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- """
- Unit tests for the differential global minimization algorithm.
- """
- import multiprocessing
- import platform
- from scipy.optimize._differentialevolution import (DifferentialEvolutionSolver,
- _ConstraintWrapper)
- from scipy.optimize import differential_evolution
- from scipy.optimize._constraints import (Bounds, NonlinearConstraint,
- LinearConstraint)
- from scipy.optimize import rosen, minimize
- from scipy.sparse import csr_matrix
- from scipy import stats
- from scipy._lib._pep440 import Version
- import numpy as np
- from numpy.testing import (assert_equal, assert_allclose, assert_almost_equal,
- assert_string_equal, assert_, suppress_warnings)
- from pytest import raises as assert_raises, warns
- import pytest
- class TestDifferentialEvolutionSolver:
- def setup_method(self):
- self.old_seterr = np.seterr(invalid='raise')
- self.limits = np.array([[0., 0.],
- [2., 2.]])
- self.bounds = [(0., 2.), (0., 2.)]
- self.dummy_solver = DifferentialEvolutionSolver(self.quadratic,
- [(0, 100)])
- # dummy_solver2 will be used to test mutation strategies
- self.dummy_solver2 = DifferentialEvolutionSolver(self.quadratic,
- [(0, 1)],
- popsize=7,
- mutation=0.5)
- # create a population that's only 7 members long
- # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
- population = np.atleast_2d(np.arange(0.1, 0.8, 0.1)).T
- self.dummy_solver2.population = population
- def teardown_method(self):
- np.seterr(**self.old_seterr)
- def quadratic(self, x):
- return x[0]**2
- def test__strategy_resolves(self):
- # test that the correct mutation function is resolved by
- # different requested strategy arguments
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='best1exp')
- assert_equal(solver.strategy, 'best1exp')
- assert_equal(solver.mutation_func.__name__, '_best1')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='best1bin')
- assert_equal(solver.strategy, 'best1bin')
- assert_equal(solver.mutation_func.__name__, '_best1')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='rand1bin')
- assert_equal(solver.strategy, 'rand1bin')
- assert_equal(solver.mutation_func.__name__, '_rand1')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='rand1exp')
- assert_equal(solver.strategy, 'rand1exp')
- assert_equal(solver.mutation_func.__name__, '_rand1')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='rand2exp')
- assert_equal(solver.strategy, 'rand2exp')
- assert_equal(solver.mutation_func.__name__, '_rand2')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='best2bin')
- assert_equal(solver.strategy, 'best2bin')
- assert_equal(solver.mutation_func.__name__, '_best2')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='rand2bin')
- assert_equal(solver.strategy, 'rand2bin')
- assert_equal(solver.mutation_func.__name__, '_rand2')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='rand2exp')
- assert_equal(solver.strategy, 'rand2exp')
- assert_equal(solver.mutation_func.__name__, '_rand2')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='randtobest1bin')
- assert_equal(solver.strategy, 'randtobest1bin')
- assert_equal(solver.mutation_func.__name__, '_randtobest1')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='randtobest1exp')
- assert_equal(solver.strategy, 'randtobest1exp')
- assert_equal(solver.mutation_func.__name__, '_randtobest1')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='currenttobest1bin')
- assert_equal(solver.strategy, 'currenttobest1bin')
- assert_equal(solver.mutation_func.__name__, '_currenttobest1')
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='currenttobest1exp')
- assert_equal(solver.strategy, 'currenttobest1exp')
- assert_equal(solver.mutation_func.__name__, '_currenttobest1')
- def test__mutate1(self):
- # strategies */1/*, i.e. rand/1/bin, best/1/exp, etc.
- result = np.array([0.05])
- trial = self.dummy_solver2._best1((2, 3, 4, 5, 6))
- assert_allclose(trial, result)
- result = np.array([0.25])
- trial = self.dummy_solver2._rand1((2, 3, 4, 5, 6))
- assert_allclose(trial, result)
- def test__mutate2(self):
- # strategies */2/*, i.e. rand/2/bin, best/2/exp, etc.
- # [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7]
- result = np.array([-0.1])
- trial = self.dummy_solver2._best2((2, 3, 4, 5, 6))
- assert_allclose(trial, result)
- result = np.array([0.1])
- trial = self.dummy_solver2._rand2((2, 3, 4, 5, 6))
- assert_allclose(trial, result)
- def test__randtobest1(self):
- # strategies randtobest/1/*
- result = np.array([0.15])
- trial = self.dummy_solver2._randtobest1((2, 3, 4, 5, 6))
- assert_allclose(trial, result)
- def test__currenttobest1(self):
- # strategies currenttobest/1/*
- result = np.array([0.1])
- trial = self.dummy_solver2._currenttobest1(1, (2, 3, 4, 5, 6))
- assert_allclose(trial, result)
- def test_can_init_with_dithering(self):
- mutation = (0.5, 1)
- solver = DifferentialEvolutionSolver(self.quadratic,
- self.bounds,
- mutation=mutation)
- assert_equal(solver.dither, list(mutation))
- def test_invalid_mutation_values_arent_accepted(self):
- func = rosen
- mutation = (0.5, 3)
- assert_raises(ValueError,
- DifferentialEvolutionSolver,
- func,
- self.bounds,
- mutation=mutation)
- mutation = (-1, 1)
- assert_raises(ValueError,
- DifferentialEvolutionSolver,
- func,
- self.bounds,
- mutation=mutation)
- mutation = (0.1, np.nan)
- assert_raises(ValueError,
- DifferentialEvolutionSolver,
- func,
- self.bounds,
- mutation=mutation)
- mutation = 0.5
- solver = DifferentialEvolutionSolver(func,
- self.bounds,
- mutation=mutation)
- assert_equal(0.5, solver.scale)
- assert_equal(None, solver.dither)
- def test_invalid_functional(self):
- def func(x):
- return np.array([np.sum(x ** 2), np.sum(x)])
- with assert_raises(
- RuntimeError,
- match=r"func\(x, \*args\) must return a scalar value"):
- differential_evolution(func, [(-2, 2), (-2, 2)])
- def test__scale_parameters(self):
- trial = np.array([0.3])
- assert_equal(30, self.dummy_solver._scale_parameters(trial))
- # it should also work with the limits reversed
- self.dummy_solver.limits = np.array([[100], [0.]])
- assert_equal(30, self.dummy_solver._scale_parameters(trial))
- def test__unscale_parameters(self):
- trial = np.array([30])
- assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
- # it should also work with the limits reversed
- self.dummy_solver.limits = np.array([[100], [0.]])
- assert_equal(0.3, self.dummy_solver._unscale_parameters(trial))
- def test__ensure_constraint(self):
- trial = np.array([1.1, -100, 0.9, 2., 300., -0.00001])
- self.dummy_solver._ensure_constraint(trial)
- assert_equal(trial[2], 0.9)
- assert_(np.logical_and(trial >= 0, trial <= 1).all())
- def test_differential_evolution(self):
- # test that the Jmin of DifferentialEvolutionSolver
- # is the same as the function evaluation
- solver = DifferentialEvolutionSolver(
- self.quadratic, [(-2, 2)], maxiter=1, polish=False
- )
- result = solver.solve()
- assert_equal(result.fun, self.quadratic(result.x))
- solver = DifferentialEvolutionSolver(
- self.quadratic, [(-2, 2)], maxiter=1, polish=True
- )
- result = solver.solve()
- assert_equal(result.fun, self.quadratic(result.x))
- def test_best_solution_retrieval(self):
- # test that the getter property method for the best solution works.
- solver = DifferentialEvolutionSolver(self.quadratic, [(-2, 2)])
- result = solver.solve()
- assert_equal(result.x, solver.x)
- def test_callback_terminates(self):
- # test that if the callback returns true, then the minimization halts
- bounds = [(0, 2), (0, 2)]
- expected_msg = 'callback function requested stop early by returning True'
- def callback_python_true(param, convergence=0.):
- return True
- result = differential_evolution(rosen, bounds, callback=callback_python_true)
- assert_string_equal(result.message, expected_msg)
- def callback_evaluates_true(param, convergence=0.):
- # DE should stop if bool(self.callback) is True
- return [10]
- result = differential_evolution(rosen, bounds, callback=callback_evaluates_true)
- assert_string_equal(result.message, expected_msg)
- def callback_evaluates_false(param, convergence=0.):
- return []
- result = differential_evolution(rosen, bounds, callback=callback_evaluates_false)
- assert result.success
- def test_args_tuple_is_passed(self):
- # test that the args tuple is passed to the cost function properly.
- bounds = [(-10, 10)]
- args = (1., 2., 3.)
- def quadratic(x, *args):
- if type(args) != tuple:
- raise ValueError('args should be a tuple')
- return args[0] + args[1] * x + args[2] * x**2.
- result = differential_evolution(quadratic,
- bounds,
- args=args,
- polish=True)
- assert_almost_equal(result.fun, 2 / 3.)
- def test_init_with_invalid_strategy(self):
- # test that passing an invalid strategy raises ValueError
- func = rosen
- bounds = [(-3, 3)]
- assert_raises(ValueError,
- differential_evolution,
- func,
- bounds,
- strategy='abc')
- def test_bounds_checking(self):
- # test that the bounds checking works
- func = rosen
- bounds = [(-3)]
- assert_raises(ValueError,
- differential_evolution,
- func,
- bounds)
- bounds = [(-3, 3), (3, 4, 5)]
- assert_raises(ValueError,
- differential_evolution,
- func,
- bounds)
- # test that we can use a new-type Bounds object
- result = differential_evolution(rosen, Bounds([0, 0], [2, 2]))
- assert_almost_equal(result.x, (1., 1.))
- def test_select_samples(self):
- # select_samples should return 5 separate random numbers.
- limits = np.arange(12., dtype='float64').reshape(2, 6)
- bounds = list(zip(limits[0, :], limits[1, :]))
- solver = DifferentialEvolutionSolver(None, bounds, popsize=1)
- candidate = 0
- r1, r2, r3, r4, r5 = solver._select_samples(candidate, 5)
- assert_equal(
- len(np.unique(np.array([candidate, r1, r2, r3, r4, r5]))), 6)
- def test_maxiter_stops_solve(self):
- # test that if the maximum number of iterations is exceeded
- # the solver stops.
- solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=1)
- result = solver.solve()
- assert_equal(result.success, False)
- assert_equal(result.message,
- 'Maximum number of iterations has been exceeded.')
- def test_maxfun_stops_solve(self):
- # test that if the maximum number of function evaluations is exceeded
- # during initialisation the solver stops
- solver = DifferentialEvolutionSolver(rosen, self.bounds, maxfun=1,
- polish=False)
- result = solver.solve()
- assert_equal(result.nfev, 2)
- assert_equal(result.success, False)
- assert_equal(result.message,
- 'Maximum number of function evaluations has '
- 'been exceeded.')
- # test that if the maximum number of function evaluations is exceeded
- # during the actual minimisation, then the solver stops.
- # Have to turn polishing off, as this will still occur even if maxfun
- # is reached. For popsize=5 and len(bounds)=2, then there are only 10
- # function evaluations during initialisation.
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- popsize=5,
- polish=False,
- maxfun=40)
- result = solver.solve()
- assert_equal(result.nfev, 41)
- assert_equal(result.success, False)
- assert_equal(result.message,
- 'Maximum number of function evaluations has '
- 'been exceeded.')
- # now repeat for updating='deferred version
- # 47 function evaluations is not a multiple of the population size,
- # so maxfun is reached partway through a population evaluation.
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- popsize=5,
- polish=False,
- maxfun=47,
- updating='deferred')
- result = solver.solve()
- assert_equal(result.nfev, 47)
- assert_equal(result.success, False)
- assert_equal(result.message,
- 'Maximum number of function evaluations has '
- 'been reached.')
- def test_quadratic(self):
- # test the quadratic function from object
- solver = DifferentialEvolutionSolver(self.quadratic,
- [(-100, 100)],
- tol=0.02)
- solver.solve()
- assert_equal(np.argmin(solver.population_energies), 0)
- def test_quadratic_from_diff_ev(self):
- # test the quadratic function from differential_evolution function
- differential_evolution(self.quadratic,
- [(-100, 100)],
- tol=0.02)
- def test_seed_gives_repeatability(self):
- result = differential_evolution(self.quadratic,
- [(-100, 100)],
- polish=False,
- seed=1,
- tol=0.5)
- result2 = differential_evolution(self.quadratic,
- [(-100, 100)],
- polish=False,
- seed=1,
- tol=0.5)
- assert_equal(result.x, result2.x)
- assert_equal(result.nfev, result2.nfev)
- def test_random_generator(self):
- # check that np.random.Generator can be used (numpy >= 1.17)
- # obtain a np.random.Generator object
- rng = np.random.default_rng()
- inits = ['random', 'latinhypercube', 'sobol', 'halton']
- for init in inits:
- differential_evolution(self.quadratic,
- [(-100, 100)],
- polish=False,
- seed=rng,
- tol=0.5,
- init=init)
- def test_exp_runs(self):
- # test whether exponential mutation loop runs
- solver = DifferentialEvolutionSolver(rosen,
- self.bounds,
- strategy='best1exp',
- maxiter=1)
- solver.solve()
- def test_gh_4511_regression(self):
- # This modification of the differential evolution docstring example
- # uses a custom popsize that had triggered an off-by-one error.
- # Because we do not care about solving the optimization problem in
- # this test, we use maxiter=1 to reduce the testing time.
- bounds = [(-5, 5), (-5, 5)]
- # result = differential_evolution(rosen, bounds, popsize=1815,
- # maxiter=1)
- # the original issue arose because of rounding error in arange, with
- # linspace being a much better solution. 1815 is quite a large popsize
- # to use and results in a long test time (~13s). I used the original
- # issue to figure out the lowest number of samples that would cause
- # this rounding error to occur, 49.
- differential_evolution(rosen, bounds, popsize=49, maxiter=1)
- def test_calculate_population_energies(self):
- # if popsize is 3, then the overall generation has size (6,)
- solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3)
- solver._calculate_population_energies(solver.population)
- solver._promote_lowest_energy()
- assert_equal(np.argmin(solver.population_energies), 0)
- # initial calculation of the energies should require 6 nfev.
- assert_equal(solver._nfev, 6)
- def test_iteration(self):
- # test that DifferentialEvolutionSolver is iterable
- # if popsize is 3, then the overall generation has size (6,)
- solver = DifferentialEvolutionSolver(rosen, self.bounds, popsize=3,
- maxfun=12)
- x, fun = next(solver)
- assert_equal(np.size(x, 0), 2)
- # 6 nfev are required for initial calculation of energies, 6 nfev are
- # required for the evolution of the 6 population members.
- assert_equal(solver._nfev, 12)
- # the next generation should halt because it exceeds maxfun
- assert_raises(StopIteration, next, solver)
- # check a proper minimisation can be done by an iterable solver
- solver = DifferentialEvolutionSolver(rosen, self.bounds)
- _, fun_prev = next(solver)
- for i, soln in enumerate(solver):
- x_current, fun_current = soln
- assert fun_prev >= fun_current
- _, fun_prev = x_current, fun_current
- # need to have this otherwise the solver would never stop.
- if i == 50:
- break
- def test_convergence(self):
- solver = DifferentialEvolutionSolver(rosen, self.bounds, tol=0.2,
- polish=False)
- solver.solve()
- assert_(solver.convergence < 0.2)
- def test_maxiter_none_GH5731(self):
- # Pre 0.17 the previous default for maxiter and maxfun was None.
- # the numerical defaults are now 1000 and np.inf. However, some scripts
- # will still supply None for both of those, this will raise a TypeError
- # in the solve method.
- solver = DifferentialEvolutionSolver(rosen, self.bounds, maxiter=None,
- maxfun=None)
- solver.solve()
- def test_population_initiation(self):
- # test the different modes of population initiation
- # init must be either 'latinhypercube' or 'random'
- # raising ValueError is something else is passed in
- assert_raises(ValueError,
- DifferentialEvolutionSolver,
- *(rosen, self.bounds),
- **{'init': 'rubbish'})
- solver = DifferentialEvolutionSolver(rosen, self.bounds)
- # check that population initiation:
- # 1) resets _nfev to 0
- # 2) all population energies are np.inf
- solver.init_population_random()
- assert_equal(solver._nfev, 0)
- assert_(np.all(np.isinf(solver.population_energies)))
- solver.init_population_lhs()
- assert_equal(solver._nfev, 0)
- assert_(np.all(np.isinf(solver.population_energies)))
- solver.init_population_qmc(qmc_engine='halton')
- assert_equal(solver._nfev, 0)
- assert_(np.all(np.isinf(solver.population_energies)))
- solver = DifferentialEvolutionSolver(rosen, self.bounds, init='sobol')
- solver.init_population_qmc(qmc_engine='sobol')
- assert_equal(solver._nfev, 0)
- assert_(np.all(np.isinf(solver.population_energies)))
- # we should be able to initialize with our own array
- population = np.linspace(-1, 3, 10).reshape(5, 2)
- solver = DifferentialEvolutionSolver(rosen, self.bounds,
- init=population,
- strategy='best2bin',
- atol=0.01, seed=1, popsize=5)
- assert_equal(solver._nfev, 0)
- assert_(np.all(np.isinf(solver.population_energies)))
- assert_(solver.num_population_members == 5)
- assert_(solver.population_shape == (5, 2))
- # check that the population was initialized correctly
- unscaled_population = np.clip(solver._unscale_parameters(population),
- 0, 1)
- assert_almost_equal(solver.population[:5], unscaled_population)
- # population values need to be clipped to bounds
- assert_almost_equal(np.min(solver.population[:5]), 0)
- assert_almost_equal(np.max(solver.population[:5]), 1)
- # shouldn't be able to initialize with an array if it's the wrong shape
- # this would have too many parameters
- population = np.linspace(-1, 3, 15).reshape(5, 3)
- assert_raises(ValueError,
- DifferentialEvolutionSolver,
- *(rosen, self.bounds),
- **{'init': population})
- # provide an initial solution
- # bounds are [(0, 2), (0, 2)]
- x0 = np.random.uniform(low=0.0, high=2.0, size=2)
- solver = DifferentialEvolutionSolver(
- rosen, self.bounds, x0=x0
- )
- # parameters are scaled to unit interval
- assert_allclose(solver.population[0], x0 / 2.0)
- def test_x0(self):
- # smoke test that checks that x0 is usable.
- res = differential_evolution(rosen, self.bounds, x0=[0.2, 0.8])
- assert res.success
- # check what happens if some of the x0 lay outside the bounds
- with assert_raises(ValueError):
- differential_evolution(rosen, self.bounds, x0=[0.2, 2.1])
- def test_infinite_objective_function(self):
- # Test that there are no problems if the objective function
- # returns inf on some runs
- def sometimes_inf(x):
- if x[0] < .5:
- return np.inf
- return x[1]
- bounds = [(0, 1), (0, 1)]
- differential_evolution(sometimes_inf, bounds=bounds, disp=False)
- def test_deferred_updating(self):
- # check setting of deferred updating, with default workers
- bounds = [(0., 2.), (0., 2.)]
- solver = DifferentialEvolutionSolver(rosen, bounds, updating='deferred')
- assert_(solver._updating == 'deferred')
- assert_(solver._mapwrapper._mapfunc is map)
- solver.solve()
- def test_immediate_updating(self):
- # check setting of immediate updating, with default workers
- bounds = [(0., 2.), (0., 2.)]
- solver = DifferentialEvolutionSolver(rosen, bounds)
- assert_(solver._updating == 'immediate')
- # should raise a UserWarning because the updating='immediate'
- # is being overridden by the workers keyword
- with warns(UserWarning):
- with DifferentialEvolutionSolver(rosen, bounds, workers=2) as solver:
- pass
- assert_(solver._updating == 'deferred')
- def test_parallel(self):
- # smoke test for parallelization with deferred updating
- bounds = [(0., 2.), (0., 2.)]
- with multiprocessing.Pool(2) as p, DifferentialEvolutionSolver(
- rosen, bounds, updating='deferred', workers=p.map) as solver:
- assert_(solver._mapwrapper.pool is not None)
- assert_(solver._updating == 'deferred')
- solver.solve()
- with DifferentialEvolutionSolver(rosen, bounds, updating='deferred',
- workers=2) as solver:
- assert_(solver._mapwrapper.pool is not None)
- assert_(solver._updating == 'deferred')
- solver.solve()
- def test_converged(self):
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)])
- solver.solve()
- assert_(solver.converged())
- def test_constraint_violation_fn(self):
- def constr_f(x):
- return [x[0] + x[1]]
- def constr_f2(x):
- return np.array([x[0]**2 + x[1], x[0] - x[1]])
- nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc))
- cv = solver._constraint_violation_fn(np.array([1.0, 1.0]))
- assert_almost_equal(cv, 0.1)
- nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc, nlc2))
- # for multiple constraints the constraint violations should
- # be concatenated.
- xs = [(1.2, 1), (2.0, 2.0), (0.5, 0.5)]
- vs = [(0.3, 0.64, 0.0), (2.1, 4.2, 0.0), (0, 0, 0)]
- for x, v in zip(xs, vs):
- cv = solver._constraint_violation_fn(np.array(x))
- assert_allclose(cv, np.atleast_2d(v))
- # vectorized calculation of a series of solutions
- assert_allclose(
- solver._constraint_violation_fn(np.array(xs)), np.array(vs)
- )
- # the following line is used in _calculate_population_feasibilities.
- # _constraint_violation_fn returns an (1, M) array when
- # x.shape == (N,), i.e. a single solution. Therefore this list
- # comprehension should generate (S, 1, M) array.
- constraint_violation = np.array([solver._constraint_violation_fn(x)
- for x in np.array(xs)])
- assert constraint_violation.shape == (3, 1, 3)
- # we need reasonable error messages if the constraint function doesn't
- # return the right thing
- def constr_f3(x):
- # returns (S, M), rather than (M, S)
- return constr_f2(x).T
- nlc2 = NonlinearConstraint(constr_f3, -np.inf, 1.8)
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc, nlc2),
- vectorized=False)
- solver.vectorized = True
- with pytest.raises(
- RuntimeError, match="An array returned from a Constraint"
- ):
- solver._constraint_violation_fn(np.array(xs))
- def test_constraint_population_feasibilities(self):
- def constr_f(x):
- return [x[0] + x[1]]
- def constr_f2(x):
- return [x[0]**2 + x[1], x[0] - x[1]]
- nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc))
- # are population feasibilities correct
- # [0.5, 0.5] corresponds to scaled values of [1., 1.]
- feas, cv = solver._calculate_population_feasibilities(
- np.array([[0.5, 0.5], [1., 1.]]))
- assert_equal(feas, [False, False])
- assert_almost_equal(cv, np.array([[0.1], [2.1]]))
- assert cv.shape == (2, 1)
- nlc2 = NonlinearConstraint(constr_f2, -np.inf, 1.8)
- for vectorize in [False, True]:
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc, nlc2),
- vectorized=vectorize,
- updating='deferred')
- feas, cv = solver._calculate_population_feasibilities(
- np.array([[0.5, 0.5], [0.6, 0.5]]))
- assert_equal(feas, [False, False])
- assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [0.3, 0.64, 0]]))
- feas, cv = solver._calculate_population_feasibilities(
- np.array([[0.5, 0.5], [1., 1.]]))
- assert_equal(feas, [False, False])
- assert_almost_equal(cv, np.array([[0.1, 0.2, 0], [2.1, 4.2, 0]]))
- assert cv.shape == (2, 3)
- feas, cv = solver._calculate_population_feasibilities(
- np.array([[0.25, 0.25], [1., 1.]]))
- assert_equal(feas, [True, False])
- assert_almost_equal(cv, np.array([[0.0, 0.0, 0.], [2.1, 4.2, 0]]))
- assert cv.shape == (2, 3)
- def test_constraint_solve(self):
- def constr_f(x):
- return np.array([x[0] + x[1]])
- nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc))
- # trust-constr warns if the constraint function is linear
- with warns(UserWarning):
- res = solver.solve()
- assert constr_f(res.x) <= 1.9
- assert res.success
- def test_impossible_constraint(self):
- def constr_f(x):
- return np.array([x[0] + x[1]])
- nlc = NonlinearConstraint(constr_f, -np.inf, -1)
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc), popsize=3,
- seed=1)
- # a UserWarning is issued because the 'trust-constr' polishing is
- # attempted on the least infeasible solution found.
- with warns(UserWarning):
- res = solver.solve()
- assert res.maxcv > 0
- assert not res.success
- # test _promote_lowest_energy works when none of the population is
- # feasible. In this case, the solution with the lowest constraint
- # violation should be promoted.
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc), polish=False)
- next(solver)
- assert not solver.feasible.all()
- assert not np.isfinite(solver.population_energies).all()
- # now swap two of the entries in the population
- l = 20
- cv = solver.constraint_violation[0]
- solver.population_energies[[0, l]] = solver.population_energies[[l, 0]]
- solver.population[[0, l], :] = solver.population[[l, 0], :]
- solver.constraint_violation[[0, l], :] = (
- solver.constraint_violation[[l, 0], :])
- solver._promote_lowest_energy()
- assert_equal(solver.constraint_violation[0], cv)
- def test_accept_trial(self):
- # _accept_trial(self, energy_trial, feasible_trial, cv_trial,
- # energy_orig, feasible_orig, cv_orig)
- def constr_f(x):
- return [x[0] + x[1]]
- nlc = NonlinearConstraint(constr_f, -np.inf, 1.9)
- solver = DifferentialEvolutionSolver(rosen, [(0, 2), (0, 2)],
- constraints=(nlc))
- fn = solver._accept_trial
- # both solutions are feasible, select lower energy
- assert fn(0.1, True, np.array([0.]), 1.0, True, np.array([0.]))
- assert (fn(1.0, True, np.array([0.]), 0.1, True, np.array([0.]))
- == False)
- assert fn(0.1, True, np.array([0.]), 0.1, True, np.array([0.]))
- # trial is feasible, original is not
- assert fn(9.9, True, np.array([0.]), 1.0, False, np.array([1.]))
- # trial and original are infeasible
- # cv_trial have to be <= cv_original to be better
- assert (fn(0.1, False, np.array([0.5, 0.5]),
- 1.0, False, np.array([1., 1.0])))
- assert (fn(0.1, False, np.array([0.5, 0.5]),
- 1.0, False, np.array([1., 0.50])))
- assert (fn(1.0, False, np.array([0.5, 0.5]),
- 1.0, False, np.array([1., 0.4])) == False)
- def test_constraint_wrapper(self):
- lb = np.array([0, 20, 30])
- ub = np.array([0.5, np.inf, 70])
- x0 = np.array([1, 2, 3])
- pc = _ConstraintWrapper(Bounds(lb, ub), x0)
- assert (pc.violation(x0) > 0).any()
- assert (pc.violation([0.25, 21, 31]) == 0).all()
- # check vectorized Bounds constraint
- xs = np.arange(1, 16).reshape(5, 3)
- violations = []
- for x in xs:
- violations.append(pc.violation(x))
- np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
- x0 = np.array([1, 2, 3, 4])
- A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]])
- pc = _ConstraintWrapper(LinearConstraint(A, -np.inf, 0), x0)
- assert (pc.violation(x0) > 0).any()
- assert (pc.violation([-10, 2, -10, 4]) == 0).all()
- # check vectorized LinearConstraint, for 7 lots of parameter vectors
- # with each parameter vector being 4 long, with 3 constraints
- # xs is the same shape as stored in the differential evolution
- # population, but it's sent to the violation function as (len(x), M)
- xs = np.arange(1, 29).reshape(7, 4)
- violations = []
- for x in xs:
- violations.append(pc.violation(x))
- np.testing.assert_allclose(pc.violation(xs.T), np.array(violations).T)
- pc = _ConstraintWrapper(LinearConstraint(csr_matrix(A), -np.inf, 0),
- x0)
- assert (pc.violation(x0) > 0).any()
- assert (pc.violation([-10, 2, -10, 4]) == 0).all()
- def fun(x):
- return A.dot(x)
- nonlinear = NonlinearConstraint(fun, -np.inf, 0)
- pc = _ConstraintWrapper(nonlinear, [-10, 2, -10, 4])
- assert (pc.violation(x0) > 0).any()
- assert (pc.violation([-10, 2, -10, 4]) == 0).all()
- def test_constraint_wrapper_violation(self):
- def cons_f(x):
- # written in vectorised form to accept an array of (N, S)
- # returning (M, S)
- # where N is the number of parameters,
- # S is the number of solution vectors to be examined,
- # and M is the number of constraint components
- return np.array([x[0] ** 2 + x[1],
- x[0] ** 2 - x[1]])
- nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2])
- pc = _ConstraintWrapper(nlc, [0.5, 1])
- assert np.size(pc.bounds[0]) == 2
- xs = [(0.5, 1), (0.5, 1.2), (1.2, 1.2), (0.1, -1.2), (0.1, 2.0)]
- vs = [(0, 0), (0, 0.1), (0.64, 0), (0.19, 0), (0.01, 1.14)]
- for x, v in zip(xs, vs):
- assert_allclose(pc.violation(x), v)
- # now check that we can vectorize the constraint wrapper
- assert_allclose(pc.violation(np.array(xs).T),
- np.array(vs).T)
- assert pc.fun(np.array(xs).T).shape == (2, len(xs))
- assert pc.violation(np.array(xs).T).shape == (2, len(xs))
- assert pc.num_constr == 2
- assert pc.parameter_count == 2
- def test_L1(self):
- # Lampinen ([5]) test problem 1
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- fun = np.sum(5*x[1:5]) - 5*x[1:5]@x[1:5] - np.sum(x[5:])
- return fun
- A = np.zeros((10, 14)) # 1-indexed to match reference
- A[1, [1, 2, 10, 11]] = 2, 2, 1, 1
- A[2, [1, 10]] = -8, 1
- A[3, [4, 5, 10]] = -2, -1, 1
- A[4, [1, 3, 10, 11]] = 2, 2, 1, 1
- A[5, [2, 11]] = -8, 1
- A[6, [6, 7, 11]] = -2, -1, 1
- A[7, [2, 3, 11, 12]] = 2, 2, 1, 1
- A[8, [3, 12]] = -8, 1
- A[9, [8, 9, 12]] = -2, -1, 1
- A = A[1:, 1:]
- b = np.array([10, 0, 0, 10, 0, 0, 10, 0, 0])
- L = LinearConstraint(A, -np.inf, b)
- bounds = [(0, 1)]*9 + [(0, 100)]*3 + [(0, 1)]
- # using a lower popsize to speed the test up
- res = differential_evolution(f, bounds, strategy='best1bin', seed=1234,
- constraints=(L), popsize=2)
- x_opt = (1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 3, 3, 1)
- f_opt = -15
- assert_allclose(f(x_opt), f_opt)
- assert res.success
- assert_allclose(res.x, x_opt, atol=5e-4)
- assert_allclose(res.fun, f_opt, atol=5e-3)
- assert_(np.all(A@res.x <= b))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- # now repeat the same solve, using the same overall constraints,
- # but using a sparse matrix for the LinearConstraint instead of an
- # array
- L = LinearConstraint(csr_matrix(A), -np.inf, b)
- # using a lower popsize to speed the test up
- res = differential_evolution(f, bounds, strategy='best1bin', seed=1234,
- constraints=(L), popsize=2)
- assert_allclose(f(x_opt), f_opt)
- assert res.success
- assert_allclose(res.x, x_opt, atol=5e-4)
- assert_allclose(res.fun, f_opt, atol=5e-3)
- assert_(np.all(A@res.x <= b))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- # now repeat the same solve, using the same overall constraints,
- # but specify half the constraints in terms of LinearConstraint,
- # and the other half by NonlinearConstraint
- def c1(x):
- x = np.hstack(([0], x))
- return [2*x[2] + 2*x[3] + x[11] + x[12],
- -8*x[3] + x[12]]
- def c2(x):
- x = np.hstack(([0], x))
- return -2*x[8] - x[9] + x[12]
- L = LinearConstraint(A[:5, :], -np.inf, b[:5])
- L2 = LinearConstraint(A[5:6, :], -np.inf, b[5:6])
- N = NonlinearConstraint(c1, -np.inf, b[6:8])
- N2 = NonlinearConstraint(c2, -np.inf, b[8:9])
- constraints = (L, N, L2, N2)
- with suppress_warnings() as sup:
- sup.filter(UserWarning)
- res = differential_evolution(f, bounds, strategy='rand1bin',
- seed=1234, constraints=constraints,
- popsize=2)
- assert_allclose(res.x, x_opt, atol=5e-4)
- assert_allclose(res.fun, f_opt, atol=5e-3)
- assert_(np.all(A@res.x <= b))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_L2(self):
- # Lampinen ([5]) test problem 2
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- fun = ((x[1]-10)**2 + 5*(x[2]-12)**2 + x[3]**4 + 3*(x[4]-11)**2 +
- 10*x[5]**6 + 7*x[6]**2 + x[7]**4 - 4*x[6]*x[7] - 10*x[6] -
- 8*x[7])
- return fun
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [127 - 2*x[1]**2 - 3*x[2]**4 - x[3] - 4*x[4]**2 - 5*x[5],
- 196 - 23*x[1] - x[2]**2 - 6*x[6]**2 + 8*x[7],
- 282 - 7*x[1] - 3*x[2] - 10*x[3]**2 - x[4] + x[5],
- -4*x[1]**2 - x[2]**2 + 3*x[1]*x[2] - 2*x[3]**2 -
- 5*x[6] + 11*x[7]]
- N = NonlinearConstraint(c1, 0, np.inf)
- bounds = [(-10, 10)]*7
- constraints = (N)
- with suppress_warnings() as sup:
- sup.filter(UserWarning)
- res = differential_evolution(f, bounds, strategy='rand1bin',
- seed=1234, constraints=constraints)
- f_opt = 680.6300599487869
- x_opt = (2.330499, 1.951372, -0.4775414, 4.365726,
- -0.6244870, 1.038131, 1.594227)
- assert_allclose(f(x_opt), f_opt)
- assert_allclose(res.fun, f_opt)
- assert_allclose(res.x, x_opt, atol=1e-5)
- assert res.success
- assert_(np.all(np.array(c1(res.x)) >= 0))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_L3(self):
- # Lampinen ([5]) test problem 3
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- fun = (x[1]**2 + x[2]**2 + x[1]*x[2] - 14*x[1] - 16*x[2] +
- (x[3]-10)**2 + 4*(x[4]-5)**2 + (x[5]-3)**2 + 2*(x[6]-1)**2 +
- 5*x[7]**2 + 7*(x[8]-11)**2 + 2*(x[9]-10)**2 +
- (x[10] - 7)**2 + 45
- )
- return fun # maximize
- A = np.zeros((4, 11))
- A[1, [1, 2, 7, 8]] = -4, -5, 3, -9
- A[2, [1, 2, 7, 8]] = -10, 8, 17, -2
- A[3, [1, 2, 9, 10]] = 8, -2, -5, 2
- A = A[1:, 1:]
- b = np.array([-105, 0, -12])
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [3*x[1] - 6*x[2] - 12*(x[9]-8)**2 + 7*x[10],
- -3*(x[1]-2)**2 - 4*(x[2]-3)**2 - 2*x[3]**2 + 7*x[4] + 120,
- -x[1]**2 - 2*(x[2]-2)**2 + 2*x[1]*x[2] - 14*x[5] + 6*x[6],
- -5*x[1]**2 - 8*x[2] - (x[3]-6)**2 + 2*x[4] + 40,
- -0.5*(x[1]-8)**2 - 2*(x[2]-4)**2 - 3*x[5]**2 + x[6] + 30]
- L = LinearConstraint(A, b, np.inf)
- N = NonlinearConstraint(c1, 0, np.inf)
- bounds = [(-10, 10)]*10
- constraints = (L, N)
- with suppress_warnings() as sup:
- sup.filter(UserWarning)
- res = differential_evolution(f, bounds, seed=1234,
- constraints=constraints, popsize=3)
- x_opt = (2.171996, 2.363683, 8.773926, 5.095984, 0.9906548,
- 1.430574, 1.321644, 9.828726, 8.280092, 8.375927)
- f_opt = 24.3062091
- assert_allclose(f(x_opt), f_opt, atol=1e-5)
- assert_allclose(res.x, x_opt, atol=1e-6)
- assert_allclose(res.fun, f_opt, atol=1e-5)
- assert res.success
- assert_(np.all(A @ res.x >= b))
- assert_(np.all(np.array(c1(res.x)) >= 0))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_L4(self):
- # Lampinen ([5]) test problem 4
- def f(x):
- return np.sum(x[:3])
- A = np.zeros((4, 9))
- A[1, [4, 6]] = 0.0025, 0.0025
- A[2, [5, 7, 4]] = 0.0025, 0.0025, -0.0025
- A[3, [8, 5]] = 0.01, -0.01
- A = A[1:, 1:]
- b = np.array([1, 1, 1])
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [x[1]*x[6] - 833.33252*x[4] - 100*x[1] + 83333.333,
- x[2]*x[7] - 1250*x[5] - x[2]*x[4] + 1250*x[4],
- x[3]*x[8] - 1250000 - x[3]*x[5] + 2500*x[5]]
- L = LinearConstraint(A, -np.inf, 1)
- N = NonlinearConstraint(c1, 0, np.inf)
- bounds = [(100, 10000)] + [(1000, 10000)]*2 + [(10, 1000)]*5
- constraints = (L, N)
- with suppress_warnings() as sup:
- sup.filter(UserWarning)
- res = differential_evolution(f, bounds, strategy='rand1bin',
- seed=1234, constraints=constraints,
- popsize=3)
- f_opt = 7049.248
- x_opt = [579.306692, 1359.97063, 5109.9707, 182.0177, 295.601172,
- 217.9823, 286.416528, 395.601172]
- assert_allclose(f(x_opt), f_opt, atol=0.001)
- assert_allclose(res.fun, f_opt, atol=0.001)
- # use higher tol here for 32-bit Windows, see gh-11693
- if (platform.system() == 'Windows' and np.dtype(np.intp).itemsize < 8):
- assert_allclose(res.x, x_opt, rtol=2.4e-6, atol=0.0035)
- else:
- # tolerance determined from macOS + MKL failure, see gh-12701
- assert_allclose(res.x, x_opt, rtol=5e-6, atol=0.0024)
- assert res.success
- assert_(np.all(A @ res.x <= b))
- assert_(np.all(np.array(c1(res.x)) >= 0))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_L5(self):
- # Lampinen ([5]) test problem 5
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- fun = (np.sin(2*np.pi*x[1])**3*np.sin(2*np.pi*x[2]) /
- (x[1]**3*(x[1]+x[2])))
- return -fun # maximize
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [x[1]**2 - x[2] + 1,
- 1 - x[1] + (x[2]-4)**2]
- N = NonlinearConstraint(c1, -np.inf, 0)
- bounds = [(0, 10)]*2
- constraints = (N)
- res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
- constraints=constraints)
- x_opt = (1.22797135, 4.24537337)
- f_opt = -0.095825
- assert_allclose(f(x_opt), f_opt, atol=2e-5)
- assert_allclose(res.fun, f_opt, atol=1e-4)
- assert res.success
- assert_(np.all(np.array(c1(res.x)) <= 0))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_L6(self):
- # Lampinen ([5]) test problem 6
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- fun = (x[1]-10)**3 + (x[2] - 20)**3
- return fun
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [(x[1]-5)**2 + (x[2] - 5)**2 - 100,
- -(x[1]-6)**2 - (x[2] - 5)**2 + 82.81]
- N = NonlinearConstraint(c1, 0, np.inf)
- bounds = [(13, 100), (0, 100)]
- constraints = (N)
- res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
- constraints=constraints, tol=1e-7)
- x_opt = (14.095, 0.84296)
- f_opt = -6961.814744
- assert_allclose(f(x_opt), f_opt, atol=1e-6)
- assert_allclose(res.fun, f_opt, atol=0.001)
- assert_allclose(res.x, x_opt, atol=1e-4)
- assert res.success
- assert_(np.all(np.array(c1(res.x)) >= 0))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_L7(self):
- # Lampinen ([5]) test problem 7
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- fun = (5.3578547*x[3]**2 + 0.8356891*x[1]*x[5] +
- 37.293239*x[1] - 40792.141)
- return fun
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [
- 85.334407 + 0.0056858*x[2]*x[5] + 0.0006262*x[1]*x[4] -
- 0.0022053*x[3]*x[5],
- 80.51249 + 0.0071317*x[2]*x[5] + 0.0029955*x[1]*x[2] +
- 0.0021813*x[3]**2,
- 9.300961 + 0.0047026*x[3]*x[5] + 0.0012547*x[1]*x[3] +
- 0.0019085*x[3]*x[4]
- ]
- N = NonlinearConstraint(c1, [0, 90, 20], [92, 110, 25])
- bounds = [(78, 102), (33, 45)] + [(27, 45)]*3
- constraints = (N)
- res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
- constraints=constraints)
- # using our best solution, rather than Lampinen/Koziel. Koziel solution
- # doesn't satisfy constraints, Lampinen f_opt just plain wrong.
- x_opt = [78.00000686, 33.00000362, 29.99526064, 44.99999971,
- 36.77579979]
- f_opt = -30665.537578
- assert_allclose(f(x_opt), f_opt)
- assert_allclose(res.x, x_opt, atol=1e-3)
- assert_allclose(res.fun, f_opt, atol=1e-3)
- assert res.success
- assert_(np.all(np.array(c1(res.x)) >= np.array([0, 90, 20])))
- assert_(np.all(np.array(c1(res.x)) <= np.array([92, 110, 25])))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- @pytest.mark.slow
- @pytest.mark.xfail(platform.machine() == 'ppc64le',
- reason="fails on ppc64le")
- def test_L8(self):
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- fun = 3*x[1] + 0.000001*x[1]**3 + 2*x[2] + 0.000002/3*x[2]**3
- return fun
- A = np.zeros((3, 5))
- A[1, [4, 3]] = 1, -1
- A[2, [3, 4]] = 1, -1
- A = A[1:, 1:]
- b = np.array([-.55, -.55])
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [
- 1000*np.sin(-x[3]-0.25) + 1000*np.sin(-x[4]-0.25) +
- 894.8 - x[1],
- 1000*np.sin(x[3]-0.25) + 1000*np.sin(x[3]-x[4]-0.25) +
- 894.8 - x[2],
- 1000*np.sin(x[4]-0.25) + 1000*np.sin(x[4]-x[3]-0.25) +
- 1294.8
- ]
- L = LinearConstraint(A, b, np.inf)
- N = NonlinearConstraint(c1, np.full(3, -0.001), np.full(3, 0.001))
- bounds = [(0, 1200)]*2+[(-.55, .55)]*2
- constraints = (L, N)
- with suppress_warnings() as sup:
- sup.filter(UserWarning)
- # original Lampinen test was with rand1bin, but that takes a
- # huge amount of CPU time. Changing strategy to best1bin speeds
- # things up a lot
- res = differential_evolution(f, bounds, strategy='best1bin',
- seed=1234, constraints=constraints,
- maxiter=5000)
- x_opt = (679.9453, 1026.067, 0.1188764, -0.3962336)
- f_opt = 5126.4981
- assert_allclose(f(x_opt), f_opt, atol=1e-3)
- assert_allclose(res.x[:2], x_opt[:2], atol=2e-3)
- assert_allclose(res.x[2:], x_opt[2:], atol=2e-3)
- assert_allclose(res.fun, f_opt, atol=2e-2)
- assert res.success
- assert_(np.all(A@res.x >= b))
- assert_(np.all(np.array(c1(res.x)) >= -0.001))
- assert_(np.all(np.array(c1(res.x)) <= 0.001))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_L9(self):
- # Lampinen ([5]) test problem 9
- def f(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return x[1]**2 + (x[2]-1)**2
- def c1(x):
- x = np.hstack(([0], x)) # 1-indexed to match reference
- return [x[2] - x[1]**2]
- N = NonlinearConstraint(c1, [-.001], [0.001])
- bounds = [(-1, 1)]*2
- constraints = (N)
- res = differential_evolution(f, bounds, strategy='rand1bin', seed=1234,
- constraints=constraints)
- x_opt = [np.sqrt(2)/2, 0.5]
- f_opt = 0.75
- assert_allclose(f(x_opt), f_opt)
- assert_allclose(np.abs(res.x), x_opt, atol=1e-3)
- assert_allclose(res.fun, f_opt, atol=1e-3)
- assert res.success
- assert_(np.all(np.array(c1(res.x)) >= -0.001))
- assert_(np.all(np.array(c1(res.x)) <= 0.001))
- assert_(np.all(res.x >= np.array(bounds)[:, 0]))
- assert_(np.all(res.x <= np.array(bounds)[:, 1]))
- def test_integrality(self):
- # test fitting discrete distribution to data
- rng = np.random.default_rng(6519843218105)
- dist = stats.nbinom
- shapes = (5, 0.5)
- x = dist.rvs(*shapes, size=10000, random_state=rng)
- def func(p, *args):
- dist, x = args
- # negative log-likelihood function
- ll = -np.log(dist.pmf(x, *p)).sum(axis=-1)
- if np.isnan(ll): # occurs when x is outside of support
- ll = np.inf # we don't want that
- return ll
- integrality = [True, False]
- bounds = [(1, 18), (0, 0.95)]
- res = differential_evolution(func, bounds, args=(dist, x),
- integrality=integrality, polish=False,
- seed=rng)
- # tolerance has to be fairly relaxed for the second parameter
- # because we're fitting a distribution to random variates.
- assert res.x[0] == 5
- assert_allclose(res.x, shapes, rtol=0.02)
- # check that we can still use integrality constraints with polishing
- res2 = differential_evolution(func, bounds, args=(dist, x),
- integrality=integrality, polish=True,
- seed=rng)
- def func2(p, *args):
- n, dist, x = args
- return func(np.array([n, p[0]]), dist, x)
- # compare the DE derived solution to an LBFGSB solution (that doesn't
- # have to find the integral values). Note we're setting x0 to be the
- # output from the first DE result, thereby making the polishing step
- # and this minimisation pretty much equivalent.
- LBFGSB = minimize(func2, res2.x[1], args=(5, dist, x),
- bounds=[(0, 0.95)])
- assert_allclose(res2.x[1], LBFGSB.x)
- assert res2.fun <= res.fun
- def test_integrality_limits(self):
- def f(x):
- return x
- integrality = [True, False, True]
- bounds = [(0.2, 1.1), (0.9, 2.2), (3.3, 4.9)]
- # no integrality constraints
- solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
- integrality=False)
- assert_allclose(solver.limits[0], [0.2, 0.9, 3.3])
- assert_allclose(solver.limits[1], [1.1, 2.2, 4.9])
- # with integrality constraints
- solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
- integrality=integrality)
- assert_allclose(solver.limits[0], [0.5, 0.9, 3.5])
- assert_allclose(solver.limits[1], [1.5, 2.2, 4.5])
- assert_equal(solver.integrality, [True, False, True])
- assert solver.polish is False
- bounds = [(-1.2, -0.9), (0.9, 2.2), (-10.3, 4.1)]
- solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
- integrality=integrality)
- assert_allclose(solver.limits[0], [-1.5, 0.9, -10.5])
- assert_allclose(solver.limits[1], [-0.5, 2.2, 4.5])
- # A lower bound of -1.2 is converted to
- # np.nextafter(np.ceil(-1.2) - 0.5, np.inf)
- # with a similar process to the upper bound. Check that the
- # conversions work
- assert_allclose(np.round(solver.limits[0]), [-1.0, 1.0, -10.0])
- assert_allclose(np.round(solver.limits[1]), [-1.0, 2.0, 4.0])
- bounds = [(-10.2, -8.1), (0.9, 2.2), (-10.9, -9.9999)]
- solver = DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
- integrality=integrality)
- assert_allclose(solver.limits[0], [-10.5, 0.9, -10.5])
- assert_allclose(solver.limits[1], [-8.5, 2.2, -9.5])
- bounds = [(-10.2, -10.1), (0.9, 2.2), (-10.9, -9.9999)]
- with pytest.raises(ValueError, match='One of the integrality'):
- DifferentialEvolutionSolver(f, bounds=bounds, polish=False,
- integrality=integrality)
- def test_vectorized(self):
- def quadratic(x):
- return np.sum(x**2)
- def quadratic_vec(x):
- return np.sum(x**2, axis=0)
- # A vectorized function needs to accept (len(x), S) and return (S,)
- with pytest.raises(RuntimeError, match='The vectorized function'):
- differential_evolution(quadratic, self.bounds,
- vectorized=True, updating='deferred')
- # vectorized overrides the updating keyword, check for warning
- with warns(UserWarning, match="differential_evolution: the 'vector"):
- differential_evolution(quadratic_vec, self.bounds,
- vectorized=True)
- # vectorized defers to the workers keyword, check for warning
- with warns(UserWarning, match="differential_evolution: the 'workers"):
- differential_evolution(quadratic_vec, self.bounds,
- vectorized=True, workers=map,
- updating='deferred')
- ncalls = [0]
- def rosen_vec(x):
- ncalls[0] += 1
- return rosen(x)
- bounds = [(0, 10), (0, 10)]
- res1 = differential_evolution(rosen, bounds, updating='deferred',
- seed=1)
- res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
- updating='deferred', seed=1)
- # the two minimisation runs should be functionally equivalent
- assert_allclose(res1.x, res2.x)
- assert ncalls[0] == res2.nfev
- assert res1.nit == res2.nit
- def test_vectorized_constraints(self):
- def constr_f(x):
- return np.array([x[0] + x[1]])
- def constr_f2(x):
- return np.array([x[0]**2 + x[1], x[0] - x[1]])
- nlc1 = NonlinearConstraint(constr_f, -np.inf, 1.9)
- nlc2 = NonlinearConstraint(constr_f2, (0.9, 0.5), (2.0, 2.0))
- def rosen_vec(x):
- # accept an (len(x0), S) array, returning a (S,) array
- v = 100 * (x[1:] - x[:-1]**2.0)**2.0
- v += (1 - x[:-1])**2.0
- return np.squeeze(v)
- bounds = [(0, 10), (0, 10)]
- res1 = differential_evolution(rosen, bounds, updating='deferred',
- seed=1, constraints=[nlc1, nlc2],
- polish=False)
- res2 = differential_evolution(rosen_vec, bounds, vectorized=True,
- updating='deferred', seed=1,
- constraints=[nlc1, nlc2],
- polish=False)
- # the two minimisation runs should be functionally equivalent
- assert_allclose(res1.x, res2.x)
- def test_constraint_violation_error_message(self):
- def func(x):
- return np.cos(x[0]) + np.sin(x[1])
- # Intentionally infeasible constraints.
- c0 = NonlinearConstraint(lambda x: x[1] - (x[0]-1)**2, 0, np.inf)
- c1 = NonlinearConstraint(lambda x: x[1] + x[0]**2, -np.inf, 0)
- result = differential_evolution(func,
- bounds=[(-1, 2), (-1, 1)],
- constraints=[c0, c1],
- maxiter=10,
- polish=False,
- seed=864197532)
- assert result.success is False
- # The numerical value in the error message might be sensitive to
- # changes in the implementation. It can be updated if the code is
- # changed. The essential part of the test is that there is a number
- # after the '=', so if necessary, the text could be reduced to, say,
- # "MAXCV = 0.".
- assert "MAXCV = 0.404" in result.message
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