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- from __future__ import division, print_function, absolute_import
- import numpy as np
- from numpy.testing import assert_, assert_allclose
- import scipy.linalg
- from scipy.optimize import minimize
- def test_1():
- def f(x):
- return x**4, 4*x**3
- for gtol in [1e-8, 1e-12, 1e-20]:
- for maxcor in range(20, 35):
- result = minimize(fun=f, jac=True, method='L-BFGS-B', x0=20,
- options={'gtol': gtol, 'maxcor': maxcor})
- H1 = result.hess_inv(np.array([1])).reshape(1,1)
- H2 = result.hess_inv.todense()
- assert_allclose(H1, H2)
- def test_2():
- H0 = [[3, 0], [1, 2]]
- def f(x):
- return np.dot(x, np.dot(scipy.linalg.inv(H0), x))
- result1 = minimize(fun=f, method='L-BFGS-B', x0=[10, 20])
- result2 = minimize(fun=f, method='BFGS', x0=[10, 20])
- H1 = result1.hess_inv.todense()
- H2 = np.vstack((
- result1.hess_inv(np.array([1, 0])),
- result1.hess_inv(np.array([0, 1]))))
- assert_allclose(
- result1.hess_inv(np.array([1, 0]).reshape(2,1)).reshape(-1),
- result1.hess_inv(np.array([1, 0])))
- assert_allclose(H1, H2)
- assert_allclose(H1, result2.hess_inv, rtol=1e-2, atol=0.03)
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