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COBYLA - Constrained Optimization BY Linear Approximation

KSOPT - Kreisselmeier–Steinhauser Optimizer

This code reformulates the constrained problem into an unconstrained one using a composite Kreisselmeier–Steinhauser objective function to create an envelope of the objective function and set of constraints. The envelope function is then optimized using a sequential unconstrained minimization technique (SUMT). At each iteration, the unconstrained optimization problem is solved using the Davidon–Fletcher–Powell (DFP) algorithm. [Wrenn1989] [LICENSE]

class pyKSOPT.KSOPT(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

KSOPT Optimizer Class - Inherited from Optimizer Abstract Class

KSOPT 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
ITMAX int 4e2 Maximum Number of Iterations
RDFUN float 1e-4 Objective Convergence Relative Tolerance
RHOMIN float 5 Initial KS multiplier
RHOMAX float 100.0 Final KS multiplier
IPRINT int 2 Print Control (0 - None, 1 - Final, 2 - Iters)
IOUT int 6 Output Unit Number
IFILE str ‘KSOPT.out’ Output File Name