Changeset 338 for branches/alta/mystic-0.2a1/test_constraints_cvxopt_qp.py

Timestamp:

07/21/10 09:10:59 (6 years ago)

Author:

altafang

Message:

Found some good sources of optimization test problems, and translated some of them into Python.

File:

• branches/alta/mystic-0.2a1/test_constraints_cvxopt_qp.py (modified) (1 diff)

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

@@ -36 +36 @@
       x + y == 1.0}, {x, y}]
     Solution: {1.875, {x -> 0.25, y -> 0.75}}
+
+    OpenOpt code and results:
+    -------------------------
+    from FuncDesigner import *
+    from openopt import NLP
+    x1, x2 = oovars ('x1', 'x2')
+    f = 2.*x1**2 + x2**2 + x1*x2 + x1 + x2
+    constraints = [x1 >= 0.0, x2 >= 0.0, x1 + x2 == 1.0]
+    x0 = {x1:1.,x2: 1.}
+    problem = NLP(f, x0, constraints=constraints)
+    soln = problem.solve('ralg')
+    print soln.xf
+    Solution: {x1: array([ 0.2500267]), x2: array([ 0.7499733])}
 """