"""Define :class:`DifferentialEvolution`."""
from scipy.optimize import differential_evolution
from lightwin.optimisation.algorithms.algorithm import OptiSol
from lightwin.optimisation.algorithms.downhill_simplex import DownhillSimplex
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class DifferentialEvolution(DownhillSimplex):
"""Differential evolution method, which does not use derivatives.
.. warning::
This method was not tuned for this problem yet.
"""
supports_constraints = False
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def optimize(self) -> OptiSol:
"""Set up the optimisation and solve the problem.
Returns
-------
Gives list of solutions, corresponding objective, convergence
violation if applicable, etc.
"""
kwargs = self._algorithm_parameters()
x_0, bounds = self._format_variables()
result = differential_evolution(
func=self._norm_wrapper_residuals, x0=x_0, bounds=bounds, **kwargs
)
self.opti_sol = self._generate_opti_sol(result)
self._finalize(self.opti_sol)
return self.opti_sol
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def _algorithm_parameters(self) -> dict:
"""Create the ``kwargs`` for the optimisation."""
kwargs = {
"disp": True,
}
return kwargs