def __init__(self, pll_type=None, *args, **kwargs):
'''
FILTERSD Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#
name = 'FILTERSD'
category = 'Local Optimizer'
def_opts = {
'rho': [float, 100.0], # initial trust region radius
'htol':
[float,
1e-6], # tolerance allowed in sum h of constraint feasibilities
'rgtol': [float,
1e-5], # tolerance allowed in reduced gradient l2 norm
'maxit': [int, 1000], # maximum number of major iterations allowed
'maxgr': [int, 1e5], # upper limit on the number of gradient calls
'ubd': [float,
1e5], # upper bound on the allowed constraint violation
'dchk': [int,
0], # derivative check flag (0 - no check, 1 - check)
'dtol': [float, 1e-8], # derivative check tolerance
'iprint':
[int, 1], # verbosity of printing (0 - none, 1 - Iter, 2 - Debug)
'iout': [int, 6], # Output Unit Number
'ifile': [str, 'FILTERSD.out'], # Output File Name
}
informs = {
-1: 'ws not large enough',
-2: 'lws not large enough',
-3: 'inconsistency during derivative check',
0: 'successful run',
1: 'unbounded NLP (f <= fmin at an htol-feasible point)',
2: 'bounds on x are inconsistent',
3:
'local minimum of feasibility problem and h > htol, (nonlinear constraints are locally inconsistent)',
4: 'initial point x has h > ubd (reset ubd or x and re-enter)',
5: 'maxit major iterations have been carried out',
6: 'termination with rho <= htol',
7: 'not enough workspace in ws or lws (see message)',
8: 'insufficient space for filter (increase mxf and re-enter)',
9: 'unexpected fail in LCP solver',
10: 'unexpected fail in LCP solver',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, *args, **kwargs):
'''
HSO Optimizer Class Initialization
Documentation last updated: October. 22, 2008 - Ruben E. Perez
'''
#
name = 'HSO'
category = 'Global Optimizer'
def_opts = {
'hms': [int, 10], # Memory Size [4,10]
'dbw': [float, 0.01], #
'hmcr': [float, 0.96], #
'par': [float, 0.6], #
'maxiter': [int, 1e4], # Maximum Number Iterations
'printout': [int, 0], # Flag to Turn On Information Output
'xinit':
[int,
0], # Initial Position Flag (0 - no position, 1 - position given)
'seed':
[float,
0], # Random Number Seed (0 - Auto-Seed based on time clock)
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
KSOPT Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#
name = 'KSOPT'
category = 'Local Optimizer'
def_opts = {
'ITMAX': [int, 4e2], # Maximum Number of Iterations
'RDFUN': [float, 1e-4], # Objective Convergence Relative Tolerance
'RHOMIN': [float, 5.0], # Initial KS multiplier
'RHOMAX': [float, 100.0], # Final KS multiplier
'IPRINT': [int,
2], # Print Control (0 - None, 1 - Final, 2 - Iters)
'IOUT': [int, 6], # Output Unit Number
'IFILE': [str, 'KSOPT.out'], # Output File Name
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
PSQP Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = 'PSQP'
category = 'Local Optimizer'
def_opts = {
'XMAX': [float, 1e16], # Maximum Stepsize
'TOLX': [float, 1e-16], # Variable Change Tolerance
'TOLC': [float, 1e-6], # Constraint Violation Tolerance
'TOLG': [float, 1e-6], # Lagrangian Gradient Tolerance
'RPF': [float, 1e-4], # Penalty Coefficient
'MIT': [int, 1000], # Maximum Number of Iterations
'MFV': [int, 2000], # Maximum Number of Function Evaluations
'MET': [int, 2], # Variable Metric Update (1 - BFGS, 2 - Hoshino)
'MEC': [
int, 2
], # Negative Curvature Correction (1 - None, 2 - Powell's Correction)
'IPRINT': [int, 2], # Output Level (0 - None, 1 - Final, 2 - Iter)
'IOUT': [int, 6], # Output Unit Number
'IFILE': [str, 'PSQP.out'], # Output File Name
}
informs = {
1:
'Change in design variable was less than or equal to tolerance',
2:
'Change in objective function was less than or equal to tolerance',
3:
'Objective function less than or equal to tolerance',
4:
'Maximum constraint value is less than or equal to tolerance',
11:
'Maximum number of iterations exceeded',
12:
'Maximum number of function evaluations exceeded',
13:
'Maximum number of gradient evaluations exceeded',
-6:
'Termination criterion not satisfied, but obtained point is acceptable',
# <0 : 'Method failed',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
FSQP Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'FSQP'
category = 'Local Optimizer'
def_opts = {
'mode': [int, 100], # FSQP Mode (See Manual)
'iprint': [
int, 2
], # Output Level (0 - None, 1 - Final, 2 - Major, 3 - Major Details)
'miter': [int, 500], # Maximum Number of Iterations
'bigbnd': [float, 1e10], # Plus Infinity Value
'epstol': [float, 1e-8], # Convergence Tolerance
'epseqn': [float, 0], # Equality Constraints Tolerance
'iout': [int, 6], # Output Unit Number
'ifile': [str, 'FSQP.out'], # Output File Name
}
informs = {
0:
'Normal termination of execution',
1:
'User-provided initial guess is infeasible for linear constraints, unable to generate a point satisfying all these constraints',
2:
'User-provided initial guess is infeasible for nonlinear inequality constraints and linear constraints, unable to generate a point satisfying all these constraints',
3:
'The maximum number of iterations has been reached before a solution is obtained',
4:
'The line search fails to find a new iterate',
5:
'Failure of the QP solver in attempting to construct d0, a more robust QP solver may succeed',
6:
'Failure of the QP solver in attempting to construct d1, a more robust QP solver may succeed',
7:
'Input data are not consistent, check print out error messages',
8:
'Two consecutive iterates are numerically equivalent before a stopping criterion is satisfied',
9:
'One of the penalty parameters exceeded bigbnd, the algorithm is having trouble satisfying a nonlinear equality constraint',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
FILTERSD Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'FILTERSD'
category = 'Local Optimizer'
def_opts = {
'rho':[float,100.0], # initial trust region radius
'htol':[float,1e-6], # tolerance allowed in sum h of constraint feasibilities
'rgtol':[float,1e-5], # tolerance allowed in reduced gradient l2 norm
'maxit':[int,1000], # maximum number of major iterations allowed
'maxgr':[int,1e5], # upper limit on the number of gradient calls
'ubd':[float,1e5], # upper bound on the allowed constraint violation
'dchk':[int,0], # derivative check flag (0 - no check, 1 - check)
'dtol':[float,1e-8], # derivative check tolerance
'iprint':[int,1], # verbosity of printing (0 - none, 1 - Iter, 2 - Debug)
'iout':[int,6], # Output Unit Number
'ifile':[str,'FILTERSD.out'], # Output File Name
}
informs = {
-1 : 'ws not large enough',
-2 : 'lws not large enough',
-3 : 'inconsistency during derivative check',
0 : 'successful run',
1 : 'unbounded NLP (f <= fmin at an htol-feasible point)',
2 : 'bounds on x are inconsistent',
3 : 'local minimum of feasibility problem and h > htol, (nonlinear constraints are locally inconsistent)',
4 : 'initial point x has h > ubd (reset ubd or x and re-enter)',
5 : 'maxit major iterations have been carried out',
6 : 'termination with rho <= htol',
7 : 'not enough workspace in ws or lws (see message)',
8 : 'insufficient space for filter (increase mxf and re-enter)',
9 : 'unexpected fail in LCP solver',
10 : 'unexpected fail in LCP solver',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
"""
ALHSO Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
"""
#
if pll_type == None:
self.poa = False
elif pll_type.upper() == "POA":
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = "ALHSO"
category = "Global Optimizer"
def_opts = {
"hms": [int, 5], # Memory Size [1,50]
"hmcr": [float, 0.95], # Probability rate of choosing from memory [0.7,0.99]
"par": [float, 0.65], # Pitch adjustment rate [0.1,0.99]
"dbw": [int, 2000], # Variable Bandwidth Quantization
"maxoutiter": [int, 2e3], # Maximum Number of Outer Loop Iterations (Major Iterations)
"maxinniter": [int, 2e2], # Maximum Number of Inner Loop Iterations (Minor Iterations)
"stopcriteria": [int, 1], # Stopping Criteria Flag
"stopiters": [
int,
10,
], # Consecutively Number of Outer Iterations for which the Stopping Criteria must be Satisfied
"etol": [float, 1e-6], # Absolute Tolerance for Equality constraints
"itol": [float, 1e-6], # Absolute Tolerance for Inequality constraints
"atol": [float, 1e-6], # Absolute Tolerance for Objective Function
"rtol": [float, 1e-6], # Relative Tolerance for Objective Function
"prtoutiter": [int, 0], # Number of Iterations Before Print Outer Loop Information
"prtinniter": [int, 0], # Number of Iterations Before Print Inner Loop Information
"xinit": [int, 0], # Initial Position Flag (0 - no position, 1 - position given)
"rinit": [float, 1.0], # Initial Penalty Factor
"fileout": [int, 1], # Flag to Turn On Output to filename
"filename": [
str,
"ALHSO.out",
], # We could probably remove fileout flag if filename or fileinstance is given
"seed": [float, 0], # Random Number Seed (0 - Auto-Seed based on time clock)
"scaling": [int, 1], # Design Variables Scaling Flag (0 - no scaling, 1 - scaling between [-1,1])
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
PSQP Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'PSQP'
category = 'Local Optimizer'
def_opts = {
'XMAX':[float,1e16], # Maximum Stepsize
'TOLX':[float,1e-16], # Variable Change Tolerance
'TOLC':[float,1e-6], # Constraint Violation Tolerance
'TOLG':[float,1e-6], # Lagrangian Gradient Tolerance
'RPF':[float,1e-4], # Penalty Coefficient
'MIT':[int,1000], # Maximum Number of Iterations
'MFV':[int,2000], # Maximum Number of Function Evaluations
'MET':[int,2], # Variable Metric Update (1 - BFGS, 2 - Hoshino)
'MEC':[int,2], # Negative Curvature Correction (1 - None, 2 - Powell's Correction)
'IPRINT':[int,2], # Output Level (0 - None, 1 - Final, 2 - Iter)
'IOUT':[int,6], # Output Unit Number
'IFILE':[str,'PSQP.out'], # Output File Name
}
informs = {
1 : 'Change in design variable was less than or equal to tolerance',
2 : 'Change in objective function was less than or equal to tolerance',
3 : 'Objective function less than or equal to tolerance',
4 : 'Maximum constraint value is less than or equal to tolerance',
11 : 'Maximum number of iterations exceeded',
12 : 'Maximum number of function evaluations exceeded',
13 : 'Maximum number of gradient evaluations exceeded',
-6 : 'Termination criterion not satisfied, but obtained point is acceptable',
#<0 : 'Method failed',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SOLVOPT Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = 'SOLVOPT'
category = 'Local Optimizer'
def_opts = {
'xtol': [float, 1e-4], # Variables Tolerance
'ftol': [float, 1e-6], # Objective Tolerance
'maxit': [int, 15000], # Maximum Number of Iterations
'iprint': [int, 1], # Output Level (-1 -> None, 0 -> Final, N - each Nth iter)
'gtol': [float, 1e-8], # Constraints Tolerance
'spcdil': [float, 2.5], # Space Dilation
'iout': [int, 6], # Output Unit Number
'ifile': [str, 'SOLVOPT.out'], # Output File Name
}
informs = {
1: 'Normal termination.',
-2: 'Improper space dimension.',
-3: 'Objective equals infinity.',
-4: 'Gradient equals zero or infinity.',
-5: 'Objective equals infinity.',
-6: 'Gradient equals zero or infinity.',
-7: 'Objective function is unbounded.',
-8: 'Gradient zero at the point, but stopping criteria are not fulfilled.',
-9: 'Iterations limit exceeded.',
-11: 'Premature stop is possible. Try to re-run the routine from the obtained point.',
-12: 'Result may not provide the optimum. The function apparently has many extremum points.',
-13: 'Result may be inaccurate in the coordinates. The function is flat at the optimum.',
-14: 'Result may be inaccurate in a function value. The function is extremely steep at the optimum.',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SOLVOPT Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'SOLVOPT'
category = 'Local Optimizer'
def_opts = {
'xtol':[float,1e-4], # Variables Tolerance
'ftol':[float,1e-6], # Objective Tolerance
'maxit':[int,15000], # Maximum Number of Iterations
'iprint':[int,1], # Output Level (-1 -> None, 0 -> Final, N - each Nth iter)
'gtol':[float,1e-8], # Constraints Tolerance
'spcdil':[float,2.5], # Space Dilation
'iout':[int,6], # Output Unit Number
'ifile':[str,'SOLVOPT.out'], # Output File Name
}
informs = {
1 : 'Normal termination.',
-2 : 'Improper space dimension.',
-3 : 'Objective equals infinity.',
-4 : 'Gradient equals zero or infinity.',
-5 : 'Objective equals infinity.',
-6 : 'Gradient equals zero or infinity.',
-7 : 'Objective function is unbounded.',
-8 : 'Gradient zero at the point, but stopping criteria are not fulfilled.',
-9 : 'Iterations limit exceeded.',
-11 : 'Premature stop is possible. Try to re-run the routine from the obtained point.',
-12 : 'Result may not provide the optimum. The function apparently has many extremum points.',
-13 : 'Result may be inaccurate in the coordinates. The function is flat at the optimum.',
-14 : 'Result may be inaccurate in a function value. The function is extremely steep at the optimum.',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
FSQP Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'FSQP'
category = 'Local Optimizer'
def_opts = {
'mode':[int,100], # FSQP Mode (See Manual)
'iprint':[int,2], # Output Level (0 - None, 1 - Final, 2 - Major, 3 - Major Details)
'miter':[int,500], # Maximum Number of Iterations
'bigbnd':[float,1e10], # Plus Infinity Value
'epstol':[float,1e-8], # Convergence Tolerance
'epseqn':[float,0], # Equality Constraints Tolerance
'iout':[int,6], # Output Unit Number
'ifile':[str,'FSQP.out'], # Output File Name
}
informs = {
0 : 'Normal termination of execution',
1 : 'User-provided initial guess is infeasible for linear constraints, unable to generate a point satisfying all these constraints',
2 : 'User-provided initial guess is infeasible for nonlinear inequality constraints and linear constraints, unable to generate a point satisfying all these constraints',
3 : 'The maximum number of iterations has been reached before a solution is obtained',
4 : 'The line search fails to find a new iterate',
5 : 'Failure of the QP solver in attempting to construct d0, a more robust QP solver may succeed',
6 : 'Failure of the QP solver in attempting to construct d1, a more robust QP solver may succeed',
7 : 'Input data are not consistent, check print out error messages',
8 : 'Two consecutive iterates are numerically equivalent before a stopping criterion is satisfied',
9 : 'One of the penalty parameters exceeded bigbnd, the algorithm is having trouble satisfying a nonlinear equality constraint',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SLSQP Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = 'SLSQP'
category = 'Local Optimizer'
def_opts = {
# SLSQP Options
'ACC': [float, 1e-6], # Convergence Accurancy
'MAXIT': [int, 50], # Maximum Iterations
'IPRINT': [int,
1], # Output Level (<0 - None, 0 - Screen, 1 - File)
'IOUT': [int, 6], # Output Unit Number
'IFILE': [str, 'SLSQP.out'], # Output File Name
}
informs = {
-1: "Gradient evaluation required (g & a)",
0: "Optimization terminated successfully.",
1: "Function evaluation required (f & c)",
2: "More equality constraints than independent variables",
3: "More than 3*n iterations in LSQ subproblem",
4: "Inequality constraints incompatible",
5: "Singular matrix E in LSQ subproblem",
6: "Singular matrix C in LSQ subproblem",
7: "Rank-deficient equality constraint subproblem HFTI",
8: "Positive directional derivative for linesearch",
9: "Iteration limit exceeded",
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
ALHSO Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#
name = 'ALHSO'
category = 'Global Optimizer'
def_opts = {
'hms':[int,5], # Memory Size [1,50]
'hmcr':[float,0.95], # Probability rate of choosing from memory [0.7,0.99]
'par':[float,0.65], # Pitch adjustment rate [0.1,0.99]
'dbw':[int,2000], # Variable Bandwidth Quantization
'maxoutiter':[int,2e3], # Maximum Number of Outer Loop Iterations (Major Iterations)
'maxinniter':[int,2e2], # Maximum Number of Inner Loop Iterations (Minor Iterations)
'stopcriteria':[int,1], # Stopping Criteria Flag
'stopiters':[int,10], # Consecutively Number of Outer Iterations for which the Stopping Criteria must be Satisfied
'etol':[float,1e-6], # Absolute Tolerance for Equality constraints
'itol':[float,1e-6], # Absolute Tolerance for Inequality constraints
'atol':[float,1e-6], # Absolute Tolerance for Objective Function
'rtol':[float,1e-6], # Relative Tolerance for Objective Function
'prtoutiter':[int,0], # Number of Iterations Before Print Outer Loop Information
'prtinniter':[int,0], # Number of Iterations Before Print Inner Loop Information
'xinit':[int,0], # Initial Position Flag (0 - no position, 1 - position given)
'rinit':[float,1.0], # Initial Penalty Factor
'fileout':[int,1], # Flag to Turn On Output to filename
'filename':[str,'ALHSO.out'], # We could probably remove fileout flag if filename or fileinstance is given
'seed':[float,0], # Random Number Seed (0 - Auto-Seed based on time clock)
'scaling':[int,1], # Design Variables Scaling Flag (0 - no scaling, 1 - scaling between [-1,1])
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SLSQP Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'SLSQP'
category = 'Local Optimizer'
def_opts = {
# SLSQP Options
'ACC':[float,1e-6], # Convergence Accurancy
'MAXIT':[int,50], # Maximum Iterations
'IPRINT':[int,1], # Output Level (<0 - None, 0 - Screen, 1 - File)
'IOUT':[int,6], # Output Unit Number
'IFILE':[str,'SLSQP.out'], # Output File Name
}
informs = {
-1 : "Gradient evaluation required (g & a)",
0 : "Optimization terminated successfully.",
1 : "Function evaluation required (f & c)",
2 : "More equality constraints than independent variables",
3 : "More than 3*n iterations in LSQ subproblem",
4 : "Inequality constraints incompatible",
5 : "Singular matrix E in LSQ subproblem",
6 : "Singular matrix C in LSQ subproblem",
7 : "Rank-deficient equality constraint subproblem HFTI",
8 : "Positive directional derivative for linesearch",
9 : "Iteration limit exceeded",
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
MMFD Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'MMFD'
category = 'Local Optimizer'
def_opts = {
'IOPT': [int,
0], # Feasible Directions Approach (0 - MMFD, 1 - MFD)
'IONED': [int, 0], # One-Dimensional Search Method (0,1,2,3)
'CT': [float, -3e-2], # Constraint Tolerance
'CTMIN': [float, 4e-3], # Active Constraint Tolerance
'DABOBJ':
[float, 1e-3], # Objective Absolute Tolerance (DABOBJ*abs(f(x)))
'DELOBJ': [float, 1e-3], # Objective Relative Tolerance
'THETAZ': [float, 1e-1], # Push-Off Factor
'PMLT': [float,
1e1], # Penalty multiplier for equality constraints
'ITMAX': [int, 4e2], # Maximum Number of Iterations
'ITRMOP': [int,
3], # consecutive Iterations Iterations for Convergence
'IPRINT': [int,
2], # Print Control (0 - None, 1 - Final, 2 - Iters)
'IFILE': [str, 'MMFD.out'], # Output File Name
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
ALGENCAN Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'ALGENCAN'
category = 'Local Optimizer'
def_opts = {
# ALGENCAN Options
'epsfeas': [float, 1.0e-8], # Feasibility Convergence Accurancy
'epsopt': [float, 1.0e-8], # Optimality Convergence Accurancy
'efacc': [float,
1.0e-4], # Feasibility Level for Newton-KKT Acceleration
'eoacc': [float,
1.0e-4], # Optimality Level for Newton-KKT Acceleration
'checkder': [bool, False], # Check Derivatives Flag
'iprint': [int, 10], # Print Flag (0 - None, )
'ifile': [str, 'ALGENCAN.out'], # Output File Name
'ncomp': [int, 6], # Print Precision
}
informs = {
0: "Solution was found.",
1: "Stationary or infeasible point was found.",
2:
"penalty parameter is too large infeasibile or badly scaled problem",
3: "Maximum of iterations reached.",
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
NSGA2 Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = 'NSGA-II'
category = 'Global Optimizer'
def_opts = {
'PopSize': [int, 100], #
'maxGen': [int, 150], #
'pCross_real': [float, 0.6], #
'pMut_real': [float, 0.2], #
'eta_c': [float, 10], #
'eta_m': [float, 20], #
'pCross_bin': [float, 0], #
'pMut_bin': [float, 0], #
'PrintOut':
[int, 1], # Flag to Turn On Output to filename (0 - , 1 - , 2 - )
'seed':
[float,
0], # Random Number Seed (0 - Auto-Seed based on time clock)
'xinit': [
int, 0
], # Use Initial Solution Flag (0 - random population, 1 - use given solution)
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
ALGENCAN Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'ALGENCAN'
category = 'Local Optimizer'
def_opts = {
# ALGENCAN Options
'epsfeas':[float,1.0e-8], # Feasibility Convergence Accurancy
'epsopt':[float,1.0e-8], # Optimality Convergence Accurancy
'efacc':[float,1.0e-4], # Feasibility Level for Newton-KKT Acceleration
'eoacc':[float,1.0e-4], # Optimality Level for Newton-KKT Acceleration
'checkder':[bool,False], # Check Derivatives Flag
'iprint':[int,10], # Print Flag (0 - None, )
'ifile':[str,'ALGENCAN.out'], # Output File Name
'ncomp':[int,6], # Print Precision
}
informs = {
0 : "Solution was found.",
1 : "Stationary or infeasible point was found.",
2 : "penalty parameter is too large infeasibile or badly scaled problem",
3 : "Maximum of iterations reached.",
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
GCMMA Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = 'GCMMA'
category = 'Local Optimizer'
def_opts = {
# GCMMA Options
'MAXIT': [int, 1000], # Maximum Iterations
'INNMAX': [int, 10], # Maximum Inner Iterations
'GEPS': [float, 1e-6], # Dual Objective Gradient Tolerance
'DABOBJ': [float, 1e-6], #
'DELOBJ': [float, 1e-6], #
'ITRM': [int, 2], #
'IPRINT': [int,
1], # Output Level (<0 - None, 0 - Screen, 1 - File)
'IOUT': [int, 6], # Output Unit Number
'IFILE': [str, 'GCMMA.out'], # Output File Name
}
informs = {
0: 'The optimality conditions are satisfied.',
1: 'The algorithm has been stopped after MAXIT iterations.',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
MMFD Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'MMFD'
category = 'Local Optimizer'
def_opts = {
'IOPT':[int,0], # Feasible Directions Approach (0 - MMFD, 1 - MFD)
'IONED':[int,0], # One-Dimensional Search Method (0,1,2,3)
'CT':[float,-3e-2], # Constraint Tolerance
'CTMIN':[float,4e-3], # Active Constraint Tolerance
'DABOBJ':[float,1e-3], # Objective Absolute Tolerance (DABOBJ*abs(f(x)))
'DELOBJ':[float,1e-3], # Objective Relative Tolerance
'THETAZ':[float,1e-1], # Push-Off Factor
'PMLT':[float,1e1], # Penalty multiplier for equality constraints
'ITMAX':[int,4e2], # Maximum Number of Iterations
'ITRMOP':[int,3], # consecutive Iterations Iterations for Convergence
'IPRINT':[int,2], # Print Control (0 - None, 1 - Final, 2 - Iters)
'IFILE':[str,'MMFD.out'], # Output File Name
}
informs = {
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
MMA Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'MMA'
category = 'Local Optimizer'
def_opts = {
# MMA Options
'MAXIT':[int,1000], # Maximum Iterations
'GEPS':[float,1e-6], # Dual Objective Gradient Tolerance
'DABOBJ':[float,1e-6], #
'DELOBJ':[float,1e-6], #
'ITRM':[int,2], #
'IPRINT':[int,1], # Output Level (<0 - None, 0 - Screen, 1 - File)
'IOUT':[int,6], # Output Unit Number
'IFILE':[str,'MMA.out'], # Output File Name
}
informs = {
0 : 'The optimality conditions are satisfied.',
1 : 'The algorithm has been stopped after MAXIT iterations.',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
NSGA2 Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'NSGA-II'
category = 'Global Optimizer'
def_opts = {
'PopSize':[int,100], #
'maxGen':[int,150], #
'pCross_real':[float,0.6], #
'pMut_real':[float,0.2], #
'eta_c':[float,10], #
'eta_m':[float,20], #
'pCross_bin':[float,0], #
'pMut_bin':[float,0], #
'PrintOut':[int,1], # Flag to Turn On Output to filename (0 - , 1 - , 2 - )
'seed':[float,0], # Random Number Seed (0 - Auto-Seed based on time clock)
'xinit':[int,0], # Use Initial Solution Flag (0 - random population, 1 - use given solution)
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
COBYLA Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'COBYLA'
category = 'Local Optimizer'
def_opts = {
'RHOBEG': [float, 0.5], # Initial Variables Change
'RHOEND': [float, 1.0e-6], # Convergence Accurancy
'IPRINT': [int,
2], # Print Flag (0 - None, 1 - Final, 2,3 - Iteration)
'MAXFUN': [int, 3500], # Maximum Iterations
'IOUT': [int, 6], # Output Unit Number
'IFILE': [str, 'COBYLA.out'], # Output File Name
}
informs = {
0: 'Normal return',
1: 'Max. number of function evaluations reach',
2: 'Rounding errors are becoming damaging',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SDPEN Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: August. 09, 2012 - Ruben E. Perez
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'SDPEN'
category = 'Local Optimizer'
def_opts = {
# SDPEN Options
'alfa_stop': [float, 1e-6], # Convergence Tolerance
'nf_max': [int, 5000], # Maximum Number of Function Evaluations
'iprint':
[int,
0], # Output Level (<0 - None, 0 - Final, 1 - Iters, 2 - Full)
'iout': [int, 6], # Output Unit Number
'ifile': [str, 'SDPEN.out'], # Output File Name
}
informs = {
1: 'finished successfully',
2: 'maximum number of evaluations reached',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
COBYLA Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'COBYLA'
category = 'Local Optimizer'
def_opts = {
'RHOBEG':[float,0.5], # Initial Variables Change
'RHOEND':[float,1.0e-6], # Convergence Accurancy
'IPRINT':[int,2], # Print Flag (0 - None, 1 - Final, 2,3 - Iteration)
'MAXFUN':[int,3500], # Maximum Iterations
'IOUT':[int,6], # Output Unit Number
'IFILE':[str,'COBYLA.out'], # Output File Name
}
informs = {
0: 'Normal return',
1: 'Max. number of function evaluations reach',
2: 'Rounding errors are becoming damaging',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, *args, **kwargs):
'''
HSO Optimizer Class Initialization
Documentation last updated: October. 22, 2008 - Ruben E. Perez
'''
#
name = 'HSO'
category = 'Global Optimizer'
def_opts = {
'hms':[int,10], # Memory Size [4,10]
'dbw':[float,0.01], #
'hmcr':[float,0.96], #
'par':[float,0.6], #
'maxiter':[int,1e4], # Maximum Number Iterations
'printout':[int,0], # Flag to Turn On Information Output
'xinit':[int,0], # Initial Position Flag (0 - no position, 1 - position given)
'seed':[float,0], # Random Number Seed (0 - Auto-Seed based on time clock)
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, *args, **kwargs):
"""
HSO Optimizer Class Initialization
Documentation last updated: October. 22, 2008 - Ruben E. Perez
"""
#
name = "HSO"
category = "Global Optimizer"
def_opts = {
"hms": [int, 10], # Memory Size [4,10]
"dbw": [float, 0.01], #
"hmcr": [float, 0.96], #
"par": [float, 0.6], #
"maxiter": [int, 1e4], # Maximum Number Iterations
"printout": [int, 0], # Flag to Turn On Information Output
"xinit": [int, 0], # Initial Position Flag (0 - no position, 1 - position given)
"seed": [float, 0], # Random Number Seed (0 - Auto-Seed based on time clock)
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SDPEN Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: August. 09, 2012 - Ruben E. Perez
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'SDPEN'
category = 'Local Optimizer'
def_opts = {
# SDPEN Options
'alfa_stop':[float,1e-6], # Convergence Tolerance
'nf_max':[int,5000], # Maximum Number of Function Evaluations
'iprint':[int,0], # Output Level (<0 - None, 0 - Final, 1 - Iters, 2 - Full)
'iout':[int,6], # Output Unit Number
'ifile':[str,'SDPEN.out'], # Output File Name
}
informs = {
1 : 'finished successfully',
2 : 'maximum number of evaluations reached',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
CONMIN Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'CONMIN'
category = 'Local Optimizer'
def_opts = {
'ITMAX': [int, 1e4], # Maximum Number of Iterations
'DELFUN': [float, 1e-6], # Objective Relative Tolerance
'DABFUN': [float, 1e-6], # Objective Absolute Tolerance
'ITRM': [int, 2], #
'NFEASCT': [int, 20], #
'IPRINT':
[int, 2], # Print Control (0 - None, 1 - Final, 2,3,4,5 - Debug)
'IOUT': [int, 6], # Output Unit Number
'IFILE': [str, 'CONMIN.out'], # Output File Name
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
CONMIN Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'CONMIN'
category = 'Local Optimizer'
def_opts = {
'ITMAX':[int,1e4], # Maximum Number of Iterations
'DELFUN':[float,1e-6], # Objective Relative Tolerance
'DABFUN':[float,1e-6], # Objective Absolute Tolerance
'ITRM':[int,2], #
'NFEASCT':[int,20], #
'IPRINT':[int,2], # Print Control (0 - None, 1 - Final, 2,3,4,5 - Debug)
'IOUT':[int,6], # Output Unit Number
'IFILE':[str,'CONMIN.out'], # Output File Name
}
informs = {
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
"""
CONMIN Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
"""
#
if pll_type == None:
self.poa = False
elif pll_type.upper() == "POA":
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = "CONMIN"
category = "Local Optimizer"
def_opts = {
"ITMAX": [int, 1e4], # Maximum Number of Iterations
"DELFUN": [float, 1e-6], # Objective Relative Tolerance
"DABFUN": [float, 1e-6], # Objective Absolute Tolerance
"ITRM": [int, 2], #
"NFEASCT": [int, 20], #
"IPRINT": [int, 2], # Print Control (0 - None, 1 - Final, 2,3,4,5 - Debug)
"IOUT": [int, 6], # Output Unit Number
"IFILE": [str, "CONMIN.out"], # Output File Name
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
KSOPT Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'KSOPT'
category = 'Local Optimizer'
def_opts = {
'ITMAX':[int,4e2], # Maximum Number of Iterations
'RDFUN':[float,1e-4], # Objective Convergence Relative Tolerance
'RHOMIN':[float,5.0], # Initial KS multiplier
'RHOMAX':[float,100.0], # Final KS multiplier
'IPRINT':[int,2], # Print Control (0 - None, 1 - Final, 2 - Iters)
'IOUT':[int,6], # Output Unit Number
'IFILE':[str,'KSOPT.out'], # Output File Name
}
informs = {
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def RunCalibration(ConceptualModel,
Paths,
Basic_inputs,
SpatialVarFun,
SpatialVarArgs,
OF,
OF_args,
Q_obs,
OptimizationArgs,
printError=None):
"""
=======================================================================
RunCalibration(Paths, p2, Q_obs, UB, LB, SpatialVarFun, lumpedParNo, lumpedParPos, objective_function, printError=None, *args):
=======================================================================
this function runs the conceptual distributed hydrological model
Inputs:
----------
1-Paths:
1-PrecPath:
[String] path to the Folder contains precipitation rasters
2-Evap_Path:
[String] path to the Folder contains Evapotranspiration rasters
3-TempPath:
[String] path to the Folder contains Temperature rasters
4-FlowAccPath:
[String] path to the Flow Accumulation raster of the catchment (it should
include the raster name and extension)
5-FlowDPath:
[String] path to the Flow Direction raster of the catchment (it should
include the raster name and extension)
2-Basic_inputs:
1-p2:
[List] list of unoptimized parameters
p2[0] = tfac, 1 for hourly, 0.25 for 15 min time step and 24 for daily time step
p2[1] = catchment area in km2
2-init_st:
[list] initial values for the state variables [sp,sm,uz,lz,wc] in mm
3-UB:
[Numeric] upper bound of the values of the parameters
4-LB:
[Numeric] Lower bound of the values of the parameters
3-Q_obs:
[Numeric] Observed values of discharge
6-lumpedParNo:
[int] nomber of lumped parameters, you have to enter the value of
the lumped parameter at the end of the list, default is 0 (no lumped parameters)
7-lumpedParPos:
[List] list of order or position of the lumped parameter among all
the parameters of the lumped model (order starts from 0 to the length
of the model parameters), default is [] (empty), the following order
of parameters is used for the lumped HBV model used
[ltt, utt, rfcf, sfcf, ttm, cfmax, cwh, cfr, fc, beta, e_corr, etf, lp,
c_flux, k, k1, alpha, perc, pcorr, Kmuskingum, Xmuskingum]
8-objective_function:
[function] objective function to calculate the performance of the model
and to be used in the calibration
9-*args:
other arguments needed on the objective function
Outputs:
----------
1- st:
[4D array] state variables
2- q_out:
[1D array] calculated Discharge at the outlet of the catchment
3- q_uz:
[3D array] Distributed discharge for each cell
Example:
----------
PrecPath = prec_path="meteodata/4000/calib/prec"
Evap_Path = evap_path="meteodata/4000/calib/evap"
TempPath = temp_path="meteodata/4000/calib/temp"
FlowAccPath = "GIS/4000/acc4000.tif"
FlowDPath = "GIS/4000/fd4000.tif"
ParPath = "meteodata/4000/"+"parameters.txt"
p2=[1, 227.31]
st, q_out, q_uz_routed = RunModel(PrecPath,Evap_Path,TempPath,DemPath,
FlowAccPath,FlowDPath,ParPath,p2)
"""
### inputs validation
# data type
assert len(Paths) == 5, "Paths should include 5 folder pathes " + str(
len(Paths)) + " paths are only provided"
PrecPath = Paths[0]
Evap_Path = Paths[1]
TempPath = Paths[2]
# DemPath=Paths[3]
FlowAccPath = Paths[3]
FlowDPath = Paths[4]
assert type(PrecPath) == str, "PrecPath input should be string type"
assert type(Evap_Path) == str, "Evap_Path input should be string type"
assert type(TempPath) == str, "TempPath input should be string type"
# assert type(DemPath)== str, "DemPath input should be string type"
assert type(FlowAccPath) == str, "FlowAccPath input should be string type"
assert type(FlowDPath) == str, "FlowDPath input should be string type"
# input values
# dem_ext=DemPath[-4:]
# assert dem_ext == ".tif", "please add the extension at the end of the DEM raster path input"
acc_ext = FlowAccPath[-4:]
assert acc_ext == ".tif", "please add the extension at the end of the Flow accumulation raster path input"
fd_ext = FlowDPath[-4:]
assert fd_ext == ".tif", "please add the extension at the end of the Flow Direction path input"
# check wether the path exists or not
assert os.path.exists(
PrecPath), PrecPath + " you have provided does not exist"
assert os.path.exists(
Evap_Path), Evap_Path + " path you have provided does not exist"
assert os.path.exists(
TempPath), TempPath + " path you have provided does not exist"
# assert os.path.exists(DemPath), DemPath+ " you have provided does not exist"
assert os.path.exists(
FlowAccPath), FlowAccPath + " you have provided does not exist"
assert os.path.exists(
FlowDPath), FlowDPath + " you have provided does not exist"
# check wether the folder has the rasters or not
assert len(os.listdir(
PrecPath)) > 0, PrecPath + " folder you have provided is empty"
assert len(os.listdir(
Evap_Path)) > 0, Evap_Path + " folder you have provided is empty"
assert len(os.listdir(
TempPath)) > 0, TempPath + " folder you have provided is empty"
# basic inputs
# check if all inputs are included
assert all(
["p2", "init_st", "UB", "LB", "snow "][i] in Basic_inputs.keys()
for i in range(
4)), "Basic_inputs should contain ['p2','init_st','UB','LB'] "
p2 = Basic_inputs['p2']
init_st = Basic_inputs["init_st"]
UB = Basic_inputs['UB']
LB = Basic_inputs['LB']
snow = Basic_inputs['snow']
assert len(UB) == len(LB), "length of UB should be the same like LB"
# check objective_function
assert callable(OF), "second argument should be a function"
if OF_args == None:
OF_args = []
# read data
### meteorological data
prec = GIS.ReadRastersFolder(PrecPath)
evap = GIS.ReadRastersFolder(Evap_Path)
temp = GIS.ReadRastersFolder(TempPath)
print("meteorological data are read successfully")
#### GIS data
# dem= gdal.Open(DemPath)
acc = gdal.Open(FlowAccPath)
fd = gdal.Open(FlowDPath)
print("GIS data are read successfully")
### optimization
# get arguments
store_history = OptimizationArgs[0]
history_fname = OptimizationArgs[1]
# check optimization arguement
assert store_history != 0 or store_history != 1, "store_history should be 0 or 1"
assert type(
history_fname) == str, "history_fname should be of type string "
assert history_fname[
-4:] == ".txt", "history_fname should be txt file please change extension or add .txt ad the end of the history_fname"
print('Calibration starts')
### calculate the objective function
def opt_fun(par):
try:
# parameters
klb = float(par[-2])
kub = float(par[-1])
par = par[:-2]
par_dist = SpatialVarFun(par, *SpatialVarArgs, kub=kub, klb=klb)
#run the model
_, q_out, q_uz_routed, q_lz_trans = Wrapper.Dist_model(
ConceptualModel, acc, fd, prec, evap, temp, par_dist, p2, snow,
init_st)
# calculate performance of the model
try:
error = OF(Q_obs, q_out, q_uz_routed, q_lz_trans, *OF_args)
except TypeError: # if no of inputs less than what the function needs
assert 1 == 5, "the objective function you have entered needs more inputs please enter then in a list as *args"
# print error
if printError != 0:
print(error)
print(par)
fail = 0
except:
error = np.nan
fail = 1
return error, [], fail
### define the optimization components
opt_prob = Optimization('HBV Calibration', opt_fun)
for i in range(len(LB)):
opt_prob.addVar('x{0}'.format(i), type='c', lower=LB[i], upper=UB[i])
print(opt_prob)
opt_engine = ALHSO(etol=0.0001,
atol=0.0001,
rtol=0.0001,
stopiters=10,
hmcr=0.5,
par=0.5) #,filename='mostafa.out'
Optimizer.__init__(
opt_engine,
def_options={
'hms': [int, 9], # Memory Size [1,50]
'hmcr': [float, 0.95
], # Probability rate of choosing from memory [0.7,0.99]
'par': [float, 0.99], # Pitch adjustment rate [0.1,0.99]
'dbw': [int, 2000], # Variable Bandwidth Quantization
'maxoutiter':
[int, 2e3
], # Maximum Number of Outer Loop Iterations (Major Iterations)
'maxinniter':
[int, 2e2
], # Maximum Number of Inner Loop Iterations (Minor Iterations)
'stopcriteria': [int, 1], # Stopping Criteria Flag
'stopiters': [
int, 20
], # Consecutively Number of Outer Iterations for which the Stopping Criteria must be Satisfied
'etol': [float,
0.0001], # Absolute Tolerance for Equality constraints
'itol': [float,
0.0001], # Absolute Tolerance for Inequality constraints
'atol': [float,
0.0001], # Absolute Tolerance for Objective Function 1e-6
'rtol': [float,
0.0001], # Relative Tolerance for Objective Function
'prtoutiter':
[int,
0], # Number of Iterations Before Print Outer Loop Information
'prtinniter':
[int,
0], # Number of Iterations Before Print Inner Loop Information
'xinit':
[int,
0], # Initial Position Flag (0 - no position, 1 - position given)
'rinit': [float, 1.0], # Initial Penalty Factor
'fileout': [int,
store_history], # Flag to Turn On Output to filename
'filename': [
str, 'parameters.txt'
], # We could probably remove fileout flag if filename or fileinstance is given
'seed':
[float,
0.5], # Random Number Seed (0 - Auto-Seed based on time clock)
'scaling': [
int, 1
], # Design Variables Scaling Flag (0 - no scaling, 1 - scaling between [-1,1])
})
res = opt_engine(opt_prob)
return res
def __init__(self, pll_type=None, *args, **kwargs):
'''
NLPQL Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = 'NLPQL'
category = 'Local Optimizer'
def_opts = {
# NLPQL Options
'Accurancy': [float, 1e-6], # Convergence Accurancy
'ScaleBound': [float, 1e30], #
'maxFun':
[int, 20], # Maximum Number of Function Calls During Line Search
'maxIt': [int, 500], # Maximum Number of Iterations
'iPrint': [
int, 2
], # Output Level (0 - None, 1 - Final, 2 - Major, 3 - Major/Minor, 4 - Full)
'mode':
[int,
0], # NLPQL Mode (0 - Normal Execution, 1 to 18 - See Manual)
'iout': [int, 6], # Output Unit Number
'lmerit': [
bool, True
], # Merit Function Type (True - L2 Augmented Penalty, False - L1 Penalty)
'lql':
[bool, False
], # QP Subproblem Solver (True - Quasi-Newton, False - Cholesky)
'iFile': [str, 'NLPQL.out'], # Output File Name
}
informs = {
-2: 'Compute gradient values w.r.t. the variables stored in' \
' first column of X, and store them in DF and DG.' \
' Only derivatives for active constraints ACTIVE(J)=.TRUE. need to be computed.',
-1: 'Compute objective fn and all constraint values subject' \
'the variables found in the first L columns of X, and store them in F and G.',
0: 'The optimality conditions are satisfied.',
1: ' The algorithm has been stopped after MAXIT iterations.',
2: ' The algorithm computed an uphill search direction.',
3: ' Underflow occurred when determining a new approximation matrix' \
'for the Hessian of the Lagrangian.',
4: 'The line search could not be terminated successfully.',
5: 'Length of a working array is too short.' \
' More detailed error information is obtained with IPRINT>0',
6: 'There are false dimensions, for example M>MMAX, N>=NMAX, or MNN2<>M+N+N+2.',
7: 'The search direction is close to zero, but the current iterate is still infeasible.',
8: 'The starting point violates a lower or upper bound.',
9: 'Wrong input parameter, i.e., MODE, LDL decomposition in D and C' \
' (in case of MODE=1), IPRINT, IOUT',
10: 'Internal inconsistency of the quadratic subproblem, division by zero.',
100: 'The solution of the quadratic programming subproblem has been' \
' terminated with an error message and IFAIL is set to IFQL+100,' \
' where IFQL denotes the index of an inconsistent constraint.',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SNOPT Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#
name = 'SNOPT'
category = 'Local Optimizer'
def_opts = {
# SNOPT Printing Options
'Major print level':
[int, 1], # Majors Print (1 - line major iteration log)
'Minor print level':
[int, 1], # Minors Print (1 - line minor iteration log)
'Print file':
[str, 'SNOPT_print.out'
], # Print File Name (specified by subroutine snInit)
'iPrint':
[int,
18], # Print File Output Unit (override internally in snopt?)
'Summary file':
[str, 'SNOPT_summary.out'
], # Summary File Name (specified by subroutine snInit)
'iSumm':
[int,
19], # Summary File Output Unit (override internally in snopt?)
'Print frequency': [int,
100], # Minors Log Frequency on Print File
'Summary frequency': [int,
100], # Minors Log Frequency on Summary File
'Solution': [str, 'Yes'], # Print Solution on the Print File
'Suppress options listing': [type(None), None
], # (options are normally listed)
'System information':
[str, 'No'], # Print System Information on the Print File
# SNOPT Problem Specification Options
'Problem Type': [
str, 'Minimize'
], # ('Maximize': alternative over Minimize, 'Feasible point': alternative over Minimize or Maximize)
'Objective row': [int, 1], # (has precedence over ObjRow (snOptA))
'Infinite bound': [float, 1.0e+20], # Infinite Bound Value
# SNOPT Convergence Tolerances Options
'Major feasibility tolerance':
[float, 1.0e-6], # Target Nonlinear Constraint Violation
'Major optimality tolerance': [float, 1.0e-6
], # Target Complementarity Gap
'Minor feasibility tolerance': [float, 1.0e-6
], # For Satisfying the QP Bounds
# SNOPT Derivative Checking Options
'Verify level': [int, 0], # Gradients Check Flag
# SNOPT Scaling Options
'Scale option':
[int, 1], # Scaling (1 - linear constraints and variables)
'Scale tolerance': [float, 0.9], # Scaling Tolerance
'Scale Print': [type(None),
None], # Default: scales are not printed
# SNOPT Other Tolerances Options
'Crash tolerance': [float, 0.1], #
'Linesearch tolerance': [float,
0.9], # smaller for more accurate search
'Pivot tolerance': [float, 3.7e-11], # epsilon^(2/3)
# SNOPT QP subproblems Options
'QPSolver': [str, 'Cholesky'], # Default: Cholesky
'Crash option': [int,
3], # (3 - first basis is essentially triangular)
'Elastic mode': [str, 'No'
], # (start with elastic mode until necessary)
'Elastic weight': [float,
1.0e+4], # (used only during elastic mode)
'Iterations limit': [int, 10000], # (or 20*ncons if that is more)
'Partial price': [int, 1], # (10 for large LPs)
# SNOPT SQP method Options
'Start': [
str, 'Cold'
], # has precedence over argument start, ('Warm': alternative to a cold start)
'Major iterations limit': [int, 1000], # or ncons if that is more
'Minor iterations limit': [int, 500], # or 3*ncons if that is more
'Major step limit': [float, 2.0], #
'Superbasics limit':
[int, None], # (n1 + 1, n1 = number of nonlinear variables)
'Derivative level': [int, 3], # (NOT ALLOWED IN snOptA)
'Derivative option': [int, 1], # (ONLY FOR snOptA)
'Derivative linesearch': [type(None), None], #
'Nonderivative linesearch': [type(None), None], #
'Function precision': [float, 3.0e-13
], # epsilon^0.8 (almost full accuracy)
'Difference interval': [float, 5.5e-7], # Function precision^(1/2)
'Central difference interval': [float, 6.7e-5
], # Function precision^(1/3)
'New superbasics limit': [int,
99], # controls early termination of QPs
'Objective row': [int, 1], # row number of objective in F(x)
'Penalty parameter': [float, 0.0], # initial penalty parameter
'Proximal point method':
[int, 1], # (1 - satisfies linear constraints near x0)
'Reduced Hessian dimension':
[int, 2000], # (or Superbasics limit if that is less)
'Violation limit': [int,
10.0], # (unscaled constraint violation limit)
'Unbounded step size': [float, 1.0e+18], #
'Unbounded objective': [float, 1.0e+15], #
# SNOPT Hessian approximation Options
'Hessian full memory': [type(None), None], # default if n1 <= 75
'Hessian limited memory': [type(None), None], # default if n1 > 75
'Hessian frequency': [int,
999999], # for full Hessian (never reset)
'Hessian updates': [int, 10], # for limited memory Hessian
'Hessian flush': [int, 999999], # no flushing
# SNOPT Frequencies Options
'Check frequency': [int, 60], # test row residuals ||Ax - sk||
'Expand frequency': [int, 10000], # for anti-cycling procedure
'Factorization frequency': [int, 50], # 100 for LPs
'Save frequency': [int, 100], # save basis map
# SNOPT LUSOL Options
'LU factor tolerance': [float, 3.99], # for NP (100.0 for LP)
'LU update tolerance': [float, 3.99], # for NP ( 10.0 for LP)
'LU singularity tolerance': [float, 3.2e-11], #
'LU partial pivoting': [type(None), None
], # default threshold pivoting strategy
'LU rook pivoting': [type(None), None], # threshold rook pivoting
'LU complete pivoting': [type(None),
None], # threshold complete pivoting
# SNOPT Basis files Options
'Old basis file': [int, 0], # input basis map
'New basis file': [int, 0], # output basis map
'Backup basis file': [int, 0], # output extra basis map
'Insert file': [int, 0], # input in industry format
'Punch file': [int, 0], # output Insert data
'Load file': [int, 0], # input names and values
'Dump file': [int, 0], # output Load data
'Solution file': [int, 0], # different from printed solution
# SNOPT Partitions of cw, iw, rw Options
'Total character workspace': [int, 500], # lencw: 500
'Total integer workspace': [int, None], # leniw: 500 + 100 * (m+n)
'Total real workspace': [int, None], # lenrw: 500 + 200 * (m+n)
'User character workspace': [int, 500], #
'User integer workspace': [int, 500], #
'User real workspace': [int, 500], #
#SNOPT Miscellaneous Options
'Debug level': [int, 0], # (0 - Normal, 1 - for developers)
'Timing level': [int, 3], # (3 - print cpu times)
}
informs = {
0: 'finished successfully',
1: 'optimality conditions satisfied',
2: 'feasible point found',
3: 'requested accuracy could not be achieved',
4: 'weak QP minimizer',
10: 'the problem appears to be infeasible',
11: 'infeasible linear constraints',
12: 'infeasible linear equalities',
13: 'nonlinear infeasibilities minimized',
14: 'infeasibilities minimized',
15: 'infeasible linear constraints in QP subproblem',
20: 'the problem appears to be unbounded',
21: 'unbounded objective',
22: 'constraint violation limit reached',
30: 'resource limit error',
31: 'iteration limit reached',
32: 'major iteration limit reached',
33: 'the superbasics limit is too small',
40: 'terminated after numerical difficulties',
41: 'current point cannot be improved',
42: 'singular basis',
43: 'cannot satisfy the general constraints',
44: 'ill-conditioned null-space basis',
50: 'error in the user-supplied functions',
51: 'incorrect objective derivatives',
52: 'incorrect constraint derivatives',
53: 'the QP Hessian is indefinite',
54: 'incorrect second derivatives',
55: 'incorrect derivatives',
60: 'undefined user-supplied functions',
61: 'undefined function at the first feasible point',
62: 'undefined function at the initial point',
63: 'unable to proceed into undefined region',
70: 'user requested termination',
71: 'terminated during function evaluation',
72: 'terminated during constraint evaluation',
73: 'terminated during objective evaluation',
74: 'terminated from monitor routine',
80: 'insufficient storage allocated',
81: 'work arrays must have at least 500 elements',
82: 'not enough character storage',
83: 'not enough integer storage',
84: 'not enough real storage',
90: 'input arguments out of range',
91: 'invalid input argument',
92: 'basis file dimensions do not match this problem',
93: 'the QP Hessian is indefinite',
100: 'finished successfully',
101: 'SPECS file read',
102: 'Jacobian structure estimated',
103: 'MPS file read',
104: 'memory requirements estimated',
105: 'user-supplied derivatives appear to be correct',
106: 'no derivatives were checked',
107: 'some SPECS keywords were not recognized',
110: 'errors while processing MPS data',
111: 'no MPS file specified',
112: 'problem-size estimates too small',
113: 'fatal error in the MPS file',
120: 'errors while estimating Jacobian structure',
121: 'cannot find Jacobian structure at given point',
130: 'fatal errors while reading the SP',
131: 'no SPECS file (iSpecs le 0 or iSpecs gt 99)',
132: 'End-of-file while looking for a BEGIN',
133: 'End-of-file while reading SPECS file',
134: 'ENDRUN found before any valid SPECS',
140: 'system error',
141: 'wrong no of basic variables',
142: 'error in basis package',
142: 'Problem dimensions are too large'
}
self.set_options = []
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
ALPSO Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: ALPSO Parallel Implementation (None, SPM- Static, DPM- Dynamic, POA-Parallel Analysis), *Default* = None
Documentation last updated: February. 2, 2011 - Ruben E. Perez
'''
if (pll_type == None):
try:
from . import alpso as alpso
except:
raise ImportError(
'pyALPSO: ALPSO shared library failed to import')
name = 'ALPSO'
self.alpso = alpso
elif (pll_type.upper() == 'SPM'):
try:
from . import alpso_spm
from mpi4py import MPI
except:
raise ImportError(
'pyALPSO: ALPSO SPM shared library failed to import')
name = 'ALPSO - SPM'
self.alpso = alpso_spm
elif (pll_type.upper() == 'DPM'):
#if not 'alpso_dpm' in sys.modules:
# raise ImportError('pyALPSO: ALPSO DPM shared library failed to import')
#
try:
from . import alpso_dpm
from mpi4py import MPI
except:
raise ImportError(
'pyALPSO: ALPSO DPM shared library failed to import')
name = 'ALPSO - DPM'
self.alpso = alpso_dpm
elif (pll_type.upper() == 'POA'):
try:
from . import alpso_poa
from mpi4py import MPI
except:
raise ImportError(
'pyALPSO: ALPSO POA shared library failed to import')
name = 'ALPSO - POA'
self.alpso = alpso_poa
else:
raise ValueError(
"pll_type must be either None,'SPM', 'DPM' or 'POA'")
category = 'Global Optimizer'
def_opts = {
# Number of Particles (Depends on Problem dimensions)
'SwarmSize': [int, 40],
# Maximum Number of Outer Loop Iterations (Major Iterations)
'maxOuterIter': [int, 200],
# Maximum Number of Inner Loop Iterations (Minor Iterations)
'maxInnerIter': [int, 6],
# Minimum Number of Inner Loop Iterations (Dynamic Inner
# Iterations)
'minInnerIter': [int, 6],
# Dynamic Number of Inner Iterations Flag
'dynInnerIter': [int, 0],
# Stopping Criteria Flag (0 - maxIters, 1 - convergence)
'stopCriteria': [int, 1],
# Consecutively Number of Iterations for which the Stopping
# Criteria must be Satisfied
'stopIters': [int, 5],
# Absolute Tolerance for Equality constraints
'etol': [float, 1e-3],
# Absolute Tolerance for Inequality constraints
'itol': [float, 1e-3],
#'ltol':[float,1e-2], # Absolute Tolerance for Lagrange Multipliers
# Relative Tolerance for Lagrange Multipliers
'rtol': [float, 1e-2],
# Absolute Tolerance for Lagrange Function
'atol': [float, 1e-2],
# Relative Tolerance in Distance of All Particles to Terminate
# (GCPSO)
'dtol': [float, 1e-1],
# Number of Iterations Before Print Outer Loop Information
'printOuterIters': [int, 0],
# Number of Iterations Before Print Inner Loop Information
'printInnerIters': [int, 0],
# Initial Penalty Factor
'rinit': [float, 1.0],
# Initial Position Flag (0 - no position, 1 - position given)
'xinit': [int, 0],
# Initial Velocity of Particles in Normalized [-1,1] Design Space
'vinit': [float, 1.0],
# Maximum Velocity of Particles in Normalized [-1,1] Design Space
'vmax': [float, 2.0],
# Cognitive Parameter
'c1': [float, 2.0],
# Social Parameter
'c2': [float, 1.0],
# Initial Inertia Weight
'w1': [float, 0.99],
# Final Inertia Weight
'w2': [float, 0.55],
# Number of Consecutive Successes in Finding New Best Position
# of Best Particle Before Search Radius will be Increased
# (GCPSO)
'ns': [int, 15],
# Number of Consecutive Failures in Finding New Best Position
# of Best Particle Before Search Radius will be Increased
# (GCPSO)
'nf': [int, 5],
'dt': [float, 1.0], # Time step
# Craziness Velocity (Added to Particle Velocity After Updating
# the Penalty Factors and Langangian Multipliers)
'vcrazy': [float, 1e-4],
# Flag to Turn On Output to filename
'fileout': [int, 1],
# We could probably remove fileout flag if filename or
# fileinstance is given
'filename': [str, 'ALPSO.out'],
# Random Number Seed (0 - Auto-Seed based on time clock)
'seed': [float, 0],
# Number of Neighbours of Each Particle
'HoodSize': [int, 40],
# Neighbourhood Model (dl/slring - Double/Single Link Ring,
# wheel - Wheel, Spatial - based on spatial distance, sfrac -
# Spatial Fraction)
'HoodModel': [str, 'gbest'],
# Selfless Neighbourhood Model (0 - Include Particle i in NH i,
# 1 - Don't Include Particle i)
'HoodSelf': [int, 1],
# Design Variables Scaling Flag (0 - no scaling, 1 - scaling
# between [-1,1])
'Scaling': [int, 1],
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
if (self.name in ('ALPSO - SPM', 'ALPSO - DPM', 'ALPSO - POA')):
self.myrank = MPI.COMM_WORLD.Get_rank()
else:
self.myrank = 0
def __init__(self, pll_type=None, *args, **kwargs):
"""
SNOPT Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
"""
#
if pll_type == None:
self.poa = False
elif pll_type.upper() == "POA":
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
# end
#
name = "SNOPT"
category = "Local Optimizer"
def_opts = {
# SNOPT Printing Options
"Major print level": [int, 1], # Majors Print (1 - line major iteration log)
"Minor print level": [int, 1], # Minors Print (1 - line minor iteration log)
"Print file": [str, "SNOPT_print.out"], # Print File Name (specified by subroutine snInit)
"iPrint": [int, 18], # Print File Output Unit (override internally in snopt?)
"Summary file": [str, "SNOPT_summary.out"], # Summary File Name (specified by subroutine snInit)
"iSumm": [int, 19], # Summary File Output Unit (override internally in snopt?)
"Print frequency": [int, 100], # Minors Log Frequency on Print File
"Summary frequency": [int, 100], # Minors Log Frequency on Summary File
"Solution": [str, "Yes"], # Print Solution on the Print File
"Suppress options listing": [type(None), None], # (options are normally listed)
"System information": [str, "No"], # Print System Information on the Print File
# SNOPT Problem Specification Options
"Problem Type": [
str,
"Minimize",
], # ('Maximize': alternative over Minimize, 'Feasible point': alternative over Minimize or Maximize)
"Objective row": [int, 1], # (has precedence over ObjRow (snOptA))
"Infinite bound": [float, 1.0e20], # Infinite Bound Value
# SNOPT Convergence Tolerances Options
"Major feasibility tolerance": [float, 1.0e-6], # Target Nonlinear Constraint Violation
"Major optimality tolerance": [float, 1.0e-6], # Target Complementarity Gap
"Minor feasibility tolerance": [float, 1.0e-6], # For Satisfying the QP Bounds
# SNOPT Derivative Checking Options
"Verify level": [int, 0], # Gradients Check Flag
# SNOPT Scaling Options
"Scale option": [int, 1], # Scaling (1 - linear constraints and variables)
"Scale tolerance": [float, 0.9], # Scaling Tolerance
"Scale Print": [type(None), None], # Default: scales are not printed
# SNOPT Other Tolerances Options
"Crash tolerance": [float, 0.1], #
"Linesearch tolerance": [float, 0.9], # smaller for more accurate search
"Pivot tolerance": [float, 3.7e-11], # epsilon^(2/3)
# SNOPT QP subproblems Options
"QPSolver": [str, "Cholesky"], # Default: Cholesky
"Crash option": [int, 3], # (3 - first basis is essentially triangular)
"Elastic mode": [str, "No"], # (start with elastic mode until necessary)
"Elastic weight": [float, 1.0e4], # (used only during elastic mode)
"Iterations limit": [int, 10000], # (or 20*ncons if that is more)
"Partial price": [int, 1], # (10 for large LPs)
# SNOPT SQP method Options
"Start": [str, "Cold"], # has precedence over argument start, ('Warm': alternative to a cold start)
"Major iterations limit": [int, 1000], # or ncons if that is more
"Minor iterations limit": [int, 500], # or 3*ncons if that is more
"Major step limit": [float, 2.0], #
"Superbasics limit": [int, None], # (n1 + 1, n1 = number of nonlinear variables)
"Derivative level": [int, 3], # (NOT ALLOWED IN snOptA)
"Derivative option": [int, 1], # (ONLY FOR snOptA)
"Derivative linesearch": [type(None), None], #
"Nonderivative linesearch": [type(None), None], #
"Function precision": [float, 3.0e-13], # epsilon^0.8 (almost full accuracy)
"Difference interval": [float, 5.5e-7], # Function precision^(1/2)
"Central difference interval": [float, 6.7e-5], # Function precision^(1/3)
"New superbasics limit": [int, 99], # controls early termination of QPs
"Objective row": [int, 1], # row number of objective in F(x)
"Penalty parameter": [float, 0.0], # initial penalty parameter
"Proximal point method": [int, 1], # (1 - satisfies linear constraints near x0)
"Reduced Hessian dimension": [int, 2000], # (or Superbasics limit if that is less)
"Violation limit": [int, 10.0], # (unscaled constraint violation limit)
"Unbounded step size": [float, 1.0e18], #
"Unbounded objective": [float, 1.0e15], #
# SNOPT Hessian approximation Options
"Hessian full memory": [type(None), None], # default if n1 <= 75
"Hessian limited memory": [type(None), None], # default if n1 > 75
"Hessian frequency": [int, 999999], # for full Hessian (never reset)
"Hessian updates": [int, 10], # for limited memory Hessian
"Hessian flush": [int, 999999], # no flushing
# SNOPT Frequencies Options
"Check frequency": [int, 60], # test row residuals ||Ax - sk||
"Expand frequency": [int, 10000], # for anti-cycling procedure
"Factorization frequency": [int, 50], # 100 for LPs
"Save frequency": [int, 100], # save basis map
# SNOPT LUSOL Options
"LU factor tolerance": [float, 3.99], # for NP (100.0 for LP)
"LU update tolerance": [float, 3.99], # for NP ( 10.0 for LP)
"LU singularity tolerance": [float, 3.2e-11], #
"LU partial pivoting": [type(None), None], # default threshold pivoting strategy
"LU rook pivoting": [type(None), None], # threshold rook pivoting
"LU complete pivoting": [type(None), None], # threshold complete pivoting
# SNOPT Basis files Options
"Old basis file": [int, 0], # input basis map
"New basis file": [int, 0], # output basis map
"Backup basis file": [int, 0], # output extra basis map
"Insert file": [int, 0], # input in industry format
"Punch file": [int, 0], # output Insert data
"Load file": [int, 0], # input names and values
"Dump file": [int, 0], # output Load data
"Solution file": [int, 0], # different from printed solution
# SNOPT Partitions of cw, iw, rw Options
"Total character workspace": [int, 500], # lencw: 500
"Total integer workspace": [int, None], # leniw: 500 + 100 * (m+n)
"Total real workspace": [int, None], # lenrw: 500 + 200 * (m+n)
"User character workspace": [int, 500], #
"User integer workspace": [int, 500], #
"User real workspace": [int, 500], #
# SNOPT Miscellaneous Options
"Debug level": [int, 0], # (0 - Normal, 1 - for developers)
"Timing level": [int, 3], # (3 - print cpu times)
}
informs = {
0: "finished successfully",
1: "optimality conditions satisfied",
2: "feasible point found",
3: "requested accuracy could not be achieved",
4: "weak QP minimizer",
10: "the problem appears to be infeasible",
11: "infeasible linear constraints",
12: "infeasible linear equalities",
13: "nonlinear infeasibilities minimized",
14: "infeasibilities minimized",
15: "infeasible linear constraints in QP subproblem",
20: "the problem appears to be unbounded",
21: "unbounded objective",
22: "constraint violation limit reached",
30: "resource limit error",
31: "iteration limit reached",
32: "major iteration limit reached",
33: "the superbasics limit is too small",
40: "terminated after numerical difficulties",
41: "current point cannot be improved",
42: "singular basis",
43: "cannot satisfy the general constraints",
44: "ill-conditioned null-space basis",
50: "error in the user-supplied functions",
51: "incorrect objective derivatives",
52: "incorrect constraint derivatives",
53: "the QP Hessian is indefinite",
54: "incorrect second derivatives",
55: "incorrect derivatives",
60: "undefined user-supplied functions",
61: "undefined function at the first feasible point",
62: "undefined function at the initial point",
63: "unable to proceed into undefined region",
70: "user requested termination",
71: "terminated during function evaluation",
72: "terminated during constraint evaluation",
73: "terminated during objective evaluation",
74: "terminated from monitor routine",
80: "insufficient storage allocated",
81: "work arrays must have at least 500 elements",
82: "not enough character storage",
83: "not enough integer storage",
84: "not enough real storage",
90: "input arguments out of range",
91: "invalid input argument",
92: "basis file dimensions do not match this problem",
93: "the QP Hessian is indefinite",
100: "finished successfully",
101: "SPECS file read",
102: "Jacobian structure estimated",
103: "MPS file read",
104: "memory requirements estimated",
105: "user-supplied derivatives appear to be correct",
106: "no derivatives were checked",
107: "some SPECS keywords were not recognized",
110: "errors while processing MPS data",
111: "no MPS file specified",
112: "problem-size estimates too small",
113: "fatal error in the MPS file",
120: "errors while estimating Jacobian structure",
121: "cannot find Jacobian structure at given point",
130: "fatal errors while reading the SP",
131: "no SPECS file (iSpecs le 0 or iSpecs gt 99)",
132: "End-of-file while looking for a BEGIN",
133: "End-of-file while reading SPECS file",
134: "ENDRUN found before any valid SPECS",
140: "system error",
141: "wrong no of basic variables",
142: "error in basis package",
142: "Problem dimensions are too large",
}
self.set_options = []
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
SNOPT Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'SNOPT'
category = 'Local Optimizer'
def_opts = {
# SNOPT Printing Options
'Major print level':[int,1], # Majors Print (1 - line major iteration log)
'Minor print level':[int,1], # Minors Print (1 - line minor iteration log)
'Print file':[str,'SNOPT_print.out'], # Print File Name (specified by subroutine snInit)
'iPrint':[int,18], # Print File Output Unit (override internally in snopt?)
'Summary file':[str,'SNOPT_summary.out'], # Summary File Name (specified by subroutine snInit)
'iSumm':[int,19], # Summary File Output Unit (override internally in snopt?)
'Print frequency':[int,100], # Minors Log Frequency on Print File
'Summary frequency':[int,100], # Minors Log Frequency on Summary File
'Solution':[str,'Yes'], # Print Solution on the Print File
'Suppress options listing':[type(None),None], # (options are normally listed)
'System information':[str,'No'], # Print System Information on the Print File
# SNOPT Problem Specification Options
'Problem Type':[str,'Minimize'], # ('Maximize': alternative over Minimize, 'Feasible point': alternative over Minimize or Maximize)
'Objective row':[int,1], # (has precedence over ObjRow (snOptA))
'Infinite bound':[float,1.0e+20], # Infinite Bound Value
# SNOPT Convergence Tolerances Options
'Major feasibility tolerance':[float,1.0e-6], # Target Nonlinear Constraint Violation
'Major optimality tolerance':[float,1.0e-6], # Target Complementarity Gap
'Minor feasibility tolerance':[float,1.0e-6], # For Satisfying the QP Bounds
# SNOPT Derivative Checking Options
'Verify level':[int,0], # Gradients Check Flag
# SNOPT Scaling Options
'Scale option':[int,1], # Scaling (1 - linear constraints and variables)
'Scale tolerance':[float,0.9], # Scaling Tolerance
'Scale Print':[type(None),None], # Default: scales are not printed
# SNOPT Other Tolerances Options
'Crash tolerance':[float,0.1], #
'Linesearch tolerance':[float,0.9], # smaller for more accurate search
'Pivot tolerance':[float,3.7e-11], # epsilon^(2/3)
# SNOPT QP subproblems Options
'QPSolver':[str,'Cholesky'], # Default: Cholesky
'Crash option':[int,3], # (3 - first basis is essentially triangular)
'Elastic mode':[str,'No'], # (start with elastic mode until necessary)
'Elastic weight':[float,1.0e+4], # (used only during elastic mode)
'Iterations limit':[int,10000], # (or 20*ncons if that is more)
'Partial price':[int,1], # (10 for large LPs)
# SNOPT SQP method Options
'Start':[str,'Cold'], # has precedence over argument start, ('Warm': alternative to a cold start)
'Major iterations limit':[int,1000], # or ncons if that is more
'Minor iterations limit':[int,500], # or 3*ncons if that is more
'Major step limit':[float,2.0], #
'Superbasics limit':[int,None], # (n1 + 1, n1 = number of nonlinear variables)
'Derivative level':[int,3], # (NOT ALLOWED IN snOptA)
'Derivative option':[int,1], # (ONLY FOR snOptA)
'Derivative linesearch':[type(None),None], #
'Nonderivative linesearch':[type(None),None], #
'Function precision':[float,3.0e-13], # epsilon^0.8 (almost full accuracy)
'Difference interval':[float,5.5e-7], # Function precision^(1/2)
'Central difference interval':[float,6.7e-5], # Function precision^(1/3)
'New superbasics limit':[int,99], # controls early termination of QPs
'Objective row':[int,1], # row number of objective in F(x)
'Penalty parameter':[float,0.0], # initial penalty parameter
'Proximal point method':[int,1], # (1 - satisfies linear constraints near x0)
'Reduced Hessian dimension':[int,2000], # (or Superbasics limit if that is less)
'Violation limit':[int,10.0], # (unscaled constraint violation limit)
'Unbounded step size':[float,1.0e+18], #
'Unbounded objective':[float,1.0e+15], #
# SNOPT Hessian approximation Options
'Hessian full memory':[type(None),None], # default if n1 <= 75
'Hessian limited memory':[type(None),None], # default if n1 > 75
'Hessian frequency':[int,999999], # for full Hessian (never reset)
'Hessian updates':[int,10], # for limited memory Hessian
'Hessian flush':[int,999999], # no flushing
# SNOPT Frequencies Options
'Check frequency':[int,60], # test row residuals ||Ax - sk||
'Expand frequency':[int,10000], # for anti-cycling procedure
'Factorization frequency':[int,50], # 100 for LPs
'Save frequency':[int,100], # save basis map
# SNOPT LUSOL Options
'LU factor tolerance':[float,3.99], # for NP (100.0 for LP)
'LU update tolerance':[float,3.99], # for NP ( 10.0 for LP)
'LU singularity tolerance':[float,3.2e-11], #
'LU partial pivoting':[type(None),None], # default threshold pivoting strategy
'LU rook pivoting':[type(None),None], # threshold rook pivoting
'LU complete pivoting':[type(None),None], # threshold complete pivoting
# SNOPT Basis files Options
'Old basis file':[int,0], # input basis map
'New basis file':[int,0], # output basis map
'Backup basis file':[int,0], # output extra basis map
'Insert file':[int,0], # input in industry format
'Punch file':[int,0], # output Insert data
'Load file':[int,0], # input names and values
'Dump file':[int,0], # output Load data
'Solution file':[int,0], # different from printed solution
# SNOPT Partitions of cw, iw, rw Options
'Total character workspace':[int,500], # lencw: 500
'Total integer workspace':[int,None], # leniw: 500 + 100 * (m+n)
'Total real workspace':[int,None], # lenrw: 500 + 200 * (m+n)
'User character workspace':[int,500], #
'User integer workspace':[int,500], #
'User real workspace':[int,500], #
#SNOPT Miscellaneous Options
'Debug level':[int,0], # (0 - Normal, 1 - for developers)
'Timing level':[int,3], # (3 - print cpu times)
}
informs = {
0 : 'finished successfully',
1 : 'optimality conditions satisfied',
2 : 'feasible point found',
3 : 'requested accuracy could not be achieved',
4 : 'weak QP minimizer',
10 : 'the problem appears to be infeasible',
11 : 'infeasible linear constraints',
12 : 'infeasible linear equalities',
13 : 'nonlinear infeasibilities minimized',
14 : 'infeasibilities minimized',
15 : 'infeasible linear constraints in QP subproblem',
20 : 'the problem appears to be unbounded',
21 : 'unbounded objective',
22 : 'constraint violation limit reached',
30 : 'resource limit error',
31 : 'iteration limit reached',
32 : 'major iteration limit reached',
33 : 'the superbasics limit is too small',
40 : 'terminated after numerical difficulties',
41 : 'current point cannot be improved',
42 : 'singular basis',
43 : 'cannot satisfy the general constraints',
44 : 'ill-conditioned null-space basis',
50 : 'error in the user-supplied functions',
51 : 'incorrect objective derivatives',
52 : 'incorrect constraint derivatives',
53 : 'the QP Hessian is indefinite',
54 : 'incorrect second derivatives',
55 : 'incorrect derivatives',
60 : 'undefined user-supplied functions',
61 : 'undefined function at the first feasible point',
62 : 'undefined function at the initial point',
63 : 'unable to proceed into undefined region',
70 : 'user requested termination',
71 : 'terminated during function evaluation',
72 : 'terminated during constraint evaluation',
73 : 'terminated during objective evaluation',
74 : 'terminated from monitor routine',
80 : 'insufficient storage allocated',
81 : 'work arrays must have at least 500 elements',
82 : 'not enough character storage',
83 : 'not enough integer storage',
84 : 'not enough real storage',
90 : 'input arguments out of range',
91 : 'invalid input argument',
92 : 'basis file dimensions do not match this problem',
93 : 'the QP Hessian is indefinite',
100 : 'finished successfully',
101 : 'SPECS file read',
102 : 'Jacobian structure estimated',
103 : 'MPS file read',
104 : 'memory requirements estimated',
105 : 'user-supplied derivatives appear to be correct',
106 : 'no derivatives were checked',
107 : 'some SPECS keywords were not recognized',
110 : 'errors while processing MPS data',
111 : 'no MPS file specified',
112 : 'problem-size estimates too small',
113 : 'fatal error in the MPS file',
120 : 'errors while estimating Jacobian structure',
121 : 'cannot find Jacobian structure at given point',
130 : 'fatal errors while reading the SP',
131 : 'no SPECS file (iSpecs le 0 or iSpecs gt 99)',
132 : 'End-of-file while looking for a BEGIN',
133 : 'End-of-file while reading SPECS file',
134 : 'ENDRUN found before any valid SPECS',
140 : 'system error',
141 : 'wrong no of basic variables',
142 : 'error in basis package',
142 : 'Problem dimensions are too large'
}
self.set_options = []
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
"""IPOPT Optimizer Class Initialization.
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
"""
name = "IPOPT"
category = "Local Optimizer"
def_opts = {
# IPOPT Printing Options
# Print Control (0 - None, 1 - Final,2,3,4,5 - Debug)
"IPRINT": [int, 2],
"IOUT": [int, 6], # Output Unit Number
"output_file": [str, "IPOPT.out"], # Output File Name
# Output options
"print_level": [int, 5], # Output verbosity level
# Print all options set by the user
"print_user_options": [str, "no"],
# Switch to print all algorithmic options
"print_options_documentation": [str, "no"],
"output_file": [str, ""], # File name of desired output file
"file_print_level": [int, 5], # Verbosity level for output file
"option_file_name": [str, ""], # File name of options file
# Termination options
"tol": [float, 1e-8], # relative convergence tolerance
"max_iter": [int, 3000], # Maximum number of iterations
"max_cpu_time": [float, 1e6], # Maximum number of CPU seconds.
# Desired threshold for the dual infeasibility
"dual_inf_tol": [float, 1],
# Desired threshold for the constraint violation
"constr_viol_tol": [float, 1e-4],
# Desired threshold for the complementarity conditions
"compl_inf_tol": [float, 1e-4],
# "Acceptable" convergence tolerance (relative)
"acceptable_tol": [float, 1e-6],
# Number of "acceptable" iterates before triggering termination
"acceptable_iter": [int, 15],
# "Acceptance" threshold for the constraint violation
"acceptable_constr_viol_tol": [float, 1e-2],
# "Acceptance" threshold for the dual infeasibility.
"acceptable_dual_inf_tol": [float, 1e10],
# "Acceptance" threshold for the complementarity conditions
"acceptable_compl_inf_tol": [float, 1e-2],
# "Acceptance" stopping criterion based on objective function change
"acceptable_obj_change_tol": [float, 1e20],
# Threshold for maximal value of primal iterates
"diverging_iterates_tol": [float, 1e20],
# NLP scaling options
# Scaling factor for the objective function
"obj_scaling_factor": [float, 1],
# Select the technique use for scaling the NLP ('none',
# 'user-scaling', 'gradient-based', 'equilibration-based')
"nlp_scaling_method": [str, "gradient-based"],
# Maximum gradient after NLP scaling
"nlp_scaling_max_gradient": [float, 100],
# Minimum value of gradient-based scaling values
"nlp_scaling_min_value": [float, 1e-8],
# NLP options
# Factor for initial relaxation of the bounds
"bound_relax_factor": [float, 1e-8],
# Indicates whether final points should be projected into original
# bounds
"honor_original_bounds": [str, "yes"],
# Indicates whether it is desired to check for Nan/Inf in derivative
# matrices
"check_derivatives_for_naninf": [str, "no"],
# any bound less or equal this value will be considered -inf (i.e.
# not lower bounded)
"nlp_lower_bound_inf": [float, -1e19],
# any bound greater or this value will be considered +inf (i.e. not
# upper bounded)
"nlp_upper_bound_inf": [float, 1e19],
# Determines how fixed variables should be handled
# ('make_parameter', 'make_constraint', 'relax_bounds')
"fixed_variable_treatment": [str, "make_parameter"],
# Indicates whether all equality constraints are linear
"jac_c_constant": [str, "no"],
# Indicates whether all inequality constraints are linear
"jac_d_constant": [str, "no"],
# Indicates whether the problem is a quadratic problem
"hessian_constant": [str, "no"],
# Initialization options
# Desired minimum relative distance from the initial point to bound
"bound_frac": [float, 0.01],
# Desired minimum absolute distance from the initial point to bound
"bound_push": [float, 0.01],
# Desired minimum relative distance from the initial slack to bound
"slack_bound_frac": [float, 0.01],
# Desired minimum absolute distance from the initial slack to bound
"slack_bound_push": [float, 0.01],
# Initial value for the bound multipliers
"bound_mult_init_val": [float, 1],
# Maximum allowed least-square guess of constraint multipliers
"constr_mult_init_max": [float, 1000],
# Initialization method for bound multipliers ('constant',
# 'mu_based')
"bound_mult_init_method": [str, "constant"],
# Barrier parameter options
# Indicates if we want to do Mehrotra's algorithm
"mehrotra_algorithm": [str, "no"],
# Update strategy for barrier parameter ('monotone', 'adaptive')
"mu_strategy": [str, "monotone"],
# Oracle for a new barrier parameter in the adaptive strategy
# ('probing', 'loqo', 'quality-function')
"mu_oracle": [str, "quality-function"],
# Maximum number of search steps during direct search procedure
# determining the optimal centering parameter
"quality_function_max_section_steps": [int, 8],
# Oracle for the barrier parameter when switching to fixed mode
# ('probing', 'loqo', 'quality-function', 'average_compl')
"fixed_mu_oracle": [str, "average_compl"],
"mu_init": [float, 0.1], # Initial value for the barrier parameter
# Factor for initialization of maximum value for barrier parameter
"mu_max_fact": [float, 1000],
"mu_max": [float, 1e5], # Maximum value for barrier parameter
"mu_min": [float, 1e-11], # Minimum value for barrier parameter
"mu_target": [float, 0], # Desired value of complementarity
# Factor for mu in barrier stop test.
"barrier_tol_factor": [float, 10],
# Determines linear decrease rate of barrier parameter
"mu_linear_decrease_factor": [float, 0.2],
# Determines superlinear decrease rate of barrier parameter (between
# 1 and 2)
"mu_superlinear_decrease_power": [float, 1.5],
# Multiplier updates
# Method to determine the step size for constraint multiplier
# ('primal', 'bound-mult', 'min', 'max', 'full', 'min-dual-infeas',
# 'safer-min-dual-infeas', 'primal-and-full', 'dual-and-full',
# 'acceptor')
"alpha_for_y": [str, "primal"],
# Tolerance for switching to full equality multiplier steps
"alpha_for_y_tol": [float, 10],
# Tells the algorithm to recalculate the equality and inequality
# multipliers as least square estimates
"recalc_y": [str, "no"],
# Feasibility threshold for recomputation of multipliers
"recalc_y_feas_tol": [float, 1e-6],
# Line search options
# Maximum number of second order correction trial steps at each
# iteration
"max_soc": [int, 4],
# Number of shortened iterations that trigger the watchdog
"watchdog_shortened_iter_trigger": [int, 10],
# Maximum number of watchdog iterations
"watchdog_trial_iter_max": [int, 3],
# Always accept the first trial step
"accept_every_trial_step": [str, "no"],
# The type of corrector steps that should be taken (unsupported!)
# ('none', 'affine', 'primal-dual')
"corrector_type": [str, "none"],
# Warm start options
# Warm-start for initial point
"warm_start_init_point": [str, "no"],
# same as bound_push for the regular initializer
"warm_start_bound_push": [float, 0.001],
# same as bound_frac for the regular initializer
"warm_start_bound_frac": [float, 0.001],
# same as slack_bound_frac for the regular initializer
"warm_start_slack_bound_frac": [float, 0.001],
# same as slack_bound_push for the regular initializer
"warm_start_slack_bound_push": [float, 0.001],
# same as mult_bound_push for the regular initializer.
"warm_start_mult_bound_push": [float, 0.001],
# Maximum initial value for the equality multipliers
"warm_start_mult_init_max": [float, 1e6],
# Restoration Phase
# Enable heuristics to quickly detect an infeasible problem
"expect_infeasible_problem": [str, "no"],
# Threshold for disabling "expect_infeasible_problem" option
"expect_infeasible_problem_ctol": [float, 0.001],
# Multiplier threshold for activating "expect_infeasible_problem"
# option
"expect_infeasible_problem_ytol": [float, 1e8],
# Tells algorithm to switch to restoration phase in first iteration
"start_with_resto": [str, "no"],
# Required reduction in primal-dual error in the soft restoration
# phase
"soft_resto_pderror_reduction_factor": [float, 0.9999],
# Required reduction of infeasibility before leaving restoration
# phase
"required_infeasibility_reduction": [float, 0.9],
# Threshold for resetting bound multipliers after the restoration
# phase
"bound_mult_reset_threshold": [float, 1000],
# Threshold for resetting equality and inequality multipliers after
# restoration phase
"constr_mult_reset_threshold": [float, 0],
# Determines if the original objective function should be evaluated
# at restoration phase trial points
"evaluate_orig_obj_at_resto_trial": [str, "yes"],
# Linear Solver
"linear_solver": [str, "ma57"],
# Method for scaling the linear system ('none', 'mc19',
# 'slack-based')
"linear_system_scaling": [str, "mc19"],
# Flag indicating that linear scaling is only done if it seems
# required
"linear_scaling_on_demand": [str, "yes"],
# Maximum number of iterative refinement steps per linear system
# solve
"max_refinement_steps": [float, 10],
# Minimum number of iterative refinement steps per linear system
# solve
"min_refinement_steps": [float, 1],
# Hessian Perturbation
# Maximum value of regularization parameter for handling negative
# curvature
"max_hessian_perturbation": [float, 1e20],
# Smallest perturbation of the Hessian block
"min_hessian_perturbation": [float, 1e-20],
# Size of first x-s perturbation tried
"first_hessian_perturbation": [float, 0.0001],
# Increase factor for x-s perturbation for very first perturbation
"perturb_inc_fact_first": [float, 100],
# Increase factor for x-s perturbation
"perturb_inc_fact": [float, 8],
# Decrease factor for x-s perturbation
"perturb_dec_fact": [float, 0.333333],
# Size of the regularization for rank-deficient constraint Jacobians
"jacobian_regularization_value": [float, 1e-8],
# Quasi-Newton
# Indicates what Hessian information is to be used ('exact',
# 'limited-memory')
"hessian_approximation": [str, "exact"],
# Quasi-Newton update formula for the limited memory approximation
# ('bfgs', 'sr1')
"limited_memory_update_type": [str, "bfgs"],
# Maximum size of the history for the limited quasi-Newton Hessian
# approximation
"limited_memory_max_history": [int, 6],
# Threshold for successive iterations where update is skipped
"limited_memory_max_skipping": [int, 2],
# Initialization strategy for the limited memory quasi-Newton
# approximation ('scalar1', 'scalar2', 'scalar3', 'scalar4',
# 'constant')
"limited_memory_initialization": [str, "scalar1"],
# Value for B0 in low-rank update
"limited_memory_init_val": [float, 1],
# Upper bound on value for B0 in low-rank update
"limited_memory_init_val_max": [float, 1e8],
# Lower bound on value for B0 in low-rank update
"limited_memory_init_val_min": [float, 1e-8],
# Determines if the quasi-Newton updates should be special during
# the restoration phase
"limited_memory_special_for_resto": [str, "no"],
# Derivative Test options
# Enable derivative checker ('none', 'first-order', 'second-order',
# 'only-second-order')
"derivative_test": [str, "none"],
# Size of the finite difference perturbation in derivative test
"derivative_test_perturbation": [float, 1e-8],
# Threshold for indicating wrong derivative
"derivative_test_tol": [float, 0.0001],
# Indicates whether information for all estimated derivatives should
# be printed
"derivative_test_print_all": [str, "no"],
# Index of first quantity to be checked by derivative checker
"derivative_test_first_index": [int, -2],
# Maximal perturbation of an evaluation point
"point_perturbation_radius": [float, 10],
# MA57 Linear Solver options
# Pivot tolerance for the linear solver MA57
"ma57_pivtol": [float, 1e-8],
# Maximum pivot tolerance for the linear solver MA57
"ma57_pivtolmax": [float, 0.0001],
# Safety factor for work space memory allocation for the linear
# solver MA57
"ma57_pre_alloc": [float, 1.05],
"ma57_pivot_order": [int, 5], # Controls pivot order in MA57
# Controls MA57 automatic scaling
"ma57_automatic_scaling": [str, "yes"],
# Controls block size used by Level 3 BLAS in MA57BD
"ma57_block_size": [int, 16],
"ma57_node_amalgamation": [int, 16], # Node amalgamation parameter
"ma57_small_pivot_flag": [int, 0],
}
informs = {
0: "Solve Succeeded",
1: "Solved To Acceptable Level",
2: "Infeasible Problem Detected",
3: "Search Direction Becomes Too Small",
4: "Diverging Iterates",
5: "User Requested Stop",
6: "Feasible Point Found",
-1: "Maximum Iterations Exceeded",
-2: "Restoration Failed",
-3: "Error In Step Computation",
-4: "Maximum CpuTime Exceeded",
-10: "Not Enough Degrees Of Freedom",
-11: "Invalid Problem Definition",
-12: "Invalid Option",
-13: "Invalid Number Detected",
-100: "Unrecoverable Exception",
-101: "NonIpopt Exception Thrown",
-102: "Insufficient Memory",
-199: "Internal Error",
}
self.set_options = []
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
"""IPOPT Optimizer Class Initialization.
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
"""
name = 'IPOPT'
category = 'Local Optimizer'
def_opts = {
# IPOPT Printing Options
# Print Control (0 - None, 1 - Final,2,3,4,5 - Debug)
'IPRINT': [int, 2],
'IOUT': [int, 6], # Output Unit Number
'output_file': [str, 'IPOPT.out'], # Output File Name
# Output options
'print_level': [int, 5], # Output verbosity level
# Print all options set by the user
'print_user_options': [str, 'no'],
# Switch to print all algorithmic options
'print_options_documentation': [str, 'no'],
'file_print_level': [int, 5], # Verbosity level for output file
'option_file_name': [str, ''], # File name of options file
# Termination options
'tol': [float, 1e-8], # relative convergence tolerance
'max_iter': [int, 3000], # Maximum number of iterations
'max_cpu_time': [float, 1e+6], # Maximum number of CPU seconds.
# Desired threshold for the dual infeasibility
'dual_inf_tol': [float, 1],
# Desired threshold for the constraint violation
'constr_viol_tol': [float, 1e-4],
# Desired threshold for the complementarity conditions
'compl_inf_tol': [float, 1e-4],
# "Acceptable" convergence tolerance (relative)
'acceptable_tol': [float, 1e-6],
# Number of "acceptable" iterates before triggering termination
'acceptable_iter': [int, 15],
# "Acceptance" threshold for the constraint violation
'acceptable_constr_viol_tol': [float, 1e-2],
# "Acceptance" threshold for the dual infeasibility.
'acceptable_dual_inf_tol': [float, 1e+10],
# "Acceptance" threshold for the complementarity conditions
'acceptable_compl_inf_tol': [float, 1e-2],
# "Acceptance" stopping criterion based on objective function change
'acceptable_obj_change_tol': [float, 1e+20],
# Threshold for maximal value of primal iterates
'diverging_iterates_tol': [float, 1e+20],
# NLP scaling options
# Scaling factor for the objective function
'obj_scaling_factor': [float, 1],
# Select the technique use for scaling the NLP ('none',
# 'user-scaling', 'gradient-based', 'equilibration-based')
'nlp_scaling_method': [str, 'gradient-based'],
# Maximum gradient after NLP scaling
'nlp_scaling_max_gradient': [float, 100],
# Minimum value of gradient-based scaling values
'nlp_scaling_min_value': [float, 1e-8],
# NLP options
# Factor for initial relaxation of the bounds
'bound_relax_factor': [float, 1e-8],
# Indicates whether final points should be projected into original
# bounds
'honor_original_bounds': [str, 'yes'],
# Indicates whether it is desired to check for Nan/Inf in derivative
# matrices
'check_derivatives_for_naninf': [str, 'no'],
# any bound less or equal this value will be considered -inf (i.e.
# not lower bounded)
'nlp_lower_bound_inf': [float, -1e+19],
# any bound greater or this value will be considered +inf (i.e. not
# upper bounded)
'nlp_upper_bound_inf': [float, 1e+19],
# Determines how fixed variables should be handled
# ('make_parameter', 'make_constraint', 'relax_bounds')
'fixed_variable_treatment': [str, 'make_parameter'],
# Indicates whether all equality constraints are linear
'jac_c_constant': [str, 'no'],
# Indicates whether all inequality constraints are linear
'jac_d_constant': [str, 'no'],
# Indicates whether the problem is a quadratic problem
'hessian_constant': [str, 'no'],
# Initialization options
# Desired minimum relative distance from the initial point to bound
'bound_frac': [float, 0.01],
# Desired minimum absolute distance from the initial point to bound
'bound_push': [float, 0.01],
# Desired minimum relative distance from the initial slack to bound
'slack_bound_frac': [float, 0.01],
# Desired minimum absolute distance from the initial slack to bound
'slack_bound_push': [float, 0.01],
# Initial value for the bound multipliers
'bound_mult_init_val': [float, 1],
# Maximum allowed least-square guess of constraint multipliers
'constr_mult_init_max': [float, 1000],
# Initialization method for bound multipliers ('constant',
# 'mu_based')
'bound_mult_init_method': [str, 'constant'],
# Barrier parameter options
# Indicates if we want to do Mehrotra's algorithm
'mehrotra_algorithm': [str, 'no'],
# Update strategy for barrier parameter ('monotone', 'adaptive')
'mu_strategy': [str, 'monotone'],
# Oracle for a new barrier parameter in the adaptive strategy
# ('probing', 'loqo', 'quality-function')
'mu_oracle': [str, 'quality-function'],
# Maximum number of search steps during direct search procedure
# determining the optimal centering parameter
'quality_function_max_section_steps': [int, 8],
# Oracle for the barrier parameter when switching to fixed mode
# ('probing', 'loqo', 'quality-function', 'average_compl')
'fixed_mu_oracle': [str, 'average_compl'],
'mu_init': [float, 0.1], # Initial value for the barrier parameter
# Factor for initialization of maximum value for barrier parameter
'mu_max_fact': [float, 1000],
'mu_max': [float, 1e+5], # Maximum value for barrier parameter
'mu_min': [float, 1e-11], # Minimum value for barrier parameter
'mu_target': [float, 0], # Desired value of complementarity
# Factor for mu in barrier stop test.
'barrier_tol_factor': [float, 10],
# Determines linear decrease rate of barrier parameter
'mu_linear_decrease_factor': [float, 0.2],
# Determines superlinear decrease rate of barrier parameter (between
# 1 and 2)
'mu_superlinear_decrease_power': [float, 1.5],
# Multiplier updates
# Method to determine the step size for constraint multiplier
# ('primal', 'bound-mult', 'min', 'max', 'full', 'min-dual-infeas',
# 'safer-min-dual-infeas', 'primal-and-full', 'dual-and-full',
# 'acceptor')
'alpha_for_y': [str, 'primal'],
# Tolerance for switching to full equality multiplier steps
'alpha_for_y_tol': [float, 10],
# Tells the algorithm to recalculate the equality and inequality
# multipliers as least square estimates
'recalc_y': [str, 'no'],
# Feasibility threshold for recomputation of multipliers
'recalc_y_feas_tol': [float, 1e-6],
# Line search options
# Maximum number of second order correction trial steps at each
# iteration
'max_soc': [int, 4],
# Number of shortened iterations that trigger the watchdog
'watchdog_shortened_iter_trigger': [int, 10],
# Maximum number of watchdog iterations
'watchdog_trial_iter_max': [int, 3],
# Always accept the first trial step
'accept_every_trial_step': [str, 'no'],
# The type of corrector steps that should be taken (unsupported!)
# ('none', 'affine', 'primal-dual')
'corrector_type': [str, 'none'],
'dependency_detector': [str, 'none'],
# Which linear solver should be used to detect linearly dependent equality constraints (experimental)
# ('ma28, 'mumps', 'none')
# Warm start options
# Warm-start for initial point
'warm_start_init_point': [str, 'no'],
# same as bound_push for the regular initializer
'warm_start_bound_push': [float, 0.001],
# same as bound_frac for the regular initializer
'warm_start_bound_frac': [float, 0.001],
# same as slack_bound_frac for the regular initializer
'warm_start_slack_bound_frac': [float, 0.001],
# same as slack_bound_push for the regular initializer
'warm_start_slack_bound_push': [float, 0.001],
# same as mult_bound_push for the regular initializer.
'warm_start_mult_bound_push': [float, 0.001],
# Maximum initial value for the equality multipliers
'warm_start_mult_init_max': [float, 1e+6],
# Restoration Phase
# Enable heuristics to quickly detect an infeasible problem
'expect_infeasible_problem': [str, 'no'],
# Threshold for disabling "expect_infeasible_problem" option
'expect_infeasible_problem_ctol': [float, 0.001],
# Multiplier threshold for activating "expect_infeasible_problem"
# option
'expect_infeasible_problem_ytol': [float, 1e+8],
# Tells algorithm to switch to restoration phase in first iteration
'start_with_resto': [str, 'no'],
# Required reduction in primal-dual error in the soft restoration
# phase
'soft_resto_pderror_reduction_factor': [float, 0.9999],
# Required reduction of infeasibility before leaving restoration
# phase
'required_infeasibility_reduction': [float, 0.9],
# Threshold for resetting bound multipliers after the restoration
# phase
'bound_mult_reset_threshold': [float, 1000],
# Threshold for resetting equality and inequality multipliers after
# restoration phase
'constr_mult_reset_threshold': [float, 0],
# Determines if the original objective function should be evaluated
# at restoration phase trial points
'evaluate_orig_obj_at_resto_trial': [str, 'yes'],
# Linear Solver
'linear_solver': [str, 'ma57'],
# Method for scaling the linear system ('none', 'mc19',
# 'slack-based')
'linear_system_scaling': [str, 'mc19'],
# Flag indicating that linear scaling is only done if it seems
# required
'linear_scaling_on_demand': [str, 'yes'],
# Maximum number of iterative refinement steps per linear system
# solve
'max_refinement_steps': [float, 10],
# Minimum number of iterative refinement steps per linear system
# solve
'min_refinement_steps': [float, 1],
# Hessian Perturbation
# Maximum value of regularization parameter for handling negative
# curvature
'max_hessian_perturbation': [float, 1e+20],
# Smallest perturbation of the Hessian block
'min_hessian_perturbation': [float, 1e-20],
# Size of first x-s perturbation tried
'first_hessian_perturbation': [float, 0.0001],
# Increase factor for x-s perturbation for very first perturbation
'perturb_inc_fact_first': [float, 100],
# Increase factor for x-s perturbation
'perturb_inc_fact': [float, 8],
# Decrease factor for x-s perturbation
'perturb_dec_fact': [float, 0.333333],
# Size of the regularization for rank-deficient constraint Jacobians
'jacobian_regularization_value': [float, 1e-8],
# Quasi-Newton
# Indicates what Hessian information is to be used ('exact',
# 'limited-memory')
'hessian_approximation': [str, 'exact'],
# Quasi-Newton update formula for the limited memory approximation
# ('bfgs', 'sr1')
'limited_memory_update_type': [str, 'bfgs'],
# Maximum size of the history for the limited quasi-Newton Hessian
# approximation
'limited_memory_max_history': [int, 6],
# Threshold for successive iterations where update is skipped
'limited_memory_max_skipping': [int, 2],
# Initialization strategy for the limited memory quasi-Newton
# approximation ('scalar1', 'scalar2', 'scalar3', 'scalar4',
# 'constant')
'limited_memory_initialization': [str, 'scalar1'],
# Value for B0 in low-rank update
'limited_memory_init_val': [float, 1],
# Upper bound on value for B0 in low-rank update
'limited_memory_init_val_max': [float, 1e+8],
# Lower bound on value for B0 in low-rank update
'limited_memory_init_val_min': [float, 1e-8],
# Determines if the quasi-Newton updates should be special during
# the restoration phase
'limited_memory_special_for_resto': [str, 'no'],
# Derivative Test options
# Enable derivative checker ('none', 'first-order', 'second-order',
# 'only-second-order')
'derivative_test': [str, 'none'],
# Size of the finite difference perturbation in derivative test
'derivative_test_perturbation': [float, 1e-8],
# Threshold for indicating wrong derivative
'derivative_test_tol': [float, 0.0001],
# Indicates whether information for all estimated derivatives should
# be printed
'derivative_test_print_all': [str, 'no'],
# Index of first quantity to be checked by derivative checker
'derivative_test_first_index': [int, -2],
# Maximal perturbation of an evaluation point
'point_perturbation_radius': [float, 10],
# MA57 Linear Solver options
# Pivot tolerance for the linear solver MA57
'ma57_pivtol': [float, 1e-8],
# Maximum pivot tolerance for the linear solver MA57
'ma57_pivtolmax': [float, 0.0001],
# Safety factor for work space memory allocation for the linear
# solver MA57
'ma57_pre_alloc': [float, 1.05],
'ma57_pivot_order': [int, 5], # Controls pivot order in MA57
# Controls MA57 automatic scaling
'ma57_automatic_scaling': [str, 'yes'],
# Controls block size used by Level 3 BLAS in MA57BD
'ma57_block_size': [int, 16],
'ma57_node_amalgamation': [int, 16], # Node amalgamation parameter
'ma57_small_pivot_flag': [int, 0],
}
informs = {
0: 'Solve Succeeded',
1: 'Solved To Acceptable Level',
2: 'Infeasible Problem Detected',
3: 'Search Direction Becomes Too Small',
4: 'Diverging Iterates',
5: 'User Requested Stop',
6: 'Feasible Point Found',
-1: 'Maximum Iterations Exceeded',
-2: 'Restoration Failed',
-3: 'Error In Step Computation',
-4: 'Maximum CpuTime Exceeded',
-10: 'Not Enough Degrees Of Freedom',
-11: 'Invalid Problem Definition',
-12: 'Invalid Option',
-13: 'Invalid Number Detected',
-100: 'Unrecoverable Exception',
-101: 'NonIpopt Exception Thrown',
-102: 'Insufficient Memory',
-199: 'Internal Error'
}
self.set_options = []
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
ALPSO Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: ALPSO Parallel Implementation (None, SPM- Static, DPM- Dynamic, POA-Parallel Analysis), *Default* = None
Documentation last updated: February. 2, 2011 - Ruben E. Perez
'''
#
if (pll_type == None):
try:
from . import alpso as alpso
except:
raise ImportError('pyALPSO: ALPSO shared library failed to import')
#end
name = 'ALPSO'
self.alpso = alpso
elif (pll_type.upper() == 'SPM'):
try:
from . import alpso_spm
from mpi4py import MPI
except:
raise ImportError('pyALPSO: ALPSO SPM shared library failed to import')
#end
name = 'ALPSO - SPM'
self.alpso = alpso_spm
elif (pll_type.upper() == 'DPM'):
#if not 'alpso_dpm' in sys.modules:
# raise ImportError('pyALPSO: ALPSO DPM shared library failed to import')
##end
try:
from . import alpso_dpm
from mpi4py import MPI
except:
raise ImportError('pyALPSO: ALPSO DPM shared library failed to import')
#end
name = 'ALPSO - DPM'
self.alpso = alpso_dpm
elif (pll_type.upper() == 'POA'):
try:
from . import alpso_poa
from mpi4py import MPI
except:
raise ImportError('pyALPSO: ALPSO POA shared library failed to import')
#end
name = 'ALPSO - POA'
self.alpso = alpso_poa
else:
raise ValueError("pll_type must be either None,'SPM', 'DPM' or 'POA'")
#end
category = 'Global Optimizer'
def_opts = {
'SwarmSize':[int,40], # Number of Particles (Depends on Problem dimensions)
'maxOuterIter':[int,200], # Maximum Number of Outer Loop Iterations (Major Iterations)
'maxInnerIter':[int,6], # Maximum Number of Inner Loop Iterations (Minor Iterations)
'minInnerIter':[int,6], # Minimum Number of Inner Loop Iterations (Dynamic Inner Iterations)
'dynInnerIter':[int,0], # Dynamic Number of Inner Iterations Flag
'stopCriteria':[int,1], # Stopping Criteria Flag (0 - maxIters, 1 - convergence)
'stopIters':[int,5], # Consecutively Number of Iterations for which the Stopping Criteria must be Satisfied
'etol':[float,1e-3], # Absolute Tolerance for Equality constraints
'itol':[float,1e-3], # Absolute Tolerance for Inequality constraints
#'ltol':[float,1e-2], # Absolute Tolerance for Lagrange Multipliers
'rtol':[float,1e-2], # Relative Tolerance for Lagrange Multipliers
'atol':[float,1e-2], # Absolute Tolerance for Lagrange Function
'dtol':[float,1e-1], # Relative Tolerance in Distance of All Particles to Terminate (GCPSO)
'printOuterIters':[int,0], # Number of Iterations Before Print Outer Loop Information
'printInnerIters':[int,0], # Number of Iterations Before Print Inner Loop Information
'rinit':[float,1.0], # Initial Penalty Factor
'xinit':[int,0], # Initial Position Flag (0 - no position, 1 - position given)
'vinit':[float,1.0], # Initial Velocity of Particles in Normalized [-1,1] Design Space
'vmax':[float,2.0], # Maximum Velocity of Particles in Normalized [-1,1] Design Space
'c1':[float,2.0], # Cognitive Parameter
'c2':[float,1.0], # Social Parameter
'w1':[float,0.99], # Initial Inertia Weight
'w2':[float,0.55], # Final Inertia Weight
'ns':[int,15], # Number of Consecutive Successes in Finding New Best Position of Best Particle Before Search Radius will be Increased (GCPSO)
'nf':[int,5], # Number of Consecutive Failures in Finding New Best Position of Best Particle Before Search Radius will be Increased (GCPSO)
'dt':[float,1.0], # Time step
'vcrazy':[float,1e-4], # Craziness Velocity (Added to Particle Velocity After Updating the Penalty Factors and Langangian Multipliers)
'fileout':[int,1], # Flag to Turn On Output to filename
'filename':[str,'ALPSO.out'], # We could probably remove fileout flag if filename or fileinstance is given
'seed':[float,0], # Random Number Seed (0 - Auto-Seed based on time clock)
'HoodSize':[int,40], # Number of Neighbours of Each Particle
'HoodModel':[str,'gbest'], # Neighbourhood Model (dl/slring - Double/Single Link Ring, wheel - Wheel, Spatial - based on spatial distance, sfrac - Spatial Fraction)
'HoodSelf':[int,1], # Selfless Neighbourhood Model (0 - Include Particle i in NH i, 1 - Don't Include Particle i)
'Scaling':[int,1], # Design Variables Scaling Flag (0 - no scaling, 1 - scaling between [-1,1])
}
informs = {}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
#
if (self.name in ('ALPSO - SPM','ALPSO - DPM','ALPSO - POA')):
self.myrank = MPI.COMM_WORLD.Get_rank()
else:
self.myrank = 0
def __init__(self, pll_type=None, *args, **kwargs):
'''
MIDACO Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
self.spm = False
elif (pll_type.upper() == 'POA'):
self.poa = True
self.spm = False
elif (pll_type.upper() == 'SPM'):
self.poa = False
self.spm = True
else:
raise ValueError("pll_type must be either None, 'POA' or 'SPM'")
#end
#
name = 'MIDACO'
category = 'Global Optimizer'
def_opts = {
# MIDACO Options
'ACC':[float,0], # Accuracy for constraint violation (0 - default)
'ISEED':[int,0], # Seed for random number generator (e.g. ISEED = 0,1,2,3,...)
'FSTOP':[int,0], # Objective Function Stopping Value (0 - disabled)
'AUTOSTOP':[int,0], # Automatic stopping criteria (0 - disable, 1 to 500 - from local to global)
'ORACLE':[float,0], # Oracle parameter for constrained problems (0 - Use internal default)
'FOCUS':[int,0], # Focus of MIDACO search process around best solution (0 - Use internal default)
'ANTS':[int,0], # Number of iterates (ants) per generation (0 - Use internal default)
'KERNEL':[int,0], # Size of the solution archive (0 - Use internal default)
'CHARACTER':[int,0], # Internal custom parameters (0 - Use internal default, 1 - IP problems, 2 - NLP problems, 3 - MINLP problems)
'MAXEVAL':[int,10000], # Maximum function evaluations
'MAXTIME':[int,86400], # Maximum time limit, in seconds
'IPRINT':[int,1], # Output Level (<0 - None, 0 - Screen, 1 - File(s))
'PRINTEVAL':[int,1000], # Print-Frequency for current best solution
'IOUT1':[int,36], # History output unit number
'IOUT2':[int,37], # Best solution output unit number
'IFILE1':[str,'MIDACO_HIST.out'], # History output file name
'IFILE2':[str,'MIDACO_BEST.out'], # Best output file name
'LKEY':[str,'MIDACO_LIMITED_VERSION___[CREATIVE_COMMONS_BY-NC-ND_LICENSE]'],
}
informs = {
1 : 'Feasible solution, MIDACO was stopped by the user submitting ISTOP=1',
2 : 'Infeasible solution, MIDACO was stopped by the user submitting ISTOP=1',
3 : 'Feasible solution, MIDACO stopped automatically using AUTOSTOP option',
4 : 'Infeasible solution, MIDACO stopped automatically using AUTOSTOP option',
5 : 'Feasible solution, MIDACO stopped automatically by FSTOP',
51 : 'WARNING: Some X(i) is greater/lower than +/- 1.0D+12 (try to avoid huge values!)',
52 : 'WARNING: Some XL(i) is greater/lower than +/- 1.0D+12 (try to avoid huge values!)',
53 : 'WARNING: Some XU(i) is greater/lower than +/- 1.0D+12 (try to avoid huge values!)',
61 : 'WARNING: Some X(i) should be discrete (e.g. 1.000) , but is continuous (e.g. 1.234)',
62 : 'WARNING: Some XL(i) should be discrete (e.g. 1.000) , but is continuous (e.g. 1.234)',
63 : 'WARNING: Some XU(i) should be discrete (e.g. 1.000) , but is continuous (e.g. 1.234)',
71 : 'WARNING: Some XL(i) = XU(I) (fixed variable)',
81 : 'WARNING: F(X) has value NaN for starting point X (sure your problem is correct?)',
82 : 'WARNING: Some G(X) has value NaN for starting point X (sure your problem is correct?)',
91 : 'WARNING: FSTOP is greater/lower than +/- 1.0D+8',
92 : 'WARNING: ORACLE is greater/lower than +/- 1.0D+8',
101 : 'ERROR: L <= 0 or L > 1.0D+6',
102 : 'ERROR: N <= 0 or N > 1.0D+6',
103 : 'ERROR: NINT < 0',
104 : 'ERROR: NINT > N',
105 : 'ERROR: M < 0 or M > 1.0D+6',
106 : 'ERROR: ME < 0',
107 : 'ERROR: ME > M',
201 : 'ERROR: some X(i) has type NaN',
202 : 'ERROR: some XL(i) has type NaN',
203 : 'ERROR: some XU(i) has type NaN',
204 : 'ERROR: some X(i) < XL(i)',
205 : 'ERROR: some X(i) > XU(i)',
206 : 'ERROR: some XL(i) > XU(i)',
301 : 'ERROR: ACC < 0 or ACC > 1.0D+6',
302 : 'ERROR: ISEED < 0 or ISEED > 1.0D+12',
303 : 'ERROR: FSTOP greater/lower than +/- 1.0D+12',
304 : 'ERROR: AUTOSTOP < 0 or AUTOSTOP > 1.0D+6',
305 : 'ERROR: ORACLE greater/lower than +/- 1.0D+12',
306 : 'ERROR: |FOCUS| < 1 or FOCUS > 1.0D+12',
307 : 'ERROR: ANTS < 0 or ANTS > 1.0D+8',
308 : 'ERROR: KERNEL < 0 or KERNEL > 100',
309 : 'ERROR: ANTS < KERNEL',
310 : 'ERROR: ANTS > 0 but KERNEL = 0',
311 : 'ERROR: KERNEL > 0 but ANTS = 0',
312 : 'ERROR: CHARACTER < 0 or CHARACTER > 1000',
313 : 'ERROR: some MIDACO parameters has type NaN',
401 : 'ERROR: ISTOP < 0 or ISTOP > 1',
501 : 'ERROR: Double precision work space size LRW is too small (see below LRW), RW must be at least of size LRW = 200*N+2*M+1000',
601 : 'ERROR: Integer work space size LIW is too small (see below LIW), IW must be at least of size LIW = 2*N+L+100',
701 : 'ERROR: Input check failed! MIDACO must be called initially with IFAIL = 0',
801 : 'ERROR: L > LMAX (user must specifiy LMAX below in the MIDACO source code)',
802 : 'ERROR: L*M+1 > LXM (user must specifiy LXM below in the MIDACO source code)',
900 : 'ERROR: Invalid or corrupted LICENSE_KEY',
999 : 'ERROR: N > 4. The free test version is limited up to 4 variables',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
NLPQL Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
elif (pll_type.upper() == 'POA'):
self.poa = True
else:
raise ValueError("pll_type must be either None or 'POA'")
#end
#
name = 'NLPQL'
category = 'Local Optimizer'
def_opts = {
# NLPQL Options
'Accurancy':[float,1e-6], # Convergence Accurancy
'ScaleBound':[float,1e30], #
'maxFun':[int,20], # Maximum Number of Function Calls During Line Search
'maxIt':[int,500], # Maximum Number of Iterations
'iPrint':[int,2], # Output Level (0 - None, 1 - Final, 2 - Major, 3 - Major/Minor, 4 - Full)
'mode':[int,0], # NLPQL Mode (0 - Normal Execution, 1 to 18 - See Manual)
'iout':[int,6], # Output Unit Number
'lmerit':[bool,True], # Merit Function Type (True - L2 Augmented Penalty, False - L1 Penalty)
'lql':[bool,False], # QP Subproblem Solver (True - Quasi-Newton, False - Cholesky)
'iFile':[str,'NLPQL.out'], # Output File Name
}
informs = {
-2 : 'Compute gradient values w.r.t. the variables stored in' \
' first column of X, and store them in DF and DG.' \
' Only derivatives for active constraints ACTIVE(J)=.TRUE. need to be computed.',
-1 : 'Compute objective fn and all constraint values subject' \
'the variables found in the first L columns of X, and store them in F and G.',
0 : 'The optimality conditions are satisfied.',
1 : ' The algorithm has been stopped after MAXIT iterations.',
2 : ' The algorithm computed an uphill search direction.',
3 : ' Underflow occurred when determining a new approximation matrix' \
'for the Hessian of the Lagrangian.',
4 : 'The line search could not be terminated successfully.',
5 : 'Length of a working array is too short.' \
' More detailed error information is obtained with IPRINT>0',
6 : 'There are false dimensions, for example M>MMAX, N>=NMAX, or MNN2<>M+N+N+2.',
7 : 'The search direction is close to zero, but the current iterate is still infeasible.',
8 : 'The starting point violates a lower or upper bound.',
9 : 'Wrong input parameter, i.e., MODE, LDL decomposition in D and C' \
' (in case of MODE=1), IPRINT, IOUT',
10 : 'Internal inconsistency of the quadratic subproblem, division by zero.',
100 : 'The solution of the quadratic programming subproblem has been' \
' terminated with an error message and IFAIL is set to IFQL+100,' \
' where IFQL denotes the index of an inconsistent constraint.',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args, **kwargs)
def __init__(self, pll_type=None, *args, **kwargs):
'''
MIDACO Optimizer Class Initialization
**Keyword arguments:**
- pll_type -> STR: Parallel Implementation (None, 'POA'-Parallel Objective Analysis), *Default* = None
Documentation last updated: Feb. 16, 2010 - Peter W. Jansen
'''
#
if (pll_type == None):
self.poa = False
self.spm = False
elif (pll_type.upper() == 'POA'):
self.poa = True
self.spm = False
elif (pll_type.upper() == 'SPM'):
self.poa = False
self.spm = True
else:
raise ValueError("pll_type must be either None, 'POA' or 'SPM'")
#end
#
name = 'MIDACO'
category = 'Global Optimizer'
def_opts = {
# MIDACO Options
'ACC': [float,
0], # Accuracy for constraint violation (0 - default)
'ISEED':
[int, 0
], # Seed for random number generator (e.g. ISEED = 0,1,2,3,...)
'FSTOP': [int,
0], # Objective Function Stopping Value (0 - disabled)
'AUTOSTOP': [
int, 0
], # Automatic stopping criteria (0 - disable, 1 to 500 - from local to global)
'ORACLE': [
float, 0
], # Oracle parameter for constrained problems (0 - Use internal default)
'FOCUS': [
int, 0
], # Focus of MIDACO search process around best solution (0 - Use internal default)
'ANTS': [
int, 0
], # Number of iterates (ants) per generation (0 - Use internal default)
'KERNEL':
[int,
0], # Size of the solution archive (0 - Use internal default)
'CHARACTER': [
int, 0
], # Internal custom parameters (0 - Use internal default, 1 - IP problems, 2 - NLP problems, 3 - MINLP problems)
'MAXEVAL': [int, 10000], # Maximum function evaluations
'MAXTIME': [int, 86400], # Maximum time limit, in seconds
'IPRINT': [int,
1], # Output Level (<0 - None, 0 - Screen, 1 - File(s))
'PRINTEVAL': [int,
1000], # Print-Frequency for current best solution
'IOUT1': [int, 36], # History output unit number
'IOUT2': [int, 37], # Best solution output unit number
'IFILE1': [str, 'MIDACO_HIST.out'], # History output file name
'IFILE2': [str, 'MIDACO_BEST.out'], # Best output file name
'LKEY': [
str,
'MIDACO_LIMITED_VERSION___[CREATIVE_COMMONS_BY-NC-ND_LICENSE]'
],
}
informs = {
1:
'Feasible solution, MIDACO was stopped by the user submitting ISTOP=1',
2:
'Infeasible solution, MIDACO was stopped by the user submitting ISTOP=1',
3:
'Feasible solution, MIDACO stopped automatically using AUTOSTOP option',
4:
'Infeasible solution, MIDACO stopped automatically using AUTOSTOP option',
5:
'Feasible solution, MIDACO stopped automatically by FSTOP',
51:
'WARNING: Some X(i) is greater/lower than +/- 1.0D+12 (try to avoid huge values!)',
52:
'WARNING: Some XL(i) is greater/lower than +/- 1.0D+12 (try to avoid huge values!)',
53:
'WARNING: Some XU(i) is greater/lower than +/- 1.0D+12 (try to avoid huge values!)',
61:
'WARNING: Some X(i) should be discrete (e.g. 1.000) , but is continuous (e.g. 1.234)',
62:
'WARNING: Some XL(i) should be discrete (e.g. 1.000) , but is continuous (e.g. 1.234)',
63:
'WARNING: Some XU(i) should be discrete (e.g. 1.000) , but is continuous (e.g. 1.234)',
71:
'WARNING: Some XL(i) = XU(I) (fixed variable)',
81:
'WARNING: F(X) has value NaN for starting point X (sure your problem is correct?)',
82:
'WARNING: Some G(X) has value NaN for starting point X (sure your problem is correct?)',
91:
'WARNING: FSTOP is greater/lower than +/- 1.0D+8',
92:
'WARNING: ORACLE is greater/lower than +/- 1.0D+8',
101:
'ERROR: L <= 0 or L > 1.0D+6',
102:
'ERROR: N <= 0 or N > 1.0D+6',
103:
'ERROR: NINT < 0',
104:
'ERROR: NINT > N',
105:
'ERROR: M < 0 or M > 1.0D+6',
106:
'ERROR: ME < 0',
107:
'ERROR: ME > M',
201:
'ERROR: some X(i) has type NaN',
202:
'ERROR: some XL(i) has type NaN',
203:
'ERROR: some XU(i) has type NaN',
204:
'ERROR: some X(i) < XL(i)',
205:
'ERROR: some X(i) > XU(i)',
206:
'ERROR: some XL(i) > XU(i)',
301:
'ERROR: ACC < 0 or ACC > 1.0D+6',
302:
'ERROR: ISEED < 0 or ISEED > 1.0D+12',
303:
'ERROR: FSTOP greater/lower than +/- 1.0D+12',
304:
'ERROR: AUTOSTOP < 0 or AUTOSTOP > 1.0D+6',
305:
'ERROR: ORACLE greater/lower than +/- 1.0D+12',
306:
'ERROR: |FOCUS| < 1 or FOCUS > 1.0D+12',
307:
'ERROR: ANTS < 0 or ANTS > 1.0D+8',
308:
'ERROR: KERNEL < 0 or KERNEL > 100',
309:
'ERROR: ANTS < KERNEL',
310:
'ERROR: ANTS > 0 but KERNEL = 0',
311:
'ERROR: KERNEL > 0 but ANTS = 0',
312:
'ERROR: CHARACTER < 0 or CHARACTER > 1000',
313:
'ERROR: some MIDACO parameters has type NaN',
401:
'ERROR: ISTOP < 0 or ISTOP > 1',
501:
'ERROR: Double precision work space size LRW is too small (see below LRW), RW must be at least of size LRW = 200*N+2*M+1000',
601:
'ERROR: Integer work space size LIW is too small (see below LIW), IW must be at least of size LIW = 2*N+L+100',
701:
'ERROR: Input check failed! MIDACO must be called initially with IFAIL = 0',
801:
'ERROR: L > LMAX (user must specifiy LMAX below in the MIDACO source code)',
802:
'ERROR: L*M+1 > LXM (user must specifiy LXM below in the MIDACO source code)',
900:
'ERROR: Invalid or corrupted LICENSE_KEY',
999:
'ERROR: N > 4. The free test version is limited up to 4 variables',
}
Optimizer.__init__(self, name, category, def_opts, informs, *args,
**kwargs)
