optimizer.py
a4c63cf1ef2emaster

optimizer.py
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			#!/usr/bin/env python3
			# -- coding: utf-8 --
			"""
			Created on Wed Oct 10 12:31:42 2018

			@author: alessia
			"""

			import numpy as np
			import scipy.optimize as sopt
			from mpl_toolkits.mplot3d import Axes3D
			import matplotlib.pyplot as plt
			from matplotlib import cm
			from matplotlib.ticker import LinearLocator, FormatStrFormatter
			import sys
			import argparse


			def S(x):
			x1 = x[0]
			x2 = x[1]
			return 2. * (x1 ** 2) + 3. / 2. * (x2 ** 2) + x1 * x2 - x1 - 2 * x2 + 6

			path = []
			def getIterationSteps(x):
			path.append(x)

			def plotFunc(S,path):

			fig = plt.figure()
			ax = fig.gca(projection='3d')

			# Plot the surface.
			X1 = np.arange(-3, 3, 0.01)
			X2 = np.arange(-3, 3, 0.01)
			X1, X2 = np.meshgrid(X1,X2)
			X3 = S((X1,X2))
			surf = ax.plot_surface(X1, X2, X3, cmap='summer',linewidth=0.0, antialiased=False,alpha=0.2)
			ax.contour(X1, X2, X3, 15, colors='k', linewidths=2)

			# Plot the path.
			path=np.array(path)
			x1 = path[:,0]
			x2 = path[:,1]
			x3 = S((x1,x2))
			ax.plot(x1,x2,x3,'--ro', linewidth=2, markersize=8)

			plt.xlabel('x')
			plt.ylabel('y')
			ax.view_init(45,140)
			fig.colorbar(surf, shrink=0.5, aspect=5)
			plt.show()


			#-------------------------------------------------------------------------------------------------------------------

			if __name__ == '__main__':
			parser = argparse.ArgumentParser(description="optimizer.py finds the minimum of a given function with different methods")

			group = parser.add_mutually_exclusive_group()
			group.add_argument("-BFGS", "--BFGS", action="store_true", help="minimize with BFGS method")
			group.add_argument("-CG", "--CG", action="store_true", help="minimize with Conjugate Gradient method")
			parser.add_argument("-RI", "--RI", action="store_true", help="generate a random initial condition")
			args = parser.parse_args()

			if args.BFGS:
			min_method = 'BFGS'
			elif args.CG:
			min_method = 'CG'
			else:
			sys.stderr.write("Choose a minimization method between BFGS and CG \n" )
			exit()

			if args.RI:
			x = 6.*(np.random.rand(2)-0.5)
			else:
			x = [3., 1.]
			path.append(x)

			minimum = sopt.minimize(S,x,method=min_method, tol=1e-14, callback=getIterationSteps)

			plotFunc(S,path)

SP4E_HW1/homework1/optimizer.pya4c63cf1ef2emaster

optimizer.pyView Options

SP4E_HW1/homework1/optimizer.py
a4c63cf1ef2emaster

optimizer.py
View Options