DFO-LS 1.2.1__py3-none-any.whl → 1.4.1__py3-none-any.whl

dfols/util.py

@@ -27,11 +27,14 @@ from __future__ import absolute_import, division, print_function, unicode_litera
 
 import logging
 import numpy as np
+import scipy.linalg as LA
 import sys
 
 
 __all__ = ['sumsq', 'eval_least_squares_objective', 'model_value', 'random_orthog_directions_within_bounds',
-           'random_directions_within_bounds', 'apply_scaling', 'remove_scaling']
+           'random_directions_within_bounds', 'apply_scaling', 'remove_scaling', 'pbox', 'pball', 'dykstra', 'qr_rank']
+
+module_logger = logging.getLogger(__name__) 
 
 
 def sumsq(x):
@@ -61,9 +64,9 @@ def eval_least_squares_objective(objfun, x, args=(), verbose=True, eval_num=0, p
 
     if verbose:
         if len(x) < full_x_thresh:
-            logging.info("Function eval %i at point %i has f = %.15g at x = " % (eval_num, pt_num, f) + str(x))
+            module_logger.info("Function eval %i at point %i has f = %.15g at x = " % (eval_num, pt_num, f) + str(x))
         else:
-            logging.info("Function eval %i at point %i has f = %.15g at x = [...]" % (eval_num, pt_num, f))
+            module_logger.info("Function eval %i at point %i has f = %.15g at x = [...]" % (eval_num, pt_num, f))
 
     return fvec, f
 
@@ -207,3 +210,50 @@ def remove_scaling(x_scaled, scaling_changes):
     shift, scale = scaling_changes
     return shift + x_scaled * scale
 
+
+def dykstra(P,x0,max_iter=100,tol=1e-10):
+    x = x0.copy()
+    p = len(P)
+    y = np.zeros((p,x0.shape[0]))
+
+    n = 0
+    cI = float('inf')
+    while n < max_iter and cI >= tol:
+        cI = 0
+        for i in range(0,p):
+            # Update iterate
+            prev_x = x.copy()
+            x = P[i](prev_x - y[i,:])
+
+            # Update increment
+            prev_y = y[i,:].copy()
+            y[i,:] = x - (prev_x - prev_y)
+
+            # Stop condition
+            cI += np.linalg.norm(prev_y - y[i,:])**2
+
+        n += 1
+
+    return x
+
+
+def pball(x,c,r):
+    return c + (r/np.max([np.linalg.norm(x-c),r]))*(x-c)
+
+
+def pbox(x,l,u):
+    return np.minimum(np.maximum(x,l), u)
+
+'''
+Calculates rank of square matrix with QR.
+We use the fact that the rank of a square matrix A
+can be given by the number of nonzero diagonal elements of
+R in the QR factorization of A.
+'''
+def qr_rank(A,tol=1e-15):
+    m,n = A.shape
+    assert m == n, "Input matrix must be square"
+    Q,R = LA.qr(A)
+    D = np.abs(np.diag(R))
+    rank = np.sum(D > tol) 
+    return rank, D

DFO_LS-1.2.1.dist-info/RECORD

@@ -1,16 +0,0 @@
-dfols/__init__.py,sha256=WdWULFDmitwdbZ3JEcrbkb5DjXr0ZM6efAqSe-iPsr8,1620
-dfols/controller.py,sha256=7puR1_zuu47Vr-xEhqubEJRzLv2Yja3X2O_WeDaDSV0,35652
-dfols/diagnostic_info.py,sha256=2kEUkL-MS4eDENUf1r2hOWsntP8OxMDKi_kyHmrC9V4,6081
-dfols/hessian.py,sha256=DKOm520rrFFaXVXu-BsD7aj2_ilJohxZ2tnMsnSa8zE,4265
-dfols/model.py,sha256=OHi-Y50OajpIauzfGcYPdCSrM8gvXYTGjb3NY7enk9s,18020
-dfols/params.py,sha256=1Mplj96q9anYa6d3PCkXgsxp-tc9fP4mNtQxwm7bveE,16749
-dfols/solver.py,sha256=RPUQpgPRkcUVMvc6tJ-0bYckg8EesMMeQ1meRJk3u_k,59180
-dfols/trust_region.py,sha256=75Z0z2d6ENh8t9t_e95IVwgNaWlZpyZF4rdkMJ54qhc,19152
-dfols/util.py,sha256=gpDa71PSFhFMqIJdmndnJ0vE25BiSulscRPS6MlIyaE,8667
-dfols/version.py,sha256=GQUgqQ6kgZyC6ohszFAofexRKp-dKwWY81bo7q2hlI8,926
-DFO_LS-1.2.1.dist-info/LICENSE.txt,sha256=jOtLnuWt7d5Hsx6XXB2QxzrSe2sWWh3NgMfFRetluQM,35147
-DFO_LS-1.2.1.dist-info/METADATA,sha256=nyESs24W-UXP0yYFZ8XX7YGOv39pIPKc8UAvRHrLfEc,7039
-DFO_LS-1.2.1.dist-info/WHEEL,sha256=g4nMs7d-Xl9-xC9XovUrsDHGXt-FT0E17Yqo92DEfvY,92
-DFO_LS-1.2.1.dist-info/top_level.txt,sha256=UfxRhaDN8HQx2_l17KbrDrERJ90OCN7VKkDMpYYbRLU,6
-DFO_LS-1.2.1.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
-DFO_LS-1.2.1.dist-info/RECORD,,

DFO_LS-1.2.1.dist-info/zip-safe

@@ -1 +0,0 @@
-

dfols/version.py

@@ -1,25 +0,0 @@
-"""
-Version number
-====
-
-This program is free software: you can redistribute it and/or modify
-it under the terms of the GNU General Public License as published by
-the Free Software Foundation, either version 3 of the License, or
-(at your option) any later version.
-
-This program is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-GNU General Public License for more details.
-
-You should have received a copy of the GNU General Public License
-along with this program. If not, see <http://www.gnu.org/licenses/>.
-
-The development of this software was sponsored by NAG Ltd. (http://www.nag.co.uk)
-and the EPSRC Centre For Doctoral Training in Industrially Focused Mathematical
-Modelling (EP/L015803/1) at the University of Oxford. Please contact NAG for
-alternative licensing.
-
-"""
-
-__version__ = '1.2.1'