mmahelpy 0.1.0__tar.gz

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mmahelpy-0.1.0/LICENSE ADDED
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+ limitations under the License.
@@ -0,0 +1,90 @@
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+ Metadata-Version: 2.4
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+ Name: mmahelpy
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+ Version: 0.1.0
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+ Summary: A reusable Python implementation of the Method of Moving Asymptotes
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+ Author: Kevin Tofu
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+ License-Expression: Apache-2.0
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+ Project-URL: Repository, https://github.com/kevin-tofu/mmahelpy
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+ Project-URL: Issues, https://github.com/kevin-tofu/mmahelpy/issues
9
+ Keywords: mma,moving-asymptotes,optimization
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+ Classifier: Development Status :: 3 - Alpha
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: 3 :: Only
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+ Classifier: Programming Language :: Python :: 3.10
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+ Classifier: Programming Language :: Python :: 3.11
16
+ Classifier: Programming Language :: Python :: 3.12
17
+ Classifier: Programming Language :: Python :: 3.13
18
+ Classifier: Topic :: Scientific/Engineering :: Mathematics
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+ Requires-Python: >=3.10
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: numpy>=1.24
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+ Requires-Dist: scipy>=1.10
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+ Provides-Extra: test
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+ Requires-Dist: pytest>=8; extra == "test"
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+ Dynamic: license-file
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+
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+ # mmapy source package
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+
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+ `mmapy` is a small, stateful implementation of the Method of Moving
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+ Asymptotes (MMA). It solves a separable convex approximation at each call and
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+ retains the design and asymptote history for the next outer iteration.
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+
34
+ The package is independent of finite-element and topology-optimization
35
+ libraries. Supply objective and inequality-constraint values and gradients at
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+ the current point. Constraints use the convention `g(x) <= 0`.
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+
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+ ## Install
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+
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+ ```bash
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+ pip install mmahelpy
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+ ```
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+
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+ ## Example
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+
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+ ```python
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+ import numpy as np
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+ from mmapy import MMA, MMAOptions
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+
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+ optimizer = MMA(MMAOptions(move_limit=0.2))
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+ x = np.array([0.8, 0.8])
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+ lower = np.zeros(2)
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+ upper = np.ones(2)
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+
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+ for _ in range(30):
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+ # Minimize x[0]**2 + x[1]**2 subject to x[0] + x[1] >= 0.9.
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+ objective = float(x @ x)
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+ objective_gradient = 2.0 * x
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+ constraints = np.array([0.9 - x.sum()])
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+ constraint_jacobian = np.array([[-1.0, -1.0]])
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+ result = optimizer.step(
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+ x,
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+ objective,
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+ objective_gradient,
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+ constraints,
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+ constraint_jacobian,
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+ lower,
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+ upper,
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+ )
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+ x = result.x
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+
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+ print(x)
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+ ```
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+
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+ Create one `MMA` object per optimization run. Its `step` method returns an
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+ `MMAResult` with the next design, dual multipliers, approximate constraint
77
+ values, and dual-solver status. Call `reset()` to reuse the object for a new
78
+ problem. Multiple inequality constraints are supported.
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+
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+ ## Development
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+
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+ ```bash
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+ PYTHONPATH=src pytest
84
+ ```
85
+
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+ The distribution is named `mmahelpy` because the `mmapy` name is already
87
+ used on PyPI. The installed import remains `mmapy`. Scikit-Topt depends on
88
+ `mmahelpy` and adapts its public `MMA_Config` to the generic optimizer for
89
+ topology optimization. The solver focuses on continuous, differentiable
90
+ problems with box bounds and inequality constraints.
@@ -0,0 +1,63 @@
1
+ # mmapy source package
2
+
3
+ `mmapy` is a small, stateful implementation of the Method of Moving
4
+ Asymptotes (MMA). It solves a separable convex approximation at each call and
5
+ retains the design and asymptote history for the next outer iteration.
6
+
7
+ The package is independent of finite-element and topology-optimization
8
+ libraries. Supply objective and inequality-constraint values and gradients at
9
+ the current point. Constraints use the convention `g(x) <= 0`.
10
+
11
+ ## Install
12
+
13
+ ```bash
14
+ pip install mmahelpy
15
+ ```
16
+
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+ ## Example
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+
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+ ```python
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+ import numpy as np
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+ from mmapy import MMA, MMAOptions
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+
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+ optimizer = MMA(MMAOptions(move_limit=0.2))
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+ x = np.array([0.8, 0.8])
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+ lower = np.zeros(2)
26
+ upper = np.ones(2)
27
+
28
+ for _ in range(30):
29
+ # Minimize x[0]**2 + x[1]**2 subject to x[0] + x[1] >= 0.9.
30
+ objective = float(x @ x)
31
+ objective_gradient = 2.0 * x
32
+ constraints = np.array([0.9 - x.sum()])
33
+ constraint_jacobian = np.array([[-1.0, -1.0]])
34
+ result = optimizer.step(
35
+ x,
36
+ objective,
37
+ objective_gradient,
38
+ constraints,
39
+ constraint_jacobian,
40
+ lower,
41
+ upper,
42
+ )
43
+ x = result.x
44
+
45
+ print(x)
46
+ ```
47
+
48
+ Create one `MMA` object per optimization run. Its `step` method returns an
49
+ `MMAResult` with the next design, dual multipliers, approximate constraint
50
+ values, and dual-solver status. Call `reset()` to reuse the object for a new
51
+ problem. Multiple inequality constraints are supported.
52
+
53
+ ## Development
54
+
55
+ ```bash
56
+ PYTHONPATH=src pytest
57
+ ```
58
+
59
+ The distribution is named `mmahelpy` because the `mmapy` name is already
60
+ used on PyPI. The installed import remains `mmapy`. Scikit-Topt depends on
61
+ `mmahelpy` and adapts its public `MMA_Config` to the generic optimizer for
62
+ topology optimization. The solver focuses on continuous, differentiable
63
+ problems with box bounds and inequality constraints.
@@ -0,0 +1,42 @@
1
+ [build-system]
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+ requires = ["setuptools>=61", "wheel"]
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+ build-backend = "setuptools.build_meta"
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+
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+ [project]
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+ name = "mmahelpy"
7
+ version = "0.1.0"
8
+ description = "A reusable Python implementation of the Method of Moving Asymptotes"
9
+ readme = "README.md"
10
+ requires-python = ">=3.10"
11
+ license = "Apache-2.0"
12
+ authors = [{ name = "Kevin Tofu" }]
13
+ dependencies = ["numpy>=1.24", "scipy>=1.10"]
14
+ keywords = ["mma", "moving-asymptotes", "optimization"]
15
+ classifiers = [
16
+ "Development Status :: 3 - Alpha",
17
+ "Intended Audience :: Science/Research",
18
+ "Programming Language :: Python :: 3",
19
+ "Programming Language :: Python :: 3 :: Only",
20
+ "Programming Language :: Python :: 3.10",
21
+ "Programming Language :: Python :: 3.11",
22
+ "Programming Language :: Python :: 3.12",
23
+ "Programming Language :: Python :: 3.13",
24
+ "Topic :: Scientific/Engineering :: Mathematics",
25
+ ]
26
+
27
+ [project.urls]
28
+ Repository = "https://github.com/kevin-tofu/mmahelpy"
29
+ Issues = "https://github.com/kevin-tofu/mmahelpy/issues"
30
+
31
+ [project.optional-dependencies]
32
+ test = ["pytest>=8"]
33
+
34
+ [tool.setuptools]
35
+ package-dir = {"" = "src"}
36
+
37
+ [tool.setuptools.packages.find]
38
+ where = ["src"]
39
+
40
+ [tool.pytest.ini_options]
41
+ testpaths = ["tests"]
42
+ addopts = "-q"
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1
+ [egg_info]
2
+ tag_build =
3
+ tag_date = 0
4
+
@@ -0,0 +1,90 @@
1
+ Metadata-Version: 2.4
2
+ Name: mmahelpy
3
+ Version: 0.1.0
4
+ Summary: A reusable Python implementation of the Method of Moving Asymptotes
5
+ Author: Kevin Tofu
6
+ License-Expression: Apache-2.0
7
+ Project-URL: Repository, https://github.com/kevin-tofu/mmahelpy
8
+ Project-URL: Issues, https://github.com/kevin-tofu/mmahelpy/issues
9
+ Keywords: mma,moving-asymptotes,optimization
10
+ Classifier: Development Status :: 3 - Alpha
11
+ Classifier: Intended Audience :: Science/Research
12
+ Classifier: Programming Language :: Python :: 3
13
+ Classifier: Programming Language :: Python :: 3 :: Only
14
+ Classifier: Programming Language :: Python :: 3.10
15
+ Classifier: Programming Language :: Python :: 3.11
16
+ Classifier: Programming Language :: Python :: 3.12
17
+ Classifier: Programming Language :: Python :: 3.13
18
+ Classifier: Topic :: Scientific/Engineering :: Mathematics
19
+ Requires-Python: >=3.10
20
+ Description-Content-Type: text/markdown
21
+ License-File: LICENSE
22
+ Requires-Dist: numpy>=1.24
23
+ Requires-Dist: scipy>=1.10
24
+ Provides-Extra: test
25
+ Requires-Dist: pytest>=8; extra == "test"
26
+ Dynamic: license-file
27
+
28
+ # mmapy source package
29
+
30
+ `mmapy` is a small, stateful implementation of the Method of Moving
31
+ Asymptotes (MMA). It solves a separable convex approximation at each call and
32
+ retains the design and asymptote history for the next outer iteration.
33
+
34
+ The package is independent of finite-element and topology-optimization
35
+ libraries. Supply objective and inequality-constraint values and gradients at
36
+ the current point. Constraints use the convention `g(x) <= 0`.
37
+
38
+ ## Install
39
+
40
+ ```bash
41
+ pip install mmahelpy
42
+ ```
43
+
44
+ ## Example
45
+
46
+ ```python
47
+ import numpy as np
48
+ from mmapy import MMA, MMAOptions
49
+
50
+ optimizer = MMA(MMAOptions(move_limit=0.2))
51
+ x = np.array([0.8, 0.8])
52
+ lower = np.zeros(2)
53
+ upper = np.ones(2)
54
+
55
+ for _ in range(30):
56
+ # Minimize x[0]**2 + x[1]**2 subject to x[0] + x[1] >= 0.9.
57
+ objective = float(x @ x)
58
+ objective_gradient = 2.0 * x
59
+ constraints = np.array([0.9 - x.sum()])
60
+ constraint_jacobian = np.array([[-1.0, -1.0]])
61
+ result = optimizer.step(
62
+ x,
63
+ objective,
64
+ objective_gradient,
65
+ constraints,
66
+ constraint_jacobian,
67
+ lower,
68
+ upper,
69
+ )
70
+ x = result.x
71
+
72
+ print(x)
73
+ ```
74
+
75
+ Create one `MMA` object per optimization run. Its `step` method returns an
76
+ `MMAResult` with the next design, dual multipliers, approximate constraint
77
+ values, and dual-solver status. Call `reset()` to reuse the object for a new
78
+ problem. Multiple inequality constraints are supported.
79
+
80
+ ## Development
81
+
82
+ ```bash
83
+ PYTHONPATH=src pytest
84
+ ```
85
+
86
+ The distribution is named `mmahelpy` because the `mmapy` name is already
87
+ used on PyPI. The installed import remains `mmapy`. Scikit-Topt depends on
88
+ `mmahelpy` and adapts its public `MMA_Config` to the generic optimizer for
89
+ topology optimization. The solver focuses on continuous, differentiable
90
+ problems with box bounds and inequality constraints.
@@ -0,0 +1,11 @@
1
+ LICENSE
2
+ README.md
3
+ pyproject.toml
4
+ src/mmahelpy.egg-info/PKG-INFO
5
+ src/mmahelpy.egg-info/SOURCES.txt
6
+ src/mmahelpy.egg-info/dependency_links.txt
7
+ src/mmahelpy.egg-info/requires.txt
8
+ src/mmahelpy.egg-info/top_level.txt
9
+ src/mmapy/__init__.py
10
+ src/mmapy/mma.py
11
+ tests/test_mma.py
@@ -0,0 +1,5 @@
1
+ numpy>=1.24
2
+ scipy>=1.10
3
+
4
+ [test]
5
+ pytest>=8
@@ -0,0 +1 @@
1
+ mmapy
@@ -0,0 +1,5 @@
1
+ """Stateful Method of Moving Asymptotes optimizer used by Scikit-Topt."""
2
+
3
+ from mmapy.mma import MMA, MMAOptions, MMAResult
4
+
5
+ __all__ = ["MMA", "MMAOptions", "MMAResult"]
@@ -0,0 +1,315 @@
1
+ """A stateful, separable-convex MMA optimizer with multiple constraints."""
2
+
3
+ from __future__ import annotations
4
+
5
+ from dataclasses import dataclass
6
+
7
+ import numpy as np
8
+ from numpy.typing import ArrayLike, NDArray
9
+ from scipy.optimize import minimize
10
+
11
+
12
+ FloatArray = NDArray[np.float64]
13
+
14
+
15
+ @dataclass(frozen=True)
16
+ class MMAOptions:
17
+ """Numerical settings for the MMA outer iteration."""
18
+
19
+ move_limit: float | None = None
20
+ initial_asymptote: float = 0.5
21
+ asymptote_increase: float = 1.2
22
+ asymptote_decrease: float = 0.7
23
+ asymptote_minimum: float = 0.01
24
+ asymptote_maximum: float = 10.0
25
+ regularization: float = 1e-5
26
+ dual_tolerance: float = 1e-9
27
+ dual_max_iterations: int = 200
28
+
29
+ def __post_init__(self) -> None:
30
+ if self.move_limit is not None and self.move_limit <= 0.0:
31
+ raise ValueError("move_limit must be positive")
32
+ if self.initial_asymptote <= 0.0:
33
+ raise ValueError("initial_asymptote must be positive")
34
+ if self.asymptote_increase < 1.0:
35
+ raise ValueError("asymptote_increase must be at least one")
36
+ if not 0.0 < self.asymptote_decrease <= 1.0:
37
+ raise ValueError("asymptote_decrease must be in (0, 1]")
38
+ if not 0.0 < self.asymptote_minimum < self.asymptote_maximum:
39
+ raise ValueError("asymptote limits must satisfy 0 < min < max")
40
+ if self.regularization <= 0.0:
41
+ raise ValueError("regularization must be positive")
42
+ if self.dual_tolerance <= 0.0:
43
+ raise ValueError("dual_tolerance must be positive")
44
+ if self.dual_max_iterations < 1:
45
+ raise ValueError("dual_max_iterations must be positive")
46
+
47
+
48
+ @dataclass(frozen=True)
49
+ class MMAResult:
50
+ """Result of one MMA subproblem solve."""
51
+
52
+ x: FloatArray
53
+ multipliers: FloatArray
54
+ approximated_constraints: FloatArray
55
+ dual_iterations: int
56
+ dual_success: bool
57
+
58
+
59
+ def _asymptote_coefficients(
60
+ gradient: FloatArray,
61
+ x: FloatArray,
62
+ lower: FloatArray,
63
+ upper: FloatArray,
64
+ regularization: float,
65
+ ) -> tuple[FloatArray, FloatArray]:
66
+ """Return reciprocal coefficients matching value and gradient at x."""
67
+ span = upper - lower
68
+ p = np.maximum(gradient, 0.0)
69
+ q = np.maximum(-gradient, 0.0)
70
+ stabilizer = 0.001 * (p + q) + regularization / span
71
+ return (
72
+ (p + stabilizer) * (upper - x) ** 2,
73
+ (q + stabilizer) * (x - lower) ** 2,
74
+ )
75
+
76
+
77
+ def _approximation(
78
+ x: FloatArray,
79
+ x0: FloatArray,
80
+ value0: FloatArray,
81
+ p: FloatArray,
82
+ q: FloatArray,
83
+ lower: FloatArray,
84
+ upper: FloatArray,
85
+ ) -> FloatArray:
86
+ """Evaluate one or more reciprocal MMA approximations."""
87
+ return value0 + np.sum(
88
+ p * (1.0 / (upper - x) - 1.0 / (upper - x0))
89
+ + q * (1.0 / (x - lower) - 1.0 / (x0 - lower)),
90
+ axis=-1,
91
+ )
92
+
93
+
94
+ class MMA:
95
+ """Stateful MMA optimizer for differentiable bound-constrained problems.
96
+
97
+ Call :meth:`step` once per outer iteration with the objective and
98
+ inequality constraints evaluated at the current design. Constraint values
99
+ must use the convention ``g(x) <= 0``. The optimizer retains design and
100
+ asymptote history between calls.
101
+
102
+ Parameters
103
+ ----------
104
+ config:
105
+ Moving-asymptote and dual-solver settings.
106
+ """
107
+
108
+ def __init__(self, config: MMAOptions | None = None) -> None:
109
+ self.config = config or MMAOptions()
110
+ self._previous_x: FloatArray | None = None
111
+ self._previous_previous_x: FloatArray | None = None
112
+ self._lower_asymptote: FloatArray | None = None
113
+ self._upper_asymptote: FloatArray | None = None
114
+
115
+ def reset(self) -> None:
116
+ """Clear iteration history before starting a new optimization."""
117
+ self._previous_x = None
118
+ self._previous_previous_x = None
119
+ self._lower_asymptote = None
120
+ self._upper_asymptote = None
121
+
122
+ def step(
123
+ self,
124
+ x: ArrayLike,
125
+ objective: float,
126
+ objective_gradient: ArrayLike,
127
+ constraints: ArrayLike,
128
+ constraint_jacobian: ArrayLike,
129
+ lower_bounds: ArrayLike,
130
+ upper_bounds: ArrayLike,
131
+ *,
132
+ move_limit: float | ArrayLike | None = None,
133
+ ) -> MMAResult:
134
+ """Solve one local MMA approximation and update optimizer history.
135
+
136
+ ``constraint_jacobian`` has shape ``(n_constraints, n_variables)``.
137
+ Empty one-dimensional inputs are accepted when there are no
138
+ constraints. Bounds are global design bounds; an optional move limit
139
+ further restricts this iteration's step.
140
+ """
141
+ x0 = np.asarray(x, dtype=float)
142
+ df0 = np.asarray(objective_gradient, dtype=float)
143
+ g0 = np.atleast_1d(np.asarray(constraints, dtype=float))
144
+ dg0 = np.asarray(constraint_jacobian, dtype=float)
145
+ xmin = np.broadcast_to(np.asarray(lower_bounds, dtype=float), x0.shape)
146
+ xmax = np.broadcast_to(np.asarray(upper_bounds, dtype=float), x0.shape)
147
+ if x0.ndim != 1 or x0.size == 0:
148
+ raise ValueError("x must be a nonempty one-dimensional array")
149
+ n = x0.size
150
+ if df0.shape != (n,):
151
+ raise ValueError("objective_gradient must have shape (n_variables,)")
152
+ if xmin.shape != (n,) or xmax.shape != (n,):
153
+ raise ValueError("bounds must broadcast to x")
154
+ if (
155
+ np.any(~np.isfinite(x0))
156
+ or np.any(~np.isfinite(df0))
157
+ or np.any(~np.isfinite(xmin))
158
+ or np.any(~np.isfinite(xmax))
159
+ ):
160
+ raise ValueError("x, gradients, and bounds must be finite")
161
+ if np.any(~np.isfinite(g0)) or np.any(~np.isfinite(dg0)):
162
+ raise ValueError("constraints and constraint_jacobian must be finite")
163
+ if np.any(xmin >= xmax) or np.any(x0 < xmin) or np.any(x0 > xmax):
164
+ raise ValueError("x must lie within nondegenerate global bounds")
165
+
166
+ m = g0.size
167
+ if m == 0:
168
+ dg0 = np.empty((0, n), dtype=float)
169
+ elif dg0.shape != (m, n):
170
+ raise ValueError(
171
+ "constraint_jacobian must have shape (n_constraints, n_variables)"
172
+ )
173
+ if not np.isfinite(objective):
174
+ raise ValueError("objective must be finite")
175
+
176
+ cfg = self.config
177
+ span = xmax - xmin
178
+ low, upp = self._moving_asymptotes(x0, span)
179
+ move = cfg.move_limit if move_limit is None else move_limit
180
+ if move is None:
181
+ move_array = span
182
+ else:
183
+ move_array = np.broadcast_to(np.asarray(move, dtype=float), x0.shape)
184
+ if np.any(~np.isfinite(move_array)) or np.any(move_array <= 0.0):
185
+ raise ValueError("move_limit must contain finite positive values")
186
+ alpha = np.maximum.reduce((
187
+ xmin,
188
+ low + 0.1 * (x0 - low),
189
+ x0 - move_array,
190
+ ))
191
+ beta = np.minimum.reduce((
192
+ xmax,
193
+ upp - 0.1 * (upp - x0),
194
+ x0 + move_array,
195
+ ))
196
+ if np.any(alpha >= beta):
197
+ raise ValueError("MMA move limits leave no feasible step")
198
+
199
+ p0, q0 = _asymptote_coefficients(
200
+ df0, x0, low, upp, cfg.regularization
201
+ )
202
+ if m:
203
+ p_constraints = np.empty((m, n), dtype=float)
204
+ q_constraints = np.empty((m, n), dtype=float)
205
+ for i in range(m):
206
+ p_constraints[i], q_constraints[i] = _asymptote_coefficients(
207
+ dg0[i], x0, low, upp, cfg.regularization
208
+ )
209
+ else:
210
+ p_constraints = np.empty((0, n), dtype=float)
211
+ q_constraints = np.empty((0, n), dtype=float)
212
+
213
+ def primal(multipliers: FloatArray) -> FloatArray:
214
+ p = p0 + multipliers @ p_constraints if m else p0
215
+ q = q0 + multipliers @ q_constraints if m else q0
216
+ sqrt_p = np.sqrt(np.maximum(p, np.finfo(float).tiny))
217
+ sqrt_q = np.sqrt(np.maximum(q, np.finfo(float).tiny))
218
+ unconstrained = (
219
+ sqrt_q * upp + sqrt_p * low
220
+ ) / (sqrt_p + sqrt_q)
221
+ return np.clip(unconstrained, alpha, beta)
222
+
223
+ def objective_approximation(y: FloatArray) -> float:
224
+ return float(_approximation(
225
+ y, x0, np.asarray(objective), p0, q0, low, upp
226
+ ))
227
+
228
+ def constraints_approximation(y: FloatArray) -> FloatArray:
229
+ if not m:
230
+ return np.empty(0, dtype=float)
231
+ return _approximation(
232
+ y, x0, g0, p_constraints, q_constraints, low, upp
233
+ )
234
+
235
+ if m:
236
+ def negative_dual(lam: FloatArray) -> tuple[float, FloatArray]:
237
+ y = primal(lam)
238
+ g_approx = constraints_approximation(y)
239
+ value = objective_approximation(y) + float(lam @ g_approx)
240
+ return -value, -g_approx
241
+
242
+ dual = minimize(
243
+ negative_dual,
244
+ np.zeros(m, dtype=float),
245
+ method="L-BFGS-B",
246
+ jac=True,
247
+ bounds=[(0.0, None)] * m,
248
+ options={
249
+ "ftol": cfg.dual_tolerance,
250
+ "gtol": cfg.dual_tolerance,
251
+ "maxiter": cfg.dual_max_iterations,
252
+ "maxls": 40,
253
+ },
254
+ )
255
+ multipliers = np.asarray(dual.x, dtype=float)
256
+ x_new = primal(multipliers)
257
+ approximated_constraints = constraints_approximation(x_new)
258
+ dual_iterations = int(dual.nit)
259
+ dual_success = bool(dual.success)
260
+ else:
261
+ multipliers = np.empty(0, dtype=float)
262
+ x_new = primal(multipliers)
263
+ approximated_constraints = np.empty(0, dtype=float)
264
+ dual_iterations = 0
265
+ dual_success = True
266
+
267
+ self._advance_history(x0, low, upp)
268
+ return MMAResult(
269
+ x=x_new.copy(),
270
+ multipliers=multipliers.copy(),
271
+ approximated_constraints=approximated_constraints.copy(),
272
+ dual_iterations=dual_iterations,
273
+ dual_success=dual_success,
274
+ )
275
+
276
+ def _moving_asymptotes(
277
+ self,
278
+ x: FloatArray,
279
+ span: FloatArray,
280
+ ) -> tuple[FloatArray, FloatArray]:
281
+ cfg = self.config
282
+ if self._lower_asymptote is None or self._upper_asymptote is None:
283
+ distance = cfg.initial_asymptote * span
284
+ return x - distance, x + distance
285
+
286
+ factor = np.ones_like(x)
287
+ if self._previous_x is not None and self._previous_previous_x is not None:
288
+ trend = (x - self._previous_x) * (
289
+ self._previous_x - self._previous_previous_x
290
+ )
291
+ factor[trend > 0.0] = cfg.asymptote_increase
292
+ factor[trend < 0.0] = cfg.asymptote_decrease
293
+
294
+ lower = x - factor * (self._previous_x - self._lower_asymptote)
295
+ upper = x + factor * (self._upper_asymptote - self._previous_x)
296
+ min_distance = cfg.asymptote_minimum * span
297
+ max_distance = cfg.asymptote_maximum * span
298
+ lower = np.minimum(x - min_distance, np.maximum(x - max_distance, lower))
299
+ upper = np.maximum(x + min_distance, np.minimum(x + max_distance, upper))
300
+ return lower, upper
301
+
302
+ def _advance_history(
303
+ self,
304
+ x: FloatArray,
305
+ lower: FloatArray,
306
+ upper: FloatArray,
307
+ ) -> None:
308
+ if self._previous_x is not None:
309
+ self._previous_previous_x = self._previous_x.copy()
310
+ self._previous_x = x.copy()
311
+ self._lower_asymptote = lower.copy()
312
+ self._upper_asymptote = upper.copy()
313
+
314
+
315
+ __all__ = ["MMA", "MMAOptions", "MMAResult"]
@@ -0,0 +1,101 @@
1
+ import numpy as np
2
+
3
+ from mmapy import MMA, MMAOptions
4
+
5
+
6
+ def test_mma_solves_a_linear_single_constraint_subproblem():
7
+ optimizer = MMA(MMAOptions(move_limit=0.4))
8
+ result = optimizer.step(
9
+ x=[0.8],
10
+ objective=0.8,
11
+ objective_gradient=[1.0],
12
+ constraints=[0.5 - 0.8],
13
+ constraint_jacobian=[[-1.0]],
14
+ lower_bounds=[0.0],
15
+ upper_bounds=[1.0],
16
+ )
17
+
18
+ assert 0.5 <= result.x[0] < 0.8
19
+ assert abs(result.approximated_constraints[0]) < 1e-6
20
+ assert result.multipliers[0] >= 0.0
21
+ assert result.dual_success
22
+
23
+
24
+ def test_mma_supports_multiple_inequality_constraints():
25
+ optimizer = MMA(MMAOptions(move_limit=0.4))
26
+ result = optimizer.step(
27
+ x=[0.8, 0.8],
28
+ objective=1.6,
29
+ objective_gradient=[1.0, 1.0],
30
+ constraints=[0.4 - 0.8, 0.6 - 0.8],
31
+ constraint_jacobian=[[-1.0, 0.0], [0.0, -1.0]],
32
+ lower_bounds=[0.0, 0.0],
33
+ upper_bounds=[1.0, 1.0],
34
+ )
35
+
36
+ assert result.x[0] >= 0.4
37
+ assert result.x[1] >= 0.6
38
+ assert np.all(np.abs(result.approximated_constraints) < 2e-3)
39
+ assert result.multipliers.shape == (2,)
40
+
41
+
42
+ def test_mma_converges_on_a_quadratic_problem_with_a_linear_constraint():
43
+ optimizer = MMA(MMAOptions(move_limit=0.2))
44
+ x = np.array([0.8, 0.8])
45
+ for _ in range(30):
46
+ result = optimizer.step(
47
+ x=x,
48
+ objective=float(x @ x),
49
+ objective_gradient=2.0 * x,
50
+ constraints=[0.9 - x.sum()],
51
+ constraint_jacobian=[[-1.0, -1.0]],
52
+ lower_bounds=[0.0, 0.0],
53
+ upper_bounds=[1.0, 1.0],
54
+ )
55
+ assert result.dual_success
56
+ x = result.x
57
+
58
+ np.testing.assert_allclose(x, [0.45, 0.45], atol=1e-5)
59
+ assert x.sum() >= 0.9 - 1e-6
60
+
61
+
62
+ def test_mma_keeps_asymptote_history_and_reset_clears_it():
63
+ optimizer = MMA(MMAOptions(move_limit=0.2))
64
+ args = dict(
65
+ objective=0.0,
66
+ objective_gradient=[-1.0],
67
+ constraints=[],
68
+ constraint_jacobian=np.empty((0, 1)),
69
+ lower_bounds=[0.0],
70
+ upper_bounds=[1.0],
71
+ )
72
+ first = optimizer.step(x=[0.5], **args)
73
+ assert optimizer._lower_asymptote is not None
74
+ assert optimizer._upper_asymptote is not None
75
+
76
+ optimizer.step(x=first.x, **args)
77
+ assert optimizer._previous_previous_x is not None
78
+
79
+ optimizer.reset()
80
+ assert optimizer._previous_x is None
81
+ assert optimizer._previous_previous_x is None
82
+ assert optimizer._lower_asymptote is None
83
+ assert optimizer._upper_asymptote is None
84
+
85
+
86
+ def test_mma_rejects_inconsistent_constraint_jacobian_shape():
87
+ optimizer = MMA()
88
+ try:
89
+ optimizer.step(
90
+ x=[0.5, 0.5],
91
+ objective=1.0,
92
+ objective_gradient=[1.0, 1.0],
93
+ constraints=[-0.1],
94
+ constraint_jacobian=[[1.0]],
95
+ lower_bounds=[0.0, 0.0],
96
+ upper_bounds=[1.0, 1.0],
97
+ )
98
+ except ValueError as error:
99
+ assert "constraint_jacobian" in str(error)
100
+ else:
101
+ raise AssertionError("shape mismatch should have raised ValueError")