root/trunk/openopt/scikits/openopt/examples/nlp_bench_1.py

from scikits.openopt import NLP
from numpy import cos, arange, ones, asarray, abs, zeros, sqrt, asscalar
from pylab import legend, show, plot, subplot, xlabel, subplots_adjust
from string import rjust, ljust, expandtabs, center, lower
N = 10
M = 5
Power = 1.13
ff = lambda x: (abs(x-M) ** Power).sum()
x0 = cos(arange(N))

c = lambda x: [2* x[0] **4-32, x[1]**2+x[2]**2 - 8]

h1 = lambda x: 1e1*(x[-1]-1)**4
h2 = lambda x: (x[-2]-1.5)**4

h = (h1, h2)

lb = -6*ones(N)
ub = 6*ones(N)
lb[3] = 5.5
ub[4] = 4.5
gtol=1e-6
ftol = 1e-6
diffInt = 1e-8
contol = 1e-6
maxFunEvals = 1e6
maxTime = 1.5

colors = ['b', 'k', 'y', 'g', 'r', 'm', 'c']

###############################################################
solvers = ['ralg', 'scipy_cobyla', 'lincher', 'scipy_slsqp', 'ipopt','algencan']
#solvers = ['scipy_slsqp']
#solvers = ['ralg', 'ralgSB']
#solvers = ['ralg']
###############################################################

lines, results = [], {}
for j, solver in enumerate(solvers):
    p = NLP(ff, x0, c=c, h=h,  lb = lb, ub = ub, gtol=gtol, diffInt = diffInt, ftol = ftol, maxIter = 1e4, plot = 1, color = colors[j], iprint = 0, legend = solver, show=False,  contol = contol,  maxTime = maxTime,  maxFunEvals = maxFunEvals)


    if solver =='algencan':
        p.gtol = 1e-2
    elif solver == 'ralg':
        p.debug = 0
        pass

    r = p.solve(solver)
    for fn in ('h','c'):
        if not r.evals.has_key(fn): r.evals[fn]=0 # if no c or h are used in problem
    results[solver] = (r.ff, p.getMaxResidual(r.xf), r.elapsed['solver_time'], r.elapsed['solver_cputime'], r.evals['f'], r.evals['c'], r.evals['h'])
    subplot(2,1,1)
    F0 = asscalar(p.f(p.x0))
    lines.append(plot([0, 1e-15], [F0, F0], color= colors[j]))

for i in range(2):
    subplot(2,1,i+1)
    legend(lines, solvers)

subplots_adjust(bottom=0.2, hspace=0.3)

xl = ['Solver                              f_opt     MaxConstr   Time   CPUTime  fEvals  cEvals  hEvals']

for i in range(len(results)):
    s=(ljust(lower(solvers[i]), 40-len(solvers[i]))+'%0.3f'% (results[solvers[i]][0]) + '        %0.1e' % (results[solvers[i]][1]) + ('      %0.2f'% (results[solvers[i]][2])) + '     %0.2f      '% (results[solvers[i]][3]) + str(results[solvers[i]][4]) + '   ' + rjust(str(results[solvers[i]][5]), 5) + ' '*8 +str(results[solvers[i]][6]))

    xl.append(s)

xl = '\n'.join(xl)
subplot(2,1,1)
xlabel('Time elapsed (without graphic output), sec')

from pylab import *
subplot(2,1,2)
xlabel(xl)
show()