"""
.. module:: CFunctionMcCormick
:synopsis: McCormick function
.. moduleauthor:: Marco Melis <marco.melis@unica.it>
"""
from secml.optim.function import CFunction
from secml.array import CArray
[docs]class CFunctionMcCormick(CFunction):
"""The McCormick function.
2-Dimensional function.
Global minimum f(x) = -1.9132 @ x = (-0.5472, -1.5472).
This is on a compact domain (lb=[-1.5,-3], ub=[4,4])
Given by:
.. math::
f(x) = sin(x_0 + x_1) + (x_0 - x_1)^2 - 1.5 * x_0 + 2.5 * x_1 + 1
Attributes
----------
class_type : mc-cormick'
"""
__class_type = 'mc-cormick'
def __init__(self):
# Passing data to CFunction
super(CFunctionMcCormick, self).__init__(
fun=self._fun, n_dim=2, gradient=self._grad)
def _fun(self, x):
"""Apply McCormick function to point x.
Parameters
----------
x : CArray
Data point.
Returns
-------
float
Result of the function applied to input point.
"""
x = x.atleast_2d()
if x.shape[1] != 2:
raise ValueError(
"McCormick function available for 2 dimensions only")
# Split into 3 parts
f1 = (x[0] + x[1]).sin().item()
f2 = (x[0].item() - x[1].item()) ** 2
f3 = -1.5 * x[0].item() + 2.5 * x[1].item() + 1
return f1 + f2 + f3
def _grad(self, x):
"""McCormick function gradient wrt. point x."""
x = x.atleast_2d()
if x.shape[1] != 2:
raise ValueError("Gradient of McCormick function "
"only available for 2 dimensions")
# Computing gradient of each dimension
grad1_1 = (x[0] + x[1]).cos()
grad1_2 = 2 * (x[0] - x[1])
grad1_3 = -1.5
grad2_1 = (x[0] + x[1]).cos()
grad2_2 = -2 * (x[0] - x[1])
grad2_3 = 2.5
grad1 = grad1_1 + grad1_2 + grad1_3
grad2 = grad2_1 + grad2_2 + grad2_3
return CArray.concatenate(grad1, grad2, axis=1).ravel()
[docs] @staticmethod
def global_min():
"""Value of the global minimum of the function.
Global minimum f(x) = -1.9132 @ x = (-0.5472, -1.5472).
Returns
-------
float
Value of the global minimum of the function.
"""
return -1.9132
[docs] @staticmethod
def global_min_x():
"""Global minimum point of the function.
Global minimum f(x) = -1.9132 @ x = (-0.5472, -1.5472).
Returns
-------
CArray
The global minimum point of the function.
"""
return CArray([-0.5472, -1.5472])
[docs] @staticmethod
def bounds():
lb = CArray([-1.5, -3])
ub = CArray([4, 4])
return lb, ub