nlp_d2f.py

Revision 640, 0.8 kB (checked in by dmitrey.kroshko, 1 year ago)
init example of using d2f with scipy_ncg solver

Line
1	"""
2	this is an example of using d2f - Hesse matrix (2nd derivatives)
3	d2c, d2h, d2l are intended to be implemented soon
4	and to be connected to ALGENCAN and/or CVXOPT
5	and/or other NLP solvers
6
7	//Dmitrey
8	"""
9	from scikits.openopt import NLP
10	from numpy import cos, arange, ones, asarray, abs, zeros, diag
11	N = 300
12	M = 5
13	ff = lambda x: ((x-M)**4).sum()
14	p = NLP(ff, cos(arange(N)))
15	p.df = lambda x: 4(x-M)*3
16	p.d2f = lambda x: diag(12(x-M)*2)
17	# other valid assignment:
18	# p = NLP(lambda x: ((x-M)*4).sum(), cos(arange(N)), df = lambda x: 4(x-M)*3, d2f = lambda x: diag(12(x-M)**2))
19	# or
20	# p = NLP(x0 = cos(arange(N)), f = lambda x: ((x-M)*4).sum(), df = lambda x: 4(x-M)*3, d2f = lambda x: diag(12(x-M)**2))
21	r = p.solve('scipy_ncg')
22	print 'objfunc val:', r.ff # it should be a small positive like 5.23656378549e-08

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