forked from coin-or/rbfopt
RBFOpt library for black-box optimization
License
NoobSajbot/rbfopt
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
# File: README # Author(s): Giacomo Nannicini # Singapore University of Technology and Design # nannicini@sutd.edu.sg # Last edit: 07/17/29 # # (C) Copyright Singapore University of Technology and Design 2015. # You should have received a copy of the license with this code. # Research supported by the SUTD-MIT International Design Center. This software is released under the Revised BSD License. By using this software, you are implicitly accepting the terms of the license. Contents of this directory: LICENSE: Licensing information. VERSION: Version of the library. AUTHORS: Authors of the library. README: This file. requirements.txt: List of dependencies for this project. Contents of the src/ directory: black_box.py: The file implementing the user-defined black-box function. rbfopt_aux_problems.py: Interface for the auxiliary problems solved during the optimization process. rbfopt_cl_interface.py: Driver for the command-line interface, to run the library on a user-defined black-box function. rbfopt_config.py: (Static) configuration file for the machine. rbfopt_degreeX_models.py: PyOmo models for the auxiliary problems necessary for RBF functions with minimum required polynomial degree X. rbfopt_model_selection.py: Routines for automatic model selection. rbfopt.py: Main module for the end-user of this library. rbfopt_settings.py: Global and algorithmic settings. rbfopt_utils.py: Utility routines. test_functions.py: Global optimization test functions. test_rbfopt.py: Executable file to test the library on a standard global optimization test set. Contents of the doc/ directory: conf.py: Configuration file for Sphinx. Makefile: Makefile (for Linux/Mac) to build the documentation. make.bat: Batch file (for Windows) to build the documentation. *.rst: ReStructured Text files for the documentation. #-------------------------------------------------------------------------- # Installation requirements #-------------------------------------------------------------------------- This package requires the following software: Python 2.7.* (recommended Python 2.7.6) NumPy version >= 1.8.1 Pyomo version 4.1.10509 pyDOE version >= 0.3.5 The software has been tested with the versions indicated above. It may work with earlier version and should work with subsequent version, if they are backward compatible. Note that Python 3.* is not compatible with Python 2.7. While our library is Python 3.3 compliant and consistently uses "from __future__ import [...]", the code has not been tested on Python 3 yet. We recommend using Python 2.7. The easiest way to install all the dependencies is via the Python module manager pip, using the command: pip install -r requirements.txt The file requirements.txt contains the list of required modules and their latest version that has been tried and found to work correctly. If your want to install them one at a time, you can try: pip install numpy pip install pyomo pip install pyDOE To build the documentation, you also need numpydoc: pip install numpydoc On Windows systems, we recommend WinPython, available at http://winpython.sourceforge.net/ , which comes with NumPy, SciPy and pip already installed. After installing WinPython, it is typically necessary to update the PATH environment variable. The above command using pip to install missing libraries has been successfully tested on a fresh WinPython installation. RBFOpt requires the solution of convex and nonconvex nonlinear programs (NLPs), as well as nonconvex mixed-integer nonlinear programs (MINLPs) if some of the decision variables (design parameters) are constrained to be integer. Solution of these subproblems is performed through Pyomo, which supports any solver with an AMPL interface (.nl file format). In our tests we employed BonMin and Ipopt, that are open-source and available through the COIN-OR repository. The end-user is responsible for checking that they have the right to use whatever solver they employs. To obtain pre-compiled binaries for BonMin and Ipopt for several platforms, we suggest having a look at: http://ampl.com/products/solvers/open-source/ and http://ampl.com/dl/open/ (for static binaries). In case any of the packages indicated above is missing, some features may be disabled, not function properly, or the software may not run at all. This package can take advantage of supported linear programming solvers to increase the speed of the automatic model selection procedure. Supported solvers: IBM-ILOG Cplex via its Python API COIN-OR Clp via CyLP (see https://github.com/coin-or/CyLP). The two packages above are optional. #-------------------------------------------------------------------------- # Installation instructions #-------------------------------------------------------------------------- 1) Install the required packages NumPy, Pyomo, pyDOE as indicated above. If you use pip, you can verify that they are present with the commands: pip show numpy pip show pyomo pip show pyDOE 2) Edit rbfopt_config.py to point to the correct location for the NLP and MINLP solvers. 3) Enjoy! 4) You can test the installation by running: python2.7 test_rbfopt.py branin See: python2.7 test_rbfopt.py --help for more details on command-line options for the testing utility. Many more test functions, with different characteristics, are implemented in the file test_functions.py. They can all be used for testing. 5) To run the library on a user-defined black-box function, modify the file black_box.py accordingly, and run: python2.7 rbfopt_cl_interface.py See: python2.7 rbfopt_cl_interface.py --help for more details on command-line options. By redefining the attributes and methods of the class BlackBox of black_box.py, you can define your own black-box function. 6) To take advantage of faster model selection procedures, you must have either IBM-ILOG Cplex or COIN-OR Clp available on your machine. By default, the model selection procedure uses Numpy. Using Cplex (via its Python library) or Clp (via CyLP) can increase its speed dramatically. If one of these packages is installed and available via the corresponding "import" Python command (i.e. "import cplex" and "import cylp.cy"), you can select the corresponding value for the option model_selection_solver. #-------------------------------------------------------------------------- # Documentation #-------------------------------------------------------------------------- The documentation for the code can be built using Sphinx with the numpydoc extension. numpydoc can be installed with pip (if you followed our instructions above, it should already be installed): pip install numpydoc After that, the directory doc/ contains a Makefile (on Windows, use make.bat) and the Sphinx configuration file conf.py. You can build the HTML documentation (recommended) with: make html The output will be located in _build/html/ and the index can be found in _build/html/index.html . A PDF version of the documentation (much less readable than the HTML version) can be built using the command: make latexpdf An online version of the documentation for the latest master branch of the code is available on ReadTheDocs: http://rbfopt.readthedocs.org/en/latest/
About
RBFOpt library for black-box optimization
Resources
License
Stars
Watchers
Forks
Packages 0
No packages published
Languages
- Python 100.0%