Source code for pyoptsparse.pyALPSO.pyALPSO

pyALPSO - A pyOptSparse interface to ALPSO
work with sparse optimization problems.

# Standard Python modules
import datetime
import time

# External modules
import numpy as np

# Local modules
from . import alpso
from ..pyOpt_error import Error
from ..pyOpt_optimizer import Optimizer

# isort: off

[docs] class ALPSO(Optimizer): """ ALPSO Optimizer Class - Inherited from Optimizer Abstract Class *Keyword arguments:** - pll_type -> STR: ALPSO Parallel Implementation (None, SPM- Static, DPM- Dynamic, POA-Parallel Analysis), *Default* = None """ def __init__(self, options={}): self.alpso = alpso category = "Global Optimizer" defOpts = self._getDefaultOptions() informs = self._getInforms() super().__init__("ALPSO", category, defaultOptions=defOpts, informs=informs, options=options) @staticmethod def _getInforms(): informs = {} return informs @staticmethod def _getDefaultOptions(): defOpts = { "SwarmSize": [int, 40], "maxOuterIter": [int, 200], "maxInnerIter": [int, 6], "minInnerIter": [int, 6], "dynInnerIter": [int, 0], "stopCriteria": [int, 1], "stopIters": [int, 5], "etol": [float, 1e-3], "itol": [float, 1e-3], # 'ltol':[float, 1e-2], "rtol": [float, 1e-2], "atol": [float, 1e-2], "dtol": [float, 1e-1], "printOuterIters": [int, 0], "printInnerIters": [int, 0], "rinit": [float, 1.0], "xinit": [int, 0], "vinit": [float, 1.0], "vmax": [float, 2.0], "c1": [float, 2.0], "c2": [float, 1.0], "w1": [float, 0.99], "w2": [float, 0.55], "ns": [int, 15], "nf": [int, 5], "dt": [float, 1.0], "vcrazy": [float, 1e-4], "fileout": [int, 1], "filename": [str, "ALPSO.out"], "seed": [int, 0], "HoodSize": [int, 40], "HoodModel": [str, "gbest"], "HoodSelf": [int, 1], "Scaling": [int, 1], "parallelType": [str, [None, "EXT"]], } return defOpts
[docs] def __call__(self, optProb, storeHistory=None, hotStart=None, **kwargs): """ This is the main routine used to solve the optimization problem. Parameters ---------- optProb : Optimization or Solution class instance This is the complete description of the optimization problem to be solved by the optimizer storeHistory : str File name of the history file into which the history of this optimization will be stored hotStart : str File name of the history file to "replay" for the optimization. The optimization problem used to generate the history file specified in 'hotStart' must be **IDENTICAL** to the currently supplied 'optProb'. By identical we mean, **EVERY SINGLE PARAMETER MUST BE IDENTICAL**. As soon as he requested evaluation point from ALPSO does not match the history and function evaluations revert back to normal evaluations. Notes ----- The kwargs are there such that the sens= argument can be supplied (but ignored here in alpso) """ self.startTime = time.time() # ====================================================================== # ALPSO - Objective/Constraint Values Function # ====================================================================== def objconfunc(x): fobj, fcon, fail = self._masterFunc(x, ["fobj", "fcon"]) return fobj, fcon # Save the optimization problem and finalize constraint # Jacobian, in general can only do on root proc self.optProb = optProb self.optProb.finalize() # Set history/hotstart/coldstart self._setHistory(storeHistory, hotStart) self._setInitialCacheValues() if len(optProb.constraints) == 0: self.unconstrained = True xl, xu, xs = self._assembleContinuousVariables() xs = np.maximum(xs, xl) xs = np.minimum(xs, xu) n = len(xs) types = [0] * len(xs) oneSided = True if self.unconstrained: m = 0 me = 0 else: indices, blc, buc, fact = self.optProb.getOrdering( ["ne", "le", "ni", "li"], oneSided=oneSided, noEquality=False ) m = len(indices) self.optProb.jacIndices = indices self.optProb.fact = fact self.optProb.offset = buc indices, __, __, __ = self.optProb.getOrdering(["ne", "le"], oneSided=oneSided, noEquality=False) me = len(indices) if self.optProb.comm.rank == 0: # Setup argument list values opt = self.getOption dyniI = self.getOption("dynInnerIter") if dyniI == 0: self.setOption("minInnerIter", opt("maxInnerIter")) if opt("stopCriteria") not in [0, 1]: raise Error("Incorrect Stopping Criteria Setting") if opt("fileout") not in [0, 1, 2, 3]: raise Error("Incorrect fileout Setting") # Run ALPSO t0 = time.time() # fmt: off opt_x, opt_f, opt_g, opt_lambda, nfevals, rseed = self.alpso.alpso( n, m, me, types, xs, xl, xu, opt('SwarmSize'), opt('HoodSize'), opt('HoodModel'), opt('maxOuterIter'), opt('maxInnerIter'), opt('minInnerIter'), opt('stopCriteria'), opt('stopIters'), opt('etol'), opt('itol'), opt('rtol'), opt('atol'), opt('dtol'), opt('printOuterIters'), opt('printInnerIters'), opt('rinit'), opt('vinit'), opt('vmax'), opt('c1'), opt('c2'), opt('w1'), opt('w2'), opt('ns'), opt('nf'), opt('vcrazy'), opt('fileout'), opt('filename'), None, None, opt('seed'), opt('Scaling'), opt('HoodSelf'), objconfunc) # fmt: on optTime = time.time() - t0 if self.storeHistory: self.metadata["endTime"] ="%Y-%m-%d %H:%M:%S") self.metadata["optTime"] = optTime self.hist.writeData("metadata", self.metadata) self.hist.close() # Broadcast a -1 to indcate NSGA2 has finished self.optProb.comm.bcast(-1, root=0) # Store Results sol_inform = {"value": "", "text": ""} # Create the optimization solution sol = self._createSolution(optTime, sol_inform, opt_f, opt_x) else: # We are not on the root process so go into waiting loop: self._waitLoop() sol = None # Communication solution and return sol = self._communicateSolution(sol) return sol
def _on_setOption(self, name, value): if name == "parallelType": if isinstance(value, str) and value.upper() == "EXT": try: from . import alpso_ext self.alpso = alpso_ext except ImportError: raise ImportError("pyALPSO: ALPSO EXT shared library failed to import.") def _communicateSolution(self, sol): if sol is not None: sol.userObjCalls = self.optProb.comm.allreduce(sol.userObjCalls) sol.comm = None sol = self.optProb.comm.bcast(sol) sol.objFun = self.optProb.objFun sol.comm = self.optProb.comm return sol