external_optimizer_test.py 文件源码

def test_unconstrained(self):

    def objective(x):
      """Rosenbrock function. (Carl Edward Rasmussen, 2001-07-21).

      f(x) = sum_{i=1:D-1} 100*(x(i+1) - x(i)^2)^2 + (1-x(i))^2

      Args:
        x: a Variable
      Returns:
        f: a tensor (objective value)
      """

      d = array_ops.size(x)
      s = math_ops.add(
          100 * math_ops.square(
              math_ops.subtract(
                  array_ops.strided_slice(x, [1], [d]),
                  math_ops.square(array_ops.strided_slice(x, [0], [d - 1])))),
          math_ops.square(
              math_ops.subtract(1.0, array_ops.strided_slice(x, [0], [d - 1]))))
      return math_ops.reduce_sum(s)

    dimension = 5
    x = variables.Variable(array_ops.zeros(dimension))
    optimizer = external_optimizer.ScipyOptimizerInterface(objective(x))

    with self.test_session() as sess:
      sess.run(variables.global_variables_initializer())
      optimizer.minimize(sess)

      self.assertAllClose(np.ones(dimension), sess.run(x))