optimize.tests.test_slsqp

Unit test for SLSQP optimization.

Module Contents

Classes

MyCallBack(self) pass a custom callback function
TestSLSQP() Test SLSQP algorithm using Example 14.4 from Numerical Methods for
class MyCallBack

pass a custom callback function

This makes sure it’s being used.

__init__()
__call__(x)
class TestSLSQP

Test SLSQP algorithm using Example 14.4 from Numerical Methods for Engineers by Steven Chapra and Raymond Canale. This example maximizes the function f(x) = 2*x*y + 2*x - x**2 - 2*y**2, which has a maximum at x=2, y=1.

setup_method()
fun(d, sign=1.0)

Arguments: d - A list of two elements, where d[0] represents x and d[1] represents y

in the following equation.
sign - A multiplier for f. Since we want to optimize it, and the scipy
optimizers can only minimize functions, we need to multiply it by -1 to achieve the desired solution

Returns: 2*x*y + 2*x - x**2 - 2*y**2

jac(d, sign=1.0)

This is the derivative of fun, returning a numpy array representing df/dx and df/dy.

fun_and_jac(d, sign=1.0)
f_eqcon(x, sign=1.0)

Equality constraint

fprime_eqcon(x, sign=1.0)

Equality constraint, derivative

f_eqcon_scalar(x, sign=1.0)

Scalar equality constraint

fprime_eqcon_scalar(x, sign=1.0)

Scalar equality constraint, derivative

f_ieqcon(x, sign=1.0)

Inequality constraint

fprime_ieqcon(x, sign=1.0)

Inequality constraint, derivative

f_ieqcon2(x)

Vector inequality constraint

fprime_ieqcon2(x)

Vector inequality constraint, derivative

test_minimize_unbounded_approximated()
test_minimize_unbounded_given()
test_minimize_bounded_approximated()
test_minimize_unbounded_combined()
test_minimize_equality_approximated()
test_minimize_equality_given()
test_minimize_equality_given2()
test_minimize_equality_given_cons_scalar()
test_minimize_inequality_given()
test_minimize_inequality_given_vector_constraints()
test_minimize_bound_equality_given2()
test_unbounded_approximated()
test_unbounded_given()
test_equality_approximated()
test_equality_given()
test_equality_given2()
test_inequality_given()
test_bound_equality_given2()
test_scalar_constraints()
test_integer_bounds()
test_obj_must_return_scalar()
test_obj_returns_scalar_in_list()
test_callback()
test_inconsistent_linearization()
test_regression_5743()
test_gh_6676()
test_invalid_bounds()
test_bounds_clipping()
test_infeasible_initial()