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#!/usr/bin/env python
import openturns as ot
def printResults(result, problemName):
print(f"*** {problemName} completed:")
print(f" -- Optimal point = {result.getOptimalPoint()}")
print(f" -- Optimal value = {result.getOptimalValue()}")
print(f" -- Iteration number = {result.getIterationNumber()}")
print(f" -- Evaluation number = {result.getCallsNumber()}")
print(f" -- Absolute error = {result.getAbsoluteError():.6e}")
print(f" -- Relative error = {result.getRelativeError():.6e}")
print(f" -- Residual error = {result.getResidualError():.6e}")
print(f" -- Constraint error = {result.getConstraintError():.6e}")
# Define the problems based on Rastrigin function
rastrigin = ot.SymbolicFunction(
["x1", "x2"], ["20 + x1^2 - 10*cos(2*pi_*x1) + x2^2 - 10*cos(2*pi_*x2)"]
)
unboundedProblem = ot.OptimizationProblem(rastrigin)
notConstrainingBounds = ot.Interval([-5.0, -5.0], [3.0, 2.0])
notConstrainingBoundsProblem = ot.OptimizationProblem(
rastrigin, ot.Function(), ot.Function(), notConstrainingBounds
)
constrainingBounds = ot.Interval([-1.0, -2.0], [5.0, -0.5])
constrainingBoundsProblem = ot.OptimizationProblem(
rastrigin, ot.Function(), ot.Function(), constrainingBounds
)
boundedPref = [0.0, -1.0]
unboundedPref = [0.0, 0.0]
# GLOBAL ALGORITHM
# Non-contraining bounds Global
notConstrainingBoundsGlobal = ot.Dlib(notConstrainingBoundsProblem, "global")
notConstrainingBoundsGlobal.setStartingPoint([0.0] * 2)
notConstrainingBoundsGlobal.setMaximumCallsNumber(300)
notConstrainingBoundsGlobal.run()
printResults(notConstrainingBoundsGlobal.getResult(), "Non-constraining bounds Global")
# Contraining bounds Global
constrainingBoundsGlobal = ot.Dlib(constrainingBoundsProblem, "global")
constrainingBoundsGlobal.setMaximumCallsNumber(300)
constrainingBoundsGlobal.setStartingPoint([0.0] * 2)
constrainingBoundsGlobal.run()
printResults(constrainingBoundsGlobal.getResult(), "Constraining bounds Global")
assert (
notConstrainingBoundsGlobal.getResult().getOptimalValue()[0] < 4.0
), "optimum not found"
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