scipy 1.15.3__cp311-cp311-win_amd64.whl → 1.16.0rc2__cp311-cp311-win_amd64.whl

scipy/_lib/pyprima/common/checkbreak.py

@@ -0,0 +1,93 @@
+'''
+This module checks whether to break out of the solver loop.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+from .infos import INFO_DEFAULT, NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, MAXFUN_REACHED
+
+import numpy as np
+
+def checkbreak_unc(maxfun, nf, f, ftarget, x):
+    '''
+    This module checks whether to break out of the solver loop in the unconstrained case.
+    '''
+
+    # Outputs
+    info = INFO_DEFAULT
+
+    # Local variables
+    srname = "CHECKbreak_UNC"
+
+    # Preconditions
+    assert INFO_DEFAULT not in [NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, MAXFUN_REACHED], f'NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, and MAXFUN_REACHED differ from INFO_DFT {srname}'
+    # X does not contain NaN if the initial X does not contain NaN and the subroutines generating
+    # trust-region/geometry steps work properly so that they never produce a step containing NaN/Inf.
+    assert not any(np.isnan(x)), f'X does not contain NaN {srname}'
+    # With the moderated extreme barrier, F cannot be NaN/+Inf.
+    assert not (any(np.isnan(f)) or any(np.isposinf(f))), f'F is not NaN/+Inf {srname}'
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    # Although X should not contain NaN unless there is a bug, we include the following for security.
+    # X can be Inf, as finite + finite can be Inf numerically.
+    if any(np.isnan(x)) or any(np.isinf(x)):
+        info = NAN_INF_X
+
+    # Although NAN_INF_F should not happen unless there is a bug, we include the following for security.
+    if any(np.isnan(f)) or any(np.isposinf(f)):
+        info = NAN_INF_F
+
+    if f <= ftarget:
+        info = FTARGET_ACHIEVED
+
+    if nf >= maxfun:
+        info = MAXFUN_REACHED
+
+    return info
+
+def checkbreak_con(maxfun, nf, cstrv, ctol, f, ftarget, x):
+    '''
+    This module checks whether to break out of the solver loop in the constrained case.
+    '''
+
+    # Outputs
+    info = INFO_DEFAULT
+
+    # Local variables
+    srname = "CHECKbreak_CON"
+
+    # Preconditions
+    assert INFO_DEFAULT not in [NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, MAXFUN_REACHED], f'NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, and MAXFUN_REACHED differ from INFO_DFT {srname}'
+    # X does not contain NaN if the initial X does not contain NaN and the subroutines generating
+    # trust-region/geometry steps work properly so that they never produce a step containing NaN/Inf.
+    assert not any(np.isnan(x)), f'X does not contain NaN {srname}'
+    # With the moderated extreme barrier, F or CSTRV cannot be NaN/+Inf.
+    assert not (np.isnan(f) or np.isposinf(f) or np.isnan(cstrv) or np.isposinf(cstrv)), f'F or CSTRV is not NaN/+Inf {srname}'
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    # Although X should not contain NaN unless there is a bug, we include the following for security.
+    # X can be Inf, as finite + finite can be Inf numerically.
+    if any(np.isnan(x)) or any(np.isinf(x)):
+        info = NAN_INF_X
+
+    # Although NAN_INF_F should not happen unless there is a bug, we include the following for security.
+    if np.isnan(f) or np.isposinf(f) or np.isnan(cstrv) or np.isposinf(cstrv):
+        info = NAN_INF_F
+
+    if cstrv <= ctol and f <= ftarget:
+        info = FTARGET_ACHIEVED
+
+    if nf >= maxfun:
+        info = MAXFUN_REACHED
+
+    return info

scipy/_lib/pyprima/common/consts.py

@@ -0,0 +1,47 @@
+'''
+This is a module defining some constants.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+import numpy as np
+import os
+
+DEBUGGING = bool(os.getenv('PRIMA_DEBUGGING'))
+
+REALMIN = np.finfo(float).tiny
+REALMAX = np.finfo(float).max
+FUNCMAX = 10.0**30
+CONSTRMAX = FUNCMAX
+EPS = np.finfo(float).eps
+
+# Any bound with an absolute value at least BOUNDMAX is considered as no bound.
+BOUNDMAX = REALMAX/4
+
+# Some default values
+RHOBEG_DEFAULT = 1
+RHOEND_DEFAULT = 1e-6
+FTARGET_DEFAULT = -REALMAX
+CTOL_DEFAULT = np.sqrt(EPS)
+CWEIGHT_DEFAULT = 1e8
+ETA1_DEFAULT = 0.1
+ETA2_DEFAULT = 0.7
+GAMMA1_DEFAULT = 0.5
+GAMMA2_DEFAULT = 2
+IPRINT_DEFAULT = 0
+MAXFUN_DIM_DEFAULT = 500
+
+PRIMA_MAX_HIST_MEM_MB = 300  # 1MB > 10^5*REAL64. 100 can be too small.
+
+# Maximal amount of memory (Byte) allowed for XHIST, FHIST, CONHIST, CHIST, and the filters.
+MHM = PRIMA_MAX_HIST_MEM_MB * 10**6
+# Make sure that MAXHISTMEM does not exceed HUGE(0) to avoid overflow and memory errors.
+MAXHISTMEM = min(MHM, np.iinfo(np.int32).max)
+
+# Maximal length of the filter used in constrained solvers.
+MIN_MAXFILT = 200  # Should be positive; < 200 is not recommended.
+MAXFILT_DEFAULT = 10 * MIN_MAXFILT

scipy/_lib/pyprima/common/evaluate.py

@@ -0,0 +1,99 @@
+'''
+This is a module evaluating the objective/constraint function with Nan/Inf handling.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+import numpy as np
+from .consts import FUNCMAX, CONSTRMAX, REALMAX, DEBUGGING
+from .linalg import matprod, primasum
+
+# This is a module evaluating the objective/constraint function with Nan/Inf handling.
+
+
+def moderatex(x):
+    '''
+    This function moderates a decision variable. It replaces NaN by 0 and Inf/-Inf by
+    REALMAX/-REALMAX.
+    '''
+    x[np.isnan(x)] = 0
+    x = np.clip(x, -REALMAX, REALMAX)
+    return x
+
+def moderatef(f):
+    """
+    This function moderates the function value of a MINIMIZATION problem. It replaces
+    NaN and any value above FUNCMAX by FUNCMAX.
+    """
+    f = FUNCMAX if np.isnan(f) else f
+    f = np.clip(f, -REALMAX, FUNCMAX)
+    # We may moderate huge negative function values as follows, but we decide not to.
+    # f = np.clip(f, -FUNCMAX, FUNCMAX)
+    return f
+
+
+def moderatec(c):
+    """
+    This function moderates the constraint value, the constraint demanding this value
+    to be NONNEGATIVE. It replaces any value below -CONSTRMAX by -CONSTRMAX, and any
+    NaN or value above CONSTRMAX by CONSTRMAX.
+    """
+    np.nan_to_num(c, copy=False, nan=CONSTRMAX)
+    c = np.clip(c, -CONSTRMAX, CONSTRMAX)
+    return c
+
+
+def evaluate(calcfc, x, m_nlcon, amat, bvec):
+    """
+    This function evaluates CALCFC at X, returning the objective function value and the
+    constraint value. Nan/Inf are handled by a moderated extreme barrier.
+    """
+
+    # Sizes
+    m_lcon = len(bvec) if bvec is not None else 0
+
+    # Preconditions
+    if DEBUGGING:
+        # X should not contain NaN if the initial X does not contain NaN and the
+        # subroutines generating # trust-region/geometry steps work properly so that
+        # they never produce a step containing NaN/Inf.
+        assert not any(np.isnan(x))
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    constr = np.zeros(m_lcon + m_nlcon)
+    if amat is not None:
+        constr[:m_lcon] = matprod(x, amat.T) - bvec
+
+    if any(np.isnan(x)):
+        # Although this should not happen unless there is a bug, we include this case
+        # for robustness.
+        f = primasum(x)
+        constr = np.ones(m_nlcon) * f
+    else:
+        f, constr[m_lcon:] = calcfc(moderatex(x))
+
+        # Moderated extreme barrier: replace NaN/huge objective or constraint values
+        # with a large but finite value. This is naive, and better approaches surely
+        # exist.
+        f = moderatef(f)
+        constr[m_lcon:] = moderatec(constr[m_lcon:])
+
+    #==================#
+    # Calculation ends #
+    #==================#
+
+    # Postconditions
+    if DEBUGGING:
+        # With X not containing NaN, and with the moderated extreme barrier, F cannot
+        # be NaN/+Inf, and CONSTR cannot be NaN/-Inf.
+        assert not (np.isnan(f) or np.isposinf(f))
+        assert not any(np.isnan(constr) | np.isposinf(constr))
+
+    return f, constr

scipy/_lib/pyprima/common/history.py

@@ -0,0 +1,38 @@
+'''
+This module provides subroutines that handle the X/F/C histories of the solver, taking into
+account that MAXHIST may be smaller than NF.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+def savehist(maxhist, x, xhist, f, fhist, cstrv, chist, constr, conhist):
+    '''
+    Save the data values to the history lists.
+
+    The implementation of this function is vastly different from the Fortran implementation.
+    This is mostly due to the ease of creating and appending to lists in Python
+
+    However just like the Fortran version we should be concerned about both performance
+    and memory constraints. It will probably be better to initialize an array of NaN for
+    each of the histories and keep track of how many indices we have stored. Not needed for
+    the moment.
+    '''
+    if len(xhist) < maxhist:
+        xhist.append(x)
+        fhist.append(f)
+        chist.append(cstrv)
+        conhist.append(constr)
+    else:
+        # This effectively accomplishes what rangehist does in the Fortran implementation
+        xhist.pop(0)
+        fhist.pop(0)
+        chist.pop(0)
+        conhist.pop(0)
+        xhist.append(x)
+        fhist.append(f)
+        chist.append(cstrv)
+        conhist.append(constr)

scipy/_lib/pyprima/common/infos.py

@@ -0,0 +1,30 @@
+'''
+This is a module defining exit flags.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+INFO_DEFAULT = 0
+SMALL_TR_RADIUS = 0
+FTARGET_ACHIEVED = 1
+TRSUBP_FAILED = 2
+MAXFUN_REACHED = 3
+MAXTR_REACHED = 20
+NAN_INF_X = -1
+NAN_INF_F = -2
+NAN_INF_MODEL = -3
+NO_SPACE_BETWEEN_BOUNDS = 6
+DAMAGING_ROUNDING = 7
+ZERO_LINEAR_CONSTRAINT = 8
+CALLBACK_TERMINATE = 30
+
+# Stop-codes.
+# The following codes are used by ERROR STOP as stop-codes, which should be default integers.
+INVALID_INPUT = 100
+ASSERTION_FAILS = 101
+VALIDATION_FAILS = 102
+MEMORY_ALLOCATION_FAILS = 103