Source code for gemseo.algos.opt.core.linear_constraints

# -*- coding: utf-8 -*-
# Copyright 2021 IRT Saint Exupéry,
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# Lesser General Public License for more details.
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.

# Contributors:
#    INITIAL AUTHORS - initial API and implementation and/or initial
#                           documentation
#        :author: Benoit Pauwels
"""Build matrices from linear constraints for solvers."""
from numpy import hstack, isfinite, vstack, zeros

from gemseo.core.function import MDOLinearFunction

[docs]def build_constraints_matrices(constraints, constraint_type): """Build the constraints matrices associated with passed linear constraints. :param constraints: list of linear constraints :type constraints: list(MDOLinearFunction) :param constraint_type: type of constraint to consider :type constraint_type: str :returns: left-hand side matrix, right-hand side vector :rtype: ndarray or None, ndarray or None """ # Check the constraint type valid_types = [MDOLinearFunction.TYPE_INEQ, MDOLinearFunction.TYPE_EQ] if constraint_type not in valid_types: raise ValueError( "{} is not among valid constraint types {}".format( constraint_type, " ".join(valid_types) ) ) # Filter the constraints to consider cstr_list = [cstr for cstr in constraints if cstr.f_type == constraint_type] if not cstr_list: return None, None # Check that the constraint are linear for cstr in cstr_list: if not isinstance(cstr, MDOLinearFunction): raise TypeError( 'Constraint "{}" is not an MDOLinearFunction'.format( ) # Build the constraints matrices lhs_matrix = vstack([cstr.coefficients for cstr in cstr_list]) rhs_vector = hstack([-cstr.value_at_zero for cstr in cstr_list]) return lhs_matrix, rhs_vector
[docs]def build_bounds_matrices(bounds, upper): """Return the constraint matrices corresponding to bounds. :param bounds: value of the bounds :type bounds: ndarray :param upper: if True the bounds are considered upper bounds :type upper: bool :return: left-hand side matrix, right-hand side vector :rtype: ndarray, ndarray """ is_finite = isfinite(bounds) n_finite = is_finite.sum() if n_finite == 0: return None, None lhs_mat = zeros((n_finite, bounds.size)) lhs_mat[(range(n_finite), is_finite)] = 1.0 if upper else -1.0 rhs_vec = bounds[is_finite] if upper else -bounds[is_finite] return lhs_mat, rhs_vec