Changeset 1536
- Timestamp:
- 10/11/08 06:21:48 (2 months ago)
- Files:
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trunk/openopt/scikits/openopt/examples/oofun/speedup.py
r1534 r1536 11 11 """ 12 12 def CostlyFunction(z): 13 counter['g'] += 1 13 14 r = z 14 15 for k in xrange(1, K+2): … … 16 17 return r 17 18 18 f = lambda z: ((z-aN)**2).sum() 19 def f(z): 20 counter['f'] += 1 21 return ((z-aN)**2).sum() 19 22 20 23 solver = 'scipy_ncg'# try also scipy_cg, scipy_ncg, ralg, algencan etc … … 28 31 29 32 """ 1: using oovar & oofun """ 33 counter = {'f':0, 'g':0} 30 34 v = oovar('v', size = N) # start value will be zeros(N) 31 35 ff = oofun(f, input = v) … … 33 37 p = NLP(g, maxIter=1e4, iprint=iprint, ftol=ftol, xtol=xtol, gtol=gtol) 34 38 r = p.solve(solver) 35 39 print 'evals f: ', counter['f'], 'evals of costly func g:', counter['g'] 36 40 """ 2: classic """ 41 counter = {'f':0, 'g':0} 37 42 g = CostlyFunction 38 43 p = NLP(lambda x: g(f(x)), x0=zeros(N), maxIter=1e4, ftol=ftol, xtol=xtol, gtol=gtol, iprint=iprint) 39 44 r = p.solve(solver) 45 print 'evals f: ', counter['f'], 'evals of costly func g:', counter['g'] 40 46 """ 41 47 My computer output: … … 52 58 31 4.862e+02 53 59 istop: 1000 54 Solver: Time Elapsed = 1. 61 CPU Time Elapsed = 1.4760 Solver: Time Elapsed = 1.59 CPU Time Elapsed = 1.52 55 61 objFunValue: 486.20891 62 evals f: 17887 evals of costly func g: 305 56 63 ----------------------------------------------------- 57 64 solver: scipy_ncg problem: unnamed goal: minimum … … 65 72 27 4.861e+02 66 73 istop: 1000 67 Solver: Time Elapsed = 1 5.47 CPU Time Elapsed = 14.4874 Solver: Time Elapsed = 14.86 CPU Time Elapsed = 14.26 68 75 objFunValue: 486.07635 76 evals f: 13660 evals of costly func g: 13660 69 77 """
