1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
|
"""
Unit tests for the simulated annealing minimization algorithm.
"""
from __future__ import division, print_function, absolute_import
from numpy.testing import TestCase, run_module_suite, \
assert_almost_equal, assert_, dec
import numpy as np
from scipy.optimize import anneal, minimize
class TestAnneal(TestCase):
""" Tests for anneal """
def setUp(self):
""" Tests setup.
Define two tests, based on the example in anneal's source. Only the
first one is used since the second fails for the 'fast' schedule at
least.
"""
self.fun = (lambda x: np.cos(14.5 * x - 0.3) + (x + 0.2) * x,
lambda x: np.cos(14.5 * x[0] - 0.3) +
(x[1] + 0.2) * x[1] + (x[0] + 0.2) * x[0])
self.x0 = (1.0, [1.0, 1.0])
self.sol = (-0.195, np.array([-0.195, -0.1]))
self.upper = (3., [3., 3.])
self.lower = (-3., [-3., -3.])
# 'fast' and 'cauchy' succeed with maxiter=1000 but 'boltzmann'
# exits with status=3 until very high values. Keep this value
# reasonable though.
self.maxiter = 1000
# fix random seed
np.random.seed(1234)
def anneal_schedule(self, schedule='fast', use_wrapper=False):
""" Call anneal algorithm using specified schedule """
n = 0 # index of test function
if use_wrapper:
opts = {'upper': self.upper[n],
'lower': self.lower[n],
'ftol': 1e-3,
'maxiter': self.maxiter,
'schedule': schedule,
'disp': False}
res = minimize(self.fun[n], self.x0[n], method='anneal',
options=opts)
x, retval = res['x'], res['status']
else:
x, retval = anneal(self.fun[n], self.x0[n], full_output=False,
upper=self.upper[n], lower=self.lower[n],
feps=1e-3, maxiter=self.maxiter,
schedule=schedule, disp=False)
assert_almost_equal(x, self.sol[n], 2)
return retval
@dec.slow
def test_fast(self, use_wrapper=False):
""" Anneal: test for fast schedule """
retval = self.anneal_schedule('fast', use_wrapper)
self.assertEqual(retval, 0)
@dec.slow
def test_boltzmann(self, use_wrapper=False):
""" Anneal: test for Boltzmann schedule """
retval = self.anneal_schedule('boltzmann', use_wrapper)
assert_(retval <= 3) # usually 3
@dec.slow
def test_cauchy(self, use_wrapper=False):
""" Anneal: test for Cauchy schedule """
retval = self.anneal_schedule('cauchy', use_wrapper)
self.assertEqual(retval, 0)
@dec.slow
def test_minimize(self):
""" minimize with 'anneal' method """
self.test_fast(True)
self.test_boltzmann(True)
self.test_cauchy(True)
if __name__ == "__main__":
run_module_suite()
|
