scipy 1.16.2__cp312-cp312-win_arm64.whl

scipy/_lib/cobyqa/framework.py

@@ -0,0 +1,1240 @@
+import warnings
+
+import numpy as np
+from scipy.optimize import lsq_linear
+
+from .models import Models, Quadratic
+from .settings import Options, Constants
+from .subsolvers import (
+    cauchy_geometry,
+    spider_geometry,
+    normal_byrd_omojokun,
+    tangential_byrd_omojokun,
+    constrained_tangential_byrd_omojokun,
+)
+from .subsolvers.optim import qr_tangential_byrd_omojokun
+from .utils import get_arrays_tol
+
+
+TINY = np.finfo(float).tiny
+EPS = np.finfo(float).eps
+
+
+class TrustRegion:
+    """
+    Trust-region framework.
+    """
+
+    def __init__(self, pb, options, constants):
+        """
+        Initialize the trust-region framework.
+
+        Parameters
+        ----------
+        pb : `cobyqa.problem.Problem`
+            Problem to solve.
+        options : dict
+            Options of the solver.
+        constants : dict
+            Constants of the solver.
+
+        Raises
+        ------
+        `cobyqa.utils.MaxEvalError`
+            If the maximum number of evaluations is reached.
+        `cobyqa.utils.TargetSuccess`
+            If a nearly feasible point has been found with an objective
+            function value below the target.
+        `cobyqa.utils.FeasibleSuccess`
+            If a feasible point has been found for a feasibility problem.
+        `numpy.linalg.LinAlgError`
+            If the initial interpolation system is ill-defined.
+        """
+        # Set the initial penalty parameter.
+        self._penalty = 0.0
+
+        # Initialize the models.
+        self._pb = pb
+        self._models = Models(self._pb, options, self.penalty)
+        self._constants = constants
+
+        # Set the index of the best interpolation point.
+        self._best_index = 0
+        self.set_best_index()
+
+        # Set the initial Lagrange multipliers.
+        self._lm_linear_ub = np.zeros(self.m_linear_ub)
+        self._lm_linear_eq = np.zeros(self.m_linear_eq)
+        self._lm_nonlinear_ub = np.zeros(self.m_nonlinear_ub)
+        self._lm_nonlinear_eq = np.zeros(self.m_nonlinear_eq)
+        self.set_multipliers(self.x_best)
+
+        # Set the initial trust-region radius and the resolution.
+        self._resolution = options[Options.RHOBEG]
+        self._radius = self.resolution
+
+    @property
+    def n(self):
+        """
+        Number of variables.
+
+        Returns
+        -------
+        int
+            Number of variables.
+        """
+        return self._pb.n
+
+    @property
+    def m_linear_ub(self):
+        """
+        Number of linear inequality constraints.
+
+        Returns
+        -------
+        int
+            Number of linear inequality constraints.
+        """
+        return self._pb.m_linear_ub
+
+    @property
+    def m_linear_eq(self):
+        """
+        Number of linear equality constraints.
+
+        Returns
+        -------
+        int
+            Number of linear equality constraints.
+        """
+        return self._pb.m_linear_eq
+
+    @property
+    def m_nonlinear_ub(self):
+        """
+        Number of nonlinear inequality constraints.
+
+        Returns
+        -------
+        int
+            Number of nonlinear inequality constraints.
+        """
+        return self._pb.m_nonlinear_ub
+
+    @property
+    def m_nonlinear_eq(self):
+        """
+        Number of nonlinear equality constraints.
+
+        Returns
+        -------
+        int
+            Number of nonlinear equality constraints.
+        """
+        return self._pb.m_nonlinear_eq
+
+    @property
+    def radius(self):
+        """
+        Trust-region radius.
+
+        Returns
+        -------
+        float
+            Trust-region radius.
+        """
+        return self._radius
+
+    @radius.setter
+    def radius(self, radius):
+        """
+        Set the trust-region radius.
+
+        Parameters
+        ----------
+        radius : float
+            New trust-region radius.
+        """
+        self._radius = radius
+        if (
+            self.radius
+            <= self._constants[Constants.DECREASE_RADIUS_THRESHOLD]
+            * self.resolution
+        ):
+            self._radius = self.resolution
+
+    @property
+    def resolution(self):
+        """
+        Resolution of the trust-region framework.
+
+        The resolution is a lower bound on the trust-region radius.
+
+        Returns
+        -------
+        float
+            Resolution of the trust-region framework.
+        """
+        return self._resolution
+
+    @resolution.setter
+    def resolution(self, resolution):
+        """
+        Set the resolution of the trust-region framework.
+
+        Parameters
+        ----------
+        resolution : float
+            New resolution of the trust-region framework.
+        """
+        self._resolution = resolution
+
+    @property
+    def penalty(self):
+        """
+        Penalty parameter.
+
+        Returns
+        -------
+        float
+            Penalty parameter.
+        """
+        return self._penalty
+
+    @property
+    def models(self):
+        """
+        Models of the objective function and constraints.
+
+        Returns
+        -------
+        `cobyqa.models.Models`
+            Models of the objective function and constraints.
+        """
+        return self._models
+
+    @property
+    def best_index(self):
+        """
+        Index of the best interpolation point.
+
+        Returns
+        -------
+        int
+            Index of the best interpolation point.
+        """
+        return self._best_index
+
+    @property
+    def x_best(self):
+        """
+        Best interpolation point.
+
+        Its value is interpreted as relative to the origin, not the base point.
+
+        Returns
+        -------
+        `numpy.ndarray`
+            Best interpolation point.
+        """
+        return self.models.interpolation.point(self.best_index)
+
+    @property
+    def fun_best(self):
+        """
+        Value of the objective function at `x_best`.
+
+        Returns
+        -------
+        float
+            Value of the objective function at `x_best`.
+        """
+        return self.models.fun_val[self.best_index]
+
+    @property
+    def cub_best(self):
+        """
+        Values of the nonlinear inequality constraints at `x_best`.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m_nonlinear_ub,)
+            Values of the nonlinear inequality constraints at `x_best`.
+        """
+        return self.models.cub_val[self.best_index, :]
+
+    @property
+    def ceq_best(self):
+        """
+        Values of the nonlinear equality constraints at `x_best`.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m_nonlinear_eq,)
+            Values of the nonlinear equality constraints at `x_best`.
+        """
+        return self.models.ceq_val[self.best_index, :]
+
+    def lag_model(self, x):
+        """
+        Evaluate the Lagrangian model at a given point.
+
+        Parameters
+        ----------
+        x : `numpy.ndarray`, shape (n,)
+            Point at which the Lagrangian model is evaluated.
+
+        Returns
+        -------
+        float
+            Value of the Lagrangian model at `x`.
+        """
+        return (
+            self.models.fun(x)
+            + self._lm_linear_ub
+            @ (self._pb.linear.a_ub @ x - self._pb.linear.b_ub)
+            + self._lm_linear_eq
+            @ (self._pb.linear.a_eq @ x - self._pb.linear.b_eq)
+            + self._lm_nonlinear_ub @ self.models.cub(x)
+            + self._lm_nonlinear_eq @ self.models.ceq(x)
+        )
+
+    def lag_model_grad(self, x):
+        """
+        Evaluate the gradient of the Lagrangian model at a given point.
+
+        Parameters
+        ----------
+        x : `numpy.ndarray`, shape (n,)
+            Point at which the gradient of the Lagrangian model is evaluated.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Gradient of the Lagrangian model at `x`.
+        """
+        return (
+            self.models.fun_grad(x)
+            + self._lm_linear_ub @ self._pb.linear.a_ub
+            + self._lm_linear_eq @ self._pb.linear.a_eq
+            + self._lm_nonlinear_ub @ self.models.cub_grad(x)
+            + self._lm_nonlinear_eq @ self.models.ceq_grad(x)
+        )
+
+    def lag_model_hess(self):
+        """
+        Evaluate the Hessian matrix of the Lagrangian model at a given point.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n, n)
+            Hessian matrix of the Lagrangian model at `x`.
+        """
+        hess = self.models.fun_hess()
+        if self.m_nonlinear_ub > 0:
+            hess += self._lm_nonlinear_ub @ self.models.cub_hess()
+        if self.m_nonlinear_eq > 0:
+            hess += self._lm_nonlinear_eq @ self.models.ceq_hess()
+        return hess
+
+    def lag_model_hess_prod(self, v):
+        """
+        Evaluate the right product of the Hessian matrix of the Lagrangian
+        model with a given vector.
+
+        Parameters
+        ----------
+        v : `numpy.ndarray`, shape (n,)
+            Vector with which the Hessian matrix of the Lagrangian model is
+            multiplied from the right.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Right product of the Hessian matrix of the Lagrangian model with
+            `v`.
+        """
+        return (
+            self.models.fun_hess_prod(v)
+            + self._lm_nonlinear_ub @ self.models.cub_hess_prod(v)
+            + self._lm_nonlinear_eq @ self.models.ceq_hess_prod(v)
+        )
+
+    def lag_model_curv(self, v):
+        """
+        Evaluate the curvature of the Lagrangian model along a given direction.
+
+        Parameters
+        ----------
+        v : `numpy.ndarray`, shape (n,)
+            Direction along which the curvature of the Lagrangian model is
+            evaluated.
+
+        Returns
+        -------
+        float
+            Curvature of the Lagrangian model along `v`.
+        """
+        return (
+            self.models.fun_curv(v)
+            + self._lm_nonlinear_ub @ self.models.cub_curv(v)
+            + self._lm_nonlinear_eq @ self.models.ceq_curv(v)
+        )
+
+    def sqp_fun(self, step):
+        """
+        Evaluate the objective function of the SQP subproblem.
+
+        Parameters
+        ----------
+        step : `numpy.ndarray`, shape (n,)
+            Step along which the objective function of the SQP subproblem is
+            evaluated.
+
+        Returns
+        -------
+        float
+            Value of the objective function of the SQP subproblem along `step`.
+        """
+        return step @ (
+            self.models.fun_grad(self.x_best)
+            + 0.5 * self.lag_model_hess_prod(step)
+        )
+
+    def sqp_cub(self, step):
+        """
+        Evaluate the linearization of the nonlinear inequality constraints.
+
+        Parameters
+        ----------
+        step : `numpy.ndarray`, shape (n,)
+            Step along which the linearization of the nonlinear inequality
+            constraints is evaluated.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m_nonlinear_ub,)
+            Value of the linearization of the nonlinear inequality constraints
+            along `step`.
+        """
+        return (
+            self.models.cub(self.x_best)
+            + self.models.cub_grad(self.x_best) @ step
+        )
+
+    def sqp_ceq(self, step):
+        """
+        Evaluate the linearization of the nonlinear equality constraints.
+
+        Parameters
+        ----------
+        step : `numpy.ndarray`, shape (n,)
+            Step along which the linearization of the nonlinear equality
+            constraints is evaluated.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m_nonlinear_ub,)
+            Value of the linearization of the nonlinear equality constraints
+            along `step`.
+        """
+        return (
+            self.models.ceq(self.x_best)
+            + self.models.ceq_grad(self.x_best) @ step
+        )
+
+    def merit(self, x, fun_val=None, cub_val=None, ceq_val=None):
+        """
+        Evaluate the merit function at a given point.
+
+        Parameters
+        ----------
+        x : `numpy.ndarray`, shape (n,)
+            Point at which the merit function is evaluated.
+        fun_val : float, optional
+            Value of the objective function at `x`. If not provided, the
+            objective function is evaluated at `x`.
+        cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,), optional
+            Values of the nonlinear inequality constraints. If not provided,
+            the nonlinear inequality constraints are evaluated at `x`.
+        ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,), optional
+            Values of the nonlinear equality constraints. If not provided,
+            the nonlinear equality constraints are evaluated at `x`.
+
+        Returns
+        -------
+        float
+            Value of the merit function at `x`.
+        """
+        if fun_val is None or cub_val is None or ceq_val is None:
+            fun_val, cub_val, ceq_val = self._pb(x, self.penalty)
+        m_val = fun_val
+        if self._penalty > 0.0:
+            c_val = self._pb.violation(x, cub_val=cub_val, ceq_val=ceq_val)
+            if np.count_nonzero(c_val):
+                m_val += self._penalty * np.linalg.norm(c_val)
+        return m_val
+
+    def get_constraint_linearizations(self, x):
+        """
+        Get the linearizations of the constraints at a given point.
+
+        Parameters
+        ----------
+        x : `numpy.ndarray`, shape (n,)
+            Point at which the linearizations of the constraints are evaluated.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m_linear_ub + m_nonlinear_ub, n)
+            Left-hand side matrix of the linearized inequality constraints.
+        `numpy.ndarray`, shape (m_linear_ub + m_nonlinear_ub,)
+            Right-hand side vector of the linearized inequality constraints.
+        `numpy.ndarray`, shape (m_linear_eq + m_nonlinear_eq, n)
+            Left-hand side matrix of the linearized equality constraints.
+        `numpy.ndarray`, shape (m_linear_eq + m_nonlinear_eq,)
+            Right-hand side vector of the linearized equality constraints.
+        """
+        aub = np.block(
+            [
+                [self._pb.linear.a_ub],
+                [self.models.cub_grad(x)],
+            ]
+        )
+        bub = np.block(
+            [
+                self._pb.linear.b_ub - self._pb.linear.a_ub @ x,
+                -self.models.cub(x),
+            ]
+        )
+        aeq = np.block(
+            [
+                [self._pb.linear.a_eq],
+                [self.models.ceq_grad(x)],
+            ]
+        )
+        beq = np.block(
+            [
+                self._pb.linear.b_eq - self._pb.linear.a_eq @ x,
+                -self.models.ceq(x),
+            ]
+        )
+        return aub, bub, aeq, beq
+
+    def get_trust_region_step(self, options):
+        """
+        Get the trust-region step.
+
+        The trust-region step is computed by solving the derivative-free
+        trust-region SQP subproblem using a Byrd-Omojokun composite-step
+        approach. For more details, see Section 5.2.3 of [1]_.
+
+        Parameters
+        ----------
+        options : dict
+            Options of the solver.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Normal step.
+        `numpy.ndarray`, shape (n,)
+            Tangential step.
+
+        References
+        ----------
+        .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization
+           Methods and Software*. PhD thesis, Department of Applied
+           Mathematics, The Hong Kong Polytechnic University, Hong Kong, China,
+           2022. URL: https://theses.lib.polyu.edu.hk/handle/200/12294.
+        """
+        # Evaluate the linearizations of the constraints.
+        aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
+        xl = self._pb.bounds.xl - self.x_best
+        xu = self._pb.bounds.xu - self.x_best
+
+        # Evaluate the normal step.
+        radius = self._constants[Constants.BYRD_OMOJOKUN_FACTOR] * self.radius
+        normal_step = normal_byrd_omojokun(
+            aub,
+            bub,
+            aeq,
+            beq,
+            xl,
+            xu,
+            radius,
+            options[Options.DEBUG],
+            **self._constants,
+        )
+        if options[Options.DEBUG]:
+            tol = get_arrays_tol(xl, xu)
+            if (np.any(normal_step + tol < xl)
+                    or np.any(xu < normal_step - tol)):
+                warnings.warn(
+                    "the normal step does not respect the bound constraint.",
+                    RuntimeWarning,
+                    2,
+                )
+            if np.linalg.norm(normal_step) > 1.1 * radius:
+                warnings.warn(
+                    "the normal step does not respect the trust-region "
+                    "constraint.",
+                    RuntimeWarning,
+                    2,
+                )
+
+        # Evaluate the tangential step.
+        radius = np.sqrt(self.radius**2.0 - normal_step @ normal_step)
+        xl -= normal_step
+        xu -= normal_step
+        bub = np.maximum(bub - aub @ normal_step, 0.0)
+        g_best = self.models.fun_grad(self.x_best) + self.lag_model_hess_prod(
+            normal_step
+        )
+        if self._pb.type in ["unconstrained", "bound-constrained"]:
+            tangential_step = tangential_byrd_omojokun(
+                g_best,
+                self.lag_model_hess_prod,
+                xl,
+                xu,
+                radius,
+                options[Options.DEBUG],
+                **self._constants,
+            )
+        else:
+            tangential_step = constrained_tangential_byrd_omojokun(
+                g_best,
+                self.lag_model_hess_prod,
+                xl,
+                xu,
+                aub,
+                bub,
+                aeq,
+                radius,
+                options["debug"],
+                **self._constants,
+            )
+        if options[Options.DEBUG]:
+            tol = get_arrays_tol(xl, xu)
+            if np.any(tangential_step + tol < xl) or np.any(
+                xu < tangential_step - tol
+            ):
+                warnings.warn(
+                    "The tangential step does not respect the bound "
+                    "constraints.",
+                    RuntimeWarning,
+                    2,
+                )
+            if (
+                np.linalg.norm(normal_step + tangential_step)
+                > 1.1 * np.sqrt(2.0) * self.radius
+            ):
+                warnings.warn(
+                    "The trial step does not respect the trust-region "
+                    "constraint.",
+                    RuntimeWarning,
+                    2,
+                )
+        return normal_step, tangential_step
+
+    def get_geometry_step(self, k_new, options):
+        """
+        Get the geometry-improving step.
+
+        Three different geometry-improving steps are computed and the best one
+        is returned. For more details, see Section 5.2.7 of [1]_.
+
+        Parameters
+        ----------
+        k_new : int
+            Index of the interpolation point to be modified.
+        options : dict
+            Options of the solver.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Geometry-improving step.
+
+        Raises
+        ------
+        `numpy.linalg.LinAlgError`
+            If the computation of a determinant fails.
+
+        References
+        ----------
+        .. [1] T. M. Ragonneau. *Model-Based Derivative-Free Optimization
+           Methods and Software*. PhD thesis, Department of Applied
+           Mathematics, The Hong Kong Polytechnic University, Hong Kong, China,
+           2022. URL: https://theses.lib.polyu.edu.hk/handle/200/12294.
+        """
+        if options[Options.DEBUG]:
+            assert (
+                k_new != self.best_index
+            ), "The index `k_new` must be different from the best index."
+
+        # Build the k_new-th Lagrange polynomial.
+        coord_vec = np.squeeze(np.eye(1, self.models.npt, k_new))
+        lag = Quadratic(
+            self.models.interpolation,
+            coord_vec,
+            options[Options.DEBUG],
+        )
+        g_lag = lag.grad(self.x_best, self.models.interpolation)
+
+        # Compute a simple constrained Cauchy step.
+        xl = self._pb.bounds.xl - self.x_best
+        xu = self._pb.bounds.xu - self.x_best
+        step = cauchy_geometry(
+            0.0,
+            g_lag,
+            lambda v: lag.curv(v, self.models.interpolation),
+            xl,
+            xu,
+            self.radius,
+            options[Options.DEBUG],
+        )
+        sigma = self.models.determinants(self.x_best + step, k_new)
+
+        # Compute the solution on the straight lines joining the interpolation
+        # points to the k-th one, and choose it if it provides a larger value
+        # of the determinant of the interpolation system in absolute value.
+        xpt = (
+            self.models.interpolation.xpt
+            - self.models.interpolation.xpt[:, self.best_index, np.newaxis]
+        )
+        xpt[:, [0, self.best_index]] = xpt[:, [self.best_index, 0]]
+        step_alt = spider_geometry(
+            0.0,
+            g_lag,
+            lambda v: lag.curv(v, self.models.interpolation),
+            xpt[:, 1:],
+            xl,
+            xu,
+            self.radius,
+            options[Options.DEBUG],
+        )
+        sigma_alt = self.models.determinants(self.x_best + step_alt, k_new)
+        if abs(sigma_alt) > abs(sigma):
+            step = step_alt
+            sigma = sigma_alt
+
+        # Compute a Cauchy step on the tangent space of the active constraints.
+        if self._pb.type in [
+            "linearly constrained",
+            "nonlinearly constrained",
+        ]:
+            aub, bub, aeq, beq = (
+                self.get_constraint_linearizations(self.x_best))
+            tol_bd = get_arrays_tol(xl, xu)
+            tol_ub = get_arrays_tol(bub)
+            free_xl = xl <= -tol_bd
+            free_xu = xu >= tol_bd
+            free_ub = bub >= tol_ub
+
+            # Compute the Cauchy step.
+            n_act, q = qr_tangential_byrd_omojokun(
+                aub,
+                aeq,
+                free_xl,
+                free_xu,
+                free_ub,
+            )
+            g_lag_proj = q[:, n_act:] @ (q[:, n_act:].T @ g_lag)
+            norm_g_lag_proj = np.linalg.norm(g_lag_proj)
+            if 0 < n_act < self._pb.n and norm_g_lag_proj > TINY * self.radius:
+                step_alt = (self.radius / norm_g_lag_proj) * g_lag_proj
+                if lag.curv(step_alt, self.models.interpolation) < 0.0:
+                    step_alt = -step_alt
+
+                # Evaluate the constraint violation at the Cauchy step.
+                cbd = np.block([xl - step_alt, step_alt - xu])
+                cub = aub @ step_alt - bub
+                ceq = aeq @ step_alt - beq
+                maxcv_val = max(
+                    np.max(array, initial=0.0)
+                    for array in [cbd, cub, np.abs(ceq)]
+                )
+
+                # Accept the new step if it is nearly feasible and do not
+                # drastically worsen the determinant of the interpolation
+                # system in absolute value.
+                tol = np.max(np.abs(step_alt[~free_xl]), initial=0.0)
+                tol = np.max(np.abs(step_alt[~free_xu]), initial=tol)
+                tol = np.max(np.abs(aub[~free_ub, :] @ step_alt), initial=tol)
+                tol = min(10.0 * tol, 1e-2 * np.linalg.norm(step_alt))
+                if maxcv_val <= tol:
+                    sigma_alt = self.models.determinants(
+                        self.x_best + step_alt, k_new
+                    )
+                    if abs(sigma_alt) >= 0.1 * abs(sigma):
+                        step = np.clip(step_alt, xl, xu)
+
+        if options[Options.DEBUG]:
+            tol = get_arrays_tol(xl, xu)
+            if np.any(step + tol < xl) or np.any(xu < step - tol):
+                warnings.warn(
+                    "The geometry step does not respect the bound "
+                    "constraints.",
+                    RuntimeWarning,
+                    2,
+                )
+            if np.linalg.norm(step) > 1.1 * self.radius:
+                warnings.warn(
+                    "The geometry step does not respect the "
+                    "trust-region constraint.",
+                    RuntimeWarning,
+                    2,
+                )
+        return step
+
+    def get_second_order_correction_step(self, step, options):
+        """
+        Get the second-order correction step.
+
+        Parameters
+        ----------
+        step : `numpy.ndarray`, shape (n,)
+            Trust-region step.
+        options : dict
+            Options of the solver.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Second-order correction step.
+        """
+        # Evaluate the linearizations of the constraints.
+        aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
+        xl = self._pb.bounds.xl - self.x_best
+        xu = self._pb.bounds.xu - self.x_best
+        radius = np.linalg.norm(step)
+        soc_step = normal_byrd_omojokun(
+            aub,
+            bub,
+            aeq,
+            beq,
+            xl,
+            xu,
+            radius,
+            options[Options.DEBUG],
+            **self._constants,
+        )
+        if options[Options.DEBUG]:
+            tol = get_arrays_tol(xl, xu)
+            if np.any(soc_step + tol < xl) or np.any(xu < soc_step - tol):
+                warnings.warn(
+                    "The second-order correction step does not "
+                    "respect the bound constraints.",
+                    RuntimeWarning,
+                    2,
+                )
+            if np.linalg.norm(soc_step) > 1.1 * radius:
+                warnings.warn(
+                    "The second-order correction step does not "
+                    "respect the trust-region constraint.",
+                    RuntimeWarning,
+                    2,
+                )
+        return soc_step
+
+    def get_reduction_ratio(self, step, fun_val, cub_val, ceq_val):
+        """
+        Get the reduction ratio.
+
+        Parameters
+        ----------
+        step : `numpy.ndarray`, shape (n,)
+            Trust-region step.
+        fun_val : float
+            Objective function value at the trial point.
+        cub_val : `numpy.ndarray`, shape (m_nonlinear_ub,)
+            Nonlinear inequality constraint values at the trial point.
+        ceq_val : `numpy.ndarray`, shape (m_nonlinear_eq,)
+            Nonlinear equality constraint values at the trial point.
+
+        Returns
+        -------
+        float
+            Reduction ratio.
+        """
+        merit_old = self.merit(
+            self.x_best,
+            self.fun_best,
+            self.cub_best,
+            self.ceq_best,
+        )
+        merit_new = self.merit(self.x_best + step, fun_val, cub_val, ceq_val)
+        merit_model_old = self.merit(
+            self.x_best,
+            0.0,
+            self.models.cub(self.x_best),
+            self.models.ceq(self.x_best),
+        )
+        merit_model_new = self.merit(
+            self.x_best + step,
+            self.sqp_fun(step),
+            self.sqp_cub(step),
+            self.sqp_ceq(step),
+        )
+        if abs(merit_model_old - merit_model_new) > TINY * abs(
+            merit_old - merit_new
+        ):
+            return (merit_old - merit_new) / abs(
+                merit_model_old - merit_model_new
+            )
+        else:
+            return -1.0
+
+    def increase_penalty(self, step):
+        """
+        Increase the penalty parameter.
+
+        Parameters
+        ----------
+        step : `numpy.ndarray`, shape (n,)
+            Trust-region step.
+        """
+        aub, bub, aeq, beq = self.get_constraint_linearizations(self.x_best)
+        viol_diff = max(
+            np.linalg.norm(
+                np.block(
+                    [
+                        np.maximum(0.0, -bub),
+                        beq,
+                    ]
+                )
+            )
+            - np.linalg.norm(
+                np.block(
+                    [
+                        np.maximum(0.0, aub @ step - bub),
+                        aeq @ step - beq,
+                    ]
+                )
+            ),
+            0.0,
+        )
+        sqp_val = self.sqp_fun(step)
+
+        threshold = np.linalg.norm(
+            np.block(
+                [
+                    self._lm_linear_ub,
+                    self._lm_linear_eq,
+                    self._lm_nonlinear_ub,
+                    self._lm_nonlinear_eq,
+                ]
+            )
+        )
+        if abs(viol_diff) > TINY * abs(sqp_val):
+            threshold = max(threshold, sqp_val / viol_diff)
+        best_index_save = self.best_index
+        if (
+            self._penalty
+            <= self._constants[Constants.PENALTY_INCREASE_THRESHOLD]
+                * threshold
+        ):
+            self._penalty = max(
+                self._constants[Constants.PENALTY_INCREASE_FACTOR] * threshold,
+                1.0,
+            )
+            self.set_best_index()
+        return best_index_save == self.best_index
+
+    def decrease_penalty(self):
+        """
+        Decrease the penalty parameter.
+        """
+        self._penalty = min(self._penalty, self._get_low_penalty())
+        self.set_best_index()
+
+    def set_best_index(self):
+        """
+        Set the index of the best point.
+        """
+        best_index = self.best_index
+        m_best = self.merit(
+            self.x_best,
+            self.models.fun_val[best_index],
+            self.models.cub_val[best_index, :],
+            self.models.ceq_val[best_index, :],
+        )
+        r_best = self._pb.maxcv(
+            self.x_best,
+            self.models.cub_val[best_index, :],
+            self.models.ceq_val[best_index, :],
+        )
+        tol = (
+            10.0
+            * EPS
+            * max(self.models.n, self.models.npt)
+            * max(abs(m_best), 1.0)
+        )
+        for k in range(self.models.npt):
+            if k != self.best_index:
+                x_val = self.models.interpolation.point(k)
+                m_val = self.merit(
+                    x_val,
+                    self.models.fun_val[k],
+                    self.models.cub_val[k, :],
+                    self.models.ceq_val[k, :],
+                )
+                r_val = self._pb.maxcv(
+                    x_val,
+                    self.models.cub_val[k, :],
+                    self.models.ceq_val[k, :],
+                )
+                if m_val < m_best or (m_val < m_best + tol and r_val < r_best):
+                    best_index = k
+                    m_best = m_val
+                    r_best = r_val
+        self._best_index = best_index
+
+    def get_index_to_remove(self, x_new=None):
+        """
+        Get the index of the interpolation point to remove.
+
+        If `x_new` is not provided, the index returned should be used during
+        the geometry-improvement phase. Otherwise, the index returned is the
+        best index for included `x_new` in the interpolation set.
+
+        Parameters
+        ----------
+        x_new : `numpy.ndarray`, shape (n,), optional
+            New point to be included in the interpolation set.
+
+        Returns
+        -------
+        int
+            Index of the interpolation point to remove.
+        float
+            Distance between `x_best` and the removed point.
+
+        Raises
+        ------
+        `numpy.linalg.LinAlgError`
+            If the computation of a determinant fails.
+        """
+        dist_sq = np.sum(
+            (
+                self.models.interpolation.xpt
+                - self.models.interpolation.xpt[:, self.best_index, np.newaxis]
+            )
+            ** 2.0,
+            axis=0,
+        )
+        if x_new is None:
+            sigma = 1.0
+            weights = dist_sq
+        else:
+            sigma = self.models.determinants(x_new)
+            weights = (
+                np.maximum(
+                    1.0,
+                    dist_sq
+                    / max(
+                        self._constants[Constants.LOW_RADIUS_FACTOR]
+                        * self.radius,
+                        self.resolution,
+                    )
+                    ** 2.0,
+                )
+                ** 3.0
+            )
+            weights[self.best_index] = -1.0  # do not remove the best point
+        k_max = np.argmax(weights * np.abs(sigma))
+        return k_max, np.sqrt(dist_sq[k_max])
+
+    def update_radius(self, step, ratio):
+        """
+        Update the trust-region radius.
+
+        Parameters
+        ----------
+        step : `numpy.ndarray`, shape (n,)
+            Trust-region step.
+        ratio : float
+            Reduction ratio.
+        """
+        s_norm = np.linalg.norm(step)
+        if ratio <= self._constants[Constants.LOW_RATIO]:
+            self.radius *= self._constants[Constants.DECREASE_RADIUS_FACTOR]
+        elif ratio <= self._constants[Constants.HIGH_RATIO]:
+            self.radius = max(
+                self._constants[Constants.DECREASE_RADIUS_FACTOR]
+                * self.radius,
+                s_norm,
+            )
+        else:
+            self.radius = min(
+                self._constants[Constants.INCREASE_RADIUS_FACTOR]
+                * self.radius,
+                max(
+                    self._constants[Constants.DECREASE_RADIUS_FACTOR]
+                    * self.radius,
+                    self._constants[Constants.INCREASE_RADIUS_THRESHOLD]
+                    * s_norm,
+                ),
+            )
+
+    def enhance_resolution(self, options):
+        """
+        Enhance the resolution of the trust-region framework.
+
+        Parameters
+        ----------
+        options : dict
+            Options of the solver.
+        """
+        if (
+            self._constants[Constants.LARGE_RESOLUTION_THRESHOLD]
+            * options[Options.RHOEND]
+            < self.resolution
+        ):
+            self.resolution *= self._constants[
+                Constants.DECREASE_RESOLUTION_FACTOR
+            ]
+        elif (
+            self._constants[Constants.MODERATE_RESOLUTION_THRESHOLD]
+            * options[Options.RHOEND]
+            < self.resolution
+        ):
+            self.resolution = np.sqrt(self.resolution
+                                      * options[Options.RHOEND])
+        else:
+            self.resolution = options[Options.RHOEND]
+
+        # Reduce the trust-region radius.
+        self._radius = max(
+            self._constants[Constants.DECREASE_RADIUS_FACTOR] * self._radius,
+            self.resolution,
+        )
+
+    def shift_x_base(self, options):
+        """
+        Shift the base point to `x_best`.
+
+        Parameters
+        ----------
+        options : dict
+            Options of the solver.
+        """
+        self.models.shift_x_base(np.copy(self.x_best), options)
+
+    def set_multipliers(self, x):
+        """
+        Set the Lagrange multipliers.
+
+        This method computes and set the Lagrange multipliers of the linear and
+        nonlinear constraints to be the QP multipliers.
+
+        Parameters
+        ----------
+        x : `numpy.ndarray`, shape (n,)
+            Point at which the Lagrange multipliers are computed.
+        """
+        # Build the constraints of the least-squares problem.
+        incl_linear_ub = self._pb.linear.a_ub @ x >= self._pb.linear.b_ub
+        incl_nonlinear_ub = self.cub_best >= 0.0
+        incl_xl = self._pb.bounds.xl >= x
+        incl_xu = self._pb.bounds.xu <= x
+        m_linear_ub = np.count_nonzero(incl_linear_ub)
+        m_nonlinear_ub = np.count_nonzero(incl_nonlinear_ub)
+        m_xl = np.count_nonzero(incl_xl)
+        m_xu = np.count_nonzero(incl_xu)
+
+        if (
+            m_linear_ub + m_nonlinear_ub + self.m_linear_eq
+                + self.m_nonlinear_eq > 0
+        ):
+            identity = np.eye(self._pb.n)
+            c_jac = np.r_[
+                -identity[incl_xl, :],
+                identity[incl_xu, :],
+                self._pb.linear.a_ub[incl_linear_ub, :],
+                self.models.cub_grad(x, incl_nonlinear_ub),
+                self._pb.linear.a_eq,
+                self.models.ceq_grad(x),
+            ]
+
+            # Solve the least-squares problem.
+            g_best = self.models.fun_grad(x)
+            xl_lm = np.full(c_jac.shape[0], -np.inf)
+            xl_lm[: m_xl + m_xu + m_linear_ub + m_nonlinear_ub] = 0.0
+            res = lsq_linear(
+                c_jac.T,
+                -g_best,
+                bounds=(xl_lm, np.inf),
+                method="bvls",
+            )
+
+            # Extract the Lagrange multipliers.
+            self._lm_linear_ub[incl_linear_ub] = res.x[
+                m_xl + m_xu:m_xl + m_xu + m_linear_ub
+            ]
+            self._lm_linear_ub[~incl_linear_ub] = 0.0
+            self._lm_nonlinear_ub[incl_nonlinear_ub] = res.x[
+                m_xl
+                + m_xu
+                + m_linear_ub:m_xl
+                + m_xu
+                + m_linear_ub
+                + m_nonlinear_ub
+            ]
+            self._lm_nonlinear_ub[~incl_nonlinear_ub] = 0.0
+            self._lm_linear_eq[:] = res.x[
+                m_xl
+                + m_xu
+                + m_linear_ub
+                + m_nonlinear_ub:m_xl
+                + m_xu
+                + m_linear_ub
+                + m_nonlinear_ub
+                + self.m_linear_eq
+            ]
+            self._lm_nonlinear_eq[:] = res.x[
+                m_xl + m_xu + m_linear_ub + m_nonlinear_ub + self.m_linear_eq:
+            ]
+
+    def _get_low_penalty(self):
+        r_val_ub = np.c_[
+            (
+                self.models.interpolation.x_base[np.newaxis, :]
+                + self.models.interpolation.xpt.T
+            )
+            @ self._pb.linear.a_ub.T
+            - self._pb.linear.b_ub[np.newaxis, :],
+            self.models.cub_val,
+        ]
+        r_val_eq = (
+            self.models.interpolation.x_base[np.newaxis, :]
+            + self.models.interpolation.xpt.T
+        ) @ self._pb.linear.a_eq.T - self._pb.linear.b_eq[np.newaxis, :]
+        r_val_eq = np.block(
+            [
+                r_val_eq,
+                -r_val_eq,
+                self.models.ceq_val,
+                -self.models.ceq_val,
+            ]
+        )
+        r_val = np.block([r_val_ub, r_val_eq])
+        c_min = np.nanmin(r_val, axis=0)
+        c_max = np.nanmax(r_val, axis=0)
+        indices = (
+            c_min
+            < self._constants[Constants.THRESHOLD_RATIO_CONSTRAINTS] * c_max
+        )
+        if np.any(indices):
+            f_min = np.nanmin(self.models.fun_val)
+            f_max = np.nanmax(self.models.fun_val)
+            c_min_neg = np.minimum(0.0, c_min[indices])
+            c_diff = np.min(c_max[indices] - c_min_neg)
+            if c_diff > TINY * (f_max - f_min):
+                penalty = (f_max - f_min) / c_diff
+            else:
+                penalty = np.inf
+        else:
+            penalty = 0.0
+        return penalty