Add Matrix Inversion Example to Documentation

docs/source/case_studies/matrix_inversion.ipynb

@@ -0,0 +1,224 @@
+{
+ "cells": [
+  {
+   "cell_type": "raw",
+   "metadata": {
+    "editable": true,
+    "raw_mimetype": "text/restructuredtext",
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "source": [
+    ".. _nb_matrix_inversion:"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "source": [
+    "## Matrix Inversion\n",
+    "\n",
+    "In this case study, the optimization of a matrix shall be illustrated. Of course, we all know that there are very efficient algorithms for calculating an inverse of a matrix. However, for the sake of illustration, a small example shall show that pymoo can also be used to optimize matrices or even tensors.\n",
+    "\n",
+    "Assuming matrix `A` has a size of `n x n`, the problem can be defined by optimizing a vector consisting of `n**2` variables. During evaluation the vector `x`, is reshaped to inversion of the matrix to be found (and also stored as the attribute `A_inv` to be retrieved later)."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "outputs": [],
+   "source": [
+    "from pymoo.core.problem import ElementwiseProblem\n",
+    "\n",
+    "\n",
+    "class MatrixInversionProblem(ElementwiseProblem):\n",
+    "\n",
+    "    def __init__(self, A, **kwargs):\n",
+    "        self.A = A\n",
+    "        self.n = len(A)\n",
+    "        super().__init__(n_var=self.n**2, n_obj=1, xl=-100.0, xu=+100.0, **kwargs)\n",
+    "\n",
+    "\n",
+    "    def _evaluate(self, x, out, *args, **kwargs):\n",
+    "        A_inv = x.reshape((self.n, self.n))\n",
+    "        out[\"A_inv\"] = A_inv\n",
+    "\n",
+    "        I = np.eye(self.n)\n",
+    "        out[\"F\"] = ((I - (A @ A_inv)) ** 2).sum()"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "source": [
+    "Now let us see what solution is found to be optimal"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "outputs": [],
+   "source": [
+    "import numpy as np\n",
+    "from pymoo.algorithms.soo.nonconvex.de import DE\n",
+    "from pymoo.optimize import minimize\n",
+    "\n",
+    "np.random.seed(1)\n",
+    "A = np.random.random((2, 2))\n",
+    "\n",
+    "problem = MatrixInversionProblem(A)\n",
+    "\n",
+    "algorithm = DE()\n",
+    "\n",
+    "res = minimize(problem,\n",
+    "               algorithm,\n",
+    "               seed=1,\n",
+    "               verbose=False)\n",
+    "\n",
+    "opt = res.opt[0]"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "source": [
+    "In this case the true optimum is actually known. It is"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "array([[ 2.39952297e+00, -5.71699951e+00],\n",
+       "       [-9.07758630e-04,  3.30977861e+00]])"
+      ]
+     },
+     "execution_count": 3,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "np.linalg.inv(A)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "source": [
+    "Let us see if the black-box optimization algorithm has found something similar"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "array([[ 2.39916052e+00, -5.71656622e+00],\n",
+       "       [-8.41267527e-04,  3.30978797e+00]])"
+      ]
+     },
+     "execution_count": 4,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "opt.get(\"A_inv\")"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {
+    "editable": true,
+    "slideshow": {
+     "slide_type": ""
+    },
+    "tags": []
+   },
+   "source": [
+    "This small example shall have illustrated how a matrix can be optimized. In fact, this is implemented by optimizing a vector of variables that are reshaped during evaluation."
+   ]
+  }
+ ],
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+ "nbformat_minor": 4
+}