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60 changes: 29 additions & 31 deletions src/pyvmcon/problem.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,19 +2,22 @@

from abc import ABC, abstractmethod
from collections.abc import Callable
from typing import NamedTuple, TypeVar
from dataclasses import dataclass, field
from typing import TypeVar, cast

import numpy as np
from numpy.typing import NDArray

ScalarType = TypeVar("ScalarType", np.ndarray, np.number, float)
ScalarType = TypeVar("ScalarType", NDArray, np.number, float)
"""A scalar variable e.g. a single number (which could be a 0D numpy array)"""
VectorType = TypeVar("VectorType", bound=np.ndarray)
VectorType = NDArray
"""A numpy array with only 1 dimension"""
MatrixType = TypeVar("MatrixType", bound=np.ndarray)
MatrixType = NDArray
"""A numpy array with 2 dimensions"""


class Result(NamedTuple):
@dataclass
class Result:
"""The data from calling a problem."""

f: ScalarType
Expand Down Expand Up @@ -80,6 +83,7 @@ def total_constraints(self) -> int:
_VectorReturnFunctionAlias = Callable[[VectorType], VectorType]


@dataclass
class Problem(AbstractProblem):
"""A simple implementation of an AbstractProblem.

Expand All @@ -89,42 +93,36 @@ class Problem(AbstractProblem):
feasible when they return a value >= 0.
"""

def __init__(
self,
f: _ScalarReturnFunctionAlias,
df: _VectorReturnFunctionAlias,
equality_constraints: list[_ScalarReturnFunctionAlias] | None = None,
inequality_constraints: list[_ScalarReturnFunctionAlias] | None = None,
dequality_constraints: list[_VectorReturnFunctionAlias] | None = None,
dinequality_constraints: list[_VectorReturnFunctionAlias] | None = None,
) -> None:
"""Construct the problem."""
super().__init__()

self._f = f
self._df = df
self._equality_constraints = equality_constraints or []
self._inequality_constraints = inequality_constraints or []
self._dequality_constraints = dequality_constraints or []
self._dinequality_constraints = dinequality_constraints or []
f: _ScalarReturnFunctionAlias
df: _VectorReturnFunctionAlias
equality_constraints: list[_ScalarReturnFunctionAlias] = field(default_factory=list)
inequality_constraints: list[_ScalarReturnFunctionAlias] = field(
default_factory=list
)
dequality_constraints: list[_VectorReturnFunctionAlias] = field(
default_factory=list
)
dinequality_constraints: list[_VectorReturnFunctionAlias] = field(
default_factory=list
)

def __call__(self, x: VectorType) -> Result:
"""Evaluate the problem at input point x."""
return Result(
self._f(x),
self._df(x),
np.array([c(x) for c in self._equality_constraints]),
np.array([c(x) for c in self._dequality_constraints]),
np.array([c(x) for c in self._inequality_constraints]),
np.array([c(x) for c in self._dinequality_constraints]),
self.f(x),
self.df(x),
cast("VectorType", np.array([c(x) for c in self.equality_constraints])),
cast("MatrixType", np.array([c(x) for c in self.dequality_constraints])),
cast("VectorType", np.array([c(x) for c in self.inequality_constraints])),
cast("MatrixType", np.array([c(x) for c in self.dinequality_constraints])),
)

@property
def num_equality(self) -> int:
"""The number of equality constraints this problem has."""
return len(self._equality_constraints)
return len(self.equality_constraints)

@property
def num_inequality(self) -> int:
"""The number of inequality constraints this problem has."""
return len(self._inequality_constraints)
return len(self.inequality_constraints)
13 changes: 8 additions & 5 deletions src/pyvmcon/vmcon.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,18 +2,19 @@

import logging
from collections.abc import Callable
from typing import Any
from typing import Any, cast

import cvxpy as cp
import numpy as np

from pyvmcon.problem import AbstractProblem, MatrixType, Result, ScalarType, VectorType

from .exceptions import (
LineSearchConvergenceException,
QSPSolverException,
VMCONConvergenceException,
_QspSolveException,
)
from .problem import AbstractProblem, MatrixType, Result, ScalarType, VectorType

logger = logging.getLogger(__name__)

Expand Down Expand Up @@ -439,8 +440,10 @@ def perform_linesearch(
mu_inequality = _calculate_mu_j(mu_inequality, lamda_inequality)

def phi(result: Result) -> ScalarType:
sum_equality = (mu_equality * np.abs(result.eq)).sum()
sum_inequality = (mu_inequality * np.abs(np.minimum(0, result.ie))).sum()
sum_equality: ScalarType = (mu_equality * np.abs(result.eq)).sum()
sum_inequality: ScalarType = (
mu_inequality * np.abs(np.minimum(0, result.ie))
).sum()

return result.f + sum_equality + sum_inequality

Expand Down Expand Up @@ -476,7 +479,7 @@ def phi(result: Result) -> ScalarType:
lamda_inequality=lamda_inequality,
)

return alpha, mu_equality, mu_inequality, new_result
return cast("ScalarType", alpha), mu_equality, mu_inequality, new_result


def _derivative_lagrangian(
Expand Down
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