Mosek Markowitz Portfolio Transaction Costs - Python Fusion - python

I am trying to better understand how various parts of the mosek optimizer work and cannot quite understand the logic of the following constraints etc.
It I have the following code:
n = 3
x0 = [-20.0, -50.0, -10.0]
t = [0.01, 0.01, 0.01]
TC = flattenBook(n, x0, t)
def flattenBook(n, x0, t):
M = Model("Simple Portfolio")
M.setLogHandler(sys.stdout)
## can be long and short
x = M.variable("x", n, Domain.unbounded())
## helper variable for buy/sell positions
z = M.variable("z", n, Domain.unbounded())
## find long positions
l = M.variable("l", n, Domain.greaterThan(0.0))
M.constraint('long1', Expr.sub(l,x0), Domain.greaterThan(0.0))
M.constraint('buy', Expr.sub(z,Expr.sub(x,x0)), Domain.greaterThan(0.0))
M.constraint('sell', Expr.sub(z,Expr.sub(x0,x)), Domain.greaterThan(0.0))
M.constraint("longeqshort", Expr.sum(x), Domain.equalsTo(0.0))
M.objective('obj', ObjectiveSense.Minimize, Expr.dot(z, t))
M.solve()
if True:
print "x:"
print x.level()
The results are as follows:
[60.0, -50.0, -10.0]
Which are correct but can someone confirm the logic for the l variable. My understanding is that the long1 constraint forces l to be only the positive values from the x0 array, is that correct? And if so why?
Based on the examples on the Mosek website I have taken this logic from the buy/sell constraints for the costs of trading.

Related

How can I get sco.minimize to give me a solution that isn't the initial guesses?

I have a piece of code that worked well when I optimized advertising budget with 2 variables (channels) but when I added aditional channels, it stopped optimizing with no error messages.
import numpy as np
import scipy.optimize as sco
# setup variables
media_budget = 100000 # total media budget
media_labels = ['launchvideoviews', 'conversion', 'traffic', 'videoviews', 'reach'] # channel names
media_coefs = [0.3524764781, 5.606903166, -0.1761937775, 5.678596017, 10.50445914] #
# model coefficients
media_drs = [-1.15, 2.09, 6.7, -0.201, 1.21] # diminishing returns
const = -243.1018144
# the function for our model
def model_function(x, media_coefs, media_drs, const):
# transform variables and multiply them by coefficients to get contributions
channel_1_contrib = media_coefs[0] * x[0]**media_drs[0]
channel_2_contrib = media_coefs[1] * x[1]**media_drs[1]
channel_3_contrib = media_coefs[2] * x[2]**media_drs[2]
channel_4_contrib = media_coefs[3] * x[3]**media_drs[3]
channel_5_contrib = media_coefs[4] * x[4]**media_drs[4]
# sum contributions and add constant
y = channel_1_contrib + channel_2_contrib + channel_3_contrib + channel_4_contrib + channel_5_contrib + const
# return negative conversions for the minimize function to work
return -y
# set up guesses, constraints and bounds
num_media_vars = len(media_labels)
guesses = num_media_vars*[media_budget/num_media_vars,] # starting guesses: divide budget evenly
args = (media_coefs, media_drs, const) # pass non-optimized values into model_function
con_1 = {'type': 'eq', 'fun': lambda x: np.sum(x) - media_budget} # so we can't go over budget
constraints = (con_1)
bound = (0, media_budget) # spend for a channel can't be negative or higher than budget
bounds = tuple(bound for x in range(5))
# run the SciPy Optimizer
solution = sco.minimize(model_function, x0=guesses, args=args, method='SLSQP', constraints=constraints, bounds=bounds)
# print out the solution
print(f"Spend: ${round(float(media_budget),2)}\n")
print(f"Optimized CPA: ${round(media_budget/(-1 * solution.fun),2)}")
print("Allocation:")
for i in range(len(media_labels)):
print(f"-{media_labels[i]}: ${round(solution.x[i],2)} ({round(solution.x[i]/media_budget*100,2)}%)")
And the result is
Spend: $100000.0
Optimized CPA: $-0.0
Allocation:
-launchvideoviews: $20000.0 (20.0%)
-conversion: $20000.0 (20.0%)
-traffic: $20000.0 (20.0%)
-videoviews: $20000.0 (20.0%)
-reach: $20000.0 (20.0%)
Which is the same as the initial guesses argument.
Thank you very much!
Update: Following #joni comment, I passed the gradient function explicitly, but still no result.
I don't know how to change the constrains to test #chthonicdaemon
comment yet.
import numpy as np
import scipy.optimize as sco
# setup variables
media_budget = 100000 # total media budget
media_labels = ['launchvideoviews', 'conversion', 'traffic', 'videoviews', 'reach'] # channel names
media_coefs = [0.3524764781, 5.606903166, -0.1761937775, 5.678596017, 10.50445914] #
# model coefficients
media_drs = [-1.15, 2.09, 6.7, -0.201, 1.21] # diminishing returns
const = -243.1018144
# the function for our model
def model_function(x, media_coefs, media_drs, const):
# transform variables and multiply them by coefficients to get contributions
channel_1_contrib = media_coefs[0] * x[0]**media_drs[0]
channel_2_contrib = media_coefs[1] * x[1]**media_drs[1]
channel_3_contrib = media_coefs[2] * x[2]**media_drs[2]
channel_4_contrib = media_coefs[3] * x[3]**media_drs[3]
channel_5_contrib = media_coefs[4] * x[4]**media_drs[4]
# sum contributions and add constant (objetive function)
y = channel_1_contrib + channel_2_contrib + channel_3_contrib + channel_4_contrib + channel_5_contrib + const
# return negative conversions for the minimize function to work
return -y
# partial derivative of the objective function
def fun_der(x, media_coefs, media_drs, const):
d_chan1 = 1
d_chan2 = 1
d_chan3 = 1
d_chan4 = 1
d_chan5 = 1
return np.array([d_chan1, d_chan2, d_chan3, d_chan4, d_chan5])
# set up guesses, constraints and bounds
num_media_vars = len(media_labels)
guesses = num_media_vars*[media_budget/num_media_vars,] # starting guesses: divide budget evenly
args = (media_coefs, media_drs, const) # pass non-optimized values into model_function
con_1 = {'type': 'eq', 'fun': lambda x: np.sum(x) - media_budget} # so we can't go over budget
constraints = (con_1)
bound = (0, media_budget) # spend for a channel can't be negative or higher than budget
bounds = tuple(bound for x in range(5))
# run the SciPy Optimizer
solution = sco.minimize(model_function, x0=guesses, args=args, method='SLSQP', constraints=constraints, bounds=bounds, jac=fun_der)
# print out the solution
print(f"Spend: ${round(float(media_budget),2)}\n")
print(f"Optimized CPA: ${round(media_budget/(-1 * solution.fun),2)}")
print("Allocation:")
for i in range(len(media_labels)):
print(f"-{media_labels[i]}: ${round(solution.x[i],2)} ({round(solution.x[i]/media_budget*100,2)}%)")
The reason you are not able to solve this exact problem turns out to be all about the specific coefficients you have. For the problem as it is specified, the optimum appears to be near allocations where some spends are zero. However, at spends near zero, due to the negative coefficients in media_drs, the objective function rapidly becomes infinite. I believe this is what is causing the issues you are experiencing. I can get a solution with success = True by manipulating the 6.7 to be 0.7 in the coefficients and setting lower bound that is larger than 0 to stop the objective function from exploding. So this isn't so much of a programming issue as a problem formulation issue.
I cannot imagine it would be true that you would see more payoff when you reduce the budget on a particular item, so all the negative powers in media_dirs seem off to me.
I will also post here some improvements I made while debugging this issue. Notice that I'm using numpy arrays more to make some of the functions easier to read. Also notice how I have calculated a correct jacobian:
import numpy as np
import scipy.optimize as sco
# setup variables
media_budget = 100000 # total media budget
media_labels = ['launchvideoviews', 'conversion', 'traffic', 'videoviews', 'reach'] # channel names
media_coefs = np.array([0.3524764781, 5.606903166, -0.1761937775, 5.678596017, 10.50445914]) #
# model coefficients
media_drs = np.array([-1.15, 2.09, 1.7, -0.201, 1.21]) # diminishing returns
const = -243.1018144
# the function for our model
def model_function(x, media_coefs, media_drs, const):
# transform variables and multiply them by coefficients to get contributions
channel_contrib = media_coefs * x**media_drs
# sum contributions and add constant
y = channel_contrib.sum() + const
# return negative conversions for the minimize function to work
return -y
def model_function_jac(x, media_coefs, media_drs, const):
dy_dx = media_coefs * media_drs * x**(media_drs-1)
return -dy_dx
# set up guesses, constraints and bounds
num_media_vars = len(media_labels)
guesses = num_media_vars*[media_budget/num_media_vars,] # starting guesses: divide budget evenly
args = (media_coefs, media_drs, const) # pass non-optimized values into model_function
con_1 = {'type': 'ineq', 'fun': lambda x: media_budget - sum(x)} # so we can't go over budget
constraints = (con_1,)
bound = (10, media_budget) # spend for a channel can't be negative or higher than budget
bounds = tuple(bound for x in range(5))
# run the SciPy Optimizer
solution = sco.minimize(
model_function, x0=guesses, args=args,
method='SLSQP',
jac=model_function_jac,
constraints=constraints,
bounds=bounds
)
# print out the solution
print(solution)
print(f"Spend: ${round(float(media_budget),2)}\n")
print(f"Optimized CPA: ${round(media_budget/(-1 * solution.fun),2)}")
print("Allocation:")
for i in range(len(media_labels)):
print(f"-{media_labels[i]}: ${round(solution.x[i],2)} ({round(solution.x[i]/media_budget*100,2)}%)")
This solution at least "works" in the sense that it reports a successful solve and returns an answer different from the initial guess.

Can I have a list of dictionaries from solving these equations? (Python)

Here's part of the code I'm working on:
delta, beta, gamma = symbols('delta beta gamma')
eq1 = Eq(tan((delta+beta)/2),nz*tan(theta/2))
eq2 = Eq(tan((delta-beta)/2),nx/ny)
eq3 = Eq(cos(gamma/2),cos(theta/2)/cos((delta+beta)/2))
result = solve([eq1, eq2, eq3], [delta, beta,gamma])
All the parameters are given:
theta = -1.2974951599797855
nx = - 0.280639152149670
ny = 0.546816938693111
nz = 0.788817407160244
Without the equation 3, the output looks like:
{delta: -1.01319515173894, beta: -0.0648548698337719}
Since there're two values of gamma, with eqn 3, the output becomes
[(-1.01319515173894, -0.0648548698337719, 0.760927675576123),
(-1.01319515173894, -0.0648548698337719, 11.8054429387830)]
I have two questions about this result: first, is there a way I can make the output looks like a list with two dictionaries? Such as:
[{delta: -1.01319515173894, beta: -0.0648548698337719, gamma: 0.760927675576123},
{delta:-1.01319515173894, beta: -0.0648548698337719, gamma: 11.8054429387830}]
Also, by using solve, should I only get the principal angular values? I'm wondering if I could have the second value of gamma be -0.760927675576123, instead of 11.8054429387830.
Thanks a lot for the help:)
Here is how you can turn the list of tuples to list of dicts. To fix interval between -pi and pi, you can use math.remainder(radian, tau) (where tau is 2pi) on each angle you get in your output.
from math import remainder, tau
#Output radians
output = [(-1.01319515173894, -0.0648548698337719, 0.760927675576123),
(-1.01319515173894, -0.0648548698337719, 11.8054429387830)]
#Fix intervals between -pi and pi
fix_interval = [[remainder(j, tau) for j in i] for i in output]
#Convert to dictionary
dict_output = [{'delta':i,'beta':j,'gamma':k} for i,j,k in fix_interval]
dict_output
[{'delta': -1.01319515173894,
'beta': -0.0648548698337719,
'gamma': 0.760927675576123},
{'delta': -1.01319515173894,
'beta': -0.0648548698337719,
'gamma': -0.7609276755761716}]
Of course, you can do it all in one step, but I have tried keeping it as a separate step so that its easier for you to understand how that's working.

Is my problem suited for convex optimization, and if so, how to express it with cvxpy?

I have an array of scalars of m rows and n columns. I have a Variable(m) and a Variable(n) that I would like to find solutions for.
The two variables represent values that need to be broadcast over the columns and rows respectively.
I was naively thinking of writing the variables as Variable((m, 1)) and Variable((1, n)), and adding them together as if they're ndarrays. However, that doesn't work, as broadcasting is not allowed.
import cvxpy as cp
import numpy as np
# Problem data.
m = 3
n = 4
np.random.seed(1)
data = np.random.randn(m, n)
# Construct the problem.
x = cp.Variable((m, 1))
y = cp.Variable((1, n))
objective = cp.Minimize(cp.sum(cp.abs(x + y + data)))
# or:
#objective = cp.Minimize(cp.sum_squares(x + y + data))
prob = cp.Problem(objective)
result = prob.solve()
print(x.value)
print(y.value)
This fails on the x + y expression: ValueError: Cannot broadcast dimensions (3, 1) (1, 4).
Now I'm wondering two things:
Is my problem indeed solvable using convex optimization?
If yes, how can I express it in a way that cvxpy understands?
I'm very new to the concept of convex optimization, as well as cvxpy, and I hope I described my problem well enough.
I offered to show you how to represent this as a linear program, so here it goes. I'm using Pyomo, since I'm more familiar with that, but you could do something similar in PuLP.
To run this, you will need to first install Pyomo and a linear program solver like glpk. glpk should work for reasonable-sized problems, but if you are finding it's taking too long to solve, you could try a (much faster) commercial solver like CPLEX or Gurobi.
You can install Pyomo via pip install pyomo or conda install -c conda-forge pyomo. You can install glpk from https://www.gnu.org/software/glpk/ or via conda install glpk. (I think PuLP comes with a version of glpk built-in, so that might save you a step.)
Here's the script. Note that this calculates absolute error as a linear expression by defining one variable for the positive component of the error and another for the negative part. Then it seeks to minimize the sum of both. In this case, the solver will always set one to zero since that's an easy way to reduce the error, and then the other will be equal to the absolute error.
import random
import pyomo.environ as po
random.seed(1)
# ~50% sparse data set, big enough to populate every row and column
m = 10 # number of rows
n = 10 # number of cols
data = {
(r, c): random.random()
for r in range(m)
for c in range(n)
if random.random() >= 0.5
}
# define a linear program to find vectors
# x in R^m, y in R^n, such that x[r] + y[c] is close to data[r, c]
# create an optimization model object
model = po.ConcreteModel()
# create indexes for the rows and columns
model.ROWS = po.Set(initialize=range(m))
model.COLS = po.Set(initialize=range(n))
# create indexes for the dataset
model.DATAPOINTS = po.Set(dimen=2, initialize=data.keys())
# data values
model.data = po.Param(model.DATAPOINTS, initialize=data)
# create the x and y vectors
model.X = po.Var(model.ROWS, within=po.NonNegativeReals)
model.Y = po.Var(model.COLS, within=po.NonNegativeReals)
# create dummy variables to represent errors
model.ErrUp = po.Var(model.DATAPOINTS, within=po.NonNegativeReals)
model.ErrDown = po.Var(model.DATAPOINTS, within=po.NonNegativeReals)
# Force the error variables to match the error
def Calculate_Error_rule(model, r, c):
pred = model.X[r] + model.Y[c]
err = model.ErrUp[r, c] - model.ErrDown[r, c]
return (model.data[r, c] + err == pred)
model.Calculate_Error = po.Constraint(
model.DATAPOINTS, rule=Calculate_Error_rule
)
# Minimize the total error
def ClosestMatch_rule(model):
return sum(
model.ErrUp[r, c] + model.ErrDown[r, c]
for (r, c) in model.DATAPOINTS
)
model.ClosestMatch = po.Objective(
rule=ClosestMatch_rule, sense=po.minimize
)
# Solve the model
# get a solver object
opt = po.SolverFactory("glpk")
# solve the model
# turn off "tee" if you want less verbose output
results = opt.solve(model, tee=True)
# show solution status
print(results)
# show verbose description of the model
model.pprint()
# show X and Y values in the solution
for r in model.ROWS:
print('X[{}]: {}'.format(r, po.value(model.X[r])))
for c in model.COLS:
print('Y[{}]: {}'.format(c, po.value(model.Y[c])))
Just to complete the story, here's a solution that's closer to your original example. It uses cvxpy, but with the sparse data approach from my solution.
I don't know the "official" way to do elementwise calculations with cvxpy, but it seems to work OK to just use the standard Python sum function with a lot of individual cp.abs(...) calculations.
This gives a solution that is very slightly worse than the linear program, but you may be able to fix that by adjusting the solution tolerance.
import cvxpy as cp
import random
random.seed(1)
# Problem data.
# ~50% sparse data set
m = 10 # number of rows
n = 10 # number of cols
data = {
(i, j): random.random()
for i in range(m)
for j in range(n)
if random.random() >= 0.5
}
# Construct the problem.
x = cp.Variable(m)
y = cp.Variable(n)
objective = cp.Minimize(
sum(
cp.abs(x[i] + y[j] + data[i, j])
for (i, j) in data.keys()
)
)
prob = cp.Problem(objective)
result = prob.solve()
print(x.value)
print(y.value)
I did not get the idea, but just some hacky stuff based on the assumption:
you want some cvxpy-equivalent to numpy's broadcasting-rules behaviour on arrays (m, 1) + (1, n)
So numpy-wise:
m = 3
n = 4
np.random.seed(1)
a = np.random.randn(m, 1)
b = np.random.randn(1, n)
a
array([[ 1.62434536],
[-0.61175641],
[-0.52817175]])
b
array([[-1.07296862, 0.86540763, -2.3015387 , 1.74481176]])
a + b
array([[ 0.55137674, 2.48975299, -0.67719333, 3.36915713],
[-1.68472504, 0.25365122, -2.91329511, 1.13305535],
[-1.60114037, 0.33723588, -2.82971045, 1.21664001]])
Let's mimic this with np.kron, which has a cvxpy-equivalent:
aLifted = np.kron(np.ones((1,n)), a)
bLifted = np.kron(np.ones((m,1)), b)
aLifted
array([[ 1.62434536, 1.62434536, 1.62434536, 1.62434536],
[-0.61175641, -0.61175641, -0.61175641, -0.61175641],
[-0.52817175, -0.52817175, -0.52817175, -0.52817175]])
bLifted
array([[-1.07296862, 0.86540763, -2.3015387 , 1.74481176],
[-1.07296862, 0.86540763, -2.3015387 , 1.74481176],
[-1.07296862, 0.86540763, -2.3015387 , 1.74481176]])
aLifted + bLifted
array([[ 0.55137674, 2.48975299, -0.67719333, 3.36915713],
[-1.68472504, 0.25365122, -2.91329511, 1.13305535],
[-1.60114037, 0.33723588, -2.82971045, 1.21664001]])
Let's check cvxpy semi-blindly (we only dimensions; too lazy to setup a problem and fix variable to check the output :-D):
import cvxpy as cp
x = cp.Variable((m, 1))
y = cp.Variable((1, n))
cp.kron(np.ones((1,n)), x) + cp.kron(np.ones((m, 1)), y)
# Expression(AFFINE, UNKNOWN, (3, 4))
# looks good!
Now some caveats:
i don't know how efficient cvxpy can reason about this matrix-form internally
unclear if more efficient as a simple list-comprehension based form using cp.vstack and co (it probably is)
this operation itself kills all sparsity
(if both vectors are dense; your matrix is dense)
cvxpy and more or less all convex-optimization solvers are based on some sparsity assumption
scaling this problem up to machine-learning dimensions will not make you happy
there is probably a much more concise mathematical theory for your problem then to use (sparsity-assuming) (pretty) general (DCP implemented in cvxpy is a subset) convex-optimization

Problems with scipy.optimize using matrix as input, bounds, constraints

I have used Python to perform optimization in the past; however, I am now trying to use a matrix as the input for the objective function as well as set bounds on the individual element values and the sum of the value of each row in the matrix, and I am encountering problems.
Specifically, I would like to pass the objective function ObjFunc three parameters - w, p, ret - and then minimize the value of this function (technically I am trying to maximize the function by minimizing the value of -1*ObjFunc) by adjusting the value of w subject to the bound that all elements of w should fall within the range [0, 1] and the constraint that sum of each row in w should sum to 1.
I have included a simplified piece of example code below to demonstrate the issue I'm encountering. As you can see, I am using the minimize function from scipy.opimize. The problems begin in the first line of objective function x = np.dot(p, w) in which the optimization procedure attempts to flatten the matrix into a one-dimensional vector - a problem that does not occur when the function is called without performing optimization. The bounds = b and constraints = c are both producing errors as well.
I know that I am making an elementary mistake in how I am approaching this optimization and would appreciate any insight that can be offered.
import numpy as np
from scipy.optimize import minimize
def objFunc(w, p, ret):
x = np.dot(p, w)
y = np.multiply(x, ret)
z = np.sum(y, axis=1)
r = z.mean()
s = z.std()
ratio = r/s
return -1 * ratio
# CREATE MATRICES
# returns, ret, of each of the three assets in the 5 periods
ret = np.matrix([[0.10, 0.05, -0.03], [0.05, 0.05, 0.50], [0.01, 0.05, -0.10], [0.01, 0.05, 0.40], [1.00, 0.05, -0.20]])
# probability, p, of being in each stae {X, Y, Z} in each of the 5 periods
p = np.matrix([[0,0.5,0.5], [0,0.6,0.4], [0.2,0.4,0.4], [0.3,0.3,0.4], [1,0,0]])
# initial equal weights, w
w = np.matrix([[0.33333,0.33333,0.33333],[0.33333,0.33333,0.33333],[0.33333,0.33333,0.33333]])
# OPTIMIZATION
b = [(0, 1)]
c = ({'type': 'eq', 'fun': lambda w_: np.sum(w, 1) - 1})
result = minimize(objFunc, w, (p, ret), method = 'SLSQP', bounds = b, constraints = c)
Digging into the code a bit. minimize calls optimize._minimize._minimize_slsqp. One of the first things it does is:
x = asfarray(x0).flatten()
So you need to design your objFunc to work with the flattened version of w. It may be enough to reshape it at the start of that function.
I read the code from a IPython session, but you can also find it in your scipy directory:
/usr/local/lib/python3.5/dist-packages/scipy/optimize/_minimize.py

Improving a numpy implementation of a simple spring network

I wanted a very simple spring system written in numpy. The system would be defined as a simple network of knots, linked by links. I'm not interested in evaluating the system over time, but instead I want to go from an initial state, change a variable (usually move a knot to a new position) and solve the system until it reaches a stable state (last applied force is below a given threshold). The knots have no mass, there's no gravity, the forces are all derived from each link's current lengths/init lengths. And the only "special" variable is that each knot can bet set as "anchored" (doesn't move).
So I wrote this simple solver below, and included a simple example. Jump to the very end for my question.
import numpy as np
from numpy.core.umath_tests import inner1d
np.set_printoptions(precision=4)
np.set_printoptions(suppress=True)
np.set_printoptions(linewidth =150)
np.set_printoptions(threshold=10)
def solver(kPos, kAnchor, link0, link1, w0, cycles=1000, precision=0.001, dampening=0.1, debug=False):
"""
kPos : vector array - knot position
kAnchor : float array - knot's anchor state, 0 = moves freely, 1 = anchored (not moving)
link0 : int array - array of links connecting each knot. each index corresponds to a knot
link1 : int array - array of links connecting each knot. each index corresponds to a knot
w0 : float array - initial link length
cycles : int - eval stops when n cycles reached
precision : float - eval stops when highest applied force is below this value
dampening : float - keeps system stable during each iteration
"""
kPos = np.asarray(kPos)
pos = np.array(kPos) # copy of kPos
kAnchor = 1-np.clip(np.asarray(kAnchor).astype(float),0,1)[:,None]
link0 = np.asarray(link0).astype(int)
link1 = np.asarray(link1).astype(int)
w0 = np.asarray(w0).astype(float)
F = np.zeros(pos.shape)
i = 0
for i in xrange(cycles):
# Init force applied per knot
F = np.zeros(pos.shape)
# Calculate forces
AB = pos[link1] - pos[link0] # get link vectors between knots
w1 = np.sqrt(inner1d(AB,AB)) # get link lengths
AB/=w1[:,None] # normalize link vectors
f = (w1 - w0) # calculate force vectors
f = f[:,None] * AB
# Apply force vectors on each knot
np.add.at(F, link0, f)
np.subtract.at(F, link1, f)
# Update point positions
pos += F * dampening * kAnchor
# If the maximum force applied is below our precision criteria, exit
if np.amax(F) < precision:
break
# Debug info
if debug:
print 'Iterations: %s'%i
print 'Max Force: %s'%np.amax(F)
return pos
Here's some test data to show how it works. In this case i'm using a grid, but in reality this can be any type of network, like a string with many knots, or a mess of polygons...:
import cProfile
# Create a 5x5 3D knot grid
z = np.linspace(-0.5, 0.5, 5)
x = np.linspace(-0.5, 0.5, 5)[::-1]
x,z = np.meshgrid(x,z)
kPos = np.array([np.array(thing) for thing in zip(x.flatten(), z.flatten())])
kPos = np.insert(kPos, 1, 0, axis=1)
'''
array([[-0.5 , 0. , 0.5 ],
[-0.25, 0. , 0.5 ],
[ 0. , 0. , 0.5 ],
...,
[ 0. , 0. , -0.5 ],
[ 0.25, 0. , -0.5 ],
[ 0.5 , 0. , -0.5 ]])
'''
# Define the links connecting each knots
link0 = [0,1,2,3,5,6,7,8,10,11,12,13,15,16,17,18,20,21,22,23,0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19]
link1 = [1,2,3,4,6,7,8,9,11,12,13,14,16,17,18,19,21,22,23,24,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24]
AB = kPos[link0]-kPos[link1]
w0 = np.sqrt(inner1d(AB,AB)) # this is a square grid, each link's initial length will be 0.25
# Set the anchor states
kAnchor = np.zeros(len(kPos)) # All knots will be free floating
kAnchor[12] = 1 # Middle knot will be anchored
This is what the grid looks like:
If we run my code using this data, nothing will happen since the links aren't pushing or stretching:
print np.allclose(kPos,solver(kPos, kAnchor, link0, link1, w0, debug=True))
# Returns True
# Iterations: 0
# Max Force: 0.0
Now lets move that middle anchored knot up a bit and solve the system:
# Move the center knot up a little
kPos[12] = np.array([0,0.3,0])
# eval the system
new = solver(kPos, kAnchor, link0, link1, w0, debug=True) # positions will have moved
#Iterations: 102
#Max Force: 0.000976603249133
# Rerun with cProfile to see how fast it runs
cProfile.run('solver(kPos, kAnchor, link0, link1, w0)')
# 520 function calls in 0.008 seconds
And here's what the grid looks like after being pulled by that single anchored knot:
Question:
My actual use cases are a little more complex than this example and solve a little too slow for my taste: (100-200 knots with a network anywhere between 200-300 links, solves in a few seconds).
How can i make my solver function run faster? I'd consider Cython but i have zero experience with C. Any help would be greatly appreciated.
Your method, at a cursory glance, appears to be an explicit under-relaxation type of method. Calculate the residual force at each knot, apply a factor of that force as a displacement, repeat until convergence. It's the repeating until convergence that takes the time. The more points you have, the longer each iteration takes, but you also need more iterations for the constraints at one end of the mesh to propagate to the other.
Have you considered an implicit method? Write the equation for the residual force at each non-constrained node, assemble them into a large matrix, and solve in one step. Information now propagates across the entire problem in a single step. As an additional benefit, the matrix you construct should be sparse, which scipy has a module for.
Wikipedia: explicit and implicit methods
EDIT Example of an implicit method matching (roughly) your problem. This solution is linear, so it doesn't take into account the effect of the calculated displacement on the force. You would need to iterate (or use non-linear techniques) to calculate this. Hope it helps.
#!/usr/bin/python3
import matplotlib.pyplot as pp
from mpl_toolkits.mplot3d import Axes3D
import numpy as np
import scipy as sp
import scipy.sparse
import scipy.sparse.linalg
#------------------------------------------------------------------------------#
# Generate a grid of knots
nX = 10
nY = 10
x = np.linspace(-0.5, 0.5, nX)
y = np.linspace(-0.5, 0.5, nY)
x, y = np.meshgrid(x, y)
knots = list(zip(x.flatten(), y.flatten()))
# Create links between the knots
links = []
# Horizontal links
for i in range(0, nY):
for j in range(0, nX - 1):
links.append((i*nX + j, i*nX + j + 1))
# Vertical links
for i in range(0, nY - 1):
for j in range(0, nX):
links.append((i*nX + j, (i + 1)*nX + j))
# Create constraints. This dict takes a knot index as a key and returns the
# fixed z-displacement associated with that knot.
constraints = {
0 : 0.0,
nX - 1 : 0.0,
nX*(nY - 1): 0.0,
nX*nY - 1 : 1.0,
2*nX + 4 : 1.0,
}
#------------------------------------------------------------------------------#
# Matrix i-coordinate, j-coordinate and value
Ai = []
Aj = []
Ax = []
# Right hand side array
B = np.zeros(len(knots))
# Loop over the links
for link in links:
# Link geometry
displacement = np.array([ knots[1][i] - knots[0][i] for i in range(2) ])
distance = np.sqrt(displacement.dot(displacement))
# For each node
for i in range(2):
# If it is not a constraint, add the force associated with the link to
# the equation of the knot
if link[i] not in constraints:
Ai.append(link[i])
Aj.append(link[i])
Ax.append(-1/distance)
Ai.append(link[i])
Aj.append(link[not i])
Ax.append(+1/distance)
# If it is a constraint add a diagonal and a value
else:
Ai.append(link[i])
Aj.append(link[i])
Ax.append(+1.0)
B[link[i]] += constraints[link[i]]
# Create the matrix and solve
A = sp.sparse.coo_matrix((Ax, (Ai, Aj))).tocsr()
X = sp.sparse.linalg.lsqr(A, B)[0]
#------------------------------------------------------------------------------#
# Plot the links
fg = pp.figure()
ax = fg.add_subplot(111, projection='3d')
for link in links:
x = [ knots[i][0] for i in link ]
y = [ knots[i][1] for i in link ]
z = [ X[i] for i in link ]
ax.plot(x, y, z)
pp.show()

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