Changeset 103

Timestamp:

02/20/09 16:40:19 (7 years ago)

Author:

mmckerns

Message:

added solver for scipy's fmin_powell (added scipy dependency too = BAD);
corrected output from disp,retall,full_output options to be identical to scipy's

Files:

• DEV_NOTES (modified) (1 diff)
• mystic/examples/Make.mm (modified) (1 diff)
• mystic/examples/test_rosenbrock2.py (modified) (2 diffs)
• mystic/examples/test_rosenbrock3.py (added)
• mystic/mystic/Make.mm (modified) (1 diff)
• mystic/mystic/__init__.py (modified) (1 diff)
• mystic/mystic/fmin_powell.py (added)
• mystic/mystic/scipy_optimize.py (modified) (3 diffs)

DEV_NOTES

@@ -1 +1 @@
 = THINGS TO RESOLVE =
 mystic/examples*/*py:
- - convert scipy.optimize.fmin to mystic.scipy_optimize.fmin
+ - convert from scipy.optimize.fmin to mystic.scipy_optimize.fmin
+ - convert from scipy.optimize.fmin_powell to mystic.scipy_optimize.fmin_powell
 */*/*py:
  - move "circle" to mystic.models, and move more of "mogi" to mystic.models
+mystic/mystic/fmin_powell.py:
+ - derive an AbstractSolver class for all solvers to inherit from
+ - add scipy solver "Brent", to _remove_ the scipy dependency (*)
+ - migrate all contents into scipy_optimize.py
+ - clean up & edit inline documentation
+ - better way to deal with callback, direc, maxfun, maxiter (?)
+mystic/mystic/scipy_optimize.py:
+ - add the "__all__" scipy trick
+mystic/mystic/differential_evolution.py:
+ - add ability to choose initial point
+ - use wrap_bounds instead of existing method (?)
 
 

mystic/examples/Make.mm

@@ -42 +42 @@
     test_rosenbrock.py \
     test_rosenbrock2.py \
+    test_rosenbrock3.py \
 #   sam_rosenbrock.py \
     cg_rosenbrock.py \

mystic/examples/test_rosenbrock2.py

@@ -24 +24 @@
     print "==================="
     start = time.time()
-    from mystic.tools import VerboseSow
-    stepmon = VerboseSow(10)
+    from mystic.tools import Sow #VerboseSow
+    stepmon = Sow() #VerboseSow(10)
     from mystic.termination import CandidateRelativeTolerance as CRT
 
+   #from scipy.optimize import fmin
     from mystic.scipy_optimize import fmin, NelderMeadSimplexSolver
    #print fmin(rosen,x0,retall=0,full_output=0)
@@ -34 +35 @@
     solver.SetStrictRanges(min,max)
     solver.enable_signal_handler()
-    solver.Solve(rosen,termination=CRT(xtol=1e-5),StepMonitor=stepmon)
+    solver.Solve(rosen,termination=CRT(xtol=4e-5),StepMonitor=stepmon,disp=1)
     print solver.Solution()
 

mystic/mystic/Make.mm

@@ -29 +29 @@
     differential_evolution.py \
     scipy_optimize.py \
+    fmin_powell.py \
     termination.py \
     strategy.py \

mystic/mystic/__init__.py

@@ -16 +16 @@
 # solvers
 import differential_evolution, scipy_optimize
+import fmin_powell #FIXME: move to scipy_optimize after remove scipy dependency
 
 # strategies, termination conditions

mystic/mystic/scipy_optimize.py

@@ -244 +244 @@
         if maxfun is None:
             maxfun = N * 200
+        self._maxiter = maxiter #XXX: better to just copy the code?
+        self._maxfun = maxfun   #XXX: better to just copy the code?
 
         rho = 1; chi = 2; psi = 0.5; sigma = 0.5;
@@ -402 +404 @@
 
     # code below here pushes output to scipy.optimize.fmin interface
-    x = list(solver.bestSolution)
+   #x = list(solver.bestSolution)
+    x = solver.bestSolution
     fval = solver.bestEnergy
     warnflag = 0
@@ -409 +412 @@
     allvecs = []
     for i in range(iterations):
-        allvecs.append(list(stepmon.x[i][0]))
-
-    if fcalls >= maxfun:
+       #allvecs.append(list(stepmon.x[i][0]))
+        allvecs.append(stepmon.x[i][0])
+
+    if fcalls >= solver._maxfun:
         warnflag = 1
-    elif iterations >= maxiter:
+    elif iterations >= solver._maxiter:
         warnflag = 2