Changeset 423

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Timestamp:
02/05/10 18:08:20 (1 month ago)
Author:
dmitrey
Message:

updated LLSP example

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  • PythonPackages/OpenOpt/openopt/examples/llsp_1.py

    r184 r423  
    4 4 from openopt import LLSP 
    5 5  
    6   M, N = 3, 2 
      6 M, N = 1500, 1000 
    7 7 C = empty((M,N)) 
    8 8 d =  empty(M) 
     
    11 11     d[j] = 1.5*N+80*sin(j) 
    12 12     C[j] = 8*sin(4.0+arange(N)) + 15*cos(j) 
      13      
      14 """ alternatvely, try the sparse problem - lsqr solver can take benefits of it: 
      15 for j in xrange(M): 
      16     d[j] = 1.5*N+80*sin(j) 
      17     C[j, j%N] = 15*cos(j) #+ 8*sin(4.0+arange(N)) 
      18     C[j, (1 + j)%N] = 15*cos(j) #+ 8*sin(4.0+arange(N)) 
      19 """ 
    13 20  
    14 21 p = LLSP(C, d) 
    15   r = p.solve('lapack_dgelss') #requires scipy installed 
    16   # or using single-precision: 
    17   #r = p.solve('lapack_sgelss') 
      22 r = p.solve('lsqr') 
    18 23  
    19   #using llsp2nlp converter with an NLP solver: 
    20   #r = p.solve('nlp:scipy_cg') 
    21    
    22   print 'f_opt:', r.ff # 611.600991401 
      24 print 'f_opt:', r.ff # 2398301.68347 
    23 25 #print 'x_opt:', r.xf 
    24 26