rosenbrock Namespace Reference

Functions
def	cb (it)

Variables
	x1
	x2
	p = cs.SX.sym("p")
tuple	f_expr = (1 - x1) ** 2 + p * (x2 - x1 ** 2) ** 2
	g_expr
	x = cs.vertcat(x1, x2)
	f = cs.Function("f", [x, p], [f_expr])
	g = cs.Function("g", [x, p], [g_expr])
	prob = pa.generate_and_compile_casadi_problem(f, g)
	lowerbound
	upperbound
	param
	innersolver
list	iterates = []
	solver
	x0 = np.array([0.1, 1.8])
	y0 = np.zeros((prob.m,))
	x_sol
	y_sol
	stats
	cost_function_v = np.vectorize(prob.f, signature='(n)->()')
	constraint_g_v = np.vectorize(prob.g, signature='(n)->(m)')
	y = np.linspace(-0.5, 2.5, 256)
	X
	Y
	XY = np.vstack([[X], [Y]]).T
	figsize
	Zf = cost_function_v(XY).T
	Zg = constraint_g_v(XY)
	Zgc = Zg[:,:,0].T
	Zgl = Zg[:,:,1].T
list	fx = [patheffects.withTickedStroke(spacing=7, linewidth=0.8)]
	cgc = plt.contour(X, Y, Zgc, [0], colors='black', linewidths=0.8, linestyles='-')
	collections
	path_effects
	cgl = plt.contour(X, Y, Zgl, [0], colors='black', linewidths=0.8, linestyles='-')
	xl = plt.contour(X, Y, -X, [-prob.C.lowerbound[0]], colors='black', linewidths=0.8, linestyles='-')
	xy = np.array(iterates)
	markersize
	linewidth
	fillstyle

Function Documentation

cb()

def rosenbrock.cb

(

it

)

Definition at line 56 of file rosenbrock.py.

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Variable Documentation

x1

x1

Definition at line 9 of file rosenbrock.py.

x2

x2

Definition at line 9 of file rosenbrock.py.

p

p = cs.SX.sym("p")

Definition at line 11 of file rosenbrock.py.

f_expr

tuple f_expr = (1 - x1) ** 2 + p * (x2 - x1 ** 2) ** 2

Definition at line 14 of file rosenbrock.py.

g_expr

g_expr

Initial value:

=  cs.vertcat(
    (x1 - 0.5) ** 3 - x2 + 1,
    x1 + x2 - 1.5,
)

Definition at line 15 of file rosenbrock.py.

x

x = cs.vertcat(x1, x2)

Definition at line 21 of file rosenbrock.py.

f

f = cs.Function("f", [x, p], [f_expr])

Definition at line 23 of file rosenbrock.py.

g

g = cs.Function("g", [x, p], [g_expr])

Definition at line 24 of file rosenbrock.py.

prob

prob = pa.generate_and_compile_casadi_problem(f, g)

Definition at line 30 of file rosenbrock.py.

lowerbound

lowerbound

Definition at line 34 of file rosenbrock.py.

upperbound

upperbound

Definition at line 35 of file rosenbrock.py.

param

param

Definition at line 40 of file rosenbrock.py.

innersolver

innersolver

Initial value:

=  pa.StructuredPANOCLBFGSSolver(
    pa.StructuredPANOCLBFGSParams(
        max_iter=1000,
        stop_crit=pa.PANOCStopCrit.ApproxKKT,
    ),
    pa.LBFGSParams(
        memory=10,
    ),
)

Definition at line 43 of file rosenbrock.py.

iterates

list iterates = []

Definition at line 55 of file rosenbrock.py.

solver

solver

Initial value:

=  pa.ALMSolver(
    pa.ALMParams(
        ε=1e-10,
        δ=1e-10,
        Σ_0=0,
        σ_0=2,
        Δ=20,
    ),
    innersolver
)

Definition at line 62 of file rosenbrock.py.

x0

x0 = np.array([0.1, 1.8])

Definition at line 76 of file rosenbrock.py.

y0

y0 = np.zeros((prob.m,))

Definition at line 77 of file rosenbrock.py.

x_sol

x_sol

Definition at line 80 of file rosenbrock.py.

y_sol

y_sol

Definition at line 80 of file rosenbrock.py.

stats

stats

Definition at line 80 of file rosenbrock.py.

cost_function_v

cost_function_v = np.vectorize(prob.f, signature='(n)->()')

Definition at line 95 of file rosenbrock.py.

constraint_g_v

constraint_g_v = np.vectorize(prob.g, signature='(n)->(m)')

Definition at line 96 of file rosenbrock.py.

y

y = np.linspace(-0.5, 2.5, 256)

Definition at line 99 of file rosenbrock.py.

X

X

Definition at line 100 of file rosenbrock.py.

Y

Y

Definition at line 100 of file rosenbrock.py.

XY

XY = np.vstack([[X], [Y]]).T

Definition at line 101 of file rosenbrock.py.

figsize

figsize

Definition at line 103 of file rosenbrock.py.

Zf

Zf = cost_function_v(XY).T

Definition at line 105 of file rosenbrock.py.

Zg

Zg = constraint_g_v(XY)

Definition at line 109 of file rosenbrock.py.

Zgc

Zgc = Zg[:,:,0].T

Definition at line 110 of file rosenbrock.py.

Zgl

Zgl = Zg[:,:,1].T

Definition at line 111 of file rosenbrock.py.

fx

list fx = [patheffects.withTickedStroke(spacing=7, linewidth=0.8)]

Definition at line 112 of file rosenbrock.py.

cgc

cgc = plt.contour(X, Y, Zgc, [0], colors='black', linewidths=0.8, linestyles='-')

Definition at line 113 of file rosenbrock.py.

collections

collections

Definition at line 114 of file rosenbrock.py.

path_effects

path_effects

Definition at line 114 of file rosenbrock.py.

cgl

cgl = plt.contour(X, Y, Zgl, [0], colors='black', linewidths=0.8, linestyles='-')

Definition at line 115 of file rosenbrock.py.

xl

xl = plt.contour(X, Y, -X, [-prob.C.lowerbound[0]], colors='black', linewidths=0.8, linestyles='-')

Definition at line 117 of file rosenbrock.py.

xy

xy = np.array(iterates)

Definition at line 125 of file rosenbrock.py.

markersize

markersize

Definition at line 126 of file rosenbrock.py.

linewidth

linewidth

Definition at line 126 of file rosenbrock.py.

fillstyle

fillstyle

Definition at line 127 of file rosenbrock.py.