nd",
37
+ "broadcast_shapes",
38
+ "cov",
39
+ "create_diagonal",
40
+ "default_dtype",
41
+ "expand_dims",
42
+ "isclose",
43
+ "isin",
44
+ "kron",
45
+ "lazy_apply",
46
+ "nan_to_num",
47
+ "nunique",
48
+ "one_hot",
49
+ "pad",
50
+ "partition",
51
+ "setdiff1d",
52
+ "sinc",
53
+ ]
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/array_api_extra/_delegation.py ADDED
@@ -0,0 +1,1028 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Delegation to existing implementations for Public API Functions."""
2
+
3
+ from collections.abc import Sequence
4
+ from types import ModuleType
5
+ from typing import Literal
6
+
7
+ from ._lib import _funcs
8
+ from ._lib._utils._compat import (
9
+ array_namespace,
10
+ is_cupy_namespace,
11
+ is_dask_namespace,
12
+ is_jax_namespace,
13
+ is_numpy_namespace,
14
+ is_pydata_sparse_namespace,
15
+ is_torch_namespace,
16
+ )
17
+ from ._lib._utils._compat import device as get_device
18
+ from ._lib._utils._helpers import asarrays, eager_shape
19
+ from ._lib._utils._typing import Array, DType
20
+
21
+ __all__ = [
22
+ "atleast_nd",
23
+ "cov",
24
+ "create_diagonal",
25
+ "expand_dims",
26
+ "isclose",
27
+ "nan_to_num",
28
+ "one_hot",
29
+ "pad",
30
+ "sinc",
31
+ ]
32
+
33
+
34
+ def atleast_nd(x: Array, /, *, ndim: int, xp: ModuleType | None = None) -> Array:
35
+ """
36
+ Recursively expand the dimension of an array to at least `ndim`.
37
+
38
+ Parameters
39
+ ----------
40
+ x : array
41
+ Input array.
42
+ ndim : int
43
+ The minimum number of dimensions for the result.
44
+ xp : array_namespace, optional
45
+ The standard-compatible namespace for `x`. Default: infer.
46
+
47
+ Returns
48
+ -------
49
+ array
50
+ An array with ``res.ndim`` >= `ndim`.
51
+ If ``x.ndim`` >= `ndim`, `x` is returned.
52
+ If ``x.ndim`` < `ndim`, `x` is expanded by prepending new axes
53
+ until ``res.ndim`` equals `ndim`.
54
+
55
+ Examples
56
+ --------
57
+ >>> import array_api_strict as xp
58
+ >>> import array_api_extra as xpx
59
+ >>> x = xp.asarray([1])
60
+ >>> xpx.atleast_nd(x, ndim=3, xp=xp)
61
+ Array([[[1]]], dtype=array_api_strict.int64)
62
+
63
+ >>> x = xp.asarray([[[1, 2],
64
+ ... [3, 4]]])
65
+ >>> xpx.atleast_nd(x, ndim=1, xp=xp) is x
66
+ True
67
+ """
68
+ if xp is None:
69
+ xp = array_namespace(x)
70
+
71
+ if 1 <= ndim <= 2 and (
72
+ is_numpy_namespace(xp)
73
+ or is_jax_namespace(xp)
74
+ or is_dask_namespace(xp)
75
+ or is_cupy_namespace(xp)
76
+ or is_torch_namespace(xp)
77
+ ):
78
+ return getattr(xp, f"atleast_{ndim}d")(x)
79
+
80
+ return _funcs.atleast_nd(x, ndim=ndim, xp=xp)
81
+
82
+
83
+ def cov(m: Array, /, *, xp: ModuleType | None = None) -> Array:
84
+ """
85
+ Estimate a covariance matrix (or a stack of covariance matrices).
86
+
87
+ Covariance indicates the level to which two variables vary together.
88
+ If we examine *N*-dimensional samples, :math:`X = [x_1, x_2, ... x_N]^T`,
89
+ each with *M* observations, then element :math:`C_{ij}` of the
90
+ :math:`N \times N` covariance matrix is the covariance of
91
+ :math:`x_i` and :math:`x_j`. The element :math:`C_{ii}` is the variance
92
+ of :math:`x_i`.
93
+
94
+ With the exception of supporting batch input, this provides a subset of
95
+ the functionality of ``numpy.cov``.
96
+
97
+ Parameters
98
+ ----------
99
+ m : array
100
+ An array of shape ``(..., N, M)`` whose innermost two dimensions
101
+ contain *M* observations of *N* variables. That is,
102
+ each row of `m` represents a variable, and each column a single
103
+ observation of all those variables.
104
+ xp : array_namespace, optional
105
+ The standard-compatible namespace for `m`. Default: infer.
106
+
107
+ Returns
108
+ -------
109
+ array
110
+ An array having shape (..., N, N) whose innermost two dimensions represent
111
+ the covariance matrix of the variables.
112
+
113
+ Examples
114
+ --------
115
+ >>> import array_api_strict as xp
116
+ >>> import array_api_extra as xpx
117
+
118
+ Consider two variables, :math:`x_0` and :math:`x_1`, which
119
+ correlate perfectly, but in opposite directions:
120
+
121
+ >>> x = xp.asarray([[0, 2], [1, 1], [2, 0]]).T
122
+ >>> x
123
+ Array([[0, 1, 2],
124
+ [2, 1, 0]], dtype=array_api_strict.int64)
125
+
126
+ Note how :math:`x_0` increases while :math:`x_1` decreases. The covariance
127
+ matrix shows this clearly:
128
+
129
+ >>> xpx.cov(x, xp=xp)
130
+ Array([[ 1., -1.],
131
+ [-1., 1.]], dtype=array_api_strict.float64)
132
+
133
+ Note that element :math:`C_{0,1}`, which shows the correlation between
134
+ :math:`x_0` and :math:`x_1`, is negative.
135
+
136
+ Further, note how `x` and `y` are combined:
137
+
138
+ >>> x = xp.asarray([-2.1, -1, 4.3])
139
+ >>> y = xp.asarray([3, 1.1, 0.12])
140
+ >>> X = xp.stack((x, y), axis=0)
141
+ >>> xpx.cov(X, xp=xp)
142
+ Array([[11.71 , -4.286 ],
143
+ [-4.286 , 2.14413333]], dtype=array_api_strict.float64)
144
+
145
+ >>> xpx.cov(x, xp=xp)
146
+ Array(11.71, dtype=array_api_strict.float64)
147
+
148
+ >>> xpx.cov(y, xp=xp)
149
+ Array(2.14413333, dtype=array_api_strict.float64)
150
+
151
+ Input with more than two dimensions is treated as a stack of
152
+ two-dimensional input.
153
+
154
+ >>> stack = xp.stack((X, 2*X))
155
+ >>> xpx.cov(stack)
156
+ Array([[[ 11.71 , -4.286 ],
157
+ [ -4.286 , 2.14413333]],
158
+
159
+ [[ 46.84 , -17.144 ],
160
+ [-17.144 , 8.57653333]]], dtype=array_api_strict.float64)
161
+ """
162
+
163
+ if xp is None:
164
+ xp = array_namespace(m)
165
+
166
+ if (
167
+ is_numpy_namespace(xp)
168
+ or is_cupy_namespace(xp)
169
+ or is_torch_namespace(xp)
170
+ or is_dask_namespace(xp)
171
+ or is_jax_namespace(xp)
172
+ ) and m.ndim <= 2:
173
+ return xp.cov(m)
174
+
175
+ return _funcs.cov(m, xp=xp)
176
+
177
+
178
+ def create_diagonal(
179
+ x: Array, /, *, offset: int = 0, xp: ModuleType | None = None
180
+ ) -> Array:
181
+ """
182
+ Construct a diagonal array.
183
+
184
+ Parameters
185
+ ----------
186
+ x : array
187
+ An array having shape ``(*batch_dims, k)``.
188
+ offset : int, optional
189
+ Offset from the leading diagonal (default is ``0``).
190
+ Use positive ints for diagonals above the leading diagonal,
191
+ and negative ints for diagonals below the leading diagonal.
192
+ xp : array_namespace, optional
193
+ The standard-compatible namespace for `x`. Default: infer.
194
+
195
+ Returns
196
+ -------
197
+ array
198
+ An array having shape ``(*batch_dims, k+abs(offset), k+abs(offset))`` with `x`
199
+ on the diagonal (offset by `offset`).
200
+
201
+ Examples
202
+ --------
203
+ >>> import array_api_strict as xp
204
+ >>> import array_api_extra as xpx
205
+ >>> x = xp.asarray([2, 4, 8])
206
+
207
+ >>> xpx.create_diagonal(x, xp=xp)
208
+ Array([[2, 0, 0],
209
+ [0, 4, 0],
210
+ [0, 0, 8]], dtype=array_api_strict.int64)
211
+
212
+ >>> xpx.create_diagonal(x, offset=-2, xp=xp)
213
+ Array([[0, 0, 0, 0, 0],
214
+ [0, 0, 0, 0, 0],
215
+ [2, 0, 0, 0, 0],
216
+ [0, 4, 0, 0, 0],
217
+ [0, 0, 8, 0, 0]], dtype=array_api_strict.int64)
218
+ """
219
+ if xp is None:
220
+ xp = array_namespace(x)
221
+
222
+ if x.ndim == 0:
223
+ err_msg = "`x` must be at least 1-dimensional."
224
+ raise ValueError(err_msg)
225
+
226
+ if is_torch_namespace(xp):
227
+ return xp.diag_embed(x, offset=offset, dim1=-2, dim2=-1)
228
+
229
+ if (is_dask_namespace(xp) or is_cupy_namespace(xp)) and x.ndim < 2:
230
+ return xp.diag(x, k=offset)
231
+
232
+ if (is_jax_namespace(xp) or is_numpy_namespace(xp)) and x.ndim < 3:
233
+ batch_dim, n = eager_shape(x)[:-1], eager_shape(x, -1)[0] + abs(offset)
234
+ return xp.reshape(xp.diag(x, k=offset), (*batch_dim, n, n))
235
+
236
+ return _funcs.create_diagonal(x, offset=offset, xp=xp)
237
+
238
+
239
+ def expand_dims(
240
+ a: Array, /, *, axis: int | tuple[int, ...] = (0,), xp: ModuleType | None = None
241
+ ) -> Array:
242
+ """
243
+ Expand the shape of an array.
244
+
245
+ Insert (a) new axis/axes that will appear at the position(s) specified by
246
+ `axis` in the expanded array shape.
247
+
248
+ This is ``xp.expand_dims`` for `axis` an int *or a tuple of ints*.
249
+ Roughly equivalent to ``numpy.expand_dims`` for NumPy arrays.
250
+
251
+ Parameters
252
+ ----------
253
+ a : array
254
+ Array to have its shape expanded.
255
+ axis : int or tuple of ints, optional
256
+ Position(s) in the expanded axes where the new axis (or axes) is/are placed.
257
+ If multiple positions are provided, they should be unique (note that a position
258
+ given by a positive index could also be referred to by a negative index -
259
+ that will also result in an error).
260
+ Default: ``(0,)``.
261
+ xp : array_namespace, optional
262
+ The standard-compatible namespace for `a`. Default: infer.
263
+
264
+ Returns
265
+ -------
266
+ array
267
+ `a` with an expanded shape.
268
+
269
+ Examples
270
+ --------
271
+ >>> import array_api_strict as xp
272
+ >>> import array_api_extra as xpx
273
+ >>> x = xp.asarray([1, 2])
274
+ >>> x.shape
275
+ (2,)
276
+
277
+ The following is equivalent to ``x[xp.newaxis, :]`` or ``x[xp.newaxis]``:
278
+
279
+ >>> y = xpx.expand_dims(x, axis=0, xp=xp)
280
+ >>> y
281
+ Array([[1, 2]], dtype=array_api_strict.int64)
282
+ >>> y.shape
283
+ (1, 2)
284
+
285
+ The following is equivalent to ``x[:, xp.newaxis]``:
286
+
287
+ >>> y = xpx.expand_dims(x, axis=1, xp=xp)
288
+ >>> y
289
+ Array([[1],
290
+ [2]], dtype=array_api_strict.int64)
291
+ >>> y.shape
292
+ (2, 1)
293
+
294
+ ``axis`` may also be a tuple:
295
+
296
+ >>> y = xpx.expand_dims(x, axis=(0, 1), xp=xp)
297
+ >>> y
298
+ Array([[[1, 2]]], dtype=array_api_strict.int64)
299
+
300
+ >>> y = xpx.expand_dims(x, axis=(2, 0), xp=xp)
301
+ >>> y
302
+ Array([[[1],
303
+ [2]]], dtype=array_api_strict.int64)
304
+ """
305
+ if xp is None:
306
+ xp = array_namespace(a)
307
+
308
+ if not isinstance(axis, tuple):
309
+ axis = (axis,)
310
+ ndim = a.ndim + len(axis)
311
+ if axis != () and (min(axis) < -ndim or max(axis) >= ndim):
312
+ err_msg = (
313
+ f"a provided axis position is out of bounds for array of dimension {a.ndim}"
314
+ )
315
+ raise IndexError(err_msg)
316
+ axis = tuple(dim % ndim for dim in axis)
317
+ if len(set(axis)) != len(axis):
318
+ err_msg = "Duplicate dimensions specified in `axis`."
319
+ raise ValueError(err_msg)
320
+
321
+ if is_numpy_namespace(xp) or is_dask_namespace(xp) or is_jax_namespace(xp):
322
+ return xp.expand_dims(a, axis=axis)
323
+
324
+ return _funcs.expand_dims(a, axis=axis, xp=xp)
325
+
326
+
327
+ def isclose(
328
+ a: Array | complex,
329
+ b: Array | complex,
330
+ *,
331
+ rtol: float = 1e-05,
332
+ atol: float = 1e-08,
333
+ equal_nan: bool = False,
334
+ xp: ModuleType | None = None,
335
+ ) -> Array:
336
+ """
337
+ Return a boolean array where two arrays are element-wise equal within a tolerance.
338
+
339
+ The tolerance values are positive, typically very small numbers. The relative
340
+ difference ``(rtol * abs(b))`` and the absolute difference `atol` are added together
341
+ to compare against the absolute difference between `a` and `b`.
342
+
343
+ NaNs are treated as equal if they are in the same place and if ``equal_nan=True``.
344
+ Infs are treated as equal if they are in the same place and of the same sign in both
345
+ arrays.
346
+
347
+ Parameters
348
+ ----------
349
+ a, b : Array | int | float | complex | bool
350
+ Input objects to compare. At least one must be an array.
351
+ rtol : array_like, optional
352
+ The relative tolerance parameter (see Notes).
353
+ atol : array_like, optional
354
+ The absolute tolerance parameter (see Notes).
355
+ equal_nan : bool, optional
356
+ Whether to compare NaN's as equal. If True, NaN's in `a` will be considered
357
+ equal to NaN's in `b` in the output array.
358
+ xp : array_namespace, optional
359
+ The standard-compatible namespace for `a` and `b`. Default: infer.
360
+
361
+ Returns
362
+ -------
363
+ Array
364
+ A boolean array of shape broadcasted from `a` and `b`, containing ``True`` where
365
+ `a` is close to `b`, and ``False`` otherwise.
366
+
367
+ Warnings
368
+ --------
369
+ The default `atol` is not appropriate for comparing numbers with magnitudes much
370
+ smaller than one (see notes).
371
+
372
+ See Also
373
+ --------
374
+ math.isclose : Similar function in stdlib for Python scalars.
375
+
376
+ Notes
377
+ -----
378
+ For finite values, `isclose` uses the following equation to test whether two
379
+ floating point values are equivalent::
380
+
381
+ absolute(a - b) <= (atol + rtol * absolute(b))
382
+
383
+ Unlike the built-in `math.isclose`,
384
+ the above equation is not symmetric in `a` and `b`,
385
+ so that ``isclose(a, b)`` might be different from ``isclose(b, a)`` in some rare
386
+ cases.
387
+
388
+ The default value of `atol` is not appropriate when the reference value `b` has
389
+ magnitude smaller than one. For example, it is unlikely that ``a = 1e-9`` and
390
+ ``b = 2e-9`` should be considered "close", yet ``isclose(1e-9, 2e-9)`` is ``True``
391
+ with default settings. Be sure to select `atol` for the use case at hand, especially
392
+ for defining the threshold below which a non-zero value in `a` will be considered
393
+ "close" to a very small or zero value in `b`.
394
+
395
+ The comparison of `a` and `b` uses standard broadcasting, which means that `a` and
396
+ `b` need not have the same shape in order for ``isclose(a, b)`` to evaluate to
397
+ ``True``.
398
+
399
+ `isclose` is not defined for non-numeric data types.
400
+ ``bool`` is considered a numeric data-type for this purpose.
401
+ """
402
+ xp = array_namespace(a, b) if xp is None else xp
403
+
404
+ if (
405
+ is_numpy_namespace(xp)
406
+ or is_cupy_namespace(xp)
407
+ or is_dask_namespace(xp)
408
+ or is_jax_namespace(xp)
409
+ ):
410
+ return xp.isclose(a, b, rtol=rtol, atol=atol, equal_nan=equal_nan)
411
+
412
+ if is_torch_namespace(xp):
413
+ a, b = asarrays(a, b, xp=xp) # Array API 2024.12 support
414
+ return xp.isclose(a, b, rtol=rtol, atol=atol, equal_nan=equal_nan)
415
+
416
+ return _funcs.isclose(a, b, rtol=rtol, atol=atol, equal_nan=equal_nan, xp=xp)
417
+
418
+
419
+ def nan_to_num(
420
+ x: Array | float | complex,
421
+ /,
422
+ *,
423
+ fill_value: int | float = 0.0,
424
+ xp: ModuleType | None = None,
425
+ ) -> Array:
426
+ """
427
+ Replace NaN with zero and infinity with large finite numbers (default behaviour).
428
+
429
+ If `x` is inexact, NaN is replaced by zero or by the user defined value in the
430
+ `fill_value` keyword, infinity is replaced by the largest finite floating
431
+ point value representable by ``x.dtype``, and -infinity is replaced by the
432
+ most negative finite floating point value representable by ``x.dtype``.
433
+
434
+ For complex dtypes, the above is applied to each of the real and
435
+ imaginary components of `x` separately.
436
+
437
+ Parameters
438
+ ----------
439
+ x : array | float | complex
440
+ Input data.
441
+ fill_value : int | float, optional
442
+ Value to be used to fill NaN values. If no value is passed
443
+ then NaN values will be replaced with 0.0.
444
+ xp : array_namespace, optional
445
+ The standard-compatible namespace for `x`. Default: infer.
446
+
447
+ Returns
448
+ -------
449
+ array
450
+ `x`, with the non-finite values replaced.
451
+
452
+ See Also
453
+ --------
454
+ array_api.isnan : Shows which elements are Not a Number (NaN).
455
+
456
+ Examples
457
+ --------
458
+ >>> import array_api_extra as xpx
459
+ >>> import array_api_strict as xp
460
+ >>> xpx.nan_to_num(xp.inf)
461
+ 1.7976931348623157e+308
462
+ >>> xpx.nan_to_num(-xp.inf)
463
+ -1.7976931348623157e+308
464
+ >>> xpx.nan_to_num(xp.nan)
465
+ 0.0
466
+ >>> x = xp.asarray([xp.inf, -xp.inf, xp.nan, -128, 128])
467
+ >>> xpx.nan_to_num(x)
468
+ array([ 1.79769313e+308, -1.79769313e+308, 0.00000000e+000, # may vary
469
+ -1.28000000e+002, 1.28000000e+002])
470
+ >>> y = xp.asarray([complex(xp.inf, xp.nan), xp.nan, complex(xp.nan, xp.inf)])
471
+ array([ 1.79769313e+308, -1.79769313e+308, 0.00000000e+000, # may vary
472
+ -1.28000000e+002, 1.28000000e+002])
473
+ >>> xpx.nan_to_num(y)
474
+ array([ 1.79769313e+308 +0.00000000e+000j, # may vary
475
+ 0.00000000e+000 +0.00000000e+000j,
476
+ 0.00000000e+000 +1.79769313e+308j])
477
+ """
478
+ if isinstance(fill_value, complex):
479
+ msg = "Complex fill values are not supported."
480
+ raise TypeError(msg)
481
+
482
+ xp = array_namespace(x) if xp is None else xp
483
+
484
+ # for scalars we want to output an array
485
+ y = xp.asarray(x)
486
+
487
+ if (
488
+ is_cupy_namespace(xp)
489
+ or is_jax_namespace(xp)
490
+ or is_numpy_namespace(xp)
491
+ or is_torch_namespace(xp)
492
+ ):
493
+ return xp.nan_to_num(y, nan=fill_value)
494
+
495
+ return _funcs.nan_to_num(y, fill_value=fill_value, xp=xp)
496
+
497
+
498
+ def one_hot(
499
+ x: Array,
500
+ /,
501
+ num_classes: int,
502
+ *,
503
+ dtype: DType | None = None,
504
+ axis: int = -1,
505
+ xp: ModuleType | None = None,
506
+ ) -> Array:
507
+ """
508
+ One-hot encode the given indices.
509
+
510
+ Each index in the input `x` is encoded as a vector of zeros of length `num_classes`
511
+ with the element at the given index set to one.
512
+
513
+ Parameters
514
+ ----------
515
+ x : array
516
+ An array with integral dtype whose values are between `0` and `num_classes - 1`.
517
+ num_classes : int
518
+ Number of classes in the one-hot dimension.
519
+ dtype : DType, optional
520
+ The dtype of the return value. Defaults to the default float dtype (usually
521
+ float64).
522
+ axis : int, optional
523
+ Position in the expanded axes where the new axis is placed. Default: -1.
524
+ xp : array_namespace, optional
525
+ The standard-compatible namespace for `x`. Default: infer.
526
+
527
+ Returns
528
+ -------
529
+ array
530
+ An array having the same shape as `x` except for a new axis at the position
531
+ given by `axis` having size `num_classes`. If `axis` is unspecified, it
532
+ defaults to -1, which appends a new axis.
533
+
534
+ If ``x < 0`` or ``x >= num_classes``, then the result is undefined, may raise
535
+ an exception, or may even cause a bad state. `x` is not checked.
536
+
537
+ Examples
538
+ --------
539
+ >>> import array_api_extra as xpx
540
+ >>> import array_api_strict as xp
541
+ >>> xpx.one_hot(xp.asarray([1, 2, 0]), 3)
542
+ Array([[0., 1., 0.],
543
+ [0., 0., 1.],
544
+ [1., 0., 0.]], dtype=array_api_strict.float64)
545
+ """
546
+ # Validate inputs.
547
+ if xp is None:
548
+ xp = array_namespace(x)
549
+ if not xp.isdtype(x.dtype, "integral"):
550
+ msg = "x must have an integral dtype."
551
+ raise TypeError(msg)
552
+ if dtype is None:
553
+ dtype = _funcs.default_dtype(xp, device=get_device(x))
554
+ # Delegate where possible.
555
+ if is_jax_namespace(xp):
556
+ from jax.nn import one_hot as jax_one_hot
557
+
558
+ return jax_one_hot(x, num_classes, dtype=dtype, axis=axis)
559
+ if is_torch_namespace(xp):
560
+ from torch.nn.functional import one_hot as torch_one_hot
561
+
562
+ x = xp.astype(x, xp.int64) # PyTorch only supports int64 here.
563
+ try:
564
+ out = torch_one_hot(x, num_classes)
565
+ except RuntimeError as e:
566
+ raise IndexError from e
567
+ else:
568
+ out = _funcs.one_hot(x, num_classes, xp=xp)
569
+ out = xp.astype(out, dtype, copy=False)
570
+ if axis != -1:
571
+ out = xp.moveaxis(out, -1, axis)
572
+ return out
573
+
574
+
575
+ def pad(
576
+ x: Array,
577
+ pad_width: int | tuple[int, int] | Sequence[tuple[int, int]],
578
+ mode: Literal["constant"] = "constant",
579
+ *,
580
+ constant_values: complex = 0,
581
+ xp: ModuleType | None = None,
582
+ ) -> Array:
583
+ """
584
+ Pad the input array.
585
+
586
+ Parameters
587
+ ----------
588
+ x : array
589
+ Input array.
590
+ pad_width : int or tuple of ints or sequence of pairs of ints
591
+ Pad the input array with this many elements from each side.
592
+ If a sequence of tuples, ``[(before_0, after_0), ... (before_N, after_N)]``,
593
+ each pair applies to the corresponding axis of ``x``.
594
+ A single tuple, ``(before, after)``, is equivalent to a list of ``x.ndim``
595
+ copies of this tuple.
596
+ mode : str, optional
597
+ Only "constant" mode is currently supported, which pads with
598
+ the value passed to `constant_values`.
599
+ constant_values : python scalar, optional
600
+ Use this value to pad the input. Default is zero.
601
+ xp : array_namespace, optional
602
+ The standard-compatible namespace for `x`. Default: infer.
603
+
604
+ Returns
605
+ -------
606
+ array
607
+ The input array,
608
+ padded with ``pad_width`` elements equal to ``constant_values``.
609
+ """
610
+ xp = array_namespace(x) if xp is None else xp
611
+
612
+ if mode != "constant":
613
+ msg = "Only `'constant'` mode is currently supported"
614
+ raise NotImplementedError(msg)
615
+
616
+ if (
617
+ is_numpy_namespace(xp)
618
+ or is_cupy_namespace(xp)
619
+ or is_jax_namespace(xp)
620
+ or is_pydata_sparse_namespace(xp)
621
+ ):
622
+ return xp.pad(x, pad_width, mode, constant_values=constant_values)
623
+
624
+ # https://github.com/pytorch/pytorch/blob/cf76c05b4dc629ac989d1fb8e789d4fac04a095a/torch/_numpy/_funcs_impl.py#L2045-L2056
625
+ if is_torch_namespace(xp):
626
+ pad_width = xp.asarray(pad_width)
627
+ pad_width = xp.broadcast_to(pad_width, (x.ndim, 2))
628
+ pad_width = xp.flip(pad_width, axis=(0,)).flatten()
629
+ return xp.nn.functional.pad(x, tuple(pad_width), value=constant_values) # type: ignore[arg-type] # pyright: ignore[reportArgumentType]
630
+
631
+ return _funcs.pad(x, pad_width, constant_values=constant_values, xp=xp)
632
+
633
+
634
+ def setdiff1d(
635
+ x1: Array | complex,
636
+ x2: Array | complex,
637
+ /,
638
+ *,
639
+ assume_unique: bool = False,
640
+ xp: ModuleType | None = None,
641
+ ) -> Array:
642
+ """
643
+ Find the set difference of two arrays.
644
+
645
+ Return the unique values in `x1` that are not in `x2`.
646
+
647
+ Parameters
648
+ ----------
649
+ x1 : array | int | float | complex | bool
650
+ Input array.
651
+ x2 : array
652
+ Input comparison array.
653
+ assume_unique : bool
654
+ If ``True``, the input arrays are both assumed to be unique, which
655
+ can speed up the calculation. Default is ``False``.
656
+ xp : array_namespace, optional
657
+ The standard-compatible namespace for `x1` and `x2`. Default: infer.
658
+
659
+ Returns
660
+ -------
661
+ array
662
+ 1D array of values in `x1` that are not in `x2`. The result
663
+ is sorted when `assume_unique` is ``False``, but otherwise only sorted
664
+ if the input is sorted.
665
+
666
+ Examples
667
+ --------
668
+ >>> import array_api_strict as xp
669
+ >>> import array_api_extra as xpx
670
+
671
+ >>> x1 = xp.asarray([1, 2, 3, 2, 4, 1])
672
+ >>> x2 = xp.asarray([3, 4, 5, 6])
673
+ >>> xpx.setdiff1d(x1, x2, xp=xp)
674
+ Array([1, 2], dtype=array_api_strict.int64)
675
+ """
676
+
677
+ if xp is None:
678
+ xp = array_namespace(x1, x2)
679
+
680
+ if is_numpy_namespace(xp) or is_cupy_namespace(xp) or is_jax_namespace(xp):
681
+ x1, x2 = asarrays(x1, x2, xp=xp)
682
+ return xp.setdiff1d(x1, x2, assume_unique=assume_unique)
683
+
684
+ return _funcs.setdiff1d(x1, x2, assume_unique=assume_unique, xp=xp)
685
+
686
+
687
+ def sinc(x: Array, /, *, xp: ModuleType | None = None) -> Array:
688
+ r"""
689
+ Return the normalized sinc function.
690
+
691
+ The sinc function is equal to :math:`\sin(\pi x)/(\pi x)` for any argument
692
+ :math:`x\ne 0`. ``sinc(0)`` takes the limit value 1, making ``sinc`` not
693
+ only everywhere continuous but also infinitely differentiable.
694
+
695
+ .. note::
696
+
697
+ Note the normalization factor of ``pi`` used in the definition.
698
+ This is the most commonly used definition in signal processing.
699
+ Use ``sinc(x / xp.pi)`` to obtain the unnormalized sinc function
700
+ :math:`\sin(x)/x` that is more common in mathematics.
701
+
702
+ Parameters
703
+ ----------
704
+ x : array
705
+ Array (possibly multi-dimensional) of values for which to calculate
706
+ ``sinc(x)``. Must have a real floating point dtype.
707
+ xp : array_namespace, optional
708
+ The standard-compatible namespace for `x`. Default: infer.
709
+
710
+ Returns
711
+ -------
712
+ array
713
+ ``sinc(x)`` calculated elementwise, which has the same shape as the input.
714
+
715
+ Notes
716
+ -----
717
+ The name sinc is short for "sine cardinal" or "sinus cardinalis".
718
+
719
+ The sinc function is used in various signal processing applications,
720
+ including in anti-aliasing, in the construction of a Lanczos resampling
721
+ filter, and in interpolation.
722
+
723
+ For bandlimited interpolation of discrete-time signals, the ideal
724
+ interpolation kernel is proportional to the sinc function.
725
+
726
+ References
727
+ ----------
728
+ #. Weisstein, Eric W. "Sinc Function." From MathWorld--A Wolfram Web
729
+ Resource. https://mathworld.wolfram.com/SincFunction.html
730
+ #. Wikipedia, "Sinc function",
731
+ https://en.wikipedia.org/wiki/Sinc_function
732
+
733
+ Examples
734
+ --------
735
+ >>> import array_api_strict as xp
736
+ >>> import array_api_extra as xpx
737
+ >>> x = xp.linspace(-4, 4, 41)
738
+ >>> xpx.sinc(x, xp=xp)
739
+ Array([-3.89817183e-17, -4.92362781e-02,
740
+ -8.40918587e-02, -8.90384387e-02,
741
+ -5.84680802e-02, 3.89817183e-17,
742
+ 6.68206631e-02, 1.16434881e-01,
743
+ 1.26137788e-01, 8.50444803e-02,
744
+ -3.89817183e-17, -1.03943254e-01,
745
+ -1.89206682e-01, -2.16236208e-01,
746
+ -1.55914881e-01, 3.89817183e-17,
747
+ 2.33872321e-01, 5.04551152e-01,
748
+ 7.56826729e-01, 9.35489284e-01,
749
+ 1.00000000e+00, 9.35489284e-01,
750
+ 7.56826729e-01, 5.04551152e-01,
751
+ 2.33872321e-01, 3.89817183e-17,
752
+ -1.55914881e-01, -2.16236208e-01,
753
+ -1.89206682e-01, -1.03943254e-01,
754
+ -3.89817183e-17, 8.50444803e-02,
755
+ 1.26137788e-01, 1.16434881e-01,
756
+ 6.68206631e-02, 3.89817183e-17,
757
+ -5.84680802e-02, -8.90384387e-02,
758
+ -8.40918587e-02, -4.92362781e-02,
759
+ -3.89817183e-17], dtype=array_api_strict.float64)
760
+ """
761
+
762
+ if xp is None:
763
+ xp = array_namespace(x)
764
+
765
+ if not xp.isdtype(x.dtype, "real floating"):
766
+ err_msg = "`x` must have a real floating data type."
767
+ raise ValueError(err_msg)
768
+
769
+ if (
770
+ is_numpy_namespace(xp)
771
+ or is_cupy_namespace(xp)
772
+ or is_jax_namespace(xp)
773
+ or is_torch_namespace(xp)
774
+ or is_dask_namespace(xp)
775
+ ):
776
+ return xp.sinc(x)
777
+
778
+ return _funcs.sinc(x, xp=xp)
779
+
780
+
781
+ def partition(
782
+ a: Array,
783
+ kth: int,
784
+ /,
785
+ axis: int | None = -1,
786
+ *,
787
+ xp: ModuleType | None = None,
788
+ ) -> Array:
789
+ """
790
+ Return a partitioned copy of an array.
791
+
792
+ Creates a copy of the array and partially sorts it in such a way that the value
793
+ of the element in k-th position is in the position it would be in a sorted array.
794
+ In the output array, all elements smaller than the k-th element are located to
795
+ the left of this element and all equal or greater are located to its right.
796
+ The ordering of the elements in the two partitions on the either side of
797
+ the k-th element in the output array is undefined.
798
+
799
+ Parameters
800
+ ----------
801
+ a : Array
802
+ Input array.
803
+ kth : int
804
+ Element index to partition by.
805
+ axis : int, optional
806
+ Axis along which to partition. The default is ``-1`` (the last axis).
807
+ If ``None``, the flattened array is used.
808
+ xp : array_namespace, optional
809
+ The standard-compatible namespace for `x`. Default: infer.
810
+
811
+ Returns
812
+ -------
813
+ partitioned_array
814
+ Array of the same type and shape as `a`.
815
+
816
+ Notes
817
+ -----
818
+ If `xp` implements ``partition`` or an equivalent function
819
+ (e.g. ``topk`` for torch), complexity will likely be O(n).
820
+ If not, this function simply calls ``xp.sort`` and complexity is O(n log n).
821
+ """
822
+ # Validate inputs.
823
+ if xp is None:
824
+ xp = array_namespace(a)
825
+ if a.ndim < 1:
826
+ msg = "`a` must be at least 1-dimensional"
827
+ raise TypeError(msg)
828
+ if axis is None:
829
+ return partition(xp.reshape(a, (-1,)), kth, axis=0, xp=xp)
830
+ (size,) = eager_shape(a, axis)
831
+ if not (0 <= kth < size):
832
+ msg = f"kth(={kth}) out of bounds [0 {size})"
833
+ raise ValueError(msg)
834
+
835
+ # Delegate where possible.
836
+ if is_numpy_namespace(xp) or is_cupy_namespace(xp) or is_jax_namespace(xp):
837
+ return xp.partition(a, kth, axis=axis)
838
+
839
+ # Use top-k when possible:
840
+ if is_torch_namespace(xp):
841
+ if not (axis == -1 or axis == a.ndim - 1):
842
+ a = xp.transpose(a, axis, -1)
843
+
844
+ out = xp.empty_like(a)
845
+ ranks = xp.arange(a.shape[-1]).expand_as(a)
846
+
847
+ split_value, indices = xp.kthvalue(a, kth + 1, keepdim=True)
848
+ del indices # indices won't be used => del ASAP to reduce peak memory usage
849
+
850
+ # fill the left-side of the partition
851
+ mask_src = a < split_value
852
+ n_left = mask_src.sum(dim=-1, keepdim=True)
853
+ mask_dest = ranks < n_left
854
+ out[mask_dest] = a[mask_src]
855
+
856
+ # fill the middle of the partition
857
+ mask_src = a == split_value
858
+ n_left += mask_src.sum(dim=-1, keepdim=True)
859
+ mask_dest ^= ranks < n_left
860
+ out[mask_dest] = a[mask_src]
861
+
862
+ # fill the right-side of the partition
863
+ mask_src = a > split_value
864
+ mask_dest = ranks >= n_left
865
+ out[mask_dest] = a[mask_src]
866
+
867
+ if not (axis == -1 or axis == a.ndim - 1):
868
+ out = xp.transpose(out, axis, -1)
869
+ return out
870
+
871
+ # Note: dask topk/argtopk sort the return values, so it's
872
+ # not much more efficient than sorting everything when
873
+ # kth is not small compared to x.size
874
+
875
+ return _funcs.partition(a, kth, axis=axis, xp=xp)
876
+
877
+
878
+ def argpartition(
879
+ a: Array,
880
+ kth: int,
881
+ /,
882
+ axis: int | None = -1,
883
+ *,
884
+ xp: ModuleType | None = None,
885
+ ) -> Array:
886
+ """
887
+ Perform an indirect partition along the given axis.
888
+
889
+ It returns an array of indices of the same shape as `a` that
890
+ index data along the given axis in partitioned order.
891
+
892
+ Parameters
893
+ ----------
894
+ a : Array
895
+ Input array.
896
+ kth : int
897
+ Element index to partition by.
898
+ axis : int, optional
899
+ Axis along which to partition. The default is ``-1`` (the last axis).
900
+ If ``None``, the flattened array is used.
901
+ xp : array_namespace, optional
902
+ The standard-compatible namespace for `x`. Default: infer.
903
+
904
+ Returns
905
+ -------
906
+ index_array
907
+ Array of indices that partition `a` along the specified axis.
908
+
909
+ Notes
910
+ -----
911
+ If `xp` implements ``argpartition`` or an equivalent function
912
+ e.g. ``topk`` for torch), complexity will likely be O(n).
913
+ If not, this function simply calls ``xp.argsort`` and complexity is O(n log n).
914
+ """
915
+ # Validate inputs.
916
+ if xp is None:
917
+ xp = array_namespace(a)
918
+ if is_pydata_sparse_namespace(xp):
919
+ msg = "Not implemented for sparse backend: no argsort"
920
+ raise NotImplementedError(msg)
921
+ if a.ndim < 1:
922
+ msg = "`a` must be at least 1-dimensional"
923
+ raise TypeError(msg)
924
+ if axis is None:
925
+ return argpartition(xp.reshape(a, (-1,)), kth, axis=0, xp=xp)
926
+ (size,) = eager_shape(a, axis)
927
+ if not (0 <= kth < size):
928
+ msg = f"kth(={kth}) out of bounds [0 {size})"
929
+ raise ValueError(msg)
930
+
931
+ # Delegate where possible.
932
+ if is_numpy_namespace(xp) or is_cupy_namespace(xp) or is_jax_namespace(xp):
933
+ return xp.argpartition(a, kth, axis=axis)
934
+
935
+ # Use top-k when possible:
936
+ if is_torch_namespace(xp):
937
+ # see `partition` above for commented details of those steps:
938
+ if not (axis == -1 or axis == a.ndim - 1):
939
+ a = xp.transpose(a, axis, -1)
940
+
941
+ ranks = xp.arange(a.shape[-1]).expand_as(a)
942
+ out = xp.empty_like(ranks)
943
+
944
+ split_value, indices = xp.kthvalue(a, kth + 1, keepdim=True)
945
+ del indices # indices won't be used => del ASAP to reduce peak memory usage
946
+
947
+ mask_src = a < split_value
948
+ n_left = mask_src.sum(dim=-1, keepdim=True)
949
+ mask_dest = ranks < n_left
950
+ out[mask_dest] = ranks[mask_src]
951
+
952
+ mask_src = a == split_value
953
+ n_left += mask_src.sum(dim=-1, keepdim=True)
954
+ mask_dest ^= ranks < n_left
955
+ out[mask_dest] = ranks[mask_src]
956
+
957
+ mask_src = a > split_value
958
+ mask_dest = ranks >= n_left
959
+ out[mask_dest] = ranks[mask_src]
960
+
961
+ if not (axis == -1 or axis == a.ndim - 1):
962
+ out = xp.transpose(out, axis, -1)
963
+ return out
964
+
965
+ # Note: dask topk/argtopk sort the return values, so it's
966
+ # not much more efficient than sorting everything when
967
+ # kth is not small compared to x.size
968
+
969
+ return _funcs.argpartition(a, kth, axis=axis, xp=xp)
970
+
971
+
972
+ def isin(
973
+ a: Array,
974
+ b: Array,
975
+ /,
976
+ *,
977
+ assume_unique: bool = False,
978
+ invert: bool = False,
979
+ kind: str | None = None,
980
+ xp: ModuleType | None = None,
981
+ ) -> Array:
982
+ """
983
+ Determine whether each element in `a` is present in `b`.
984
+
985
+ Return a boolean array of the same shape as `a` that is True for elements
986
+ that are in `b` and False otherwise.
987
+
988
+ Parameters
989
+ ----------
990
+ a : array
991
+ Input elements.
992
+ b : array
993
+ The elements against which to test each element of `a`.
994
+ assume_unique : bool, optional
995
+ If True, the input arrays are both assumed to be unique which can speed
996
+ up the calculation. Default: False.
997
+ invert : bool, optional
998
+ If True, the values in the returned array are inverted. Default: False.
999
+ kind : str | None, optional
1000
+ The algorithm or method to use. This will not affect the final result,
1001
+ but will affect the speed and memory use.
1002
+ For NumPy the options are {None, "sort", "table"}.
1003
+ For Jax the mapped parameter is instead `method` and the options are
1004
+ {"compare_all", "binary_search", "sort", and "auto" (default)}
1005
+ For CuPy, Dask, Torch and the default case this parameter is not present and
1006
+ thus ignored. Default: None.
1007
+ xp : array_namespace, optional
1008
+ The standard-compatible namespace for `a` and `b`. Default: infer.
1009
+
1010
+ Returns
1011
+ -------
1012
+ array
1013
+ An array having the same shape as that of `a` that is True for elements
1014
+ that are in `b` and False otherwise.
1015
+ """
1016
+ if xp is None:
1017
+ xp = array_namespace(a, b)
1018
+
1019
+ if is_numpy_namespace(xp):
1020
+ return xp.isin(a, b, assume_unique=assume_unique, invert=invert, kind=kind)
1021
+ if is_jax_namespace(xp):
1022
+ if kind is None:
1023
+ kind = "auto"
1024
+ return xp.isin(a, b, assume_unique=assume_unique, invert=invert, method=kind)
1025
+ if is_cupy_namespace(xp) or is_torch_namespace(xp) or is_dask_namespace(xp):
1026
+ return xp.isin(a, b, assume_unique=assume_unique, invert=invert)
1027
+
1028
+ return _funcs.isin(a, b, assume_unique=assume_unique, invert=invert, xp=xp)
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/array_api_extra/testing.py ADDED
@@ -0,0 +1,415 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Public testing utilities.
3
+
4
+ See also _lib._testing for additional private testing utilities.
5
+ """
6
+
7
+ from __future__ import annotations
8
+
9
+ import contextlib
10
+ import enum
11
+ import warnings
12
+ from collections.abc import Callable, Generator, Iterator, Sequence
13
+ from functools import wraps
14
+ from types import ModuleType
15
+ from typing import TYPE_CHECKING, Any, ParamSpec, TypeVar, cast
16
+
17
+ from ._lib._utils._compat import is_dask_namespace, is_jax_namespace
18
+ from ._lib._utils._helpers import jax_autojit, pickle_flatten, pickle_unflatten
19
+
20
+ __all__ = ["lazy_xp_function", "patch_lazy_xp_functions"]
21
+
22
+ if TYPE_CHECKING: # pragma: no cover
23
+ # TODO import override from typing (requires Python >=3.12)
24
+ import pytest
25
+ from dask.typing import Graph, Key, SchedulerGetCallable
26
+ from typing_extensions import override
27
+
28
+ else:
29
+ # Sphinx hacks
30
+ SchedulerGetCallable = object
31
+
32
+ def override(func):
33
+ return func
34
+
35
+
36
+ P = ParamSpec("P")
37
+ T = TypeVar("T")
38
+
39
+ _ufuncs_tags: dict[object, dict[str, Any]] = {}
40
+
41
+
42
+ class Deprecated(enum.Enum):
43
+ """Unique type for deprecated parameters."""
44
+
45
+ DEPRECATED = 1
46
+
47
+
48
+ DEPRECATED = Deprecated.DEPRECATED
49
+
50
+
51
+ def lazy_xp_function(
52
+ func: Callable[..., Any],
53
+ *,
54
+ allow_dask_compute: bool | int = False,
55
+ jax_jit: bool = True,
56
+ static_argnums: Deprecated = DEPRECATED,
57
+ static_argnames: Deprecated = DEPRECATED,
58
+ ) -> None: # numpydoc ignore=GL07
59
+ """
60
+ Tag a function to be tested on lazy backends.
61
+
62
+ Tag a function so that when any tests are executed with ``xp=jax.numpy`` the
63
+ function is replaced with a jitted version of itself, and when it is executed with
64
+ ``xp=dask.array`` the function will raise if it attempts to materialize the graph.
65
+ This will be later expanded to provide test coverage for other lazy backends.
66
+
67
+ In order for the tag to be effective, the test or a fixture must call
68
+ :func:`patch_lazy_xp_functions`.
69
+
70
+ Parameters
71
+ ----------
72
+ func : callable
73
+ Function to be tested.
74
+ allow_dask_compute : bool | int, optional
75
+ Whether `func` is allowed to internally materialize the Dask graph, or maximum
76
+ number of times it is allowed to do so. This is typically triggered by
77
+ ``bool()``, ``float()``, or ``np.asarray()``.
78
+
79
+ Set to 1 if you are aware that `func` converts the input parameters to NumPy and
80
+ want to let it do so at least for the time being, knowing that it is going to be
81
+ extremely detrimental for performance.
82
+
83
+ If a test needs values higher than 1 to pass, it is a canary that the conversion
84
+ to NumPy/bool/float is happening multiple times, which translates to multiple
85
+ computations of the whole graph. Short of making the function fully lazy, you
86
+ should at least add explicit calls to ``np.asarray()`` early in the function.
87
+ *Note:* the counter of `allow_dask_compute` resets after each call to `func`, so
88
+ a test function that invokes `func` multiple times should still work with this
89
+ parameter set to 1.
90
+
91
+ Set to True to allow `func` to materialize the graph an unlimited number
92
+ of times.
93
+
94
+ Default: False, meaning that `func` must be fully lazy and never materialize the
95
+ graph.
96
+ jax_jit : bool, optional
97
+ Set to True to replace `func` with a smart variant of ``jax.jit(func)`` after
98
+ calling the :func:`patch_lazy_xp_functions` test helper with ``xp=jax.numpy``.
99
+ This is the default behaviour.
100
+ Set to False if `func` is only compatible with eager (non-jitted) JAX.
101
+
102
+ Unlike with vanilla ``jax.jit``, all arguments and return types that are not JAX
103
+ arrays are treated as static; the function can accept and return arbitrary
104
+ wrappers around JAX arrays. This difference is because, in real life, most users
105
+ won't wrap the function directly with ``jax.jit`` but rather they will use it
106
+ within their own code, which is itself then wrapped by ``jax.jit``, and
107
+ internally consume the function's outputs.
108
+
109
+ In other words, the pattern that is being tested is::
110
+
111
+ >>> @jax.jit
112
+ ... def user_func(x):
113
+ ... y = user_prepares_inputs(x)
114
+ ... z = func(y, some_static_arg=True)
115
+ ... return user_consumes(z)
116
+
117
+ Default: True.
118
+ static_argnums :
119
+ Deprecated; ignored
120
+ static_argnames :
121
+ Deprecated; ignored
122
+
123
+ See Also
124
+ --------
125
+ patch_lazy_xp_functions : Companion function to call from the test or fixture.
126
+ jax.jit : JAX function to compile a function for performance.
127
+
128
+ Examples
129
+ --------
130
+ In ``test_mymodule.py``::
131
+
132
+ from array_api_extra.testing import lazy_xp_function from mymodule import myfunc
133
+
134
+ lazy_xp_function(myfunc)
135
+
136
+ def test_myfunc(xp):
137
+ a = xp.asarray([1, 2])
138
+ # When xp=jax.numpy, this is similar to `b = jax.jit(myfunc)(a)`
139
+ # When xp=dask.array, crash on compute() or persist()
140
+ b = myfunc(a)
141
+
142
+ Notes
143
+ -----
144
+ In order for this tag to be effective, the test function must be imported into the
145
+ test module globals without its namespace; alternatively its namespace must be
146
+ declared in a ``lazy_xp_modules`` list in the test module globals.
147
+
148
+ Example 1::
149
+
150
+ from mymodule import myfunc
151
+
152
+ lazy_xp_function(myfunc)
153
+
154
+ def test_myfunc(xp):
155
+ x = myfunc(xp.asarray([1, 2]))
156
+
157
+ Example 2::
158
+
159
+ import mymodule
160
+
161
+ lazy_xp_modules = [mymodule]
162
+ lazy_xp_function(mymodule.myfunc)
163
+
164
+ def test_myfunc(xp):
165
+ x = mymodule.myfunc(xp.asarray([1, 2]))
166
+
167
+ A test function can circumvent this monkey-patching system by using a namespace
168
+ outside of the two above patterns. You need to sanitize your code to make sure this
169
+ only happens intentionally.
170
+
171
+ Example 1::
172
+
173
+ import mymodule
174
+ from mymodule import myfunc
175
+
176
+ lazy_xp_function(myfunc)
177
+
178
+ def test_myfunc(xp):
179
+ a = xp.asarray([1, 2])
180
+ b = myfunc(a) # This is wrapped when xp=jax.numpy or xp=dask.array
181
+ c = mymodule.myfunc(a) # This is not
182
+
183
+ Example 2::
184
+
185
+ import mymodule
186
+
187
+ class naked:
188
+ myfunc = mymodule.myfunc
189
+
190
+ lazy_xp_modules = [mymodule]
191
+ lazy_xp_function(mymodule.myfunc)
192
+
193
+ def test_myfunc(xp):
194
+ a = xp.asarray([1, 2])
195
+ b = mymodule.myfunc(a) # This is wrapped when xp=jax.numpy or xp=dask.array
196
+ c = naked.myfunc(a) # This is not
197
+ """
198
+ if static_argnums is not DEPRECATED or static_argnames is not DEPRECATED:
199
+ warnings.warn(
200
+ (
201
+ "The `static_argnums` and `static_argnames` parameters are deprecated "
202
+ "and ignored. They will be removed in a future version."
203
+ ),
204
+ DeprecationWarning,
205
+ stacklevel=2,
206
+ )
207
+ tags = {
208
+ "allow_dask_compute": allow_dask_compute,
209
+ "jax_jit": jax_jit,
210
+ }
211
+
212
+ try:
213
+ func._lazy_xp_function = tags # type: ignore[attr-defined] # pylint: disable=protected-access # pyright: ignore[reportFunctionMemberAccess]
214
+ except AttributeError: # @cython.vectorize
215
+ _ufuncs_tags[func] = tags
216
+
217
+
218
+ def patch_lazy_xp_functions(
219
+ request: pytest.FixtureRequest,
220
+ monkeypatch: pytest.MonkeyPatch | None = None,
221
+ *,
222
+ xp: ModuleType,
223
+ ) -> contextlib.AbstractContextManager[None]:
224
+ """
225
+ Test lazy execution of functions tagged with :func:`lazy_xp_function`.
226
+
227
+ If ``xp==jax.numpy``, search for all functions which have been tagged with
228
+ :func:`lazy_xp_function` in the globals of the module that defines the current test,
229
+ as well as in the ``lazy_xp_modules`` list in the globals of the same module,
230
+ and wrap them with :func:`jax.jit`. Unwrap them at the end of the test.
231
+
232
+ If ``xp==dask.array``, wrap the functions with a decorator that disables
233
+ ``compute()`` and ``persist()`` and ensures that exceptions and warnings are raised
234
+ eagerly.
235
+
236
+ This function should be typically called by your library's `xp` fixture that runs
237
+ tests on multiple backends::
238
+
239
+ @pytest.fixture(params=[
240
+ numpy,
241
+ array_api_strict,
242
+ pytest.param(jax.numpy, marks=pytest.mark.thread_unsafe),
243
+ pytest.param(dask.array, marks=pytest.mark.thread_unsafe),
244
+ ])
245
+ def xp(request):
246
+ with patch_lazy_xp_functions(request, xp=request.param):
247
+ yield request.param
248
+
249
+ but it can be otherwise be called by the test itself too.
250
+
251
+ Parameters
252
+ ----------
253
+ request : pytest.FixtureRequest
254
+ Pytest fixture, as acquired by the test itself or by one of its fixtures.
255
+ monkeypatch : pytest.MonkeyPatch
256
+ Deprecated
257
+ xp : array_namespace
258
+ Array namespace to be tested.
259
+
260
+ See Also
261
+ --------
262
+ lazy_xp_function : Tag a function to be tested on lazy backends.
263
+ pytest.FixtureRequest : `request` test function parameter.
264
+
265
+ Notes
266
+ -----
267
+ This context manager monkey-patches modules and as such is thread unsafe
268
+ on Dask and JAX. If you run your test suite with
269
+ `pytest-run-parallel <https://github.com/Quansight-Labs/pytest-run-parallel/>`_,
270
+ you should mark these backends with ``@pytest.mark.thread_unsafe``, as shown in
271
+ the example above.
272
+ """
273
+ mod = cast(ModuleType, request.module)
274
+ mods = [mod, *cast(list[ModuleType], getattr(mod, "lazy_xp_modules", []))]
275
+
276
+ to_revert: list[tuple[ModuleType, str, object]] = []
277
+
278
+ def temp_setattr(mod: ModuleType, name: str, func: object) -> None:
279
+ """
280
+ Variant of monkeypatch.setattr, which allows monkey-patching only selected
281
+ parameters of a test so that pytest-run-parallel can run on the remainder.
282
+ """
283
+ assert hasattr(mod, name)
284
+ to_revert.append((mod, name, getattr(mod, name)))
285
+ setattr(mod, name, func)
286
+
287
+ if monkeypatch is not None:
288
+ warnings.warn(
289
+ (
290
+ "The `monkeypatch` parameter is deprecated and will be removed in a "
291
+ "future version. "
292
+ "Use `patch_lazy_xp_function` as a context manager instead."
293
+ ),
294
+ DeprecationWarning,
295
+ stacklevel=2,
296
+ )
297
+ # Enable using patch_lazy_xp_function not as a context manager
298
+ temp_setattr = monkeypatch.setattr # type: ignore[assignment] # pyright: ignore[reportAssignmentType]
299
+
300
+ def iter_tagged() -> Iterator[
301
+ tuple[ModuleType, str, Callable[..., Any], dict[str, Any]]
302
+ ]:
303
+ for mod in mods:
304
+ for name, func in mod.__dict__.items():
305
+ tags: dict[str, Any] | None = None
306
+ with contextlib.suppress(AttributeError):
307
+ tags = func._lazy_xp_function # pylint: disable=protected-access
308
+ if tags is None:
309
+ with contextlib.suppress(KeyError, TypeError):
310
+ tags = _ufuncs_tags[func]
311
+ if tags is not None:
312
+ yield mod, name, func, tags
313
+
314
+ if is_dask_namespace(xp):
315
+ for mod, name, func, tags in iter_tagged():
316
+ n = tags["allow_dask_compute"]
317
+ if n is True:
318
+ n = 1_000_000
319
+ elif n is False:
320
+ n = 0
321
+ wrapped = _dask_wrap(func, n)
322
+ temp_setattr(mod, name, wrapped)
323
+
324
+ elif is_jax_namespace(xp):
325
+ for mod, name, func, tags in iter_tagged():
326
+ if tags["jax_jit"]:
327
+ wrapped = jax_autojit(func)
328
+ temp_setattr(mod, name, wrapped)
329
+
330
+ # We can't just decorate patch_lazy_xp_functions with
331
+ # @contextlib.contextmanager because it would not work with the
332
+ # deprecated monkeypatch when not used as a context manager.
333
+ @contextlib.contextmanager
334
+ def revert_on_exit() -> Generator[None]:
335
+ try:
336
+ yield
337
+ finally:
338
+ for mod, name, orig_func in to_revert:
339
+ setattr(mod, name, orig_func)
340
+
341
+ return revert_on_exit()
342
+
343
+
344
+ class CountingDaskScheduler(SchedulerGetCallable):
345
+ """
346
+ Dask scheduler that counts how many times `dask.compute` is called.
347
+
348
+ If the number of times exceeds 'max_count', it raises an error.
349
+ This is a wrapper around Dask's own 'synchronous' scheduler.
350
+
351
+ Parameters
352
+ ----------
353
+ max_count : int
354
+ Maximum number of allowed calls to `dask.compute`.
355
+ msg : str
356
+ Assertion to raise when the count exceeds `max_count`.
357
+ """
358
+
359
+ count: int
360
+ max_count: int
361
+ msg: str
362
+
363
+ def __init__(self, max_count: int, msg: str): # numpydoc ignore=GL08
364
+ self.count = 0
365
+ self.max_count = max_count
366
+ self.msg = msg
367
+
368
+ @override
369
+ def __call__(
370
+ self, dsk: Graph, keys: Sequence[Key] | Key, **kwargs: Any
371
+ ) -> Any: # numpydoc ignore=GL08
372
+ import dask
373
+
374
+ self.count += 1
375
+ # This should yield a nice traceback to the
376
+ # offending line in the user's code
377
+ assert self.count <= self.max_count, self.msg
378
+
379
+ return dask.get(dsk, keys, **kwargs) # type: ignore[attr-defined] # pyright: ignore[reportPrivateImportUsage]
380
+
381
+
382
+ def _dask_wrap(
383
+ func: Callable[P, T], n: int
384
+ ) -> Callable[P, T]: # numpydoc ignore=PR01,RT01
385
+ """
386
+ Wrap `func` to raise if it attempts to call `dask.compute` more than `n` times.
387
+
388
+ After the function returns, materialize the graph in order to re-raise exceptions.
389
+ """
390
+ import dask
391
+ import dask.array as da
392
+
393
+ func_name = getattr(func, "__name__", str(func))
394
+ n_str = f"only up to {n}" if n else "no"
395
+ msg = (
396
+ f"Called `dask.compute()` or `dask.persist()` {n + 1} times, "
397
+ f"but {n_str} calls are allowed. Set "
398
+ f"`lazy_xp_function({func_name}, allow_dask_compute={n + 1})` "
399
+ "to allow for more (but note that this will harm performance). "
400
+ )
401
+
402
+ @wraps(func)
403
+ def wrapper(*args: P.args, **kwargs: P.kwargs) -> T: # numpydoc ignore=GL08
404
+ scheduler = CountingDaskScheduler(n, msg)
405
+ with dask.config.set({"scheduler": scheduler}): # pyright: ignore[reportPrivateImportUsage]
406
+ out = func(*args, **kwargs)
407
+
408
+ # Block until the graph materializes and reraise exceptions. This allows
409
+ # `pytest.raises` and `pytest.warns` to work as expected. Note that this would
410
+ # not work on scheduler='distributed', as it would not block.
411
+ arrays, rest = pickle_flatten(out, da.Array)
412
+ arrays = dask.persist(arrays, scheduler="threads")[0] # type: ignore[attr-defined,no-untyped-call] # pyright: ignore[reportPrivateImportUsage]
413
+ return pickle_unflatten(arrays, rest) # pyright: ignore[reportUnknownArgumentType]
414
+
415
+ return wrapper
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/__init__.py ADDED
@@ -0,0 +1,20 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from .main import minimize
2
+ from .utils import show_versions
3
+
4
+ # PEP0440 compatible formatted version, see:
5
+ # https://www.python.org/dev/peps/pep-0440/
6
+ #
7
+ # Final release markers:
8
+ # X.Y.0 # For first release after an increment in Y
9
+ # X.Y.Z # For bugfix releases
10
+ #
11
+ # Admissible pre-release markers:
12
+ # X.YaN # Alpha release
13
+ # X.YbN # Beta release
14
+ # X.YrcN # Release Candidate
15
+ #
16
+ # Dev branch marker is: 'X.Y.dev' or 'X.Y.devN' where N is an integer.
17
+ # 'X.Y.dev0' is the canonical version of 'X.Y.dev'.
18
+ __version__ = "1.1.3"
19
+
20
+ __all__ = ["minimize", "show_versions"]
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1
+ import warnings
2
+
3
+ import numpy as np
4
+ from scipy.optimize import lsq_linear
5
+
6
+ from .models import Models, Quadratic
7
+ from .settings import Options, Constants
8
+ from .subsolvers import (
9
+ cauchy_geometry,
10
+ spider_geometry,
11
+ normal_byrd_omojokun,
12
+ tangential_byrd_omojokun,
13
+ constrained_tangential_byrd_omojokun,
14
+ )
15
+ from .subsolvers.optim import qr_tangential_byrd_omojokun
16
+ from .utils import get_arrays_tol
17
+
18
+
19
+ TINY = np.finfo(float).tiny
20
+ EPS = np.finfo(float).eps
21
+
22
+
23
+ class TrustRegion:
24
+ """
25
+ Trust-region framework.
26
+ """
27
+
28
+ def __init__(self, pb, options, constants):
29
+ """
30
+ Initialize the trust-region framework.
31
+
32
+ Parameters
33
+ ----------
34
+ pb : `cobyqa.problem.Problem`
35
+ Problem to solve.
36
+ options : dict
37
+ Options of the solver.
38
+ constants : dict
39
+ Constants of the solver.
40
+
41
+ Raises
42
+ ------
43
+ `cobyqa.utils.MaxEvalError`
44
+ If the maximum number of evaluations is reached.
45
+ `cobyqa.utils.TargetSuccess`
46
+ If a nearly feasible point has been found with an objective
47
+ function value below the target.
48
+ `cobyqa.utils.FeasibleSuccess`
49
+ If a feasible point has been found for a feasibility problem.
50
+ `numpy.linalg.LinAlgError`
51
+ If the initial interpolation system is ill-defined.
52
+ """
53
+ # Set the initial penalty parameter.
54
+ self._penalty = 0.0
55
+
56
+ # Initialize the models.
57
+ self._pb = pb
58
+ self._models = Models(self._pb, options, self.penalty)
59
+ self._constants = constants
60
+
61
+ # Set the index of the best interpolation point.
62
+ self._best_index = 0
63
+ self.set_best_index()
64
+
65
+ # Set the initial Lagrange multipliers.
66
+ self._lm_linear_ub = np.zeros(self.m_linear_ub)
67
+ self._lm_linear_eq = np.zeros(self.m_linear_eq)
68
+ self._lm_nonlinear_ub = np.zeros(self.m_nonlinear_ub)
69
+ self._lm_nonlinear_eq = np.zeros(self.m_nonlinear_eq)
70
+ self.set_multipliers(self.x_best)
71
+
72
+ # Set the initial trust-region radius and the resolution.
73
+ self._resolution = options[Options.RHOBEG]
74
+ self._radius = self.resolution
75
+
76
+ @property
77
+ def n(self):
78
+ """
79
+ Number of variables.
80
+
81
+ Returns
82
+ -------
83
+ int
84
+ Number of variables.
85
+ """
86
+ return self._pb.n
87
+
88
+ @property
89
+ def m_linear_ub(self):
90
+ """
91
+ Number of linear inequality constraints.
92
+
93
+ Returns
94
+ -------
95
+ int
96
+ Number of linear inequality constraints.
97
+ """
98
+ return self._pb.m_linear_ub
99
+
100
+ @property
101
+ def m_linear_eq(self):
102
+ """
103
+ Number of linear equality constraints.
104
+
105
+ Returns
106
+ -------
107
+ int
108
+ Number of linear equality constraints.
109
+ """
110
+ return self._pb.m_linear_eq
111
+
112
+ @property
113
+ def m_nonlinear_ub(self):
114
+ """
115
+ Number of nonlinear inequality constraints.
116
+
117
+ Returns
118
+ -------
119
+ int
120
+ Number of nonlinear inequality constraints.
121
+ """
122
+ return self._pb.m_nonlinear_ub
123
+
124
+ @property
125
+ def m_nonlinear_eq(self):
126
+ """
127
+ Number of nonlinear equality constraints.
128
+
129
+ Returns
130
+ -------
131
+ int
132
+ Number of nonlinear equality constraints.
133
+ """
134
+ return self._pb.m_nonlinear_eq
135
+
136
+ @property
137
+ def radius(self):
138
+ """
139
+ Trust-region radius.
140
+
141
+ Returns
142
+ -------
143
+ float
144
+ Trust-region radius.
145
+ """
146
+ return self._radius
147
+
148
+ @radius.setter
149
+ def radius(self, radius):
150
+ """
151
+ Set the trust-region radius.
152
+
153
+ Parameters
154
+ ----------
155
+ radius : float
156
+ New trust-region radius.
157
+ """
158
+ self._radius = radius
159
+ if (
160
+ self.radius
161
+ <= self._constants[Constants.DECREASE_RADIUS_THRESHOLD]
162
+ * self.resolution
163
+ ):
164
+ self._radius = self.resolution
165
+
166
+ @property
167
+ def resolution(self):
168
+ """
169
+ Resolution of the trust-region framework.
170
+
171
+ The resolution is a lower bound on the trust-region radius.
172
+
173
+ Returns
174
+ -------
175
+ float
176
+ Resolution of the trust-region framework.
177
+ """
178
+ return self._resolution
179
+
180
+ @resolution.setter
181
+ def resolution(self, resolution):
182
+ """
183
+ Set the resolution of the trust-region framework.
184
+
185
+ Parameters
186
+ ----------
187
+ resolution : float
188
+ New resolution of the trust-region framework.
189
+ """
190
+ self._resolution = resolution
191
+
192
+ @property
193
+ def penalty(self):
194
+ """
195
+ Penalty parameter.
196
+
197
+ Returns
198
+ -------
199
+ float
200
+ Penalty parameter.
201
+ """
202
+ return self._penalty
203
+
204
+ @property
205
+ def models(self):
206
+ """
207
+ Models of the objective function and constraints.
208
+
209
+ Returns
210
+ -------
211
+ `cobyqa.models.Models`
212
+ Models of the objective function and constraints.
213
+ """
214
+ return self._models
215
+
216
+ @property
217
+ def best_index(self):
218
+ """
219
+ Index of the best interpolation point.
220
+
221
+ Returns
222
+ -------
223
+ int
224
+ Index of the best interpolation point.
225
+ """
226
+ return self._best_index
227
+
228
+ @property
229
+ def x_best(self):
230
+ """
231
+ Best interpolation point.
232
+
233
+ Its value is interpreted as relative to the origin, not the base point.
234
+
235
+ Returns
236
+ -------
237
+ `numpy.ndarray`
238
+ Best interpolation point.
239
+ """
240
+ return self.models.interpolation.point(self.best_index)
241
+
242
+ @property
243
+ def fun_best(self):
244
+ """
245
+ Value of the objective function at `x_best`.
246
+
247
+ Returns
248
+ -------
249
+ float
250
+ Value of the objective function at `x_best`.
251
+ """
252
+ return self.models.fun_val[self.best_index]
253
+
254
+ @property
255
+ def cub_best(self):
256
+ """
257
+ Values of the nonlinear inequality constraints at `x_best`.
258
+
259
+ Returns
260
+ -------
261
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
262
+ Values of the nonlinear inequality constraints at `x_best`.
263
+ """
264
+ return self.models.cub_val[self.best_index, :]
265
+
266
+ @property
267
+ def ceq_best(self):
268
+ """
269
+ Values of the nonlinear equality constraints at `x_best`.
270
+
271
+ Returns
272
+ -------
273
+ `numpy.ndarray`, shape (m_nonlinear_eq,)
274
+ Values of the nonlinear equality constraints at `x_best`.
275
+ """
276
+ return self.models.ceq_val[self.best_index, :]
277
+
278
+ def lag_model(self, x):
279
+ """
280
+ Evaluate the Lagrangian model at a given point.
281
+
282
+ Parameters
283
+ ----------
284
+ x : `numpy.ndarray`, shape (n,)
285
+ Point at which the Lagrangian model is evaluated.
286
+
287
+ Returns
288
+ -------
289
+ float
290
+ Value of the Lagrangian model at `x`.
291
+ """
292
+ return (
293
+ self.models.fun(x)
294
+ + self._lm_linear_ub
295
+ @ (self._pb.linear.a_ub @ x - self._pb.linear.b_ub)
296
+ + self._lm_linear_eq
297
+ @ (self._pb.linear.a_eq @ x - self._pb.linear.b_eq)
298
+ + self._lm_nonlinear_ub @ self.models.cub(x)
299
+ + self._lm_nonlinear_eq @ self.models.ceq(x)
300
+ )
301
+
302
+ def lag_model_grad(self, x):
303
+ """
304
+ Evaluate the gradient of the Lagrangian model at a given point.
305
+
306
+ Parameters
307
+ ----------
308
+ x : `numpy.ndarray`, shape (n,)
309
+ Point at which the gradient of the Lagrangian model is evaluated.
310
+
311
+ Returns
312
+ -------
313
+ `numpy.ndarray`, shape (n,)
314
+ Gradient of the Lagrangian model at `x`.
315
+ """
316
+ return (
317
+ self.models.fun_grad(x)
318
+ + self._lm_linear_ub @ self._pb.linear.a_ub
319
+ + self._lm_linear_eq @ self._pb.linear.a_eq
320
+ + self._lm_nonlinear_ub @ self.models.cub_grad(x)
321
+ + self._lm_nonlinear_eq @ self.models.ceq_grad(x)
322
+ )
323
+
324
+ def lag_model_hess(self):
325
+ """
326
+ Evaluate the Hessian matrix of the Lagrangian model at a given point.
327
+
328
+ Returns
329
+ -------
330
+ `numpy.ndarray`, shape (n, n)
331
+ Hessian matrix of the Lagrangian model at `x`.
332
+ """
333
+ hess = self.models.fun_hess()
334
+ if self.m_nonlinear_ub > 0:
335
+ hess += self._lm_nonlinear_ub @ self.models.cub_hess()
336
+ if self.m_nonlinear_eq > 0:
337
+ hess += self._lm_nonlinear_eq @ self.models.ceq_hess()
338
+ return hess
339
+
340
+ def lag_model_hess_prod(self, v):
341
+ """
342
+ Evaluate the right product of the Hessian matrix of the Lagrangian
343
+ model with a given vector.
344
+
345
+ Parameters
346
+ ----------
347
+ v : `numpy.ndarray`, shape (n,)
348
+ Vector with which the Hessian matrix of the Lagrangian model is
349
+ multiplied from the right.
350
+
351
+ Returns
352
+ -------
353
+ `numpy.ndarray`, shape (n,)
354
+ Right product of the Hessian matrix of the Lagrangian model with
355
+ `v`.
356
+ """
357
+ return (
358
+ self.models.fun_hess_prod(v)
359
+ + self._lm_nonlinear_ub @ self.models.cub_hess_prod(v)
360
+ + self._lm_nonlinear_eq @ self.models.ceq_hess_prod(v)
361
+ )
362
+
363
+ def lag_model_curv(self, v):
364
+ """
365
+ Evaluate the curvature of the Lagrangian model along a given direction.
366
+
367
+ Parameters
368
+ ----------
369
+ v : `numpy.ndarray`, shape (n,)
370
+ Direction along which the curvature of the Lagrangian model is
371
+ evaluated.
372
+
373
+ Returns
374
+ -------
375
+ float
376
+ Curvature of the Lagrangian model along `v`.
377
+ """
378
+ return (
379
+ self.models.fun_curv(v)
380
+ + self._lm_nonlinear_ub @ self.models.cub_curv(v)
381
+ + self._lm_nonlinear_eq @ self.models.ceq_curv(v)
382
+ )
383
+
384
+ def sqp_fun(self, step):
385
+ """
386
+ Evaluate the objective function of the SQP subproblem.
387
+
388
+ Parameters
389
+ ----------
390
+ step : `numpy.ndarray`, shape (n,)
391
+ Step along which the objective function of the SQP subproblem is
392
+ evaluated.
393
+
394
+ Returns
395
+ -------
396
+ float
397
+ Value of the objective function of the SQP subproblem along `step`.
398
+ """
399
+ return step @ (
400
+ self.models.fun_grad(self.x_best)
401
+ + 0.5 * self.lag_model_hess_prod(step)
402
+ )
403
+
404
+ def sqp_cub(self, step):
405
+ """
406
+ Evaluate the linearization of the nonlinear inequality constraints.
407
+
408
+ Parameters
409
+ ----------
410
+ step : `numpy.ndarray`, shape (n,)
411
+ Step along which the linearization of the nonlinear inequality
412
+ constraints is evaluated.
413
+
414
+ Returns
415
+ -------
416
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
417
+ Value of the linearization of the nonlinear inequality constraints
418
+ along `step`.
419
+ """
420
+ return (
421
+ self.models.cub(self.x_best)
422
+ + self.models.cub_grad(self.x_best) @ step
423
+ )
424
+
425
+ def sqp_ceq(self, step):
426
+ """
427
+ Evaluate the linearization of the nonlinear equality constraints.
428
+
429
+ Parameters
430
+ ----------
431
+ step : `numpy.ndarray`, shape (n,)
432
+ Step along which the linearization of the nonlinear equality
433
+ constraints is evaluated.
434
+
435
+ Returns
436
+ -------
437
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
438
+ Value of the linearization of the nonlinear equality constraints
439
+ along `step`.
440
+ """
441
+ return (
442
+ self.models.ceq(self.x_best)
443
+ + self.models.ceq_grad(self.x_best) @ step
444
+ )
445
+
446
+ def merit(self, x, fun_val=None, cub_val=None, ceq_val=None):
447
+ """
448
+ Evaluate the merit function at a given point.
449
+
450
+ Parameters
451
+ ----------
452
+ x : `numpy.ndarray`, shape (n,)
453
+ Point at which the merit function is evaluated.
454
+ fun_val : float, optional
455
+ Value of the objective function at `x`. If not provided, the
456
+ objective function is evaluated at `x`.
457
+ cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
458
+ Values of the nonlinear inequality constraints. If not provided,
459
+ the nonlinear inequality constraints are evaluated at `x`.
460
+ ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
461
+ Values of the nonlinear equality constraints. If not provided,
462
+ the nonlinear equality constraints are evaluated at `x`.
463
+
464
+ Returns
465
+ -------
466
+ float
467
+ Value of the merit function at `x`.
468
+ """
469
+ if fun_val is None or cub_val is None or ceq_val is None:
470
+ fun_val, cub_val, ceq_val = self._pb(x, self.penalty)
471
+ m_val = fun_val
472
+ if self._penalty > 0.0:
473
+ c_val = self._pb.violation(x, cub_val=cub_val, ceq_val=ceq_val)
474
+ if np.count_nonzero(c_val):
475
+ m_val += self._penalty * np.linalg.norm(c_val)
476
+ return m_val
477
+
478
+ def get_constraint_linearizations(self, x):
479
+ """
480
+ Get the linearizations of the constraints at a given point.
481
+
482
+ Parameters
483
+ ----------
484
+ x : `numpy.ndarray`, shape (n,)
485
+ Point at which the linearizations of the constraints are evaluated.
486
+
487
+ Returns
488
+ -------
489
+ `numpy.ndarray`, shape (m_linear_ub + m_nonlinear_ub, n)
490
+ Left-hand side matrix of the linearized inequality constraints.
491
+ `numpy.ndarray`, shape (m_linear_ub + m_nonlinear_ub,)
492
+ Right-hand side vector of the linearized inequality constraints.
493
+ `numpy.ndarray`, shape (m_linear_eq + m_nonlinear_eq, n)
494
+ Left-hand side matrix of the linearized equality constraints.
495
+ `numpy.ndarray`, shape (m_linear_eq + m_nonlinear_eq,)
496
+ Right-hand side vector of the linearized equality constraints.
497
+ """
498
+ aub = np.block(
499
+ [
500
+ [self._pb.linear.a_ub],
501
+ [self.models.cub_grad(x)],
502
+ ]
503
+ )
504
+ bub = np.block(
505
+ [
506
+ self._pb.linear.b_ub - self._pb.linear.a_ub @ x,
507
+ -self.models.cub(x),
508
+ ]
509
+ )
510
+ aeq = np.block(
511
+ [
512
+ [self._pb.linear.a_eq],
513
+ [self.models.ceq_grad(x)],
514
+ ]
515
+ )
516
+ beq = np.block(
517
+ [
518
+ self._pb.linear.b_eq - self._pb.linear.a_eq @ x,
519
+ -self.models.ceq(x),
520
+ ]
521
+ )
522
+ return aub, bub, aeq, beq
523
+
524
+ def get_trust_region_step(self, options):
525
+ """
526
+ Get the trust-region step.
527
+
528
+ The trust-region step is computed by solving the derivative-free
529
+ trust-region SQP subproblem using a Byrd-Omojokun composite-step
530
+ approach. For more details, see Section 5.2.3 of [1]_.
531
+
532
+ Parameters
533
+ ----------
534
+ options : dict
535
+ Options of the solver.
536
+
537
+ Returns
538
+ -------
539
+ `numpy.ndarray`, shape (n,)
540
+ Normal step.
541
+ `numpy.ndarray`, shape (n,)
542
+ Tangential step.
543
+
544
+ References
545
+ ----------
546
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization
547
+ Methods and Software*. PhD thesis, Department of Applied
548
+ Mathematics, The Hong Kong Polytechnic University, Hong Kong, China,
549
+ 2022. URL: https://theses.lib.polyu.edu.hk/handle/200/12294.
550
+ """
551
+ # Evaluate the linearizations of the constraints.
552
+ aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
553
+ xl = self._pb.bounds.xl - self.x_best
554
+ xu = self._pb.bounds.xu - self.x_best
555
+
556
+ # Evaluate the normal step.
557
+ radius = self._constants[Constants.BYRD_OMOJOKUN_FACTOR] * self.radius
558
+ normal_step = normal_byrd_omojokun(
559
+ aub,
560
+ bub,
561
+ aeq,
562
+ beq,
563
+ xl,
564
+ xu,
565
+ radius,
566
+ options[Options.DEBUG],
567
+ **self._constants,
568
+ )
569
+ if options[Options.DEBUG]:
570
+ tol = get_arrays_tol(xl, xu)
571
+ if (np.any(normal_step + tol < xl)
572
+ or np.any(xu < normal_step - tol)):
573
+ warnings.warn(
574
+ "the normal step does not respect the bound constraint.",
575
+ RuntimeWarning,
576
+ 2,
577
+ )
578
+ if np.linalg.norm(normal_step) > 1.1 * radius:
579
+ warnings.warn(
580
+ "the normal step does not respect the trust-region "
581
+ "constraint.",
582
+ RuntimeWarning,
583
+ 2,
584
+ )
585
+
586
+ # Evaluate the tangential step.
587
+ radius = np.sqrt(self.radius**2.0 - normal_step @ normal_step)
588
+ xl -= normal_step
589
+ xu -= normal_step
590
+ bub = np.maximum(bub - aub @ normal_step, 0.0)
591
+ g_best = self.models.fun_grad(self.x_best) + self.lag_model_hess_prod(
592
+ normal_step
593
+ )
594
+ if self._pb.type in ["unconstrained", "bound-constrained"]:
595
+ tangential_step = tangential_byrd_omojokun(
596
+ g_best,
597
+ self.lag_model_hess_prod,
598
+ xl,
599
+ xu,
600
+ radius,
601
+ options[Options.DEBUG],
602
+ **self._constants,
603
+ )
604
+ else:
605
+ tangential_step = constrained_tangential_byrd_omojokun(
606
+ g_best,
607
+ self.lag_model_hess_prod,
608
+ xl,
609
+ xu,
610
+ aub,
611
+ bub,
612
+ aeq,
613
+ radius,
614
+ options["debug"],
615
+ **self._constants,
616
+ )
617
+ if options[Options.DEBUG]:
618
+ tol = get_arrays_tol(xl, xu)
619
+ if np.any(tangential_step + tol < xl) or np.any(
620
+ xu < tangential_step - tol
621
+ ):
622
+ warnings.warn(
623
+ "The tangential step does not respect the bound "
624
+ "constraints.",
625
+ RuntimeWarning,
626
+ 2,
627
+ )
628
+ if (
629
+ np.linalg.norm(normal_step + tangential_step)
630
+ > 1.1 * np.sqrt(2.0) * self.radius
631
+ ):
632
+ warnings.warn(
633
+ "The trial step does not respect the trust-region "
634
+ "constraint.",
635
+ RuntimeWarning,
636
+ 2,
637
+ )
638
+ return normal_step, tangential_step
639
+
640
+ def get_geometry_step(self, k_new, options):
641
+ """
642
+ Get the geometry-improving step.
643
+
644
+ Three different geometry-improving steps are computed and the best one
645
+ is returned. For more details, see Section 5.2.7 of [1]_.
646
+
647
+ Parameters
648
+ ----------
649
+ k_new : int
650
+ Index of the interpolation point to be modified.
651
+ options : dict
652
+ Options of the solver.
653
+
654
+ Returns
655
+ -------
656
+ `numpy.ndarray`, shape (n,)
657
+ Geometry-improving step.
658
+
659
+ Raises
660
+ ------
661
+ `numpy.linalg.LinAlgError`
662
+ If the computation of a determinant fails.
663
+
664
+ References
665
+ ----------
666
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization
667
+ Methods and Software*. PhD thesis, Department of Applied
668
+ Mathematics, The Hong Kong Polytechnic University, Hong Kong, China,
669
+ 2022. URL: https://theses.lib.polyu.edu.hk/handle/200/12294.
670
+ """
671
+ if options[Options.DEBUG]:
672
+ assert (
673
+ k_new != self.best_index
674
+ ), "The index `k_new` must be different from the best index."
675
+
676
+ # Build the k_new-th Lagrange polynomial.
677
+ coord_vec = np.squeeze(np.eye(1, self.models.npt, k_new))
678
+ lag = Quadratic(
679
+ self.models.interpolation,
680
+ coord_vec,
681
+ options[Options.DEBUG],
682
+ )
683
+ g_lag = lag.grad(self.x_best, self.models.interpolation)
684
+
685
+ # Compute a simple constrained Cauchy step.
686
+ xl = self._pb.bounds.xl - self.x_best
687
+ xu = self._pb.bounds.xu - self.x_best
688
+ step = cauchy_geometry(
689
+ 0.0,
690
+ g_lag,
691
+ lambda v: lag.curv(v, self.models.interpolation),
692
+ xl,
693
+ xu,
694
+ self.radius,
695
+ options[Options.DEBUG],
696
+ )
697
+ sigma = self.models.determinants(self.x_best + step, k_new)
698
+
699
+ # Compute the solution on the straight lines joining the interpolation
700
+ # points to the k-th one, and choose it if it provides a larger value
701
+ # of the determinant of the interpolation system in absolute value.
702
+ xpt = (
703
+ self.models.interpolation.xpt
704
+ - self.models.interpolation.xpt[:, self.best_index, np.newaxis]
705
+ )
706
+ xpt[:, [0, self.best_index]] = xpt[:, [self.best_index, 0]]
707
+ step_alt = spider_geometry(
708
+ 0.0,
709
+ g_lag,
710
+ lambda v: lag.curv(v, self.models.interpolation),
711
+ xpt[:, 1:],
712
+ xl,
713
+ xu,
714
+ self.radius,
715
+ options[Options.DEBUG],
716
+ )
717
+ sigma_alt = self.models.determinants(self.x_best + step_alt, k_new)
718
+ if abs(sigma_alt) > abs(sigma):
719
+ step = step_alt
720
+ sigma = sigma_alt
721
+
722
+ # Compute a Cauchy step on the tangent space of the active constraints.
723
+ if self._pb.type in [
724
+ "linearly constrained",
725
+ "nonlinearly constrained",
726
+ ]:
727
+ aub, bub, aeq, beq = (
728
+ self.get_constraint_linearizations(self.x_best))
729
+ tol_bd = get_arrays_tol(xl, xu)
730
+ tol_ub = get_arrays_tol(bub)
731
+ free_xl = xl <= -tol_bd
732
+ free_xu = xu >= tol_bd
733
+ free_ub = bub >= tol_ub
734
+
735
+ # Compute the Cauchy step.
736
+ n_act, q = qr_tangential_byrd_omojokun(
737
+ aub,
738
+ aeq,
739
+ free_xl,
740
+ free_xu,
741
+ free_ub,
742
+ )
743
+ g_lag_proj = q[:, n_act:] @ (q[:, n_act:].T @ g_lag)
744
+ norm_g_lag_proj = np.linalg.norm(g_lag_proj)
745
+ if 0 < n_act < self._pb.n and norm_g_lag_proj > TINY * self.radius:
746
+ step_alt = (self.radius / norm_g_lag_proj) * g_lag_proj
747
+ if lag.curv(step_alt, self.models.interpolation) < 0.0:
748
+ step_alt = -step_alt
749
+
750
+ # Evaluate the constraint violation at the Cauchy step.
751
+ cbd = np.block([xl - step_alt, step_alt - xu])
752
+ cub = aub @ step_alt - bub
753
+ ceq = aeq @ step_alt - beq
754
+ maxcv_val = max(
755
+ np.max(array, initial=0.0)
756
+ for array in [cbd, cub, np.abs(ceq)]
757
+ )
758
+
759
+ # Accept the new step if it is nearly feasible and do not
760
+ # drastically worsen the determinant of the interpolation
761
+ # system in absolute value.
762
+ tol = np.max(np.abs(step_alt[~free_xl]), initial=0.0)
763
+ tol = np.max(np.abs(step_alt[~free_xu]), initial=tol)
764
+ tol = np.max(np.abs(aub[~free_ub, :] @ step_alt), initial=tol)
765
+ tol = min(10.0 * tol, 1e-2 * np.linalg.norm(step_alt))
766
+ if maxcv_val <= tol:
767
+ sigma_alt = self.models.determinants(
768
+ self.x_best + step_alt, k_new
769
+ )
770
+ if abs(sigma_alt) >= 0.1 * abs(sigma):
771
+ step = np.clip(step_alt, xl, xu)
772
+
773
+ if options[Options.DEBUG]:
774
+ tol = get_arrays_tol(xl, xu)
775
+ if np.any(step + tol < xl) or np.any(xu < step - tol):
776
+ warnings.warn(
777
+ "The geometry step does not respect the bound "
778
+ "constraints.",
779
+ RuntimeWarning,
780
+ 2,
781
+ )
782
+ if np.linalg.norm(step) > 1.1 * self.radius:
783
+ warnings.warn(
784
+ "The geometry step does not respect the "
785
+ "trust-region constraint.",
786
+ RuntimeWarning,
787
+ 2,
788
+ )
789
+ return step
790
+
791
+ def get_second_order_correction_step(self, step, options):
792
+ """
793
+ Get the second-order correction step.
794
+
795
+ Parameters
796
+ ----------
797
+ step : `numpy.ndarray`, shape (n,)
798
+ Trust-region step.
799
+ options : dict
800
+ Options of the solver.
801
+
802
+ Returns
803
+ -------
804
+ `numpy.ndarray`, shape (n,)
805
+ Second-order correction step.
806
+ """
807
+ # Evaluate the linearizations of the constraints.
808
+ aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
809
+ xl = self._pb.bounds.xl - self.x_best
810
+ xu = self._pb.bounds.xu - self.x_best
811
+ radius = np.linalg.norm(step)
812
+ soc_step = normal_byrd_omojokun(
813
+ aub,
814
+ bub,
815
+ aeq,
816
+ beq,
817
+ xl,
818
+ xu,
819
+ radius,
820
+ options[Options.DEBUG],
821
+ **self._constants,
822
+ )
823
+ if options[Options.DEBUG]:
824
+ tol = get_arrays_tol(xl, xu)
825
+ if np.any(soc_step + tol < xl) or np.any(xu < soc_step - tol):
826
+ warnings.warn(
827
+ "The second-order correction step does not "
828
+ "respect the bound constraints.",
829
+ RuntimeWarning,
830
+ 2,
831
+ )
832
+ if np.linalg.norm(soc_step) > 1.1 * radius:
833
+ warnings.warn(
834
+ "The second-order correction step does not "
835
+ "respect the trust-region constraint.",
836
+ RuntimeWarning,
837
+ 2,
838
+ )
839
+ return soc_step
840
+
841
+ def get_reduction_ratio(self, step, fun_val, cub_val, ceq_val):
842
+ """
843
+ Get the reduction ratio.
844
+
845
+ Parameters
846
+ ----------
847
+ step : `numpy.ndarray`, shape (n,)
848
+ Trust-region step.
849
+ fun_val : float
850
+ Objective function value at the trial point.
851
+ cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,)
852
+ Nonlinear inequality constraint values at the trial point.
853
+ ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,)
854
+ Nonlinear equality constraint values at the trial point.
855
+
856
+ Returns
857
+ -------
858
+ float
859
+ Reduction ratio.
860
+ """
861
+ merit_old = self.merit(
862
+ self.x_best,
863
+ self.fun_best,
864
+ self.cub_best,
865
+ self.ceq_best,
866
+ )
867
+ merit_new = self.merit(self.x_best + step, fun_val, cub_val, ceq_val)
868
+ merit_model_old = self.merit(
869
+ self.x_best,
870
+ 0.0,
871
+ self.models.cub(self.x_best),
872
+ self.models.ceq(self.x_best),
873
+ )
874
+ merit_model_new = self.merit(
875
+ self.x_best + step,
876
+ self.sqp_fun(step),
877
+ self.sqp_cub(step),
878
+ self.sqp_ceq(step),
879
+ )
880
+ if abs(merit_model_old - merit_model_new) > TINY * abs(
881
+ merit_old - merit_new
882
+ ):
883
+ return (merit_old - merit_new) / abs(
884
+ merit_model_old - merit_model_new
885
+ )
886
+ else:
887
+ return -1.0
888
+
889
+ def increase_penalty(self, step):
890
+ """
891
+ Increase the penalty parameter.
892
+
893
+ Parameters
894
+ ----------
895
+ step : `numpy.ndarray`, shape (n,)
896
+ Trust-region step.
897
+ """
898
+ aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
899
+ viol_diff = max(
900
+ np.linalg.norm(
901
+ np.block(
902
+ [
903
+ np.maximum(0.0, -bub),
904
+ beq,
905
+ ]
906
+ )
907
+ )
908
+ - np.linalg.norm(
909
+ np.block(
910
+ [
911
+ np.maximum(0.0, aub @ step - bub),
912
+ aeq @ step - beq,
913
+ ]
914
+ )
915
+ ),
916
+ 0.0,
917
+ )
918
+ sqp_val = self.sqp_fun(step)
919
+
920
+ threshold = np.linalg.norm(
921
+ np.block(
922
+ [
923
+ self._lm_linear_ub,
924
+ self._lm_linear_eq,
925
+ self._lm_nonlinear_ub,
926
+ self._lm_nonlinear_eq,
927
+ ]
928
+ )
929
+ )
930
+ if abs(viol_diff) > TINY * abs(sqp_val):
931
+ threshold = max(threshold, sqp_val / viol_diff)
932
+ best_index_save = self.best_index
933
+ if (
934
+ self._penalty
935
+ <= self._constants[Constants.PENALTY_INCREASE_THRESHOLD]
936
+ * threshold
937
+ ):
938
+ self._penalty = max(
939
+ self._constants[Constants.PENALTY_INCREASE_FACTOR] * threshold,
940
+ 1.0,
941
+ )
942
+ self.set_best_index()
943
+ return best_index_save == self.best_index
944
+
945
+ def decrease_penalty(self):
946
+ """
947
+ Decrease the penalty parameter.
948
+ """
949
+ self._penalty = min(self._penalty, self._get_low_penalty())
950
+ self.set_best_index()
951
+
952
+ def set_best_index(self):
953
+ """
954
+ Set the index of the best point.
955
+ """
956
+ best_index = self.best_index
957
+ m_best = self.merit(
958
+ self.x_best,
959
+ self.models.fun_val[best_index],
960
+ self.models.cub_val[best_index, :],
961
+ self.models.ceq_val[best_index, :],
962
+ )
963
+ r_best = self._pb.maxcv(
964
+ self.x_best,
965
+ self.models.cub_val[best_index, :],
966
+ self.models.ceq_val[best_index, :],
967
+ )
968
+ tol = (
969
+ 10.0
970
+ * EPS
971
+ * max(self.models.n, self.models.npt)
972
+ * max(abs(m_best), 1.0)
973
+ )
974
+ for k in range(self.models.npt):
975
+ if k != self.best_index:
976
+ x_val = self.models.interpolation.point(k)
977
+ m_val = self.merit(
978
+ x_val,
979
+ self.models.fun_val[k],
980
+ self.models.cub_val[k, :],
981
+ self.models.ceq_val[k, :],
982
+ )
983
+ r_val = self._pb.maxcv(
984
+ x_val,
985
+ self.models.cub_val[k, :],
986
+ self.models.ceq_val[k, :],
987
+ )
988
+ if m_val < m_best or (m_val < m_best + tol and r_val < r_best):
989
+ best_index = k
990
+ m_best = m_val
991
+ r_best = r_val
992
+ self._best_index = best_index
993
+
994
+ def get_index_to_remove(self, x_new=None):
995
+ """
996
+ Get the index of the interpolation point to remove.
997
+
998
+ If `x_new` is not provided, the index returned should be used during
999
+ the geometry-improvement phase. Otherwise, the index returned is the
1000
+ best index for included `x_new` in the interpolation set.
1001
+
1002
+ Parameters
1003
+ ----------
1004
+ x_new : `numpy.ndarray`, shape (n,), optional
1005
+ New point to be included in the interpolation set.
1006
+
1007
+ Returns
1008
+ -------
1009
+ int
1010
+ Index of the interpolation point to remove.
1011
+ float
1012
+ Distance between `x_best` and the removed point.
1013
+
1014
+ Raises
1015
+ ------
1016
+ `numpy.linalg.LinAlgError`
1017
+ If the computation of a determinant fails.
1018
+ """
1019
+ dist_sq = np.sum(
1020
+ (
1021
+ self.models.interpolation.xpt
1022
+ - self.models.interpolation.xpt[:, self.best_index, np.newaxis]
1023
+ )
1024
+ ** 2.0,
1025
+ axis=0,
1026
+ )
1027
+ if x_new is None:
1028
+ sigma = 1.0
1029
+ weights = dist_sq
1030
+ else:
1031
+ sigma = self.models.determinants(x_new)
1032
+ weights = (
1033
+ np.maximum(
1034
+ 1.0,
1035
+ dist_sq
1036
+ / max(
1037
+ self._constants[Constants.LOW_RADIUS_FACTOR]
1038
+ * self.radius,
1039
+ self.resolution,
1040
+ )
1041
+ ** 2.0,
1042
+ )
1043
+ ** 3.0
1044
+ )
1045
+ weights[self.best_index] = -1.0 # do not remove the best point
1046
+ k_max = np.argmax(weights * np.abs(sigma))
1047
+ return k_max, np.sqrt(dist_sq[k_max])
1048
+
1049
+ def update_radius(self, step, ratio):
1050
+ """
1051
+ Update the trust-region radius.
1052
+
1053
+ Parameters
1054
+ ----------
1055
+ step : `numpy.ndarray`, shape (n,)
1056
+ Trust-region step.
1057
+ ratio : float
1058
+ Reduction ratio.
1059
+ """
1060
+ s_norm = np.linalg.norm(step)
1061
+ if ratio <= self._constants[Constants.LOW_RATIO]:
1062
+ self.radius *= self._constants[Constants.DECREASE_RADIUS_FACTOR]
1063
+ elif ratio <= self._constants[Constants.HIGH_RATIO]:
1064
+ self.radius = max(
1065
+ self._constants[Constants.DECREASE_RADIUS_FACTOR]
1066
+ * self.radius,
1067
+ s_norm,
1068
+ )
1069
+ else:
1070
+ self.radius = min(
1071
+ self._constants[Constants.INCREASE_RADIUS_FACTOR]
1072
+ * self.radius,
1073
+ max(
1074
+ self._constants[Constants.DECREASE_RADIUS_FACTOR]
1075
+ * self.radius,
1076
+ self._constants[Constants.INCREASE_RADIUS_THRESHOLD]
1077
+ * s_norm,
1078
+ ),
1079
+ )
1080
+
1081
+ def enhance_resolution(self, options):
1082
+ """
1083
+ Enhance the resolution of the trust-region framework.
1084
+
1085
+ Parameters
1086
+ ----------
1087
+ options : dict
1088
+ Options of the solver.
1089
+ """
1090
+ if (
1091
+ self._constants[Constants.LARGE_RESOLUTION_THRESHOLD]
1092
+ * options[Options.RHOEND]
1093
+ < self.resolution
1094
+ ):
1095
+ self.resolution *= self._constants[
1096
+ Constants.DECREASE_RESOLUTION_FACTOR
1097
+ ]
1098
+ elif (
1099
+ self._constants[Constants.MODERATE_RESOLUTION_THRESHOLD]
1100
+ * options[Options.RHOEND]
1101
+ < self.resolution
1102
+ ):
1103
+ self.resolution = np.sqrt(self.resolution
1104
+ * options[Options.RHOEND])
1105
+ else:
1106
+ self.resolution = options[Options.RHOEND]
1107
+
1108
+ # Reduce the trust-region radius.
1109
+ self._radius = max(
1110
+ self._constants[Constants.DECREASE_RADIUS_FACTOR] * self._radius,
1111
+ self.resolution,
1112
+ )
1113
+
1114
+ def shift_x_base(self, options):
1115
+ """
1116
+ Shift the base point to `x_best`.
1117
+
1118
+ Parameters
1119
+ ----------
1120
+ options : dict
1121
+ Options of the solver.
1122
+ """
1123
+ self.models.shift_x_base(np.copy(self.x_best), options)
1124
+
1125
+ def set_multipliers(self, x):
1126
+ """
1127
+ Set the Lagrange multipliers.
1128
+
1129
+ This method computes and set the Lagrange multipliers of the linear and
1130
+ nonlinear constraints to be the QP multipliers.
1131
+
1132
+ Parameters
1133
+ ----------
1134
+ x : `numpy.ndarray`, shape (n,)
1135
+ Point at which the Lagrange multipliers are computed.
1136
+ """
1137
+ # Build the constraints of the least-squares problem.
1138
+ incl_linear_ub = self._pb.linear.a_ub @ x >= self._pb.linear.b_ub
1139
+ incl_nonlinear_ub = self.cub_best >= 0.0
1140
+ incl_xl = self._pb.bounds.xl >= x
1141
+ incl_xu = self._pb.bounds.xu <= x
1142
+ m_linear_ub = np.count_nonzero(incl_linear_ub)
1143
+ m_nonlinear_ub = np.count_nonzero(incl_nonlinear_ub)
1144
+ m_xl = np.count_nonzero(incl_xl)
1145
+ m_xu = np.count_nonzero(incl_xu)
1146
+
1147
+ if (
1148
+ m_linear_ub + m_nonlinear_ub + self.m_linear_eq
1149
+ + self.m_nonlinear_eq > 0
1150
+ ):
1151
+ identity = np.eye(self._pb.n)
1152
+ c_jac = np.r_[
1153
+ -identity[incl_xl, :],
1154
+ identity[incl_xu, :],
1155
+ self._pb.linear.a_ub[incl_linear_ub, :],
1156
+ self.models.cub_grad(x, incl_nonlinear_ub),
1157
+ self._pb.linear.a_eq,
1158
+ self.models.ceq_grad(x),
1159
+ ]
1160
+
1161
+ # Solve the least-squares problem.
1162
+ g_best = self.models.fun_grad(x)
1163
+ xl_lm = np.full(c_jac.shape[0], -np.inf)
1164
+ xl_lm[: m_xl + m_xu + m_linear_ub + m_nonlinear_ub] = 0.0
1165
+ res = lsq_linear(
1166
+ c_jac.T,
1167
+ -g_best,
1168
+ bounds=(xl_lm, np.inf),
1169
+ method="bvls",
1170
+ )
1171
+
1172
+ # Extract the Lagrange multipliers.
1173
+ self._lm_linear_ub[incl_linear_ub] = res.x[
1174
+ m_xl + m_xu:m_xl + m_xu + m_linear_ub
1175
+ ]
1176
+ self._lm_linear_ub[~incl_linear_ub] = 0.0
1177
+ self._lm_nonlinear_ub[incl_nonlinear_ub] = res.x[
1178
+ m_xl
1179
+ + m_xu
1180
+ + m_linear_ub:m_xl
1181
+ + m_xu
1182
+ + m_linear_ub
1183
+ + m_nonlinear_ub
1184
+ ]
1185
+ self._lm_nonlinear_ub[~incl_nonlinear_ub] = 0.0
1186
+ self._lm_linear_eq[:] = res.x[
1187
+ m_xl
1188
+ + m_xu
1189
+ + m_linear_ub
1190
+ + m_nonlinear_ub:m_xl
1191
+ + m_xu
1192
+ + m_linear_ub
1193
+ + m_nonlinear_ub
1194
+ + self.m_linear_eq
1195
+ ]
1196
+ self._lm_nonlinear_eq[:] = res.x[
1197
+ m_xl + m_xu + m_linear_ub + m_nonlinear_ub + self.m_linear_eq:
1198
+ ]
1199
+
1200
+ def _get_low_penalty(self):
1201
+ r_val_ub = np.c_[
1202
+ (
1203
+ self.models.interpolation.x_base[np.newaxis, :]
1204
+ + self.models.interpolation.xpt.T
1205
+ )
1206
+ @ self._pb.linear.a_ub.T
1207
+ - self._pb.linear.b_ub[np.newaxis, :],
1208
+ self.models.cub_val,
1209
+ ]
1210
+ r_val_eq = (
1211
+ self.models.interpolation.x_base[np.newaxis, :]
1212
+ + self.models.interpolation.xpt.T
1213
+ ) @ self._pb.linear.a_eq.T - self._pb.linear.b_eq[np.newaxis, :]
1214
+ r_val_eq = np.block(
1215
+ [
1216
+ r_val_eq,
1217
+ -r_val_eq,
1218
+ self.models.ceq_val,
1219
+ -self.models.ceq_val,
1220
+ ]
1221
+ )
1222
+ r_val = np.block([r_val_ub, r_val_eq])
1223
+ c_min = np.nanmin(r_val, axis=0)
1224
+ c_max = np.nanmax(r_val, axis=0)
1225
+ indices = (
1226
+ c_min
1227
+ < self._constants[Constants.THRESHOLD_RATIO_CONSTRAINTS] * c_max
1228
+ )
1229
+ if np.any(indices):
1230
+ f_min = np.nanmin(self.models.fun_val)
1231
+ f_max = np.nanmax(self.models.fun_val)
1232
+ c_min_neg = np.minimum(0.0, c_min[indices])
1233
+ c_diff = np.min(c_max[indices] - c_min_neg)
1234
+ if c_diff > TINY * (f_max - f_min):
1235
+ penalty = (f_max - f_min) / c_diff
1236
+ else:
1237
+ penalty = np.inf
1238
+ else:
1239
+ penalty = 0.0
1240
+ return penalty
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/main.py ADDED
@@ -0,0 +1,1506 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import warnings
2
+
3
+ import numpy as np
4
+ from scipy.optimize import (
5
+ Bounds,
6
+ LinearConstraint,
7
+ NonlinearConstraint,
8
+ OptimizeResult,
9
+ )
10
+
11
+ from .framework import TrustRegion
12
+ from .problem import (
13
+ ObjectiveFunction,
14
+ BoundConstraints,
15
+ LinearConstraints,
16
+ NonlinearConstraints,
17
+ Problem,
18
+ )
19
+ from .utils import (
20
+ MaxEvalError,
21
+ TargetSuccess,
22
+ CallbackSuccess,
23
+ FeasibleSuccess,
24
+ exact_1d_array,
25
+ )
26
+ from .settings import (
27
+ ExitStatus,
28
+ Options,
29
+ Constants,
30
+ DEFAULT_OPTIONS,
31
+ DEFAULT_CONSTANTS,
32
+ PRINT_OPTIONS,
33
+ )
34
+
35
+
36
+ def minimize(
37
+ fun,
38
+ x0,
39
+ args=(),
40
+ bounds=None,
41
+ constraints=(),
42
+ callback=None,
43
+ options=None,
44
+ **kwargs,
45
+ ):
46
+ r"""
47
+ Minimize a scalar function using the COBYQA method.
48
+
49
+ The Constrained Optimization BY Quadratic Approximations (COBYQA) method is
50
+ a derivative-free optimization method designed to solve general nonlinear
51
+ optimization problems. A complete description of COBYQA is given in [3]_.
52
+
53
+ Parameters
54
+ ----------
55
+ fun : {callable, None}
56
+ Objective function to be minimized.
57
+
58
+ ``fun(x, *args) -> float``
59
+
60
+ where ``x`` is an array with shape (n,) and `args` is a tuple. If `fun`
61
+ is ``None``, the objective function is assumed to be the zero function,
62
+ resulting in a feasibility problem.
63
+ x0 : array_like, shape (n,)
64
+ Initial guess.
65
+ args : tuple, optional
66
+ Extra arguments passed to the objective function.
67
+ bounds : {`scipy.optimize.Bounds`, array_like, shape (n, 2)}, optional
68
+ Bound constraints of the problem. It can be one of the cases below.
69
+
70
+ #. An instance of `scipy.optimize.Bounds`. For the time being, the
71
+ argument ``keep_feasible`` is disregarded, and all the constraints
72
+ are considered unrelaxable and will be enforced.
73
+ #. An array with shape (n, 2). The bound constraints for ``x[i]`` are
74
+ ``bounds[i][0] <= x[i] <= bounds[i][1]``. Set ``bounds[i][0]`` to
75
+ :math:`-\infty` if there is no lower bound, and set ``bounds[i][1]``
76
+ to :math:`\infty` if there is no upper bound.
77
+
78
+ The COBYQA method always respect the bound constraints.
79
+ constraints : {Constraint, list}, optional
80
+ General constraints of the problem. It can be one of the cases below.
81
+
82
+ #. An instance of `scipy.optimize.LinearConstraint`. The argument
83
+ ``keep_feasible`` is disregarded.
84
+ #. An instance of `scipy.optimize.NonlinearConstraint`. The arguments
85
+ ``jac``, ``hess``, ``keep_feasible``, ``finite_diff_rel_step``, and
86
+ ``finite_diff_jac_sparsity`` are disregarded.
87
+
88
+ #. A list, each of whose elements are described in the cases above.
89
+
90
+ callback : callable, optional
91
+ A callback executed at each objective function evaluation. The method
92
+ terminates if a ``StopIteration`` exception is raised by the callback
93
+ function. Its signature can be one of the following:
94
+
95
+ ``callback(intermediate_result)``
96
+
97
+ where ``intermediate_result`` is a keyword parameter that contains an
98
+ instance of `scipy.optimize.OptimizeResult`, with attributes ``x``
99
+ and ``fun``, being the point at which the objective function is
100
+ evaluated and the value of the objective function, respectively. The
101
+ name of the parameter must be ``intermediate_result`` for the callback
102
+ to be passed an instance of `scipy.optimize.OptimizeResult`.
103
+
104
+ Alternatively, the callback function can have the signature:
105
+
106
+ ``callback(xk)``
107
+
108
+ where ``xk`` is the point at which the objective function is evaluated.
109
+ Introspection is used to determine which of the signatures to invoke.
110
+ options : dict, optional
111
+ Options passed to the solver. Accepted keys are:
112
+
113
+ disp : bool, optional
114
+ Whether to print information about the optimization procedure.
115
+ Default is ``False``.
116
+ maxfev : int, optional
117
+ Maximum number of function evaluations. Default is ``500 * n``.
118
+ maxiter : int, optional
119
+ Maximum number of iterations. Default is ``1000 * n``.
120
+ target : float, optional
121
+ Target on the objective function value. The optimization
122
+ procedure is terminated when the objective function value of a
123
+ feasible point is less than or equal to this target. Default is
124
+ ``-numpy.inf``.
125
+ feasibility_tol : float, optional
126
+ Tolerance on the constraint violation. If the maximum
127
+ constraint violation at a point is less than or equal to this
128
+ tolerance, the point is considered feasible. Default is
129
+ ``numpy.sqrt(numpy.finfo(float).eps)``.
130
+ radius_init : float, optional
131
+ Initial trust-region radius. Typically, this value should be in
132
+ the order of one tenth of the greatest expected change to `x0`.
133
+ Default is ``1.0``.
134
+ radius_final : float, optional
135
+ Final trust-region radius. It should indicate the accuracy
136
+ required in the final values of the variables. Default is
137
+ ``1e-6``.
138
+ nb_points : int, optional
139
+ Number of interpolation points used to build the quadratic
140
+ models of the objective and constraint functions. Default is
141
+ ``2 * n + 1``.
142
+ scale : bool, optional
143
+ Whether to scale the variables according to the bounds. Default
144
+ is ``False``.
145
+ filter_size : int, optional
146
+ Maximum number of points in the filter. The filter is used to
147
+ select the best point returned by the optimization procedure.
148
+ Default is ``sys.maxsize``.
149
+ store_history : bool, optional
150
+ Whether to store the history of the function evaluations.
151
+ Default is ``False``.
152
+ history_size : int, optional
153
+ Maximum number of function evaluations to store in the history.
154
+ Default is ``sys.maxsize``.
155
+ debug : bool, optional
156
+ Whether to perform additional checks during the optimization
157
+ procedure. This option should be used only for debugging
158
+ purposes and is highly discouraged to general users. Default is
159
+ ``False``.
160
+
161
+ Other constants (from the keyword arguments) are described below. They
162
+ are not intended to be changed by general users. They should only be
163
+ changed by users with a deep understanding of the algorithm, who want
164
+ to experiment with different settings.
165
+
166
+ Returns
167
+ -------
168
+ `scipy.optimize.OptimizeResult`
169
+ Result of the optimization procedure, with the following fields:
170
+
171
+ message : str
172
+ Description of the cause of the termination.
173
+ success : bool
174
+ Whether the optimization procedure terminated successfully.
175
+ status : int
176
+ Termination status of the optimization procedure.
177
+ x : `numpy.ndarray`, shape (n,)
178
+ Solution point.
179
+ fun : float
180
+ Objective function value at the solution point.
181
+ maxcv : float
182
+ Maximum constraint violation at the solution point.
183
+ nfev : int
184
+ Number of function evaluations.
185
+ nit : int
186
+ Number of iterations.
187
+
188
+ If ``store_history`` is True, the result also has the following fields:
189
+
190
+ fun_history : `numpy.ndarray`, shape (nfev,)
191
+ History of the objective function values.
192
+ maxcv_history : `numpy.ndarray`, shape (nfev,)
193
+ History of the maximum constraint violations.
194
+
195
+ A description of the termination statuses is given below.
196
+
197
+ .. list-table::
198
+ :widths: 25 75
199
+ :header-rows: 1
200
+
201
+ * - Exit status
202
+ - Description
203
+ * - 0
204
+ - The lower bound for the trust-region radius has been reached.
205
+ * - 1
206
+ - The target objective function value has been reached.
207
+ * - 2
208
+ - All variables are fixed by the bound constraints.
209
+ * - 3
210
+ - The callback requested to stop the optimization procedure.
211
+ * - 4
212
+ - The feasibility problem received has been solved successfully.
213
+ * - 5
214
+ - The maximum number of function evaluations has been exceeded.
215
+ * - 6
216
+ - The maximum number of iterations has been exceeded.
217
+ * - -1
218
+ - The bound constraints are infeasible.
219
+ * - -2
220
+ - A linear algebra error occurred.
221
+
222
+ Other Parameters
223
+ ----------------
224
+ decrease_radius_factor : float, optional
225
+ Factor by which the trust-region radius is reduced when the reduction
226
+ ratio is low or negative. Default is ``0.5``.
227
+ increase_radius_factor : float, optional
228
+ Factor by which the trust-region radius is increased when the reduction
229
+ ratio is large. Default is ``numpy.sqrt(2.0)``.
230
+ increase_radius_threshold : float, optional
231
+ Threshold that controls the increase of the trust-region radius when
232
+ the reduction ratio is large. Default is ``2.0``.
233
+ decrease_radius_threshold : float, optional
234
+ Threshold used to determine whether the trust-region radius should be
235
+ reduced to the resolution. Default is ``1.4``.
236
+ decrease_resolution_factor : float, optional
237
+ Factor by which the resolution is reduced when the current value is far
238
+ from its final value. Default is ``0.1``.
239
+ large_resolution_threshold : float, optional
240
+ Threshold used to determine whether the resolution is far from its
241
+ final value. Default is ``250.0``.
242
+ moderate_resolution_threshold : float, optional
243
+ Threshold used to determine whether the resolution is close to its
244
+ final value. Default is ``16.0``.
245
+ low_ratio : float, optional
246
+ Threshold used to determine whether the reduction ratio is low. Default
247
+ is ``0.1``.
248
+ high_ratio : float, optional
249
+ Threshold used to determine whether the reduction ratio is high.
250
+ Default is ``0.7``.
251
+ very_low_ratio : float, optional
252
+ Threshold used to determine whether the reduction ratio is very low.
253
+ This is used to determine whether the models should be reset. Default
254
+ is ``0.01``.
255
+ penalty_increase_threshold : float, optional
256
+ Threshold used to determine whether the penalty parameter should be
257
+ increased. Default is ``1.5``.
258
+ penalty_increase_factor : float, optional
259
+ Factor by which the penalty parameter is increased. Default is ``2.0``.
260
+ short_step_threshold : float, optional
261
+ Factor used to determine whether the trial step is too short. Default
262
+ is ``0.5``.
263
+ low_radius_factor : float, optional
264
+ Factor used to determine which interpolation point should be removed
265
+ from the interpolation set at each iteration. Default is ``0.1``.
266
+ byrd_omojokun_factor : float, optional
267
+ Factor by which the trust-region radius is reduced for the computations
268
+ of the normal step in the Byrd-Omojokun composite-step approach.
269
+ Default is ``0.8``.
270
+ threshold_ratio_constraints : float, optional
271
+ Threshold used to determine which constraints should be taken into
272
+ account when decreasing the penalty parameter. Default is ``2.0``.
273
+ large_shift_factor : float, optional
274
+ Factor used to determine whether the point around which the quadratic
275
+ models are built should be updated. Default is ``10.0``.
276
+ large_gradient_factor : float, optional
277
+ Factor used to determine whether the models should be reset. Default is
278
+ ``10.0``.
279
+ resolution_factor : float, optional
280
+ Factor by which the resolution is decreased. Default is ``2.0``.
281
+ improve_tcg : bool, optional
282
+ Whether to improve the steps computed by the truncated conjugate
283
+ gradient method when the trust-region boundary is reached. Default is
284
+ ``True``.
285
+
286
+ References
287
+ ----------
288
+ .. [1] J. Nocedal and S. J. Wright. *Numerical Optimization*. Springer Ser.
289
+ Oper. Res. Financ. Eng. Springer, New York, NY, USA, second edition,
290
+ 2006. `doi:10.1007/978-0-387-40065-5
291
+ <https://doi.org/10.1007/978-0-387-40065-5>`_.
292
+ .. [2] M. J. D. Powell. A direct search optimization method that models the
293
+ objective and constraint functions by linear interpolation. In S. Gomez
294
+ and J.-P. Hennart, editors, *Advances in Optimization and Numerical
295
+ Analysis*, volume 275 of Math. Appl., pages 51--67. Springer, Dordrecht,
296
+ Netherlands, 1994. `doi:10.1007/978-94-015-8330-5_4
297
+ <https://doi.org/10.1007/978-94-015-8330-5_4>`_.
298
+ .. [3] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
299
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
300
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
301
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
302
+
303
+ Examples
304
+ --------
305
+ To demonstrate how to use `minimize`, we first minimize the Rosenbrock
306
+ function implemented in `scipy.optimize` in an unconstrained setting.
307
+
308
+ .. testsetup::
309
+
310
+ import numpy as np
311
+ np.set_printoptions(precision=3, suppress=True)
312
+
313
+ >>> from cobyqa import minimize
314
+ >>> from scipy.optimize import rosen
315
+
316
+ To solve the problem using COBYQA, run:
317
+
318
+ >>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2]
319
+ >>> res = minimize(rosen, x0)
320
+ >>> res.x
321
+ array([1., 1., 1., 1., 1.])
322
+
323
+ To see how bound and constraints are handled using `minimize`, we solve
324
+ Example 16.4 of [1]_, defined as
325
+
326
+ .. math::
327
+
328
+ \begin{aligned}
329
+ \min_{x \in \mathbb{R}^2} & \quad (x_1 - 1)^2 + (x_2 - 2.5)^2\\
330
+ \text{s.t.} & \quad -x_1 + 2x_2 \le 2,\\
331
+ & \quad x_1 + 2x_2 \le 6,\\
332
+ & \quad x_1 - 2x_2 \le 2,\\
333
+ & \quad x_1 \ge 0,\\
334
+ & \quad x_2 \ge 0.
335
+ \end{aligned}
336
+
337
+ >>> import numpy as np
338
+ >>> from scipy.optimize import Bounds, LinearConstraint
339
+
340
+ Its objective function can be implemented as:
341
+
342
+ >>> def fun(x):
343
+ ... return (x[0] - 1.0)**2 + (x[1] - 2.5)**2
344
+
345
+ This problem can be solved using `minimize` as:
346
+
347
+ >>> x0 = [2.0, 0.0]
348
+ >>> bounds = Bounds([0.0, 0.0], np.inf)
349
+ >>> constraints = LinearConstraint([
350
+ ... [-1.0, 2.0],
351
+ ... [1.0, 2.0],
352
+ ... [1.0, -2.0],
353
+ ... ], -np.inf, [2.0, 6.0, 2.0])
354
+ >>> res = minimize(fun, x0, bounds=bounds, constraints=constraints)
355
+ >>> res.x
356
+ array([1.4, 1.7])
357
+
358
+ To see how nonlinear constraints are handled, we solve Problem (F) of [2]_,
359
+ defined as
360
+
361
+ .. math::
362
+
363
+ \begin{aligned}
364
+ \min_{x \in \mathbb{R}^2} & \quad -x_1 - x_2\\
365
+ \text{s.t.} & \quad x_1^2 - x_2 \le 0,\\
366
+ & \quad x_1^2 + x_2^2 \le 1.
367
+ \end{aligned}
368
+
369
+ >>> from scipy.optimize import NonlinearConstraint
370
+
371
+ Its objective and constraint functions can be implemented as:
372
+
373
+ >>> def fun(x):
374
+ ... return -x[0] - x[1]
375
+ >>>
376
+ >>> def cub(x):
377
+ ... return [x[0]**2 - x[1], x[0]**2 + x[1]**2]
378
+
379
+ This problem can be solved using `minimize` as:
380
+
381
+ >>> x0 = [1.0, 1.0]
382
+ >>> constraints = NonlinearConstraint(cub, -np.inf, [0.0, 1.0])
383
+ >>> res = minimize(fun, x0, constraints=constraints)
384
+ >>> res.x
385
+ array([0.707, 0.707])
386
+
387
+ Finally, to see how to supply linear and nonlinear constraints
388
+ simultaneously, we solve Problem (G) of [2]_, defined as
389
+
390
+ .. math::
391
+
392
+ \begin{aligned}
393
+ \min_{x \in \mathbb{R}^3} & \quad x_3\\
394
+ \text{s.t.} & \quad 5x_1 - x_2 + x_3 \ge 0,\\
395
+ & \quad -5x_1 - x_2 + x_3 \ge 0,\\
396
+ & \quad x_1^2 + x_2^2 + 4x_2 \le x_3.
397
+ \end{aligned}
398
+
399
+ Its objective and nonlinear constraint functions can be implemented as:
400
+
401
+ >>> def fun(x):
402
+ ... return x[2]
403
+ >>>
404
+ >>> def cub(x):
405
+ ... return x[0]**2 + x[1]**2 + 4.0*x[1] - x[2]
406
+
407
+ This problem can be solved using `minimize` as:
408
+
409
+ >>> x0 = [1.0, 1.0, 1.0]
410
+ >>> constraints = [
411
+ ... LinearConstraint(
412
+ ... [[5.0, -1.0, 1.0], [-5.0, -1.0, 1.0]],
413
+ ... [0.0, 0.0],
414
+ ... np.inf,
415
+ ... ),
416
+ ... NonlinearConstraint(cub, -np.inf, 0.0),
417
+ ... ]
418
+ >>> res = minimize(fun, x0, constraints=constraints)
419
+ >>> res.x
420
+ array([ 0., -3., -3.])
421
+ """
422
+ # Get basic options that are needed for the initialization.
423
+ if options is None:
424
+ options = {}
425
+ else:
426
+ options = dict(options)
427
+ verbose = options.get(Options.VERBOSE, DEFAULT_OPTIONS[Options.VERBOSE])
428
+ verbose = bool(verbose)
429
+ feasibility_tol = options.get(
430
+ Options.FEASIBILITY_TOL,
431
+ DEFAULT_OPTIONS[Options.FEASIBILITY_TOL],
432
+ )
433
+ feasibility_tol = float(feasibility_tol)
434
+ scale = options.get(Options.SCALE, DEFAULT_OPTIONS[Options.SCALE])
435
+ scale = bool(scale)
436
+ store_history = options.get(
437
+ Options.STORE_HISTORY,
438
+ DEFAULT_OPTIONS[Options.STORE_HISTORY],
439
+ )
440
+ store_history = bool(store_history)
441
+ if Options.HISTORY_SIZE in options and options[Options.HISTORY_SIZE] <= 0:
442
+ raise ValueError("The size of the history must be positive.")
443
+ history_size = options.get(
444
+ Options.HISTORY_SIZE,
445
+ DEFAULT_OPTIONS[Options.HISTORY_SIZE],
446
+ )
447
+ history_size = int(history_size)
448
+ if Options.FILTER_SIZE in options and options[Options.FILTER_SIZE] <= 0:
449
+ raise ValueError("The size of the filter must be positive.")
450
+ filter_size = options.get(
451
+ Options.FILTER_SIZE,
452
+ DEFAULT_OPTIONS[Options.FILTER_SIZE],
453
+ )
454
+ filter_size = int(filter_size)
455
+ debug = options.get(Options.DEBUG, DEFAULT_OPTIONS[Options.DEBUG])
456
+ debug = bool(debug)
457
+
458
+ # Initialize the objective function.
459
+ if not isinstance(args, tuple):
460
+ args = (args,)
461
+ obj = ObjectiveFunction(fun, verbose, debug, *args)
462
+
463
+ # Initialize the bound constraints.
464
+ if not hasattr(x0, "__len__"):
465
+ x0 = [x0]
466
+ n_orig = len(x0)
467
+ bounds = BoundConstraints(_get_bounds(bounds, n_orig))
468
+
469
+ # Initialize the constraints.
470
+ linear_constraints, nonlinear_constraints = _get_constraints(constraints)
471
+ linear = LinearConstraints(linear_constraints, n_orig, debug)
472
+ nonlinear = NonlinearConstraints(nonlinear_constraints, verbose, debug)
473
+
474
+ # Initialize the problem (and remove the fixed variables).
475
+ pb = Problem(
476
+ obj,
477
+ x0,
478
+ bounds,
479
+ linear,
480
+ nonlinear,
481
+ callback,
482
+ feasibility_tol,
483
+ scale,
484
+ store_history,
485
+ history_size,
486
+ filter_size,
487
+ debug,
488
+ )
489
+
490
+ # Set the default options.
491
+ _set_default_options(options, pb.n)
492
+ constants = _set_default_constants(**kwargs)
493
+
494
+ # Initialize the models and skip the computations whenever possible.
495
+ if not pb.bounds.is_feasible:
496
+ # The bound constraints are infeasible.
497
+ return _build_result(
498
+ pb,
499
+ 0.0,
500
+ False,
501
+ ExitStatus.INFEASIBLE_ERROR,
502
+ 0,
503
+ options,
504
+ )
505
+ elif pb.n == 0:
506
+ # All variables are fixed by the bound constraints.
507
+ return _build_result(
508
+ pb,
509
+ 0.0,
510
+ True,
511
+ ExitStatus.FIXED_SUCCESS,
512
+ 0,
513
+ options,
514
+ )
515
+ if verbose:
516
+ print("Starting the optimization procedure.")
517
+ print(f"Initial trust-region radius: {options[Options.RHOBEG]}.")
518
+ print(f"Final trust-region radius: {options[Options.RHOEND]}.")
519
+ print(
520
+ f"Maximum number of function evaluations: "
521
+ f"{options[Options.MAX_EVAL]}."
522
+ )
523
+ print(f"Maximum number of iterations: {options[Options.MAX_ITER]}.")
524
+ print()
525
+ try:
526
+ framework = TrustRegion(pb, options, constants)
527
+ except TargetSuccess:
528
+ # The target on the objective function value has been reached
529
+ return _build_result(
530
+ pb,
531
+ 0.0,
532
+ True,
533
+ ExitStatus.TARGET_SUCCESS,
534
+ 0,
535
+ options,
536
+ )
537
+ except CallbackSuccess:
538
+ # The callback raised a StopIteration exception.
539
+ return _build_result(
540
+ pb,
541
+ 0.0,
542
+ True,
543
+ ExitStatus.CALLBACK_SUCCESS,
544
+ 0,
545
+ options,
546
+ )
547
+ except FeasibleSuccess:
548
+ # The feasibility problem has been solved successfully.
549
+ return _build_result(
550
+ pb,
551
+ 0.0,
552
+ True,
553
+ ExitStatus.FEASIBLE_SUCCESS,
554
+ 0,
555
+ options,
556
+ )
557
+ except MaxEvalError:
558
+ # The maximum number of function evaluations has been exceeded.
559
+ return _build_result(
560
+ pb,
561
+ 0.0,
562
+ False,
563
+ ExitStatus.MAX_ITER_WARNING,
564
+ 0,
565
+ options,
566
+ )
567
+ except np.linalg.LinAlgError:
568
+ # The construction of the initial interpolation set failed.
569
+ return _build_result(
570
+ pb,
571
+ 0.0,
572
+ False,
573
+ ExitStatus.LINALG_ERROR,
574
+ 0,
575
+ options,
576
+ )
577
+
578
+ # Start the optimization procedure.
579
+ success = False
580
+ n_iter = 0
581
+ k_new = None
582
+ n_short_steps = 0
583
+ n_very_short_steps = 0
584
+ n_alt_models = 0
585
+ while True:
586
+ # Stop the optimization procedure if the maximum number of iterations
587
+ # has been exceeded. We do not write the main loop as a for loop
588
+ # because we want to access the number of iterations outside the loop.
589
+ if n_iter >= options[Options.MAX_ITER]:
590
+ status = ExitStatus.MAX_ITER_WARNING
591
+ break
592
+ n_iter += 1
593
+
594
+ # Update the point around which the quadratic models are built.
595
+ if (
596
+ np.linalg.norm(
597
+ framework.x_best - framework.models.interpolation.x_base
598
+ )
599
+ >= constants[Constants.LARGE_SHIFT_FACTOR] * framework.radius
600
+ ):
601
+ framework.shift_x_base(options)
602
+
603
+ # Evaluate the trial step.
604
+ radius_save = framework.radius
605
+ normal_step, tangential_step = framework.get_trust_region_step(options)
606
+ step = normal_step + tangential_step
607
+ s_norm = np.linalg.norm(step)
608
+
609
+ # If the trial step is too short, we do not attempt to evaluate the
610
+ # objective and constraint functions. Instead, we reduce the
611
+ # trust-region radius and check whether the resolution should be
612
+ # enhanced and whether the geometry of the interpolation set should be
613
+ # improved. Otherwise, we entertain a classical iteration. The
614
+ # criterion for performing an exceptional jump is taken from NEWUOA.
615
+ if (
616
+ s_norm
617
+ <= constants[Constants.SHORT_STEP_THRESHOLD] * framework.resolution
618
+ ):
619
+ framework.radius *= constants[Constants.DECREASE_RESOLUTION_FACTOR]
620
+ if radius_save > framework.resolution:
621
+ n_short_steps = 0
622
+ n_very_short_steps = 0
623
+ else:
624
+ n_short_steps += 1
625
+ n_very_short_steps += 1
626
+ if s_norm > 0.1 * framework.resolution:
627
+ n_very_short_steps = 0
628
+ enhance_resolution = n_short_steps >= 5 or n_very_short_steps >= 3
629
+ if enhance_resolution:
630
+ n_short_steps = 0
631
+ n_very_short_steps = 0
632
+ improve_geometry = False
633
+ else:
634
+ try:
635
+ k_new, dist_new = framework.get_index_to_remove()
636
+ except np.linalg.LinAlgError:
637
+ status = ExitStatus.LINALG_ERROR
638
+ break
639
+ improve_geometry = dist_new > max(
640
+ framework.radius,
641
+ constants[Constants.RESOLUTION_FACTOR]
642
+ * framework.resolution,
643
+ )
644
+ else:
645
+ # Increase the penalty parameter if necessary.
646
+ same_best_point = framework.increase_penalty(step)
647
+ if same_best_point:
648
+ # Evaluate the objective and constraint functions.
649
+ try:
650
+ fun_val, cub_val, ceq_val = _eval(
651
+ pb,
652
+ framework,
653
+ step,
654
+ options,
655
+ )
656
+ except TargetSuccess:
657
+ status = ExitStatus.TARGET_SUCCESS
658
+ success = True
659
+ break
660
+ except FeasibleSuccess:
661
+ status = ExitStatus.FEASIBLE_SUCCESS
662
+ success = True
663
+ break
664
+ except CallbackSuccess:
665
+ status = ExitStatus.CALLBACK_SUCCESS
666
+ success = True
667
+ break
668
+ except MaxEvalError:
669
+ status = ExitStatus.MAX_EVAL_WARNING
670
+ break
671
+
672
+ # Perform a second-order correction step if necessary.
673
+ merit_old = framework.merit(
674
+ framework.x_best,
675
+ framework.fun_best,
676
+ framework.cub_best,
677
+ framework.ceq_best,
678
+ )
679
+ merit_new = framework.merit(
680
+ framework.x_best + step, fun_val, cub_val, ceq_val
681
+ )
682
+ if (
683
+ pb.type == "nonlinearly constrained"
684
+ and merit_new > merit_old
685
+ and np.linalg.norm(normal_step)
686
+ > constants[Constants.BYRD_OMOJOKUN_FACTOR] ** 2.0
687
+ * framework.radius
688
+ ):
689
+ soc_step = framework.get_second_order_correction_step(
690
+ step, options
691
+ )
692
+ if np.linalg.norm(soc_step) > 0.0:
693
+ step += soc_step
694
+
695
+ # Evaluate the objective and constraint functions.
696
+ try:
697
+ fun_val, cub_val, ceq_val = _eval(
698
+ pb,
699
+ framework,
700
+ step,
701
+ options,
702
+ )
703
+ except TargetSuccess:
704
+ status = ExitStatus.TARGET_SUCCESS
705
+ success = True
706
+ break
707
+ except FeasibleSuccess:
708
+ status = ExitStatus.FEASIBLE_SUCCESS
709
+ success = True
710
+ break
711
+ except CallbackSuccess:
712
+ status = ExitStatus.CALLBACK_SUCCESS
713
+ success = True
714
+ break
715
+ except MaxEvalError:
716
+ status = ExitStatus.MAX_EVAL_WARNING
717
+ break
718
+
719
+ # Calculate the reduction ratio.
720
+ ratio = framework.get_reduction_ratio(
721
+ step,
722
+ fun_val,
723
+ cub_val,
724
+ ceq_val,
725
+ )
726
+
727
+ # Choose an interpolation point to remove.
728
+ try:
729
+ k_new = framework.get_index_to_remove(
730
+ framework.x_best + step
731
+ )[0]
732
+ except np.linalg.LinAlgError:
733
+ status = ExitStatus.LINALG_ERROR
734
+ break
735
+
736
+ # Update the interpolation set.
737
+ try:
738
+ ill_conditioned = framework.models.update_interpolation(
739
+ k_new, framework.x_best + step, fun_val, cub_val,
740
+ ceq_val
741
+ )
742
+ except np.linalg.LinAlgError:
743
+ status = ExitStatus.LINALG_ERROR
744
+ break
745
+ framework.set_best_index()
746
+
747
+ # Update the trust-region radius.
748
+ framework.update_radius(step, ratio)
749
+
750
+ # Attempt to replace the models by the alternative ones.
751
+ if framework.radius <= framework.resolution:
752
+ if ratio >= constants[Constants.VERY_LOW_RATIO]:
753
+ n_alt_models = 0
754
+ else:
755
+ n_alt_models += 1
756
+ grad = framework.models.fun_grad(framework.x_best)
757
+ try:
758
+ grad_alt = framework.models.fun_alt_grad(
759
+ framework.x_best
760
+ )
761
+ except np.linalg.LinAlgError:
762
+ status = ExitStatus.LINALG_ERROR
763
+ break
764
+ if np.linalg.norm(grad) < constants[
765
+ Constants.LARGE_GRADIENT_FACTOR
766
+ ] * np.linalg.norm(grad_alt):
767
+ n_alt_models = 0
768
+ if n_alt_models >= 3:
769
+ try:
770
+ framework.models.reset_models()
771
+ except np.linalg.LinAlgError:
772
+ status = ExitStatus.LINALG_ERROR
773
+ break
774
+ n_alt_models = 0
775
+
776
+ # Update the Lagrange multipliers.
777
+ framework.set_multipliers(framework.x_best + step)
778
+
779
+ # Check whether the resolution should be enhanced.
780
+ try:
781
+ k_new, dist_new = framework.get_index_to_remove()
782
+ except np.linalg.LinAlgError:
783
+ status = ExitStatus.LINALG_ERROR
784
+ break
785
+ improve_geometry = (
786
+ ill_conditioned
787
+ or ratio <= constants[Constants.LOW_RATIO]
788
+ and dist_new
789
+ > max(
790
+ framework.radius,
791
+ constants[Constants.RESOLUTION_FACTOR]
792
+ * framework.resolution,
793
+ )
794
+ )
795
+ enhance_resolution = (
796
+ radius_save <= framework.resolution
797
+ and ratio <= constants[Constants.LOW_RATIO]
798
+ and not improve_geometry
799
+ )
800
+ else:
801
+ # When increasing the penalty parameter, the best point so far
802
+ # may change. In this case, we restart the iteration.
803
+ enhance_resolution = False
804
+ improve_geometry = False
805
+
806
+ # Reduce the resolution if necessary.
807
+ if enhance_resolution:
808
+ if framework.resolution <= options[Options.RHOEND]:
809
+ success = True
810
+ status = ExitStatus.RADIUS_SUCCESS
811
+ break
812
+ framework.enhance_resolution(options)
813
+ framework.decrease_penalty()
814
+
815
+ if verbose:
816
+ maxcv_val = pb.maxcv(
817
+ framework.x_best, framework.cub_best, framework.ceq_best
818
+ )
819
+ _print_step(
820
+ f"New trust-region radius: {framework.resolution}",
821
+ pb,
822
+ pb.build_x(framework.x_best),
823
+ framework.fun_best,
824
+ maxcv_val,
825
+ pb.n_eval,
826
+ n_iter,
827
+ )
828
+ print()
829
+
830
+ # Improve the geometry of the interpolation set if necessary.
831
+ if improve_geometry:
832
+ try:
833
+ step = framework.get_geometry_step(k_new, options)
834
+ except np.linalg.LinAlgError:
835
+ status = ExitStatus.LINALG_ERROR
836
+ break
837
+
838
+ # Evaluate the objective and constraint functions.
839
+ try:
840
+ fun_val, cub_val, ceq_val = _eval(pb, framework, step, options)
841
+ except TargetSuccess:
842
+ status = ExitStatus.TARGET_SUCCESS
843
+ success = True
844
+ break
845
+ except FeasibleSuccess:
846
+ status = ExitStatus.FEASIBLE_SUCCESS
847
+ success = True
848
+ break
849
+ except CallbackSuccess:
850
+ status = ExitStatus.CALLBACK_SUCCESS
851
+ success = True
852
+ break
853
+ except MaxEvalError:
854
+ status = ExitStatus.MAX_EVAL_WARNING
855
+ break
856
+
857
+ # Update the interpolation set.
858
+ try:
859
+ framework.models.update_interpolation(
860
+ k_new,
861
+ framework.x_best + step,
862
+ fun_val,
863
+ cub_val,
864
+ ceq_val,
865
+ )
866
+ except np.linalg.LinAlgError:
867
+ status = ExitStatus.LINALG_ERROR
868
+ break
869
+ framework.set_best_index()
870
+
871
+ return _build_result(
872
+ pb,
873
+ framework.penalty,
874
+ success,
875
+ status,
876
+ n_iter,
877
+ options,
878
+ )
879
+
880
+
881
+ def _get_bounds(bounds, n):
882
+ """
883
+ Uniformize the bounds.
884
+ """
885
+ if bounds is None:
886
+ return Bounds(np.full(n, -np.inf), np.full(n, np.inf))
887
+ elif isinstance(bounds, Bounds):
888
+ if bounds.lb.shape != (n,) or bounds.ub.shape != (n,):
889
+ raise ValueError(f"The bounds must have {n} elements.")
890
+ return Bounds(bounds.lb, bounds.ub)
891
+ elif hasattr(bounds, "__len__"):
892
+ bounds = np.asarray(bounds)
893
+ if bounds.shape != (n, 2):
894
+ raise ValueError(
895
+ "The shape of the bounds is not compatible with "
896
+ "the number of variables."
897
+ )
898
+ return Bounds(bounds[:, 0], bounds[:, 1])
899
+ else:
900
+ raise TypeError(
901
+ "The bounds must be an instance of "
902
+ "scipy.optimize.Bounds or an array-like object."
903
+ )
904
+
905
+
906
+ def _get_constraints(constraints):
907
+ """
908
+ Extract the linear and nonlinear constraints.
909
+ """
910
+ if isinstance(constraints, dict) or not hasattr(constraints, "__len__"):
911
+ constraints = (constraints,)
912
+
913
+ # Extract the linear and nonlinear constraints.
914
+ linear_constraints = []
915
+ nonlinear_constraints = []
916
+ for constraint in constraints:
917
+ if isinstance(constraint, LinearConstraint):
918
+ lb = exact_1d_array(
919
+ constraint.lb,
920
+ "The lower bound of the linear constraints must be a vector.",
921
+ )
922
+ ub = exact_1d_array(
923
+ constraint.ub,
924
+ "The upper bound of the linear constraints must be a vector.",
925
+ )
926
+ linear_constraints.append(
927
+ LinearConstraint(
928
+ constraint.A,
929
+ *np.broadcast_arrays(lb, ub),
930
+ )
931
+ )
932
+ elif isinstance(constraint, NonlinearConstraint):
933
+ lb = exact_1d_array(
934
+ constraint.lb,
935
+ "The lower bound of the "
936
+ "nonlinear constraints must be a "
937
+ "vector.",
938
+ )
939
+ ub = exact_1d_array(
940
+ constraint.ub,
941
+ "The upper bound of the "
942
+ "nonlinear constraints must be a "
943
+ "vector.",
944
+ )
945
+ nonlinear_constraints.append(
946
+ NonlinearConstraint(
947
+ constraint.fun,
948
+ *np.broadcast_arrays(lb, ub),
949
+ )
950
+ )
951
+ elif isinstance(constraint, dict):
952
+ if "type" not in constraint or constraint["type"] not in (
953
+ "eq",
954
+ "ineq",
955
+ ):
956
+ raise ValueError('The constraint type must be "eq" or "ineq".')
957
+ if "fun" not in constraint or not callable(constraint["fun"]):
958
+ raise ValueError("The constraint function must be callable.")
959
+ nonlinear_constraints.append(
960
+ {
961
+ "fun": constraint["fun"],
962
+ "type": constraint["type"],
963
+ "args": constraint.get("args", ()),
964
+ }
965
+ )
966
+ else:
967
+ raise TypeError(
968
+ "The constraints must be instances of "
969
+ "scipy.optimize.LinearConstraint, "
970
+ "scipy.optimize.NonlinearConstraint, or dict."
971
+ )
972
+ return linear_constraints, nonlinear_constraints
973
+
974
+
975
+ def _set_default_options(options, n):
976
+ """
977
+ Set the default options.
978
+ """
979
+ if Options.RHOBEG in options and options[Options.RHOBEG] <= 0.0:
980
+ raise ValueError("The initial trust-region radius must be positive.")
981
+ if Options.RHOEND in options and options[Options.RHOEND] < 0.0:
982
+ raise ValueError("The final trust-region radius must be nonnegative.")
983
+ if Options.RHOBEG in options and Options.RHOEND in options:
984
+ if options[Options.RHOBEG] < options[Options.RHOEND]:
985
+ raise ValueError(
986
+ "The initial trust-region radius must be greater "
987
+ "than or equal to the final trust-region radius."
988
+ )
989
+ elif Options.RHOBEG in options:
990
+ options[Options.RHOEND.value] = np.min(
991
+ [
992
+ DEFAULT_OPTIONS[Options.RHOEND],
993
+ options[Options.RHOBEG],
994
+ ]
995
+ )
996
+ elif Options.RHOEND in options:
997
+ options[Options.RHOBEG.value] = np.max(
998
+ [
999
+ DEFAULT_OPTIONS[Options.RHOBEG],
1000
+ options[Options.RHOEND],
1001
+ ]
1002
+ )
1003
+ else:
1004
+ options[Options.RHOBEG.value] = DEFAULT_OPTIONS[Options.RHOBEG]
1005
+ options[Options.RHOEND.value] = DEFAULT_OPTIONS[Options.RHOEND]
1006
+ options[Options.RHOBEG.value] = float(options[Options.RHOBEG])
1007
+ options[Options.RHOEND.value] = float(options[Options.RHOEND])
1008
+ if Options.NPT in options and options[Options.NPT] <= 0:
1009
+ raise ValueError("The number of interpolation points must be "
1010
+ "positive.")
1011
+ if (
1012
+ Options.NPT in options
1013
+ and options[Options.NPT] > ((n + 1) * (n + 2)) // 2
1014
+ ):
1015
+ raise ValueError(
1016
+ f"The number of interpolation points must be at most "
1017
+ f"{((n + 1) * (n + 2)) // 2}."
1018
+ )
1019
+ options.setdefault(Options.NPT.value, DEFAULT_OPTIONS[Options.NPT](n))
1020
+ options[Options.NPT.value] = int(options[Options.NPT])
1021
+ if Options.MAX_EVAL in options and options[Options.MAX_EVAL] <= 0:
1022
+ raise ValueError(
1023
+ "The maximum number of function evaluations must be positive."
1024
+ )
1025
+ options.setdefault(
1026
+ Options.MAX_EVAL.value,
1027
+ np.max(
1028
+ [
1029
+ DEFAULT_OPTIONS[Options.MAX_EVAL](n),
1030
+ options[Options.NPT] + 1,
1031
+ ]
1032
+ ),
1033
+ )
1034
+ options[Options.MAX_EVAL.value] = int(options[Options.MAX_EVAL])
1035
+ if Options.MAX_ITER in options and options[Options.MAX_ITER] <= 0:
1036
+ raise ValueError("The maximum number of iterations must be positive.")
1037
+ options.setdefault(
1038
+ Options.MAX_ITER.value,
1039
+ DEFAULT_OPTIONS[Options.MAX_ITER](n),
1040
+ )
1041
+ options[Options.MAX_ITER.value] = int(options[Options.MAX_ITER])
1042
+ options.setdefault(Options.TARGET.value, DEFAULT_OPTIONS[Options.TARGET])
1043
+ options[Options.TARGET.value] = float(options[Options.TARGET])
1044
+ options.setdefault(
1045
+ Options.FEASIBILITY_TOL.value,
1046
+ DEFAULT_OPTIONS[Options.FEASIBILITY_TOL],
1047
+ )
1048
+ options[Options.FEASIBILITY_TOL.value] = float(
1049
+ options[Options.FEASIBILITY_TOL]
1050
+ )
1051
+ options.setdefault(Options.VERBOSE.value, DEFAULT_OPTIONS[Options.VERBOSE])
1052
+ options[Options.VERBOSE.value] = bool(options[Options.VERBOSE])
1053
+ options.setdefault(Options.SCALE.value, DEFAULT_OPTIONS[Options.SCALE])
1054
+ options[Options.SCALE.value] = bool(options[Options.SCALE])
1055
+ options.setdefault(
1056
+ Options.FILTER_SIZE.value,
1057
+ DEFAULT_OPTIONS[Options.FILTER_SIZE],
1058
+ )
1059
+ options[Options.FILTER_SIZE.value] = int(options[Options.FILTER_SIZE])
1060
+ options.setdefault(
1061
+ Options.STORE_HISTORY.value,
1062
+ DEFAULT_OPTIONS[Options.STORE_HISTORY],
1063
+ )
1064
+ options[Options.STORE_HISTORY.value] = bool(options[Options.STORE_HISTORY])
1065
+ options.setdefault(
1066
+ Options.HISTORY_SIZE.value,
1067
+ DEFAULT_OPTIONS[Options.HISTORY_SIZE],
1068
+ )
1069
+ options[Options.HISTORY_SIZE.value] = int(options[Options.HISTORY_SIZE])
1070
+ options.setdefault(Options.DEBUG.value, DEFAULT_OPTIONS[Options.DEBUG])
1071
+ options[Options.DEBUG.value] = bool(options[Options.DEBUG])
1072
+
1073
+ # Check whether they are any unknown options.
1074
+ for key in options:
1075
+ if key not in Options.__members__.values():
1076
+ warnings.warn(f"Unknown option: {key}.", RuntimeWarning, 3)
1077
+
1078
+
1079
+ def _set_default_constants(**kwargs):
1080
+ """
1081
+ Set the default constants.
1082
+ """
1083
+ constants = dict(kwargs)
1084
+ constants.setdefault(
1085
+ Constants.DECREASE_RADIUS_FACTOR.value,
1086
+ DEFAULT_CONSTANTS[Constants.DECREASE_RADIUS_FACTOR],
1087
+ )
1088
+ constants[Constants.DECREASE_RADIUS_FACTOR.value] = float(
1089
+ constants[Constants.DECREASE_RADIUS_FACTOR]
1090
+ )
1091
+ if (
1092
+ constants[Constants.DECREASE_RADIUS_FACTOR] <= 0.0
1093
+ or constants[Constants.DECREASE_RADIUS_FACTOR] >= 1.0
1094
+ ):
1095
+ raise ValueError(
1096
+ "The constant decrease_radius_factor must be in the interval "
1097
+ "(0, 1)."
1098
+ )
1099
+ constants.setdefault(
1100
+ Constants.INCREASE_RADIUS_THRESHOLD.value,
1101
+ DEFAULT_CONSTANTS[Constants.INCREASE_RADIUS_THRESHOLD],
1102
+ )
1103
+ constants[Constants.INCREASE_RADIUS_THRESHOLD.value] = float(
1104
+ constants[Constants.INCREASE_RADIUS_THRESHOLD]
1105
+ )
1106
+ if constants[Constants.INCREASE_RADIUS_THRESHOLD] <= 1.0:
1107
+ raise ValueError(
1108
+ "The constant increase_radius_threshold must be greater than 1."
1109
+ )
1110
+ if (
1111
+ Constants.INCREASE_RADIUS_FACTOR in constants
1112
+ and constants[Constants.INCREASE_RADIUS_FACTOR] <= 1.0
1113
+ ):
1114
+ raise ValueError(
1115
+ "The constant increase_radius_factor must be greater than 1."
1116
+ )
1117
+ if (
1118
+ Constants.DECREASE_RADIUS_THRESHOLD in constants
1119
+ and constants[Constants.DECREASE_RADIUS_THRESHOLD] <= 1.0
1120
+ ):
1121
+ raise ValueError(
1122
+ "The constant decrease_radius_threshold must be greater than 1."
1123
+ )
1124
+ if (
1125
+ Constants.INCREASE_RADIUS_FACTOR in constants
1126
+ and Constants.DECREASE_RADIUS_THRESHOLD in constants
1127
+ ):
1128
+ if (
1129
+ constants[Constants.DECREASE_RADIUS_THRESHOLD]
1130
+ >= constants[Constants.INCREASE_RADIUS_FACTOR]
1131
+ ):
1132
+ raise ValueError(
1133
+ "The constant decrease_radius_threshold must be "
1134
+ "less than increase_radius_factor."
1135
+ )
1136
+ elif Constants.INCREASE_RADIUS_FACTOR in constants:
1137
+ constants[Constants.DECREASE_RADIUS_THRESHOLD.value] = np.min(
1138
+ [
1139
+ DEFAULT_CONSTANTS[Constants.DECREASE_RADIUS_THRESHOLD],
1140
+ 0.5 * (1.0 + constants[Constants.INCREASE_RADIUS_FACTOR]),
1141
+ ]
1142
+ )
1143
+ elif Constants.DECREASE_RADIUS_THRESHOLD in constants:
1144
+ constants[Constants.INCREASE_RADIUS_FACTOR.value] = np.max(
1145
+ [
1146
+ DEFAULT_CONSTANTS[Constants.INCREASE_RADIUS_FACTOR],
1147
+ 2.0 * constants[Constants.DECREASE_RADIUS_THRESHOLD],
1148
+ ]
1149
+ )
1150
+ else:
1151
+ constants[Constants.INCREASE_RADIUS_FACTOR.value] = DEFAULT_CONSTANTS[
1152
+ Constants.INCREASE_RADIUS_FACTOR
1153
+ ]
1154
+ constants[Constants.DECREASE_RADIUS_THRESHOLD.value] = (
1155
+ DEFAULT_CONSTANTS[Constants.DECREASE_RADIUS_THRESHOLD])
1156
+ constants.setdefault(
1157
+ Constants.DECREASE_RESOLUTION_FACTOR.value,
1158
+ DEFAULT_CONSTANTS[Constants.DECREASE_RESOLUTION_FACTOR],
1159
+ )
1160
+ constants[Constants.DECREASE_RESOLUTION_FACTOR.value] = float(
1161
+ constants[Constants.DECREASE_RESOLUTION_FACTOR]
1162
+ )
1163
+ if (
1164
+ constants[Constants.DECREASE_RESOLUTION_FACTOR] <= 0.0
1165
+ or constants[Constants.DECREASE_RESOLUTION_FACTOR] >= 1.0
1166
+ ):
1167
+ raise ValueError(
1168
+ "The constant decrease_resolution_factor must be in the interval "
1169
+ "(0, 1)."
1170
+ )
1171
+ if (
1172
+ Constants.LARGE_RESOLUTION_THRESHOLD in constants
1173
+ and constants[Constants.LARGE_RESOLUTION_THRESHOLD] <= 1.0
1174
+ ):
1175
+ raise ValueError(
1176
+ "The constant large_resolution_threshold must be greater than 1."
1177
+ )
1178
+ if (
1179
+ Constants.MODERATE_RESOLUTION_THRESHOLD in constants
1180
+ and constants[Constants.MODERATE_RESOLUTION_THRESHOLD] <= 1.0
1181
+ ):
1182
+ raise ValueError(
1183
+ "The constant moderate_resolution_threshold must be greater than "
1184
+ "1."
1185
+ )
1186
+ if (
1187
+ Constants.LARGE_RESOLUTION_THRESHOLD in constants
1188
+ and Constants.MODERATE_RESOLUTION_THRESHOLD in constants
1189
+ ):
1190
+ if (
1191
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD]
1192
+ > constants[Constants.LARGE_RESOLUTION_THRESHOLD]
1193
+ ):
1194
+ raise ValueError(
1195
+ "The constant moderate_resolution_threshold "
1196
+ "must be at most large_resolution_threshold."
1197
+ )
1198
+ elif Constants.LARGE_RESOLUTION_THRESHOLD in constants:
1199
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD.value] = np.min(
1200
+ [
1201
+ DEFAULT_CONSTANTS[Constants.MODERATE_RESOLUTION_THRESHOLD],
1202
+ constants[Constants.LARGE_RESOLUTION_THRESHOLD],
1203
+ ]
1204
+ )
1205
+ elif Constants.MODERATE_RESOLUTION_THRESHOLD in constants:
1206
+ constants[Constants.LARGE_RESOLUTION_THRESHOLD.value] = np.max(
1207
+ [
1208
+ DEFAULT_CONSTANTS[Constants.LARGE_RESOLUTION_THRESHOLD],
1209
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD],
1210
+ ]
1211
+ )
1212
+ else:
1213
+ constants[Constants.LARGE_RESOLUTION_THRESHOLD.value] = (
1214
+ DEFAULT_CONSTANTS[Constants.LARGE_RESOLUTION_THRESHOLD]
1215
+ )
1216
+ constants[Constants.MODERATE_RESOLUTION_THRESHOLD.value] = (
1217
+ DEFAULT_CONSTANTS[Constants.MODERATE_RESOLUTION_THRESHOLD]
1218
+ )
1219
+ if Constants.LOW_RATIO in constants and (
1220
+ constants[Constants.LOW_RATIO] <= 0.0
1221
+ or constants[Constants.LOW_RATIO] >= 1.0
1222
+ ):
1223
+ raise ValueError(
1224
+ "The constant low_ratio must be in the interval (0, 1)."
1225
+ )
1226
+ if Constants.HIGH_RATIO in constants and (
1227
+ constants[Constants.HIGH_RATIO] <= 0.0
1228
+ or constants[Constants.HIGH_RATIO] >= 1.0
1229
+ ):
1230
+ raise ValueError(
1231
+ "The constant high_ratio must be in the interval (0, 1)."
1232
+ )
1233
+ if Constants.LOW_RATIO in constants and Constants.HIGH_RATIO in constants:
1234
+ if constants[Constants.LOW_RATIO] > constants[Constants.HIGH_RATIO]:
1235
+ raise ValueError(
1236
+ "The constant low_ratio must be at most high_ratio."
1237
+ )
1238
+ elif Constants.LOW_RATIO in constants:
1239
+ constants[Constants.HIGH_RATIO.value] = np.max(
1240
+ [
1241
+ DEFAULT_CONSTANTS[Constants.HIGH_RATIO],
1242
+ constants[Constants.LOW_RATIO],
1243
+ ]
1244
+ )
1245
+ elif Constants.HIGH_RATIO in constants:
1246
+ constants[Constants.LOW_RATIO.value] = np.min(
1247
+ [
1248
+ DEFAULT_CONSTANTS[Constants.LOW_RATIO],
1249
+ constants[Constants.HIGH_RATIO],
1250
+ ]
1251
+ )
1252
+ else:
1253
+ constants[Constants.LOW_RATIO.value] = DEFAULT_CONSTANTS[
1254
+ Constants.LOW_RATIO
1255
+ ]
1256
+ constants[Constants.HIGH_RATIO.value] = DEFAULT_CONSTANTS[
1257
+ Constants.HIGH_RATIO
1258
+ ]
1259
+ constants.setdefault(
1260
+ Constants.VERY_LOW_RATIO.value,
1261
+ DEFAULT_CONSTANTS[Constants.VERY_LOW_RATIO],
1262
+ )
1263
+ constants[Constants.VERY_LOW_RATIO.value] = float(
1264
+ constants[Constants.VERY_LOW_RATIO]
1265
+ )
1266
+ if (
1267
+ constants[Constants.VERY_LOW_RATIO] <= 0.0
1268
+ or constants[Constants.VERY_LOW_RATIO] >= 1.0
1269
+ ):
1270
+ raise ValueError(
1271
+ "The constant very_low_ratio must be in the interval (0, 1)."
1272
+ )
1273
+ if (
1274
+ Constants.PENALTY_INCREASE_THRESHOLD in constants
1275
+ and constants[Constants.PENALTY_INCREASE_THRESHOLD] < 1.0
1276
+ ):
1277
+ raise ValueError(
1278
+ "The constant penalty_increase_threshold must be "
1279
+ "greater than or equal to 1."
1280
+ )
1281
+ if (
1282
+ Constants.PENALTY_INCREASE_FACTOR in constants
1283
+ and constants[Constants.PENALTY_INCREASE_FACTOR] <= 1.0
1284
+ ):
1285
+ raise ValueError(
1286
+ "The constant penalty_increase_factor must be greater than 1."
1287
+ )
1288
+ if (
1289
+ Constants.PENALTY_INCREASE_THRESHOLD in constants
1290
+ and Constants.PENALTY_INCREASE_FACTOR in constants
1291
+ ):
1292
+ if (
1293
+ constants[Constants.PENALTY_INCREASE_FACTOR]
1294
+ < constants[Constants.PENALTY_INCREASE_THRESHOLD]
1295
+ ):
1296
+ raise ValueError(
1297
+ "The constant penalty_increase_factor must be "
1298
+ "greater than or equal to "
1299
+ "penalty_increase_threshold."
1300
+ )
1301
+ elif Constants.PENALTY_INCREASE_THRESHOLD in constants:
1302
+ constants[Constants.PENALTY_INCREASE_FACTOR.value] = np.max(
1303
+ [
1304
+ DEFAULT_CONSTANTS[Constants.PENALTY_INCREASE_FACTOR],
1305
+ constants[Constants.PENALTY_INCREASE_THRESHOLD],
1306
+ ]
1307
+ )
1308
+ elif Constants.PENALTY_INCREASE_FACTOR in constants:
1309
+ constants[Constants.PENALTY_INCREASE_THRESHOLD.value] = np.min(
1310
+ [
1311
+ DEFAULT_CONSTANTS[Constants.PENALTY_INCREASE_THRESHOLD],
1312
+ constants[Constants.PENALTY_INCREASE_FACTOR],
1313
+ ]
1314
+ )
1315
+ else:
1316
+ constants[Constants.PENALTY_INCREASE_THRESHOLD.value] = (
1317
+ DEFAULT_CONSTANTS[Constants.PENALTY_INCREASE_THRESHOLD]
1318
+ )
1319
+ constants[Constants.PENALTY_INCREASE_FACTOR.value] = DEFAULT_CONSTANTS[
1320
+ Constants.PENALTY_INCREASE_FACTOR
1321
+ ]
1322
+ constants.setdefault(
1323
+ Constants.SHORT_STEP_THRESHOLD.value,
1324
+ DEFAULT_CONSTANTS[Constants.SHORT_STEP_THRESHOLD],
1325
+ )
1326
+ constants[Constants.SHORT_STEP_THRESHOLD.value] = float(
1327
+ constants[Constants.SHORT_STEP_THRESHOLD]
1328
+ )
1329
+ if (
1330
+ constants[Constants.SHORT_STEP_THRESHOLD] <= 0.0
1331
+ or constants[Constants.SHORT_STEP_THRESHOLD] >= 1.0
1332
+ ):
1333
+ raise ValueError(
1334
+ "The constant short_step_threshold must be in the interval (0, 1)."
1335
+ )
1336
+ constants.setdefault(
1337
+ Constants.LOW_RADIUS_FACTOR.value,
1338
+ DEFAULT_CONSTANTS[Constants.LOW_RADIUS_FACTOR],
1339
+ )
1340
+ constants[Constants.LOW_RADIUS_FACTOR.value] = float(
1341
+ constants[Constants.LOW_RADIUS_FACTOR]
1342
+ )
1343
+ if (
1344
+ constants[Constants.LOW_RADIUS_FACTOR] <= 0.0
1345
+ or constants[Constants.LOW_RADIUS_FACTOR] >= 1.0
1346
+ ):
1347
+ raise ValueError(
1348
+ "The constant low_radius_factor must be in the interval (0, 1)."
1349
+ )
1350
+ constants.setdefault(
1351
+ Constants.BYRD_OMOJOKUN_FACTOR.value,
1352
+ DEFAULT_CONSTANTS[Constants.BYRD_OMOJOKUN_FACTOR],
1353
+ )
1354
+ constants[Constants.BYRD_OMOJOKUN_FACTOR.value] = float(
1355
+ constants[Constants.BYRD_OMOJOKUN_FACTOR]
1356
+ )
1357
+ if (
1358
+ constants[Constants.BYRD_OMOJOKUN_FACTOR] <= 0.0
1359
+ or constants[Constants.BYRD_OMOJOKUN_FACTOR] >= 1.0
1360
+ ):
1361
+ raise ValueError(
1362
+ "The constant byrd_omojokun_factor must be in the interval (0, 1)."
1363
+ )
1364
+ constants.setdefault(
1365
+ Constants.THRESHOLD_RATIO_CONSTRAINTS.value,
1366
+ DEFAULT_CONSTANTS[Constants.THRESHOLD_RATIO_CONSTRAINTS],
1367
+ )
1368
+ constants[Constants.THRESHOLD_RATIO_CONSTRAINTS.value] = float(
1369
+ constants[Constants.THRESHOLD_RATIO_CONSTRAINTS]
1370
+ )
1371
+ if constants[Constants.THRESHOLD_RATIO_CONSTRAINTS] <= 1.0:
1372
+ raise ValueError(
1373
+ "The constant threshold_ratio_constraints must be greater than 1."
1374
+ )
1375
+ constants.setdefault(
1376
+ Constants.LARGE_SHIFT_FACTOR.value,
1377
+ DEFAULT_CONSTANTS[Constants.LARGE_SHIFT_FACTOR],
1378
+ )
1379
+ constants[Constants.LARGE_SHIFT_FACTOR.value] = float(
1380
+ constants[Constants.LARGE_SHIFT_FACTOR]
1381
+ )
1382
+ if constants[Constants.LARGE_SHIFT_FACTOR] < 0.0:
1383
+ raise ValueError("The constant large_shift_factor must be "
1384
+ "nonnegative.")
1385
+ constants.setdefault(
1386
+ Constants.LARGE_GRADIENT_FACTOR.value,
1387
+ DEFAULT_CONSTANTS[Constants.LARGE_GRADIENT_FACTOR],
1388
+ )
1389
+ constants[Constants.LARGE_GRADIENT_FACTOR.value] = float(
1390
+ constants[Constants.LARGE_GRADIENT_FACTOR]
1391
+ )
1392
+ if constants[Constants.LARGE_GRADIENT_FACTOR] <= 1.0:
1393
+ raise ValueError(
1394
+ "The constant large_gradient_factor must be greater than 1."
1395
+ )
1396
+ constants.setdefault(
1397
+ Constants.RESOLUTION_FACTOR.value,
1398
+ DEFAULT_CONSTANTS[Constants.RESOLUTION_FACTOR],
1399
+ )
1400
+ constants[Constants.RESOLUTION_FACTOR.value] = float(
1401
+ constants[Constants.RESOLUTION_FACTOR]
1402
+ )
1403
+ if constants[Constants.RESOLUTION_FACTOR] <= 1.0:
1404
+ raise ValueError(
1405
+ "The constant resolution_factor must be greater than 1."
1406
+ )
1407
+ constants.setdefault(
1408
+ Constants.IMPROVE_TCG.value,
1409
+ DEFAULT_CONSTANTS[Constants.IMPROVE_TCG],
1410
+ )
1411
+ constants[Constants.IMPROVE_TCG.value] = bool(
1412
+ constants[Constants.IMPROVE_TCG]
1413
+ )
1414
+
1415
+ # Check whether they are any unknown options.
1416
+ for key in kwargs:
1417
+ if key not in Constants.__members__.values():
1418
+ warnings.warn(f"Unknown constant: {key}.", RuntimeWarning, 3)
1419
+ return constants
1420
+
1421
+
1422
+ def _eval(pb, framework, step, options):
1423
+ """
1424
+ Evaluate the objective and constraint functions.
1425
+ """
1426
+ if pb.n_eval >= options[Options.MAX_EVAL]:
1427
+ raise MaxEvalError
1428
+ x_eval = framework.x_best + step
1429
+ fun_val, cub_val, ceq_val = pb(x_eval, framework.penalty)
1430
+ r_val = pb.maxcv(x_eval, cub_val, ceq_val)
1431
+ if (
1432
+ fun_val <= options[Options.TARGET]
1433
+ and r_val <= options[Options.FEASIBILITY_TOL]
1434
+ ):
1435
+ raise TargetSuccess
1436
+ if pb.is_feasibility and r_val <= options[Options.FEASIBILITY_TOL]:
1437
+ raise FeasibleSuccess
1438
+ return fun_val, cub_val, ceq_val
1439
+
1440
+
1441
+ def _build_result(pb, penalty, success, status, n_iter, options):
1442
+ """
1443
+ Build the result of the optimization process.
1444
+ """
1445
+ # Build the result.
1446
+ x, fun, maxcv = pb.best_eval(penalty)
1447
+ success = success and np.isfinite(fun) and np.isfinite(maxcv)
1448
+ if status not in [ExitStatus.TARGET_SUCCESS, ExitStatus.FEASIBLE_SUCCESS]:
1449
+ success = success and maxcv <= options[Options.FEASIBILITY_TOL]
1450
+ result = OptimizeResult()
1451
+ result.message = {
1452
+ ExitStatus.RADIUS_SUCCESS: "The lower bound for the trust-region "
1453
+ "radius has been reached",
1454
+ ExitStatus.TARGET_SUCCESS: "The target objective function value has "
1455
+ "been reached",
1456
+ ExitStatus.FIXED_SUCCESS: "All variables are fixed by the bound "
1457
+ "constraints",
1458
+ ExitStatus.CALLBACK_SUCCESS: "The callback requested to stop the "
1459
+ "optimization procedure",
1460
+ ExitStatus.FEASIBLE_SUCCESS: "The feasibility problem received has "
1461
+ "been solved successfully",
1462
+ ExitStatus.MAX_EVAL_WARNING: "The maximum number of function "
1463
+ "evaluations has been exceeded",
1464
+ ExitStatus.MAX_ITER_WARNING: "The maximum number of iterations has "
1465
+ "been exceeded",
1466
+ ExitStatus.INFEASIBLE_ERROR: "The bound constraints are infeasible",
1467
+ ExitStatus.LINALG_ERROR: "A linear algebra error occurred",
1468
+ }.get(status, "Unknown exit status")
1469
+ result.success = success
1470
+ result.status = status.value
1471
+ result.x = pb.build_x(x)
1472
+ result.fun = fun
1473
+ result.maxcv = maxcv
1474
+ result.nfev = pb.n_eval
1475
+ result.nit = n_iter
1476
+ if options[Options.STORE_HISTORY]:
1477
+ result.fun_history = pb.fun_history
1478
+ result.maxcv_history = pb.maxcv_history
1479
+
1480
+ # Print the result if requested.
1481
+ if options[Options.VERBOSE]:
1482
+ _print_step(
1483
+ result.message,
1484
+ pb,
1485
+ result.x,
1486
+ result.fun,
1487
+ result.maxcv,
1488
+ result.nfev,
1489
+ result.nit,
1490
+ )
1491
+ return result
1492
+
1493
+
1494
+ def _print_step(message, pb, x, fun_val, r_val, n_eval, n_iter):
1495
+ """
1496
+ Print information about the current state of the optimization process.
1497
+ """
1498
+ print()
1499
+ print(f"{message}.")
1500
+ print(f"Number of function evaluations: {n_eval}.")
1501
+ print(f"Number of iterations: {n_iter}.")
1502
+ if not pb.is_feasibility:
1503
+ print(f"Least value of {pb.fun_name}: {fun_val}.")
1504
+ print(f"Maximum constraint violation: {r_val}.")
1505
+ with np.printoptions(**PRINT_OPTIONS):
1506
+ print(f"Corresponding point: {x}.")
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/models.py ADDED
@@ -0,0 +1,1531 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import warnings
2
+
3
+ import numpy as np
4
+ from scipy.linalg import eigh
5
+
6
+ from .settings import Options
7
+ from .utils import MaxEvalError, TargetSuccess, FeasibleSuccess
8
+
9
+
10
+ EPS = np.finfo(float).eps
11
+
12
+
13
+ class Interpolation:
14
+ """
15
+ Interpolation set.
16
+
17
+ This class stores a base point around which the models are expanded and the
18
+ interpolation points. The coordinates of the interpolation points are
19
+ relative to the base point.
20
+ """
21
+
22
+ def __init__(self, pb, options):
23
+ """
24
+ Initialize the interpolation set.
25
+
26
+ Parameters
27
+ ----------
28
+ pb : `cobyqa.problem.Problem`
29
+ Problem to be solved.
30
+ options : dict
31
+ Options of the solver.
32
+ """
33
+ # Reduce the initial trust-region radius if necessary.
34
+ self._debug = options[Options.DEBUG]
35
+ max_radius = 0.5 * np.min(pb.bounds.xu - pb.bounds.xl)
36
+ if options[Options.RHOBEG] > max_radius:
37
+ options[Options.RHOBEG.value] = max_radius
38
+ options[Options.RHOEND.value] = np.min(
39
+ [
40
+ options[Options.RHOEND],
41
+ max_radius,
42
+ ]
43
+ )
44
+
45
+ # Set the initial point around which the models are expanded.
46
+ self._x_base = np.copy(pb.x0)
47
+ very_close_xl_idx = (
48
+ self.x_base <= pb.bounds.xl + 0.5 * options[Options.RHOBEG]
49
+ )
50
+ self.x_base[very_close_xl_idx] = pb.bounds.xl[very_close_xl_idx]
51
+ close_xl_idx = (
52
+ pb.bounds.xl + 0.5 * options[Options.RHOBEG] < self.x_base
53
+ ) & (self.x_base <= pb.bounds.xl + options[Options.RHOBEG])
54
+ self.x_base[close_xl_idx] = np.minimum(
55
+ pb.bounds.xl[close_xl_idx] + options[Options.RHOBEG],
56
+ pb.bounds.xu[close_xl_idx],
57
+ )
58
+ very_close_xu_idx = (
59
+ self.x_base >= pb.bounds.xu - 0.5 * options[Options.RHOBEG]
60
+ )
61
+ self.x_base[very_close_xu_idx] = pb.bounds.xu[very_close_xu_idx]
62
+ close_xu_idx = (
63
+ self.x_base < pb.bounds.xu - 0.5 * options[Options.RHOBEG]
64
+ ) & (pb.bounds.xu - options[Options.RHOBEG] <= self.x_base)
65
+ self.x_base[close_xu_idx] = np.maximum(
66
+ pb.bounds.xu[close_xu_idx] - options[Options.RHOBEG],
67
+ pb.bounds.xl[close_xu_idx],
68
+ )
69
+
70
+ # Set the initial interpolation set.
71
+ self._xpt = np.zeros((pb.n, options[Options.NPT]))
72
+ for k in range(1, options[Options.NPT]):
73
+ if k <= pb.n:
74
+ if very_close_xu_idx[k - 1]:
75
+ self.xpt[k - 1, k] = -options[Options.RHOBEG]
76
+ else:
77
+ self.xpt[k - 1, k] = options[Options.RHOBEG]
78
+ elif k <= 2 * pb.n:
79
+ if very_close_xl_idx[k - pb.n - 1]:
80
+ self.xpt[k - pb.n - 1, k] = 2.0 * options[Options.RHOBEG]
81
+ elif very_close_xu_idx[k - pb.n - 1]:
82
+ self.xpt[k - pb.n - 1, k] = -2.0 * options[Options.RHOBEG]
83
+ else:
84
+ self.xpt[k - pb.n - 1, k] = -options[Options.RHOBEG]
85
+ else:
86
+ spread = (k - pb.n - 1) // pb.n
87
+ k1 = k - (1 + spread) * pb.n - 1
88
+ k2 = (k1 + spread) % pb.n
89
+ self.xpt[k1, k] = self.xpt[k1, k1 + 1]
90
+ self.xpt[k2, k] = self.xpt[k2, k2 + 1]
91
+ self._lhs_cache = None
92
+
93
+ @property
94
+ def n(self):
95
+ """
96
+ Number of variables.
97
+
98
+ Returns
99
+ -------
100
+ int
101
+ Number of variables.
102
+ """
103
+ return self.xpt.shape[0]
104
+
105
+ @property
106
+ def npt(self):
107
+ """
108
+ Number of interpolation points.
109
+
110
+ Returns
111
+ -------
112
+ int
113
+ Number of interpolation points.
114
+ """
115
+ return self.xpt.shape[1]
116
+
117
+ @property
118
+ def xpt(self):
119
+ """
120
+ Interpolation points.
121
+
122
+ Returns
123
+ -------
124
+ `numpy.ndarray`, shape (n, npt)
125
+ Interpolation points.
126
+ """
127
+ return self._xpt
128
+
129
+ @xpt.setter
130
+ def xpt(self, xpt):
131
+ """
132
+ Set the interpolation points.
133
+
134
+ Parameters
135
+ ----------
136
+ xpt : `numpy.ndarray`, shape (n, npt)
137
+ New interpolation points.
138
+ """
139
+ if self._debug:
140
+ assert xpt.shape == (
141
+ self.n,
142
+ self.npt,
143
+ ), "The shape of `xpt` is not valid."
144
+ self._xpt = xpt
145
+
146
+ @property
147
+ def x_base(self):
148
+ """
149
+ Base point around which the models are expanded.
150
+
151
+ Returns
152
+ -------
153
+ `numpy.ndarray`, shape (n,)
154
+ Base point around which the models are expanded.
155
+ """
156
+ return self._x_base
157
+
158
+ @x_base.setter
159
+ def x_base(self, x_base):
160
+ """
161
+ Set the base point around which the models are expanded.
162
+
163
+ Parameters
164
+ ----------
165
+ x_base : `numpy.ndarray`, shape (n,)
166
+ New base point around which the models are expanded.
167
+ """
168
+ if self._debug:
169
+ assert x_base.shape == (
170
+ self.n,
171
+ ), "The shape of `x_base` is not valid."
172
+ self._x_base = x_base
173
+
174
+ def point(self, k):
175
+ """
176
+ Get the `k`-th interpolation point.
177
+
178
+ The return point is relative to the origin.
179
+
180
+ Parameters
181
+ ----------
182
+ k : int
183
+ Index of the interpolation point.
184
+
185
+ Returns
186
+ -------
187
+ `numpy.ndarray`, shape (n,)
188
+ `k`-th interpolation point.
189
+ """
190
+ if self._debug:
191
+ assert 0 <= k < self.npt, "The index `k` is not valid."
192
+ return self.x_base + self.xpt[:, k]
193
+
194
+
195
+ def build_system(interpolation):
196
+ """
197
+ Build the left-hand side matrix of the interpolation system. The
198
+ matrix below stores W * diag(right_scaling),
199
+ where W is the theoretical matrix of the interpolation system. The
200
+ right scaling matrices is chosen to keep the elements in
201
+ the matrix well-balanced.
202
+
203
+ Parameters
204
+ ----------
205
+ interpolation : `cobyqa.models.Interpolation`
206
+ Interpolation set.
207
+ """
208
+
209
+ _cache = interpolation._lhs_cache
210
+ # Compute the scaled directions from the base point to the
211
+ # interpolation points. We scale the directions to avoid numerical
212
+ # difficulties.
213
+ if _cache is not None and np.array_equal(
214
+ interpolation.xpt, _cache["xpt"]
215
+ ):
216
+ return _cache["a"], _cache["right_scaling"], _cache["eigh"]
217
+
218
+ scale = np.max(np.linalg.norm(interpolation.xpt, axis=0), initial=EPS)
219
+ xpt_scale = interpolation.xpt / scale
220
+
221
+ n, npt = xpt_scale.shape
222
+ a = np.zeros((npt + n + 1, npt + n + 1))
223
+ a[:npt, :npt] = 0.5 * (xpt_scale.T @ xpt_scale) ** 2.0
224
+ a[:npt, npt] = 1.0
225
+ a[:npt, npt + 1:] = xpt_scale.T
226
+ a[npt, :npt] = 1.0
227
+ a[npt + 1:, :npt] = xpt_scale
228
+
229
+ # Build the left and right scaling diagonal matrices.
230
+ right_scaling = np.empty(npt + n + 1)
231
+ right_scaling[:npt] = 1.0 / scale**2.0
232
+ right_scaling[npt] = scale**2.0
233
+ right_scaling[npt + 1:] = scale
234
+
235
+ eig_values, eig_vectors = eigh(a, check_finite=False)
236
+
237
+ new_cache = {
238
+ "xpt": np.copy(interpolation.xpt),
239
+ "a": np.copy(a),
240
+ "right_scaling": np.copy(right_scaling),
241
+ "eigh": (eig_values, eig_vectors),
242
+ }
243
+ interpolation._lhs_cache = new_cache
244
+
245
+ return a, right_scaling, (eig_values, eig_vectors)
246
+
247
+
248
+ class Quadratic:
249
+ """
250
+ Quadratic model.
251
+
252
+ This class stores the Hessian matrix of the quadratic model using the
253
+ implicit/explicit representation designed by Powell for NEWUOA [1]_.
254
+
255
+ References
256
+ ----------
257
+ .. [1] M. J. D. Powell. The NEWUOA software for unconstrained optimization
258
+ without derivatives. In G. Di Pillo and M. Roma, editors, *Large-Scale
259
+ Nonlinear Optimization*, volume 83 of Nonconvex Optim. Appl., pages
260
+ 255--297. Springer, Boston, MA, USA, 2006. `doi:10.1007/0-387-30065-1_16
261
+ <https://doi.org/10.1007/0-387-30065-1_16>`_.
262
+ """
263
+
264
+ def __init__(self, interpolation, values, debug):
265
+ """
266
+ Initialize the quadratic model.
267
+
268
+ Parameters
269
+ ----------
270
+ interpolation : `cobyqa.models.Interpolation`
271
+ Interpolation set.
272
+ values : `numpy.ndarray`, shape (npt,)
273
+ Values of the interpolated function at the interpolation points.
274
+ debug : bool
275
+ Whether to make debugging tests during the execution.
276
+
277
+ Raises
278
+ ------
279
+ `numpy.linalg.LinAlgError`
280
+ If the interpolation system is ill-defined.
281
+ """
282
+ self._debug = debug
283
+ if self._debug:
284
+ assert values.shape == (
285
+ interpolation.npt,
286
+ ), "The shape of `values` is not valid."
287
+ if interpolation.npt < interpolation.n + 1:
288
+ raise ValueError(
289
+ f"The number of interpolation points must be at least "
290
+ f"{interpolation.n + 1}."
291
+ )
292
+ self._const, self._grad, self._i_hess, _ = self._get_model(
293
+ interpolation,
294
+ values,
295
+ )
296
+ self._e_hess = np.zeros((self.n, self.n))
297
+
298
+ def __call__(self, x, interpolation):
299
+ """
300
+ Evaluate the quadratic model at a given point.
301
+
302
+ Parameters
303
+ ----------
304
+ x : `numpy.ndarray`, shape (n,)
305
+ Point at which the quadratic model is evaluated.
306
+ interpolation : `cobyqa.models.Interpolation`
307
+ Interpolation set.
308
+
309
+ Returns
310
+ -------
311
+ float
312
+ Value of the quadratic model at `x`.
313
+ """
314
+ if self._debug:
315
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
316
+ x_diff = x - interpolation.x_base
317
+ return (
318
+ self._const
319
+ + self._grad @ x_diff
320
+ + 0.5
321
+ * (
322
+ self._i_hess @ (interpolation.xpt.T @ x_diff) ** 2.0
323
+ + x_diff @ self._e_hess @ x_diff
324
+ )
325
+ )
326
+
327
+ @property
328
+ def n(self):
329
+ """
330
+ Number of variables.
331
+
332
+ Returns
333
+ -------
334
+ int
335
+ Number of variables.
336
+ """
337
+ return self._grad.size
338
+
339
+ @property
340
+ def npt(self):
341
+ """
342
+ Number of interpolation points used to define the quadratic model.
343
+
344
+ Returns
345
+ -------
346
+ int
347
+ Number of interpolation points used to define the quadratic model.
348
+ """
349
+ return self._i_hess.size
350
+
351
+ def grad(self, x, interpolation):
352
+ """
353
+ Evaluate the gradient of the quadratic model at a given point.
354
+
355
+ Parameters
356
+ ----------
357
+ x : `numpy.ndarray`, shape (n,)
358
+ Point at which the gradient of the quadratic model is evaluated.
359
+ interpolation : `cobyqa.models.Interpolation`
360
+ Interpolation set.
361
+
362
+ Returns
363
+ -------
364
+ `numpy.ndarray`, shape (n,)
365
+ Gradient of the quadratic model at `x`.
366
+ """
367
+ if self._debug:
368
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
369
+ x_diff = x - interpolation.x_base
370
+ return self._grad + self.hess_prod(x_diff, interpolation)
371
+
372
+ def hess(self, interpolation):
373
+ """
374
+ Evaluate the Hessian matrix of the quadratic model.
375
+
376
+ Parameters
377
+ ----------
378
+ interpolation : `cobyqa.models.Interpolation`
379
+ Interpolation set.
380
+
381
+ Returns
382
+ -------
383
+ `numpy.ndarray`, shape (n, n)
384
+ Hessian matrix of the quadratic model.
385
+ """
386
+ return self._e_hess + interpolation.xpt @ (
387
+ self._i_hess[:, np.newaxis] * interpolation.xpt.T
388
+ )
389
+
390
+ def hess_prod(self, v, interpolation):
391
+ """
392
+ Evaluate the right product of the Hessian matrix of the quadratic model
393
+ with a given vector.
394
+
395
+ Parameters
396
+ ----------
397
+ v : `numpy.ndarray`, shape (n,)
398
+ Vector with which the Hessian matrix of the quadratic model is
399
+ multiplied from the right.
400
+ interpolation : `cobyqa.models.Interpolation`
401
+ Interpolation set.
402
+
403
+ Returns
404
+ -------
405
+ `numpy.ndarray`, shape (n,)
406
+ Right product of the Hessian matrix of the quadratic model with
407
+ `v`.
408
+ """
409
+ if self._debug:
410
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
411
+ return self._e_hess @ v + interpolation.xpt @ (
412
+ self._i_hess * (interpolation.xpt.T @ v)
413
+ )
414
+
415
+ def curv(self, v, interpolation):
416
+ """
417
+ Evaluate the curvature of the quadratic model along a given direction.
418
+
419
+ Parameters
420
+ ----------
421
+ v : `numpy.ndarray`, shape (n,)
422
+ Direction along which the curvature of the quadratic model is
423
+ evaluated.
424
+ interpolation : `cobyqa.models.Interpolation`
425
+ Interpolation set.
426
+
427
+ Returns
428
+ -------
429
+ float
430
+ Curvature of the quadratic model along `v`.
431
+ """
432
+ if self._debug:
433
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
434
+ return (
435
+ v @ self._e_hess @ v
436
+ + self._i_hess @ (interpolation.xpt.T @ v) ** 2.0
437
+ )
438
+
439
+ def update(self, interpolation, k_new, dir_old, values_diff):
440
+ """
441
+ Update the quadratic model.
442
+
443
+ This method applies the derivative-free symmetric Broyden update to the
444
+ quadratic model. The `knew`-th interpolation point must be updated
445
+ before calling this method.
446
+
447
+ Parameters
448
+ ----------
449
+ interpolation : `cobyqa.models.Interpolation`
450
+ Updated interpolation set.
451
+ k_new : int
452
+ Index of the updated interpolation point.
453
+ dir_old : `numpy.ndarray`, shape (n,)
454
+ Value of ``interpolation.xpt[:, k_new]`` before the update.
455
+ values_diff : `numpy.ndarray`, shape (npt,)
456
+ Differences between the values of the interpolated nonlinear
457
+ function and the previous quadratic model at the updated
458
+ interpolation points.
459
+
460
+ Raises
461
+ ------
462
+ `numpy.linalg.LinAlgError`
463
+ If the interpolation system is ill-defined.
464
+ """
465
+ if self._debug:
466
+ assert 0 <= k_new < self.npt, "The index `k_new` is not valid."
467
+ assert dir_old.shape == (
468
+ self.n,
469
+ ), "The shape of `dir_old` is not valid."
470
+ assert values_diff.shape == (
471
+ self.npt,
472
+ ), "The shape of `values_diff` is not valid."
473
+
474
+ # Forward the k_new-th element of the implicit Hessian matrix to the
475
+ # explicit Hessian matrix. This must be done because the implicit
476
+ # Hessian matrix is related to the interpolation points, and the
477
+ # k_new-th interpolation point is modified.
478
+ self._e_hess += self._i_hess[k_new] * np.outer(dir_old, dir_old)
479
+ self._i_hess[k_new] = 0.0
480
+
481
+ # Update the quadratic model.
482
+ const, grad, i_hess, ill_conditioned = self._get_model(
483
+ interpolation,
484
+ values_diff,
485
+ )
486
+ self._const += const
487
+ self._grad += grad
488
+ self._i_hess += i_hess
489
+ return ill_conditioned
490
+
491
+ def shift_x_base(self, interpolation, new_x_base):
492
+ """
493
+ Shift the point around which the quadratic model is defined.
494
+
495
+ Parameters
496
+ ----------
497
+ interpolation : `cobyqa.models.Interpolation`
498
+ Previous interpolation set.
499
+ new_x_base : `numpy.ndarray`, shape (n,)
500
+ Point that will replace ``interpolation.x_base``.
501
+ """
502
+ if self._debug:
503
+ assert new_x_base.shape == (
504
+ self.n,
505
+ ), "The shape of `new_x_base` is not valid."
506
+ self._const = self(new_x_base, interpolation)
507
+ self._grad = self.grad(new_x_base, interpolation)
508
+ shift = new_x_base - interpolation.x_base
509
+ update = np.outer(
510
+ shift,
511
+ (interpolation.xpt - 0.5 * shift[:, np.newaxis]) @ self._i_hess,
512
+ )
513
+ self._e_hess += update + update.T
514
+
515
+ @staticmethod
516
+ def solve_systems(interpolation, rhs):
517
+ """
518
+ Solve the interpolation systems.
519
+
520
+ Parameters
521
+ ----------
522
+ interpolation : `cobyqa.models.Interpolation`
523
+ Interpolation set.
524
+ rhs : `numpy.ndarray`, shape (npt + n + 1, m)
525
+ Right-hand side vectors of the ``m`` interpolation systems.
526
+
527
+ Returns
528
+ -------
529
+ `numpy.ndarray`, shape (npt + n + 1, m)
530
+ Solutions of the interpolation systems.
531
+ `numpy.ndarray`, shape (m, )
532
+ Whether the interpolation systems are ill-conditioned.
533
+
534
+ Raises
535
+ ------
536
+ `numpy.linalg.LinAlgError`
537
+ If the interpolation systems are ill-defined.
538
+ """
539
+ n, npt = interpolation.xpt.shape
540
+ assert (
541
+ rhs.ndim == 2 and rhs.shape[0] == npt + n + 1
542
+ ), "The shape of `rhs` is not valid."
543
+
544
+ # Build the left-hand side matrix of the interpolation system. The
545
+ # matrix below stores diag(left_scaling) * W * diag(right_scaling),
546
+ # where W is the theoretical matrix of the interpolation system. The
547
+ # left and right scaling matrices are chosen to keep the elements in
548
+ # the matrix well-balanced.
549
+ a, right_scaling, eig = build_system(interpolation)
550
+
551
+ # Build the solution. After a discussion with Mike Saunders and Alexis
552
+ # Montoison during their visit to the Hong Kong Polytechnic University
553
+ # in 2024, we decided to use the eigendecomposition of the symmetric
554
+ # matrix a. This is more stable than the previously employed LBL
555
+ # decomposition, and allows us to directly detect ill-conditioning of
556
+ # the system and to build the least-squares solution if necessary.
557
+ # Numerical experiments have shown that this strategy improves the
558
+ # performance of the solver.
559
+ rhs_scaled = rhs * right_scaling[:, np.newaxis]
560
+ if not (np.all(np.isfinite(a)) and np.all(np.isfinite(rhs_scaled))):
561
+ raise np.linalg.LinAlgError(
562
+ "The interpolation system is ill-defined."
563
+ )
564
+
565
+ # calculated in build_system
566
+ eig_values, eig_vectors = eig
567
+
568
+ large_eig_values = np.abs(eig_values) > EPS
569
+ eig_vectors = eig_vectors[:, large_eig_values]
570
+ inv_eig_values = 1.0 / eig_values[large_eig_values]
571
+ ill_conditioned = ~np.all(large_eig_values, 0)
572
+ left_scaled_solutions = eig_vectors @ (
573
+ (eig_vectors.T @ rhs_scaled) * inv_eig_values[:, np.newaxis]
574
+ )
575
+ return (
576
+ left_scaled_solutions * right_scaling[:, np.newaxis],
577
+ ill_conditioned,
578
+ )
579
+
580
+ @staticmethod
581
+ def _get_model(interpolation, values):
582
+ """
583
+ Solve the interpolation system.
584
+
585
+ Parameters
586
+ ----------
587
+ interpolation : `cobyqa.models.Interpolation`
588
+ Interpolation set.
589
+ values : `numpy.ndarray`, shape (npt,)
590
+ Values of the interpolated function at the interpolation points.
591
+
592
+ Returns
593
+ -------
594
+ float
595
+ Constant term of the quadratic model.
596
+ `numpy.ndarray`, shape (n,)
597
+ Gradient of the quadratic model at ``interpolation.x_base``.
598
+ `numpy.ndarray`, shape (npt,)
599
+ Implicit Hessian matrix of the quadratic model.
600
+
601
+ Raises
602
+ ------
603
+ `numpy.linalg.LinAlgError`
604
+ If the interpolation system is ill-defined.
605
+ """
606
+ assert values.shape == (
607
+ interpolation.npt,
608
+ ), "The shape of `values` is not valid."
609
+ n, npt = interpolation.xpt.shape
610
+ x, ill_conditioned = Quadratic.solve_systems(
611
+ interpolation,
612
+ np.block(
613
+ [
614
+ [
615
+ values,
616
+ np.zeros(n + 1),
617
+ ]
618
+ ]
619
+ ).T,
620
+ )
621
+ return x[npt, 0], x[npt + 1:, 0], x[:npt, 0], ill_conditioned
622
+
623
+
624
+ class Models:
625
+ """
626
+ Models for a nonlinear optimization problem.
627
+ """
628
+
629
+ def __init__(self, pb, options, penalty):
630
+ """
631
+ Initialize the models.
632
+
633
+ Parameters
634
+ ----------
635
+ pb : `cobyqa.problem.Problem`
636
+ Problem to be solved.
637
+ options : dict
638
+ Options of the solver.
639
+ penalty : float
640
+ Penalty parameter used to select the point in the filter to forward
641
+ to the callback function.
642
+
643
+ Raises
644
+ ------
645
+ `cobyqa.utils.MaxEvalError`
646
+ If the maximum number of evaluations is reached.
647
+ `cobyqa.utils.TargetSuccess`
648
+ If a nearly feasible point has been found with an objective
649
+ function value below the target.
650
+ `cobyqa.utils.FeasibleSuccess`
651
+ If a feasible point has been found for a feasibility problem.
652
+ `numpy.linalg.LinAlgError`
653
+ If the interpolation system is ill-defined.
654
+ """
655
+ # Set the initial interpolation set.
656
+ self._debug = options[Options.DEBUG]
657
+ self._interpolation = Interpolation(pb, options)
658
+
659
+ # Evaluate the nonlinear functions at the initial interpolation points.
660
+ x_eval = self.interpolation.point(0)
661
+ fun_init, cub_init, ceq_init = pb(x_eval, penalty)
662
+ self._fun_val = np.full(options[Options.NPT], np.nan)
663
+ self._cub_val = np.full((options[Options.NPT], cub_init.size), np.nan)
664
+ self._ceq_val = np.full((options[Options.NPT], ceq_init.size), np.nan)
665
+ for k in range(options[Options.NPT]):
666
+ if k >= options[Options.MAX_EVAL]:
667
+ raise MaxEvalError
668
+ if k == 0:
669
+ self.fun_val[k] = fun_init
670
+ self.cub_val[k, :] = cub_init
671
+ self.ceq_val[k, :] = ceq_init
672
+ else:
673
+ x_eval = self.interpolation.point(k)
674
+ self.fun_val[k], self.cub_val[k, :], self.ceq_val[k, :] = pb(
675
+ x_eval,
676
+ penalty,
677
+ )
678
+
679
+ # Stop the iterations if the problem is a feasibility problem and
680
+ # the current interpolation point is feasible.
681
+ if (
682
+ pb.is_feasibility
683
+ and pb.maxcv(
684
+ self.interpolation.point(k),
685
+ self.cub_val[k, :],
686
+ self.ceq_val[k, :],
687
+ )
688
+ <= options[Options.FEASIBILITY_TOL]
689
+ ):
690
+ raise FeasibleSuccess
691
+
692
+ # Stop the iterations if the current interpolation point is nearly
693
+ # feasible and has an objective function value below the target.
694
+ if (
695
+ self._fun_val[k] <= options[Options.TARGET]
696
+ and pb.maxcv(
697
+ self.interpolation.point(k),
698
+ self.cub_val[k, :],
699
+ self.ceq_val[k, :],
700
+ )
701
+ <= options[Options.FEASIBILITY_TOL]
702
+ ):
703
+ raise TargetSuccess
704
+
705
+ # Build the initial quadratic models.
706
+ self._fun = Quadratic(
707
+ self.interpolation,
708
+ self._fun_val,
709
+ options[Options.DEBUG],
710
+ )
711
+ self._cub = np.empty(self.m_nonlinear_ub, dtype=Quadratic)
712
+ self._ceq = np.empty(self.m_nonlinear_eq, dtype=Quadratic)
713
+ for i in range(self.m_nonlinear_ub):
714
+ self._cub[i] = Quadratic(
715
+ self.interpolation,
716
+ self.cub_val[:, i],
717
+ options[Options.DEBUG],
718
+ )
719
+ for i in range(self.m_nonlinear_eq):
720
+ self._ceq[i] = Quadratic(
721
+ self.interpolation,
722
+ self.ceq_val[:, i],
723
+ options[Options.DEBUG],
724
+ )
725
+ if self._debug:
726
+ self._check_interpolation_conditions()
727
+
728
+ @property
729
+ def n(self):
730
+ """
731
+ Dimension of the problem.
732
+
733
+ Returns
734
+ -------
735
+ int
736
+ Dimension of the problem.
737
+ """
738
+ return self.interpolation.n
739
+
740
+ @property
741
+ def npt(self):
742
+ """
743
+ Number of interpolation points.
744
+
745
+ Returns
746
+ -------
747
+ int
748
+ Number of interpolation points.
749
+ """
750
+ return self.interpolation.npt
751
+
752
+ @property
753
+ def m_nonlinear_ub(self):
754
+ """
755
+ Number of nonlinear inequality constraints.
756
+
757
+ Returns
758
+ -------
759
+ int
760
+ Number of nonlinear inequality constraints.
761
+ """
762
+ return self.cub_val.shape[1]
763
+
764
+ @property
765
+ def m_nonlinear_eq(self):
766
+ """
767
+ Number of nonlinear equality constraints.
768
+
769
+ Returns
770
+ -------
771
+ int
772
+ Number of nonlinear equality constraints.
773
+ """
774
+ return self.ceq_val.shape[1]
775
+
776
+ @property
777
+ def interpolation(self):
778
+ """
779
+ Interpolation set.
780
+
781
+ Returns
782
+ -------
783
+ `cobyqa.models.Interpolation`
784
+ Interpolation set.
785
+ """
786
+ return self._interpolation
787
+
788
+ @property
789
+ def fun_val(self):
790
+ """
791
+ Values of the objective function at the interpolation points.
792
+
793
+ Returns
794
+ -------
795
+ `numpy.ndarray`, shape (npt,)
796
+ Values of the objective function at the interpolation points.
797
+ """
798
+ return self._fun_val
799
+
800
+ @property
801
+ def cub_val(self):
802
+ """
803
+ Values of the nonlinear inequality constraint functions at the
804
+ interpolation points.
805
+
806
+ Returns
807
+ -------
808
+ `numpy.ndarray`, shape (npt, m_nonlinear_ub)
809
+ Values of the nonlinear inequality constraint functions at the
810
+ interpolation points.
811
+ """
812
+ return self._cub_val
813
+
814
+ @property
815
+ def ceq_val(self):
816
+ """
817
+ Values of the nonlinear equality constraint functions at the
818
+ interpolation points.
819
+
820
+ Returns
821
+ -------
822
+ `numpy.ndarray`, shape (npt, m_nonlinear_eq)
823
+ Values of the nonlinear equality constraint functions at the
824
+ interpolation points.
825
+ """
826
+ return self._ceq_val
827
+
828
+ def fun(self, x):
829
+ """
830
+ Evaluate the quadratic model of the objective function at a given
831
+ point.
832
+
833
+ Parameters
834
+ ----------
835
+ x : `numpy.ndarray`, shape (n,)
836
+ Point at which to evaluate the quadratic model of the objective
837
+ function.
838
+
839
+ Returns
840
+ -------
841
+ float
842
+ Value of the quadratic model of the objective function at `x`.
843
+ """
844
+ if self._debug:
845
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
846
+ return self._fun(x, self.interpolation)
847
+
848
+ def fun_grad(self, x):
849
+ """
850
+ Evaluate the gradient of the quadratic model of the objective function
851
+ at a given point.
852
+
853
+ Parameters
854
+ ----------
855
+ x : `numpy.ndarray`, shape (n,)
856
+ Point at which to evaluate the gradient of the quadratic model of
857
+ the objective function.
858
+
859
+ Returns
860
+ -------
861
+ `numpy.ndarray`, shape (n,)
862
+ Gradient of the quadratic model of the objective function at `x`.
863
+ """
864
+ if self._debug:
865
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
866
+ return self._fun.grad(x, self.interpolation)
867
+
868
+ def fun_hess(self):
869
+ """
870
+ Evaluate the Hessian matrix of the quadratic model of the objective
871
+ function.
872
+
873
+ Returns
874
+ -------
875
+ `numpy.ndarray`, shape (n, n)
876
+ Hessian matrix of the quadratic model of the objective function.
877
+ """
878
+ return self._fun.hess(self.interpolation)
879
+
880
+ def fun_hess_prod(self, v):
881
+ """
882
+ Evaluate the right product of the Hessian matrix of the quadratic model
883
+ of the objective function with a given vector.
884
+
885
+ Parameters
886
+ ----------
887
+ v : `numpy.ndarray`, shape (n,)
888
+ Vector with which the Hessian matrix of the quadratic model of the
889
+ objective function is multiplied from the right.
890
+
891
+ Returns
892
+ -------
893
+ `numpy.ndarray`, shape (n,)
894
+ Right product of the Hessian matrix of the quadratic model of the
895
+ objective function with `v`.
896
+ """
897
+ if self._debug:
898
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
899
+ return self._fun.hess_prod(v, self.interpolation)
900
+
901
+ def fun_curv(self, v):
902
+ """
903
+ Evaluate the curvature of the quadratic model of the objective function
904
+ along a given direction.
905
+
906
+ Parameters
907
+ ----------
908
+ v : `numpy.ndarray`, shape (n,)
909
+ Direction along which the curvature of the quadratic model of the
910
+ objective function is evaluated.
911
+
912
+ Returns
913
+ -------
914
+ float
915
+ Curvature of the quadratic model of the objective function along
916
+ `v`.
917
+ """
918
+ if self._debug:
919
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
920
+ return self._fun.curv(v, self.interpolation)
921
+
922
+ def fun_alt_grad(self, x):
923
+ """
924
+ Evaluate the gradient of the alternative quadratic model of the
925
+ objective function at a given point.
926
+
927
+ Parameters
928
+ ----------
929
+ x : `numpy.ndarray`, shape (n,)
930
+ Point at which to evaluate the gradient of the alternative
931
+ quadratic model of the objective function.
932
+
933
+ Returns
934
+ -------
935
+ `numpy.ndarray`, shape (n,)
936
+ Gradient of the alternative quadratic model of the objective
937
+ function at `x`.
938
+
939
+ Raises
940
+ ------
941
+ `numpy.linalg.LinAlgError`
942
+ If the interpolation system is ill-defined.
943
+ """
944
+ if self._debug:
945
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
946
+ model = Quadratic(self.interpolation, self.fun_val, self._debug)
947
+ return model.grad(x, self.interpolation)
948
+
949
+ def cub(self, x, mask=None):
950
+ """
951
+ Evaluate the quadratic models of the nonlinear inequality functions at
952
+ a given point.
953
+
954
+ Parameters
955
+ ----------
956
+ x : `numpy.ndarray`, shape (n,)
957
+ Point at which to evaluate the quadratic models of the nonlinear
958
+ inequality functions.
959
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
960
+ Mask of the quadratic models to consider.
961
+
962
+ Returns
963
+ -------
964
+ `numpy.ndarray`
965
+ Values of the quadratic model of the nonlinear inequality
966
+ functions.
967
+ """
968
+ if self._debug:
969
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
970
+ assert mask is None or mask.shape == (
971
+ self.m_nonlinear_ub,
972
+ ), "The shape of `mask` is not valid."
973
+ return np.array(
974
+ [model(x, self.interpolation) for model in self._get_cub(mask)]
975
+ )
976
+
977
+ def cub_grad(self, x, mask=None):
978
+ """
979
+ Evaluate the gradients of the quadratic models of the nonlinear
980
+ inequality functions at a given point.
981
+
982
+ Parameters
983
+ ----------
984
+ x : `numpy.ndarray`, shape (n,)
985
+ Point at which to evaluate the gradients of the quadratic models of
986
+ the nonlinear inequality functions.
987
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
988
+ Mask of the quadratic models to consider.
989
+
990
+ Returns
991
+ -------
992
+ `numpy.ndarray`
993
+ Gradients of the quadratic model of the nonlinear inequality
994
+ functions.
995
+ """
996
+ if self._debug:
997
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
998
+ assert mask is None or mask.shape == (
999
+ self.m_nonlinear_ub,
1000
+ ), "The shape of `mask` is not valid."
1001
+ return np.reshape(
1002
+ [model.grad(x, self.interpolation)
1003
+ for model in self._get_cub(mask)],
1004
+ (-1, self.n),
1005
+ )
1006
+
1007
+ def cub_hess(self, mask=None):
1008
+ """
1009
+ Evaluate the Hessian matrices of the quadratic models of the nonlinear
1010
+ inequality functions.
1011
+
1012
+ Parameters
1013
+ ----------
1014
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1015
+ Mask of the quadratic models to consider.
1016
+
1017
+ Returns
1018
+ -------
1019
+ `numpy.ndarray`
1020
+ Hessian matrices of the quadratic models of the nonlinear
1021
+ inequality functions.
1022
+ """
1023
+ if self._debug:
1024
+ assert mask is None or mask.shape == (
1025
+ self.m_nonlinear_ub,
1026
+ ), "The shape of `mask` is not valid."
1027
+ return np.reshape(
1028
+ [model.hess(self.interpolation) for model in self._get_cub(mask)],
1029
+ (-1, self.n, self.n),
1030
+ )
1031
+
1032
+ def cub_hess_prod(self, v, mask=None):
1033
+ """
1034
+ Evaluate the right product of the Hessian matrices of the quadratic
1035
+ models of the nonlinear inequality functions with a given vector.
1036
+
1037
+ Parameters
1038
+ ----------
1039
+ v : `numpy.ndarray`, shape (n,)
1040
+ Vector with which the Hessian matrices of the quadratic models of
1041
+ the nonlinear inequality functions are multiplied from the right.
1042
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1043
+ Mask of the quadratic models to consider.
1044
+
1045
+ Returns
1046
+ -------
1047
+ `numpy.ndarray`
1048
+ Right products of the Hessian matrices of the quadratic models of
1049
+ the nonlinear inequality functions with `v`.
1050
+ """
1051
+ if self._debug:
1052
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1053
+ assert mask is None or mask.shape == (
1054
+ self.m_nonlinear_ub,
1055
+ ), "The shape of `mask` is not valid."
1056
+ return np.reshape(
1057
+ [
1058
+ model.hess_prod(v, self.interpolation)
1059
+ for model in self._get_cub(mask)
1060
+ ],
1061
+ (-1, self.n),
1062
+ )
1063
+
1064
+ def cub_curv(self, v, mask=None):
1065
+ """
1066
+ Evaluate the curvature of the quadratic models of the nonlinear
1067
+ inequality functions along a given direction.
1068
+
1069
+ Parameters
1070
+ ----------
1071
+ v : `numpy.ndarray`, shape (n,)
1072
+ Direction along which the curvature of the quadratic models of the
1073
+ nonlinear inequality functions is evaluated.
1074
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1075
+ Mask of the quadratic models to consider.
1076
+
1077
+ Returns
1078
+ -------
1079
+ `numpy.ndarray`
1080
+ Curvature of the quadratic models of the nonlinear inequality
1081
+ functions along `v`.
1082
+ """
1083
+ if self._debug:
1084
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1085
+ assert mask is None or mask.shape == (
1086
+ self.m_nonlinear_ub,
1087
+ ), "The shape of `mask` is not valid."
1088
+ return np.array(
1089
+ [model.curv(v, self.interpolation)
1090
+ for model in self._get_cub(mask)]
1091
+ )
1092
+
1093
+ def ceq(self, x, mask=None):
1094
+ """
1095
+ Evaluate the quadratic models of the nonlinear equality functions at a
1096
+ given point.
1097
+
1098
+ Parameters
1099
+ ----------
1100
+ x : `numpy.ndarray`, shape (n,)
1101
+ Point at which to evaluate the quadratic models of the nonlinear
1102
+ equality functions.
1103
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1104
+ Mask of the quadratic models to consider.
1105
+
1106
+ Returns
1107
+ -------
1108
+ `numpy.ndarray`
1109
+ Values of the quadratic model of the nonlinear equality functions.
1110
+ """
1111
+ if self._debug:
1112
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
1113
+ assert mask is None or mask.shape == (
1114
+ self.m_nonlinear_eq,
1115
+ ), "The shape of `mask` is not valid."
1116
+ return np.array(
1117
+ [model(x, self.interpolation) for model in self._get_ceq(mask)]
1118
+ )
1119
+
1120
+ def ceq_grad(self, x, mask=None):
1121
+ """
1122
+ Evaluate the gradients of the quadratic models of the nonlinear
1123
+ equality functions at a given point.
1124
+
1125
+ Parameters
1126
+ ----------
1127
+ x : `numpy.ndarray`, shape (n,)
1128
+ Point at which to evaluate the gradients of the quadratic models of
1129
+ the nonlinear equality functions.
1130
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1131
+ Mask of the quadratic models to consider.
1132
+
1133
+ Returns
1134
+ -------
1135
+ `numpy.ndarray`
1136
+ Gradients of the quadratic model of the nonlinear equality
1137
+ functions.
1138
+ """
1139
+ if self._debug:
1140
+ assert x.shape == (self.n,), "The shape of `x` is not valid."
1141
+ assert mask is None or mask.shape == (
1142
+ self.m_nonlinear_eq,
1143
+ ), "The shape of `mask` is not valid."
1144
+ return np.reshape(
1145
+ [model.grad(x, self.interpolation)
1146
+ for model in self._get_ceq(mask)],
1147
+ (-1, self.n),
1148
+ )
1149
+
1150
+ def ceq_hess(self, mask=None):
1151
+ """
1152
+ Evaluate the Hessian matrices of the quadratic models of the nonlinear
1153
+ equality functions.
1154
+
1155
+ Parameters
1156
+ ----------
1157
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1158
+ Mask of the quadratic models to consider.
1159
+
1160
+ Returns
1161
+ -------
1162
+ `numpy.ndarray`
1163
+ Hessian matrices of the quadratic models of the nonlinear equality
1164
+ functions.
1165
+ """
1166
+ if self._debug:
1167
+ assert mask is None or mask.shape == (
1168
+ self.m_nonlinear_eq,
1169
+ ), "The shape of `mask` is not valid."
1170
+ return np.reshape(
1171
+ [model.hess(self.interpolation) for model in self._get_ceq(mask)],
1172
+ (-1, self.n, self.n),
1173
+ )
1174
+
1175
+ def ceq_hess_prod(self, v, mask=None):
1176
+ """
1177
+ Evaluate the right product of the Hessian matrices of the quadratic
1178
+ models of the nonlinear equality functions with a given vector.
1179
+
1180
+ Parameters
1181
+ ----------
1182
+ v : `numpy.ndarray`, shape (n,)
1183
+ Vector with which the Hessian matrices of the quadratic models of
1184
+ the nonlinear equality functions are multiplied from the right.
1185
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1186
+ Mask of the quadratic models to consider.
1187
+
1188
+ Returns
1189
+ -------
1190
+ `numpy.ndarray`
1191
+ Right products of the Hessian matrices of the quadratic models of
1192
+ the nonlinear equality functions with `v`.
1193
+ """
1194
+ if self._debug:
1195
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1196
+ assert mask is None or mask.shape == (
1197
+ self.m_nonlinear_eq,
1198
+ ), "The shape of `mask` is not valid."
1199
+ return np.reshape(
1200
+ [
1201
+ model.hess_prod(v, self.interpolation)
1202
+ for model in self._get_ceq(mask)
1203
+ ],
1204
+ (-1, self.n),
1205
+ )
1206
+
1207
+ def ceq_curv(self, v, mask=None):
1208
+ """
1209
+ Evaluate the curvature of the quadratic models of the nonlinear
1210
+ equality functions along a given direction.
1211
+
1212
+ Parameters
1213
+ ----------
1214
+ v : `numpy.ndarray`, shape (n,)
1215
+ Direction along which the curvature of the quadratic models of the
1216
+ nonlinear equality functions is evaluated.
1217
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1218
+ Mask of the quadratic models to consider.
1219
+
1220
+ Returns
1221
+ -------
1222
+ `numpy.ndarray`
1223
+ Curvature of the quadratic models of the nonlinear equality
1224
+ functions along `v`.
1225
+ """
1226
+ if self._debug:
1227
+ assert v.shape == (self.n,), "The shape of `v` is not valid."
1228
+ assert mask is None or mask.shape == (
1229
+ self.m_nonlinear_eq,
1230
+ ), "The shape of `mask` is not valid."
1231
+ return np.array(
1232
+ [model.curv(v, self.interpolation)
1233
+ for model in self._get_ceq(mask)]
1234
+ )
1235
+
1236
+ def reset_models(self):
1237
+ """
1238
+ Set the quadratic models of the objective function, nonlinear
1239
+ inequality constraints, and nonlinear equality constraints to the
1240
+ alternative quadratic models.
1241
+
1242
+ Raises
1243
+ ------
1244
+ `numpy.linalg.LinAlgError`
1245
+ If the interpolation system is ill-defined.
1246
+ """
1247
+ self._fun = Quadratic(self.interpolation, self.fun_val, self._debug)
1248
+ for i in range(self.m_nonlinear_ub):
1249
+ self._cub[i] = Quadratic(
1250
+ self.interpolation,
1251
+ self.cub_val[:, i],
1252
+ self._debug,
1253
+ )
1254
+ for i in range(self.m_nonlinear_eq):
1255
+ self._ceq[i] = Quadratic(
1256
+ self.interpolation,
1257
+ self.ceq_val[:, i],
1258
+ self._debug,
1259
+ )
1260
+ if self._debug:
1261
+ self._check_interpolation_conditions()
1262
+
1263
+ def update_interpolation(self, k_new, x_new, fun_val, cub_val, ceq_val):
1264
+ """
1265
+ Update the interpolation set.
1266
+
1267
+ This method updates the interpolation set by replacing the `knew`-th
1268
+ interpolation point with `xnew`. It also updates the function values
1269
+ and the quadratic models.
1270
+
1271
+ Parameters
1272
+ ----------
1273
+ k_new : int
1274
+ Index of the updated interpolation point.
1275
+ x_new : `numpy.ndarray`, shape (n,)
1276
+ New interpolation point. Its value is interpreted as relative to
1277
+ the origin, not the base point.
1278
+ fun_val : float
1279
+ Value of the objective function at `x_new`.
1280
+ Objective function value at `x_new`.
1281
+ cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,)
1282
+ Values of the nonlinear inequality constraints at `x_new`.
1283
+ ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,)
1284
+ Values of the nonlinear equality constraints at `x_new`.
1285
+
1286
+ Raises
1287
+ ------
1288
+ `numpy.linalg.LinAlgError`
1289
+ If the interpolation system is ill-defined.
1290
+ """
1291
+ if self._debug:
1292
+ assert 0 <= k_new < self.npt, "The index `k_new` is not valid."
1293
+ assert x_new.shape == (self.n,), \
1294
+ "The shape of `x_new` is not valid."
1295
+ assert isinstance(fun_val, float), \
1296
+ "The function value is not valid."
1297
+ assert cub_val.shape == (
1298
+ self.m_nonlinear_ub,
1299
+ ), "The shape of `cub_val` is not valid."
1300
+ assert ceq_val.shape == (
1301
+ self.m_nonlinear_eq,
1302
+ ), "The shape of `ceq_val` is not valid."
1303
+
1304
+ # Compute the updates in the interpolation conditions.
1305
+ fun_diff = np.zeros(self.npt)
1306
+ cub_diff = np.zeros(self.cub_val.shape)
1307
+ ceq_diff = np.zeros(self.ceq_val.shape)
1308
+ fun_diff[k_new] = fun_val - self.fun(x_new)
1309
+ cub_diff[k_new, :] = cub_val - self.cub(x_new)
1310
+ ceq_diff[k_new, :] = ceq_val - self.ceq(x_new)
1311
+
1312
+ # Update the function values.
1313
+ self.fun_val[k_new] = fun_val
1314
+ self.cub_val[k_new, :] = cub_val
1315
+ self.ceq_val[k_new, :] = ceq_val
1316
+
1317
+ # Update the interpolation set.
1318
+ dir_old = np.copy(self.interpolation.xpt[:, k_new])
1319
+ self.interpolation.xpt[:, k_new] = x_new - self.interpolation.x_base
1320
+
1321
+ # Update the quadratic models.
1322
+ ill_conditioned = self._fun.update(
1323
+ self.interpolation,
1324
+ k_new,
1325
+ dir_old,
1326
+ fun_diff,
1327
+ )
1328
+ for i in range(self.m_nonlinear_ub):
1329
+ ill_conditioned = ill_conditioned or self._cub[i].update(
1330
+ self.interpolation,
1331
+ k_new,
1332
+ dir_old,
1333
+ cub_diff[:, i],
1334
+ )
1335
+ for i in range(self.m_nonlinear_eq):
1336
+ ill_conditioned = ill_conditioned or self._ceq[i].update(
1337
+ self.interpolation,
1338
+ k_new,
1339
+ dir_old,
1340
+ ceq_diff[:, i],
1341
+ )
1342
+ if self._debug:
1343
+ self._check_interpolation_conditions()
1344
+ return ill_conditioned
1345
+
1346
+ def determinants(self, x_new, k_new=None):
1347
+ """
1348
+ Compute the normalized determinants of the new interpolation systems.
1349
+
1350
+ Parameters
1351
+ ----------
1352
+ x_new : `numpy.ndarray`, shape (n,)
1353
+ New interpolation point. Its value is interpreted as relative to
1354
+ the origin, not the base point.
1355
+ k_new : int, optional
1356
+ Index of the updated interpolation point. If `k_new` is not
1357
+ specified, all the possible determinants are computed.
1358
+
1359
+ Returns
1360
+ -------
1361
+ {float, `numpy.ndarray`, shape (npt,)}
1362
+ Determinant(s) of the new interpolation system.
1363
+
1364
+ Raises
1365
+ ------
1366
+ `numpy.linalg.LinAlgError`
1367
+ If the interpolation system is ill-defined.
1368
+
1369
+ Notes
1370
+ -----
1371
+ The determinants are normalized by the determinant of the current
1372
+ interpolation system. For stability reasons, the calculations are done
1373
+ using the formula (2.12) in [1]_.
1374
+
1375
+ References
1376
+ ----------
1377
+ .. [1] M. J. D. Powell. On updating the inverse of a KKT matrix.
1378
+ Technical Report DAMTP 2004/NA01, Department of Applied Mathematics
1379
+ and Theoretical Physics, University of Cambridge, Cambridge, UK,
1380
+ 2004.
1381
+ """
1382
+ if self._debug:
1383
+ assert x_new.shape == (self.n,), \
1384
+ "The shape of `x_new` is not valid."
1385
+ assert (
1386
+ k_new is None or 0 <= k_new < self.npt
1387
+ ), "The index `k_new` is not valid."
1388
+
1389
+ # Compute the values independent of k_new.
1390
+ shift = x_new - self.interpolation.x_base
1391
+ new_col = np.empty((self.npt + self.n + 1, 1))
1392
+ new_col[: self.npt, 0] = (
1393
+ 0.5 * (self.interpolation.xpt.T @ shift) ** 2.0)
1394
+ new_col[self.npt, 0] = 1.0
1395
+ new_col[self.npt + 1:, 0] = shift
1396
+ inv_new_col = Quadratic.solve_systems(self.interpolation, new_col)[0]
1397
+ beta = 0.5 * (shift @ shift) ** 2.0 - new_col[:, 0] @ inv_new_col[:, 0]
1398
+
1399
+ # Compute the values that depend on k.
1400
+ if k_new is None:
1401
+ coord_vec = np.eye(self.npt + self.n + 1, self.npt)
1402
+ alpha = np.diag(
1403
+ Quadratic.solve_systems(
1404
+ self.interpolation,
1405
+ coord_vec,
1406
+ )[0]
1407
+ )
1408
+ tau = inv_new_col[: self.npt, 0]
1409
+ else:
1410
+ coord_vec = np.eye(self.npt + self.n + 1, 1, -k_new)
1411
+ alpha = Quadratic.solve_systems(
1412
+ self.interpolation,
1413
+ coord_vec,
1414
+ )[
1415
+ 0
1416
+ ][k_new, 0]
1417
+ tau = inv_new_col[k_new, 0]
1418
+ return alpha * beta + tau**2.0
1419
+
1420
+ def shift_x_base(self, new_x_base, options):
1421
+ """
1422
+ Shift the base point without changing the interpolation set.
1423
+
1424
+ Parameters
1425
+ ----------
1426
+ new_x_base : `numpy.ndarray`, shape (n,)
1427
+ New base point.
1428
+ options : dict
1429
+ Options of the solver.
1430
+ """
1431
+ if self._debug:
1432
+ assert new_x_base.shape == (
1433
+ self.n,
1434
+ ), "The shape of `new_x_base` is not valid."
1435
+
1436
+ # Update the models.
1437
+ self._fun.shift_x_base(self.interpolation, new_x_base)
1438
+ for model in self._cub:
1439
+ model.shift_x_base(self.interpolation, new_x_base)
1440
+ for model in self._ceq:
1441
+ model.shift_x_base(self.interpolation, new_x_base)
1442
+
1443
+ # Update the base point and the interpolation points.
1444
+ shift = new_x_base - self.interpolation.x_base
1445
+ self.interpolation.x_base += shift
1446
+ self.interpolation.xpt -= shift[:, np.newaxis]
1447
+ if options[Options.DEBUG]:
1448
+ self._check_interpolation_conditions()
1449
+
1450
+ def _get_cub(self, mask=None):
1451
+ """
1452
+ Get the quadratic models of the nonlinear inequality constraints.
1453
+
1454
+ Parameters
1455
+ ----------
1456
+ mask : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
1457
+ Mask of the quadratic models to return.
1458
+
1459
+ Returns
1460
+ -------
1461
+ `numpy.ndarray`
1462
+ Quadratic models of the nonlinear inequality constraints.
1463
+ """
1464
+ return self._cub if mask is None else self._cub[mask]
1465
+
1466
+ def _get_ceq(self, mask=None):
1467
+ """
1468
+ Get the quadratic models of the nonlinear equality constraints.
1469
+
1470
+ Parameters
1471
+ ----------
1472
+ mask : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
1473
+ Mask of the quadratic models to return.
1474
+
1475
+ Returns
1476
+ -------
1477
+ `numpy.ndarray`
1478
+ Quadratic models of the nonlinear equality constraints.
1479
+ """
1480
+ return self._ceq if mask is None else self._ceq[mask]
1481
+
1482
+ def _check_interpolation_conditions(self):
1483
+ """
1484
+ Check the interpolation conditions of all quadratic models.
1485
+ """
1486
+ error_fun = 0.0
1487
+ error_cub = 0.0
1488
+ error_ceq = 0.0
1489
+ for k in range(self.npt):
1490
+ error_fun = np.max(
1491
+ [
1492
+ error_fun,
1493
+ np.abs(
1494
+ self.fun(self.interpolation.point(k)) - self.fun_val[k]
1495
+ ),
1496
+ ]
1497
+ )
1498
+ error_cub = np.max(
1499
+ np.abs(
1500
+ self.cub(self.interpolation.point(k)) - self.cub_val[k, :]
1501
+ ),
1502
+ initial=error_cub,
1503
+ )
1504
+ error_ceq = np.max(
1505
+ np.abs(
1506
+ self.ceq(self.interpolation.point(k)) - self.ceq_val[k, :]
1507
+ ),
1508
+ initial=error_ceq,
1509
+ )
1510
+ tol = 10.0 * np.sqrt(EPS) * max(self.n, self.npt)
1511
+ if error_fun > tol * np.max(np.abs(self.fun_val), initial=1.0):
1512
+ warnings.warn(
1513
+ "The interpolation conditions for the objective function are "
1514
+ "not satisfied.",
1515
+ RuntimeWarning,
1516
+ 2,
1517
+ )
1518
+ if error_cub > tol * np.max(np.abs(self.cub_val), initial=1.0):
1519
+ warnings.warn(
1520
+ "The interpolation conditions for the inequality constraint "
1521
+ "function are not satisfied.",
1522
+ RuntimeWarning,
1523
+ 2,
1524
+ )
1525
+ if error_ceq > tol * np.max(np.abs(self.ceq_val), initial=1.0):
1526
+ warnings.warn(
1527
+ "The interpolation conditions for the equality constraint "
1528
+ "function are not satisfied.",
1529
+ RuntimeWarning,
1530
+ 2,
1531
+ )
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/problem.py ADDED
@@ -0,0 +1,1296 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from contextlib import suppress
2
+ from inspect import signature
3
+ import copy
4
+
5
+ import numpy as np
6
+ from scipy.optimize import (
7
+ Bounds,
8
+ LinearConstraint,
9
+ NonlinearConstraint,
10
+ OptimizeResult,
11
+ )
12
+ from scipy.optimize._constraints import PreparedConstraint
13
+
14
+
15
+ from .settings import PRINT_OPTIONS, BARRIER
16
+ from .utils import CallbackSuccess, get_arrays_tol
17
+ from .utils import exact_1d_array
18
+
19
+
20
+ class ObjectiveFunction:
21
+ """
22
+ Real-valued objective function.
23
+ """
24
+
25
+ def __init__(self, fun, verbose, debug, *args):
26
+ """
27
+ Initialize the objective function.
28
+
29
+ Parameters
30
+ ----------
31
+ fun : {callable, None}
32
+ Function to evaluate, or None.
33
+
34
+ ``fun(x, *args) -> float``
35
+
36
+ where ``x`` is an array with shape (n,) and `args` is a tuple.
37
+ verbose : bool
38
+ Whether to print the function evaluations.
39
+ debug : bool
40
+ Whether to make debugging tests during the execution.
41
+ *args : tuple
42
+ Additional arguments to be passed to the function.
43
+ """
44
+ if debug:
45
+ assert fun is None or callable(fun)
46
+ assert isinstance(verbose, bool)
47
+ assert isinstance(debug, bool)
48
+
49
+ self._fun = fun
50
+ self._verbose = verbose
51
+ self._args = args
52
+ self._n_eval = 0
53
+
54
+ def __call__(self, x):
55
+ """
56
+ Evaluate the objective function.
57
+
58
+ Parameters
59
+ ----------
60
+ x : array_like, shape (n,)
61
+ Point at which the objective function is evaluated.
62
+
63
+ Returns
64
+ -------
65
+ float
66
+ Function value at `x`.
67
+ """
68
+ x = np.array(x, dtype=float)
69
+ if self._fun is None:
70
+ f = 0.0
71
+ else:
72
+ f = float(np.squeeze(self._fun(x, *self._args)))
73
+ self._n_eval += 1
74
+ if self._verbose:
75
+ with np.printoptions(**PRINT_OPTIONS):
76
+ print(f"{self.name}({x}) = {f}")
77
+ return f
78
+
79
+ @property
80
+ def n_eval(self):
81
+ """
82
+ Number of function evaluations.
83
+
84
+ Returns
85
+ -------
86
+ int
87
+ Number of function evaluations.
88
+ """
89
+ return self._n_eval
90
+
91
+ @property
92
+ def name(self):
93
+ """
94
+ Name of the objective function.
95
+
96
+ Returns
97
+ -------
98
+ str
99
+ Name of the objective function.
100
+ """
101
+ name = ""
102
+ if self._fun is not None:
103
+ try:
104
+ name = self._fun.__name__
105
+ except AttributeError:
106
+ name = "fun"
107
+ return name
108
+
109
+
110
+ class BoundConstraints:
111
+ """
112
+ Bound constraints ``xl <= x <= xu``.
113
+ """
114
+
115
+ def __init__(self, bounds):
116
+ """
117
+ Initialize the bound constraints.
118
+
119
+ Parameters
120
+ ----------
121
+ bounds : scipy.optimize.Bounds
122
+ Bound constraints.
123
+ """
124
+ self._xl = np.array(bounds.lb, float)
125
+ self._xu = np.array(bounds.ub, float)
126
+
127
+ # Remove the ill-defined bounds.
128
+ self.xl[np.isnan(self.xl)] = -np.inf
129
+ self.xu[np.isnan(self.xu)] = np.inf
130
+
131
+ self.is_feasible = (
132
+ np.all(self.xl <= self.xu)
133
+ and np.all(self.xl < np.inf)
134
+ and np.all(self.xu > -np.inf)
135
+ )
136
+ self.m = np.count_nonzero(self.xl > -np.inf) + np.count_nonzero(
137
+ self.xu < np.inf
138
+ )
139
+ self.pcs = PreparedConstraint(bounds, np.ones(bounds.lb.size))
140
+
141
+ @property
142
+ def xl(self):
143
+ """
144
+ Lower bound.
145
+
146
+ Returns
147
+ -------
148
+ `numpy.ndarray`, shape (n,)
149
+ Lower bound.
150
+ """
151
+ return self._xl
152
+
153
+ @property
154
+ def xu(self):
155
+ """
156
+ Upper bound.
157
+
158
+ Returns
159
+ -------
160
+ `numpy.ndarray`, shape (n,)
161
+ Upper bound.
162
+ """
163
+ return self._xu
164
+
165
+ def maxcv(self, x):
166
+ """
167
+ Evaluate the maximum constraint violation.
168
+
169
+ Parameters
170
+ ----------
171
+ x : array_like, shape (n,)
172
+ Point at which the maximum constraint violation is evaluated.
173
+
174
+ Returns
175
+ -------
176
+ float
177
+ Maximum constraint violation at `x`.
178
+ """
179
+ x = np.asarray(x, dtype=float)
180
+ return self.violation(x)
181
+
182
+ def violation(self, x):
183
+ # shortcut for no bounds
184
+ if self.is_feasible:
185
+ return np.array([0])
186
+ else:
187
+ return self.pcs.violation(x)
188
+
189
+ def project(self, x):
190
+ """
191
+ Project a point onto the feasible set.
192
+
193
+ Parameters
194
+ ----------
195
+ x : array_like, shape (n,)
196
+ Point to be projected.
197
+
198
+ Returns
199
+ -------
200
+ `numpy.ndarray`, shape (n,)
201
+ Projection of `x` onto the feasible set.
202
+ """
203
+ return np.clip(x, self.xl, self.xu) if self.is_feasible else x
204
+
205
+
206
+ class LinearConstraints:
207
+ """
208
+ Linear constraints ``a_ub @ x <= b_ub`` and ``a_eq @ x == b_eq``.
209
+ """
210
+
211
+ def __init__(self, constraints, n, debug):
212
+ """
213
+ Initialize the linear constraints.
214
+
215
+ Parameters
216
+ ----------
217
+ constraints : list of LinearConstraint
218
+ Linear constraints.
219
+ n : int
220
+ Number of variables.
221
+ debug : bool
222
+ Whether to make debugging tests during the execution.
223
+ """
224
+ if debug:
225
+ assert isinstance(constraints, list)
226
+ for constraint in constraints:
227
+ assert isinstance(constraint, LinearConstraint)
228
+ assert isinstance(debug, bool)
229
+
230
+ self._a_ub = np.empty((0, n))
231
+ self._b_ub = np.empty(0)
232
+ self._a_eq = np.empty((0, n))
233
+ self._b_eq = np.empty(0)
234
+ for constraint in constraints:
235
+ is_equality = np.abs(
236
+ constraint.ub - constraint.lb
237
+ ) <= get_arrays_tol(constraint.lb, constraint.ub)
238
+ if np.any(is_equality):
239
+ self._a_eq = np.vstack((self.a_eq, constraint.A[is_equality]))
240
+ self._b_eq = np.concatenate(
241
+ (
242
+ self.b_eq,
243
+ 0.5
244
+ * (
245
+ constraint.lb[is_equality]
246
+ + constraint.ub[is_equality]
247
+ ),
248
+ )
249
+ )
250
+ if not np.all(is_equality):
251
+ self._a_ub = np.vstack(
252
+ (
253
+ self.a_ub,
254
+ constraint.A[~is_equality],
255
+ -constraint.A[~is_equality],
256
+ )
257
+ )
258
+ self._b_ub = np.concatenate(
259
+ (
260
+ self.b_ub,
261
+ constraint.ub[~is_equality],
262
+ -constraint.lb[~is_equality],
263
+ )
264
+ )
265
+
266
+ # Remove the ill-defined constraints.
267
+ self.a_ub[np.isnan(self.a_ub)] = 0.0
268
+ self.a_eq[np.isnan(self.a_eq)] = 0.0
269
+ undef_ub = np.isnan(self.b_ub) | np.isinf(self.b_ub)
270
+ undef_eq = np.isnan(self.b_eq)
271
+ self._a_ub = self.a_ub[~undef_ub, :]
272
+ self._b_ub = self.b_ub[~undef_ub]
273
+ self._a_eq = self.a_eq[~undef_eq, :]
274
+ self._b_eq = self.b_eq[~undef_eq]
275
+ self.pcs = [
276
+ PreparedConstraint(c, np.ones(n)) for c in constraints if c.A.size
277
+ ]
278
+
279
+ @property
280
+ def a_ub(self):
281
+ """
282
+ Left-hand side matrix of the linear inequality constraints.
283
+
284
+ Returns
285
+ -------
286
+ `numpy.ndarray`, shape (m, n)
287
+ Left-hand side matrix of the linear inequality constraints.
288
+ """
289
+ return self._a_ub
290
+
291
+ @property
292
+ def b_ub(self):
293
+ """
294
+ Right-hand side vector of the linear inequality constraints.
295
+
296
+ Returns
297
+ -------
298
+ `numpy.ndarray`, shape (m, n)
299
+ Right-hand side vector of the linear inequality constraints.
300
+ """
301
+ return self._b_ub
302
+
303
+ @property
304
+ def a_eq(self):
305
+ """
306
+ Left-hand side matrix of the linear equality constraints.
307
+
308
+ Returns
309
+ -------
310
+ `numpy.ndarray`, shape (m, n)
311
+ Left-hand side matrix of the linear equality constraints.
312
+ """
313
+ return self._a_eq
314
+
315
+ @property
316
+ def b_eq(self):
317
+ """
318
+ Right-hand side vector of the linear equality constraints.
319
+
320
+ Returns
321
+ -------
322
+ `numpy.ndarray`, shape (m, n)
323
+ Right-hand side vector of the linear equality constraints.
324
+ """
325
+ return self._b_eq
326
+
327
+ @property
328
+ def m_ub(self):
329
+ """
330
+ Number of linear inequality constraints.
331
+
332
+ Returns
333
+ -------
334
+ int
335
+ Number of linear inequality constraints.
336
+ """
337
+ return self.b_ub.size
338
+
339
+ @property
340
+ def m_eq(self):
341
+ """
342
+ Number of linear equality constraints.
343
+
344
+ Returns
345
+ -------
346
+ int
347
+ Number of linear equality constraints.
348
+ """
349
+ return self.b_eq.size
350
+
351
+ def maxcv(self, x):
352
+ """
353
+ Evaluate the maximum constraint violation.
354
+
355
+ Parameters
356
+ ----------
357
+ x : array_like, shape (n,)
358
+ Point at which the maximum constraint violation is evaluated.
359
+
360
+ Returns
361
+ -------
362
+ float
363
+ Maximum constraint violation at `x`.
364
+ """
365
+ return np.max(self.violation(x), initial=0.0)
366
+
367
+ def violation(self, x):
368
+ if len(self.pcs):
369
+ return np.concatenate([pc.violation(x) for pc in self.pcs])
370
+ return np.array([])
371
+
372
+
373
+ class NonlinearConstraints:
374
+ """
375
+ Nonlinear constraints ``c_ub(x) <= 0`` and ``c_eq(x) == b_eq``.
376
+ """
377
+
378
+ def __init__(self, constraints, verbose, debug):
379
+ """
380
+ Initialize the nonlinear constraints.
381
+
382
+ Parameters
383
+ ----------
384
+ constraints : list
385
+ Nonlinear constraints.
386
+ verbose : bool
387
+ Whether to print the function evaluations.
388
+ debug : bool
389
+ Whether to make debugging tests during the execution.
390
+ """
391
+ if debug:
392
+ assert isinstance(constraints, list)
393
+ for constraint in constraints:
394
+ assert isinstance(constraint, NonlinearConstraint)
395
+ assert isinstance(verbose, bool)
396
+ assert isinstance(debug, bool)
397
+
398
+ self._constraints = constraints
399
+ self.pcs = []
400
+ self._verbose = verbose
401
+
402
+ # map of indexes for equality and inequality constraints
403
+ self._map_ub = None
404
+ self._map_eq = None
405
+ self._m_ub = self._m_eq = None
406
+
407
+ def __call__(self, x):
408
+ """
409
+ Calculates the residual (slack) for the constraints.
410
+
411
+ Parameters
412
+ ----------
413
+ x : array_like, shape (n,)
414
+ Point at which the constraints are evaluated.
415
+
416
+ Returns
417
+ -------
418
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
419
+ Nonlinear inequality constraint slack values.
420
+ `numpy.ndarray`, shape (m_nonlinear_eq,)
421
+ Nonlinear equality constraint slack values.
422
+ """
423
+ if not len(self._constraints):
424
+ self._m_eq = self._m_ub = 0
425
+ return np.array([]), np.array([])
426
+
427
+ x = np.array(x, dtype=float)
428
+ # first time around the constraints haven't been prepared
429
+ if not len(self.pcs):
430
+ self._map_ub = []
431
+ self._map_eq = []
432
+ self._m_eq = 0
433
+ self._m_ub = 0
434
+
435
+ for constraint in self._constraints:
436
+ if not callable(constraint.jac):
437
+ # having a callable constraint function prevents
438
+ # constraint.fun from being evaluated when preparing
439
+ # constraint
440
+ c = copy.copy(constraint)
441
+ c.jac = lambda x0: x0
442
+ c.hess = lambda x0, v: 0.0
443
+ pc = PreparedConstraint(c, x)
444
+ else:
445
+ pc = PreparedConstraint(constraint, x)
446
+ # we're going to be using the same x value again immediately
447
+ # after this initialisation
448
+ pc.fun.f_updated = True
449
+
450
+ self.pcs.append(pc)
451
+ idx = np.arange(pc.fun.m)
452
+
453
+ # figure out equality and inequality maps
454
+ lb, ub = pc.bounds[0], pc.bounds[1]
455
+ arr_tol = get_arrays_tol(lb, ub)
456
+ is_equality = np.abs(ub - lb) <= arr_tol
457
+ self._map_eq.append(idx[is_equality])
458
+ self._map_ub.append(idx[~is_equality])
459
+
460
+ # these values will be corrected to their proper values later
461
+ self._m_eq += np.count_nonzero(is_equality)
462
+ self._m_ub += np.count_nonzero(~is_equality)
463
+
464
+ c_ub = []
465
+ c_eq = []
466
+ for i, pc in enumerate(self.pcs):
467
+ val = pc.fun.fun(x)
468
+ if self._verbose:
469
+ with np.printoptions(**PRINT_OPTIONS):
470
+ with suppress(AttributeError):
471
+ fun_name = self._constraints[i].fun.__name__
472
+ print(f"{fun_name}({x}) = {val}")
473
+
474
+ # separate violations into c_eq and c_ub
475
+ eq_idx = self._map_eq[i]
476
+ ub_idx = self._map_ub[i]
477
+
478
+ ub_val = val[ub_idx]
479
+ if len(ub_idx):
480
+ xl = pc.bounds[0][ub_idx]
481
+ xu = pc.bounds[1][ub_idx]
482
+
483
+ # calculate slack within lower bound
484
+ finite_xl = xl > -np.inf
485
+ _v = xl[finite_xl] - ub_val[finite_xl]
486
+ c_ub.append(_v)
487
+
488
+ # calculate slack within lower bound
489
+ finite_xu = xu < np.inf
490
+ _v = ub_val[finite_xu] - xu[finite_xu]
491
+ c_ub.append(_v)
492
+
493
+ # equality constraints taken from midpoint between lb and ub
494
+ eq_val = val[eq_idx]
495
+ if len(eq_idx):
496
+ midpoint = 0.5 * (pc.bounds[1][eq_idx] + pc.bounds[0][eq_idx])
497
+ eq_val -= midpoint
498
+ c_eq.append(eq_val)
499
+
500
+ if self._m_eq:
501
+ c_eq = np.concatenate(c_eq)
502
+ else:
503
+ c_eq = np.array([])
504
+
505
+ if self._m_ub:
506
+ c_ub = np.concatenate(c_ub)
507
+ else:
508
+ c_ub = np.array([])
509
+
510
+ self._m_ub = c_ub.size
511
+ self._m_eq = c_eq.size
512
+
513
+ return c_ub, c_eq
514
+
515
+ @property
516
+ def m_ub(self):
517
+ """
518
+ Number of nonlinear inequality constraints.
519
+
520
+ Returns
521
+ -------
522
+ int
523
+ Number of nonlinear inequality constraints.
524
+
525
+ Raises
526
+ ------
527
+ ValueError
528
+ If the number of nonlinear inequality constraints is unknown.
529
+ """
530
+ if self._m_ub is None:
531
+ raise ValueError(
532
+ "The number of nonlinear inequality constraints is unknown."
533
+ )
534
+ else:
535
+ return self._m_ub
536
+
537
+ @property
538
+ def m_eq(self):
539
+ """
540
+ Number of nonlinear equality constraints.
541
+
542
+ Returns
543
+ -------
544
+ int
545
+ Number of nonlinear equality constraints.
546
+
547
+ Raises
548
+ ------
549
+ ValueError
550
+ If the number of nonlinear equality constraints is unknown.
551
+ """
552
+ if self._m_eq is None:
553
+ raise ValueError(
554
+ "The number of nonlinear equality constraints is unknown."
555
+ )
556
+ else:
557
+ return self._m_eq
558
+
559
+ @property
560
+ def n_eval(self):
561
+ """
562
+ Number of function evaluations.
563
+
564
+ Returns
565
+ -------
566
+ int
567
+ Number of function evaluations.
568
+ """
569
+ if len(self.pcs):
570
+ return self.pcs[0].fun.nfev
571
+ else:
572
+ return 0
573
+
574
+ def maxcv(self, x, cub_val=None, ceq_val=None):
575
+ """
576
+ Evaluate the maximum constraint violation.
577
+
578
+ Parameters
579
+ ----------
580
+ x : array_like, shape (n,)
581
+ Point at which the maximum constraint violation is evaluated.
582
+ cub_val : array_like, shape (m_nonlinear_ub,), optional
583
+ Values of the nonlinear inequality constraints. If not provided,
584
+ the nonlinear inequality constraints are evaluated at `x`.
585
+ ceq_val : array_like, shape (m_nonlinear_eq,), optional
586
+ Values of the nonlinear equality constraints. If not provided,
587
+ the nonlinear equality constraints are evaluated at `x`.
588
+
589
+ Returns
590
+ -------
591
+ float
592
+ Maximum constraint violation at `x`.
593
+ """
594
+ return np.max(
595
+ self.violation(x, cub_val=cub_val, ceq_val=ceq_val), initial=0.0
596
+ )
597
+
598
+ def violation(self, x, cub_val=None, ceq_val=None):
599
+ return np.concatenate([pc.violation(x) for pc in self.pcs])
600
+
601
+
602
+ class Problem:
603
+ """
604
+ Optimization problem.
605
+ """
606
+
607
+ def __init__(
608
+ self,
609
+ obj,
610
+ x0,
611
+ bounds,
612
+ linear,
613
+ nonlinear,
614
+ callback,
615
+ feasibility_tol,
616
+ scale,
617
+ store_history,
618
+ history_size,
619
+ filter_size,
620
+ debug,
621
+ ):
622
+ """
623
+ Initialize the nonlinear problem.
624
+
625
+ The problem is preprocessed to remove all the variables that are fixed
626
+ by the bound constraints.
627
+
628
+ Parameters
629
+ ----------
630
+ obj : ObjectiveFunction
631
+ Objective function.
632
+ x0 : array_like, shape (n,)
633
+ Initial guess.
634
+ bounds : BoundConstraints
635
+ Bound constraints.
636
+ linear : LinearConstraints
637
+ Linear constraints.
638
+ nonlinear : NonlinearConstraints
639
+ Nonlinear constraints.
640
+ callback : {callable, None}
641
+ Callback function.
642
+ feasibility_tol : float
643
+ Tolerance on the constraint violation.
644
+ scale : bool
645
+ Whether to scale the problem according to the bounds.
646
+ store_history : bool
647
+ Whether to store the function evaluations.
648
+ history_size : int
649
+ Maximum number of function evaluations to store.
650
+ filter_size : int
651
+ Maximum number of points in the filter.
652
+ debug : bool
653
+ Whether to make debugging tests during the execution.
654
+ """
655
+ if debug:
656
+ assert isinstance(obj, ObjectiveFunction)
657
+ assert isinstance(bounds, BoundConstraints)
658
+ assert isinstance(linear, LinearConstraints)
659
+ assert isinstance(nonlinear, NonlinearConstraints)
660
+ assert isinstance(feasibility_tol, float)
661
+ assert isinstance(scale, bool)
662
+ assert isinstance(store_history, bool)
663
+ assert isinstance(history_size, int)
664
+ if store_history:
665
+ assert history_size > 0
666
+ assert isinstance(filter_size, int)
667
+ assert filter_size > 0
668
+ assert isinstance(debug, bool)
669
+
670
+ self._obj = obj
671
+ self._linear = linear
672
+ self._nonlinear = nonlinear
673
+ if callback is not None:
674
+ if not callable(callback):
675
+ raise TypeError("The callback must be a callable function.")
676
+ self._callback = callback
677
+
678
+ # Check the consistency of the problem.
679
+ x0 = exact_1d_array(x0, "The initial guess must be a vector.")
680
+ n = x0.size
681
+ if bounds.xl.size != n:
682
+ raise ValueError(f"The bounds must have {n} elements.")
683
+ if linear.a_ub.shape[1] != n:
684
+ raise ValueError(
685
+ f"The left-hand side matrices of the linear constraints must "
686
+ f"have {n} columns."
687
+ )
688
+
689
+ # Check which variables are fixed.
690
+ tol = get_arrays_tol(bounds.xl, bounds.xu)
691
+ self._fixed_idx = (bounds.xl <= bounds.xu) & (
692
+ np.abs(bounds.xl - bounds.xu) < tol
693
+ )
694
+ self._fixed_val = 0.5 * (
695
+ bounds.xl[self._fixed_idx] + bounds.xu[self._fixed_idx]
696
+ )
697
+ self._fixed_val = np.clip(
698
+ self._fixed_val,
699
+ bounds.xl[self._fixed_idx],
700
+ bounds.xu[self._fixed_idx],
701
+ )
702
+
703
+ # Set the bound constraints.
704
+ self._orig_bounds = bounds
705
+ self._bounds = BoundConstraints(
706
+ Bounds(bounds.xl[~self._fixed_idx], bounds.xu[~self._fixed_idx])
707
+ )
708
+
709
+ # Set the initial guess.
710
+ self._x0 = self._bounds.project(x0[~self._fixed_idx])
711
+
712
+ # Set the linear constraints.
713
+ b_eq = linear.b_eq - linear.a_eq[:, self._fixed_idx] @ self._fixed_val
714
+ self._linear = LinearConstraints(
715
+ [
716
+ LinearConstraint(
717
+ linear.a_ub[:, ~self._fixed_idx],
718
+ -np.inf,
719
+ linear.b_ub
720
+ - linear.a_ub[:, self._fixed_idx] @ self._fixed_val,
721
+ ),
722
+ LinearConstraint(linear.a_eq[:, ~self._fixed_idx], b_eq, b_eq),
723
+ ],
724
+ self.n,
725
+ debug,
726
+ )
727
+
728
+ # Scale the problem if necessary.
729
+ scale = (
730
+ scale
731
+ and self._bounds.is_feasible
732
+ and np.all(np.isfinite(self._bounds.xl))
733
+ and np.all(np.isfinite(self._bounds.xu))
734
+ )
735
+ if scale:
736
+ self._scaling_factor = 0.5 * (self._bounds.xu - self._bounds.xl)
737
+ self._scaling_shift = 0.5 * (self._bounds.xu + self._bounds.xl)
738
+ self._bounds = BoundConstraints(
739
+ Bounds(-np.ones(self.n), np.ones(self.n))
740
+ )
741
+ b_eq = self._linear.b_eq - self._linear.a_eq @ self._scaling_shift
742
+ self._linear = LinearConstraints(
743
+ [
744
+ LinearConstraint(
745
+ self._linear.a_ub @ np.diag(self._scaling_factor),
746
+ -np.inf,
747
+ self._linear.b_ub
748
+ - self._linear.a_ub @ self._scaling_shift,
749
+ ),
750
+ LinearConstraint(
751
+ self._linear.a_eq @ np.diag(self._scaling_factor),
752
+ b_eq,
753
+ b_eq,
754
+ ),
755
+ ],
756
+ self.n,
757
+ debug,
758
+ )
759
+ self._x0 = (self._x0 - self._scaling_shift) / self._scaling_factor
760
+ else:
761
+ self._scaling_factor = np.ones(self.n)
762
+ self._scaling_shift = np.zeros(self.n)
763
+
764
+ # Set the initial filter.
765
+ self._feasibility_tol = feasibility_tol
766
+ self._filter_size = filter_size
767
+ self._fun_filter = []
768
+ self._maxcv_filter = []
769
+ self._x_filter = []
770
+
771
+ # Set the initial history.
772
+ self._store_history = store_history
773
+ self._history_size = history_size
774
+ self._fun_history = []
775
+ self._maxcv_history = []
776
+ self._x_history = []
777
+
778
+ def __call__(self, x, penalty=0.0):
779
+ """
780
+ Evaluate the objective and nonlinear constraint functions.
781
+
782
+ Parameters
783
+ ----------
784
+ x : array_like, shape (n,)
785
+ Point at which the functions are evaluated.
786
+ penalty : float, optional
787
+ Penalty parameter used to select the point in the filter to forward
788
+ to the callback function.
789
+
790
+ Returns
791
+ -------
792
+ float
793
+ Objective function value.
794
+ `numpy.ndarray`, shape (m_nonlinear_ub,)
795
+ Nonlinear inequality constraint function values.
796
+ `numpy.ndarray`, shape (m_nonlinear_eq,)
797
+ Nonlinear equality constraint function values.
798
+
799
+ Raises
800
+ ------
801
+ `cobyqa.utils.CallbackSuccess`
802
+ If the callback function raises a ``StopIteration``.
803
+ """
804
+ # Evaluate the objective and nonlinear constraint functions.
805
+ x = np.asarray(x, dtype=float)
806
+ x_full = self.build_x(x)
807
+ fun_val = self._obj(x_full)
808
+ cub_val, ceq_val = self._nonlinear(x_full)
809
+ maxcv_val = self.maxcv(x, cub_val, ceq_val)
810
+ if self._store_history:
811
+ self._fun_history.append(fun_val)
812
+ self._maxcv_history.append(maxcv_val)
813
+ self._x_history.append(x)
814
+ if len(self._fun_history) > self._history_size:
815
+ self._fun_history.pop(0)
816
+ self._maxcv_history.pop(0)
817
+ self._x_history.pop(0)
818
+
819
+ # Add the point to the filter if it is not dominated by any point.
820
+ if np.isnan(fun_val) and np.isnan(maxcv_val):
821
+ include_point = len(self._fun_filter) == 0
822
+ elif np.isnan(fun_val):
823
+ include_point = all(
824
+ np.isnan(fun_filter)
825
+ and maxcv_val < maxcv_filter
826
+ or np.isnan(maxcv_filter)
827
+ for fun_filter, maxcv_filter in zip(
828
+ self._fun_filter,
829
+ self._maxcv_filter,
830
+ )
831
+ )
832
+ elif np.isnan(maxcv_val):
833
+ include_point = all(
834
+ np.isnan(maxcv_filter)
835
+ and fun_val < fun_filter
836
+ or np.isnan(fun_filter)
837
+ for fun_filter, maxcv_filter in zip(
838
+ self._fun_filter,
839
+ self._maxcv_filter,
840
+ )
841
+ )
842
+ else:
843
+ include_point = all(
844
+ fun_val < fun_filter or maxcv_val < maxcv_filter
845
+ for fun_filter, maxcv_filter in zip(
846
+ self._fun_filter,
847
+ self._maxcv_filter,
848
+ )
849
+ )
850
+ if include_point:
851
+ self._fun_filter.append(fun_val)
852
+ self._maxcv_filter.append(maxcv_val)
853
+ self._x_filter.append(x)
854
+
855
+ # Remove the points in the filter that are dominated by the new
856
+ # point. We must iterate in reverse order to avoid problems when
857
+ # removing elements from the list.
858
+ for k in range(len(self._fun_filter) - 2, -1, -1):
859
+ if np.isnan(fun_val):
860
+ remove_point = np.isnan(self._fun_filter[k])
861
+ elif np.isnan(maxcv_val):
862
+ remove_point = np.isnan(self._maxcv_filter[k])
863
+ else:
864
+ remove_point = (
865
+ np.isnan(self._fun_filter[k])
866
+ or np.isnan(self._maxcv_filter[k])
867
+ or fun_val <= self._fun_filter[k]
868
+ and maxcv_val <= self._maxcv_filter[k]
869
+ )
870
+ if remove_point:
871
+ self._fun_filter.pop(k)
872
+ self._maxcv_filter.pop(k)
873
+ self._x_filter.pop(k)
874
+
875
+ # Keep only the most recent points in the filter.
876
+ if len(self._fun_filter) > self._filter_size:
877
+ self._fun_filter.pop(0)
878
+ self._maxcv_filter.pop(0)
879
+ self._x_filter.pop(0)
880
+
881
+ # Evaluate the callback function after updating the filter to ensure
882
+ # that the current point can be returned by the method.
883
+ if self._callback is not None:
884
+ sig = signature(self._callback)
885
+ try:
886
+ x_best, fun_best, _ = self.best_eval(penalty)
887
+ x_best = self.build_x(x_best)
888
+ if set(sig.parameters) == {"intermediate_result"}:
889
+ intermediate_result = OptimizeResult(
890
+ x=x_best,
891
+ fun=fun_best,
892
+ # maxcv=maxcv_best,
893
+ )
894
+ self._callback(intermediate_result=intermediate_result)
895
+ else:
896
+ self._callback(x_best)
897
+ except StopIteration as exc:
898
+ raise CallbackSuccess from exc
899
+
900
+ # Apply the extreme barriers and return.
901
+ if np.isnan(fun_val):
902
+ fun_val = BARRIER
903
+ cub_val[np.isnan(cub_val)] = BARRIER
904
+ ceq_val[np.isnan(ceq_val)] = BARRIER
905
+ fun_val = max(min(fun_val, BARRIER), -BARRIER)
906
+ cub_val = np.maximum(np.minimum(cub_val, BARRIER), -BARRIER)
907
+ ceq_val = np.maximum(np.minimum(ceq_val, BARRIER), -BARRIER)
908
+ return fun_val, cub_val, ceq_val
909
+
910
+ @property
911
+ def n(self):
912
+ """
913
+ Number of variables.
914
+
915
+ Returns
916
+ -------
917
+ int
918
+ Number of variables.
919
+ """
920
+ return self.x0.size
921
+
922
+ @property
923
+ def n_orig(self):
924
+ """
925
+ Number of variables in the original problem (with fixed variables).
926
+
927
+ Returns
928
+ -------
929
+ int
930
+ Number of variables in the original problem (with fixed variables).
931
+ """
932
+ return self._fixed_idx.size
933
+
934
+ @property
935
+ def x0(self):
936
+ """
937
+ Initial guess.
938
+
939
+ Returns
940
+ -------
941
+ `numpy.ndarray`, shape (n,)
942
+ Initial guess.
943
+ """
944
+ return self._x0
945
+
946
+ @property
947
+ def n_eval(self):
948
+ """
949
+ Number of function evaluations.
950
+
951
+ Returns
952
+ -------
953
+ int
954
+ Number of function evaluations.
955
+ """
956
+ return self._obj.n_eval
957
+
958
+ @property
959
+ def fun_name(self):
960
+ """
961
+ Name of the objective function.
962
+
963
+ Returns
964
+ -------
965
+ str
966
+ Name of the objective function.
967
+ """
968
+ return self._obj.name
969
+
970
+ @property
971
+ def bounds(self):
972
+ """
973
+ Bound constraints.
974
+
975
+ Returns
976
+ -------
977
+ BoundConstraints
978
+ Bound constraints.
979
+ """
980
+ return self._bounds
981
+
982
+ @property
983
+ def linear(self):
984
+ """
985
+ Linear constraints.
986
+
987
+ Returns
988
+ -------
989
+ LinearConstraints
990
+ Linear constraints.
991
+ """
992
+ return self._linear
993
+
994
+ @property
995
+ def m_bounds(self):
996
+ """
997
+ Number of bound constraints.
998
+
999
+ Returns
1000
+ -------
1001
+ int
1002
+ Number of bound constraints.
1003
+ """
1004
+ return self.bounds.m
1005
+
1006
+ @property
1007
+ def m_linear_ub(self):
1008
+ """
1009
+ Number of linear inequality constraints.
1010
+
1011
+ Returns
1012
+ -------
1013
+ int
1014
+ Number of linear inequality constraints.
1015
+ """
1016
+ return self.linear.m_ub
1017
+
1018
+ @property
1019
+ def m_linear_eq(self):
1020
+ """
1021
+ Number of linear equality constraints.
1022
+
1023
+ Returns
1024
+ -------
1025
+ int
1026
+ Number of linear equality constraints.
1027
+ """
1028
+ return self.linear.m_eq
1029
+
1030
+ @property
1031
+ def m_nonlinear_ub(self):
1032
+ """
1033
+ Number of nonlinear inequality constraints.
1034
+
1035
+ Returns
1036
+ -------
1037
+ int
1038
+ Number of nonlinear inequality constraints.
1039
+
1040
+ Raises
1041
+ ------
1042
+ ValueError
1043
+ If the number of nonlinear inequality constraints is not known.
1044
+ """
1045
+ return self._nonlinear.m_ub
1046
+
1047
+ @property
1048
+ def m_nonlinear_eq(self):
1049
+ """
1050
+ Number of nonlinear equality constraints.
1051
+
1052
+ Returns
1053
+ -------
1054
+ int
1055
+ Number of nonlinear equality constraints.
1056
+
1057
+ Raises
1058
+ ------
1059
+ ValueError
1060
+ If the number of nonlinear equality constraints is not known.
1061
+ """
1062
+ return self._nonlinear.m_eq
1063
+
1064
+ @property
1065
+ def fun_history(self):
1066
+ """
1067
+ History of objective function evaluations.
1068
+
1069
+ Returns
1070
+ -------
1071
+ `numpy.ndarray`, shape (n_eval,)
1072
+ History of objective function evaluations.
1073
+ """
1074
+ return np.array(self._fun_history, dtype=float)
1075
+
1076
+ @property
1077
+ def maxcv_history(self):
1078
+ """
1079
+ History of maximum constraint violations.
1080
+
1081
+ Returns
1082
+ -------
1083
+ `numpy.ndarray`, shape (n_eval,)
1084
+ History of maximum constraint violations.
1085
+ """
1086
+ return np.array(self._maxcv_history, dtype=float)
1087
+
1088
+ @property
1089
+ def type(self):
1090
+ """
1091
+ Type of the problem.
1092
+
1093
+ The problem can be either 'unconstrained', 'bound-constrained',
1094
+ 'linearly constrained', or 'nonlinearly constrained'.
1095
+
1096
+ Returns
1097
+ -------
1098
+ str
1099
+ Type of the problem.
1100
+ """
1101
+ try:
1102
+ if self.m_nonlinear_ub > 0 or self.m_nonlinear_eq > 0:
1103
+ return "nonlinearly constrained"
1104
+ elif self.m_linear_ub > 0 or self.m_linear_eq > 0:
1105
+ return "linearly constrained"
1106
+ elif self.m_bounds > 0:
1107
+ return "bound-constrained"
1108
+ else:
1109
+ return "unconstrained"
1110
+ except ValueError:
1111
+ # The number of nonlinear constraints is not known. It may be zero
1112
+ # if the user provided a nonlinear inequality and/or equality
1113
+ # constraint function that returns an empty array. However, as this
1114
+ # is not known before the first call to the function, we assume
1115
+ # that the problem is nonlinearly constrained.
1116
+ return "nonlinearly constrained"
1117
+
1118
+ @property
1119
+ def is_feasibility(self):
1120
+ """
1121
+ Whether the problem is a feasibility problem.
1122
+
1123
+ Returns
1124
+ -------
1125
+ bool
1126
+ Whether the problem is a feasibility problem.
1127
+ """
1128
+ return self.fun_name == ""
1129
+
1130
+ def build_x(self, x):
1131
+ """
1132
+ Build the full vector of variables from the reduced vector.
1133
+
1134
+ Parameters
1135
+ ----------
1136
+ x : array_like, shape (n,)
1137
+ Reduced vector of variables.
1138
+
1139
+ Returns
1140
+ -------
1141
+ `numpy.ndarray`, shape (n_orig,)
1142
+ Full vector of variables.
1143
+ """
1144
+ x_full = np.empty(self.n_orig)
1145
+ x_full[self._fixed_idx] = self._fixed_val
1146
+ x_full[~self._fixed_idx] = (x * self._scaling_factor
1147
+ + self._scaling_shift)
1148
+ return self._orig_bounds.project(x_full)
1149
+
1150
+ def maxcv(self, x, cub_val=None, ceq_val=None):
1151
+ """
1152
+ Evaluate the maximum constraint violation.
1153
+
1154
+ Parameters
1155
+ ----------
1156
+ x : array_like, shape (n,)
1157
+ Point at which the maximum constraint violation is evaluated.
1158
+ cub_val : array_like, shape (m_nonlinear_ub,), optional
1159
+ Values of the nonlinear inequality constraints. If not provided,
1160
+ the nonlinear inequality constraints are evaluated at `x`.
1161
+ ceq_val : array_like, shape (m_nonlinear_eq,), optional
1162
+ Values of the nonlinear equality constraints. If not provided,
1163
+ the nonlinear equality constraints are evaluated at `x`.
1164
+
1165
+ Returns
1166
+ -------
1167
+ float
1168
+ Maximum constraint violation at `x`.
1169
+ """
1170
+ violation = self.violation(x, cub_val=cub_val, ceq_val=ceq_val)
1171
+ if np.count_nonzero(violation):
1172
+ return np.max(violation, initial=0.0)
1173
+ else:
1174
+ return 0.0
1175
+
1176
+ def violation(self, x, cub_val=None, ceq_val=None):
1177
+ violation = []
1178
+ if not self.bounds.is_feasible:
1179
+ b = self.bounds.violation(x)
1180
+ violation.append(b)
1181
+
1182
+ if len(self.linear.pcs):
1183
+ lc = self.linear.violation(x)
1184
+ violation.append(lc)
1185
+ if len(self._nonlinear.pcs):
1186
+ nlc = self._nonlinear.violation(x, cub_val, ceq_val)
1187
+ violation.append(nlc)
1188
+
1189
+ if len(violation):
1190
+ return np.concatenate(violation)
1191
+
1192
+ def best_eval(self, penalty):
1193
+ """
1194
+ Return the best point in the filter and the corresponding objective and
1195
+ nonlinear constraint function evaluations.
1196
+
1197
+ Parameters
1198
+ ----------
1199
+ penalty : float
1200
+ Penalty parameter
1201
+
1202
+ Returns
1203
+ -------
1204
+ `numpy.ndarray`, shape (n,)
1205
+ Best point.
1206
+ float
1207
+ Corresponding objective function value.
1208
+ float
1209
+ Corresponding maximum constraint violation.
1210
+ """
1211
+ # If the filter is empty, i.e., if no function evaluation has been
1212
+ # performed, we evaluate the objective and nonlinear constraint
1213
+ # functions at the initial guess.
1214
+ if len(self._fun_filter) == 0:
1215
+ self(self.x0)
1216
+
1217
+ # Find the best point in the filter.
1218
+ fun_filter = np.array(self._fun_filter)
1219
+ maxcv_filter = np.array(self._maxcv_filter)
1220
+ x_filter = np.array(self._x_filter)
1221
+ finite_idx = np.isfinite(maxcv_filter)
1222
+ if np.any(finite_idx):
1223
+ # At least one point has a finite maximum constraint violation.
1224
+ feasible_idx = maxcv_filter <= self._feasibility_tol
1225
+ if np.any(feasible_idx) and not np.all(
1226
+ np.isnan(fun_filter[feasible_idx])
1227
+ ):
1228
+ # At least one point is feasible and has a well-defined
1229
+ # objective function value. We select the point with the least
1230
+ # objective function value. If there is a tie, we select the
1231
+ # point with the least maximum constraint violation. If there
1232
+ # is still a tie, we select the most recent point.
1233
+ fun_min_idx = feasible_idx & (
1234
+ fun_filter <= np.nanmin(fun_filter[feasible_idx])
1235
+ )
1236
+ if np.count_nonzero(fun_min_idx) > 1:
1237
+ fun_min_idx &= maxcv_filter <= np.min(
1238
+ maxcv_filter[fun_min_idx]
1239
+ )
1240
+ i = np.flatnonzero(fun_min_idx)[-1]
1241
+ elif np.any(feasible_idx):
1242
+ # At least one point is feasible but no feasible point has a
1243
+ # well-defined objective function value. We select the most
1244
+ # recent feasible point.
1245
+ i = np.flatnonzero(feasible_idx)[-1]
1246
+ else:
1247
+ # No point is feasible. We first compute the merit function
1248
+ # value for each point.
1249
+ merit_filter = np.full_like(fun_filter, np.nan)
1250
+ merit_filter[finite_idx] = (
1251
+ fun_filter[finite_idx] + penalty * maxcv_filter[finite_idx]
1252
+ )
1253
+ if np.all(np.isnan(merit_filter)):
1254
+ # No point has a well-defined merit function value. In
1255
+ # other words, among the points with a well-defined maximum
1256
+ # constraint violation, none has a well-defined objective
1257
+ # function value. We select the point with the least
1258
+ # maximum constraint violation. If there is a tie, we
1259
+ # select the most recent point.
1260
+ min_maxcv_idx = maxcv_filter <= np.nanmin(maxcv_filter)
1261
+ i = np.flatnonzero(min_maxcv_idx)[-1]
1262
+ else:
1263
+ # At least one point has a well-defined merit function
1264
+ # value. We select the point with the least merit function
1265
+ # value. If there is a tie, we select the point with the
1266
+ # least maximum constraint violation. If there is still a
1267
+ # tie, we select the point with the least objective
1268
+ # function value. If there is still a tie, we select the
1269
+ # most recent point.
1270
+ merit_min_idx = merit_filter <= np.nanmin(merit_filter)
1271
+ if np.count_nonzero(merit_min_idx) > 1:
1272
+ merit_min_idx &= maxcv_filter <= np.min(
1273
+ maxcv_filter[merit_min_idx]
1274
+ )
1275
+
1276
+ if np.count_nonzero(merit_min_idx) > 1:
1277
+ merit_min_idx &= fun_filter <= np.min(
1278
+ fun_filter[merit_min_idx]
1279
+ )
1280
+ i = np.flatnonzero(merit_min_idx)[-1]
1281
+ elif not np.all(np.isnan(fun_filter)):
1282
+ # No maximum constraint violation is well-defined but at least one
1283
+ # point has a well-defined objective function value. We select the
1284
+ # point with the least objective function value. If there is a tie,
1285
+ # we select the most recent point.
1286
+ fun_min_idx = fun_filter <= np.nanmin(fun_filter)
1287
+ i = np.flatnonzero(fun_min_idx)[-1]
1288
+ else:
1289
+ # No point has a well-defined maximum constraint violation or
1290
+ # objective function value. We select the most recent point.
1291
+ i = len(fun_filter) - 1
1292
+ return (
1293
+ self.bounds.project(x_filter[i, :]),
1294
+ fun_filter[i],
1295
+ maxcv_filter[i],
1296
+ )
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/settings.py ADDED
@@ -0,0 +1,132 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import sys
2
+ from enum import Enum
3
+
4
+ import numpy as np
5
+
6
+
7
+ # Exit status.
8
+ class ExitStatus(Enum):
9
+ """
10
+ Exit statuses.
11
+ """
12
+
13
+ RADIUS_SUCCESS = 0
14
+ TARGET_SUCCESS = 1
15
+ FIXED_SUCCESS = 2
16
+ CALLBACK_SUCCESS = 3
17
+ FEASIBLE_SUCCESS = 4
18
+ MAX_EVAL_WARNING = 5
19
+ MAX_ITER_WARNING = 6
20
+ INFEASIBLE_ERROR = -1
21
+ LINALG_ERROR = -2
22
+
23
+
24
+ class Options(str, Enum):
25
+ """
26
+ Options.
27
+ """
28
+
29
+ DEBUG = "debug"
30
+ FEASIBILITY_TOL = "feasibility_tol"
31
+ FILTER_SIZE = "filter_size"
32
+ HISTORY_SIZE = "history_size"
33
+ MAX_EVAL = "maxfev"
34
+ MAX_ITER = "maxiter"
35
+ NPT = "nb_points"
36
+ RHOBEG = "radius_init"
37
+ RHOEND = "radius_final"
38
+ SCALE = "scale"
39
+ STORE_HISTORY = "store_history"
40
+ TARGET = "target"
41
+ VERBOSE = "disp"
42
+
43
+
44
+ class Constants(str, Enum):
45
+ """
46
+ Constants.
47
+ """
48
+
49
+ DECREASE_RADIUS_FACTOR = "decrease_radius_factor"
50
+ INCREASE_RADIUS_FACTOR = "increase_radius_factor"
51
+ INCREASE_RADIUS_THRESHOLD = "increase_radius_threshold"
52
+ DECREASE_RADIUS_THRESHOLD = "decrease_radius_threshold"
53
+ DECREASE_RESOLUTION_FACTOR = "decrease_resolution_factor"
54
+ LARGE_RESOLUTION_THRESHOLD = "large_resolution_threshold"
55
+ MODERATE_RESOLUTION_THRESHOLD = "moderate_resolution_threshold"
56
+ LOW_RATIO = "low_ratio"
57
+ HIGH_RATIO = "high_ratio"
58
+ VERY_LOW_RATIO = "very_low_ratio"
59
+ PENALTY_INCREASE_THRESHOLD = "penalty_increase_threshold"
60
+ PENALTY_INCREASE_FACTOR = "penalty_increase_factor"
61
+ SHORT_STEP_THRESHOLD = "short_step_threshold"
62
+ LOW_RADIUS_FACTOR = "low_radius_factor"
63
+ BYRD_OMOJOKUN_FACTOR = "byrd_omojokun_factor"
64
+ THRESHOLD_RATIO_CONSTRAINTS = "threshold_ratio_constraints"
65
+ LARGE_SHIFT_FACTOR = "large_shift_factor"
66
+ LARGE_GRADIENT_FACTOR = "large_gradient_factor"
67
+ RESOLUTION_FACTOR = "resolution_factor"
68
+ IMPROVE_TCG = "improve_tcg"
69
+
70
+
71
+ # Default options.
72
+ DEFAULT_OPTIONS = {
73
+ Options.DEBUG.value: False,
74
+ Options.FEASIBILITY_TOL.value: np.sqrt(np.finfo(float).eps),
75
+ Options.FILTER_SIZE.value: sys.maxsize,
76
+ Options.HISTORY_SIZE.value: sys.maxsize,
77
+ Options.MAX_EVAL.value: lambda n: 500 * n,
78
+ Options.MAX_ITER.value: lambda n: 1000 * n,
79
+ Options.NPT.value: lambda n: 2 * n + 1,
80
+ Options.RHOBEG.value: 1.0,
81
+ Options.RHOEND.value: 1e-6,
82
+ Options.SCALE.value: False,
83
+ Options.STORE_HISTORY.value: False,
84
+ Options.TARGET.value: -np.inf,
85
+ Options.VERBOSE.value: False,
86
+ }
87
+
88
+ # Default constants.
89
+ DEFAULT_CONSTANTS = {
90
+ Constants.DECREASE_RADIUS_FACTOR.value: 0.5,
91
+ Constants.INCREASE_RADIUS_FACTOR.value: np.sqrt(2.0),
92
+ Constants.INCREASE_RADIUS_THRESHOLD.value: 2.0,
93
+ Constants.DECREASE_RADIUS_THRESHOLD.value: 1.4,
94
+ Constants.DECREASE_RESOLUTION_FACTOR.value: 0.1,
95
+ Constants.LARGE_RESOLUTION_THRESHOLD.value: 250.0,
96
+ Constants.MODERATE_RESOLUTION_THRESHOLD.value: 16.0,
97
+ Constants.LOW_RATIO.value: 0.1,
98
+ Constants.HIGH_RATIO.value: 0.7,
99
+ Constants.VERY_LOW_RATIO.value: 0.01,
100
+ Constants.PENALTY_INCREASE_THRESHOLD.value: 1.5,
101
+ Constants.PENALTY_INCREASE_FACTOR.value: 2.0,
102
+ Constants.SHORT_STEP_THRESHOLD.value: 0.5,
103
+ Constants.LOW_RADIUS_FACTOR.value: 0.1,
104
+ Constants.BYRD_OMOJOKUN_FACTOR.value: 0.8,
105
+ Constants.THRESHOLD_RATIO_CONSTRAINTS.value: 2.0,
106
+ Constants.LARGE_SHIFT_FACTOR.value: 10.0,
107
+ Constants.LARGE_GRADIENT_FACTOR.value: 10.0,
108
+ Constants.RESOLUTION_FACTOR.value: 2.0,
109
+ Constants.IMPROVE_TCG.value: True,
110
+ }
111
+
112
+ # Printing options.
113
+ PRINT_OPTIONS = {
114
+ "threshold": 6,
115
+ "edgeitems": 2,
116
+ "linewidth": sys.maxsize,
117
+ "formatter": {
118
+ "float_kind": lambda x: np.format_float_scientific(
119
+ x,
120
+ precision=3,
121
+ unique=False,
122
+ pad_left=2,
123
+ )
124
+ },
125
+ }
126
+
127
+ # Constants.
128
+ BARRIER = 2.0 ** min(
129
+ 100,
130
+ np.finfo(float).maxexp // 2,
131
+ -np.finfo(float).minexp // 2,
132
+ )
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/__init__.py ADDED
@@ -0,0 +1,14 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from .geometry import cauchy_geometry, spider_geometry
2
+ from .optim import (
3
+ tangential_byrd_omojokun,
4
+ constrained_tangential_byrd_omojokun,
5
+ normal_byrd_omojokun,
6
+ )
7
+
8
+ __all__ = [
9
+ "cauchy_geometry",
10
+ "spider_geometry",
11
+ "tangential_byrd_omojokun",
12
+ "constrained_tangential_byrd_omojokun",
13
+ "normal_byrd_omojokun",
14
+ ]
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/__init__.cpython-312.pyc ADDED
Binary file (488 Bytes). View file
 
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/geometry.cpython-312.pyc ADDED
Binary file (15.8 kB). View file
 
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/__pycache__/optim.cpython-312.pyc ADDED
Binary file (44.8 kB). View file
 
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/geometry.py ADDED
@@ -0,0 +1,387 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import inspect
2
+
3
+ import numpy as np
4
+
5
+ from ..utils import get_arrays_tol
6
+
7
+
8
+ TINY = np.finfo(float).tiny
9
+
10
+
11
+ def cauchy_geometry(const, grad, curv, xl, xu, delta, debug):
12
+ r"""
13
+ Maximize approximately the absolute value of a quadratic function subject
14
+ to bound constraints in a trust region.
15
+
16
+ This function solves approximately
17
+
18
+ .. math::
19
+
20
+ \max_{s \in \mathbb{R}^n} \quad \bigg\lvert c + g^{\mathsf{T}} s +
21
+ \frac{1}{2} s^{\mathsf{T}} H s \bigg\rvert \quad \text{s.t.} \quad
22
+ \left\{ \begin{array}{l}
23
+ l \le s \le u,\\
24
+ \lVert s \rVert \le \Delta,
25
+ \end{array} \right.
26
+
27
+ by maximizing the objective function along the constrained Cauchy
28
+ direction.
29
+
30
+ Parameters
31
+ ----------
32
+ const : float
33
+ Constant :math:`c` as shown above.
34
+ grad : `numpy.ndarray`, shape (n,)
35
+ Gradient :math:`g` as shown above.
36
+ curv : callable
37
+ Curvature of :math:`H` along any vector.
38
+
39
+ ``curv(s) -> float``
40
+
41
+ returns :math:`s^{\mathsf{T}} H s`.
42
+ xl : `numpy.ndarray`, shape (n,)
43
+ Lower bounds :math:`l` as shown above.
44
+ xu : `numpy.ndarray`, shape (n,)
45
+ Upper bounds :math:`u` as shown above.
46
+ delta : float
47
+ Trust-region radius :math:`\Delta` as shown above.
48
+ debug : bool
49
+ Whether to make debugging tests during the execution.
50
+
51
+ Returns
52
+ -------
53
+ `numpy.ndarray`, shape (n,)
54
+ Approximate solution :math:`s`.
55
+
56
+ Notes
57
+ -----
58
+ This function is described as the first alternative in Section 6.5 of [1]_.
59
+ It is assumed that the origin is feasible with respect to the bound
60
+ constraints and that `delta` is finite and positive.
61
+
62
+ References
63
+ ----------
64
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
65
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
66
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
67
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
68
+ """
69
+ if debug:
70
+ assert isinstance(const, float)
71
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
72
+ assert inspect.signature(curv).bind(grad)
73
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
74
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
75
+ assert isinstance(delta, float)
76
+ assert isinstance(debug, bool)
77
+ tol = get_arrays_tol(xl, xu)
78
+ assert np.all(xl <= tol)
79
+ assert np.all(xu >= -tol)
80
+ assert np.isfinite(delta) and delta > 0.0
81
+ xl = np.minimum(xl, 0.0)
82
+ xu = np.maximum(xu, 0.0)
83
+
84
+ # To maximize the absolute value of a quadratic function, we maximize the
85
+ # function itself or its negative, and we choose the solution that provides
86
+ # the largest function value.
87
+ step1, q_val1 = _cauchy_geom(const, grad, curv, xl, xu, delta, debug)
88
+ step2, q_val2 = _cauchy_geom(
89
+ -const,
90
+ -grad,
91
+ lambda x: -curv(x),
92
+ xl,
93
+ xu,
94
+ delta,
95
+ debug,
96
+ )
97
+ step = step1 if abs(q_val1) >= abs(q_val2) else step2
98
+
99
+ if debug:
100
+ assert np.all(xl <= step)
101
+ assert np.all(step <= xu)
102
+ assert np.linalg.norm(step) < 1.1 * delta
103
+ return step
104
+
105
+
106
+ def spider_geometry(const, grad, curv, xpt, xl, xu, delta, debug):
107
+ r"""
108
+ Maximize approximately the absolute value of a quadratic function subject
109
+ to bound constraints in a trust region.
110
+
111
+ This function solves approximately
112
+
113
+ .. math::
114
+
115
+ \max_{s \in \mathbb{R}^n} \quad \bigg\lvert c + g^{\mathsf{T}} s +
116
+ \frac{1}{2} s^{\mathsf{T}} H s \bigg\rvert \quad \text{s.t.} \quad
117
+ \left\{ \begin{array}{l}
118
+ l \le s \le u,\\
119
+ \lVert s \rVert \le \Delta,
120
+ \end{array} \right.
121
+
122
+ by maximizing the objective function along given straight lines.
123
+
124
+ Parameters
125
+ ----------
126
+ const : float
127
+ Constant :math:`c` as shown above.
128
+ grad : `numpy.ndarray`, shape (n,)
129
+ Gradient :math:`g` as shown above.
130
+ curv : callable
131
+ Curvature of :math:`H` along any vector.
132
+
133
+ ``curv(s) -> float``
134
+
135
+ returns :math:`s^{\mathsf{T}} H s`.
136
+ xpt : `numpy.ndarray`, shape (n, npt)
137
+ Points defining the straight lines. The straight lines considered are
138
+ the ones passing through the origin and the points in `xpt`.
139
+ xl : `numpy.ndarray`, shape (n,)
140
+ Lower bounds :math:`l` as shown above.
141
+ xu : `numpy.ndarray`, shape (n,)
142
+ Upper bounds :math:`u` as shown above.
143
+ delta : float
144
+ Trust-region radius :math:`\Delta` as shown above.
145
+ debug : bool
146
+ Whether to make debugging tests during the execution.
147
+
148
+ Returns
149
+ -------
150
+ `numpy.ndarray`, shape (n,)
151
+ Approximate solution :math:`s`.
152
+
153
+ Notes
154
+ -----
155
+ This function is described as the second alternative in Section 6.5 of
156
+ [1]_. It is assumed that the origin is feasible with respect to the bound
157
+ constraints and that `delta` is finite and positive.
158
+
159
+ References
160
+ ----------
161
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
162
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
163
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
164
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
165
+ """
166
+ if debug:
167
+ assert isinstance(const, float)
168
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
169
+ assert inspect.signature(curv).bind(grad)
170
+ assert (
171
+ isinstance(xpt, np.ndarray)
172
+ and xpt.ndim == 2
173
+ and xpt.shape[0] == grad.size
174
+ )
175
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
176
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
177
+ assert isinstance(delta, float)
178
+ assert isinstance(debug, bool)
179
+ tol = get_arrays_tol(xl, xu)
180
+ assert np.all(xl <= tol)
181
+ assert np.all(xu >= -tol)
182
+ assert np.isfinite(delta) and delta > 0.0
183
+ xl = np.minimum(xl, 0.0)
184
+ xu = np.maximum(xu, 0.0)
185
+
186
+ # Iterate through the straight lines.
187
+ step = np.zeros_like(grad)
188
+ q_val = const
189
+ s_norm = np.linalg.norm(xpt, axis=0)
190
+
191
+ # Set alpha_xl to the step size for the lower-bound constraint and
192
+ # alpha_xu to the step size for the upper-bound constraint.
193
+
194
+ # xl.shape = (N,)
195
+ # xpt.shape = (N, M)
196
+ # i_xl_pos.shape = (M, N)
197
+ i_xl_pos = (xl > -np.inf) & (xpt.T > -TINY * xl)
198
+ i_xl_neg = (xl > -np.inf) & (xpt.T < TINY * xl)
199
+ i_xu_pos = (xu < np.inf) & (xpt.T > TINY * xu)
200
+ i_xu_neg = (xu < np.inf) & (xpt.T < -TINY * xu)
201
+
202
+ # (M, N)
203
+ alpha_xl_pos = np.atleast_2d(
204
+ np.broadcast_to(xl, i_xl_pos.shape)[i_xl_pos] / xpt.T[i_xl_pos]
205
+ )
206
+ # (M,)
207
+ alpha_xl_pos = np.max(alpha_xl_pos, axis=1, initial=-np.inf)
208
+ # make sure it's (M,)
209
+ alpha_xl_pos = np.broadcast_to(np.atleast_1d(alpha_xl_pos), xpt.shape[1])
210
+
211
+ alpha_xl_neg = np.atleast_2d(
212
+ np.broadcast_to(xl, i_xl_neg.shape)[i_xl_neg] / xpt.T[i_xl_neg]
213
+ )
214
+ alpha_xl_neg = np.max(alpha_xl_neg, axis=1, initial=np.inf)
215
+ alpha_xl_neg = np.broadcast_to(np.atleast_1d(alpha_xl_neg), xpt.shape[1])
216
+
217
+ alpha_xu_neg = np.atleast_2d(
218
+ np.broadcast_to(xu, i_xu_neg.shape)[i_xu_neg] / xpt.T[i_xu_neg]
219
+ )
220
+ alpha_xu_neg = np.max(alpha_xu_neg, axis=1, initial=-np.inf)
221
+ alpha_xu_neg = np.broadcast_to(np.atleast_1d(alpha_xu_neg), xpt.shape[1])
222
+
223
+ alpha_xu_pos = np.atleast_2d(
224
+ np.broadcast_to(xu, i_xu_pos.shape)[i_xu_pos] / xpt.T[i_xu_pos]
225
+ )
226
+ alpha_xu_pos = np.max(alpha_xu_pos, axis=1, initial=np.inf)
227
+ alpha_xu_pos = np.broadcast_to(np.atleast_1d(alpha_xu_pos), xpt.shape[1])
228
+
229
+ for k in range(xpt.shape[1]):
230
+ # Set alpha_tr to the step size for the trust-region constraint.
231
+ if s_norm[k] > TINY * delta:
232
+ alpha_tr = max(delta / s_norm[k], 0.0)
233
+ else:
234
+ # The current straight line is basically zero.
235
+ continue
236
+
237
+ alpha_bd_pos = max(min(alpha_xu_pos[k], alpha_xl_neg[k]), 0.0)
238
+ alpha_bd_neg = min(max(alpha_xl_pos[k], alpha_xu_neg[k]), 0.0)
239
+
240
+ # Set alpha_quad_pos and alpha_quad_neg to the step size to the extrema
241
+ # of the quadratic function along the positive and negative directions.
242
+ grad_step = grad @ xpt[:, k]
243
+ curv_step = curv(xpt[:, k])
244
+ if (
245
+ grad_step >= 0.0
246
+ and curv_step < -TINY * grad_step
247
+ or grad_step <= 0.0
248
+ and curv_step > -TINY * grad_step
249
+ ):
250
+ alpha_quad_pos = max(-grad_step / curv_step, 0.0)
251
+ else:
252
+ alpha_quad_pos = np.inf
253
+ if (
254
+ grad_step >= 0.0
255
+ and curv_step > TINY * grad_step
256
+ or grad_step <= 0.0
257
+ and curv_step < TINY * grad_step
258
+ ):
259
+ alpha_quad_neg = min(-grad_step / curv_step, 0.0)
260
+ else:
261
+ alpha_quad_neg = -np.inf
262
+
263
+ # Select the step that provides the largest value of the objective
264
+ # function if it improves the current best. The best positive step is
265
+ # either the one that reaches the constraints or the one that reaches
266
+ # the extremum of the objective function along the current direction
267
+ # (only possible if the resulting step is feasible). We test both, and
268
+ # we perform similar calculations along the negative step.
269
+ # N.B.: we select the largest possible step among all the ones that
270
+ # maximize the objective function. This is to avoid returning the zero
271
+ # step in some extreme cases.
272
+ alpha_pos = min(alpha_tr, alpha_bd_pos)
273
+ alpha_neg = max(-alpha_tr, alpha_bd_neg)
274
+ q_val_pos = (
275
+ const + alpha_pos * grad_step + 0.5 * alpha_pos**2.0 * curv_step
276
+ )
277
+ q_val_neg = (
278
+ const + alpha_neg * grad_step + 0.5 * alpha_neg**2.0 * curv_step
279
+ )
280
+ if alpha_quad_pos < alpha_pos:
281
+ q_val_quad_pos = (
282
+ const
283
+ + alpha_quad_pos * grad_step
284
+ + 0.5 * alpha_quad_pos**2.0 * curv_step
285
+ )
286
+ if abs(q_val_quad_pos) > abs(q_val_pos):
287
+ alpha_pos = alpha_quad_pos
288
+ q_val_pos = q_val_quad_pos
289
+ if alpha_quad_neg > alpha_neg:
290
+ q_val_quad_neg = (
291
+ const
292
+ + alpha_quad_neg * grad_step
293
+ + 0.5 * alpha_quad_neg**2.0 * curv_step
294
+ )
295
+ if abs(q_val_quad_neg) > abs(q_val_neg):
296
+ alpha_neg = alpha_quad_neg
297
+ q_val_neg = q_val_quad_neg
298
+ if abs(q_val_pos) >= abs(q_val_neg) and abs(q_val_pos) > abs(q_val):
299
+ step = np.clip(alpha_pos * xpt[:, k], xl, xu)
300
+ q_val = q_val_pos
301
+ elif abs(q_val_neg) > abs(q_val_pos) and abs(q_val_neg) > abs(q_val):
302
+ step = np.clip(alpha_neg * xpt[:, k], xl, xu)
303
+ q_val = q_val_neg
304
+
305
+ if debug:
306
+ assert np.all(xl <= step)
307
+ assert np.all(step <= xu)
308
+ assert np.linalg.norm(step) < 1.1 * delta
309
+ return step
310
+
311
+
312
+ def _cauchy_geom(const, grad, curv, xl, xu, delta, debug):
313
+ """
314
+ Same as `bound_constrained_cauchy_step` without the absolute value.
315
+ """
316
+ # Calculate the initial active set.
317
+ fixed_xl = (xl < 0.0) & (grad > 0.0)
318
+ fixed_xu = (xu > 0.0) & (grad < 0.0)
319
+
320
+ # Calculate the Cauchy step.
321
+ cauchy_step = np.zeros_like(grad)
322
+ cauchy_step[fixed_xl] = xl[fixed_xl]
323
+ cauchy_step[fixed_xu] = xu[fixed_xu]
324
+ if np.linalg.norm(cauchy_step) > delta:
325
+ working = fixed_xl | fixed_xu
326
+ while True:
327
+ # Calculate the Cauchy step for the directions in the working set.
328
+ g_norm = np.linalg.norm(grad[working])
329
+ delta_reduced = np.sqrt(
330
+ delta**2.0 - cauchy_step[~working] @ cauchy_step[~working]
331
+ )
332
+ if g_norm > TINY * abs(delta_reduced):
333
+ mu = max(delta_reduced / g_norm, 0.0)
334
+ else:
335
+ break
336
+ cauchy_step[working] = mu * grad[working]
337
+
338
+ # Update the working set.
339
+ fixed_xl = working & (cauchy_step < xl)
340
+ fixed_xu = working & (cauchy_step > xu)
341
+ if not np.any(fixed_xl) and not np.any(fixed_xu):
342
+ # Stop the calculations as the Cauchy step is now feasible.
343
+ break
344
+ cauchy_step[fixed_xl] = xl[fixed_xl]
345
+ cauchy_step[fixed_xu] = xu[fixed_xu]
346
+ working = working & ~(fixed_xl | fixed_xu)
347
+
348
+ # Calculate the step that maximizes the quadratic along the Cauchy step.
349
+ grad_step = grad @ cauchy_step
350
+ if grad_step >= 0.0:
351
+ # Set alpha_tr to the step size for the trust-region constraint.
352
+ s_norm = np.linalg.norm(cauchy_step)
353
+ if s_norm > TINY * delta:
354
+ alpha_tr = max(delta / s_norm, 0.0)
355
+ else:
356
+ # The Cauchy step is basically zero.
357
+ alpha_tr = 0.0
358
+
359
+ # Set alpha_quad to the step size for the maximization problem.
360
+ curv_step = curv(cauchy_step)
361
+ if curv_step < -TINY * grad_step:
362
+ alpha_quad = max(-grad_step / curv_step, 0.0)
363
+ else:
364
+ alpha_quad = np.inf
365
+
366
+ # Set alpha_bd to the step size for the bound constraints.
367
+ i_xl = (xl > -np.inf) & (cauchy_step < TINY * xl)
368
+ i_xu = (xu < np.inf) & (cauchy_step > TINY * xu)
369
+ alpha_xl = np.min(xl[i_xl] / cauchy_step[i_xl], initial=np.inf)
370
+ alpha_xu = np.min(xu[i_xu] / cauchy_step[i_xu], initial=np.inf)
371
+ alpha_bd = min(alpha_xl, alpha_xu)
372
+
373
+ # Calculate the solution and the corresponding function value.
374
+ alpha = min(alpha_tr, alpha_quad, alpha_bd)
375
+ step = np.clip(alpha * cauchy_step, xl, xu)
376
+ q_val = const + alpha * grad_step + 0.5 * alpha**2.0 * curv_step
377
+ else:
378
+ # This case is never reached in exact arithmetic. It prevents this
379
+ # function to return a step that decreases the objective function.
380
+ step = np.zeros_like(grad)
381
+ q_val = const
382
+
383
+ if debug:
384
+ assert np.all(xl <= step)
385
+ assert np.all(step <= xu)
386
+ assert np.linalg.norm(step) < 1.1 * delta
387
+ return step, q_val
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/subsolvers/optim.py ADDED
@@ -0,0 +1,1203 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import inspect
2
+
3
+ import numpy as np
4
+ from scipy.linalg import qr
5
+
6
+ from ..utils import get_arrays_tol
7
+
8
+
9
+ TINY = np.finfo(float).tiny
10
+ EPS = np.finfo(float).eps
11
+
12
+
13
+ def tangential_byrd_omojokun(grad, hess_prod, xl, xu, delta, debug, **kwargs):
14
+ r"""
15
+ Minimize approximately a quadratic function subject to bound constraints in
16
+ a trust region.
17
+
18
+ This function solves approximately
19
+
20
+ .. math::
21
+
22
+ \min_{s \in \mathbb{R}^n} \quad g^{\mathsf{T}} s + \frac{1}{2}
23
+ s^{\mathsf{T}} H s \quad \text{s.t.} \quad
24
+ \left\{ \begin{array}{l}
25
+ l \le s \le u\\
26
+ \lVert s \rVert \le \Delta,
27
+ \end{array} \right.
28
+
29
+ using an active-set variation of the truncated conjugate gradient method.
30
+
31
+ Parameters
32
+ ----------
33
+ grad : `numpy.ndarray`, shape (n,)
34
+ Gradient :math:`g` as shown above.
35
+ hess_prod : callable
36
+ Product of the Hessian matrix :math:`H` with any vector.
37
+
38
+ ``hess_prod(s) -> `numpy.ndarray`, shape (n,)``
39
+
40
+ returns the product :math:`H s`.
41
+ xl : `numpy.ndarray`, shape (n,)
42
+ Lower bounds :math:`l` as shown above.
43
+ xu : `numpy.ndarray`, shape (n,)
44
+ Upper bounds :math:`u` as shown above.
45
+ delta : float
46
+ Trust-region radius :math:`\Delta` as shown above.
47
+ debug : bool
48
+ Whether to make debugging tests during the execution.
49
+
50
+ Returns
51
+ -------
52
+ `numpy.ndarray`, shape (n,)
53
+ Approximate solution :math:`s`.
54
+
55
+ Other Parameters
56
+ ----------------
57
+ improve_tcg : bool, optional
58
+ If True, a solution generated by the truncated conjugate gradient
59
+ method that is on the boundary of the trust region is improved by
60
+ moving around the trust-region boundary on the two-dimensional space
61
+ spanned by the solution and the gradient of the quadratic function at
62
+ the solution (default is True).
63
+
64
+ Notes
65
+ -----
66
+ This function implements Algorithm 6.2 of [1]_. It is assumed that the
67
+ origin is feasible with respect to the bound constraints and that `delta`
68
+ is finite and positive.
69
+
70
+ References
71
+ ----------
72
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
73
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
74
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
75
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
76
+ """
77
+ if debug:
78
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
79
+ assert inspect.signature(hess_prod).bind(grad)
80
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
81
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
82
+ assert isinstance(delta, float)
83
+ assert isinstance(debug, bool)
84
+ tol = get_arrays_tol(xl, xu)
85
+ assert np.all(xl <= tol)
86
+ assert np.all(xu >= -tol)
87
+ assert np.isfinite(delta) and delta > 0.0
88
+ xl = np.minimum(xl, 0.0)
89
+ xu = np.maximum(xu, 0.0)
90
+
91
+ # Copy the arrays that may be modified by the code below.
92
+ n = grad.size
93
+ grad = np.copy(grad)
94
+ grad_orig = np.copy(grad)
95
+
96
+ # Calculate the initial active set.
97
+ free_bd = ((xl < 0.0) | (grad < 0.0)) & ((xu > 0.0) | (grad > 0.0))
98
+
99
+ # Set the initial iterate and the initial search direction.
100
+ step = np.zeros_like(grad)
101
+ sd = np.zeros_like(step)
102
+ sd[free_bd] = -grad[free_bd]
103
+
104
+ k = 0
105
+ reduct = 0.0
106
+ boundary_reached = False
107
+ while k < np.count_nonzero(free_bd):
108
+ # Stop the computations if sd is not a descent direction.
109
+ grad_sd = grad @ sd
110
+ if grad_sd >= -10.0 * EPS * n * max(1.0, np.linalg.norm(grad)):
111
+ break
112
+
113
+ # Set alpha_tr to the step size for the trust-region constraint.
114
+ try:
115
+ alpha_tr = _alpha_tr(step, sd, delta)
116
+ except ZeroDivisionError:
117
+ break
118
+
119
+ # Stop the computations if a step along sd is expected to give a
120
+ # relatively small reduction in the objective function.
121
+ if -alpha_tr * grad_sd <= 1e-8 * reduct:
122
+ break
123
+
124
+ # Set alpha_quad to the step size for the minimization problem.
125
+ hess_sd = hess_prod(sd)
126
+ curv_sd = sd @ hess_sd
127
+ if curv_sd > TINY * abs(grad_sd):
128
+ alpha_quad = max(-grad_sd / curv_sd, 0.0)
129
+ else:
130
+ alpha_quad = np.inf
131
+
132
+ # Stop the computations if the reduction in the objective function
133
+ # provided by an unconstrained step is small.
134
+ alpha = min(alpha_tr, alpha_quad)
135
+ if -alpha * (grad_sd + 0.5 * alpha * curv_sd) <= 1e-8 * reduct:
136
+ break
137
+
138
+ # Set alpha_bd to the step size for the bound constraints.
139
+ i_xl = (xl > -np.inf) & (sd < -TINY * np.abs(xl - step))
140
+ i_xu = (xu < np.inf) & (sd > TINY * np.abs(xu - step))
141
+ all_alpha_xl = np.full_like(step, np.inf)
142
+ all_alpha_xu = np.full_like(step, np.inf)
143
+ all_alpha_xl[i_xl] = np.maximum(
144
+ (xl[i_xl] - step[i_xl]) / sd[i_xl],
145
+ 0.0,
146
+ )
147
+ all_alpha_xu[i_xu] = np.maximum(
148
+ (xu[i_xu] - step[i_xu]) / sd[i_xu],
149
+ 0.0,
150
+ )
151
+ alpha_xl = np.min(all_alpha_xl)
152
+ alpha_xu = np.min(all_alpha_xu)
153
+ alpha_bd = min(alpha_xl, alpha_xu)
154
+
155
+ # Update the iterate.
156
+ alpha = min(alpha, alpha_bd)
157
+ if alpha > 0.0:
158
+ step[free_bd] = np.clip(
159
+ step[free_bd] + alpha * sd[free_bd],
160
+ xl[free_bd],
161
+ xu[free_bd],
162
+ )
163
+ grad += alpha * hess_sd
164
+ reduct -= alpha * (grad_sd + 0.5 * alpha * curv_sd)
165
+
166
+ if alpha < min(alpha_tr, alpha_bd):
167
+ # The current iteration is a conjugate gradient iteration. Update
168
+ # the search direction so that it is conjugate (with respect to H)
169
+ # to all the previous search directions.
170
+ beta = (grad[free_bd] @ hess_sd[free_bd]) / curv_sd
171
+ sd[free_bd] = beta * sd[free_bd] - grad[free_bd]
172
+ sd[~free_bd] = 0.0
173
+ k += 1
174
+ elif alpha < alpha_tr:
175
+ # The iterate is restricted by a bound constraint. Add this bound
176
+ # constraint to the active set, and restart the calculations.
177
+ if alpha_xl <= alpha:
178
+ i_new = np.argmin(all_alpha_xl)
179
+ step[i_new] = xl[i_new]
180
+ else:
181
+ i_new = np.argmin(all_alpha_xu)
182
+ step[i_new] = xu[i_new]
183
+ free_bd[i_new] = False
184
+ sd[free_bd] = -grad[free_bd]
185
+ sd[~free_bd] = 0.0
186
+ k = 0
187
+ else:
188
+ # The current iterate is on the trust-region boundary. Add all the
189
+ # active bounds to the working set to prepare for the improvement
190
+ # of the solution, and stop the iterations.
191
+ if alpha_xl <= alpha:
192
+ i_new = _argmin(all_alpha_xl)
193
+ step[i_new] = xl[i_new]
194
+ free_bd[i_new] = False
195
+ if alpha_xu <= alpha:
196
+ i_new = _argmin(all_alpha_xu)
197
+ step[i_new] = xu[i_new]
198
+ free_bd[i_new] = False
199
+ boundary_reached = True
200
+ break
201
+
202
+ # Attempt to improve the solution on the trust-region boundary.
203
+ if kwargs.get("improve_tcg", True) and boundary_reached:
204
+ step_base = np.copy(step)
205
+ step_comparator = grad_orig @ step_base + 0.5 * step_base @ hess_prod(
206
+ step_base
207
+ )
208
+
209
+ while np.count_nonzero(free_bd) > 0:
210
+ # Check whether a substantial reduction in the objective function
211
+ # is possible, and set the search direction.
212
+ step_sq = step[free_bd] @ step[free_bd]
213
+ grad_sq = grad[free_bd] @ grad[free_bd]
214
+ grad_step = grad[free_bd] @ step[free_bd]
215
+ grad_sd = -np.sqrt(max(step_sq * grad_sq - grad_step**2.0, 0.0))
216
+ sd[free_bd] = grad_step * step[free_bd] - step_sq * grad[free_bd]
217
+ sd[~free_bd] = 0.0
218
+ if grad_sd >= -1e-8 * reduct or np.any(
219
+ grad_sd >= -TINY * np.abs(sd[free_bd])
220
+ ):
221
+ break
222
+ sd[free_bd] /= -grad_sd
223
+
224
+ # Calculate an upper bound for the tangent of half the angle theta
225
+ # of this alternative iteration. The step will be updated as:
226
+ # step = cos(theta) * step + sin(theta) * sd.
227
+ temp_xl = np.zeros(n)
228
+ temp_xu = np.zeros(n)
229
+ temp_xl[free_bd] = (
230
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xl[free_bd] ** 2.0
231
+ )
232
+ temp_xu[free_bd] = (
233
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xu[free_bd] ** 2.0
234
+ )
235
+ temp_xl[temp_xl > 0.0] = (
236
+ np.sqrt(temp_xl[temp_xl > 0.0]) - sd[temp_xl > 0.0]
237
+ )
238
+ temp_xu[temp_xu > 0.0] = (
239
+ np.sqrt(temp_xu[temp_xu > 0.0]) + sd[temp_xu > 0.0]
240
+ )
241
+ dist_xl = np.maximum(step - xl, 0.0)
242
+ dist_xu = np.maximum(xu - step, 0.0)
243
+ i_xl = temp_xl > TINY * dist_xl
244
+ i_xu = temp_xu > TINY * dist_xu
245
+ all_t_xl = np.ones(n)
246
+ all_t_xu = np.ones(n)
247
+ all_t_xl[i_xl] = np.minimum(
248
+ all_t_xl[i_xl],
249
+ dist_xl[i_xl] / temp_xl[i_xl],
250
+ )
251
+ all_t_xu[i_xu] = np.minimum(
252
+ all_t_xu[i_xu],
253
+ dist_xu[i_xu] / temp_xu[i_xu],
254
+ )
255
+ t_xl = np.min(all_t_xl)
256
+ t_xu = np.min(all_t_xu)
257
+ t_bd = min(t_xl, t_xu)
258
+
259
+ # Calculate some curvature information.
260
+ hess_step = hess_prod(step)
261
+ hess_sd = hess_prod(sd)
262
+ curv_step = step @ hess_step
263
+ curv_sd = sd @ hess_sd
264
+ curv_step_sd = step @ hess_sd
265
+
266
+ # For a range of equally spaced values of tan(0.5 * theta),
267
+ # calculate the reduction in the objective function that would be
268
+ # obtained by accepting the corresponding angle.
269
+ n_samples = 20
270
+ n_samples = int((n_samples - 3) * t_bd + 3)
271
+ t_samples = np.linspace(t_bd / n_samples, t_bd, n_samples)
272
+ sin_values = 2.0 * t_samples / (1.0 + t_samples**2.0)
273
+ all_reduct = sin_values * (
274
+ grad_step * t_samples
275
+ - grad_sd
276
+ - t_samples * curv_step
277
+ + sin_values
278
+ * (t_samples * curv_step_sd - 0.5 * (curv_sd - curv_step))
279
+ )
280
+ if np.all(all_reduct <= 0.0):
281
+ # No reduction in the objective function is obtained.
282
+ break
283
+
284
+ # Accept the angle that provides the largest reduction in the
285
+ # objective function, and update the iterate.
286
+ i_max = np.argmax(all_reduct)
287
+ cos_value = (1.0 - t_samples[i_max] ** 2.0) / (
288
+ 1.0 + t_samples[i_max] ** 2.0
289
+ )
290
+ step[free_bd] = (
291
+ cos_value * step[free_bd] + sin_values[i_max] * sd[free_bd]
292
+ )
293
+ grad += (cos_value - 1.0) * hess_step + sin_values[i_max] * hess_sd
294
+ reduct += all_reduct[i_max]
295
+
296
+ # If the above angle is restricted by bound constraints, add them
297
+ # to the working set, and restart the alternative iteration.
298
+ # Otherwise, the calculations are terminated.
299
+ if t_bd < 1.0 and i_max == n_samples - 1:
300
+ if t_xl <= t_bd:
301
+ i_new = _argmin(all_t_xl)
302
+ step[i_new] = xl[i_new]
303
+ free_bd[i_new] = False
304
+ if t_xu <= t_bd:
305
+ i_new = _argmin(all_t_xu)
306
+ step[i_new] = xu[i_new]
307
+ free_bd[i_new] = False
308
+ else:
309
+ break
310
+
311
+ # Ensure that the alternative iteration improves the objective
312
+ # function.
313
+ if grad_orig @ step + 0.5 * step @ hess_prod(step) > step_comparator:
314
+ step = step_base
315
+
316
+ if debug:
317
+ assert np.all(xl <= step)
318
+ assert np.all(step <= xu)
319
+ assert np.linalg.norm(step) < 1.1 * delta
320
+ return step
321
+
322
+
323
+ def constrained_tangential_byrd_omojokun(
324
+ grad,
325
+ hess_prod,
326
+ xl,
327
+ xu,
328
+ aub,
329
+ bub,
330
+ aeq,
331
+ delta,
332
+ debug,
333
+ **kwargs,
334
+ ):
335
+ r"""
336
+ Minimize approximately a quadratic function subject to bound and linear
337
+ constraints in a trust region.
338
+
339
+ This function solves approximately
340
+
341
+ .. math::
342
+
343
+ \min_{s \in \mathbb{R}^n} \quad g^{\mathsf{T}} s + \frac{1}{2}
344
+ s^{\mathsf{T}} H s \quad \text{s.t.} \quad
345
+ \left\{ \begin{array}{l}
346
+ l \le s \le u,\\
347
+ A_{\scriptscriptstyle I} s \le b_{\scriptscriptstyle I},\\
348
+ A_{\scriptscriptstyle E} s = 0,\\
349
+ \lVert s \rVert \le \Delta,
350
+ \end{array} \right.
351
+
352
+ using an active-set variation of the truncated conjugate gradient method.
353
+
354
+ Parameters
355
+ ----------
356
+ grad : `numpy.ndarray`, shape (n,)
357
+ Gradient :math:`g` as shown above.
358
+ hess_prod : callable
359
+ Product of the Hessian matrix :math:`H` with any vector.
360
+
361
+ ``hess_prod(s) -> `numpy.ndarray`, shape (n,)``
362
+
363
+ returns the product :math:`H s`.
364
+ xl : `numpy.ndarray`, shape (n,)
365
+ Lower bounds :math:`l` as shown above.
366
+ xu : `numpy.ndarray`, shape (n,)
367
+ Upper bounds :math:`u` as shown above.
368
+ aub : `numpy.ndarray`, shape (m_linear_ub, n)
369
+ Coefficient matrix :math:`A_{\scriptscriptstyle I}` as shown above.
370
+ bub : `numpy.ndarray`, shape (m_linear_ub,)
371
+ Right-hand side :math:`b_{\scriptscriptstyle I}` as shown above.
372
+ aeq : `numpy.ndarray`, shape (m_linear_eq, n)
373
+ Coefficient matrix :math:`A_{\scriptscriptstyle E}` as shown above.
374
+ delta : float
375
+ Trust-region radius :math:`\Delta` as shown above.
376
+ debug : bool
377
+ Whether to make debugging tests during the execution.
378
+
379
+ Returns
380
+ -------
381
+ `numpy.ndarray`, shape (n,)
382
+ Approximate solution :math:`s`.
383
+
384
+ Other Parameters
385
+ ----------------
386
+ improve_tcg : bool, optional
387
+ If True, a solution generated by the truncated conjugate gradient
388
+ method that is on the boundary of the trust region is improved by
389
+ moving around the trust-region boundary on the two-dimensional space
390
+ spanned by the solution and the gradient of the quadratic function at
391
+ the solution (default is True).
392
+
393
+ Notes
394
+ -----
395
+ This function implements Algorithm 6.3 of [1]_. It is assumed that the
396
+ origin is feasible with respect to the bound and linear constraints, and
397
+ that `delta` is finite and positive.
398
+
399
+ References
400
+ ----------
401
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
402
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
403
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
404
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
405
+ """
406
+ if debug:
407
+ assert isinstance(grad, np.ndarray) and grad.ndim == 1
408
+ assert inspect.signature(hess_prod).bind(grad)
409
+ assert isinstance(xl, np.ndarray) and xl.shape == grad.shape
410
+ assert isinstance(xu, np.ndarray) and xu.shape == grad.shape
411
+ assert (
412
+ isinstance(aub, np.ndarray)
413
+ and aub.ndim == 2
414
+ and aub.shape[1] == grad.size
415
+ )
416
+ assert (
417
+ isinstance(bub, np.ndarray)
418
+ and bub.ndim == 1
419
+ and bub.size == aub.shape[0]
420
+ )
421
+ assert (
422
+ isinstance(aeq, np.ndarray)
423
+ and aeq.ndim == 2
424
+ and aeq.shape[1] == grad.size
425
+ )
426
+ assert isinstance(delta, float)
427
+ assert isinstance(debug, bool)
428
+ tol = get_arrays_tol(xl, xu)
429
+ assert np.all(xl <= tol)
430
+ assert np.all(xu >= -tol)
431
+ assert np.all(bub >= -tol)
432
+ assert np.isfinite(delta) and delta > 0.0
433
+ xl = np.minimum(xl, 0.0)
434
+ xu = np.maximum(xu, 0.0)
435
+ bub = np.maximum(bub, 0.0)
436
+
437
+ # Copy the arrays that may be modified by the code below.
438
+ n = grad.size
439
+ grad = np.copy(grad)
440
+ grad_orig = np.copy(grad)
441
+
442
+ # Calculate the initial active set.
443
+ free_xl = (xl < 0.0) | (grad < 0.0)
444
+ free_xu = (xu > 0.0) | (grad > 0.0)
445
+ free_ub = (bub > 0.0) | (aub @ grad > 0.0)
446
+ n_act, q = qr_tangential_byrd_omojokun(aub, aeq, free_xl, free_xu, free_ub)
447
+
448
+ # Set the initial iterate and the initial search direction.
449
+ step = np.zeros_like(grad)
450
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
451
+ resid = np.copy(bub)
452
+
453
+ k = 0
454
+ reduct = 0.0
455
+ boundary_reached = False
456
+ while k < n - n_act:
457
+ # Stop the computations if sd is not a descent direction.
458
+ grad_sd = grad @ sd
459
+ if grad_sd >= -10.0 * EPS * n * max(1.0, np.linalg.norm(grad)):
460
+ break
461
+
462
+ # Set alpha_tr to the step size for the trust-region constraint.
463
+ try:
464
+ alpha_tr = _alpha_tr(step, sd, delta)
465
+ except ZeroDivisionError:
466
+ break
467
+
468
+ # Stop the computations if a step along sd is expected to give a
469
+ # relatively small reduction in the objective function.
470
+ if -alpha_tr * grad_sd <= 1e-8 * reduct:
471
+ break
472
+
473
+ # Set alpha_quad to the step size for the minimization problem.
474
+ hess_sd = hess_prod(sd)
475
+ curv_sd = sd @ hess_sd
476
+ if curv_sd > TINY * abs(grad_sd):
477
+ alpha_quad = max(-grad_sd / curv_sd, 0.0)
478
+ else:
479
+ alpha_quad = np.inf
480
+
481
+ # Stop the computations if the reduction in the objective function
482
+ # provided by an unconstrained step is small.
483
+ alpha = min(alpha_tr, alpha_quad)
484
+ if -alpha * (grad_sd + 0.5 * alpha * curv_sd) <= 1e-8 * reduct:
485
+ break
486
+
487
+ # Set alpha_bd to the step size for the bound constraints.
488
+ i_xl = free_xl & (xl > -np.inf) & (sd < -TINY * np.abs(xl - step))
489
+ i_xu = free_xu & (xu < np.inf) & (sd > TINY * np.abs(xu - step))
490
+ all_alpha_xl = np.full_like(step, np.inf)
491
+ all_alpha_xu = np.full_like(step, np.inf)
492
+ all_alpha_xl[i_xl] = np.maximum(
493
+ (xl[i_xl] - step[i_xl]) / sd[i_xl],
494
+ 0.0,
495
+ )
496
+ all_alpha_xu[i_xu] = np.maximum(
497
+ (xu[i_xu] - step[i_xu]) / sd[i_xu],
498
+ 0.0,
499
+ )
500
+ alpha_xl = np.min(all_alpha_xl)
501
+ alpha_xu = np.min(all_alpha_xu)
502
+ alpha_bd = min(alpha_xl, alpha_xu)
503
+
504
+ # Set alpha_ub to the step size for the linear constraints.
505
+ aub_sd = aub @ sd
506
+ i_ub = free_ub & (aub_sd > TINY * np.abs(resid))
507
+ all_alpha_ub = np.full_like(bub, np.inf)
508
+ all_alpha_ub[i_ub] = resid[i_ub] / aub_sd[i_ub]
509
+ alpha_ub = np.min(all_alpha_ub, initial=np.inf)
510
+
511
+ # Update the iterate.
512
+ alpha = min(alpha, alpha_bd, alpha_ub)
513
+ if alpha > 0.0:
514
+ step = np.clip(step + alpha * sd, xl, xu)
515
+ grad += alpha * hess_sd
516
+ resid = np.maximum(0.0, resid - alpha * aub_sd)
517
+ reduct -= alpha * (grad_sd + 0.5 * alpha * curv_sd)
518
+
519
+ if alpha < min(alpha_tr, alpha_bd, alpha_ub):
520
+ # The current iteration is a conjugate gradient iteration. Update
521
+ # the search direction so that it is conjugate (with respect to H)
522
+ # to all the previous search directions.
523
+ grad_proj = q[:, n_act:] @ (q[:, n_act:].T @ grad)
524
+ beta = (grad_proj @ hess_sd) / curv_sd
525
+ sd = beta * sd - grad_proj
526
+ k += 1
527
+ elif alpha < alpha_tr:
528
+ # The iterate is restricted by a bound/linear constraint. Add this
529
+ # constraint to the active set, and restart the calculations.
530
+ if alpha_xl <= alpha:
531
+ i_new = np.argmin(all_alpha_xl)
532
+ step[i_new] = xl[i_new]
533
+ free_xl[i_new] = False
534
+ elif alpha_xu <= alpha:
535
+ i_new = np.argmin(all_alpha_xu)
536
+ step[i_new] = xu[i_new]
537
+ free_xu[i_new] = False
538
+ else:
539
+ i_new = np.argmin(all_alpha_ub)
540
+ free_ub[i_new] = False
541
+ n_act, q = qr_tangential_byrd_omojokun(
542
+ aub,
543
+ aeq,
544
+ free_xl,
545
+ free_xu,
546
+ free_ub,
547
+ )
548
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
549
+ k = 0
550
+ else:
551
+ # The current iterate is on the trust-region boundary. Add all the
552
+ # active bound/linear constraints to the working set to prepare for
553
+ # the improvement of the solution, and stop the iterations.
554
+ if alpha_xl <= alpha:
555
+ i_new = _argmin(all_alpha_xl)
556
+ step[i_new] = xl[i_new]
557
+ free_xl[i_new] = False
558
+ if alpha_xu <= alpha:
559
+ i_new = _argmin(all_alpha_xu)
560
+ step[i_new] = xu[i_new]
561
+ free_xu[i_new] = False
562
+ if alpha_ub <= alpha:
563
+ i_new = _argmin(all_alpha_ub)
564
+ free_ub[i_new] = False
565
+ n_act, q = qr_tangential_byrd_omojokun(
566
+ aub,
567
+ aeq,
568
+ free_xl,
569
+ free_xu,
570
+ free_ub,
571
+ )
572
+ boundary_reached = True
573
+ break
574
+
575
+ # Attempt to improve the solution on the trust-region boundary.
576
+ if kwargs.get("improve_tcg", True) and boundary_reached and n_act < n:
577
+ step_base = np.copy(step)
578
+ while n_act < n:
579
+ # Check whether a substantial reduction in the objective function
580
+ # is possible, and set the search direction.
581
+ step_proj = q[:, n_act:] @ (q[:, n_act:].T @ step)
582
+ grad_proj = q[:, n_act:] @ (q[:, n_act:].T @ grad)
583
+ step_sq = step_proj @ step_proj
584
+ grad_sq = grad_proj @ grad_proj
585
+ grad_step = grad_proj @ step_proj
586
+ grad_sd = -np.sqrt(max(step_sq * grad_sq - grad_step**2.0, 0.0))
587
+ sd = q[:, n_act:] @ (
588
+ q[:, n_act:].T @ (grad_step * step - step_sq * grad)
589
+ )
590
+ if grad_sd >= -1e-8 * reduct or np.any(
591
+ grad_sd >= -TINY * np.abs(sd)
592
+ ):
593
+ break
594
+ sd /= -grad_sd
595
+
596
+ # Calculate an upper bound for the tangent of half the angle theta
597
+ # of this alternative iteration for the bound constraints. The step
598
+ # will be updated as:
599
+ # step += (cos(theta) - 1) * step_proj + sin(theta) * sd.
600
+ temp_xl = np.zeros(n)
601
+ temp_xu = np.zeros(n)
602
+ dist_xl = np.maximum(step - xl, 0.0)
603
+ dist_xu = np.maximum(xu - step, 0.0)
604
+ temp_xl[free_xl] = sd[free_xl] ** 2.0 - dist_xl[free_xl] * (
605
+ dist_xl[free_xl] - 2.0 * step_proj[free_xl]
606
+ )
607
+ temp_xu[free_xu] = sd[free_xu] ** 2.0 - dist_xu[free_xu] * (
608
+ dist_xu[free_xu] + 2.0 * step_proj[free_xu]
609
+ )
610
+ temp_xl[temp_xl > 0.0] = (
611
+ np.sqrt(temp_xl[temp_xl > 0.0]) - sd[temp_xl > 0.0]
612
+ )
613
+ temp_xu[temp_xu > 0.0] = (
614
+ np.sqrt(temp_xu[temp_xu > 0.0]) + sd[temp_xu > 0.0]
615
+ )
616
+ i_xl = temp_xl > TINY * dist_xl
617
+ i_xu = temp_xu > TINY * dist_xu
618
+ all_t_xl = np.ones(n)
619
+ all_t_xu = np.ones(n)
620
+ all_t_xl[i_xl] = np.minimum(
621
+ all_t_xl[i_xl],
622
+ dist_xl[i_xl] / temp_xl[i_xl],
623
+ )
624
+ all_t_xu[i_xu] = np.minimum(
625
+ all_t_xu[i_xu],
626
+ dist_xu[i_xu] / temp_xu[i_xu],
627
+ )
628
+ t_xl = np.min(all_t_xl)
629
+ t_xu = np.min(all_t_xu)
630
+ t_bd = min(t_xl, t_xu)
631
+
632
+ # Calculate an upper bound for the tangent of half the angle theta
633
+ # of this alternative iteration for the linear constraints.
634
+ temp_ub = np.zeros_like(resid)
635
+ aub_step = aub @ step_proj
636
+ aub_sd = aub @ sd
637
+ temp_ub[free_ub] = aub_sd[free_ub] ** 2.0 - resid[free_ub] * (
638
+ resid[free_ub] + 2.0 * aub_step[free_ub]
639
+ )
640
+ temp_ub[temp_ub > 0.0] = (
641
+ np.sqrt(temp_ub[temp_ub > 0.0]) + aub_sd[temp_ub > 0.0]
642
+ )
643
+ i_ub = temp_ub > TINY * resid
644
+ all_t_ub = np.ones_like(resid)
645
+ all_t_ub[i_ub] = np.minimum(
646
+ all_t_ub[i_ub],
647
+ resid[i_ub] / temp_ub[i_ub],
648
+ )
649
+ t_ub = np.min(all_t_ub, initial=1.0)
650
+ t_min = min(t_bd, t_ub)
651
+
652
+ # Calculate some curvature information.
653
+ hess_step = hess_prod(step_proj)
654
+ hess_sd = hess_prod(sd)
655
+ curv_step = step_proj @ hess_step
656
+ curv_sd = sd @ hess_sd
657
+ curv_step_sd = step_proj @ hess_sd
658
+
659
+ # For a range of equally spaced values of tan(0.5 * theta),
660
+ # calculate the reduction in the objective function that would be
661
+ # obtained by accepting the corresponding angle.
662
+ n_samples = 20
663
+ n_samples = int((n_samples - 3) * t_min + 3)
664
+ t_samples = np.linspace(t_min / n_samples, t_min, n_samples)
665
+ sin_values = 2.0 * t_samples / (1.0 + t_samples**2.0)
666
+ all_reduct = sin_values * (
667
+ grad_step * t_samples
668
+ - grad_sd
669
+ - sin_values
670
+ * (
671
+ 0.5 * t_samples**2.0 * curv_step
672
+ - 2.0 * t_samples * curv_step_sd
673
+ + 0.5 * curv_sd
674
+ )
675
+ )
676
+ if np.all(all_reduct <= 0.0):
677
+ # No reduction in the objective function is obtained.
678
+ break
679
+
680
+ # Accept the angle that provides the largest reduction in the
681
+ # objective function, and update the iterate.
682
+ i_max = np.argmax(all_reduct)
683
+ cos_value = (1.0 - t_samples[i_max] ** 2.0) / (
684
+ 1.0 + t_samples[i_max] ** 2.0
685
+ )
686
+ step = np.clip(
687
+ step + (cos_value - 1.0) * step_proj + sin_values[i_max] * sd,
688
+ xl,
689
+ xu,
690
+ )
691
+ grad += (cos_value - 1.0) * hess_step + sin_values[i_max] * hess_sd
692
+ resid = np.maximum(
693
+ 0.0,
694
+ resid
695
+ - (cos_value - 1.0) * aub_step
696
+ - sin_values[i_max] * aub_sd,
697
+ )
698
+ reduct += all_reduct[i_max]
699
+
700
+ # If the above angle is restricted by bound constraints, add them
701
+ # to the working set, and restart the alternative iteration.
702
+ # Otherwise, the calculations are terminated.
703
+ if t_min < 1.0 and i_max == n_samples - 1:
704
+ if t_xl <= t_min:
705
+ i_new = _argmin(all_t_xl)
706
+ step[i_new] = xl[i_new]
707
+ free_xl[i_new] = False
708
+ if t_xu <= t_min:
709
+ i_new = _argmin(all_t_xu)
710
+ step[i_new] = xu[i_new]
711
+ free_xl[i_new] = False
712
+ if t_ub <= t_min:
713
+ i_new = _argmin(all_t_ub)
714
+ free_ub[i_new] = False
715
+ n_act, q = qr_tangential_byrd_omojokun(
716
+ aub,
717
+ aeq,
718
+ free_xl,
719
+ free_xu,
720
+ free_ub,
721
+ )
722
+ else:
723
+ break
724
+
725
+ # Ensure that the alternative iteration improves the objective
726
+ # function.
727
+ if grad_orig @ step + 0.5 * step @ hess_prod(
728
+ step
729
+ ) > grad_orig @ step_base + 0.5 * step_base @ hess_prod(step_base):
730
+ step = step_base
731
+
732
+ if debug:
733
+ tol = get_arrays_tol(xl, xu)
734
+ assert np.all(xl <= step)
735
+ assert np.all(step <= xu)
736
+ assert np.all(aub @ step <= bub + tol)
737
+ assert np.all(np.abs(aeq @ step) <= tol)
738
+ assert np.linalg.norm(step) < 1.1 * delta
739
+ return step
740
+
741
+
742
+ def normal_byrd_omojokun(aub, bub, aeq, beq, xl, xu, delta, debug, **kwargs):
743
+ r"""
744
+ Minimize approximately a linear constraint violation subject to bound
745
+ constraints in a trust region.
746
+
747
+ This function solves approximately
748
+
749
+ .. math::
750
+
751
+ \min_{s \in \mathbb{R}^n} \quad \frac{1}{2} \big( \lVert \max \{
752
+ A_{\scriptscriptstyle I} s - b_{\scriptscriptstyle I}, 0 \} \rVert^2 +
753
+ \lVert A_{\scriptscriptstyle E} s - b_{\scriptscriptstyle E} \rVert^2
754
+ \big) \quad \text{s.t.}
755
+ \quad
756
+ \left\{ \begin{array}{l}
757
+ l \le s \le u,\\
758
+ \lVert s \rVert \le \Delta,
759
+ \end{array} \right.
760
+
761
+ using a variation of the truncated conjugate gradient method.
762
+
763
+ Parameters
764
+ ----------
765
+ aub : `numpy.ndarray`, shape (m_linear_ub, n)
766
+ Matrix :math:`A_{\scriptscriptstyle I}` as shown above.
767
+ bub : `numpy.ndarray`, shape (m_linear_ub,)
768
+ Vector :math:`b_{\scriptscriptstyle I}` as shown above.
769
+ aeq : `numpy.ndarray`, shape (m_linear_eq, n)
770
+ Matrix :math:`A_{\scriptscriptstyle E}` as shown above.
771
+ beq : `numpy.ndarray`, shape (m_linear_eq,)
772
+ Vector :math:`b_{\scriptscriptstyle E}` as shown above.
773
+ xl : `numpy.ndarray`, shape (n,)
774
+ Lower bounds :math:`l` as shown above.
775
+ xu : `numpy.ndarray`, shape (n,)
776
+ Upper bounds :math:`u` as shown above.
777
+ delta : float
778
+ Trust-region radius :math:`\Delta` as shown above.
779
+ debug : bool
780
+ Whether to make debugging tests during the execution.
781
+
782
+ Returns
783
+ -------
784
+ `numpy.ndarray`, shape (n,)
785
+ Approximate solution :math:`s`.
786
+
787
+ Other Parameters
788
+ ----------------
789
+ improve_tcg : bool, optional
790
+ If True, a solution generated by the truncated conjugate gradient
791
+ method that is on the boundary of the trust region is improved by
792
+ moving around the trust-region boundary on the two-dimensional space
793
+ spanned by the solution and the gradient of the quadratic function at
794
+ the solution (default is True).
795
+
796
+ Notes
797
+ -----
798
+ This function implements Algorithm 6.4 of [1]_. It is assumed that the
799
+ origin is feasible with respect to the bound constraints and that `delta`
800
+ is finite and positive.
801
+
802
+ References
803
+ ----------
804
+ .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization Methods
805
+ and Software*. PhD thesis, Department of Applied Mathematics, The Hong
806
+ Kong Polytechnic University, Hong Kong, China, 2022. URL:
807
+ https://theses.lib.polyu.edu.hk/handle/200/12294.
808
+ """
809
+ if debug:
810
+ assert isinstance(aub, np.ndarray) and aub.ndim == 2
811
+ assert (
812
+ isinstance(bub, np.ndarray)
813
+ and bub.ndim == 1
814
+ and bub.size == aub.shape[0]
815
+ )
816
+ assert (
817
+ isinstance(aeq, np.ndarray)
818
+ and aeq.ndim == 2
819
+ and aeq.shape[1] == aub.shape[1]
820
+ )
821
+ assert (
822
+ isinstance(beq, np.ndarray)
823
+ and beq.ndim == 1
824
+ and beq.size == aeq.shape[0]
825
+ )
826
+ assert isinstance(xl, np.ndarray) and xl.shape == (aub.shape[1],)
827
+ assert isinstance(xu, np.ndarray) and xu.shape == (aub.shape[1],)
828
+ assert isinstance(delta, float)
829
+ assert isinstance(debug, bool)
830
+ tol = get_arrays_tol(xl, xu)
831
+ assert np.all(xl <= tol)
832
+ assert np.all(xu >= -tol)
833
+ assert np.isfinite(delta) and delta > 0.0
834
+ xl = np.minimum(xl, 0.0)
835
+ xu = np.maximum(xu, 0.0)
836
+
837
+ # Calculate the initial active set.
838
+ m_linear_ub, n = aub.shape
839
+ grad = np.r_[aeq.T @ -beq, np.maximum(0.0, -bub)]
840
+ free_xl = (xl < 0.0) | (grad[:n] < 0.0)
841
+ free_xu = (xu > 0.0) | (grad[:n] > 0.0)
842
+ free_slack = bub < 0.0
843
+ free_ub = (bub > 0.0) | (aub @ grad[:n] - grad[n:] > 0.0)
844
+ n_act, q = qr_normal_byrd_omojokun(
845
+ aub,
846
+ free_xl,
847
+ free_xu,
848
+ free_slack,
849
+ free_ub,
850
+ )
851
+
852
+ # Calculate an upper bound on the norm of the slack variables. It is not
853
+ # used in the original algorithm, but it may prevent undesired behaviors
854
+ # engendered by computer rounding errors.
855
+ delta_slack = np.sqrt(beq @ beq + grad[n:] @ grad[n:])
856
+
857
+ # Set the initial iterate and the initial search direction.
858
+ step = np.zeros(n)
859
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
860
+ resid = bub + grad[n:]
861
+
862
+ k = 0
863
+ reduct = 0.0
864
+ boundary_reached = False
865
+ while k < n + m_linear_ub - n_act:
866
+ # Stop the computations if sd is not a descent direction.
867
+ grad_sd = grad @ sd
868
+ if grad_sd >= -10.0 * EPS * n * max(1.0, np.linalg.norm(grad)):
869
+ break
870
+
871
+ # Set alpha_tr to the step size for the trust-region constraint.
872
+ try:
873
+ alpha_tr = _alpha_tr(step, sd[:n], delta)
874
+ except ZeroDivisionError:
875
+ alpha_tr = np.inf
876
+
877
+ # Prevent undesired behaviors engendered by computer rounding errors by
878
+ # considering the trust-region constraint on the slack variables.
879
+ try:
880
+ alpha_tr = min(alpha_tr, _alpha_tr(grad[n:], sd[n:], delta_slack))
881
+ except ZeroDivisionError:
882
+ pass
883
+
884
+ # Stop the computations if a step along sd is expected to give a
885
+ # relatively small reduction in the objective function.
886
+ if -alpha_tr * grad_sd <= 1e-8 * reduct:
887
+ break
888
+
889
+ # Set alpha_quad to the step size for the minimization problem.
890
+ hess_sd = np.r_[aeq.T @ (aeq @ sd[:n]), sd[n:]]
891
+ curv_sd = sd @ hess_sd
892
+ if curv_sd > TINY * abs(grad_sd):
893
+ alpha_quad = max(-grad_sd / curv_sd, 0.0)
894
+ else:
895
+ alpha_quad = np.inf
896
+
897
+ # Stop the computations if the reduction in the objective function
898
+ # provided by an unconstrained step is small.
899
+ alpha = min(alpha_tr, alpha_quad)
900
+ if -alpha * (grad_sd + 0.5 * alpha * curv_sd) <= 1e-8 * reduct:
901
+ break
902
+
903
+ # Set alpha_bd to the step size for the bound constraints.
904
+ i_xl = free_xl & (xl > -np.inf) & (sd[:n] < -TINY * np.abs(xl - step))
905
+ i_xu = free_xu & (xu < np.inf) & (sd[:n] > TINY * np.abs(xu - step))
906
+ i_slack = free_slack & (sd[n:] < -TINY * np.abs(grad[n:]))
907
+ all_alpha_xl = np.full_like(step, np.inf)
908
+ all_alpha_xu = np.full_like(step, np.inf)
909
+ all_alpha_slack = np.full_like(bub, np.inf)
910
+ all_alpha_xl[i_xl] = np.maximum(
911
+ (xl[i_xl] - step[i_xl]) / sd[:n][i_xl],
912
+ 0.0,
913
+ )
914
+ all_alpha_xu[i_xu] = np.maximum(
915
+ (xu[i_xu] - step[i_xu]) / sd[:n][i_xu],
916
+ 0.0,
917
+ )
918
+ all_alpha_slack[i_slack] = np.maximum(
919
+ -grad[n:][i_slack] / sd[n:][i_slack],
920
+ 0.0,
921
+ )
922
+ alpha_xl = np.min(all_alpha_xl)
923
+ alpha_xu = np.min(all_alpha_xu)
924
+ alpha_slack = np.min(all_alpha_slack, initial=np.inf)
925
+ alpha_bd = min(alpha_xl, alpha_xu, alpha_slack)
926
+
927
+ # Set alpha_ub to the step size for the linear constraints.
928
+ aub_sd = aub @ sd[:n] - sd[n:]
929
+ i_ub = free_ub & (aub_sd > TINY * np.abs(resid))
930
+ all_alpha_ub = np.full_like(bub, np.inf)
931
+ all_alpha_ub[i_ub] = resid[i_ub] / aub_sd[i_ub]
932
+ alpha_ub = np.min(all_alpha_ub, initial=np.inf)
933
+
934
+ # Update the iterate.
935
+ alpha = min(alpha, alpha_bd, alpha_ub)
936
+ if alpha > 0.0:
937
+ step = np.clip(step + alpha * sd[:n], xl, xu)
938
+ grad += alpha * hess_sd
939
+ resid = np.maximum(0.0, resid - alpha * aub_sd)
940
+ reduct -= alpha * (grad_sd + 0.5 * alpha * curv_sd)
941
+
942
+ if alpha < min(alpha_tr, alpha_bd, alpha_ub):
943
+ # The current iteration is a conjugate gradient iteration. Update
944
+ # the search direction so that it is conjugate (with respect to H)
945
+ # to all the previous search directions.
946
+ grad_proj = q[:, n_act:] @ (q[:, n_act:].T @ grad)
947
+ beta = (grad_proj @ hess_sd) / curv_sd
948
+ sd = beta * sd - grad_proj
949
+ k += 1
950
+ elif alpha < alpha_tr:
951
+ # The iterate is restricted by a bound/linear constraint. Add this
952
+ # constraint to the active set, and restart the calculations.
953
+ if alpha_xl <= alpha:
954
+ i_new = np.argmin(all_alpha_xl)
955
+ step[i_new] = xl[i_new]
956
+ free_xl[i_new] = False
957
+ elif alpha_xu <= alpha:
958
+ i_new = np.argmin(all_alpha_xu)
959
+ step[i_new] = xu[i_new]
960
+ free_xu[i_new] = False
961
+ elif alpha_slack <= alpha:
962
+ i_new = np.argmin(all_alpha_slack)
963
+ free_slack[i_new] = False
964
+ else:
965
+ i_new = np.argmin(all_alpha_ub)
966
+ free_ub[i_new] = False
967
+ n_act, q = qr_normal_byrd_omojokun(
968
+ aub, free_xl, free_xu, free_slack, free_ub
969
+ )
970
+ sd = -q[:, n_act:] @ (q[:, n_act:].T @ grad)
971
+ k = 0
972
+ else:
973
+ # The current iterate is on the trust-region boundary. Add all the
974
+ # active bound constraints to the working set to prepare for the
975
+ # improvement of the solution, and stop the iterations.
976
+ if alpha_xl <= alpha:
977
+ i_new = _argmin(all_alpha_xl)
978
+ step[i_new] = xl[i_new]
979
+ free_xl[i_new] = False
980
+ if alpha_xu <= alpha:
981
+ i_new = _argmin(all_alpha_xu)
982
+ step[i_new] = xu[i_new]
983
+ free_xu[i_new] = False
984
+ boundary_reached = True
985
+ break
986
+
987
+ # Attempt to improve the solution on the trust-region boundary.
988
+ if kwargs.get("improve_tcg", True) and boundary_reached:
989
+ step_base = np.copy(step)
990
+ free_bd = free_xl & free_xu
991
+ grad = aub.T @ np.maximum(aub @ step - bub, 0.0) + aeq.T @ (
992
+ aeq @ step - beq
993
+ )
994
+ sd = np.zeros(n)
995
+ while np.count_nonzero(free_bd) > 0:
996
+ # Check whether a substantial reduction in the objective function
997
+ # is possible, and set the search direction.
998
+ step_sq = step[free_bd] @ step[free_bd]
999
+ grad_sq = grad[free_bd] @ grad[free_bd]
1000
+ grad_step = grad[free_bd] @ step[free_bd]
1001
+ grad_sd = -np.sqrt(max(step_sq * grad_sq - grad_step**2.0, 0.0))
1002
+ sd[free_bd] = grad_step * step[free_bd] - step_sq * grad[free_bd]
1003
+ sd[~free_bd] = 0.0
1004
+ if grad_sd >= -1e-8 * reduct or np.any(
1005
+ grad_sd >= -TINY * np.abs(sd[free_bd])
1006
+ ):
1007
+ break
1008
+ sd[free_bd] /= -grad_sd
1009
+
1010
+ # Calculate an upper bound for the tangent of half the angle theta
1011
+ # of this alternative iteration. The step will be updated as:
1012
+ # step = cos(theta) * step + sin(theta) * sd.
1013
+ temp_xl = np.zeros(n)
1014
+ temp_xu = np.zeros(n)
1015
+ temp_xl[free_bd] = (
1016
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xl[free_bd] ** 2.0
1017
+ )
1018
+ temp_xu[free_bd] = (
1019
+ step[free_bd] ** 2.0 + sd[free_bd] ** 2.0 - xu[free_bd] ** 2.0
1020
+ )
1021
+ temp_xl[temp_xl > 0.0] = (
1022
+ np.sqrt(temp_xl[temp_xl > 0.0]) - sd[temp_xl > 0.0]
1023
+ )
1024
+ temp_xu[temp_xu > 0.0] = (
1025
+ np.sqrt(temp_xu[temp_xu > 0.0]) + sd[temp_xu > 0.0]
1026
+ )
1027
+ dist_xl = np.maximum(step - xl, 0.0)
1028
+ dist_xu = np.maximum(xu - step, 0.0)
1029
+ i_xl = temp_xl > TINY * dist_xl
1030
+ i_xu = temp_xu > TINY * dist_xu
1031
+ all_t_xl = np.ones(n)
1032
+ all_t_xu = np.ones(n)
1033
+ all_t_xl[i_xl] = np.minimum(
1034
+ all_t_xl[i_xl],
1035
+ dist_xl[i_xl] / temp_xl[i_xl],
1036
+ )
1037
+ all_t_xu[i_xu] = np.minimum(
1038
+ all_t_xu[i_xu],
1039
+ dist_xu[i_xu] / temp_xu[i_xu],
1040
+ )
1041
+ t_xl = np.min(all_t_xl)
1042
+ t_xu = np.min(all_t_xu)
1043
+ t_bd = min(t_xl, t_xu)
1044
+
1045
+ # For a range of equally spaced values of tan(0.5 * theta),
1046
+ # calculate the reduction in the objective function that would be
1047
+ # obtained by accepting the corresponding angle.
1048
+ n_samples = 20
1049
+ n_samples = int((n_samples - 3) * t_bd + 3)
1050
+ t_samples = np.linspace(t_bd / n_samples, t_bd, n_samples)
1051
+ resid_ub = np.maximum(aub @ step - bub, 0.0)
1052
+ resid_eq = aeq @ step - beq
1053
+ step_proj = np.copy(step)
1054
+ step_proj[~free_bd] = 0.0
1055
+ all_reduct = np.empty(n_samples)
1056
+ for i in range(n_samples):
1057
+ sin_value = 2.0 * t_samples[i] / (1.0 + t_samples[i] ** 2.0)
1058
+ step_alt = np.clip(
1059
+ step + sin_value * (sd - t_samples[i] * step_proj),
1060
+ xl,
1061
+ xu,
1062
+ )
1063
+ resid_ub_alt = np.maximum(aub @ step_alt - bub, 0.0)
1064
+ resid_eq_alt = aeq @ step_alt - beq
1065
+ all_reduct[i] = 0.5 * (
1066
+ resid_ub @ resid_ub
1067
+ + resid_eq @ resid_eq
1068
+ - resid_ub_alt @ resid_ub_alt
1069
+ - resid_eq_alt @ resid_eq_alt
1070
+ )
1071
+ if np.all(all_reduct <= 0.0):
1072
+ # No reduction in the objective function is obtained.
1073
+ break
1074
+
1075
+ # Accept the angle that provides the largest reduction in the
1076
+ # objective function, and update the iterate.
1077
+ i_max = np.argmax(all_reduct)
1078
+ cos_value = (1.0 - t_samples[i_max] ** 2.0) / (
1079
+ 1.0 + t_samples[i_max] ** 2.0
1080
+ )
1081
+ sin_value = (2.0 * t_samples[i_max]
1082
+ / (1.0 + t_samples[i_max] ** 2.0))
1083
+ step[free_bd] = cos_value * step[free_bd] + sin_value * sd[free_bd]
1084
+ grad = aub.T @ np.maximum(aub @ step - bub, 0.0) + aeq.T @ (
1085
+ aeq @ step - beq
1086
+ )
1087
+ reduct += all_reduct[i_max]
1088
+
1089
+ # If the above angle is restricted by bound constraints, add them
1090
+ # to the working set, and restart the alternative iteration.
1091
+ # Otherwise, the calculations are terminated.
1092
+ if t_bd < 1.0 and i_max == n_samples - 1:
1093
+ if t_xl <= t_bd:
1094
+ i_new = _argmin(all_t_xl)
1095
+ step[i_new] = xl[i_new]
1096
+ free_bd[i_new] = False
1097
+ if t_xu <= t_bd:
1098
+ i_new = _argmin(all_t_xu)
1099
+ step[i_new] = xu[i_new]
1100
+ free_bd[i_new] = False
1101
+ else:
1102
+ break
1103
+
1104
+ # Ensure that the alternative iteration improves the objective
1105
+ # function.
1106
+ resid_ub = np.maximum(aub @ step - bub, 0.0)
1107
+ resid_ub_base = np.maximum(aub @ step_base - bub, 0.0)
1108
+ resid_eq = aeq @ step - beq
1109
+ resid_eq_base = aeq @ step_base - beq
1110
+ if (
1111
+ resid_ub @ resid_ub + resid_eq @ resid_eq
1112
+ > resid_ub_base @ resid_ub_base + resid_eq_base @ resid_eq_base
1113
+ ):
1114
+ step = step_base
1115
+
1116
+ if debug:
1117
+ assert np.all(xl <= step)
1118
+ assert np.all(step <= xu)
1119
+ assert np.linalg.norm(step) < 1.1 * delta
1120
+ return step
1121
+
1122
+
1123
+ def qr_tangential_byrd_omojokun(aub, aeq, free_xl, free_xu, free_ub):
1124
+ n = free_xl.size
1125
+ identity = np.eye(n)
1126
+ q, r, _ = qr(
1127
+ np.block(
1128
+ [
1129
+ [aeq],
1130
+ [aub[~free_ub, :]],
1131
+ [-identity[~free_xl, :]],
1132
+ [identity[~free_xu, :]],
1133
+ ]
1134
+ ).T,
1135
+ pivoting=True,
1136
+ )
1137
+ n_act = np.count_nonzero(
1138
+ np.abs(np.diag(r))
1139
+ >= 10.0
1140
+ * EPS
1141
+ * n
1142
+ * np.linalg.norm(r[: np.min(r.shape), : np.min(r.shape)], axis=0)
1143
+ )
1144
+ return n_act, q
1145
+
1146
+
1147
+ def qr_normal_byrd_omojokun(aub, free_xl, free_xu, free_slack, free_ub):
1148
+ m_linear_ub, n = aub.shape
1149
+ identity_n = np.eye(n)
1150
+ identity_m = np.eye(m_linear_ub)
1151
+ q, r, _ = qr(
1152
+ np.block(
1153
+ [
1154
+ [
1155
+ aub[~free_ub, :],
1156
+ -identity_m[~free_ub, :],
1157
+ ],
1158
+ [
1159
+ np.zeros((m_linear_ub - np.count_nonzero(free_slack), n)),
1160
+ -identity_m[~free_slack, :],
1161
+ ],
1162
+ [
1163
+ -identity_n[~free_xl, :],
1164
+ np.zeros((n - np.count_nonzero(free_xl), m_linear_ub)),
1165
+ ],
1166
+ [
1167
+ identity_n[~free_xu, :],
1168
+ np.zeros((n - np.count_nonzero(free_xu), m_linear_ub)),
1169
+ ],
1170
+ ]
1171
+ ).T,
1172
+ pivoting=True,
1173
+ )
1174
+ n_act = np.count_nonzero(
1175
+ np.abs(np.diag(r))
1176
+ >= 10.0
1177
+ * EPS
1178
+ * (n + m_linear_ub)
1179
+ * np.linalg.norm(r[: np.min(r.shape), : np.min(r.shape)], axis=0)
1180
+ )
1181
+ return n_act, q
1182
+
1183
+
1184
+ def _alpha_tr(step, sd, delta):
1185
+ step_sd = step @ sd
1186
+ sd_sq = sd @ sd
1187
+ dist_tr_sq = delta**2.0 - step @ step
1188
+ temp = np.sqrt(max(step_sd**2.0 + sd_sq * dist_tr_sq, 0.0))
1189
+ if step_sd <= 0.0 and sd_sq > TINY * abs(temp - step_sd):
1190
+ alpha_tr = max((temp - step_sd) / sd_sq, 0.0)
1191
+ elif abs(temp + step_sd) > TINY * dist_tr_sq:
1192
+ alpha_tr = max(dist_tr_sq / (temp + step_sd), 0.0)
1193
+ else:
1194
+ raise ZeroDivisionError
1195
+ return alpha_tr
1196
+
1197
+
1198
+ def _argmax(x):
1199
+ return np.flatnonzero(x >= np.max(x))
1200
+
1201
+
1202
+ def _argmin(x):
1203
+ return np.flatnonzero(x <= np.min(x))
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/utils/__init__.py ADDED
@@ -0,0 +1,18 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from .exceptions import (
2
+ MaxEvalError,
3
+ TargetSuccess,
4
+ CallbackSuccess,
5
+ FeasibleSuccess,
6
+ )
7
+ from .math import get_arrays_tol, exact_1d_array
8
+ from .versions import show_versions
9
+
10
+ __all__ = [
11
+ "MaxEvalError",
12
+ "TargetSuccess",
13
+ "CallbackSuccess",
14
+ "FeasibleSuccess",
15
+ "get_arrays_tol",
16
+ "exact_1d_array",
17
+ "show_versions",
18
+ ]
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/utils/__pycache__/__init__.cpython-312.pyc ADDED
Binary file (527 Bytes). View file
 
.venv_haddock/lib/python3.12/site-packages/scipy/_lib/cobyqa/utils/__pycache__/exceptions.cpython-312.pyc ADDED
Binary file (1.19 kB). View file