Source code for pyoptsparse.pyOpt_gradient

# Standard Python modules
from typing import Tuple, Union

# External modules
import numpy as np
from numpy import ndarray

# Local modules
from .pyOpt_MPI import MPI
from .pyOpt_optimization import Optimization
from .types import Dict1DType, Dict2DType


[docs]class Gradient: def __init__(self, optProb: Optimization, sensType: str, sensStep: float = None, sensMode: str = "", comm=None): """ Gradient class for automatically computing gradients with finite difference or complex step. Parameters ---------- optProb : Optimization instance This is the complete description of the optimization problem. sensType : str - ``FD`` for forward difference - ``CD`` for central difference - ``FDR`` for forward difference with relative step size - ``CDR`` for central difference with relative step size - ``CS`` for complex step sensStep : float Step size to use for differencing sensMode : str Flag to compute gradients in parallel. """ self.optProb = optProb self.sensType = sensType self.sensStep: Union[float, complex] if sensStep is None: if self.sensType in ["fd", "fdr"]: self.sensStep = 1e-6 elif self.sensType in ["cd", "cdr"]: self.sensStep = 1e-4 else: self.sensStep = 1e-40j else: self.sensStep = sensStep self.sensMode = sensMode self.comm = comm # Now we can compute which dvs each process will need to # compute: ndvs = self.optProb.ndvs if self.sensMode == "pgc" and self.comm: self.mydvs = list(range(self.comm.rank, ndvs, self.comm.size)) else: self.mydvs = list(range(ndvs)) def _eval_func(self, x: ndarray) -> Tuple[ndarray, ndarray, bool]: """internal method to call function and extract obj, con""" xCall = self.optProb.processXtoDict(x) # Call objective [funcs, fail] = self.optProb.objFun(xCall) # Process constraint in case they are in dict form self.optProb.evaluateLinearConstraints(x, funcs) fobj = self.optProb.processObjtoVec(funcs, scaled=False) if self.sensType == "cs": fcon = self.optProb.processContoVec(funcs, scaled=False, dtype="D", natural=True) else: fcon = self.optProb.processContoVec(funcs, scaled=False, natural=True) return fobj, fcon, fail def __call__(self, x: Dict1DType, funcs: Dict1DType) -> Tuple[Dict2DType, bool]: """ We need to make this object "look" the same as a user supplied function handle. That way, the optimizers need not care how the gradients are **actually** calculated. Parameters ---------- x : dict Optimization variables from optimizer funcs : dict Dictionary of all the function values Returns ------- funcsSens : dict Dictionary of sensitivities fail : bool Flag for failure. It currently always returns False """ # Since this is *very* dumb loop over all the design # variables, it is easier to just loop over the x values as an # array. Furthermore, since the user **should** have # reasonably well scaled variables, the fixed step size should # have more meaning. # Generate final array sizes for the objective and constraint # gradients ndvs = self.optProb.ndvs ncon = self.optProb.nCon gobj = np.zeros(ndvs, "d") gcon = np.zeros((ncon, ndvs), "d") if self.sensMode == "pgc": funcsBase = self.comm.bcast(funcs) else: funcsBase = funcs # We DO NOT want the constraints scaled here....the constraint # scaling will be taken into account when the derivatives are # processed as per normal. xBase = self.optProb.processXtoVec(x) self.optProb.evaluateLinearConstraints(xBase, funcsBase) fconBase = self.optProb.processContoVec(funcsBase, scaled=False, natural=True) fobjBase = self.optProb.processObjtoVec(funcsBase, scaled=False) # Convert to complex if necessary: if self.sensType == "cs": xBase = xBase.astype("D") masterFail = False for i in self.mydvs: xph = xBase.copy() if self.sensType in ["fdr", "cdr"]: sensStep = max(abs(self.sensStep * xph[i]), self.sensStep) else: sensStep = self.sensStep xph[i] += sensStep fobj_ph, fcon_ph, fail = self._eval_func(xph) if fail: masterFail = True # forward difference if self.sensType in ["fd", "fdr"]: gobj[i] = (fobj_ph - fobjBase) / sensStep gcon[:, i] = (fcon_ph - fconBase) / sensStep # central difference elif self.sensType in ["cd", "cdr"]: xmh = xph # xph isn't used anymore so just point to same location xmh[i] -= 2 * sensStep fobj_mh, fcon_mh, fail = self._eval_func(xmh) if fail: masterFail = True gobj[i] = (fobj_ph - fobj_mh) / (2 * sensStep) gcon[:, i] = (fcon_ph - fcon_mh) / (2 * sensStep) # complex step else: gobj[i] = np.imag(fobj_ph) / np.imag(sensStep) gcon[:, i] = np.imag(fcon_ph) / np.imag(sensStep) if self.sensMode == "pgc": # We just mpi_reduce to the root with sum. This uses the # efficient numpy versions self.comm.Reduce(gobj.copy(), gobj, op=MPI.SUM, root=0) self.comm.Reduce(gcon.copy(), gcon, op=MPI.SUM, root=0) # Logically reduce (over the comm) if the fail if *ANY* # gradient calc failed: if self.comm is not None: masterFail = self.comm.allreduce(masterFail, op=MPI.LOR) # Finally, we have to convert everything **back** to a # dictionary so the rest of the code works: funcsSens: Dict2DType = {} for objKey in self.optProb.objectives: funcsSens[objKey] = {} for dvGroup in self.optProb.variables: ss = self.optProb.dvOffset[dvGroup] funcsSens[objKey][dvGroup] = gobj[ss[0] : ss[1]] for conKey in self.optProb.constraints: con = self.optProb.constraints[conKey] funcsSens[conKey] = {} for dvGroup in self.optProb.variables: ss = self.optProb.dvOffset[dvGroup] funcsSens[conKey][dvGroup] = gcon[con.rs : con.re, ss[0] : ss[1]] return funcsSens, masterFail