From cf5e9398fd74f50976d527702b2199987da80d61 Mon Sep 17 00:00:00 2001
From: james <81617086+je-cook@users.noreply.github.com>
Date: Fri, 17 Nov 2023 11:52:03 +0000
Subject: [PATCH 1/7] =?UTF-8?q?=F0=9F=8F=B7=EF=B8=8F=20Typing?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/pyvmcon/vmcon.py | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/src/pyvmcon/vmcon.py b/src/pyvmcon/vmcon.py
index 3a3df85..1b4d049 100644
--- a/src/pyvmcon/vmcon.py
+++ b/src/pyvmcon/vmcon.py
@@ -1,4 +1,4 @@
-from typing import Union, Optional, Dict, Any, Callable
+from typing import List, Tuple, Union, Optional, Dict, Any, Callable
 import logging
 import numpy as np
 import cvxpy as cp
@@ -9,7 +9,7 @@
     _QspSolveException,
     QSPSolverException,
 )
-from .problem import AbstractProblem, Result
+from .problem import AbstractProblem, Result, T
 
 logger = logging.getLogger(__name__)
 
@@ -25,7 +25,7 @@ def solve(
     qsp_options: Optional[Dict[str, Any]] = None,
     initial_B: Optional[np.ndarray] = None,
     callback: Optional[Callable[[int, np.ndarray, Result], None]] = None,
-):
+) -> Tuple[np.ndarray, np.ndarray, np.ndarray, Result]:
     """The main solving loop of the VMCON non-linear constrained optimiser.
 
     Parameters
@@ -200,7 +200,7 @@ def solve_qsp(
     lbs: Optional[np.ndarray],
     ubs: Optional[np.ndarray],
     options: Dict[str, Any],
-):
+) -> Tuple[np.ndarray, ...]:
     """Solves the quadratic programming problem detailed in equation 4 and 5
     of the VMCON paper.
 
@@ -318,7 +318,7 @@ def convergence_value(
     return abs_df_dot_delta + abs_equality_err + abs_inequality_err
 
 
-def _calculate_mu_i(mu_im1: Union[np.ndarray, None], lamda: np.ndarray):
+def _calculate_mu_i(mu_im1: Union[np.ndarray, None], lamda: np.ndarray) -> np.ndarray:
     if mu_im1 is None:
         return np.abs(lamda)
 
@@ -335,7 +335,7 @@ def perform_linesearch(
     lamda_inequality: np.ndarray,
     delta: np.ndarray,
     x_jm1: np.ndarray,
-):
+) -> Tuple[float, np.ndarray, np.ndarray, Result]:
     """Performs the line search on equation 6 (to minimise phi).
 
     Parameters
@@ -355,7 +355,7 @@ def perform_linesearch(
     mu_equality = _calculate_mu_i(mu_equality, lamda_equality)
     mu_inequality = _calculate_mu_i(mu_inequality, lamda_inequality)
 
-    def phi(result: Result):
+    def phi(result: Result) -> T:
         sum_equality = (mu_equality * np.abs(result.eq)).sum()
         sum_inequality = (
             mu_inequality * np.abs(np.array([min(0, c) for c in result.ie]))
@@ -413,7 +413,7 @@ def _derivative_lagrangian(
     return result.df - c_equality_prime - c_inequality_prime
 
 
-def _powells_gamma(gamma: np.ndarray, ksi: np.ndarray, B: np.ndarray):
+def _powells_gamma(gamma: np.ndarray, ksi: np.ndarray, B: np.ndarray) -> np.ndarray:
     ksiTBksi = ksi.T @ B @ ksi  # used throughout eqn 10
     ksiTgamma = ksi.T @ gamma  # dito, to reduce amount of matmul
 
@@ -432,7 +432,7 @@ def calculate_new_B(
     x_j: np.ndarray,
     lamda_equality: np.ndarray,
     lamda_inequality: np.ndarray,
-):
+) -> np.ndarray:
     # xi (the symbol name) would be a bit confusing in this context,
     # ksi is how its pronounced in modern greek
     # reshape ksi to be a matrix
@@ -469,7 +469,7 @@ def calculate_new_B(
     return B
 
 
-def _find_out_of_bounds_vars(higher: np.ndarray, lower: np.ndarray):
+def _find_out_of_bounds_vars(higher: np.ndarray, lower: np.ndarray) -> List[str]:
     """Return the indices of the out of bounds variables"""
 
     out_of_bounds = []

From 83eab870548e311eedf03cb7042ab5de25f860cd Mon Sep 17 00:00:00 2001
From: james <81617086+je-cook@users.noreply.github.com>
Date: Fri, 17 Nov 2023 11:55:27 +0000
Subject: [PATCH 2/7] =?UTF-8?q?=F0=9F=9A=A8=20ruff=20autofixes?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/pyvmcon/__init__.py   |  4 ++--
 src/pyvmcon/exceptions.py | 10 +++-------
 src/pyvmcon/problem.py    |  5 ++---
 src/pyvmcon/vmcon.py      | 10 +++++-----
 tests/test_vmcon_paper.py |  4 ++--
 5 files changed, 14 insertions(+), 19 deletions(-)

diff --git a/src/pyvmcon/__init__.py b/src/pyvmcon/__init__.py
index 73b31ba..bc4b2d3 100644
--- a/src/pyvmcon/__init__.py
+++ b/src/pyvmcon/__init__.py
@@ -1,10 +1,10 @@
-from .vmcon import solve
 from .exceptions import (
-    VMCONConvergenceException,
     LineSearchConvergenceException,
     QSPSolverException,
+    VMCONConvergenceException,
 )
 from .problem import AbstractProblem, Problem, Result
+from .vmcon import solve
 
 __all__ = [
     "solve",
diff --git a/src/pyvmcon/exceptions.py b/src/pyvmcon/exceptions.py
index 116ab69..1980cc6 100644
--- a/src/pyvmcon/exceptions.py
+++ b/src/pyvmcon/exceptions.py
@@ -1,4 +1,5 @@
 from typing import Optional
+
 import numpy as np
 
 from .problem import Result
@@ -7,7 +8,8 @@
 class VMCONConvergenceException(Exception):
     """Base class for an exception that indicates VMCON has
     failed to converge. This exception allows certain diagnostics
-    to be passed and propogated with the exception."""
+    to be passed and propogated with the exception.
+    """
 
     def __init__(
         self,
@@ -51,20 +53,14 @@ class _QspSolveException(Exception):
     to identify that the QSP has failed to solve.
     """
 
-    pass
-
 
 class QSPSolverException(VMCONConvergenceException):
     """Indicates VMCON failed to solve because the QSP Solver was unable
     to solve.
     """
 
-    pass
-
 
 class LineSearchConvergenceException(VMCONConvergenceException):
     """Indicates the line search portion of VMCON was unable to
     solve within a pre-defined number of iterations
     """
-
-    pass
diff --git a/src/pyvmcon/problem.py b/src/pyvmcon/problem.py
index 67023fa..e2243f7 100644
--- a/src/pyvmcon/problem.py
+++ b/src/pyvmcon/problem.py
@@ -1,5 +1,6 @@
 from abc import ABC, abstractmethod
-from typing import NamedTuple, TypeVar, Callable, List
+from typing import Callable, List, NamedTuple, TypeVar
+
 import numpy as np
 
 T = TypeVar("T", np.ndarray, np.number, float)
@@ -45,7 +46,6 @@ def __call__(self, x: np.ndarray) -> Result:
     @abstractmethod
     def num_equality(self) -> int:
         """Returns the number of equality constraints this problem has"""
-        pass
 
     @property
     def has_equality(self) -> bool:
@@ -59,7 +59,6 @@ def has_inequality(self) -> bool:
     @abstractmethod
     def num_inequality(self) -> int:
         """Returns the number of inequality constraints this problem has"""
-        pass
 
     @property
     def total_constraints(self) -> int:
diff --git a/src/pyvmcon/vmcon.py b/src/pyvmcon/vmcon.py
index 1b4d049..8a84624 100644
--- a/src/pyvmcon/vmcon.py
+++ b/src/pyvmcon/vmcon.py
@@ -1,13 +1,14 @@
-from typing import List, Tuple, Union, Optional, Dict, Any, Callable
 import logging
-import numpy as np
+from typing import Any, Callable, Dict, List, Optional, Tuple, Union
+
 import cvxpy as cp
+import numpy as np
 
 from .exceptions import (
-    VMCONConvergenceException,
     LineSearchConvergenceException,
-    _QspSolveException,
     QSPSolverException,
+    VMCONConvergenceException,
+    _QspSolveException,
 )
 from .problem import AbstractProblem, Result, T
 
@@ -77,7 +78,6 @@ def solve(
     result : Result
         The result from running the solution vector through the problem.
     """
-
     if len(x.shape) != 1:
         raise ValueError("Input vector `x` is not a 1D array")
 
diff --git a/tests/test_vmcon_paper.py b/tests/test_vmcon_paper.py
index e3cf02d..ec4115b 100644
--- a/tests/test_vmcon_paper.py
+++ b/tests/test_vmcon_paper.py
@@ -1,7 +1,7 @@
-import pytest
 from typing import NamedTuple
-import numpy as np
 
+import numpy as np
+import pytest
 from pyvmcon import solve
 from pyvmcon.exceptions import VMCONConvergenceException
 from pyvmcon.problem import Problem

From e728ba46c656fc27c4f6a7318c9be395fb889e69 Mon Sep 17 00:00:00 2001
From: james <81617086+je-cook@users.noreply.github.com>
Date: Fri, 17 Nov 2023 12:04:25 +0000
Subject: [PATCH 3/7] =?UTF-8?q?=E2=9A=A1=20Use=20numpy=20for=20loops?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/pyvmcon/vmcon.py | 47 +++++++++++++++-----------------------------
 1 file changed, 16 insertions(+), 31 deletions(-)

diff --git a/src/pyvmcon/vmcon.py b/src/pyvmcon/vmcon.py
index 8a84624..3e0a320 100644
--- a/src/pyvmcon/vmcon.py
+++ b/src/pyvmcon/vmcon.py
@@ -307,13 +307,11 @@ def convergence_value(
         The Lagrange multipliers for inequality constraints for the jth
         evaluation point.
     """
+    ind_eq = min(lamda_equality.shape[0], result.eq.shape[0])
+    ind_ieq = min(lamda_inequality.shape[0], result.ie.shape[0])
     abs_df_dot_delta = abs(np.dot(result.df, delta_j))
-    abs_equality_err = np.sum(
-        [abs(lamda * c) for lamda, c in zip(lamda_equality, result.eq)]
-    )
-    abs_inequality_err = np.sum(
-        [abs(lamda * c) for lamda, c in zip(lamda_inequality, result.ie)]
-    )
+    abs_equality_err = abs(np.sum(lamda_equality[:ind_eq] * result.eq[:ind_eq]))
+    abs_inequality_err = abs(np.sum(lamda_inequality[:ind_ieq] * result.ie[:ind_ieq]))
 
     return abs_df_dot_delta + abs_equality_err + abs_inequality_err
 
@@ -357,9 +355,7 @@ def perform_linesearch(
 
     def phi(result: Result) -> T:
         sum_equality = (mu_equality * np.abs(result.eq)).sum()
-        sum_inequality = (
-            mu_inequality * np.abs(np.array([min(0, c) for c in result.ie]))
-        ).sum()
+        sum_inequality = (mu_inequality * np.abs(np.minimum(0, result.ie))).sum()
 
         return result.f + sum_equality + sum_inequality
 
@@ -402,13 +398,11 @@ def _derivative_lagrangian(
     result: Result,
     lamda_equality: np.ndarray,
     lamda_inequality: np.ndarray,
-):
-    c_equality_prime = sum(
-        [lamda * dc for lamda, dc in zip(lamda_equality, result.deq)]
-    )
-    c_inequality_prime = sum(
-        [lamda * dc for lamda, dc in zip(lamda_inequality, result.die)]
-    )
+) -> np.ndarray:
+    ind_eq = min(lamda_equality.shape[0], result.deq.shape[0])
+    ind_ieq = min(lamda_inequality.shape[0], result.die.shape[0])
+    c_equality_prime = (lamda_equality[:ind_eq] * result.deq[:ind_eq]).sum(axis=0)
+    c_inequality_prime = (lamda_inequality[:ind_ieq] * result.die[:ind_ieq]).sum(axis=0)
 
     return result.df - c_equality_prime - c_inequality_prime
 
@@ -448,9 +442,7 @@ def calculate_new_B(
         lamda_equality,
         lamda_inequality,
     )
-    gamma = (g1 - g2).reshape((x_j.shape[0], 1))
-
-    gamma = _powells_gamma(gamma, ksi, B)
+    gamma = _powells_gamma((g1 - g2).reshape((x_j.shape[0], 1)), ksi, B)
 
     if (gamma == 0).all():
         logger.warning("All gamma components are 0")
@@ -460,21 +452,14 @@ def calculate_new_B(
         logger.warning("All xi (ksi) components are 0")
         ksi[:] = 1e-10
 
-    B = (
-        B
-        - ((B @ ksi @ ksi.T @ B) / (ksi.T @ B @ ksi))
-        + ((gamma @ gamma.T) / (ksi.T @ gamma))
-    )  # eqn 8
+    # eqn 8
+    B += (gamma @ gamma.T) / (ksi.T @ gamma) - (
+        (B @ ksi @ ksi.T @ B) / (ksi.T @ B @ ksi)
+    )
 
     return B
 
 
 def _find_out_of_bounds_vars(higher: np.ndarray, lower: np.ndarray) -> List[str]:
     """Return the indices of the out of bounds variables"""
-
-    out_of_bounds = []
-    for i, boolean in enumerate((higher - lower) < 0):
-        if boolean:
-            out_of_bounds.append(str(i))
-
-    return out_of_bounds
+    return np.nonzero((higher - lower) < 0)[0].astype(str).tolist()

From ef1b2616e24c62d5c4c037851dcba0e859947bbe Mon Sep 17 00:00:00 2001
From: james <81617086+je-cook@users.noreply.github.com>
Date: Fri, 17 Nov 2023 12:07:27 +0000
Subject: [PATCH 4/7] =?UTF-8?q?=F0=9F=9A=A8=20ruff=20SIM108?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/pyvmcon/vmcon.py | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

diff --git a/src/pyvmcon/vmcon.py b/src/pyvmcon/vmcon.py
index 3e0a320..e55f8df 100644
--- a/src/pyvmcon/vmcon.py
+++ b/src/pyvmcon/vmcon.py
@@ -102,10 +102,7 @@ def solve(
 
     # The paper uses the B matrix as the
     # running approximation of the Hessian
-    if initial_B is None:
-        B = np.identity(n)
-    else:
-        B = initial_B
+    B = np.identity(n) if initial_B is None else initial_B
 
     callback = callback or (lambda _i, _result, _x, _con: None)
 

From ddd81b231ccce0113605dba1511a19bf788c7f5a Mon Sep 17 00:00:00 2001
From: james <81617086+je-cook@users.noreply.github.com>
Date: Fri, 17 Nov 2023 12:51:24 +0000
Subject: [PATCH 5/7] reduce number of operations

---
 src/pyvmcon/vmcon.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/src/pyvmcon/vmcon.py b/src/pyvmcon/vmcon.py
index e55f8df..8c9c5e9 100644
--- a/src/pyvmcon/vmcon.py
+++ b/src/pyvmcon/vmcon.py
@@ -450,9 +450,8 @@ def calculate_new_B(
         ksi[:] = 1e-10
 
     # eqn 8
-    B += (gamma @ gamma.T) / (ksi.T @ gamma) - (
-        (B @ ksi @ ksi.T @ B) / (ksi.T @ B @ ksi)
-    )
+    B_ksi = B @ ksi
+    B += (gamma @ gamma.T) / (ksi.T @ gamma) - ((B_ksi @ ksi.T @ B) / (ksi.T @ B_ksi))
 
     return B
 

From ece912828a87196463f2741ca748818fb8972763 Mon Sep 17 00:00:00 2001
From: james <81617086+je-cook@users.noreply.github.com>
Date: Fri, 17 Nov 2023 13:02:55 +0000
Subject: [PATCH 6/7] broadcasting fix

---
 src/pyvmcon/vmcon.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/src/pyvmcon/vmcon.py b/src/pyvmcon/vmcon.py
index 8c9c5e9..1687a32 100644
--- a/src/pyvmcon/vmcon.py
+++ b/src/pyvmcon/vmcon.py
@@ -398,8 +398,12 @@ def _derivative_lagrangian(
 ) -> np.ndarray:
     ind_eq = min(lamda_equality.shape[0], result.deq.shape[0])
     ind_ieq = min(lamda_inequality.shape[0], result.die.shape[0])
-    c_equality_prime = (lamda_equality[:ind_eq] * result.deq[:ind_eq]).sum(axis=0)
-    c_inequality_prime = (lamda_inequality[:ind_ieq] * result.die[:ind_ieq]).sum(axis=0)
+    c_equality_prime = (lamda_equality[:ind_eq, None] * result.deq[:ind_eq]).sum(
+        axis=None if ind_eq == 0 else 0
+    )
+    c_inequality_prime = (lamda_inequality[:ind_ieq, None] * result.die[:ind_ieq]).sum(
+        axis=None if ind_ieq == 0 else 0
+    )
 
     return result.df - c_equality_prime - c_inequality_prime
 

From 9e9ccb91226372f318de38804ec15994758417dc Mon Sep 17 00:00:00 2001
From: james <81617086+je-cook@users.noreply.github.com>
Date: Fri, 17 Nov 2023 14:10:09 +0000
Subject: [PATCH 7/7] spelling

---
 src/pyvmcon/exceptions.py | 2 +-
 src/pyvmcon/vmcon.py      | 6 +++---
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/src/pyvmcon/exceptions.py b/src/pyvmcon/exceptions.py
index 1980cc6..6ff44e1 100644
--- a/src/pyvmcon/exceptions.py
+++ b/src/pyvmcon/exceptions.py
@@ -8,7 +8,7 @@
 class VMCONConvergenceException(Exception):
     """Base class for an exception that indicates VMCON has
     failed to converge. This exception allows certain diagnostics
-    to be passed and propogated with the exception.
+    to be passed and propagated with the exception.
     """
 
     def __init__(
diff --git a/src/pyvmcon/vmcon.py b/src/pyvmcon/vmcon.py
index 1687a32..99066f3 100644
--- a/src/pyvmcon/vmcon.py
+++ b/src/pyvmcon/vmcon.py
@@ -160,7 +160,7 @@ def solve(
 
         # use alpha found during the linesearch to find xj.
         # Notice that the revision of matrix B needs the x^(j-1)
-        # so our running x is not overriden yet!
+        # so our running x is not overridden yet!
         xj = x + alpha * delta
 
         # Revise matrix B
@@ -226,7 +226,7 @@ def solve_qsp(
 
     options : Dict[str, Any]
         Dictionary of keyword arguments that are passed to the
-        CVXPY `Probelem.solve` method.
+        CVXPY `Problem.solve` method.
 
     Notes
     -----
@@ -381,7 +381,7 @@ def phi(result: Result) -> T:
 
     else:
         raise LineSearchConvergenceException(
-            "Line search did not converge on an approimate minima",
+            "Line search did not converge on an approximate minima",
             x=x_jm1,
             result=result,
             lamda_equality=lamda_equality,