.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "examples/optimization_problem/plot_simple_opt_2.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_examples_optimization_problem_plot_simple_opt_2.py: Analytical test case # 2 ======================== .. GENERATED FROM PYTHON SOURCE LINES 24-29 In this example, we consider a simple optimization problem to illustrate algorithms interfaces and optimization libraries integration. Imports ------- .. GENERATED FROM PYTHON SOURCE LINES 29-47 .. code-block:: Python from __future__ import annotations from numpy import cos from numpy import exp from numpy import ones from numpy import sin from gemseo import configure_logger from gemseo import execute_post from gemseo.algos.design_space import DesignSpace from gemseo.algos.doe.doe_factory import DOEFactory from gemseo.algos.opt.opt_factory import OptimizersFactory from gemseo.algos.opt_problem import OptimizationProblem from gemseo.core.mdofunctions.mdo_function import MDOFunction configure_logger() .. rst-class:: sphx-glr-script-out .. code-block:: none .. GENERATED FROM PYTHON SOURCE LINES 48-52 Define the objective function ----------------------------- We define the objective function :math:`f(x)=\sin(x)-\exp(x)` using an :class:`.MDOFunction` defined by the sum of :class:`.MDOFunction` objects. .. GENERATED FROM PYTHON SOURCE LINES 52-56 .. code-block:: Python f_1 = MDOFunction(sin, name="f_1", jac=cos, expr="sin(x)") f_2 = MDOFunction(exp, name="f_2", jac=exp, expr="exp(x)") objective = f_1 - f_2 .. GENERATED FROM PYTHON SOURCE LINES 57-65 .. seealso:: The following operators are implemented: addition, subtraction and multiplication. The minus operator is also defined. Define the design space ----------------------- Then, we define the :class:`.DesignSpace` with |g|. .. GENERATED FROM PYTHON SOURCE LINES 65-68 .. code-block:: Python design_space = DesignSpace() design_space.add_variable("x", l_b=-2.0, u_b=2.0, value=-0.5 * ones(1)) .. GENERATED FROM PYTHON SOURCE LINES 69-72 Define the optimization problem ------------------------------- Then, we define the :class:`.OptimizationProblem` with |g|. .. GENERATED FROM PYTHON SOURCE LINES 72-75 .. code-block:: Python problem = OptimizationProblem(design_space) problem.objective = objective .. GENERATED FROM PYTHON SOURCE LINES 76-82 Solve the optimization problem using an optimization algorithm -------------------------------------------------------------- Finally, we solve the optimization problems with |g| interface. Solve the problem ^^^^^^^^^^^^^^^^^ .. GENERATED FROM PYTHON SOURCE LINES 82-85 .. code-block:: Python opt = OptimizersFactory().execute(problem, "L-BFGS-B", normalize_design_space=True) opt .. rst-class:: sphx-glr-script-out .. code-block:: none INFO - 13:52:44: Optimization problem: INFO - 13:52:44: minimize [f_1-f_2] = sin(x)-exp(x) INFO - 13:52:44: with respect to x INFO - 13:52:44: over the design space: INFO - 13:52:44: +------+-------------+-------+-------------+-------+ INFO - 13:52:44: | Name | Lower bound | Value | Upper bound | Type | INFO - 13:52:44: +------+-------------+-------+-------------+-------+ INFO - 13:52:44: | x | -2 | -0.5 | 2 | float | INFO - 13:52:44: +------+-------------+-------+-------------+-------+ INFO - 13:52:44: Solving optimization problem with algorithm L-BFGS-B: INFO - 13:52:44: 1%| | 5/999 [00:00<00:00, 1312.28 it/sec, obj=-1.24] INFO - 13:52:44: 1%| | 6/999 [00:00<00:00, 1218.15 it/sec, obj=-1.24] INFO - 13:52:44: 1%| | 7/999 [00:00<00:00, 1173.84 it/sec, obj=-1.24] INFO - 13:52:44: Optimization result: INFO - 13:52:44: Optimizer info: INFO - 13:52:44: Status: 0 INFO - 13:52:44: Message: CONVERGENCE: NORM_OF_PROJECTED_GRADIENT_<=_PGTOL INFO - 13:52:44: Number of calls to the objective function by the optimizer: 8 INFO - 13:52:44: Solution: INFO - 13:52:44: Objective: -1.2361083418592416 INFO - 13:52:44: Design space: INFO - 13:52:44: +------+-------------+--------------------+-------------+-------+ INFO - 13:52:44: | Name | Lower bound | Value | Upper bound | Type | INFO - 13:52:44: +------+-------------+--------------------+-------------+-------+ INFO - 13:52:44: | x | -2 | -1.292695718944152 | 2 | float | INFO - 13:52:44: +------+-------------+--------------------+-------------+-------+ .. raw:: html
Optimization result:
  • Design variables: [-1.29269572]
  • Objective function: -1.2361083418592416
  • Feasible solution: True


.. GENERATED FROM PYTHON SOURCE LINES 86-87 Note that you can get all the optimization algorithms names: .. GENERATED FROM PYTHON SOURCE LINES 87-89 .. code-block:: Python OptimizersFactory().algorithms .. rst-class:: sphx-glr-script-out .. code-block:: none ['Augmented_Lagrangian_order_0', 'Augmented_Lagrangian_order_1', 'MMA', 'MNBI', 'NLOPT_MMA', 'NLOPT_COBYLA', 'NLOPT_SLSQP', 'NLOPT_BOBYQA', 'NLOPT_BFGS', 'NLOPT_NEWUOA', 'PDFO_COBYLA', 'PDFO_BOBYQA', 'PDFO_NEWUOA', 'PSEVEN', 'PSEVEN_FD', 'PSEVEN_MOM', 'PSEVEN_NCG', 'PSEVEN_NLS', 'PSEVEN_POWELL', 'PSEVEN_QP', 'PSEVEN_SQP', 'PSEVEN_SQ2P', 'PYMOO_GA', 'PYMOO_NSGA2', 'PYMOO_NSGA3', 'PYMOO_UNSGA3', 'PYMOO_RNSGA3', 'DUAL_ANNEALING', 'SHGO', 'DIFFERENTIAL_EVOLUTION', 'LINEAR_INTERIOR_POINT', 'REVISED_SIMPLEX', 'SIMPLEX', 'HIGHS_INTERIOR_POINT', 'HIGHS_DUAL_SIMPLEX', 'HIGHS', 'Scipy_MILP', 'SLSQP', 'L-BFGS-B', 'TNC', 'NELDER-MEAD'] .. GENERATED FROM PYTHON SOURCE LINES 90-93 Save the optimization results ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ We can serialize the results for further exploitation. .. GENERATED FROM PYTHON SOURCE LINES 93-95 .. code-block:: Python problem.to_hdf("my_optim.hdf5") .. rst-class:: sphx-glr-script-out .. code-block:: none INFO - 13:52:44: Exporting the optimization problem to the file my_optim.hdf5 at node .. GENERATED FROM PYTHON SOURCE LINES 96-98 Post-process the results ^^^^^^^^^^^^^^^^^^^^^^^^ .. GENERATED FROM PYTHON SOURCE LINES 98-100 .. code-block:: Python execute_post(problem, "OptHistoryView", show=True, save=False) .. rst-class:: sphx-glr-horizontal * .. image-sg:: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_001.png :alt: Evolution of the optimization variables :srcset: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_001.png :class: sphx-glr-multi-img * .. image-sg:: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_002.png :alt: Evolution of the objective value :srcset: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_002.png :class: sphx-glr-multi-img * .. image-sg:: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_003.png :alt: Distance to the optimum :srcset: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_003.png :class: sphx-glr-multi-img * .. image-sg:: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_004.png :alt: Hessian diagonal approximation :srcset: /examples/optimization_problem/images/sphx_glr_plot_simple_opt_2_004.png :class: sphx-glr-multi-img .. rst-class:: sphx-glr-script-out .. code-block:: none .. GENERATED FROM PYTHON SOURCE LINES 101-105 .. note:: We can also save this plot using the arguments ``save=False`` and ``file_path='file_path'``. .. GENERATED FROM PYTHON SOURCE LINES 107-111 Solve the optimization problem using a DOE algorithm ---------------------------------------------------- We can also see this optimization problem as a trade-off and solve it by means of a design of experiments (DOE). .. GENERATED FROM PYTHON SOURCE LINES 111-113 .. code-block:: Python opt = DOEFactory().execute(problem, "lhs", n_samples=10, normalize_design_space=True) opt .. rst-class:: sphx-glr-script-out .. code-block:: none INFO - 13:52:45: Optimization problem: INFO - 13:52:45: minimize [f_1-f_2] = sin(x)-exp(x) INFO - 13:52:45: with respect to x INFO - 13:52:45: over the design space: INFO - 13:52:45: +------+-------------+--------------------+-------------+-------+ INFO - 13:52:45: | Name | Lower bound | Value | Upper bound | Type | INFO - 13:52:45: +------+-------------+--------------------+-------------+-------+ INFO - 13:52:45: | x | -2 | -1.292695718944152 | 2 | float | INFO - 13:52:45: +------+-------------+--------------------+-------------+-------+ INFO - 13:52:45: Solving optimization problem with algorithm lhs: INFO - 13:52:45: 10%|█ | 1/10 [00:00<00:00, 2718.28 it/sec, obj=-5.17] INFO - 13:52:45: 20%|██ | 2/10 [00:00<00:00, 2427.26 it/sec, obj=-1.15] INFO - 13:52:45: 30%|███ | 3/10 [00:00<00:00, 2495.62 it/sec, obj=-1.24] INFO - 13:52:45: 40%|████ | 4/10 [00:00<00:00, 2547.41 it/sec, obj=-1.13] INFO - 13:52:45: 50%|█████ | 5/10 [00:00<00:00, 2585.25 it/sec, obj=-2.91] INFO - 13:52:45: 60%|██████ | 6/10 [00:00<00:00, 2615.72 it/sec, obj=-1.75] INFO - 13:52:45: 70%|███████ | 7/10 [00:00<00:00, 2597.32 it/sec, obj=-1.14] INFO - 13:52:45: 80%|████████ | 8/10 [00:00<00:00, 2600.31 it/sec, obj=-1.05] INFO - 13:52:45: 90%|█████████ | 9/10 [00:00<00:00, 2616.90 it/sec, obj=-1.23] INFO - 13:52:45: 100%|██████████| 10/10 [00:00<00:00, 2632.13 it/sec, obj=-1] INFO - 13:52:45: Optimization result: INFO - 13:52:45: Optimizer info: INFO - 13:52:45: Status: None INFO - 13:52:45: Message: None INFO - 13:52:45: Number of calls to the objective function by the optimizer: 18 INFO - 13:52:45: Solution: INFO - 13:52:45: Objective: -5.174108803965849 INFO - 13:52:45: Design space: INFO - 13:52:45: +------+-------------+-------------------+-------------+-------+ INFO - 13:52:45: | Name | Lower bound | Value | Upper bound | Type | INFO - 13:52:45: +------+-------------+-------------------+-------------+-------+ INFO - 13:52:45: | x | -2 | 1.815526693601343 | 2 | float | INFO - 13:52:45: +------+-------------+-------------------+-------------+-------+ .. raw:: html
Optimization result:
  • Design variables: [1.81552669]
  • Objective function: -5.174108803965849
  • Feasible solution: True


.. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 1.041 seconds) .. _sphx_glr_download_examples_optimization_problem_plot_simple_opt_2.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_simple_opt_2.ipynb ` .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_simple_opt_2.py ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_