lib_nlopt module¶
NLopt library wrapper.
Classes:
|
NLopt optimization library interface. |
Exceptions:
NLopt roundoff error. |
- class gemseo.algos.opt.lib_nlopt.Nlopt[source]¶
Bases:
gemseo.algos.opt.opt_lib.OptimizationLibrary
NLopt optimization library interface.
See OptimizationLibrary.
Constructor.
Attributes:
The available algorithms.
Methods:
algorithm_handles_eqcstr
(algo_name)Returns True if the algorithms handles equality constraints.
algorithm_handles_ineqcstr
(algo_name)Returns True if the algorithms handles inequality constraints.
Deactivate the progress bar.
driver_has_option
(option_key)Check if the option key exists.
ensure_bounds
(orig_func[, normalize])Project the design vector onto the design space before execution.
execute
(problem[, algo_name])Executes the driver.
filter_adapted_algorithms
(problem)Filter the algorithms capable of solving the problem.
Finalize the iteration observer.
get_optimum_from_database
([message, status])Retrieves the optimum from the database and builds an optimization result object from it.
Transforms the problem constraints into their opposite sign counterpart if the algorithm requires positive constraints.
get_x0_and_bounds_vects
(normalize_ds)Gets x0, bounds, normalized or not depending on algo options, all as numpy arrays.
init_iter_observer
(max_iter, message)Initialize the iteration observer.
init_options_grammar
(algo_name)Initialize the options grammar.
is_algo_requires_grad
(algo_name)Returns True if the algorithm requires a gradient evaluation.
is_algo_requires_positive_cstr
(algo_name)Returns True if the algorithm requires positive constraints False otherwise.
is_algorithm_suited
(algo_dict, problem)Checks if the algorithm is suited to the problem according to its algo dict.
new_iteration_callback
([x_vect])- raises FtolReached
If the defined relative or absolute function tolerance is reached.
- Return type
None
- COMPLEX_STEP_METHOD = 'complex_step'¶
- CTOL_ABS = 'ctol_abs'¶
- DESCRIPTION = 'description'¶
- DIFFERENTIATION_METHODS = ['user', 'complex_step', 'finite_differences']¶
- EQ_TOLERANCE = 'eq_tolerance'¶
- FAILURE = 'NLOPT_FAILURE: Generic failure code'¶
- FINITE_DIFF_METHOD = 'finite_differences'¶
- FORCED_STOP = 'NLOPT_FORCED_STOP: Halted because of a forced termination: the user called nlopt_force_stop(opt) on the optimization’s nlopt_opt object opt from the user’s objective function or constraints.'¶
- FTOL_REACHED = 'NLOPT_FTOL_REACHED: Optimization stopped because ftol_rel or ftol_abs (above) was reached'¶
- F_TOL_ABS = 'ftol_abs'¶
- F_TOL_REL = 'ftol_rel'¶
- HANDLE_EQ_CONS = 'handle_equality_constraints'¶
- HANDLE_INEQ_CONS = 'handle_inequality_constraints'¶
- INEQ_TOLERANCE = 'ineq_tolerance'¶
- INIT_STEP = 'init_step'¶
- INTERNAL_NAME = 'internal_algo_name'¶
- INVALID_ARGS = 'NLOPT_INVALID_ARGS: Invalid arguments (e.g. lower bounds are bigger than upper bounds, an unknown algorithm was specified, etcetera).'¶
- LIB = 'lib'¶
- LIB_COMPUTE_GRAD = False¶
- LS_STEP_NB_MAX = 'max_ls_step_nb'¶
- LS_STEP_SIZE_MAX = 'max_ls_step_size'¶
- MAXEVAL_REACHED = 'NLOPT_MAXEVAL_REACHED: Optimization stopped because maxeval (above) was reached'¶
- MAXTIME_REACHED = 'NLOPT_MAXTIME_REACHED: Optimization stopped because maxtime (above) was reached'¶
- MAX_DS_SIZE_PRINT = 40¶
- MAX_FUN_EVAL = 'max_fun_eval'¶
- MAX_ITER = 'max_iter'¶
- MAX_TIME = 'max_time'¶
- NLOPT_MESSAGES = {-5: 'NLOPT_FORCED_STOP: Halted because of a forced termination: the user called nlopt_force_stop(opt) on the optimization’s nlopt_opt object opt from the user’s objective function or constraints.', -4: 'NLOPT_ROUNDOFF_LIMITED: Halted because roundoff errors limited progress. (In this case, the optimization still typically returns a useful result.)', -3: 'OUT_OF_MEMORY: Ran out of memory', -2: 'NLOPT_INVALID_ARGS: Invalid arguments (e.g. lower bounds are bigger than upper bounds, an unknown algorithm was specified, etcetera).', -1: 'NLOPT_FAILURE: Generic failure code', 1: 'NLOPT_SUCCESS: Generic success return value', 2: 'NLOPT_STOPVAL_REACHED: Optimization stopped because stopval (above) was reached', 3: 'NLOPT_FTOL_REACHED: Optimization stopped because ftol_rel or ftol_abs (above) was reached', 4: 'NLOPT_XTOL_REACHED Optimization stopped because xtol_rel or xtol_abs (above) was reached', 5: 'NLOPT_MAXEVAL_REACHED: Optimization stopped because maxeval (above) was reached', 6: 'NLOPT_MAXTIME_REACHED: Optimization stopped because maxtime (above) was reached'}¶
- NORMALIZE_DESIGN_SPACE_OPTION = 'normalize_design_space'¶
- OPTIONS_DIR = 'options'¶
- OPTIONS_MAP = {}¶
- OUT_OF_MEMORY = 'OUT_OF_MEMORY: Ran out of memory'¶
- PG_TOL = 'pg_tol'¶
- POSITIVE_CONSTRAINTS = 'positive_constraints'¶
- PROBLEM_TYPE = 'problem_type'¶
- REQUIRE_GRAD = 'require_grad'¶
- ROUNDOFF_LIMITED = 'NLOPT_ROUNDOFF_LIMITED: Halted because roundoff errors limited progress. (In this case, the optimization still typically returns a useful result.)'¶
- ROUND_INTS_OPTION = 'round_ints'¶
- STOPVAL = 'stopval'¶
- STOPVAL_REACHED = 'NLOPT_STOPVAL_REACHED: Optimization stopped because stopval (above) was reached'¶
- STOP_CRIT_NX = 'stop_crit_n_x'¶
- SUCCESS = 'NLOPT_SUCCESS: Generic success return value'¶
- USER_DEFINED_GRADIENT = 'user'¶
- USE_DATABASE_OPTION = 'use_database'¶
- VERBOSE = 'verbose'¶
- WEBSITE = 'website'¶
- XTOL_REACHED = 'NLOPT_XTOL_REACHED Optimization stopped because xtol_rel or xtol_abs (above) was reached'¶
- X_TOL_ABS = 'xtol_abs'¶
- X_TOL_REL = 'xtol_rel'¶
- algorithm_handles_eqcstr(algo_name)¶
Returns True if the algorithms handles equality constraints.
- Parameters
algo_name – the name of the algorithm
- Returns
True or False
- algorithm_handles_ineqcstr(algo_name)¶
Returns True if the algorithms handles inequality constraints.
- Parameters
algo_name – the name of the algorithm
- Returns
True or False
- property algorithms¶
The available algorithms.
- deactivate_progress_bar()¶
Deactivate the progress bar.
- Return type
None
- driver_has_option(option_key)¶
Check if the option key exists.
- Parameters
option_key (str) – The name of the option.
- Returns
Whether the option is in the grammar.
- Return type
bool
- ensure_bounds(orig_func, normalize=True)¶
Project the design vector onto the design space before execution.
- Parameters
orig_func – the original function
normalize –
if True, use the normalized design space
By default it is set to True.
- Returns
the wrapped function
- execute(problem, algo_name=None, **options)¶
Executes the driver.
- Parameters
problem – the problem to be solved
algo_name –
name of the algorithm if None, use self.algo_name which may have been set by the factory (Default value = None)
By default it is set to None.
options – the options dict for the algorithm
- filter_adapted_algorithms(problem)¶
Filter the algorithms capable of solving the problem.
- Parameters
problem (Any) – The opt_problem to be solved.
- Returns
The list of adapted algorithms names.
- Return type
bool
- finalize_iter_observer()¶
Finalize the iteration observer.
- Return type
None
- get_optimum_from_database(message=None, status=None)¶
Retrieves the optimum from the database and builds an optimization result object from it.
- Parameters
message –
Default value = None)
By default it is set to None.
status –
Default value = None)
By default it is set to None.
- get_right_sign_constraints()¶
Transforms the problem constraints into their opposite sign counterpart if the algorithm requires positive constraints.
- get_x0_and_bounds_vects(normalize_ds)¶
Gets x0, bounds, normalized or not depending on algo options, all as numpy arrays.
- Parameters
normalize_ds – if True, normalizes all input vars that are not integers, according to design space normalization policy
- Returns
x, lower bounds, upper bounds
- init_iter_observer(max_iter, message)¶
Initialize the iteration observer.
It will handle the stopping criterion and the logging of the progress bar.
- Parameters
max_iter (int) – The maximum number of iterations.
message (str) – The message to display at the beginning.
- Raises
ValueError – If the max_iter is not greater than or equal to one.
- Return type
None
- init_options_grammar(algo_name)¶
Initialize the options grammar.
- Parameters
algo_name (str) – The name of the algorithm.
- Return type
- is_algo_requires_grad(algo_name)¶
Returns True if the algorithm requires a gradient evaluation.
- Parameters
algo_name – name of the algorithm
- is_algo_requires_positive_cstr(algo_name)¶
Returns True if the algorithm requires positive constraints False otherwise.
- Parameters
algo_name – the name of the algorithm
- Returns
True if constraints must be positive
- Return type
logical
- static is_algorithm_suited(algo_dict, problem)¶
Checks if the algorithm is suited to the problem according to its algo dict.
- Parameters
algo_dict – the algorithm characteristics
problem – the opt_problem to be solved
- new_iteration_callback(x_vect=None)¶
- Raises
FtolReached – If the defined relative or absolute function tolerance is reached.
XtolReached – If the defined relative or absolute x tolerance is reached.
- Parameters
x_vect (Optional[numpy.ndarray]) –
By default it is set to None.
- Return type
None