#!/usr/local/bin/python ''' pyOpt_optimization Holds the Python Design Optimization Classes (base and inherited). Copyright (c) 2008-2011 by pyOpt Developers All rights reserved. Revision: 1.4 $Date: 22/06/2009 21:00$ Developers: ----------- - Dr. Ruben E. Perez (RP) - Mr. Peter W. Jansen (PJ) History ------- v. 1.0 - Initial Class Creation (RP, 2008) - Added Set Variable and Constraint Groups (PJ, 2008) v. 1.1 - Pretty Print of Optimization Problems (PJ, 2008) v. 1.2 - Added Solution Class (PJ, 2008) - Added File Writing Support (PJ, 2008) v. 1.3 - Minor Fixes and Functionality Updates (RP, 2008) v. 1.4 - Added Variables Groups Handling (PJ,RP 2009) ''' __version__ = '$Revision: $' ''' To Do: - add variable group error when groups have the same name - add method for addVar2Group - pickle wrapping ?! - save class __str__ info to file (text/TeX) ? - warm start from other opts? - class for core sensitivity? - class for history? ''' # ============================================================================= # Standard Python modules # ============================================================================= import os, sys import pdb # ============================================================================= # External Python modules # ============================================================================= import numpy # ============================================================================= # Extension modules # ============================================================================= from pyOpt_variable import Variable from pyOpt_objective import Objective from pyOpt_constraint import Constraint from pyOpt_parameter import Parameter # ============================================================================= # Misc Definitions # ============================================================================= inf = 10.E+20 # define a value for infinity # ============================================================================= # Optimization Class # ============================================================================= class Optimization(object): ''' Optimization Problem Class ''' def __init__(self, name, obj_fun, var_set=None, obj_set=None, con_set=None, use_groups=False, *args, **kwargs): ''' Optimization Problem Class Initialization **Arguments:** - name -> STR: Solution name - opt_func -> FUNC: Objective function **Keyword arguments:** - var_set -> INST: Variable set, *Default* = None - obj_set -> INST: Objective set, *Default* = None - con_set -> INST: Constraints set, *Default* = None - use_groups -> BOOL: Use of group identifiers flag, *Default* = False Documentation last updated: May. 23, 2011 - Ruben E. Perez ''' # self.name = name self.obj_fun = obj_fun self.use_groups = use_groups # Initialize Variable Set if var_set is None: self._variables = {} else: self._variables = var_set #end self._vargroups = {} # Initialize Objective Set if obj_set is None: self._objectives = {} else: self._objectives = obj_set #end # Initialize Constraint Set if con_set is None: self._constraints = {} else: self._constraints = con_set #end ## Initialize Parameter Set #if par_set is None: # self._parameters = {} #else: # self._parameters = par_set ##end # Initialize Solution Set self._solutions = {} def getVar(self, i): ''' Get Variable *i* from Variables Set **Arguments:** - i -> INT: Variable index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Variable index must be an integer >= 0.") #end # return self._variables[i] def addVar(self, *args, **kwargs): ''' Add Variable into Variables Set Documentation last updated: March. 27, 2008 - Ruben E. Perez ''' # id = self.firstavailableindex(self._variables) self.setVar(id,*args,**kwargs) # tmp_group = {} tmp_group[self._variables[id].name] = id self._vargroups[self.firstavailableindex(self._vargroups)] = {'name':self._variables[id].name,'ids':tmp_group} def addVarGroup(self, name, nvars, type='c', value=0.0, **kwargs): ''' Add a Group of Variables into Variables Set **Arguments:** - name -> STR: Variable Group Name - nvars -> INT: Number of variables in group **Keyword arguments:** - type -> STR: Variable type ('c'-continuous, 'i'-integer, 'd'-discrete), *Default* = 'c' - value ->INT/FLOAT: Variable starting value, *Default* = 0.0 Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # #ngroups = len(self._vargroups) #for j in xrange(ngroups): # if (self._vargroups[j]['name'] == name): # raise IOError('Variables group names should be distinct\n') # #end ##end # type = [type]*nvars if isinstance(value,list) or isinstance(value,numpy.ndarray): value = value elif isinstance(value,int): value = [value]*nvars elif isinstance(value,float): value = [value]*nvars else: raise IOError('Variable type for value not understood - use float, int or list\n') #end lower = [-inf]*nvars upper = [inf]*nvars choices = ['']*nvars for key in kwargs.keys(): if (key == 'lower'): if isinstance(kwargs['lower'],float): lower = [kwargs['lower']]*nvars elif isinstance(kwargs['lower'],int): lower = [kwargs['lower']]*nvars elif isinstance(kwargs['lower'],(list,numpy.ndarray)): if len(kwargs['lower']) != nvars: for i in xrange(len(kwargs['lower'])): lower[i] = kwargs['lower'][i] #end else: lower = kwargs['lower'] #end else: raise IOError('Variable type for lower bound not understood - use float, int or list\n') #end elif (key == 'upper'): if isinstance(kwargs['upper'],float): upper = [kwargs['upper']]*nvars elif isinstance(kwargs['upper'],int): upper = [kwargs['upper']]*nvars elif isinstance(kwargs['upper'],(list,numpy.ndarray)): if len(kwargs['upper']) != nvars: for i in xrange(len(kwargs['upper'])): upper[i] = kwargs['upper'][i] #end else: upper = kwargs['upper'] #end else: raise IOError('Variable type for upper bound not understood - use float, int or list\n') #end #end if (key == 'choices'): choices = [kwargs['choices']]*nvars #end #end tmp_group = {} for var in xrange(nvars): tmp_name = name +'_%s' %(var) id = self.firstavailableindex(self._variables) self.setVar(id, tmp_name, type[var], value[var], lower=lower[var], upper=upper[var], choices=choices[var]) tmp_group[tmp_name] = id #end self._vargroups[self.firstavailableindex(self._vargroups)] = {'name':name,'ids':tmp_group} def setVar(self, i, *args, **kwargs): ''' Set Variable *i* into Variables Set **Arguments:** - i -> INT: Variable index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # if (len(args) > 0) and isinstance(args[0], Variable): self._variables[i] = args[0] else: try: self._variables[i] = Variable(*args,**kwargs) except IOError, (error): raise IOError("%s" %(error)) except: raise ValueError("Input is not a Valid for a Variable Object instance\n") #end #end def delVar(self, i): ''' Delete Variable *i* from Variables Set **Arguments:** - i -> INT: Variable index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Variable index must be an integer >= 0.") #end # del self._variables[i] # #ngroups = len(self._vargroups) for j in self._vargroups.keys(): keys = self._vargroups[j]['ids'] nkeys = len(keys) for key in keys: if (self._vargroups[j]['ids'][key] == i): del self._vargroups[j]['ids'][key] if (nkeys == 1): del self._vargroups[j] #end return #end #end #end def delVarGroup(self, name): ''' Delete Variable Group *name* from Variables Set **Arguments:** - name -> STR: Variable group name Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # ngroups = len(self._vargroups) for j in xrange(ngroups): if (self._vargroups[j]['name'] == name): keys = self._vargroups[j]['ids'] for key in keys: id = self._vargroups[j]['ids'][key] del self._variables[id] #end del self._vargroups[j] #end #end def getVarSet(self): ''' Get Variables Set Documentation last updated: March. 27, 2008 - Ruben E. Perez ''' return self._variables def getVarGroups(self): ''' Get Variables Groups Set Documentation last updated: June. 25, 2009 - Ruben E. Perez ''' return self._vargroups def getObj(self, i): ''' Get Objective *i* from Objectives Set **Arguments:** - i -> INT: Objective index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Objective index must be an integer >= 0.") #end # return self._objectives[i] def addObj(self, *args, **kwargs): ''' Add Objective into Objectives Set Documentation last updated: March. 27, 2008 - Ruben E. Perez ''' # self.setObj(self.firstavailableindex(self._objectives),*args,**kwargs) def setObj(self, i, *args, **kwargs): ''' Set Objective *i* into Objectives Set **Arguments:** - i -> INT: Objective index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # if (len(args) > 0) and isinstance(args[0], Objective): self._objectives[i] = args[0] else: try: self._objectives[i] = Objective(*args,**kwargs) except: raise ValueError("Input is not a Valid for a Objective Object instance\n") #end #end def delObj(self, i): ''' Delete Objective *i* from Objectives Set **Arguments:** - i -> INT: Objective index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Objective index must be an integer >= 0.") #end # del self._objectives[i] def getObjSet(self): ''' Get Objectives Set Documentation last updated: March. 27, 2008 - Ruben E. Perez ''' return self._objectives def getCon(self, i): ''' Get Constraint *i* from Constraint Set **Arguments:** - i -> INT: Constraint index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Constraint index must be an integer >= 0.") #end # return self._constraints[i] def addCon(self, *args, **kwargs): ''' Add Constraint into Constraints Set Documentation last updated: March. 27, 2008 - Ruben E. Perez ''' # self.setCon(self.firstavailableindex(self._constraints),*args,**kwargs) def addConGroup(self, name, ncons, type='i', **kwargs): ''' Add a Group of Constraints into Constraints Set **Arguments:** - name -> STR: Constraint group name - ncons -> INT: Number of constraints in group **Keyword arguments:** - type -> STR: Constraint type ('i'-inequality, 'e'-equality), *Default* = 'i' Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # type_list = [type[0].lower()]*ncons if (type[0].lower() == 'i'): lower = [-inf]*ncons upper = [0.0]*ncons for key in kwargs.keys(): if (key == 'lower'): if isinstance(kwargs['lower'],float): lower = [kwargs['lower']]*ncons elif isinstance(kwargs['lower'],int): lower = [kwargs['lower']]*ncons elif isinstance(kwargs['lower'],(list,numpy.ndarray)): if len(kwargs['lower']) != ncons: for i in xrange(len(kwargs['lower'])): lower[i] = kwargs['lower'][i] #end else: lower = kwargs['lower'] #end else: raise IOError('Variable type for lower bound not understood - use float, int or list\n') #end elif (key == 'upper'): if isinstance(kwargs['upper'],float): upper = [kwargs['upper']]*ncons elif isinstance(kwargs['upper'],int): upper = [kwargs['upper']]*ncons elif isinstance(kwargs['upper'],(list,numpy.ndarray)): if len(kwargs['upper']) != ncons: for i in xrange(len(kwargs['upper'])): upper[i] = kwargs['upper'][i] #end else: upper = kwargs['upper'] #end else: raise IOError('Variable type for upper bound not understood - use float, int or list\n') #end #end #end for con in xrange(ncons): tmp_name = name +'_%s' %(con) self.setCon(self.firstavailableindex(self._constraints),tmp_name, type_list[con], lower=lower[con], upper=upper[con]) #end elif (type[0].lower() == 'e'): equal = [0.0]*ncons for key in kwargs.keys(): if (key == 'equal'): if isinstance(kwargs['equal'],float): equal = [kwargs['equal']]*ncons elif isinstance(kwargs['equal'],int): equal = [kwargs['equal']]*ncons elif isinstance(kwargs['equal'],(list,numpy.ndarray)): if len(kwargs['equal']) != ncons: for i in xrange(len(kwargs['equal'])): lower[i] = kwargs['equal'][i] #end else: equal = kwargs['equal'] #end else: raise IOError('Variable type for lower bound not understood - use float, int or list\n') #end #end #end for con in xrange(ncons): tmp_name = name +'_%s' %(con) self.setCon(self.firstavailableindex(self._constraints),tmp_name, type_list[con], equal=equal[con]) #end #end def setCon(self, i, *args, **kwargs): ''' Set Constraint *i* into Constraints Set **Arguments:** - i -> INT: Constraint index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # if (len(args) > 0) and isinstance(args[0], Constraint): self._constraints[i] = args[0] else: try: self._constraints[i] = Constraint(*args,**kwargs) except IOError, (error): raise IOError("%s" %(error)) except: raise ValueError("Input is not a Valid for a Constraint Object instance\n") #end #end def delCon(self, i): ''' Delete Constraint *i* from Constraints Set **Arguments:** - i -> INT: Constraint index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Constraint index must be an integer >= 0.") #end # del self._constraints[i] def getConSet(self): ''' Get Constraints Set Documentation last updated: March. 27, 2008 - Ruben E. Perez ''' return self._constraints def getSol(self, i): ''' Get Solution *i* from Solution Set **Arguments:** - i -> INT: Solution index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Solution index must be an integer >= 0.") #end # return self._solutions[i] def addSol(self, *args, **kwargs): ''' Add Solution into Solution Set Documentation last updated: May. 07, 2008 - Ruben E. Perez ''' # self.setSol(self.firstavailableindex(self._solutions),*args,**kwargs) def setSol(self,i, *args, **kwargs): ''' Set Solution *i* into Solution Set **Arguments:** - i -> INT: Solution index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # if (len(args) > 0) and isinstance(args[0], Solution): self._solutions[i] = args[0] else: #try: self._solutions[i] = Solution(*args,**kwargs) #except: # print args # print kwargs # raise ValueError("Input is not a Valid for a Solution Object instance\n") #end #end def delSol(self, i): ''' Delete *i* Solution from Solutions Set **Arguments:** - i -> INT: Solution index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Solution index must be an integer >= 0.") #end # del self._solutions[i] def getSolSet(self): ''' Get Solutions Set Documentation last updated: May. 07, 2008 - Ruben E. Perez ''' return self._solutions def getPar(self, i): ''' Get Parameter *i* from Parameters Set **Arguments:** - i -> INT: Solution index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Parameter index must be an integer >= 0.") #end # return self._parameters[i] def addPar(self, *args, **kwargs): ''' Add Parameter into Parameters Set Documentation last updated: May. 23, 2008 - Ruben E. Perez ''' # self.setPar(self.firstavailableindex(self._parameters),*args,**kwargs) def setPar(self, i, *args, **kwargs): ''' Set Parameter *i* into Parameters Set **Arguments:** - i -> INT: Parameter index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # if (len(args) > 0) and isinstance(args[0], Parameter): self._parameters[i] = args[0] else: try: self._parameters[i] = Parameter(*args,**kwargs) except: raise ValueError("Input is not a Valid for a Parameter Object instance\n") #end #end def delPar(self, i): ''' Delete Parameter *i* from Parameters Set **Arguments:** - i -> INT: Parameter index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Parameter index must be an integer >= 0.") #end # del self._parameters[i] def getParSet(self): ''' Get Parameter Set Documentation last updated: May. 23, 2008 - Ruben E. Perez ''' return self._parameters def firstavailableindex(self, set): ''' List First Unused Index from Variable Objects List **Arguments:** - set -> LIST: Set to find frist available index of Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # i = 0 while i in set: i += 1 #end return i def ListAttributes(self): ''' Print Structured Attributes List Documentation last updated: March. 24, 2008 - Ruben E. Perez ''' ListAttributes(self) def __str__(self): ''' Print Structured Optimization Problem Documentation last updated: April. 30, 2008 - Peter W. Jansen ''' text = '''\nOptimization Problem -- %s\n%s\n Objective Function: %s\n\n Objectives: Name Value Optimum\n''' %(self.name,'='*80,self.obj_fun.__name__) for obj in self._objectives.keys(): lines = str(self._objectives[obj]).split('\n') text += lines[1] + '\n' #end text += '''\n Variables (c - continuous, i - integer, d - discrete): Name Type Value Lower Bound Upper Bound\n''' for var in self._variables.keys(): lines = str(self._variables[var]).split('\n') text+= lines[1] + '\n' #end if len(self._constraints.keys()) > 0: text += '''\n Constraints (i - inequality, e - equality): Name Type Bounds\n''' for con in self._constraints.keys(): lines = str(self._constraints[con]).split('\n') text+= lines[1] + '\n' #end return (text) def write2file(self, outfile='', disp_sols=False, **kwargs): ''' Write Structured Optimization Problem to file **Keyword arguments:** - outfile -> STR/INST: File name or file instance, *Default* = '' - disp_sols -> BOOL: Display solutions flag, *Default* = False. - solutions -> LIST: List of solution indexes. Documentation last updated: May. 9, 2008 - Peter W. Jansen ''' # if isinstance(outfile,str): if (outfile == ''): findir = os.listdir(os.curdir) tmpname = self.name.lower() tmpname = tmpname.split(' ') tmpname = tmpname[0] i = 0 while (tmpname+'.txt') in findir: tmpname = tmpname.rstrip('_%d' %(i-1)) tmpname = tmpname + '_' +str(i) i += 1 #end tmpname += '.txt' outfile = open(tmpname,'w') else: outfile = open(outfile,'w') elif (not isinstance(outfile,str)) and (not isinstance(outfile,file)): raise IOError(repr(outfile) + 'is not a file or filename') #end ftext = self.__str__() outfile.write(ftext) if disp_sols or kwargs.has_key('solutions'): if kwargs.has_key('solutions'): sol_indices = kwargs['solutions'] else: sol_indices = self._solutions.keys() #end for key in sol_indices: soltext = '\n' + self._solutions[key].__str__() outfile.write(soltext) #end #end print 'Data written to file ', outfile.name outfile.close() def solution(self, i): ''' Get Solution from Solution Set **Arguments:** - i -> INT: Solution index Documentation last updated: Feb. 07, 2011 - Peter W. Jansen ''' # Check Index if not (isinstance(i,int) and i >= 0): raise ValueError("Solution index must be an integer >= 0.") #end # return self._solutions[i] # ============================================================================= # Solution Class # ============================================================================= class Solution(Optimization): ''' Optimization Solution Class ''' def __init__(self, optimizer, name, obj_fun, opt_time, opt_evals, opt_inform, var_set={}, obj_set={}, con_set={}, options_set={}, myrank=0,*args, **kwargs): ''' Solution Class Initialization **Arguments:** - optimizer -> STR: Optimizer name - name -> STR: Optimization problem name - opt_time -> FLOAT: Solution total time - opt_evals -> INT: Number of function evaluations **Keyword arguments:** - var_set -> INST: Variable set, *Default* = {} - obj_set -> INST: Objective set, *Default* = {} - con_set -> INST: Constraints set, *Default* = {} - options_set -> Options used for solution, *Default* = {} - myrank -> INT: Process identification for MPI evaluations, *Default* = 0 Documentation last updated: Feb. 03, 2011 - Peter W. Jansen ''' # Optimization.__init__(self, name, obj_fun, var_set, obj_set, con_set, *args, **kwargs) self.optimizer = optimizer self.opt_time = opt_time self.opt_evals = opt_evals self.opt_inform = opt_inform self.options_set = options_set self.myrank = myrank if kwargs.has_key('display_opts'): self.display_opt = kwargs['display_opts'] del kwargs['display_opts'] else: self.display_opt = False #end self.parameters = kwargs def __str__(self): ''' Print Structured Solution Documentation last updated: April. 30, 2008 - Peter W. Jansen ''' text0 = Optimization.__str__(self) text1 = '' lines = text0.split('\n') lines[1] = lines[1].lstrip('Optimization Problem --') for i in xrange(5): text1 += lines[i] + '\n' #end if self.display_opt: text1 += '\n Options:\n ' opt_keys = self.options_set.keys() opt_keys.sort() for key in opt_keys: ns = 25-len(key) text1 += ' '+ key +':' + str(self.options_set[key][1]).rjust(ns,'.') + '\n' #end #end text1 += '\n Solution: \n' text1 += ('-'*80) + '\n' text1 += ' Total Time: %25.4f\n' %(self.opt_time) text1 += ' Total Function Evaluations: %9.0i\n' %(self.opt_evals) for key in self.parameters.keys(): if (isinstance(self.parameters[key],(dict,list,tuple))) and (len(self.parameters[key]) == 0): continue elif (isinstance(self.parameters[key],numpy.ndarray)) and (0 in (self.parameters[key]).shape): continue else: text1 += ' '+ key +': ' + str(self.parameters[key]).rjust(9) + '\n' #end #end for i in xrange(5,len(lines)): text1 += lines[i] + '\n' #end text1 += ('-'*80) + '\n' if (self.myrank == 0): return text1 else: return '' #end def write2file(self, outfile): ''' Write Structured Solution to file **Arguments:** - outfile -> STR: Output file name Documentation last updated: May. 9, 2008 - Peter W. Jansen ''' Optimization.write2file(self,outfile,False) #============================================================================== # #============================================================================== def ListAttributes(self): ''' Print Structured Attributes List Documentation last updated: March. 24, 2008 - Ruben E. Perez ''' print '\n' print 'Attributes List of: ' + repr(self.__dict__['name']) + ' - ' + self.__class__.__name__ + ' Instance\n' self_keys = self.__dict__.keys() self_keys.sort() for key in self_keys: if key != 'name': print str(key) + ' : ' + repr(self.__dict__[key]) #end #end print '\n' #============================================================================== # Optimization Test #============================================================================== if __name__ == '__main__': print 'Testing Optimization...' optprob = Optimization('Optimization Problem',{}) optprob.ListAttributes()