def run(self):
"""
Optimize the problem using selected Scipy optimizer.
Returns
-------
bool
Failure flag; True if failed to converge, False is successful.
"""
problem = self._problem()
opt = self.options['optimizer']
model = problem.model
self.iter_count = 0
self._total_jac = None
self._check_for_missing_objective()
# Initial Run
with RecordingDebugging(self._get_name(), self.iter_count, self) as rec:
model.run_solve_nonlinear()
self.iter_count += 1
self._con_cache = self.get_constraint_values()
desvar_vals = self.get_design_var_values()
self._dvlist = list(self._designvars)
# maxiter and disp get passed into scipy with all the other options.
if 'maxiter' not in self.opt_settings: # lets you override the value in options
self.opt_settings['maxiter'] = self.options['maxiter']
self.opt_settings['disp'] = self.options['disp']
# Size Problem
ndesvar = 0
for desvar in self._designvars.values():
size = desvar['global_size'] if desvar['distributed'] else desvar['size']
ndesvar += size
x_init = np.empty(ndesvar)
# Initial Design Vars
i = 0
use_bounds = (opt in _bounds_optimizers)
if use_bounds:
bounds = []
else:
bounds = None
for name, meta in self._designvars.items():
size = meta['global_size'] if meta['distributed'] else meta['size']
x_init[i:i + size] = desvar_vals[name]
i += size
# Bounds if our optimizer supports them
if use_bounds:
meta_low = meta['lower']
meta_high = meta['upper']
for j in range(size):
if isinstance(meta_low, np.ndarray):
p_low = meta_low[j]
else:
p_low = meta_low
if isinstance(meta_high, np.ndarray):
p_high = meta_high[j]
else:
p_high = meta_high
bounds.append((p_low, p_high))
if use_bounds and (opt in _supports_new_style) and _use_new_style:
# For 'trust-constr' it is better to use the new type bounds, because it seems to work
# better (for the current examples in the tests) with the "keep_feasible" option
try:
from scipy.optimize import Bounds
from scipy.optimize._constraints import old_bound_to_new
except ImportError:
msg = ('The "trust-constr" optimizer is supported for SciPy 1.1.0 and above. '
'The installed version is {}')
raise ImportError(msg.format(scipy_version))
# Convert "old-style" bounds to "new_style" bounds
lower, upper = old_bound_to_new(bounds) # tuple, tuple
keep_feasible = self.opt_settings.get('keep_feasible_bounds', True)
bounds = Bounds(lb=lower, ub=upper, keep_feasible=keep_feasible)
# Constraints
constraints = []
i = 1 # start at 1 since row 0 is the objective. Constraints start at row 1.
lin_i = 0 # counter for linear constraint jacobian
lincons = [] # list of linear constraints
self._obj_and_nlcons = list(self._objs)
if opt in _constraint_optimizers:
for name, meta in self._cons.items():
if meta['indices'] is not None:
meta['size'] = size = meta['indices'].size
else:
size = meta['global_size'] if meta['distributed'] else meta['size']
upper = meta['upper']
lower = meta['lower']
equals = meta['equals']
if opt in _gradient_optimizers and 'linear' in meta and meta['linear']:
lincons.append(name)
self._con_idx[name] = lin_i
lin_i += size
else:
self._obj_and_nlcons.append(name)
self._con_idx[name] = i
i += size
# In scipy constraint optimizers take constraints in two separate formats
# Type of constraints is list of NonlinearConstraint
if opt in _supports_new_style and _use_new_style:
try:
from scipy.optimize import NonlinearConstraint
except ImportError:
msg = ('The "trust-constr" optimizer is supported for SciPy 1.1.0 and'
'above. The installed version is {}')
raise ImportError(msg.format(scipy_version))
if equals is not None:
lb = ub = equals
else:
lb = lower
ub = upper
# Loop over every index separately,
# because scipy calls each constraint by index.
for j in range(size):
# Double-sided constraints are accepted by the algorithm
args = [name, False, j]
# TODO linear constraint if meta['linear']
# TODO add option for Hessian
con = NonlinearConstraint(
fun=signature_extender(WeakMethodWrapper(self, '_con_val_func'),
args),
lb=lb, ub=ub,
jac=signature_extender(WeakMethodWrapper(self, '_congradfunc'), args))
constraints.append(con)
else: # Type of constraints is list of dict
# Loop over every index separately,
# because scipy calls each constraint by index.
for j in range(size):
con_dict = {}
if meta['equals'] is not None:
con_dict['type'] = 'eq'
else:
con_dict['type'] = 'ineq'
con_dict['fun'] = WeakMethodWrapper(self, '_confunc')
if opt in _constraint_grad_optimizers:
con_dict['jac'] = WeakMethodWrapper(self, '_congradfunc')
con_dict['args'] = [name, False, j]
constraints.append(con_dict)
if isinstance(upper, np.ndarray):
upper = upper[j]
if isinstance(lower, np.ndarray):
lower = lower[j]
dblcon = (upper < INF_BOUND) and (lower > -INF_BOUND)
# Add extra constraint if double-sided
if dblcon:
dcon_dict = {}
dcon_dict['type'] = 'ineq'
dcon_dict['fun'] = WeakMethodWrapper(self, '_confunc')
if opt in _constraint_grad_optimizers:
dcon_dict['jac'] = WeakMethodWrapper(self, '_congradfunc')
dcon_dict['args'] = [name, True, j]
constraints.append(dcon_dict)
# precalculate gradients of linear constraints
if lincons:
self._lincongrad_cache = self._compute_totals(of=lincons, wrt=self._dvlist,
return_format='array')
else:
self._lincongrad_cache = None
# Provide gradients for optimizers that support it
if opt in _gradient_optimizers:
jac = self._gradfunc
else:
jac = None
# Hessian calculation method for optimizers, which require it
if opt in _hessian_optimizers:
if 'hess' in self.opt_settings:
hess = self.opt_settings.pop('hess')
else:
# Defaults to BFGS, if not in opt_settings
from scipy.optimize import BFGS
hess = BFGS()
else:
hess = None
# compute dynamic simul deriv coloring if option is set
if coloring_mod._use_total_sparsity:
if ((self._coloring_info['coloring'] is None and self._coloring_info['dynamic'])):
coloring_mod.dynamic_total_coloring(self, run_model=False,
fname=self._get_total_coloring_fname())
# if the improvement wasn't large enough, turn coloring off
info = self._coloring_info
if info['coloring'] is not None:
pct = info['coloring']._solves_info()[-1]
if info['min_improve_pct'] > pct:
info['coloring'] = info['static'] = None
msg = f"Coloring was deactivated. Improvement of {pct:.1f}% was less " \
f"than min allowed ({info['min_improve_pct']:.1f}%)."
issue_warning(msg, prefix=self.msginfo, category=DerivativesWarning)
# optimize
try:
if opt in _optimizers:
if self._problem().comm.rank != 0:
self.opt_settings['disp'] = False
result = minimize(self._objfunc, x_init,
# args=(),
method=opt,
jac=jac,
hess=hess,
# hessp=None,
bounds=bounds,
constraints=constraints,
tol=self.options['tol'],
# callback=None,
options=self.opt_settings)
elif opt == 'basinhopping':
from scipy.optimize import basinhopping
def fun(x):
return self._objfunc(x), jac(x)
if 'minimizer_kwargs' not in self.opt_settings:
self.opt_settings['minimizer_kwargs'] = {"method": "L-BFGS-B", "jac": True}
self.opt_settings.pop('maxiter') # It does not have this argument
def accept_test(f_new, x_new, f_old, x_old):
# Used to implement bounds besides the original functionality
if bounds is not None:
bound_check = all([b[0] <= xi <= b[1] for xi, b in zip(x_new, bounds)])
user_test = self.opt_settings.pop('accept_test', None) # callable
# has to satisfy both the bounds and the acceptance test defined by the
# user
if user_test is not None:
test_res = user_test(f_new, x_new, f_old, x_old)
if test_res == 'force accept':
return test_res
else: # result is boolean
return bound_check and test_res
else: # no user acceptance test, check only the bounds
return bound_check
else:
return True
result = basinhopping(fun, x_init,
accept_test=accept_test,
**self.opt_settings)
elif opt == 'dual_annealing':
from scipy.optimize import dual_annealing
self.opt_settings.pop('disp') # It does not have this argument
# There is no "options" param, so "opt_settings" can be used to set the (many)
# keyword arguments
result = dual_annealing(self._objfunc,
bounds=bounds,
**self.opt_settings)
elif opt == 'differential_evolution':
from scipy.optimize import differential_evolution
# There is no "options" param, so "opt_settings" can be used to set the (many)
# keyword arguments
result = differential_evolution(self._objfunc,
bounds=bounds,
**self.opt_settings)
elif opt == 'shgo':
from scipy.optimize import shgo
kwargs = dict()
for option in ('minimizer_kwargs', 'sampling_method ', 'n', 'iters'):
if option in self.opt_settings:
kwargs[option] = self.opt_settings[option]
# Set the Jacobian and the Hessian to the value calculated in OpenMDAO
if 'minimizer_kwargs' not in kwargs or kwargs['minimizer_kwargs'] is None:
kwargs['minimizer_kwargs'] = {}
kwargs['minimizer_kwargs'].setdefault('jac', jac)
kwargs['minimizer_kwargs'].setdefault('hess', hess)
# Objective function tolerance
self.opt_settings['f_tol'] = self.options['tol']
result = shgo(self._objfunc,
bounds=bounds,
constraints=constraints,
options=self.opt_settings,
**kwargs)
else:
msg = 'Optimizer "{}" is not implemented yet. Choose from: {}'
raise NotImplementedError(msg.format(opt, _all_optimizers))
# If an exception was swallowed in one of our callbacks, we want to raise it
# rather than the cryptic message from scipy.
except Exception as msg:
if self._exc_info is not None:
self._reraise()
else:
raise
if self._exc_info is not None:
self._reraise()
self.result = result
if hasattr(result, 'success'):
self.fail = False if result.success else True
if self.fail:
if self._problem().comm.rank == 0:
print('Optimization FAILED.')
print(result.message)
print('-' * 35)
elif self.options['disp']:
if self._problem().comm.rank == 0:
print('Optimization Complete')
print('-' * 35)
else:
self.fail = True # It is not known, so the worst option is assumed
if self._problem().comm.rank == 0:
print('Optimization Complete (success not known)')
print(result.message)
print('-' * 35)
return self.fail
def run(self):
"""
Excute pyOptsparse.
Note that pyOpt controls the execution, and the individual optimizers
(e.g., SNOPT) control the iteration.
Returns
-------
bool
Failure flag; True if failed to converge, False is successful.
"""
problem = self._problem()
model = problem.model
relevant = model._relevant
self.pyopt_solution = None
self._total_jac = None
self.iter_count = 0
fwd = problem._mode == 'fwd'
optimizer = self.options['optimizer']
self._quantities = []
self._check_for_missing_objective()
self._check_jac = self.options['singular_jac_behavior'] in [
'error', 'warn'
]
# Only need initial run if we have linear constraints or if we are using an optimizer that
# doesn't perform one initially.
con_meta = self._cons
model_ran = False
if optimizer in run_required or np.any(
[con['linear'] for con in self._cons.values()]):
with RecordingDebugging(self._get_name(), self.iter_count,
self) as rec:
# Initial Run
model.run_solve_nonlinear()
rec.abs = 0.0
rec.rel = 0.0
model_ran = True
self.iter_count += 1
# compute dynamic simul deriv coloring or just sparsity if option is set
if c_mod._use_total_sparsity:
coloring = None
if self._coloring_info['coloring'] is None and self._coloring_info[
'dynamic']:
coloring = c_mod.dynamic_total_coloring(
self,
run_model=not model_ran,
fname=self._get_total_coloring_fname())
if coloring is not None:
# if the improvement wasn't large enough, don't use coloring
pct = coloring._solves_info()[-1]
info = self._coloring_info
if info['min_improve_pct'] > pct:
info['coloring'] = info['static'] = None
msg = f"Coloring was deactivated. Improvement of {pct:.1f}% was less " \
f"than min allowed ({info['min_improve_pct']:.1f}%)."
issue_warning(msg,
prefix=self.msginfo,
category=DerivativesWarning)
comm = None if isinstance(problem.comm, FakeComm) else problem.comm
opt_prob = Optimization(self.options['title'],
WeakMethodWrapper(self, '_objfunc'),
comm=comm)
# Add all design variables
dv_meta = self._designvars
self._indep_list = indep_list = list(dv_meta)
input_vals = self.get_design_var_values()
for name, meta in dv_meta.items():
size = meta['global_size'] if meta['distributed'] else meta['size']
opt_prob.addVarGroup(name,
size,
type='c',
value=input_vals[name],
lower=meta['lower'],
upper=meta['upper'])
if not hasattr(pyoptsparse, '__version__') or \
LooseVersion(pyoptsparse.__version__) < LooseVersion('2.5.1'):
opt_prob.finalizeDesignVariables()
else:
opt_prob.finalize()
# Add all objectives
objs = self.get_objective_values()
for name in objs:
opt_prob.addObj(name)
self._quantities.append(name)
# Calculate and save derivatives for any linear constraints.
lcons = [key for (key, con) in con_meta.items() if con['linear']]
if len(lcons) > 0:
_lin_jacs = self._compute_totals(of=lcons,
wrt=indep_list,
return_format='dict')
# convert all of our linear constraint jacs to COO format. Otherwise pyoptsparse will
# do it for us and we'll end up with a fully dense COO matrix and very slow evaluation
# of linear constraints!
to_remove = []
for jacdct in _lin_jacs.values():
for n, subjac in jacdct.items():
if isinstance(subjac, np.ndarray):
# we can safely use coo_matrix to automatically convert the ndarray
# since our linear constraint jacs are constant, so zeros won't become
# nonzero during the optimization.
mat = coo_matrix(subjac)
if mat.row.size > 0:
# convert to 'coo' format here to avoid an emphatic warning
# by pyoptsparse.
jacdct[n] = {
'coo': [mat.row, mat.col, mat.data],
'shape': mat.shape
}
# Add all equality constraints
for name, meta in con_meta.items():
if meta['equals'] is None:
continue
size = meta['global_size'] if meta['distributed'] else meta['size']
lower = upper = meta['equals']
path = meta['source'] if meta['alias'] is not None else name
if fwd:
wrt = [
v for v in indep_list
if path in relevant[dv_meta[v]['source']]
]
else:
rels = relevant[path]
wrt = [v for v in indep_list if dv_meta[v]['source'] in rels]
if meta['linear']:
jac = {w: _lin_jacs[name][w] for w in wrt}
opt_prob.addConGroup(name,
size,
lower=lower,
upper=upper,
linear=True,
wrt=wrt,
jac=jac)
else:
if name in self._res_subjacs:
resjac = self._res_subjacs[name]
jac = {n: resjac[dv_meta[n]['source']] for n in wrt}
else:
jac = None
opt_prob.addConGroup(name,
size,
lower=lower,
upper=upper,
wrt=wrt,
jac=jac)
self._quantities.append(name)
# Add all inequality constraints
for name, meta in con_meta.items():
if meta['equals'] is not None:
continue
size = meta['global_size'] if meta['distributed'] else meta['size']
# Bounds - double sided is supported
lower = meta['lower']
upper = meta['upper']
path = meta['source'] if meta['alias'] is not None else name
if fwd:
wrt = [
v for v in indep_list
if path in relevant[dv_meta[v]['source']]
]
else:
rels = relevant[path]
wrt = [v for v in indep_list if dv_meta[v]['source'] in rels]
if meta['linear']:
jac = {w: _lin_jacs[name][w] for w in wrt}
opt_prob.addConGroup(name,
size,
upper=upper,
lower=lower,
linear=True,
wrt=wrt,
jac=jac)
else:
if name in self._res_subjacs:
resjac = self._res_subjacs[name]
jac = {n: resjac[dv_meta[n]['source']] for n in wrt}
else:
jac = None
opt_prob.addConGroup(name,
size,
upper=upper,
lower=lower,
wrt=wrt,
jac=jac)
self._quantities.append(name)
# Instantiate the requested optimizer
try:
_tmp = __import__('pyoptsparse', globals(), locals(), [optimizer],
0)
opt = getattr(_tmp, optimizer)()
except Exception as err:
# Change whatever pyopt gives us to an ImportError, give it a readable message,
# but raise with the original traceback.
msg = "Optimizer %s is not available in this installation." % optimizer
raise ImportError(msg)
# Process any default optimizer-specific settings.
if optimizer in DEFAULT_OPT_SETTINGS:
for name, value in DEFAULT_OPT_SETTINGS[optimizer].items():
if name not in self.opt_settings:
self.opt_settings[name] = value
# Set optimization options
for option, value in self.opt_settings.items():
opt.setOption(option, value)
# Print the pyoptsparse optimization problem summary before running the optimization.
# This allows users to confirm their optimization setup.
if self.options['print_opt_prob']:
if not MPI or model.comm.rank == 0:
print(opt_prob)
self._exc_info = None
try:
# Execute the optimization problem
if self.options['gradient_method'] == 'pyopt_fd':
# Use pyOpt's internal finite difference
# TODO: Need to get this from OpenMDAO
# fd_step = problem.model.deriv_options['step_size']
fd_step = 1e-6
sol = opt(opt_prob,
sens='FD',
sensStep=fd_step,
storeHistory=self.hist_file,
hotStart=self.hotstart_file)
elif self.options['gradient_method'] == 'snopt_fd':
if self.options['optimizer'] == 'SNOPT':
# Use SNOPT's internal finite difference
# TODO: Need to get this from OpenMDAO
# fd_step = problem.model.deriv_options['step_size']
fd_step = 1e-6
sol = opt(opt_prob,
sens=None,
sensStep=fd_step,
storeHistory=self.hist_file,
hotStart=self.hotstart_file)
else:
msg = "SNOPT's internal finite difference can only be used with SNOPT"
self._exc_info = (Exception, Exception(msg), None)
else:
# Use OpenMDAO's differentiator for the gradient
sol = opt(opt_prob,
sens=WeakMethodWrapper(self, '_gradfunc'),
storeHistory=self.hist_file,
hotStart=self.hotstart_file)
except Exception as c:
if not self._exc_info:
raise
if self._exc_info:
if self._exc_info[2] is None:
raise self._exc_info[1]
raise self._exc_info[1].with_traceback(self._exc_info[2])
# Print results
if self.options['print_results']:
if not MPI or model.comm.rank == 0:
print(sol)
# Pull optimal parameters back into framework and re-run, so that
# framework is left in the right final state
dv_dict = sol.getDVs()
for name in indep_list:
self.set_design_var(name, dv_dict[name])
with RecordingDebugging(self._get_name(), self.iter_count,
self) as rec:
try:
model.run_solve_nonlinear()
except AnalysisError:
model._clear_iprint()
rec.abs = 0.0
rec.rel = 0.0
self.iter_count += 1
# Save the most recent solution.
self.pyopt_solution = sol
try:
exit_status = sol.optInform['value']
self.fail = False
# These are various failed statuses.
if optimizer == 'IPOPT':
if exit_status not in {0, 1}:
self.fail = True
elif exit_status > 2:
self.fail = True
except KeyError:
# optimizers other than pySNOPT may not populate this dict
pass
# revert signal handler to cached version
sigusr = self.options['user_terminate_signal']
if sigusr is not None:
signal.signal(sigusr, self._signal_cache)
self._signal_cache = None # to prevent memory leak test from failing
return self.fail