/usr/share/pyshared/openopt/examples/glp_Ab_c.py is in python-openopt 0.34+svn1146-1build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | from openopt import GLP
from numpy import *
# objective function
# (x0 - 1.5)^2 + sin(0.8 * x1^2 + 15)^4 + cos(0.8 * x2^2 + 15)^4 + (x3 - 7.5)^4 -> min
f = lambda x: (x[0]-1.5)**2 + sin(0.8 * x[1] ** 2 + 15)**4 + cos(0.8 * x[2] ** 2 + 15)**4 + (x[3]-7.5)**4
# box-bound constraints lb <= x <= ub
lb, ub = -ones(4), ones(4)
# linear inequality constraints
# x0 + x3 <= 0.15
# x1 + x3 <= 1.5
# as Ax <= b
A = mat('1 0 0 1; 0 1 0 1') # tuple, list, numpy array etc are OK as well
b = [0.15, 1.5] # tuple, list, numpy array etc are OK as well
# non-linear constraints
# x0^2 + x2^2 <= 0.15
# 1.5 * x0^2 + x1^2 <= 1.5
c = lambda x: (x[0] ** 2 + x[2] ** 2 - 0.15, 1.5 * x[0] ** 2 + x[1] ** 2 - 1.5)
p = GLP(f, lb=lb, ub=ub, A=A, b=b, c=c, maxIter = 250, maxFunEvals = 1e5, maxTime = 30, maxCPUTime = 30)
r = p.solve('de', mutationRate = 0.15, plot=1)
x_opt, f_opt = r.xf, r.ff
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