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FILTERSD uses a generalization of Robinson’s method, globalised by using a filter and trust region. The code makes use of a Ritz values approach Linear Constraint Problem solver. Second derivatives and storage of an approximate reduced Hessian matrix is avoided using a limited memory spectral gradient approach based on Ritz values. [LICENSE]

class pyFILTERSD.FILTERSD(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

FILTERSD Optimizer Class - Inherited from Optimizer Abstract Class

FILTERSD 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, 2013 - Ruben E. Perez

Optimizer Options

Name Type Default Value Notes
rho float 1.0 Initial Trust Region Radius
htol float 1.0e-6 Constraint Feasibilities Tolerance
rgtol float 1.0e-5 Reduced Gradient l2 norm Tolerance
maxit int 1000 Maximum Number of Iterations
maxgr int 1.0e+5 Gradient Calls Upper Limit
ubd float 1.0e+5 Constraint Violation Upper Bound
dchk int 0 Derivative Check Flag (0 - no check, 1 - check)
dtol float 1.0e-8 Derivative Check Tolerance
iprint int 1 Print Flag (0-None, 1-Iter, 2-Debug)
iout int 6 Output Unit Number
ifile str ‘FILTERSD.out’ Output File Name