gemseo / algos / opt

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lib_nlopt module

NLopt library wrapper.

Warning

If the objective, or a constraint, of the OptimizationProblem returns a value of type int then nlopt.opt.optimize will terminate with ValueError: nlopt invalid argument.

This behavior has been identified as a bug internal to NLopt 2.7.1 and has been fixed in the development version of NLopt.

Until a new version of NLopt including the bugfix is released, the user of GEMSEO shall provide objective and constraint functions that return values of type float and NDArray[float].

class gemseo.algos.opt.lib_nlopt.NLoptAlgorithmDescription(algorithm_name, internal_algorithm_name, library_name='NLopt', description='', website='', handle_integer_variables=False, require_gradient=False, handle_equality_constraints=False, handle_inequality_constraints=False, handle_multiobjective=False, positive_constraints=False, problem_type=ProblemType.NON_LINEAR)

Bases: OptimizationAlgorithmDescription

The description of an optimization algorithm from the NLopt library.

Parameters:

• algorithm_name (str) –

• internal_algorithm_name (str) –

• library_name (str) –

  By default it is set to “NLopt”.

• description (str) –

  By default it is set to “”.

• website (str) –

  By default it is set to “”.

• handle_integer_variables (bool) –

  By default it is set to False.

• require_gradient (bool) –

  By default it is set to False.

• handle_equality_constraints (bool) –

  By default it is set to False.

• handle_inequality_constraints (bool) –

  By default it is set to False.

• handle_multiobjective (bool) –

  By default it is set to False.

• positive_constraints (bool) –

  By default it is set to False.

• problem_type (ProblemType) –

  By default it is set to “non-linear”.

algorithm_name: str

The name of the algorithm in GEMSEO.

description: str = ''

A description of the algorithm.

handle_equality_constraints: bool = False

Whether the optimization algorithm handles equality constraints.

handle_inequality_constraints: bool = False

Whether the optimization algorithm handles inequality constraints.

handle_integer_variables: bool = False

Whether the optimization algorithm handles integer variables.

handle_multiobjective: bool = False

Whether the optimization algorithm handles multiple objectives.

internal_algorithm_name: str

The name of the algorithm in the wrapped library.

library_name: str = 'NLopt'

The name of the wrapped library.

positive_constraints: bool = False

Whether the optimization algorithm requires positive constraints.

problem_type: OptimizationProblem.ProblemType = 'non-linear'

The type of problem (see OptimizationProblem.ProblemType).

require_gradient: bool = False

Whether the optimization algorithm requires the gradient.

website: str = ''

The website of the wrapped library or algorithm.

class gemseo.algos.opt.lib_nlopt.Nlopt

Bases: OptimizationLibrary

NLopt optimization library interface.

See OptimizationLibrary.

Notes

The missing current values of the DesignSpace attached to the OptimizationProblem are automatically initialized with the method DesignSpace.initialize_missing_current_values().

class ApproximationMode(value)

Bases: StrEnum

The approximation derivation modes.

CENTERED_DIFFERENCES = 'centered_differences'

The centered differences method used to approximate the Jacobians by perturbing each variable with a small real number.

COMPLEX_STEP = 'complex_step'

The complex step method used to approximate the Jacobians by perturbing each variable with a small complex number.

FINITE_DIFFERENCES = 'finite_differences'

The finite differences method used to approximate the Jacobians by perturbing each variable with a small real number.

class DifferentiationMethod(value)

Bases: StrEnum

The differentiation methods.

CENTERED_DIFFERENCES = 'centered_differences'

COMPLEX_STEP = 'complex_step'

FINITE_DIFFERENCES = 'finite_differences'

USER_GRAD = 'user'

algorithm_handles_eqcstr(algo_name)

Check if an algorithm handles equality constraints.

Parameters:

algo_name (str) – The name of the algorithm.

Returns:

Whether the algorithm handles equality constraints.

Return type:

bool

algorithm_handles_ineqcstr(algo_name)

Check if an algorithm handles inequality constraints.

Parameters:

algo_name (str) – The name of the algorithm.

Returns:

Whether the algorithm handles inequality constraints.

Return type:

bool

clear_listeners()

Remove the listeners from the database.

Return type:

None

deactivate_progress_bar()

Deactivate the progress bar.

Return type:

None

driver_has_option(option_name)

Check the existence of an option.

Parameters:

option_name (str) – The name of the option.

Returns:

Whether the option exists.

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 (bool) –

  Whether to use the normalized design space.

  By default it is set to True.

Returns:

A function calling the original function with the input data projected onto the design space.

execute(problem, algo_name=None, eval_obs_jac=False, skip_int_check=False, **options)

Execute the driver.

Parameters:

• problem (OptimizationProblem) – The problem to be solved.

• algo_name (str | None) – The name of the algorithm. If None, use the algo_name attribute which may have been set by the factory.

• eval_obs_jac (bool) –

  Whether to evaluate the Jacobian of the observables.

  By default it is set to False.

• skip_int_check (bool) –

  Whether to skip the integer variable handling check of the selected algorithm.

  By default it is set to False.

• **options (DriverLibOptionType) – The options for the algorithm.

Returns:

The optimization result.

Raises:

ValueError – If algo_name was not either set by the factory or given as an argument.

Return type:

OptimizationResult

filter_adapted_algorithms(problem)

Filter the algorithms capable of solving the problem.

Parameters:

problem (Any) – The problem to be solved.

Returns:

The names of the algorithms adapted to this problem.

Return type:

list[str]

finalize_iter_observer()

Finalize the iteration observer.

Return type:

None

get_optimum_from_database(message=None, status=None)

Return the optimization result from the database.

Return type:

OptimizationResult

get_right_sign_constraints()

Transform the problem constraints into their opposite sign counterpart.

This is done if the algorithm requires positive constraints.

get_x0_and_bounds_vects(normalize_ds, as_dict=False)

Return the initial design variable values and their lower and upper bounds.

Parameters:

• normalize_ds (bool) – Whether to normalize the design variables.

• as_dict (bool) –

  Whether to return dictionaries instead of NumPy arrays.

  By default it is set to False.

Returns:

The initial values of the design variables, their lower bounds, and their upper bounds.

Return type:

tuple[ndarray, ndarray, ndarray] | tuple[dict[str, ndarray], dict[str, ndarray], dict[str, ndarray]]

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 of the progress bar status.

  By default it is set to “”.

Raises:

ValueError – If max_iter is lower than one.

Return type:

None

init_options_grammar(algo_name)

Initialize the options’ grammar.

Parameters:

algo_name (str) – The name of the algorithm.

Return type:

JSONGrammar

is_algo_requires_positive_cstr(algo_name)

Check if an algorithm requires positive constraints.

Parameters:

algo_name (str) – The name of the algorithm.

Returns:

Whether the algorithm requires positive constraints.

Return type:

bool

classmethod is_algorithm_suited(algorithm_description, problem)

Check if an algorithm is suited to a problem according to its description.

Parameters:

• algorithm_description (AlgorithmDescription) – The description of the algorithm.

• problem (Any) – The problem to be solved.

Returns:

Whether the algorithm is suited to the problem.

Return type:

bool

new_iteration_callback(x_vect)

Verify the design variable and objective value stopping criteria.

Parameters:

x_vect (ndarray) – The design variables values.

Raises:

• FtolReached – If the defined relative or absolute function tolerance is reached.

• XtolReached – If the defined relative or absolute x tolerance is reached.

Return type:

None

requires_gradient(driver_name)

Check if a driver requires the gradient.

Parameters:

driver_name (str) – The name of the driver.

Returns:

Whether the driver requires the gradient.

Return type:

bool

CTOL_ABS = 'ctol_abs'

EQ_TOLERANCE = 'eq_tolerance'

EVAL_OBS_JAC_OPTION = 'eval_obs_jac'

FAILURE = 'NLOPT_FAILURE:    Generic failure code'

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'

INEQ_TOLERANCE = 'ineq_tolerance'

INIT_STEP = 'init_step'

INNER_MAXEVAL = 'inner_maxeval'

INVALID_ARGS = 'NLOPT_INVALID_ARGS: Invalid arguments (e.g. lower bounds are bigger than upper bounds, an unknown algorithm was specified, etcetera).'

LIBRARY_NAME: ClassVar[str | None] = 'NLopt'

The name of the interfaced library.

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: ClassVar[dict[int, str]] = {-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: ClassVar[str | Path] = 'options'

The name of the directory containing the files of the grammars of the options.

OPTIONS_MAP: ClassVar[dict[str, str]] = {}

The names of the options in GEMSEO mapping to those in the wrapped library.

OUT_OF_MEMORY = 'OUT_OF_MEMORY: Ran out of memory'

PG_TOL = 'pg_tol'

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'

SCALING_THRESHOLD: Final[str] = 'scaling_threshold'

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'

USE_DATABASE_OPTION = 'use_database'

USE_ONE_LINE_PROGRESS_BAR: ClassVar[bool] = False

Whether to use a one line progress bar.

VERBOSE = 'verbose'

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'

activate_progress_bar: ClassVar[bool] = True

Whether to activate the progress bar in the optimization log.

algo_name: str | None

The name of the algorithm used currently.

property algorithms: list[str]

The available algorithms.

descriptions: dict[str, AlgorithmDescription]

The description of the algorithms contained in the library.

internal_algo_name: str | None

The internal name of the algorithm used currently.

It typically corresponds to the name of the algorithm in the wrapped library if any.

opt_grammar: JSONGrammar | None

The grammar defining the options of the current algorithm.

problem: OptimizationProblem

The optimization problem the driver library is bonded to.