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ALGENCAN - Augmented Lagrangian with GENCAN

ALGENCAN solves the general non-linear constrained optimization problem without resorting to the use of matrix manipulations. It uses instead an Augmented Lagrangian approach which is able to solve extremely large problems with moderate computer time. [Andreani2007] [LICENSE]

class pyALGENCAN.ALGENCAN(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

ALGENCAN Optimizer Class - Inherited from Optimizer Abstract Class

ALGENCAN 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, disp_opts=False, store_hst=False, hot_start=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 - Peter W. Jansen

Optimizer Options

Name Type Default Value Notes
epsfeas float 1e-8 Feasibility Convergence Accurancy
epsopt float 1e-8 Optimality Convergence Accurancy
efacc float 1e-4 Feasibility Level for Newton-KKT Acceleration
eoacc float 1e-4 Optimality Level for Newton-KKT Acceleration
checkder bool False Check Derivatives Flag
iprint int 2 Output Level (0 - None, 10 - Final, >10 - Iter Details)
ifile str ‘ALGENCAN.out’ Output File Name
ncomp int 6 Print Precision