Files
PythonRobotics/scripts/optimization/LagrangeMultiplierMethod/LagrangeMultiplierMethod.py
2017-04-29 09:17:15 -07:00

64 lines
1.2 KiB
Python

#!/usr/bin/python
# -*- coding: utf-8 -*-
import matplotlib.pyplot as plt
import numpy as np
import random
from math import *
from scipy.optimize import fsolve
delta = 0.1
minXY=-5.0
maxXY=5.0
nContour=50
def dfunc(d):
x=d[0]
y=d[1]
l=d[2]
dx=-2*l+4*x*(x**2+y-11)
dy=l+2*x*x+2*y-22
dl=-2*x+y-1
return [dx,dy,dl]
def SampleFunc(x,y):
return (x**2+y-11)**2
def ConstrainFunction(x):
return (2.0*x+1.0)
def CreateMeshData():
x = np.arange(minXY, maxXY, delta)
y = np.arange(minXY, maxXY, delta)
X, Y = np.meshgrid(x, y)
Z=[SampleFunc(x,y) for (x,y) in zip(X,Y)]
return(X,Y,Z)
# Main
start=np.matrix([random.uniform(minXY,maxXY),random.uniform(minXY,maxXY),0])
(X,Y,Z)=CreateMeshData()
CS = plt.contour(X, Y, Z,nContour)
Xc=np.arange(minXY,maxXY,delta)
Yc=[ConstrainFunction(x) for x in Xc]
# plt.plot(start[0,0],start[0,1],"xr");
plt.plot(Xc,Yc,"-r");
# X1 = fsolve(dfunc, [-3, -3, 10])
# print(X1)
# print(dfunc(X1))
# the answer from sympy
result=np.matrix([
[-1,-1],
# [-1+sqrt(11),-1+2*sqrt(11)],
# [-sqrt(11)-1,-2*sqrt(11)-1]])
print(result)
plt.plot(result[:,0],result[:,1],"or");
plt.axis([minXY, maxXY, minXY, maxXY])
plt.show()