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b/cmaes/test_problems.py |
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# Copyright (c) 2015, Disney Research |
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# All rights reserved. |
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# |
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# Author(s): Sehoon Ha <sehoon.ha@disneyresearch.com> |
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# Disney Research Robotics Group |
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import numpy as np |
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class QuadProb(object): |
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def __init__(self, x=None): |
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self.dim = 4 |
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self.x = np.array([0.5, 0.7, -0.5, 1.0]) |
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if x is not None: |
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self.dim = len(x) |
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self.x = x |
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def f(self, x): |
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diff = x - self.x |
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return 0.5 * np.linalg.norm(diff) ** 2 |
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class Rosen(object): |
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def __init__(self): |
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self.dim = 10 |
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def f(self, x): |
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import scipy.optimize |
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return scipy.optimize.rosen(x) |
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def bounds(self): |
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return [(-0.5, 0.5)] * self.dim |
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def on_eval_f(self, solver): |
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counter = solver.eval_counter |
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value = solver.last_f |
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# if counter % 10 == 0: |
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# solver.plot_convergence() |
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class ConstrainedQuadProb(object): |
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def __init__(self, x=None): |
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self.dim = 4 |
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self.x = x if x is not None else np.array([0.5, 0.7, -0.5, 1.0]) |
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def f(self, x): |
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diff = x - self.x |
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return 0.5 * np.linalg.norm(diff) ** 2 |
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def num_eq_constraints(self): |
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return 2 |
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def c_eq(self, x, index): |
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if index == 0: |
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return x[0] + x[1] - 1.0 |
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elif index == 1: |
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return x[1] + x[2] - 1.0 |
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def c_eq_jac(self, x, index): |
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""" (optional) """ |
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if index == 0: |
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return np.array([1.0, 1.0, 0.0, 0.0]) |
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elif index == 1: |
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return np.array([0.0, 1.0, 1.0, 0.0]) |
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def num_ineq_constraints(self): |
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return 1 |
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def c_ineq(self, x, index): |
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if index == 0: |
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return x[3] - 1.2 |
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if __name__ == '__main__': |
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print('test optimization problems') |
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prob = QuadProb(np.array([0.5, -0.3, 0.9])) |
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print('prob.dim = %d' % (prob.dim)) |
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from optimization.solver_cma import CMASolver as Solver |
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solver = Solver(prob) |
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res = solver.solve() |
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print(res) |