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

# 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 __future__ import annotations

from typing import Iterable

from numpy import hstack
from numpy import isfinite
from numpy import ndarray
from numpy import vstack
from numpy import zeros

from gemseo.core.mdofunctions.mdo_linear_function import MDOLinearFunction

[docs]def build_constraints_matrices( constraints: Iterable[MDOLinearFunction], constraint_type: str ) -> tuple[ndarray | None, ndarray | None]: """Build the constraints matrices associated with passed linear constraints. Args: constraints: The linear constraints. constraint_type: The type of constraint to consider. Returns: The left-hand side matrix, the right-hand side vector """ # 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 constraints = [ constraint for constraint in constraints if constraint.f_type == constraint_type ] if not constraints: return None, None # Check that the constraint are linear for constraint in constraints: if not isinstance(constraint, MDOLinearFunction): raise TypeError( f'The constraint "{}" is not an MDOLinearFunction.' ) # Build the constraints matrices lhs_matrix = vstack([constraint.coefficients for constraint in constraints]) rhs_vector = hstack([-constraint.value_at_zero for constraint in constraints]) return lhs_matrix, rhs_vector
[docs]def build_bounds_matrices( bounds: ndarray, upper: bool ) -> tuple[ndarray | None, ndarray | None]: """Return the constraint matrices corresponding to bound. Args: bounds: The value of the bounds. upper: Whether the bounds are considered as upper bounds. Returns: The left-hand side matrix, the right-hand side vector. """ 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