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MMA - Method of Moving Asymptotes

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CONMIN - CONstrained function MINimization

GCMMA - Globally Convergent Method of Moving Asymptotes

GCMMA is a variant of the original method of moving asymptotes MMA - Method of Moving Asymptotes algorithm. The variant extends the original MMA functionality and guarantees convergence to some local minimum from any feasible starting point. [Svanberg1995] [LICENSE]

class pyGCMMA.GCMMA(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

GCMMA Optimizer Class - Inherited from Optimizer Abstract Class

GCMMA 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
MAXIT int 1000 Maximum Iterations
INNMAX int 10 Maximum Inner Iterations
GEPS float 1e-6 Dual Objective Gradient Tolerance
DABOBJ float 1e-6 Min absolute change in the objective to indicate convergence
DELOBJ float 1e-6 Min relative change in the objective to indicate convergence
ITRM int 2 Number of consecutive iterations to indicate convergence
IPRINT int 1 Output Level (neg-None, 0-Screen, 1-File)
IOUT int 6 Output Unit Number
IFILE str ‘GCMMA.out’ Output File Name