#!/usr/bin/env python ''' Solves Schittkowski's TP37 Problem Using Gradient Parallelization min -x1*x2*x3 s.t.: x1 + 2.*x2 + 2.*x3 - 72 <= 0 - x1 - 2.*x2 - 2.*x3 <= 0 0 <= xi <= 42, i = 1,2,3 f* = -3456 , x* = [24, 12, 12] ''' # ============================================================================= # Standard Python modules # ============================================================================= import os, sys, time # ============================================================================= # External Python modules # ============================================================================= try: from mpi4py import MPI comm = MPI.COMM_WORLD myrank = comm.Get_rank() except: raise ImportError('mpi4py is required for parallelization') #end # ============================================================================= # Extension modules # ============================================================================= #from pyOpt import * from pyOpt import Optimization from pyOpt import SLSQP # ============================================================================= # # ============================================================================= def objfunc(x): f = -x[0]*x[1]*x[2] g = [0.0]*2 g[0] = x[0] + 2.*x[1] + 2.*x[2] - 72.0 g[1] = -x[0] - 2.*x[1] - 2.*x[2] time.sleep(0.5) fail = 0 return f,g, fail # ============================================================================= # # ============================================================================= # Instantiate Optimization Problem opt_prob = Optimization('TP37 Constrained Problem',objfunc) opt_prob.addVar('x1','c',lower=0.0,upper=42.0,value=10.0) opt_prob.addVar('x2','c',lower=0.0,upper=42.0,value=10.0) opt_prob.addVar('x3','c',lower=0.0,upper=42.0,value=10.0) opt_prob.addObj('f') opt_prob.addCon('g1','i') opt_prob.addCon('g2','i') # Instantiate Optimizer (SLSQP) slsqp = SLSQP() slsqp.setOption('IPRINT',-1) # Solve Problem (Without Parallel Gradient) slsqp(opt_prob,sens_type='CS') if myrank == 0: print opt_prob.solution(0) #end # Solve Problem (With Parallel Gradient) slsqp(opt_prob,sens_type='CS',sens_mode='pgc') print opt_prob.solution(1)