def solveOpt(int_domain, J, a, model, u0, sign):
    '''
    INPUT:
        int_domain = 
        J = 
        a = 
        model = 
        u0 =
        sign = 
    OUTPUT:
        opt_prob = 
    '''
    def objfun(u, **kwargs):
        '''objfun defines optimization problem using the pyOpt sintax'''
        # 1) extract paraeters
        int_domain = kwargs['int_domain']
        J = kwargs['J']
        x = kwargs['a']
        model = kwargs['model']
        sign = kwargs['sign']
        # 2) define objective function and constraints
        funz = np.trapz(x=int_domain, y=J * model.pf(int_domain, u, x))
        g = []
        fail = 0
        return sign * funz, g, fail

    opt_prob = Optimization('ODAA problem', objfun)
    opt_prob.addObj('funz')
    solver = SLSQP()  # choose the solver
    solver.setOption('IPRINT', -1)
    opt_prob.addVar('u', 'c', lower=-1, upper=1, value=u0)
    #print opt_prob # print optimization problem
    solver(opt_prob, int_domain=int_domain, J=J, a=a, model=model, sign=sign)
    #print opt_prob.solution(0) # print solution
    return opt_prob
Пример #2
0
def solveOpt(int_domain,J,x,model,u0):
    def objfun(u,**kwargs):
        # 1) extract paraeters
        int_domain = kwargs['int_domain'] 
        J = kwargs['J'] 
        x = kwargs['x'] 
        model = kwargs['model'] 
        # 2) define objective function
        f = np.trapz(int_domain,J * model.pf(int_domain,u,x))
        g = [0]*2
        # 3) budget constraint 
        g[1] = u.sum() - 1
        # 4) VaR constarint
        W = model.W
        sigmaMax = model.VaR / norm.ppf(1-model.alpha)
        g[0] = -sigmaMax + np.sqrt(W.dot(u).dot(u))
        fail = 0
        return f,g,fail
    opt_prob = Optimization('test problem',objfun)
    opt_prob.addObj('f')
    opt_prob.addCon('budget const','e')    
    opt_prob.addCon('VaR const','i')
    opt_prob.addVarGroup('u',model.M,'c',lower=np.zeros(model.M),
                         upper=np.ones(model.M),value=u0)
    print opt_prob
    slsqp = SLSQP()
    slsqp.setOption('IPRINT',-1)
    slsqp(opt_prob,sens_type='FD',int_domain=int_domain,J=J,x=x,model=model)
    print opt_prob.solution(0)
    

      
    
    
Пример #3
0
def solveOpt(int_domain, J, a, model, u0, sign):
    '''
    INPUT:
        int_domain = 
        J = 
        a = 
        model = 
        u0 =
        sign = 
    OUTPUT:
        opt_prob = 
    '''
    def objfun(u, **kwargs):
        '''objfun defines the objective function and the constraints (equality
        and inequality) of the optiization problem'''
        # 1) extract paraeters
        int_domain = kwargs['int_domain']
        J = kwargs['J']
        x = kwargs['a']
        model = kwargs['model']
        sign = kwargs['sign']
        # 2) define objective function
        funz = np.trapz(x=int_domain, y=J * model.pf(int_domain, u, x))
        g = [0] * 2
        # 3) budget constraint
        g[0] = u.sum() - 1
        # 4) VaR constarint
        W = model.W
        sigmaMax = model.VaR / norm.ppf(1 - model.alpha)
        g[1] = -sigmaMax + np.sqrt(W.dot(u).dot(u))
        fail = 0
        return sign * funz, g, fail

    opt_prob = Optimization('ODAA problem', objfun)
    opt_prob.addObj('funz')
    opt_prob.addCon('budget const', 'e')
    opt_prob.addCon('VaR const', 'i')
    slsqp = SLSQP()  # instantiate Optimizer
    slsqp.setOption('IPRINT', -1)
    opt_prob.addVarGroup('u',
                         model.M,
                         'c',
                         lower=np.zeros(model.M),
                         upper=np.ones(model.M),
                         value=u0)
    #print opt_prob # print optimization problem
    slsqp(opt_prob,
          sens_type='FD',
          int_domain=int_domain,
          J=J,
          a=a,
          model=model,
          sign=sign)
    #print opt_prob.solution(0) # print solution
    return opt_prob
def traj_optim_static(paths, tree):
    path, envs, modes, mnps = paths
    guard_index = [0]
    n = len(modes)
    v_init = np.zeros((n, 3))
    for i in range(1, n):
        if not np.all(modes[i] == modes[i - 1]):
            guard_index.append(i)
        elif len(envs[i]) != 0:
            if not envs[i][0].is_same(envs[i - 1][0]):
                guard_index.append(i)
        elif not (mnps[i][0].is_same(mnps[i - 1][0])
                  and mnps[i][1].is_same(mnps[i - 1][1])):
            # manipulator change
            guard_index.append(i)
        g_v = np.identity(3)
        g_v[0:2, 0:2] = config2trans(path[i - 1])[0:2, 0:2]
        v_init[i - 1] = np.dot(g_v.T,
                               np.array(path[i]) - np.array(path[i - 1]))
    #guard_index.append(len(modes)-1)
    guard_index = np.unique(guard_index)

    Gs = dict()
    hs = dict()
    As = dict()
    bs = dict()
    for i in range(len(path)):
        G, h, A, b = contact_mode_constraints(path[i], mnps[i], envs[i],
                                              modes[i], tree.world,
                                              tree.mnp_mu, tree.env_mu,
                                              tree.mnp_fn_max)
        gid = np.any(G[:, 0:3], axis=1)
        aid = np.any(A[:, 0:3], axis=1)
        Gs[i] = G[gid, 0:3]
        hs[i] = h[gid].flatten()
        As[i] = A[aid, 0:3]
        bs[i] = b[aid].flatten()

    modeconstraints = (Gs, hs, As, bs)
    q_goal = np.array(tree.x_goal)

    opt_prob = Optimization('Trajectory Optimization', obj_fun)
    x_init = np.hstack((np.array(path).flatten(), v_init.flatten()))
    cs = constraints(x_init, path, Gs, hs, As, bs, guard_index)

    opt_prob.addVarGroup('x', n * 6, 'c', value=x_init, lower=-10, upper=10)
    opt_prob.addObj('f')
    opt_prob.addConGroup('g', len(cs), 'i', lower=0.0, upper=10000.0)
    print(opt_prob)
    slsqp = SLSQP()
    #slsqp.setOption('IPRINT', -1)
    slsqp(opt_prob,
          sens_type='FD',
          goal=q_goal,
          path=path,
          modecons=modeconstraints,
          guard_index=guard_index)
    print(opt_prob.solution(0))
    qs = [opt_prob.solution(0)._variables[i].value for i in range(n * 3)]
    return qs
Пример #5
0
def optimize(k, w1, w2):
    
    # Physical problem
    rho = 0.2836  # lb/in^3
    L   = 5.0     # in
    P   = 25000.0 # lb
    E   = 30.0e6  # psi
    ys  = 36260.0 # psi
    fs  = 1.5
    dtruss = TwoBarTruss(rho, L, P, E, ys, fs)
    struss = StochasticTwoBarTruss(dtruss)

    # Optimization Problem
    optproblem = TwoBarTrussOpt(MPI.COMM_WORLD, struss, k, w1, w2)
    opt_prob = Optimization(args.logfile, optproblem.evalObjCon)
    
    # Add functions
    opt_prob.addObj('weight')
    opt_prob.addCon('buckling-bar1', type='i')
    opt_prob.addCon('failure-bar1' , type='i')
    opt_prob.addCon('failure-bar2' , type='i')
    
    # Add variables
    opt_prob.addVar('area-1', type='c', value= 1.5, lower= 1.5, upper= 1.5)
    opt_prob.addVar('area-2', type='c', value= 1.5, lower= 1.5, upper= 1.5)
    opt_prob.addVar('height', type='c', value= 4.0, lower= 4.0, upper= 10.0)
    
    # Optimization algorithm
    if args.algorithm == 'ALGENCAN':
        opt = ALGENCAN()
        opt.setOption('iprint',2)
        opt.setOption('epsfeas',1e-6)
        opt.setOption('epsopt',1e-6)
    else:
        opt = SLSQP(pll_type='POA')
        opt.setOption('MAXIT',999)
    
    opt(opt_prob,
        sens_type=optproblem.evalObjConGradient,
        disp_opts=True,
        store_hst=True,
        hot_start=False)
    
    if optproblem.comm.Get_rank() ==0:   
        print opt_prob.solution(0)
        opt_prob.write2file(disp_sols=True)
        x = optproblem.x_hist[-1]
        f = optproblem.fvals[0]
        print 'x', x
        print 'f', f

    return x, f
    def optimize(self, options=[]):
        # Set SLSQP as the optimizer
        self.opt = SLSQP()

        # Set optimization options
        if (len(options) > 0):
            for ii in range(len(options)):
                self.opt.setOption(options.keys()[ii], options.values()[ii])

        # Print the Optimizer Options
        print("----------------------------------------")
        print("----------------------------------------")
        print("SLSQP Optimizer options:")
        print(self.opt.options)

        # Get optimized controller
        self.opt(self.opt_prob, sens_step=1e-6)
        print(self.opt_prob.solution(0))
        a = self.opt_prob.solution(0)
        for ii in range(self.building.policy.shape[1]):
            self.building.policy[0, ii] = a.getVar(ii).value

        return self.building.policy
Пример #7
0
                                                          (x[1] - b[i])**2)))
    #end

    g = [0.0] * 1
    g[0] = 20.04895 - (x[0] + 2.0)**2 - (x[1] + 1.0)**2

    fail = 0

    return f, g, fail


# =============================================================================
#
# =============================================================================
opt_prob = Optimization('Langermann Function 11', objfunc)
opt_prob.addVar('x1', 'c', lower=-2.0, upper=10.0, value=8.0)
opt_prob.addVar('x2', 'c', lower=-2.0, upper=10.0, value=8.0)
opt_prob.addObj('f')
opt_prob.addCon('g', 'i')
print(opt_prob)

# Global Optimization
nsga2 = NSGA2()
nsga2(opt_prob)
print(opt_prob.solution(0))

# Local Optimization Refinement
slsqp = SLSQP()
slsqp(opt_prob.solution(0))
print(opt_prob.solution(0).solution(0))
Пример #8
0
    # Add functions
    opt_prob.addObj('weight')
    opt_prob.addCon('buckling-bar1', type='i')
    opt_prob.addCon('failure-bar1', type='i')
    opt_prob.addCon('failure-bar2', type='i')

    # Add variables
    opt_prob.addVar('area-1', type='c', value=1.0, lower=1.0e-3, upper=2.0)
    opt_prob.addVar('area-2', type='c', value=1.0, lower=1.0e-3, upper=2.0)
    opt_prob.addVar('height', type='c', value=4.0, lower=4.0, upper=10.0)

    # Optimization algorithm
    if args.algorithm == 'ALGENCAN':
        opt = ALGENCAN()
        opt.setOption('iprint', 2)
        opt.setOption('epsfeas', 1e-6)
        opt.setOption('epsopt', 1e-6)
    else:
        opt = SLSQP(pll_type='POA')
        opt.setOption('MAXIT', 999)

    opt(opt_prob,
        sens_type=optproblem.evalObjConGradient,
        disp_opts=True,
        store_hst=True,
        hot_start=False)

    if optproblem.comm.Get_rank() == 0:
        print opt_prob.solution(0)
        opt_prob.write2file(disp_sols=True)
Пример #9
0
    f = a1 * (x[1] - x[0]**2.)**2. + (a2 - x[0])**2.
    g = [0.0] * 2
    g[0] = x[0]**2. + x[1]**2.0 - a3

    fail = 0
    return f, g, fail


# =============================================================================
#
# =============================================================================

# Instantiate Optimization Problem
opt_prob = Optimization('Rosenbrock Constrained Problem', objfunc)
opt_prob.addVar('x1', 'c', lower=0.0, upper=1.0, value=0.5)
opt_prob.addVar('x2', 'c', lower=0.0, upper=1.0, value=0.5)
opt_prob.addObj('f')
opt_prob.addCon('g1', 'i')
print opt_prob

# Arguments to pass into objfunc
a1 = 100.0
a2 = 1.0
a3 = 1.0

# Instantiate Optimizer (SLSQP) & Solve Problem
slsqp = SLSQP()
slsqp.setOption('IPRINT', -1)
slsqp(opt_prob, sens_type='FD', a12=[a1, a2], a3=a3)
print opt_prob.solution(0)
Пример #10
0
	g[1] = 2 - x[1]
	
	fail = 0
	
	return f,g,fail
	

# =============================================================================
# 
# =============================================================================

# Instanciate Optimization Problem 
opt_prob = Optimization('TOY Constraint Problem',objfunc)
opt_prob.addVar('x1','c',value=1.0,lower=0.0,upper=10.0)
opt_prob.addVar('x2','c',value=1.0,lower=0.0,upper=10.0)
opt_prob.addObj('f')
opt_prob.addCon('g1','i')
opt_prob.addCon('g2','i')
print opt_prob

# Instanciate Optimizer (ALPSO) & Solve Problem Storing History
slsqp = SLSQP()
slsqp.setOption('IFILE','slsqp1.out')
slsqp(opt_prob,store_hst=True)
print opt_prob.solution(0)

# Solve Problem Using Stored History (Warm Start)
slsqp.setOption('IFILE','slsqp2.out')
slsqp(opt_prob, store_hst=True, hot_start='slsqp1')
print opt_prob.solution(1)
Пример #11
0
	g[1] = 2 - x[1]
	
	fail = 0
	
	return f,g,fail
	

# =============================================================================
# 
# =============================================================================

# Instanciate Optimization Problem 
opt_prob = Optimization('TOY Constrained Problem',objfunc)
opt_prob.addVar('x1','c',value=1.0,lower=0.0,upper=10.0)
opt_prob.addVar('x2','c',value=1.0,lower=0.0,upper=10.0)
opt_prob.addObj('f')
opt_prob.addCon('g1','i')
opt_prob.addCon('g2','i')
print(opt_prob)

# Instanciate Optimizer (SLSQP) & Solve Problem Storing History
slsqp = SLSQP()
slsqp.setOption('IFILE','slsqp1.out')
slsqp(opt_prob,store_hst=True)
print(opt_prob.solution(0))

# Solve Problem Using Stored History (Warm Start)
slsqp.setOption('IFILE','slsqp2.out')
slsqp(opt_prob, store_hst=True, hot_start='slsqp1')
print(opt_prob.solution(1))
def main():
    ###########################################
    # Define some values
    ###########################################
    n_blades = 2
    n_elements = 10
    radius = unit_conversion.in2m(9.6) / 2
    root_cutout = 0.1 * radius
    dy = float(radius - root_cutout) / n_elements
    dr = float(1) / n_elements
    y = root_cutout + dy * np.arange(1, n_elements + 1)
    r = y / radius
    pitch = 0.0
    airfoils = (('SDA1075_494p', 0.0, 1.0), )
    allowable_Re = [
        1000000., 500000., 250000., 100000., 90000., 80000., 70000., 60000.,
        50000., 40000., 30000., 20000., 10000.
    ]
    vehicle_weight = 12.455
    max_chord = 0.3
    max_chord_tip = 5.
    alt = 0
    tip_loss = True
    mach_corr = False

    # Forward flight parameters
    v_inf = 4.  # m/s
    alpha0 = 0.0454  # Starting guess for trimmed alpha in radians
    n_azi_elements = 5

    # Mission times
    time_in_hover = 300.  # Time in seconds
    time_in_ff = 500.
    mission_time = [time_in_hover, time_in_ff]

    Cl_tables = {}
    Cd_tables = {}
    Clmax = {}
    # Get lookup tables
    if any(airfoil[0] != 'simple' for airfoil in airfoils):
        for airfoil in airfoils:
            Cl_table, Cd_table, Clmax = aero_coeffs.create_Cl_Cd_table(
                airfoil[0])

            Cl_tables[airfoil[0]] = Cl_table
            Cd_tables[airfoil[0]] = Cd_table
            Clmax[airfoil[0]] = Clmax

    # Create list of Cl functions. One for each Reynolds number. Cl_tables (and Cd_tables) will be empty for the
    # 'simple' case, therefore this will be skipped for the simple case. For the full table lookup case this will be
    # skipped because allowable_Re will be empty.
    Cl_funs = {}
    Cd_funs = {}
    lift_curve_info_dict = {}
    if Cl_tables and allowable_Re:
        Cl_funs = dict(
            zip(allowable_Re, [
                aero_coeffs.get_Cl_fun(Re, Cl_tables[airfoils[0][0]],
                                       Clmax[airfoils[0][0]][Re])
                for Re in allowable_Re
            ]))
        Cd_funs = dict(
            zip(allowable_Re, [
                aero_coeffs.get_Cd_fun(Re, Cd_tables[airfoils[0][0]])
                for Re in allowable_Re
            ]))
        lift_curve_info_dict = aero_coeffs.create_liftCurveInfoDict(
            allowable_Re, Cl_tables[airfoils[0][0]])

    ###########################################
    # Set design variable bounds
    ###########################################
    # Hover opt 500 gen, 1000 pop, 12.455 N weight, 9.6 in prop
    chord = np.array([
        0.11923604, 0.2168746, 0.31540216, 0.39822882, 0.42919, 0.35039799,
        0.3457828, 0.28567224, 0.23418368, 0.13502483
    ])
    twist = np.array([
        0.45316866, 0.38457724, 0.38225075, 0.34671967, 0.33151445, 0.28719111,
        0.25679667, 0.25099005, 0.19400679, 0.10926302
    ])
    omega = 3811.03596674 * 2 * np.pi / 60
    original = (omega, chord, twist)

    dtwist = np.array(
        [twist[i + 1] - twist[i] for i in xrange(len(twist) - 1)])
    dchord = np.array(
        [chord[i + 1] - chord[i] for i in xrange(len(chord) - 1)])
    twist0 = twist[0]
    chord0 = chord[0]

    omega_start = omega

    dtwist_start = dtwist
    dchord_start = dchord
    twist0_start = twist0
    chord0_start = chord0

    omega_lower = 2000 * 2 * np.pi / 60
    omega_upper = 8000.0 * 2 * np.pi / 60

    twist0_lower = 0. * 2 * np.pi / 360
    twist0_upper = 60. * 2 * np.pi / 360

    chord0_upper = 0.1198
    chord0_lower = 0.05

    dtwist_lower = -10.0 * 2 * np.pi / 360
    dtwist_upper = 10.0 * 2 * np.pi / 360
    dchord_lower = -0.1
    dchord_upper = 0.1

    opt_prob = Optimization('Mission Simulator', objfun)
    opt_prob.addVar('omega_h',
                    'c',
                    value=omega_start,
                    lower=omega_lower,
                    upper=omega_upper)
    opt_prob.addVar('twist0',
                    'c',
                    value=twist0_start,
                    lower=twist0_lower,
                    upper=twist0_upper)
    opt_prob.addVar('chord0',
                    'c',
                    value=chord0_start,
                    lower=chord0_lower,
                    upper=chord0_upper)
    opt_prob.addVarGroup('dtwist',
                         n_elements - 1,
                         'c',
                         value=dtwist_start,
                         lower=dtwist_lower,
                         upper=dtwist_upper)
    opt_prob.addVarGroup('dchord',
                         n_elements - 1,
                         'c',
                         value=dchord_start,
                         lower=dchord_lower,
                         upper=dchord_upper)
    opt_prob.addObj('f')
    opt_prob.addCon('thrust', 'i')
    opt_prob.addCon('c_tip', 'i')
    opt_prob.addConGroup('c_lower', n_elements, 'i')
    opt_prob.addConGroup('c_upper', n_elements, 'i')
    print opt_prob

    slsqp = SLSQP()
    slsqp.setOption('IPRINT', 1)
    slsqp.setOption('MAXIT', 1000)
    slsqp.setOption('ACC', 1e-8)
    fstr, xstr, inform = slsqp(opt_prob,
                               sens_type='FD',
                               n_blades=n_blades,
                               radius=radius,
                               dy=dy,
                               dr=dr,
                               y=y,
                               r=r,
                               pitch=pitch,
                               airfoils=airfoils,
                               vehicle_weight=vehicle_weight,
                               max_chord=max_chord,
                               tip_loss=tip_loss,
                               mach_corr=mach_corr,
                               Cl_funs=Cl_funs,
                               Cd_funs=Cd_funs,
                               Cl_tables=Cl_tables,
                               Cd_tables=Cd_tables,
                               allowable_Re=allowable_Re,
                               alt=alt,
                               v_inf=v_inf,
                               alpha0=alpha0,
                               mission_time=mission_time,
                               n_azi_elements=n_azi_elements,
                               lift_curve_info_dict=lift_curve_info_dict,
                               max_chord_tip=max_chord_tip)
    print opt_prob.solution(0)

    # pop_size = 300
    # max_gen = 500
    # opt_method = 'nograd'
    # nsga2 = NSGA2()
    # nsga2.setOption('PrintOut', 2)
    # nsga2.setOption('PopSize', pop_size)
    # nsga2.setOption('maxGen', max_gen)
    # nsga2.setOption('pCross_real', 0.85)
    # nsga2.setOption('xinit', 1)
    # fstr, xstr, inform = nsga2(opt_prob, n_blades=n_blades, radius=radius, dy=dy, dr=dr, y=y, r=r, pitch=pitch,
    #                            airfoils=airfoils, vehicle_weight=vehicle_weight, max_chord=max_chord, tip_loss=tip_loss,
    #                            mach_corr=mach_corr, Cl_funs=Cl_funs, Cd_funs=Cd_funs, Cl_tables=Cl_tables,
    #                            Cd_tables=Cd_tables, allowable_Re=allowable_Re, opt_method=opt_method, alt=alt,
    #                            v_inf=v_inf, alpha0=alpha0, mission_time=mission_time, n_azi_elements=n_azi_elements,
    #                            pop_size=pop_size, max_gen=max_gen, lift_curve_info_dict=lift_curve_info_dict,
    #                            max_chord_tip=max_chord_tip)
    # print opt_prob.solution(0)

    # opt_method = 'nograd'
    # xstart_alpso = np.concatenate((np.array([omega_start, twist0_start, chord0_start]), dtwist_start, dchord_start))
    # alpso = ALPSO()
    # alpso.setOption('xinit', 0)
    # alpso.setOption('SwarmSize', 200)
    # alpso.setOption('maxOuterIter', 100)
    # alpso.setOption('stopCriteria', 0)
    # fstr, xstr, inform = alpso(opt_prob, xstart=xstart_alpso,  n_blades=n_blades, n_elements=n_elements,
    #                            root_cutout=root_cutout, radius=radius, dy=dy, dr=dr, y=y, r=r, pitch=pitch,
    #                            airfoils=airfoils, thrust=thrust, max_chord=max_chord, tip_loss=tip_loss,
    #                            mach_corr=mach_corr, Cl_funs=Cl_funs, Cd_funs=Cd_funs, Cl_tables=Cl_tables,
    #                            Cd_tables=Cd_tables, allowable_Re=allowable_Re, opt_method=opt_method)
    # print opt_prob.solution(0)

    def get_performance(o, c, t):
        chord_meters = c * radius
        prop = propeller.Propeller(t,
                                   chord_meters,
                                   radius,
                                   n_blades,
                                   r,
                                   y,
                                   dr,
                                   dy,
                                   airfoils=airfoils,
                                   Cl_tables=Cl_tables,
                                   Cd_tables=Cd_tables)
        quad = quadrotor.Quadrotor(prop, vehicle_weight)

        ff_kwargs = {
            'propeller': prop,
            'pitch': pitch,
            'n_azi_elements': n_azi_elements,
            'allowable_Re': allowable_Re,
            'Cl_funs': Cl_funs,
            'Cd_funs': Cd_funs,
            'tip_loss': tip_loss,
            'mach_corr': mach_corr,
            'alt': alt,
            'lift_curve_info_dict': lift_curve_info_dict
        }
        trim0 = np.array([alpha0, o])
        alpha_trim, omega_trim, converged = trim.trim(quad, v_inf, trim0,
                                                      ff_kwargs)
        T_ff, H_ff, P_ff = bemt.bemt_forward_flight(
            quad,
            pitch,
            omega_trim,
            alpha_trim,
            v_inf,
            n_azi_elements,
            alt=alt,
            tip_loss=tip_loss,
            mach_corr=mach_corr,
            allowable_Re=allowable_Re,
            Cl_funs=Cl_funs,
            Cd_funs=Cd_funs,
            lift_curve_info_dict=lift_curve_info_dict)

        dT_h, P_h = bemt.bemt_axial(prop,
                                    pitch,
                                    o,
                                    allowable_Re=allowable_Re,
                                    Cl_funs=Cl_funs,
                                    Cd_funs=Cd_funs,
                                    tip_loss=tip_loss,
                                    mach_corr=mach_corr,
                                    alt=alt)
        return sum(dT_h), P_h, T_ff, P_ff, alpha_trim, omega_trim

    omega = xstr[0]
    twist0 = xstr[1]
    chord0 = xstr[2]
    dtwist = xstr[3:3 + len(r) - 1]
    dchord = xstr[3 + len(r) - 1:]

    twist = calc_twist_dist(twist0, dtwist)
    chord = calc_chord_dist(chord0, dchord)

    print "chord = " + repr(chord)
    print "twist = " + repr(twist)

    # twist_base = calc_twist_dist(twist0_base, dtwist_base)
    # chord_base = calc_chord_dist(chord0_base, dchord_base)

    perf_opt = get_performance(omega, chord, twist)
    perf_orig = get_performance(original[0], original[1], original[2])

    print "omega_orig = " + str(original[0])
    print "Hover Thrust of original = " + str(perf_orig[0])
    print "Hover Power of original = " + str(perf_orig[1])
    print "FF Thrust of original = " + str(perf_orig[2])
    print "FF Power of original = " + str(perf_orig[3])
    print "Trim original (alpha, omega) = (%f, %f)" % (perf_orig[4],
                                                       perf_orig[5])

    print "omega = " + str(omega * 60 / 2 / np.pi)
    print "Hover Thrust of optimized = " + str(perf_opt[0])
    print "Hover Power of optimized = " + str(perf_opt[1])
    print "FF Thrust of optimized = " + str(perf_opt[2])
    print "FF Power of optimized = " + str(perf_opt[3])
    print "Trim optimized (alpha, omega) = (%f, %f)" % (perf_opt[4],
                                                        perf_opt[5])
    # print "Omega base = " + str(omega_start*60/2/np.pi)
    # print "Thrust of base = " + str(sum(perf_base[0]))
    # print "Power of base = " + str(sum(perf_base[1]))
    #
    plt.figure(1)
    plt.plot(r, original[1], '-b')
    plt.plot(r, chord, '-r')
    plt.xlabel('radial location')
    plt.ylabel('c/R')
    plt.legend(['start', 'opt'])

    plt.figure(2)
    plt.plot(r, original[2] * 180 / np.pi, '-b')
    plt.plot(r, twist * 180 / np.pi, '-r')
    plt.xlabel('radial location')
    plt.ylabel('twist')
    plt.legend(['start', 'opt'])

    plt.show()
Пример #13
0
    fail = 0
    return f,g, fail
    

# =============================================================================
# 
# =============================================================================

# Instantiate Optimization Problem 
opt_prob = Optimization('TP37 Constraint Problem',objfunc)
opt_prob.addVar('x1','c',lower=0.0,upper=42.0,value=10.0)
opt_prob.addVar('x2','c',lower=0.0,upper=42.0,value=10.0)
opt_prob.addVar('x3','c',lower=0.0,upper=42.0,value=10.0)
opt_prob.addObj('f')
opt_prob.addCon('g1','i')
opt_prob.addCon('g2','i')

# Instantiate Optimizer (SLSQP) 
slsqp = SLSQP()
slsqp.setOption('IPRINT',-1)

# Solve Problem (Without Parallel Gradient)
slsqp(opt_prob,sens_type='CS')
if myrank == 0:
    print opt_prob.solution(0)
#end

# Solve Problem (With Parallel Gradient)
slsqp(opt_prob,sens_type='CS',sens_mode='pgc')
print opt_prob.solution(1)
    def optimizeTrajectory(self, plot_func=None):
        # use non-linear optimization to find parameters for minimal
        # condition number trajectory

        self.plot_func = plot_func

        if self.config['showOptimizationGraph']:
            self.initGraph()

        ## describe optimization problem with pyOpt classes

        from pyOpt import Optimization
        from pyOpt import ALPSO, SLSQP

        # Instanciate Optimization Problem
        opt_prob = Optimization('Trajectory optimization', self.objective_func)
        opt_prob.addObj('f')

        # add variables, define bounds
        # w_f - pulsation
        opt_prob.addVar('wf', 'c', value=self.wf_init, lower=self.wf_min, upper=self.wf_max)

        # q - offsets
        for i in range(self.dofs):
            opt_prob.addVar('q_%d'%i,'c', value=self.qinit[i], lower=self.qmin[i], upper=self.qmax[i])
        # a, b - sin/cos params
        for i in range(self.dofs):
            for j in range(self.nf[0]):
                opt_prob.addVar('a{}_{}'.format(i,j), 'c', value=self.ainit[i][j], lower=self.amin, upper=self.amax)
        for i in range(self.dofs):
            for j in range(self.nf[0]):
                opt_prob.addVar('b{}_{}'.format(i,j), 'c', value=self.binit[i][j], lower=self.bmin, upper=self.bmax)

        # add constraint vars (constraint functions are in obfunc)
        if self.config['minVelocityConstraint']:
            opt_prob.addConGroup('g', self.dofs*5, 'i')
        else:
            opt_prob.addConGroup('g', self.dofs*4, 'i')
        #print opt_prob

        initial = [v.value for v in list(opt_prob._variables.values())]

        if self.config['useGlobalOptimization']:
            ### optimize using pyOpt (global)
            opt = ALPSO()  #augmented lagrange particle swarm optimization
            opt.setOption('stopCriteria', 0)
            opt.setOption('maxInnerIter', 3)
            opt.setOption('maxOuterIter', self.config['globalOptIterations'])
            opt.setOption('printInnerIters', 1)
            opt.setOption('printOuterIters', 1)
            opt.setOption('SwarmSize', 30)
            opt.setOption('xinit', 1)
            #TODO: how to properly limit max number of function calls?
            # no. func calls = (SwarmSize * inner) * outer + SwarmSize
            self.iter_max = opt.getOption('SwarmSize') * opt.getOption('maxInnerIter') * opt.getOption('maxOuterIter') + opt.getOption('SwarmSize')

            # run fist (global) optimization
            try:
                #reuse history
                opt(opt_prob, store_hst=False, hot_start=True, xstart=initial)
            except NameError:
                opt(opt_prob, store_hst=False, xstart=initial)
            print(opt_prob.solution(0))

        ### pyOpt local

        # after using global optimization, get more exact solution with
        # gradient based method init optimizer (only local)
        opt2 = SLSQP()   #sequential least squares
        opt2.setOption('MAXIT', self.config['localOptIterations'])
        if self.config['verbose']:
            opt2.setOption('IPRINT', 0)
        # TODO: amount of function calls depends on amount of variables and iterations to approximate gradient
        # iterations are probably steps along the gradient. How to get proper no. of func calls?
        self.iter_max = "(unknown)"

        if self.config['useGlobalOptimization']:
            if self.last_best_sol is not None:
                #use best constrained solution
                for i in range(len(opt_prob._variables)):
                    opt_prob._variables[i].value = self.last_best_sol[i]
            else:
                #reuse previous solution
                for i in range(len(opt_prob._variables)):
                    opt_prob._variables[i].value = opt_prob.solution(0).getVar(i).value

            opt2(opt_prob, store_hst=False, sens_step=0.1)
        else:
            try:
                #reuse history
                opt2(opt_prob, store_hst=True, hot_start=True, sens_step=0.1)
            except NameError:
                opt2(opt_prob, store_hst=True, sens_step=0.1)

        local_sol = opt_prob.solution(0)
        if not self.config['useGlobalOptimization']:
            print(local_sol)
        local_sol_vec = np.array([local_sol.getVar(x).value for x in range(0,len(local_sol._variables))])

        if self.last_best_sol is not None:
            local_sol_vec = self.last_best_sol
            print("using last best constrained solution instead of given solver solution.")

        sol_wf, sol_q, sol_a, sol_b = self.vecToParams(local_sol_vec)

        print("testing final solution")
        self.iter_cnt = 0
        self.objective_func(local_sol_vec)
        print("\n")

        self.trajectory.initWithParams(sol_a, sol_b, sol_q, self.nf, sol_wf)

        if self.config['showOptimizationGraph']:
            plt.ioff()

        return self.trajectory
Пример #15
0
design_problem = PyOptOptimization(dp.comm,
                                   dp.eval_objcon,
                                   dp.eval_objcon_grad,
                                   number_of_steps=3)

opt_prob = Optimization('crm_togw', design_problem.eval_obj_con)

opt_prob.addObj('TOGW')
opt_prob.addCon('cruise_lift', type='e')
opt_prob.addCon('maneuver_lift', type='e')
opt_prob.addCon('area', type='e')
opt_prob.addCon('ksfailure', type='i')

for i in range(187 - 3):
    opt_prob.addCon('Smoothness %i a' % i, type='i')
    opt_prob.addCon('Smoothness %i b' % i, type='i')

variables = dp.model.get_variables()

for i, var in enumerate(variables):
    print('i', i)
    opt_prob.addVar(var.name,
                    type='c',
                    value=var.value / dp.var_scale[i],
                    lower=var.lower / dp.var_scale[i],
                    upper=var.upper / dp.var_scale[i])

opt = SLSQP(pll_type='POA')
opt.setOption('MAXIT', 999)
opt(opt_prob, sens_type=design_problem.eval_obj_con_grad, disp_opts=True)
    def optimize(self, options):
        # Set max number of optimization iterations
        maxIter = 1
        if (len(options) > 0):
            maxIter = options["MAXIT"]

        # Log costs and constraints for all internal iterations
        self.costs = np.zeros((maxIter + 1, 1))
        self.constraints = np.zeros((maxIter + 1, self.ncons))
        self.policies = np.zeros((maxIter + 1, self.nvars))

        # GP_SS process
        initPolicy = self.building.policy.copy()
        for ii in range(maxIter):
            # Train GP state-space models
            kernel = GPy.kern.Matern52(self.X.shape[1], ARD=False)
            for jj in range(0, len(self.states)):
                if (self.X.shape[0] > self.num_inducing):
                    print("Using Sparse GP Model...")
                    dynModel = GPy.models.SparseGPRegression(
                        self.X,
                        self.Y[:, jj].reshape(self.Y.shape[0], 1),
                        kernel,
                        num_inducing=self.num_inducing)
                    self.dynModels.append(dynModel.copy())
                else:
                    print("Using Full GP Model...")
                    dynModel = GPy.models.GPRegression(
                        self.X, self.Y[:, jj].reshape(self.Y.shape[0], 1),
                        kernel)
                    dynModel.optimize_restarts(num_restarts=2)
                    dynModel.optimize('bfgs', messages=True, max_iters=5000)
                    self.dynModels.append(dynModel.copy())
                print(self.dynModels[jj])
                self.checkModelAccuracy(dynModel, self.X, self.Y[:, jj])

            # Define Box Constraints (min/max values) for the control parameters
            boxConstraints = []
            for jj in range(self.nvars):
                boxConstraints.append(self.controlLim)

            # Link to the python function calculating the cost and the constraints. Note that
            # this is not the actual simulation, but the propagate function
            self.opt_prob = Optimization('GPSS_SLSQP Constrained Problem',
                                         self.propagate)

            # Setupt Box Constrains in pyOpt
            for jj in range(self.nvars):
                self.opt_prob.addVar('x' + str(jj + 1),
                                     'c',
                                     lower=boxConstraints[jj][0],
                                     upper=boxConstraints[jj][1],
                                     value=self.building.policy[0, jj])

            # Setupt Cost Function in pyOpt
            self.opt_prob.addObj('f')

            # Setupt Inequality Constraints in pyOpt
            for jj in range(self.ncons + 1):
                self.opt_prob.addCon('g' + str(jj + 1), 'i')

            # Print the Optimization setup
            print("----------------------------------------")
            print("----------------------------------------")
            print("GPSS_SLSQP Optimization setup:")
            print(self.opt_prob)

            optionsSLSQP = {'ACC': 1.0e-20, 'MAXIT': 10000, 'IPRINT': 1}
            # Set SLSQP as the optimizer
            self.opt = SLSQP()

            # Set optimization options
            for jj in range(len(optionsSLSQP)):
                self.opt.setOption(optionsSLSQP.keys()[jj],
                                   optionsSLSQP.values()[jj])

            # Print the Optimizer Options
            print("----------------------------------------")
            print("----------------------------------------")
            print("SLSQP Optimizer options:")
            print(self.opt.options)

            # Get optimized controller
            self.opt(self.opt_prob, sens_step=1e-6)
            print(self.opt_prob.solution(0))
            a = self.opt_prob.solution(0)
            for jj in range(self.building.policy.shape[1]):
                self.building.policy[0, jj] = a.getVar(jj).value

            # Evaluate the optimized controller in the simulation model
            xa, cf, cc = self.building.simulate(self.building.policy)
            print("COST: = =========== " + str(np.sum(cf)))
            print("CONSTRAINT: = =========== " + str(np.sum(cc)))
            xx = xa[0:-1, ]
            yy = xa[1:, self.states]
            if (ii == 0):
                self.X = xx
                self.Y = yy
            else:
                self.X = np.concatenate((self.X, xx), axis=0)
                self.Y = np.concatenate((self.Y, yy), axis=0)

            self.costs[ii, 0] = np.sum(cf)
            for jj in range(self.ncons):
                self.constraints[ii, jj] = np.sum(cc[:, jj])

            self.policies[ii, :] = self.building.policy.copy()

            self.building.policy = initPolicy.copy()

        self.policies[ii + 1, :] = self.baseline[0].copy()
        self.costs[ii + 1, 0] = self.baseline[1]
        self.constraints[ii + 1, 0] = self.baseline[2]

        policyIndex = self.selectBestController(self.costs, self.constraints)
        self.building.policy = self.policies[policyIndex, :].copy()

        return self.building.policy
class GP_SS(Algorithm):
    """ Implementation of Building Identification and Control using Gaussian Process
    State-Space models. A GP regression model per state is created and then the 
    constrained optimization problem is solved using PyOpt's SLSQP solver."""
    def __init__(self):
        """Initialize the GP_SS algorithm for a specific building.
        """
        print("Initializing the GP_SS...")
        self.building = Building()
        self.X = []
        self.Y = []
        self.dynModels = []
        # Number of Initial Exploration Simulation
        self.initExploration = 36
        # Number of Samples for witching to Sparse Gaussian Processes
        self.num_inducing = 2000
        # Safety constraint for exploration
        self.explorationConstraint = 0.03

        # Needed to determine the best controller out of all iterations
        self.costs = []
        self.constraints = []
        self.policies = []
        self.baseline = []

    def configure(self, building):
        # Get building and optimization setup properties
        self.building = deepcopy(building)
        self.T, self.states, self.actions, self.disturbances, self.controlLim, self.actionLim, self.comfort, self.occ, self.nvars, self.ncons = self.building.getConfiguration(
        )

        # Run initial random simulations and contstruct initial dataset
        for ii in range(0, self.initExploration):
            self.building.rand = 1
            xa, cf, cc = self.building.simulate(self.building.policy)
            xx = xa[0:-1, ]
            yy = xa[1:, self.states]
            if (ii == 0):
                self.X = xx
                self.Y = yy
            else:
                self.X = np.concatenate((self.X, xx), axis=0)
                self.Y = np.concatenate((self.Y, yy), axis=0)

        # Last simulation is the baseline controller
        self.building.rand = 0
        xa, cf, cc = self.building.simulate(self.building.policy)
        self.baseline.append(self.building.policy)
        self.baseline.append(np.sum(cf))
        self.baseline.append(np.sum(cc))
        xx = xa[0:-1, ]
        yy = xa[1:, self.states]
        self.X = np.concatenate((self.X, xx), axis=0)
        self.Y = np.concatenate((self.Y, yy), axis=0)

    def optimize(self, options):
        # Set max number of optimization iterations
        maxIter = 1
        if (len(options) > 0):
            maxIter = options["MAXIT"]

        # Log costs and constraints for all internal iterations
        self.costs = np.zeros((maxIter + 1, 1))
        self.constraints = np.zeros((maxIter + 1, self.ncons))
        self.policies = np.zeros((maxIter + 1, self.nvars))

        # GP_SS process
        initPolicy = self.building.policy.copy()
        for ii in range(maxIter):
            # Train GP state-space models
            kernel = GPy.kern.Matern52(self.X.shape[1], ARD=False)
            for jj in range(0, len(self.states)):
                if (self.X.shape[0] > self.num_inducing):
                    print("Using Sparse GP Model...")
                    dynModel = GPy.models.SparseGPRegression(
                        self.X,
                        self.Y[:, jj].reshape(self.Y.shape[0], 1),
                        kernel,
                        num_inducing=self.num_inducing)
                    self.dynModels.append(dynModel.copy())
                else:
                    print("Using Full GP Model...")
                    dynModel = GPy.models.GPRegression(
                        self.X, self.Y[:, jj].reshape(self.Y.shape[0], 1),
                        kernel)
                    dynModel.optimize_restarts(num_restarts=2)
                    dynModel.optimize('bfgs', messages=True, max_iters=5000)
                    self.dynModels.append(dynModel.copy())
                print(self.dynModels[jj])
                self.checkModelAccuracy(dynModel, self.X, self.Y[:, jj])

            # Define Box Constraints (min/max values) for the control parameters
            boxConstraints = []
            for jj in range(self.nvars):
                boxConstraints.append(self.controlLim)

            # Link to the python function calculating the cost and the constraints. Note that
            # this is not the actual simulation, but the propagate function
            self.opt_prob = Optimization('GPSS_SLSQP Constrained Problem',
                                         self.propagate)

            # Setupt Box Constrains in pyOpt
            for jj in range(self.nvars):
                self.opt_prob.addVar('x' + str(jj + 1),
                                     'c',
                                     lower=boxConstraints[jj][0],
                                     upper=boxConstraints[jj][1],
                                     value=self.building.policy[0, jj])

            # Setupt Cost Function in pyOpt
            self.opt_prob.addObj('f')

            # Setupt Inequality Constraints in pyOpt
            for jj in range(self.ncons + 1):
                self.opt_prob.addCon('g' + str(jj + 1), 'i')

            # Print the Optimization setup
            print("----------------------------------------")
            print("----------------------------------------")
            print("GPSS_SLSQP Optimization setup:")
            print(self.opt_prob)

            optionsSLSQP = {'ACC': 1.0e-20, 'MAXIT': 10000, 'IPRINT': 1}
            # Set SLSQP as the optimizer
            self.opt = SLSQP()

            # Set optimization options
            for jj in range(len(optionsSLSQP)):
                self.opt.setOption(optionsSLSQP.keys()[jj],
                                   optionsSLSQP.values()[jj])

            # Print the Optimizer Options
            print("----------------------------------------")
            print("----------------------------------------")
            print("SLSQP Optimizer options:")
            print(self.opt.options)

            # Get optimized controller
            self.opt(self.opt_prob, sens_step=1e-6)
            print(self.opt_prob.solution(0))
            a = self.opt_prob.solution(0)
            for jj in range(self.building.policy.shape[1]):
                self.building.policy[0, jj] = a.getVar(jj).value

            # Evaluate the optimized controller in the simulation model
            xa, cf, cc = self.building.simulate(self.building.policy)
            print("COST: = =========== " + str(np.sum(cf)))
            print("CONSTRAINT: = =========== " + str(np.sum(cc)))
            xx = xa[0:-1, ]
            yy = xa[1:, self.states]
            if (ii == 0):
                self.X = xx
                self.Y = yy
            else:
                self.X = np.concatenate((self.X, xx), axis=0)
                self.Y = np.concatenate((self.Y, yy), axis=0)

            self.costs[ii, 0] = np.sum(cf)
            for jj in range(self.ncons):
                self.constraints[ii, jj] = np.sum(cc[:, jj])

            self.policies[ii, :] = self.building.policy.copy()

            self.building.policy = initPolicy.copy()

        self.policies[ii + 1, :] = self.baseline[0].copy()
        self.costs[ii + 1, 0] = self.baseline[1]
        self.constraints[ii + 1, 0] = self.baseline[2]

        policyIndex = self.selectBestController(self.costs, self.constraints)
        self.building.policy = self.policies[policyIndex, :].copy()

        return self.building.policy

    def selectBestController(self, costs, constraints):
        """A function that selects the best controller out of a set of controllers, 
        based on their performance on the cost function and the constraints.
        Args: 
            costs (numpy array): The resulting cost of each controller, as evaluated
            on the simulation model
            constraints (numpy array): The resulting constraints of each controller, as evaluated
            on the simulation model
            
        Returns: 
            policyIndex (float): the index of the best controller
        """
        wCost = 1
        wConstraints = 10000000
        p = np.zeros((costs.shape[0], 1))
        for ii in range(costs.shape[0]):
            p[ii, 0] = p[ii, 0] + wCost * costs[ii, 0]
            for jj in range(constraints.shape[1]):
                p[ii, 0] = p[ii, 0] + wConstraints * constraints[ii, jj]
        policyIndex = np.argmin(p)
        return policyIndex

    def propagate(self, policy):
        """A function that uses the GP state-space models identified from the data 
        to perform rollouts based on a given controller.
        Args: 
            policy (numpy array): the controller to be used for the rollout
            
        Returns: 
            f (float): the cost function value
            g (list): the vales of all constraints
            fail (0/1): indicates if the function finished successfully
        """

        # Initial state
        xx = np.zeros((self.building.T + 1,
                       len(self.building.states) + self.building.w.shape[1]))
        uu = np.zeros((self.building.T + 1, len(self.building.actions)))
        cc = np.zeros((self.building.T + 1, 1))
        cf = np.zeros((self.building.T + 1, 1))
        var = np.zeros((self.building.T, len(self.building.states)))
        xx[0, ] = self.X[0, 0:2]  # [17, w[0,]]
        uu[0, ] = self.building.controller(policy, xx[0, ], 0)
        cc[0, ] = self.building.comfortConstraints(xx[0, self.building.states],
                                                   0)
        cf[0, ] = self.building.costFunction(uu[0, ], 0)

        # state propagation using the provided controller
        for ii in range(1, self.building.T + 1):
            newX = np.hstack([xx[ii - 1, ],
                              uu[ii - 1]]).reshape(1,
                                                   xx.shape[1] + uu.shape[1])
            for jj in range(0, len(self.building.states)):
                results = self.dynModels[jj].predict(newX)
                xx[ii, jj] = results[0]
                var[ii - 1, jj] = results[1]
            xx[ii, 1] = self.building.w[ii, ]
            uu[ii, ] = self.building.controller(policy, xx[ii, ], ii)
            cc[ii, ] = self.building.comfortConstraints(
                xx[ii, self.building.states], ii)
            cf[ii, ] = self.building.costFunction(uu[ii, ], ii)

        f = np.sum(cf)
        g = []
        g.append(np.mean(var) -
                 self.explorationConstraint)  # Exploration constraint
        g.append(np.sum(cc))
        fail = 0

        return f, g, fail

    def checkModelAccuracy(self, dynModel, xtest, ytest):
        """A function that evaluates the accuracy of the GP state-space model.
        Args: 
            dynModel (GPy object): The GP model
            xtest (numpy array): The features of the regression 
            ytest (numpy array): The targets of the regression
        """

        results = dynModel.predict(xtest)
        ypred = results[0]
        #        sGP = results[1]

        rsqTrain, maeTrain, rsqAdjTrain = self.evaluateGoodnessOfFit(
            xtest, ytest, ypred)
        print("Rsq train Gaussian Processes Regression = " + str(rsqTrain))
        print("Rsq Adjusted train Gaussian Processes Regression = " +
              str(rsqAdjTrain))
        print("MAE train Gaussian Processes Regression = " + str(maeTrain))

    def evaluateGoodnessOfFit(self, x, y, ypred):
        """A function that evaluates the goodness of fit, under different measures.
        Args: 
            x (numpy array): The features of the regression 
            y (numpy array): The targets of the regression
            ypred (numpy array): The predictions of the regression model
        
        Returns: 
            Rsquared (float): R-squared
            mae (float): Mean Absolute Error
            rsqAdj (float): The Adjusted R-square
        """

        print(y.shape[0])
        print(x.shape[1])
        y_hat = np.mean(y)
        SStot = np.sum(np.power(y - y_hat, 2))
        SSres = np.sum(np.power(y - ypred.flatten(), 2))
        if (SStot == 0):
            rsq = 1
        else:
            rsq = 1 - SSres / SStot
        mae = np.sum(np.abs(y - ypred.flatten())) / ypred.shape[0]

        rsqAdj = 1 - (1 - rsq) * (y.shape[0] - 1) / (y.shape[0] - x.shape[1] -
                                                     1)

        return rsq, mae, rsqAdj

    def wrapSimulation(self, policy):
        """A function that runs a building simulation and wraps the results in the 
        format required by PyOpt library.
        Args: 
            policy (numpy array): the controller to be used for the simulation
            
        Returns: 
            f (float): the cost function value
            g (list): the vales of all constraints
            fail (0/1): indicates if the function finished successfully
        """
        # Cost and Constraints
        f = 0
        g = []
        fail = 0

        # Run building simulation
        x, cost, constraints = self.building.simulate(policy)
        f = np.sum(cost)
        g.append(np.sum(constraints))

        #        print(f)
        #        print(g[0])

        return f, g, fail
Пример #18
0
    opt_prob = Optimization('Aerothermoelasticity', design_problem.eval_obj_con)
    opt_prob.addObj('Average Temperature')

    opt_prob.addVar('x1', type='c', value=t0, lower=0.1, upper=1.0)
    opt_prob.addVar('x2', type='c', value=t0, lower=0.1, upper=1.0)
    opt_prob.addVar('x3', type='c', value=t0, lower=0.1, upper=1.0)

    opt_prob.addCon('maximum mass', type='i', lower=-np.inf, upper=np.inf, equal=0.0)

    if 'verify' in sys.argv:
        x0 = np.array([t], TransferScheme.dtype)
        f0, c0, fail = dp.eval_obj(x0)
        g, A, fail = dp.eval_obj_grad(x0, f0, c0)

        for dh in [1e-6, 5e-7, 1e-7, 5e-8, 1e-8]:
            x = x0 + dh
            f1, c1, fail = dp.eval_obj(x)
            fd = (c1[0] - c0[0])/dh
            rel_err = (fd - A[0,0])/fd
            print('Finite-difference interval: %25.15e'%(dh))
            print('Finite-difference value:    %25.15e'%(fd))
            print('Gradient value:             %25.15e'%(A[0,0]))
            print('Relative error:             %25.15e'%(rel_err))
    else:
        opt = SLSQP(pll_type='POA')
        opt.setOption('ACC',1e-10) # Set optimization tolerance to 1e-5 (default 1e-6)
        opt.setOption('MAXIT', 999)
        opt(opt_prob, sens_type=design_problem.eval_obj_con_grad, disp_opts=True)
        print('FINISHED')
class SLSQP_pyOpt(Algorithm):
    """ Utilization of the SLSQP algorithm of pyOpt package."""
    def __init__(self):
        """Initialize the SLSQP algorithm for a specific building.
        """
        print("Initializing the SLSQP Optimizer...")
        self.opt_prob = []
        self.opt = []
        self.building = Building()

    def configure(self, building):

        # Get building and optimization setup properties
        self.building = deepcopy(building)
        self.T, self.states, self.actions, self.disturbances, self.controlLim, self.actionLim, self.comfort, self.occ, self.nvars, self.ncons = self.building.getConfiguration(
        )

        # Define Box Constraints (min/max values) for the control parameters
        boxConstraints = []
        for ii in range(self.nvars):
            boxConstraints.append(self.controlLim)

        # Link to the python function calculating the cost and the constraints
        self.opt_prob = Optimization('SLSQP Constrained Problem',
                                     self.wrapSimulation)

        # Setupt Box Constrains in pyOpt
        for ii in range(self.nvars):
            self.opt_prob.addVar('x' + str(ii + 1),
                                 'c',
                                 lower=boxConstraints[ii][0],
                                 upper=boxConstraints[ii][1],
                                 value=self.building.policy[0, ii])

        # Setupt Cost Function in pyOpt
        self.opt_prob.addObj('f')

        # Setupt Inequality Constraints in pyOpt
        for ii in range(self.ncons):
            self.opt_prob.addCon('g' + str(ii + 1), 'i')

        # Print the Optimization setup
        print("----------------------------------------")
        print("----------------------------------------")
        print("SLSQP Optimization setup:")
        print(self.opt_prob)

    def optimize(self, options=[]):
        # Set SLSQP as the optimizer
        self.opt = SLSQP()

        # Set optimization options
        if (len(options) > 0):
            for ii in range(len(options)):
                self.opt.setOption(options.keys()[ii], options.values()[ii])

        # Print the Optimizer Options
        print("----------------------------------------")
        print("----------------------------------------")
        print("SLSQP Optimizer options:")
        print(self.opt.options)

        # Get optimized controller
        self.opt(self.opt_prob, sens_step=1e-6)
        print(self.opt_prob.solution(0))
        a = self.opt_prob.solution(0)
        for ii in range(self.building.policy.shape[1]):
            self.building.policy[0, ii] = a.getVar(ii).value

        return self.building.policy

    def wrapSimulation(self, policy):
        """A function that runs a building simulation and wraps the results in the 
        format required by PyOpt library.
        Args: 
            policy (numpy array): the controller to be used for the simulation
            
        Returns: 
            f (float): the cost function value
            g (list): the vales of all constraints
            fail (0/1): indicates if the function finished successfully
        """
        # Cost and Constraints
        f = 0
        g = []
        fail = 0

        # Run building simulation
        x, cost, constraints = self.building.simulate(policy)
        f = np.sum(cost)
        g.append(np.sum(constraints))

        #        print(f)
        #        print(g[0])

        return f, g, fail
Пример #20
0
def optimize_twist(**k):

    omega = k['omega']
    omega_lower = k['omega_lower']
    omega_upper = k['omega_upper']
    twist0 = k['twist0']
    twist0_lower = k['twist0_lower']
    twist0_upper = k['twist0_upper']
    n_elements = k['n_elements']
    dtwist = k['dtwist']
    dtwist_lower = k['dtwist_lower']
    dtwist_upper = k['dtwist_upper']

    opt_prob_fc = Optimization('Rotor in Hover w/ Fixed Chord',
                               objfun_optimize_twist)
    opt_prob_fc.addVar('omega',
                       'c',
                       value=omega,
                       lower=omega_lower,
                       upper=omega_upper)
    opt_prob_fc.addVar('twist0',
                       'c',
                       value=twist0,
                       lower=twist0_lower,
                       upper=twist0_upper)
    opt_prob_fc.addVarGroup('dtwist',
                            n_elements - 1,
                            'c',
                            value=dtwist,
                            lower=dtwist_lower,
                            upper=dtwist_upper)
    opt_prob_fc.addObj('f')
    opt_prob_fc.addCon('thrust', 'i')

    n_blades = k['n_blades']
    root_cutout = k['root_cutout']
    radius = k['radius']
    dy = k['dy']
    dr = k['dr']
    y = k['y']
    r = k['r']
    pitch = k['pitch']
    airfoils = k['airfoils']
    thrust = k['thrust']
    chord = k['chord']
    allowable_Re = k['allowable_Re']
    Cl_tables = k['Cl_tables']
    Cd_tables = k['Cd_tables']
    Cl_funs = k['Cl_funs']
    Cd_funs = k['Cd_funs']
    tip_loss = k['tip_loss']
    mach_corr = k['mach_corr']
    alt = k['alt']

    # Routine for optimizing twist with a constant chord
    slsqp2 = SLSQP()
    slsqp2.setOption('IPRINT', 1)
    slsqp2.setOption('MAXIT', 200)
    slsqp2.setOption('ACC', 1e-7)
    fstr, xstr, inform = slsqp2(opt_prob_fc,
                                sens_type='FD',
                                n_blades=n_blades,
                                n_elements=n_elements,
                                root_cutout=root_cutout,
                                radius=radius,
                                dy=dy,
                                dr=dr,
                                y=y,
                                r=r,
                                pitch=pitch,
                                airfoils=airfoils,
                                thrust=thrust,
                                tip_loss=tip_loss,
                                mach_corr=mach_corr,
                                omega=omega,
                                chord=chord,
                                allowable_Re=allowable_Re,
                                Cl_tables=Cl_tables,
                                Cd_tables=Cd_tables,
                                Cl_funs=Cl_funs,
                                Cd_funs=Cd_funs,
                                alt=alt)

    return fstr, xstr
Пример #21
0
    config,
    feasible_area,
    attraction_center=(0.5 * (site_x_start + site_x_end),
                       0.5 * (site_y_start + site_y_end)))
distance_constraint = get_minimum_distance_constraint_func(config)

constraints = [feasible_constraint, distance_constraint]

# Place some turbines
config.set_site_dimensions(site_x_start, site_x_end, site_y_start, site_y_end)
deploy_turbines(config, nx=8, ny=2, friction=10.5)

config.info()
rf = ReducedFunctional(config)

#m0 = rf.initial_control()
#rf.update_turbine_cache(m0)
#File("turbines.pvd") << config.turbine_cache.cache["turbine_field"]
#import sys; sys.exit()

# Load checkpoints if desired by the user
if len(sys.argv) > 1 and sys.argv[1] == "--from-checkpoint":
    rf.load_checkpoint("checkpoint")

parameters['form_compiler'][
    'cpp_optimize_flags'] = '-O3 -ffast-math -march=native'

nlp, grad = rf.pyopt_problem(constraints=constraints)
slsqp = SLSQP(options={"MAXIT": 300})
res = slsqp(nlp, sens_type=grad)