Source code for naginterfaces.library.examples.opt.uncon_simplex_ex

#!/usr/bin/env python3
"``naginterfaces.library.opt.uncon_simplex`` Python Example."

# NAG Copyright 2017-2019.

# pylint: disable=invalid-name

from math import exp, sqrt

from naginterfaces.library import machine, opt

def main():
    """
    Example for :func:`naginterfaces.library.opt.uncon_simplex`.

    Unconstrained minimum, Nelder--Mead simplex algorithm.

    >>> main()
    naginterfaces.library.opt.uncon_simplex Python Example Results.
    Nelder--Mead simplex algorithm.
    The final function value is 0.0000
    at the point x = (0.5000, -0.9999)
    """

    print(
        'naginterfaces.library.opt.uncon_simplex Python Example Results.'
    )
    print('Nelder--Mead simplex algorithm.')

    # The initial guess:
    x = [-1.0, 1.]
    # The objective function:
    funct = lambda x: (
        exp(x[0])*(4.*x[0]*(x[0] + x[1]) + 2.*x[1]*(x[1]+1.)+1.)
    )
    # Other parameters for the optimizer:
    maxcal = 100
    tolf = sqrt(machine.precision())
    tolx = sqrt(tolf)

    soln = opt.uncon_simplex(
        x, tolf, tolx, funct, maxcal,
    )

    print('The final function value is {:1.4f}'.format(soln.f))
    print('at the point x = ({:1.4f}, {:1.4f})'.format(*soln.x))

if __name__ == '__main__':
    import doctest
    import sys
    sys.exit(
        doctest.testmod(
            None, verbose=True, report=False,
            optionflags=doctest.REPORT_NDIFF,
        ).failed
    )