# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
# 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
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# 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 - API and implementation and/or documentation
# :author: Pierre-Jean Barjhoux
# OTHER AUTHORS - MACROSCOPIC CHANGES
"""History of the maximum constraint and objective value."""
from __future__ import annotations
from typing import TYPE_CHECKING
import numpy as np
from matplotlib import pyplot as plt
from matplotlib.colors import SymLogNorm
from matplotlib.ticker import LogFormatterSciNotation
from matplotlib.ticker import MaxNLocator
from numpy import e
from numpy import ndarray
from gemseo.post.core.colormaps import PARULA
from gemseo.post.core.colormaps import RG_SEISMIC
from gemseo.post.opt_post_processor import OptPostProcessor
if TYPE_CHECKING:
from collections.abc import Sequence
from gemseo.algos.opt_problem import OptimizationProblem
from gemseo.core.mdofunctions.mdo_function import MDOFunction
[docs]
class ObjConstrHist(OptPostProcessor):
"""History of the maximum constraint and objective value.
The objective history is plotted with a line
over the maximum constraint history plotted with the green-white-red color bar:
- white: the constraint is active;
- green: the equality constraint is violated while the inequality one is satisfied;
- red: the inequality constraint is violated.
"""
DEFAULT_FIG_SIZE = (11.0, 6.0)
def __init__( # noqa:D107
self,
opt_problem: OptimizationProblem,
) -> None:
super().__init__(opt_problem)
self.opt_problem = opt_problem
self.cmap = PARULA
self.ineq_cstr_cmap = RG_SEISMIC
self.eq_cstr_cmap = "seismic"
def _plot(self, constraint_names: Sequence[str] | None = None) -> None:
"""
Args:
constraint_names: The names of the constraints to plot.
If ``None``, use all the constraints.
""" # noqa: D205, D212, D415
# 0. Initialize the figure.
grid = self._get_grid_layout()
fig = plt.figure(figsize=self.DEFAULT_FIG_SIZE)
ax1 = fig.add_subplot(grid[0, 0])
n_iterations = len(self.database)
ax1.set_xticks(range(n_iterations))
ax1.set_xticklabels(range(1, n_iterations + 1))
mng = plt.get_current_fig_manager()
mng.resize(700, 1000)
# 1. Plot the objective history versus the iterations with a curve.
problem = self.opt_problem
objective_name = problem.get_objective_name()
obj_history, x_history = self.database.get_function_history(
objective_name, with_x_vect=True
)
obj_history, x_history = np.array(obj_history).real, np.array(x_history).real
if not problem.minimize_objective and not problem.use_standardized_objective:
# Use the opposite of the standardized history.
obj_history = -obj_history
# Remove the minus sign prefixing the objective name.
objective_name = objective_name[1:]
obj_min, obj_max = obj_history.min(), obj_history.max()
plt.plot(obj_history)
plt.xlabel("Iterations", fontsize=12)
plt.ylabel(objective_name, fontsize=12)
margin = (obj_max - obj_min) * self._Y_MARGIN
plt.ylim([obj_min - margin, obj_max + margin])
plt.grid(True)
plt.title("Evolution of the objective and maximum constraint")
# 2. Plot the maximum constraint history versus the iterations
# with green-white-red color map.
# 2.a. Get inequality and equality constraint histories.
ineq_history, ineq_names = self.__get_constraints(
problem.get_ineq_constraints(), constraint_names
)
eq_history, eq_names = self.__get_constraints(
problem.get_eq_constraints(), constraint_names
)
# 2.b. Concatenate the inequality and equality constraint histories.
# NB: Take absolute values of equality constraints for color map.
constraint_history = np.concatenate(
[
constraint_history
for constraint_history in [ineq_history, np.abs(eq_history)]
if constraint_history.size > 0
],
axis=1,
)
c_max = abs(constraint_history).max()
im1 = ax1.imshow(
np.atleast_2d(np.amax(constraint_history, axis=1)),
cmap=RG_SEISMIC,
interpolation="nearest",
aspect="auto",
extent=[-0.5, n_iterations - 0.5, obj_min - margin, obj_max + margin],
norm=SymLogNorm(vmin=-c_max, vmax=c_max, linthresh=1.0, base=e),
)
# 2.c. Add vertical labels with constraint violation information.
constraint_names = np.concatenate((ineq_names, eq_names))
constraint_values = np.concatenate(
[values for values in [ineq_history, eq_history] if values.size > 0], axis=1
)
ordinate = (obj_max + obj_min) / 2
for iteration, i in enumerate(np.argmax(constraint_history, axis=1)):
constraint_name = LogFormatterSciNotation().format_data(
constraint_values[iteration, i]
)
text = ax1.text(
iteration + 0.05,
ordinate,
f"${constraint_names[i]}={constraint_name}$",
rotation="vertical",
va="center",
)
text.set_bbox({"facecolor": "white", "alpha": 0.7, "edgecolor": "none"})
ax1.get_xaxis().set_major_locator(MaxNLocator(integer=True))
# 2.d. Add color map.
thick_max = int(np.log10(np.abs(c_max)))
levels_pos = np.append(
np.logspace(0, thick_max, num=thick_max + 1),
c_max,
)
cax = fig.add_subplot(grid[0, 1])
col_bar = fig.colorbar(
im1,
cax=cax,
ticks=np.concatenate((np.append(np.sort(-levels_pos), 0), levels_pos)),
format=LogFormatterSciNotation(),
)
col_bar.ax.tick_params(labelsize=9)
self._add_figure(fig)
def __get_constraints(
self, constraints: list[MDOFunction], all_constraint_names: Sequence[str] | None
) -> tuple[ndarray, ndarray]:
"""Return the constraints with formatted shape.
Args:
constraints: The different constraints.
all_constraint_names: The names of the constraints.
If ``None``, use all the constraints.
Returns:
The history and the names of constraints.
"""
constraint_names = []
for constraint in constraints:
if all_constraint_names is None or constraint.name in all_constraint_names:
constraint_names.append(constraint.name) # noqa: PERF401
if constraint_names:
constraint_history, constraint_names, _ = self.database.get_history_array(
function_names=constraint_names, with_x_vect=False
)
else:
constraint_history, constraint_names = np.array([]), np.array([])
# harmonization of tables format because constraints can be vectorial
# or scalars. *vals.shape[0] = iteration, *vals.shape[1] = cstr values
constraint_history = np.atleast_3d(constraint_history)
shape = constraint_history.shape
constraint_history = np.reshape(
constraint_history, (shape[0], shape[1] * shape[2])
)
return constraint_history, constraint_names
