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#! /usr/bin/env python
from __future__ import print_function
import openturns as ot
levelFunction = ot.NumericalMathFunction(
["x1", "x2", "x3", "x4"], ["y1"], ["x1+2*x2-3*x3+4*x4"])
# Add a finite difference gradient to the function, as Abdo Rackwitz algorithm
# needs it
myGradient = ot.NonCenteredFiniteDifferenceGradient(
1e-7, levelFunction.getEvaluation())
print("myGradient = ", repr(myGradient))
# Substitute the gradient
levelFunction.setGradient(
ot.NonCenteredFiniteDifferenceGradient(myGradient))
startingPoint = [0.0] * 4
algo = ot.AbdoRackwitz(ot.OptimizationProblem(levelFunction, 3.0))
algo.setStartingPoint(startingPoint)
algo.run()
print("result = ", algo.getResult())
levelFunction = ot.NumericalMathFunction(
["x1", "x2", "x3", "x4"], ["y1"], ["x1*cos(x1)+2*x2*x3-3*x3+4*x3*x4"])
# Add a finite difference gradient to the function, as Abdo Rackwitz algorithm
# needs it
myGradient = ot.NonCenteredFiniteDifferenceGradient(
1e-7, levelFunction.getEvaluation())
print("myGradient = ", repr(myGradient))
# Substitute the gradient
levelFunction.setGradient(
ot.NonCenteredFiniteDifferenceGradient(myGradient))
startingPoint = [0.0] * 4
algo = ot.AbdoRackwitz(ot.OptimizationProblem(levelFunction, -0.5))
algo.setStartingPoint(startingPoint)
print("myalgorithm=", repr(algo))
algo.run()
print("result = ", algo.getResult())
print("evaluation calls number=", levelFunction.getEvaluationCallsNumber())
print("gradient calls number=", levelFunction.getGradientCallsNumber())
print("hessian calls number=", levelFunction.getHessianCallsNumber())
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