bench 2 - interalg

from FuncDesigner import *
from openopt import *

a, b, c, d, e, f = oovars('a', 'b', 'c', 'd', 'e', 'f')
F =  a/(b+1e-15) + c/(d+1e-15) + e/(f+1e-15) + f/(a+1e-15) + 1e-7 * (a+b+c+d+e+f)
startPoint = {a:0.51, b:0.52, c:0.53, d:0.54, e:0.55, f:0.56}
constraints = (a>0, a<1, b>0, b<1, c>0, c<1, d>0, d<1, e>0, e<1, f>0, f<1)
p = GLP(F, startPoint, fTol = 1e-9, iterObjFunTextFormat='%0.9e' , iprint = 10, constraints = constraints)
r = p.solve('interalg')

Output:
--------------------------------------------------
solver: interalg_0.17   problem: unnamed    type: GLP
 iter    objFunVal
    0  4.042433106e+00
   10  1.666666904e+00
   20  3.072918325e-01
   30  3.255223470e-02
   40  2.685696946e-03
   50  6.520462736e-03
   60  3.581177051e-03
   70  1.275924447e-03
   80  1.337200948e-04
   90  1.545128259e-05
  100  1.507915732e-06
  110  1.487695799e-07
  120  1.510802721e-08
  130  8.912206558e-10
OpenOpt info: Solution with required tolerance 1.0e-09
 is guarantied (obtained precision: 8.912e-10)
  131  8.912206558e-10
istop: 1000 (optimal solution obtained)
Solver:   Time Elapsed = 29.27  CPU Time Elapsed = 28.46
objFunValue: 8.9122066e-10 (feasible, MaxResidual = 0)