_constraints.py 文件源码

def _reinforce_box_constraint(kind, enforce_feasibility, x0,
                              relative_tolerance=0.01,
                              absolute_tolerance=0.01):
        """Reinforce box constraint"""
        x0 = np.copy(np.asarray(x0, dtype=float))
        keyword = kind[0]
        if keyword == "greater":
            lb = np.asarray(kind[1], dtype=float)
            ub = np.full_like(lb, np.inf, dtype=float)
        elif keyword == "less":
            ub = np.asarray(kind[1], dtype=float)
            lb = np.full_like(ub, -np.inf, dtype=float)
        elif keyword == "interval":
            lb = np.asarray(kind[1], dtype=float)
            ub = np.asarray(kind[2], dtype=float)

        x0_new = np.copy(x0)
        for i in range(np.size(x0)):
            if enforce_feasibility[i]:
                if not np.isinf(lb[i]):
                    lower_bound = min(lb[i]+absolute_tolerance,
                                      lb[i]+relative_tolerance*(ub[i]-lb[i]))
                    x0_new[i] = max(x0_new[i], lower_bound)
                if not np.isinf(ub[i]):
                    upper_bound = max(ub[i]-absolute_tolerance,
                                      ub[i]-relative_tolerance*(ub[i]-lb[i]))
                    x0_new[i] = min(x0_new[i], upper_bound)
        return x0_new