/usr/share/pyshared/openopt/examples/nlp_d2f.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 | """
this is an example of using d2f - Hesse matrix (2nd derivatives)
d2c, d2h, d2l are intended to be implemented soon
and to be connected to ALGENCAN and/or CVXOPT
and/or other NLP solvers
//Dmitrey
"""
from openopt import NLP
from numpy import cos, arange, ones, asarray, abs, zeros, diag
N = 300
M = 5
ff = lambda x: ((x-M)**4).sum()
p = NLP(ff, cos(arange(N)))
p.df = lambda x: 4*(x-M)**3
p.d2f = lambda x: diag(12*(x-M)**2)
# other valid assignment:
# p = NLP(lambda x: ((x-M)**4).sum(), cos(arange(N)), df = lambda x: 4*(x-M)**3, d2f = lambda x: diag(12*(x-M)**2))
# or
# p = NLP(x0 = cos(arange(N)), f = lambda x: ((x-M)**4).sum(), df = lambda x: 4*(x-M)**3, d2f = lambda x: diag(12*(x-M)**2))
r = p.solve('scipy_ncg')
print('objfunc val: %e' % r.ff) # it should be a small positive like 5.23656378549e-08
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