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#! /usr/bin/env python
from __future__ import print_function
import openturns as ot
import math as m
def printNumericalPoint(point, digits):
oss = "["
eps = pow(0.1, digits)
format = "%." + str(digits) + "f"
for i in range(point.getDimension()):
if i == 0:
sep = ""
else:
sep = ","
if m.fabs(point[i]) < eps:
oss += sep + format % m.fabs(point[i])
else:
oss += sep + format % point[i]
sep = ","
oss += "]"
return oss
# bounds
linear = ot.NumericalMathFunction(
['x1', 'x2', 'x3', 'x4'], ['y1'], ['x1+2*x2-3*x3+4*x4'])
dim = 4
startingPoint = [0.] * dim
bounds = ot.Interval([-3.]*dim,[5.]*dim)
for algo in [ot.SLSQP(), ot.LBFGS(), ot.NelderMead()]:
for minimization in [True, False]:
for inequality in [True, False]:
for equality in [True, False]:
problem = ot.OptimizationProblem(linear, ot.NumericalMathFunction(), ot.NumericalMathFunction(), bounds)
problem.setMinimization(minimization)
if inequality:
# x3 <= x1
problem.setInequalityConstraint(ot.NumericalMathFunction(['x1', 'x2', 'x3', 'x4'], ['ineq'], ['x1-x3']))
if equality:
# x4 = 2
problem.setEqualityConstraint(ot.NumericalMathFunction(['x1', 'x2', 'x3', 'x4'], ['eq'], ['x4-2']))
try:
algo.setProblem(problem)
algo.setStartingPoint(startingPoint)
print('algo=', algo)
algo.run()
result = algo.getResult()
print('x^=', printNumericalPoint(result.getOptimalPoint(), 4))
except:
print('-- Not supported: algo=', algo.getClassName(), 'inequality=', inequality, 'equality=', equality)
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