o ֭j-@sdZddlZddlmZmZddlmZmZm Z ddl m Z ddl m Z mZmZmZmZmZmZmZmZmZmZmZdd Zd d Zd d ZddZdS)a Dogleg algorithm with rectangular trust regions for least-squares minimization. The description of the algorithm can be found in [Voglis]_. The algorithm does trust-region iterations, but the shape of trust regions is rectangular as opposed to conventional elliptical. The intersection of a trust region and an initial feasible region is again some rectangle. Thus, on each iteration a bound-constrained quadratic optimization problem is solved. A quadratic problem is solved by well-known dogleg approach, where the function is minimized along piecewise-linear "dogleg" path [NumOpt]_, Chapter 4. If Jacobian is not rank-deficient then the function is decreasing along this path, and optimization amounts to simply following along this path as long as a point stays within the bounds. A constrained Cauchy step (along the anti-gradient) is considered for safety in rank deficient cases, in this situations the convergence might be slow. If during iterations some variable hit the initial bound and the component of anti-gradient points outside the feasible region, then a next dogleg step won't make any progress. At this state such variables satisfy first-order optimality conditions and they are excluded before computing a next dogleg step. Gauss-Newton step can be computed exactly by `numpy.linalg.lstsq` (for dense Jacobian matrices) or by iterative procedure `scipy.sparse.linalg.lsmr` (for dense and sparse matrices, or Jacobian being LinearOperator). The second option allows to solve very large problems (up to couple of millions of residuals on a regular PC), provided the Jacobian matrix is sufficiently sparse. But note that dogbox is not very good for solving problems with large number of constraints, because of variables exclusion-inclusion on each iteration (a required number of function evaluations might be high or accuracy of a solution will be poor), thus its large-scale usage is probably limited to unconstrained problems. References ---------- .. [Voglis] C. Voglis and I. E. Lagaris, "A Rectangular Trust Region Dogleg Approach for Unconstrained and Bound Constrained Nonlinear Optimization", WSEAS International Conference on Applied Mathematics, Corfu, Greece, 2004. .. [NumOpt] J. Nocedal and S. J. Wright, "Numerical optimization, 2nd edition". N)lstsqnorm)LinearOperatoraslinearoperatorlsmr)OptimizeResult) step_size_to_bound in_boundsupdate_tr_radiusevaluate_quadraticbuild_quadratic_1dminimize_quadratic_1d compute_gradcompute_jac_scalecheck_terminationscale_for_robust_loss_functionprint_header_nonlinearprint_iteration_nonlinearcs>j\}}fdd}fdd}t||f||tdS)zCompute LinearOperator to use in LSMR by dogbox algorithm. `active_set` mask is used to excluded active variables from computations of matrix-vector products. cs"|}d|<|SNr)ravelcopymatvec)xx_freeJop active_setdW/var/www/html/CropPilot/venv/lib/python3.10/site-packages/scipy/optimize/_lsq/dogbox.pyr@s zlsmr_operator..matveccs|}d|<|Sr)rmatvec)rrrrr r!Eszlsmr_operator..rmatvec)rr!dtype)shaperfloat)rrrmnrr!rrr lsmr_operator8s r(c Csl||}||}t|| }t||}t||}t||} t|| } t||} |||| | | fS)aFind intersection of trust-region bounds and initial bounds. Returns ------- lb_total, ub_total : ndarray with shape of x Lower and upper bounds of the intersection region. orig_l, orig_u : ndarray of bool with shape of x True means that an original bound is taken as a corresponding bound in the intersection region. tr_l, tr_u : ndarray of bool with shape of x True means that a trust-region bound is taken as a corresponding bound in the intersection region. )npmaximumminimumequal) r tr_boundslbub lb_centered ub_centeredlb_totalub_totalorig_lorig_utr_ltr_urrr find_intersectionMs    r8cCst||||\}} } } } } tj|td}t||| r||dfStt|| || \}}t||d|d |}||}t|||| \}}d||dk| @<d||dk| @<t|dk| @|dk| @B}|||||fS)aFind dogleg step in a rectangular region. 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