update example 16.4

1 files changed, 26 insertions, 2 deletions

diff --git a/nlp/demo.py b/nlp/demo.py
index f4090ca..545df8b 100644
--- a/nlp/demo.py
+++ b/nlp/demo.py
@@ -1,5 +1,6 @@
-from scipy.optimize import minimize, LinearConstraint
+from scipy.optimize import minimize, LinearConstraint, rosen, rosen_der, rosen_hess
 import numpy as np
+import matplotlib.pyplot as plt
 
 
 def test1():
@@ -27,5 +28,28 @@ def test3():
     print(res)
 
 
+def example_16_4():
+    func = lambda x: (x[0]-1)**2 + (x[1] - 2.5)**2
+    x0 = np.asarray([0, 0])
+
+    # bounds = np.asarray([[0, None],
+    #                      [0, None]])
+
+    cons = ({'type': 'ineq', 'fun': lambda x: x[0] - 2*x[1] + 2},
+            {'type': 'ineq', 'fun': lambda x: -x[0] - 2*x[1] + 6},
+            {'type': 'ineq', 'fun': lambda x: -x[0] + 2*x[1] + 2},
+            {'type': 'ineq', 'fun': lambda x: x[0]},
+            {'type': 'ineq', 'fun': lambda x: x[1]})
+
+    res = minimize(func, x0,
+                   # bounds=bounds,
+                   constraints=cons,
+                   jac=lambda x: np.asarray([2*(x[0]-1), 2*(x[1] - 2.5)]),
+                   # hess=lambda x: np.asarray([[2, 0], [0, 2]]),
+                   method='SLSQP')
+    print(res)
+
+
 if __name__ == '__main__':
-    test2()
+    example_16_4()
+