Changeset 160

Timestamp:

08/02/09 21:14:05 (7 years ago)

Author:

altafang

Message:

Adding Newton-CG solver and making some edits to other solvers

Location:

branches/alta/mystic-0.1a2

Files:

• examples/test_bfgs.py (modified) (2 diffs)
• examples/test_ncg.py (added)
• mystic/anneal_solver.py (modified) (2 diffs)
• mystic/scipy_bfgs.py (modified) (11 diffs)
• mystic/scipy_ncg.py (added)
• mystic/snobfit_solver.py (modified) (1 diff)
• mystic/test_bfgs.py (added)

branches/alta/mystic-0.1a2/examples/test_bfgs.py

@@ -3 +3 @@
 """
 Example:
-    - Minimize simple test functions using BFGS optimization.
+    - Minimize the Rosenbrock function using BFGS optimization.
 
 Demonstrates:
@@ -39 +39 @@
     print
     print "Using BFGS Quasi-Newton:"
-    y = fmin_bfgs(rosen, x0, fprime=rosen_der, gtol=1e-4, maxiter=100)
-    print y
+    x = fmin_bfgs(rosen, x0, fprime=rosen_der, gtol=1e-4, maxiter=100)
+    print x

branches/alta/mystic-0.1a2/mystic/anneal_solver.py

@@ -40 +40 @@
 Adapted for Mystic, 2009
 """
+
+__all__ = ['AnnealSolver','anneal']
 
 # Mystic and numpy imports
@@ -200 +202 @@
     def __init__(self, dim):
         """
-Takes two initial inputs: 
+Takes one initial input: 
     dim  -- dimensionality of the problem
 

branches/alta/mystic-0.1a2/mystic/scipy_bfgs.py

@@ -336 +336 @@
     def __init__(self, dim):
         """
-Takes two initial inputs: 
+Takes one initial input: 
     dim  -- dimensionality of the problem
 
@@ -345 +345 @@
     def Solve(self, func, sigint_callback=None,
               EvaluationMonitor=Null, StepMonitor=Null, GradMonitor=Null,
-              InvHessianMonitor=Null, ExtraArgs=((), ()), **kwds):
+              InvHessianMonitor=Null, ExtraArgs=(), **kwds):
         """Minimize a function using BFGS.
 
@@ -366 +366 @@
     GradMonitor -- Monitors the gradient. 
     InvHessianMonitor -- Monitors the inverse Hessian. 
-    ExtraArgs -- extra arguments for func and fprime.
+    ExtraArgs -- extra arguments for func and fprime (same for both)
 
 Further Inputs:
@@ -405 +405 @@
         self._EARLYEXIT = False
 
-        fcalls, func = wrap_function(func, args[0], EvaluationMonitor)
+        fcalls, func = wrap_function(func, args, EvaluationMonitor)
         if self._useStrictRange:
             x0 = self._clipGuessWithinRangeBoundary(x0)
@@ -426 +426 @@
             gcalls, myfprime = wrap_function(approx_fprime, (func, epsilon), GradMonitor)
         else:
-            gcalls, myfprime = wrap_function(fprime, args[1], GradMonitor)
+            gcalls, myfprime = wrap_function(fprime, args, GradMonitor)
 
         gfk = myfprime(x0)
@@ -442 +442 @@
         while (gnorm > gtol) and (k < self._maxiter):
             pk = -numpy.dot(Hk,gfk)
+
        #     alpha_k, fc, gc, old_fval, old_old_fval, gfkp1 = \
        #        linesearch.line_search(func,myfprime,xk,pk,gfk,
@@ -447 +448 @@
        # how do I get linesearch.line_search? it is in scipy, but 
        # requires minpack2.so....
+
             # temporary fix:
             alpha_k = None
@@ -531 +533 @@
 # Interface for using BFGSSolver
 
-def fmin_bfgs(func, x0, fprime=None, args=((),()), gtol=1e-5, norm=Inf,
+def fmin_bfgs(func, x0, fprime=None, args=(), gtol=1e-5, norm=Inf,
               epsilon=_epsilon, maxiter=None, full_output=0, disp=1,
               retall=0, callback=None):
@@ -547 +549 @@
       fprime : callable f'(x,*args)
           Gradient of f.
-      args : tuple of tuples
-          Extra arguments passed to f and fprime.
+      args : tuple
+          Extra arguments passed to f and fprime (same to both)
       gtol : float
           Gradient norm must be less than gtol before successful termination.
@@ -585 +587 @@
         warnflag : integer
             1 : Maximum number of iterations exceeded.
-            2 : Gradient and/or function calls not changing.
         allvecs  :  list
             Results at each iteration.  Only returned if retall is True.
@@ -622 +623 @@
     Hk = invhessianmon.y[-1]
 
-    if fcalls >= solver._maxfun:
+    if iterations >= solver._maxiter:
         warnflag = 1
-    elif iterations >= solver._maxiter:
-        warnflag = 2
 
     if full_output:

branches/alta/mystic-0.1a2/mystic/snobfit_solver.py

@@ -52 +52 @@
 Adapted to Mystic 7/2009 -- Alta Fang
 """
+
+__all__ = ['SnobfitSolver','snobfit']
 
 # Snobfit imports