FSQP - Feasible Sequential Quadratic Programming

This code implements an SQP approach that is modified to generate feasible iterates. In addition to handling general single objective constrained nonlinear optimization problems, the code is also capable of handling multiple competing linear and nonlinear objective functions (minimax), linear and nonlinear inequality constraints, as well as linear and nonlinear equality constraints. [Lawrence1996] [LICENSE]

class pyFSQP.FSQP(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

FSQP Optimizer Class - Inherited from Optimizer Abstract Class

FSQP Optimizer Class Initialization

Keyword arguments:

• pll_type -> STR: Parallel Implementation (None, ‘POA’-Parallel Objective Analysis), Default = None

Documentation last updated: Feb. 16, 2010 - Peter W. Jansen

__solve__(opt_problem={}, sens_type='FD', store_sol=True, store_hst=False, hot_start=False, disp_opts=False, sens_mode='', sens_step={}, *args, **kwargs)

Run Optimizer (Optimize Routine)

Keyword arguments:

• opt_problem -> INST: Optimization instance
• sens_type -> STR/FUNC: Gradient type, Default = ‘FD’
• store_sol -> BOOL: Store solution in Optimization class flag, Default = True
• disp_opts -> BOOL: Flag to display options in solution text, Default = False
• store_hst -> BOOL/STR: Flag/filename to store optimization history, Default = False
• hot_start -> BOOL/STR: Flag/filename to read optimization history, Default = False
• sens_mode -> STR: Flag for parallel gradient calculation, Default = ‘’
• sens_step -> FLOAT: Sensitivity setp size, Default = {} [corresponds to 1e-6 (FD), 1e-20(CS)]

Additional arguments and keyword arguments are passed to the objective function call.

Documentation last updated: February. 2, 2011 - Ruben E. Perez

Optimizer Options

Name	Type	Default Value	Notes
mode	int	100	FSQP Mode
iprint	int	2	Output Level (0- None, 1- Final, 2- Major, 3- Major Details)
miter	int	500	Maximum Number of Iterations
bigbnd	float	1e10	Plus Infinity Value
epstol	float	1e-8	Convergence Tolerance
epseqn	float	0	Equality Constraints Tolerance
iout	int	6	Output Unit Number
ifile	str	‘FSQP.out’	Output File Name