llsp_2.py

Revision 1300, 0.9 kB (checked in by dmitrey.kroshko, 3 months ago)
minor bugfix + changes in examples/llsp2.py

Line
1	__docformat__ = "restructuredtext en"
2
3	from numpy import diag, ones, sin, cos, arange, sqrt, vstack, zeros, dot
4	from scikits.openopt import LLSP, NLP
5
6	N = 150
7	C1 = diag(sqrt(arange(N)))
8	C2 = (1.5+arange(N)).reshape(1, -1) * (0.8+arange(N)).reshape(-1, 1)
9	C = vstack((C1, C2))
10	d = arange(2*N)
11	lb = -2.0+sin(arange(N))
12	ub = 5+cos(arange(N))
13
14	############################LLSP################################
15	LLSPsolver = 'bvls'
16	p = LLSP(C, d, lb=lb, ub=ub)
17	r = p.solve(LLSPsolver)
18	#############################NLP################################
19	NLPsolver = 'scipy_lbfgsb'# you could try scipy_tnc or ralg as well
20	#NLPsolver = 'scipy_tnc'
21	p2 = LLSP(C, d, lb=lb, ub=ub)
22	r2=p2.solve('nlp:'+NLPsolver)
23	##################################################################
24	print '###########Results:###########'
25	print 'LLSP solver '+ LLSPsolver + ':', r.ff
26	print 'NLP solver '+ NLPsolver + ':', r2.ff

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