Inheritance diagram for SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization:

Public Member Functions
def	__defaults__ (self)

def	optimize (self, problem, print_output=False)

def	evaluate_model (self, problem, x, der_flag=True)

def	evaluate_corrected_model (self, x, problem=None, corrections=None, tr=None, return_cons=False)

def	evaluate_constraints (self, x, problem=None, corrections=None, tr=None, lb=None, ub=None)

def	calculate_constraint_violation (self, gval, lb, ub)

def	calculate_correction (self, f, df, g, dg, tr)

def	scale_vals (self, inp, con, ini, bnd, scl)

def	accuracy_ratio (self, f_center, f_hi, f_corr, g_viol_center, g_viol_hi, g_viol_corr, tr)

def	update_tr_size (self, rho, tr, accepted)

def	initialize_SLSQP_constraints (self, con, problem, corrections, tr)

def	unpack_constraints_slsqp (self, x, con_ind, sign, edge, problem, corrections, tr)

Public Member Functions inherited from SUAVE.Core.Data.Data
def	__getattribute__ (self, k)

def	__setattr__ (self, k, v)

def	__delattr__ (self, k)

def	__new__ (cls, args, *kwarg)

def	typestring (self)

def	dataname (self)

def	__str__ (self, indent='')

def	__init__ (self, args, *kwarg)

def	__iter__ (self)

def	itervalues (self)

def	values (self)

def	update (self, other)

def	append_or_update (self, other)

def	get_bases (self)

def	append (self, value, key=None)

def	deep_set (self, keys, val)

def	deep_get (self, keys)

def	pack_array (self, output='vector')

def	unpack_array (self, M)

def	do_recursive (self, method, other=None, default=None)

Public Attributes
	tag

	trust_region_max_iterations

	optimizer_max_iterations

	convergence_tolerance

	optimizer_convergence_tolerance

	optimizer_constraint_tolerance

	difference_interval

	optimizer_function_precision

	trust_region_function_precision

	optimizer_verify_level

	fidelity_levels

	evaluation_order

	optimizer

Detailed Description

A trust region optimization

Assumptions:
Only SNOPT is implemented

Source:
None

Member Function Documentation

◆ defaults()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.__defaults__ ( self )

This sets the default values.

Assumptions:
None

Source:
N/A

Inputs:
None

Outputs:
None

Properties Used:
None

Reimplemented from SUAVE.Core.Data.Data.

◆ accuracy_ratio()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.accuracy_ratio	(	self,
		f_center,
		f_hi,
		f_corr,
		g_viol_center,
		g_viol_hi,
		g_viol_corr,
		tr
	)

Compute the trust region accuracy ratio.

Assumptions:
None

Source:
N/A

Inputs:
f_center                   Objective value at the center of the trust region
f_hi                       High-fidelity objective value at the expected optimum
f_corr                     Corrected low-fidelity objective value at the expected optimum
g_viol_center              Constraint violation at the center of the trust region
g_viol_hi                  High-fidelity constraint violation at the expected optimum
g_viol_corr                Corrected low-fidelity constraint violation at the expected optimum
tr.evaluation_function(..)

Outputs:
rho                        [-] accuracy ratio

Properties Used:
self.trust_region_function_precision [-]

◆ calculate_constraint_violation()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.calculate_constraint_violation	(	self,
		gval,
		lb,
		ub
	)

Calculates the constraint violation using a 2-norm of the violated constraint values.

Assumptions:
None

Source:
N/A

Inputs:
gval                     <numpy array> constraint values
lb                       <numpy array> lower bounds on the constraints
up                       <numpy array> upper bounds on the constraints

Outputs:
constraint violation     [-]

Properties Used:
None

◆ calculate_correction()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.calculate_correction	(	self,
		f,
		df,
		g,
		dg,
		tr
	)

Calculates additive correction factors.

Assumptions:
None

Source:
N/A

Inputs:
f  - function value      <float>
df - derivative of f     <numpy array>
g  - constraint value    <numpy array> (only returned if der_flag is True)
dg - jacobian of g       <numpy array> (only returned if der_flag is True)

Outputs:
corr                     <tuple> correction factors

Properties Used:
None

◆ evaluate_constraints()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.evaluate_constraints	(	self,
		x,
		problem = `None`,
		corrections = `None`,
		tr = `None`,
		lb = `None`,
		ub = `None`
	)

Evaluates the SUAVE nexus problem provides an objective value based on constraint violation.
Correction factors are applied to the evaluation results.

Assumptions:
None

Source:
N/A

Inputs:
problem.                 <Nexus class>
  objective(..)
  all_constraints(..)
corrections              <tuple> Contains correction factors
tr.center                <numpy array>
lb                       <numpy array> lower bounds on the constraints
up                       <numpy array> upper bounds on the constraints

Outputs:
obj_cons                 objective based on constraint violation
cons                     list of contraint values
fail                     indicates if the evaluation was successful

Properties Used:
self.calculate_constraint_violation(..)

◆ evaluate_corrected_model()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.evaluate_corrected_model	(	self,
		x,
		problem = `None`,
		corrections = `None`,
		tr = `None`,
		return_cons = `False`
	)

Evaluates the SUAVE nexus problem and applies corrections to the results.

Assumptions:
None

Source:
N/A

Inputs:
problem.                 <Nexus class>
  objective(..)
  all_constraints(..)
corrections              <tuple> Contains correction factors
tr.center                <array>

Outputs:
obj                      function objective
cons                     list of contraint values
fail                     indicates if the evaluation was successful

Properties Used:
None

◆ evaluate_model()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.evaluate_model	(	self,
		problem,
		x,
		der_flag = `True`
	)

Evaluates the SUAVE nexus problem. This is often a mission evaluation.

Assumptions:
None

Source:
N/A

Inputs:
problem.                 <Nexus class>
  objective(..)
  all_constraints(..)
  finite difference(..)
x                        <numpy array>
der_flag                 <boolean>  Determines if finite differencing is done

Outputs:
f  - function value      <float>
df - derivative of f     <numpy array>
g  - constraint value    <numpy array> (only returned if der_flag is True)
dg - jacobian of g       <numpy array> (only returned if der_flag is True)


Properties Used:
self.difference_interval [-]

◆ optimize()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.optimize	(	self,
		problem,
		print_output = `False`
	)

Optimizes the problem

Assumptions:
Currently only works with SNOPT

Source:
"A trust-region framework for managing the use of approximation models in optimization," Alexandrov et. al., 1998
Details do not follow exactly.

Inputs:
problem.                 <Nexus class> (also passed into other functions)
  optimization_problem. 
    inputs               Numpy array matching standard SUAVE optimization setup
    objective            Numpy array matching standard SUAVE optimization setup
    constraints          Numpy array matching standard SUAVE optimization setup
  fidelity_level         [-]
print_output             <boolean> Determines if output is printed during the optimization run

Outputs:
(fOpt_corr,xOpt_corr,str):
    fOpt_corr            <float>
    xOpt_corr            <numpy array>
    str                  Varies depending on the result of the optimization
    

Properties Used:
self.
  trust_region_max_iterations         [-]    
  fidelity_levels                     [-]
  evaluation_order                    List of the fidelity level order
  evaluate_model(..)
  calculate_correction(..)
  calculate_constraint_violation(..)
  optimizer                           <string> Determines what optimizer is used
  evaluate_corrected_model(..)
  optimizer_max_iterations            [-]
  optimizer_convergence_tolerance     [-]
  optimizer_constraint_tolerance      [-]
  optimizer_function_precision        [-]
  optimizer_verify_level              Int determining if SNOPT will verify that the minimum is level
  accuracy_ratio(..)
  update_tr_size(..)
  convergance_tolerance               [-]

◆ scale_vals()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.scale_vals	(	self,
		inp,
		con,
		ini,
		bnd,
		scl
	)

Scales inputs, constraints, and their bounds.

Assumptions:
None

Source:
N/A

Inputs:
(all SUAVE format specific numpy arrays)
inp                 Design variables
con                 Constraint limits
ini                 Initial values
bnd                 Variable bounds
scl                 Scaling factors

Outputs:
x                   <numpy array> Scaled design variables
scaled_constraints  <numpy array>
x_low_bound         <numpy array>
x_up_bound          <numpy array>
con_up_edge         <numpy array>
con_low_edge        <numpy array>
name                <list of strings> List of variable names

Properties Used:
None

◆ update_tr_size()

def SUAVE.Optimization.Package_Setups.TRMM.Trust_Region_Optimization.Trust_Region_Optimization.update_tr_size	(	self,
		rho,
		tr,
		accepted
	)

Updates the trust region size based on the accuracy ratio and if it has been accepted.

Assumptions:
None

Source:
N/A

Inputs:
rho                  [-] accuracy ratio
tr. 
  size               [-]
  contraction_factor [-]
  contract_threshold [-]
  expand_threshold   [-]
  expansion_factor   [-]

Outputs:
tr_action            [-] number indicating the type of action done by the trust region

Properties Used:
None

The documentation for this class was generated from the following file:

/Users/emiliobotero/Dropbox/SUAVE/SUAVE/trunk/SUAVE/Optimization/Package_Setups/TRMM/Trust_Region_Optimization.py

Public Member Functions

Public Attributes