Changeset 364

Timestamp:

08/02/10 09:30:58 (6 years ago)

Author:

altafang

Message:

Improving matrix constraints interface and adding installation file/instructions for my branch

Location:

branches/alta

Files:

• INSTALLATION_INSTRUCTIONS.txt (added)
• mystic-0.2a1/augmented_lagrangian_constraints.py (modified) (1 diff)
• mystic-0.2a1/constraint_tools.py (modified) (5 diffs)
• mystic-0.2a1/test_constraints_rosen2d.py (modified) (3 diffs)
• mystic-0.2a1/test_constraints_tp6.py (modified) (1 diff)
• setup_mystic-0.2a1_alta.py (added)

branches/alta/mystic-0.2a1/augmented_lagrangian_constraints.py

@@ -16 +16 @@
 
 Inputs:
-constraints_string -- String of constraints
+constraints_string -- String of constraints. See constraints_input_info.txt for
+                      details.
 ndim -- len(x)
 costfunc -- cost function to minimize

branches/alta/mystic-0.2a1/constraint_tools.py

@@ -988 +988 @@
 #------------------------------------------------------------------
 def matrix_to_symbolic(A=None, b=None, G=None, h=None):
-    """Allow linear equality and inequality constraints to be input in 
-the form of matrices, and convert them to a symbolic string.
-Input as keywords A, b, G, h, 
+    """Convert linear equality and inequality constraints from matrices to a 
+symbolic string for input into the "constraints" keywords in the Solve() 
+method of the Mystic solvers.
+
+Input:
+Keywords A, b, G, h: can specify either A and b; G and h; or A, b, G, and h, 
 where Ax <= b and Gx = h. 
-Can specify either A and b; G and h; or A, b, G, and h. 
+
 A, b, G, and h must all be of type list or numpy array.
-Returns the constraints in a string form that can be directly input 
-into the "constraints" keyword in Solve().
-Notes on using the symbolic string:
+
+Example:
+    A = [[3., 4., 5.],
+         [1., 6., -9.]]
+    b = [0., 0.]
+    G = [1., 0., 0.]
+    h = [5.]
+
+Output:
+Returns a string that can be directly input into the "constraints" keyword 
+in Solve().
+
+Tips on using the symbolic string:
 * When inputting the constraints, ignore the keywords "varname" and
-"varnamelist"."""
-    #XXX Should check dimensions and give warnings if incorrect?
+"varnamelist". The default, 'x', is used."""
+
     ineqstring = ""
     if A != None and b != None:
+        # If one-dimensional and not in a nested list, add a list layer
         try:
             ndim = len(A[0])
@@ -1007 +1021 @@
             ndim = len(A)
             A = [A]
+
+        # Check dimensions and give errors if incorrect.
+        if len(A) != len(b):
+            raise Exception("Dimensions of A and b are not consistent.")
+
+        # 'matrix multiply' and form the string
         for i in range(len(b)):
             Asum = ""
@@ -1014 +1034 @@
     eqstring = ""
     if G != None and h != None:
+        # If one-dimensional and not in a nested list, add a list layer
         try:
             ndim = len(G[0])
@@ -1019 +1040 @@
             ndim = len(G)
             G = [G]
+
+        # Check dimensions and give errors if incorrect.
+        if len(G) != len(h):
+            raise Exception("Dimensions of G and h are not consistent.")
+
+        # 'matrix multiply' and form the string
         for i in range(len(h)):
             Gsum = ""
@@ -1025 +1052 @@
             eqstring += Gsum.rstrip(' + ') + '=' + str(h[i]) + '\n'
     totalconstraints = ineqstring + eqstring
-    return totalconstraints #XXX Better to return constraints function?
+    return totalconstraints 
 
 #------------------------------------------------------------------

branches/alta/mystic-0.2a1/test_constraints_rosen2d.py

@@ -169 +169 @@
 x0 = [0., 0.75] # feasible.
 #x0 = [-1., 1.]
+#x0 = [1., 1.] # infeasible, and the unconstrained minimum!
 
 constraints_string = """
@@ -823 +824 @@
     test_powelldirectional_penalty()
     test_bfgs_penalty() 
-    test_ncg_penalty() # bad answer. adjusting penalty/term doesn't really help
+    test_ncg_penalty() # bad answer. adjusting penalty/term doesn't really help.
+                       # works well with x0=[1., 1.] though.
     test_cg_penalty()
 
@@ -831 +833 @@
     test_powelldirectional_auglag()
     test_bfgs_auglag() 
-    test_ncg_auglag() # gets stuck without the hack in scipy_ncg
+    test_ncg_auglag() # gets stuck without the hack in scipy_ncg. continues to
+                      # get stuck with x0=[1., 1.]
     test_cg_auglag() 
 

branches/alta/mystic-0.2a1/test_constraints_tp6.py

@@ -223 +223 @@
     from mystic.termination import VTR
     from mystic.termination import ChangeOverGeneration as COG
+    from mystic.termination import NormalizedChangeOverGeneration as NCOG
     solver = NelderMeadSimplexSolver(ndim)
     
     solver.SetInitialPoints(x0)
     solver.enable_signal_handler()
-    term = VTR()
-    #term = COG()
+    term = VTR() # does not work well
+    #term = COG() # does not work well
+    #term = NCOG() # does not work well
     solver.Solve(costfunc, term, constraints=constraints_string, \
                 constraints_method='penalty')