gemseo / algos

first_order_stop_criteria module

Implementation of the Karush-Kuhn-Tucker residual norm stopping criterion.

exception gemseo.algos.first_order_stop_criteria.KKTReached[source]

Bases: TerminationCriterion

A termination criterion based on the Karush-Kuhn-Tucker (KKT) residual norm.

with_traceback()

Exception.with_traceback(tb) – set self.__traceback__ to tb and return self.

args
gemseo.algos.first_order_stop_criteria.is_kkt_residual_norm_reached(opt_problem, x_vect, kkt_abs_tol=0.0, kkt_rel_tol=0.0, ineq_tolerance=0.0001, reference_residual=1.0)[source]

Test if the KKT conditions are satisfied.

Parameters:

  • opt_problem (OptimizationProblem) – The optimization problem containing an optimization history.

  • x_vect (ndarray) – The design point vector where the KKT conditions are tested.

  • kkt_abs_tol (float | None) –

    The absolute tolerance on the KKT condition residual. If None, the absolute criterion is not activated.

    By default it is set to 0.0.

  • kkt_rel_tol (float | None) –

    The relative tolerance on the KKT condition residual. If None, the relative criterion is not activated.

    By default it is set to 0.0.

  • ineq_tolerance (float) –

    The tolerance to consider a constraint as active.

    By default it is set to 0.0001.

  • reference_residual (float) –

    The reference KKT condition residual.

    By default it is set to 1.0.

Returns:

Whether the absolute or the relative KKT residual norm criterion is reached.

Return type:

bool

gemseo.algos.first_order_stop_criteria.kkt_residual_computation(opt_problem, x_vect, ineq_tolerance=0.0001)[source]

Compute the KKT residual norm.

This implementation is inspired from Svanberg Matlab implementation of MMA algorithm see [Sva98]

Parameters:

  • opt_problem (OptimizationProblem) – The optimization problem containing an optimization history.

  • x_vect (ndarray) – The design point vector where the KKT conditions are tested.

  • ineq_tolerance (float) –

    The tolerance to consider a constraint as active.

    By default it is set to 0.0001.

Returns:

The KKT residual norm.

Return type:

float