/usr/share/pyshared/openopt/solvers/scipy_optim/scipy_slsqp_oo.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 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 | from scipy.optimize import fmin_slsqp
import openopt
from openopt.kernel.setDefaultIterFuncs import *
from openopt.kernel.ooMisc import WholeRepr2LinConst, xBounds2Matrix
from openopt.kernel.baseSolver import baseSolver
from numpy import *
class EmptyClass: pass
class scipy_slsqp(baseSolver):
__name__ = 'scipy_slsqp'
__license__ = "BSD"
__authors__ = """Dieter Kraft, connected to scipy by Rob Falck, connected to OO by Dmitrey"""
__alg__ = "Sequential Least SQuares Programming"
__info__ = 'constrained NLP solver'
__optionalDataThatCanBeHandled__ = ['A', 'Aeq', 'b', 'beq', 'lb', 'ub', 'c', 'h']
def __init__(self): pass
def __solver__(self, p):
bounds = []
if any(isfinite(p.lb)) or any(isfinite(p.ub)):
ind_inf = where(p.lb==-inf)[0]
p.lb[ind_inf] = -1e50
ind_inf = where(p.ub==inf)[0]
p.ub[ind_inf] = 1e50
for i in range(p.n):
bounds.append((p.lb[i], p.ub[i]))
empty_arr = array(())
empty_arr_n = array(()).reshape(0, p.n)
if not p.userProvided.c:
p.c = lambda x: empty_arr.copy()
p.dc = lambda x: empty_arr_n.copy()
if not p.userProvided.h:
p.h = lambda x: empty_arr.copy()
p.dh = lambda x: empty_arr_n.copy()
C = lambda x: -hstack((p.c(x), p.matmult(p.A, x) - p.b))
fprime_ieqcons = lambda x: -vstack((p.dc(x), p.A))
#else: C, fprime_ieqcons = None, None
#if p.userProvided.h:
H = lambda x: hstack((p.h(x), p.matmult(p.Aeq, x) - p.beq))
fprime_eqcons = lambda x: vstack((p.dh(x), p.Aeq))
#else: H, fprime_eqcons = None, None
# fprime_cons = lambda x: vstack((p.dh(x), p.Aeq, p.dc(x), p.A))
x, fx, its, imode, smode = fmin_slsqp(p.f, p.x0, bounds=bounds, f_eqcons = H, f_ieqcons = C, full_output=1, iprint=-1, fprime = p.df, fprime_eqcons = fprime_eqcons, fprime_ieqcons = fprime_ieqcons, acc = p.contol, iter = p.maxIter)
p.msg = smode
if imode == 0: p.istop = 1000
#elif imode == 9: p.istop = ? CHECKME that OO kernel is capable of handling the case
else: p.istop = -1000
p.xk, p.fk = array(x), fx
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