|
|
import pytest |
|
|
import numpy as np |
|
|
from numpy.testing import TestCase, assert_array_equal |
|
|
import scipy.sparse as sps |
|
|
from scipy.optimize._constraints import ( |
|
|
Bounds, LinearConstraint, NonlinearConstraint, PreparedConstraint, |
|
|
new_bounds_to_old, old_bound_to_new, strict_bounds) |
|
|
|
|
|
|
|
|
class TestStrictBounds(TestCase): |
|
|
def test_scalarvalue_unique_enforce_feasibility(self): |
|
|
m = 3 |
|
|
lb = 2 |
|
|
ub = 4 |
|
|
enforce_feasibility = False |
|
|
strict_lb, strict_ub = strict_bounds(lb, ub, |
|
|
enforce_feasibility, |
|
|
m) |
|
|
assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf]) |
|
|
assert_array_equal(strict_ub, [np.inf, np.inf, np.inf]) |
|
|
|
|
|
enforce_feasibility = True |
|
|
strict_lb, strict_ub = strict_bounds(lb, ub, |
|
|
enforce_feasibility, |
|
|
m) |
|
|
assert_array_equal(strict_lb, [2, 2, 2]) |
|
|
assert_array_equal(strict_ub, [4, 4, 4]) |
|
|
|
|
|
def test_vectorvalue_unique_enforce_feasibility(self): |
|
|
m = 3 |
|
|
lb = [1, 2, 3] |
|
|
ub = [4, 5, 6] |
|
|
enforce_feasibility = False |
|
|
strict_lb, strict_ub = strict_bounds(lb, ub, |
|
|
enforce_feasibility, |
|
|
m) |
|
|
assert_array_equal(strict_lb, [-np.inf, -np.inf, -np.inf]) |
|
|
assert_array_equal(strict_ub, [np.inf, np.inf, np.inf]) |
|
|
|
|
|
enforce_feasibility = True |
|
|
strict_lb, strict_ub = strict_bounds(lb, ub, |
|
|
enforce_feasibility, |
|
|
m) |
|
|
assert_array_equal(strict_lb, [1, 2, 3]) |
|
|
assert_array_equal(strict_ub, [4, 5, 6]) |
|
|
|
|
|
def test_scalarvalue_vector_enforce_feasibility(self): |
|
|
m = 3 |
|
|
lb = 2 |
|
|
ub = 4 |
|
|
enforce_feasibility = [False, True, False] |
|
|
strict_lb, strict_ub = strict_bounds(lb, ub, |
|
|
enforce_feasibility, |
|
|
m) |
|
|
assert_array_equal(strict_lb, [-np.inf, 2, -np.inf]) |
|
|
assert_array_equal(strict_ub, [np.inf, 4, np.inf]) |
|
|
|
|
|
def test_vectorvalue_vector_enforce_feasibility(self): |
|
|
m = 3 |
|
|
lb = [1, 2, 3] |
|
|
ub = [4, 6, np.inf] |
|
|
enforce_feasibility = [True, False, True] |
|
|
strict_lb, strict_ub = strict_bounds(lb, ub, |
|
|
enforce_feasibility, |
|
|
m) |
|
|
assert_array_equal(strict_lb, [1, -np.inf, 3]) |
|
|
assert_array_equal(strict_ub, [4, np.inf, np.inf]) |
|
|
|
|
|
|
|
|
def test_prepare_constraint_infeasible_x0(): |
|
|
lb = np.array([0, 20, 30]) |
|
|
ub = np.array([0.5, np.inf, 70]) |
|
|
x0 = np.array([1, 2, 3]) |
|
|
enforce_feasibility = np.array([False, True, True], dtype=bool) |
|
|
bounds = Bounds(lb, ub, enforce_feasibility) |
|
|
pytest.raises(ValueError, PreparedConstraint, bounds, x0) |
|
|
|
|
|
pc = PreparedConstraint(Bounds(lb, ub), [1, 2, 3]) |
|
|
assert (pc.violation([1, 2, 3]) > 0).any() |
|
|
assert (pc.violation([0.25, 21, 31]) == 0).all() |
|
|
|
|
|
x0 = np.array([1, 2, 3, 4]) |
|
|
A = np.array([[1, 2, 3, 4], [5, 0, 0, 6], [7, 0, 8, 0]]) |
|
|
enforce_feasibility = np.array([True, True, True], dtype=bool) |
|
|
linear = LinearConstraint(A, -np.inf, 0, enforce_feasibility) |
|
|
pytest.raises(ValueError, PreparedConstraint, linear, x0) |
|
|
|
|
|
pc = PreparedConstraint(LinearConstraint(A, -np.inf, 0), |
|
|
[1, 2, 3, 4]) |
|
|
assert (pc.violation([1, 2, 3, 4]) > 0).any() |
|
|
assert (pc.violation([-10, 2, -10, 4]) == 0).all() |
|
|
|
|
|
def fun(x): |
|
|
return A.dot(x) |
|
|
|
|
|
def jac(x): |
|
|
return A |
|
|
|
|
|
def hess(x, v): |
|
|
return sps.csr_matrix((4, 4)) |
|
|
|
|
|
nonlinear = NonlinearConstraint(fun, -np.inf, 0, jac, hess, |
|
|
enforce_feasibility) |
|
|
pytest.raises(ValueError, PreparedConstraint, nonlinear, x0) |
|
|
|
|
|
pc = PreparedConstraint(nonlinear, [-10, 2, -10, 4]) |
|
|
assert (pc.violation([1, 2, 3, 4]) > 0).any() |
|
|
assert (pc.violation([-10, 2, -10, 4]) == 0).all() |
|
|
|
|
|
|
|
|
def test_violation(): |
|
|
def cons_f(x): |
|
|
return np.array([x[0] ** 2 + x[1], x[0] ** 2 - x[1]]) |
|
|
|
|
|
nlc = NonlinearConstraint(cons_f, [-1, -0.8500], [2, 2]) |
|
|
pc = PreparedConstraint(nlc, [0.5, 1]) |
|
|
|
|
|
assert_array_equal(pc.violation([0.5, 1]), [0., 0.]) |
|
|
|
|
|
np.testing.assert_almost_equal(pc.violation([0.5, 1.2]), [0., 0.1]) |
|
|
|
|
|
np.testing.assert_almost_equal(pc.violation([1.2, 1.2]), [0.64, 0]) |
|
|
|
|
|
np.testing.assert_almost_equal(pc.violation([0.1, -1.2]), [0.19, 0]) |
|
|
|
|
|
np.testing.assert_almost_equal(pc.violation([0.1, 2]), [0.01, 1.14]) |
|
|
|
|
|
|
|
|
def test_new_bounds_to_old(): |
|
|
lb = np.array([-np.inf, 2, 3]) |
|
|
ub = np.array([3, np.inf, 10]) |
|
|
|
|
|
bounds = [(None, 3), (2, None), (3, 10)] |
|
|
assert_array_equal(new_bounds_to_old(lb, ub, 3), bounds) |
|
|
|
|
|
bounds_single_lb = [(-1, 3), (-1, None), (-1, 10)] |
|
|
assert_array_equal(new_bounds_to_old(-1, ub, 3), bounds_single_lb) |
|
|
|
|
|
bounds_no_lb = [(None, 3), (None, None), (None, 10)] |
|
|
assert_array_equal(new_bounds_to_old(-np.inf, ub, 3), bounds_no_lb) |
|
|
|
|
|
bounds_single_ub = [(None, 20), (2, 20), (3, 20)] |
|
|
assert_array_equal(new_bounds_to_old(lb, 20, 3), bounds_single_ub) |
|
|
|
|
|
bounds_no_ub = [(None, None), (2, None), (3, None)] |
|
|
assert_array_equal(new_bounds_to_old(lb, np.inf, 3), bounds_no_ub) |
|
|
|
|
|
bounds_single_both = [(1, 2), (1, 2), (1, 2)] |
|
|
assert_array_equal(new_bounds_to_old(1, 2, 3), bounds_single_both) |
|
|
|
|
|
bounds_no_both = [(None, None), (None, None), (None, None)] |
|
|
assert_array_equal(new_bounds_to_old(-np.inf, np.inf, 3), bounds_no_both) |
|
|
|
|
|
|
|
|
def test_old_bounds_to_new(): |
|
|
bounds = ([1, 2], (None, 3), (-1, None)) |
|
|
lb_true = np.array([1, -np.inf, -1]) |
|
|
ub_true = np.array([2, 3, np.inf]) |
|
|
|
|
|
lb, ub = old_bound_to_new(bounds) |
|
|
assert_array_equal(lb, lb_true) |
|
|
assert_array_equal(ub, ub_true) |
|
|
|
|
|
bounds = [(-np.inf, np.inf), (np.array([1]), np.array([1]))] |
|
|
lb, ub = old_bound_to_new(bounds) |
|
|
|
|
|
assert_array_equal(lb, [-np.inf, 1]) |
|
|
assert_array_equal(ub, [np.inf, 1]) |
|
|
|
|
|
|
|
|
class TestBounds: |
|
|
def test_repr(self): |
|
|
|
|
|
from numpy import array, inf |
|
|
for args in ( |
|
|
(-1.0, 5.0), |
|
|
(-1.0, np.inf, True), |
|
|
(np.array([1.0, -np.inf]), np.array([2.0, np.inf])), |
|
|
(np.array([1.0, -np.inf]), np.array([2.0, np.inf]), |
|
|
np.array([True, False])), |
|
|
): |
|
|
bounds = Bounds(*args) |
|
|
bounds2 = eval(repr(Bounds(*args))) |
|
|
assert_array_equal(bounds.lb, bounds2.lb) |
|
|
assert_array_equal(bounds.ub, bounds2.ub) |
|
|
assert_array_equal(bounds.keep_feasible, bounds2.keep_feasible) |
|
|
|
|
|
def test_array(self): |
|
|
|
|
|
b = Bounds(lb=[0.0, 0.0], ub=[1.0, 1.0]) |
|
|
assert isinstance(b.lb, np.ndarray) |
|
|
assert isinstance(b.ub, np.ndarray) |
|
|
|
|
|
def test_defaults(self): |
|
|
b1 = Bounds() |
|
|
b2 = Bounds(np.asarray(-np.inf), np.asarray(np.inf)) |
|
|
assert b1.lb == b2.lb |
|
|
assert b1.ub == b2.ub |
|
|
|
|
|
def test_input_validation(self): |
|
|
message = "Lower and upper bounds must be dense arrays." |
|
|
with pytest.raises(ValueError, match=message): |
|
|
Bounds(sps.coo_array([1, 2]), [1, 2]) |
|
|
with pytest.raises(ValueError, match=message): |
|
|
Bounds([1, 2], sps.coo_array([1, 2])) |
|
|
|
|
|
message = "`keep_feasible` must be a dense array." |
|
|
with pytest.raises(ValueError, match=message): |
|
|
Bounds([1, 2], [1, 2], keep_feasible=sps.coo_array([True, True])) |
|
|
|
|
|
message = "`lb`, `ub`, and `keep_feasible` must be broadcastable." |
|
|
with pytest.raises(ValueError, match=message): |
|
|
Bounds([1, 2], [1, 2, 3]) |
|
|
|
|
|
def test_residual(self): |
|
|
bounds = Bounds(-2, 4) |
|
|
x0 = [-1, 2] |
|
|
np.testing.assert_allclose(bounds.residual(x0), ([1, 4], [5, 2])) |
|
|
|
|
|
|
|
|
class TestLinearConstraint: |
|
|
def test_defaults(self): |
|
|
A = np.eye(4) |
|
|
lc = LinearConstraint(A) |
|
|
lc2 = LinearConstraint(A, -np.inf, np.inf) |
|
|
assert_array_equal(lc.lb, lc2.lb) |
|
|
assert_array_equal(lc.ub, lc2.ub) |
|
|
|
|
|
def test_input_validation(self): |
|
|
A = np.eye(4) |
|
|
message = "`lb`, `ub`, and `keep_feasible` must be broadcastable" |
|
|
with pytest.raises(ValueError, match=message): |
|
|
LinearConstraint(A, [1, 2], [1, 2, 3]) |
|
|
|
|
|
message = "Constraint limits must be dense arrays" |
|
|
with pytest.raises(ValueError, match=message): |
|
|
LinearConstraint(A, sps.coo_array([1, 2]), [2, 3]) |
|
|
with pytest.raises(ValueError, match=message): |
|
|
LinearConstraint(A, [1, 2], sps.coo_array([2, 3])) |
|
|
|
|
|
message = "`keep_feasible` must be a dense array" |
|
|
with pytest.raises(ValueError, match=message): |
|
|
keep_feasible = sps.coo_array([True, True]) |
|
|
LinearConstraint(A, [1, 2], [2, 3], keep_feasible=keep_feasible) |
|
|
|
|
|
A = np.empty((4, 3, 5)) |
|
|
message = "`A` must have exactly two dimensions." |
|
|
with pytest.raises(ValueError, match=message): |
|
|
LinearConstraint(A) |
|
|
|
|
|
def test_residual(self): |
|
|
A = np.eye(2) |
|
|
lc = LinearConstraint(A, -2, 4) |
|
|
x0 = [-1, 2] |
|
|
np.testing.assert_allclose(lc.residual(x0), ([1, 4], [5, 2])) |
|
|
|
