Python scipy.optimize.linesearch.line_search_wolfe1() Examples
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code examples of scipy.optimize.linesearch.line_search_wolfe1().
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Example #1
Source File: test_linesearch.py From Computable with MIT License | 6 votes |
def test_line_search_wolfe1(self): c = 0 smax = 100 for name, f, fprime, x, p, old_f in self.line_iter(): f0 = f(x) g0 = fprime(x) self.fcount = 0 s, fc, gc, fv, ofv, gv = ls.line_search_wolfe1(f, fprime, x, p, g0, f0, old_f, amax=smax) assert_equal(self.fcount, fc+gc) assert_fp_equal(ofv, f(x)) if s is None: continue assert_fp_equal(fv, f(x + s*p)) assert_array_almost_equal(gv, fprime(x + s*p), decimal=14) if s < smax: c += 1 assert_line_wolfe(x, p, s, f, fprime, err_msg=name) assert_(c > 3) # check that the iterator really works...
Example #2
Source File: test_linesearch.py From GraphicDesignPatternByPython with MIT License | 6 votes |
def test_line_search_wolfe1(self): c = 0 smax = 100 for name, f, fprime, x, p, old_f in self.line_iter(): f0 = f(x) g0 = fprime(x) self.fcount = 0 s, fc, gc, fv, ofv, gv = ls.line_search_wolfe1(f, fprime, x, p, g0, f0, old_f, amax=smax) assert_equal(self.fcount, fc+gc) assert_fp_equal(ofv, f(x)) if s is None: continue assert_fp_equal(fv, f(x + s*p)) assert_array_almost_equal(gv, fprime(x + s*p), decimal=14) if s < smax: c += 1 assert_line_wolfe(x, p, s, f, fprime, err_msg=name) assert_(c > 3) # check that the iterator really works...
Example #3
Source File: optimize.py From Mastering-Elasticsearch-7.0 with MIT License | 5 votes |
def _line_search_wolfe12(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs): """ Same as line_search_wolfe1, but fall back to line_search_wolfe2 if suitable step length is not found, and raise an exception if a suitable step length is not found. Raises ------ _LineSearchError If no suitable step size is found """ ret = line_search_wolfe1(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs) if ret[0] is None: # line search failed: try different one. ret = line_search_wolfe2(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs) if ret[0] is None: raise _LineSearchError() return ret
Example #4
Source File: optimize.py From Splunking-Crime with GNU Affero General Public License v3.0 | 5 votes |
def _line_search_wolfe12(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs): """ Same as line_search_wolfe1, but fall back to line_search_wolfe2 if suitable step length is not found, and raise an exception if a suitable step length is not found. Raises ------ _LineSearchError If no suitable step size is found """ ret = line_search_wolfe1(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs) if ret[0] is None: # line search failed: try different one. ret = line_search_wolfe2(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs) if ret[0] is None: raise _LineSearchError() return ret
Example #5
Source File: optimize.py From twitter-stock-recommendation with MIT License | 5 votes |
def _line_search_wolfe12(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs): """ Same as line_search_wolfe1, but fall back to line_search_wolfe2 if suitable step length is not found, and raise an exception if a suitable step length is not found. Raises ------ _LineSearchError If no suitable step size is found """ ret = line_search_wolfe1(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs) if ret[0] is None: # line search failed: try different one. ret = line_search_wolfe2(f, fprime, xk, pk, gfk, old_fval, old_old_fval, **kwargs) if ret[0] is None: raise _LineSearchError() return ret