pagmo::algorithm::nlopt_aug_lag Class Reference

Wrapper for NLopt's Augmented Lagrangian algorithm. More...

#include <nlopt_aug_lag.h>

Inheritance diagram for pagmo::algorithm::nlopt_aug_lag:

Public Member Functions
	nlopt_aug_lag (int=1, int=100, const double &=1E-6, const double &=1E-6, int=100, const double &=1E-6, const double &=1E-6)
	Constructor. More...
base_ptr	clone () const
	Clone method. More...
std::string	get_name () const
	Algorithm name.
void	set_local (size_t) const
	Set the local optimizer.
std::string	human_readable_extra () const
	Extra information in human readable format. More...
Public Member Functions inherited from pagmo::algorithm::base
	base ()
	Default constructor. More...
virtual	~base ()
	Trivial destructor. More...
std::string	human_readable () const
	Return human readable representation of the algorithm. More...
void	set_screen_output (const bool p)
	Setter-Getter for protected m_screen_output data. More...
bool	get_screen_output () const
	Gets screen output. More...
void	reset_rngs (const unsigned int) const
	Resets the seed of the internal rngs using a user-provided seed. More...

Friends
class	boost::serialization::access

Additional Inherited Members
Protected Member Functions inherited from pagmo::algorithm::base_nlopt
	base_nlopt (nlopt::algorithm, bool, bool, int, const double &, const double &)
	Constructor. More...
void	evolve (population &) const
	Evolve method. More...
Protected Attributes inherited from pagmo::algorithm::base_nlopt
nlopt::opt	m_opt
	NLOPT optimization method.
const std::size_t	m_max_iter
	Maximum number of iterations.
const double	m_ftol
	Tolerance on the fitness function variation (stopping criteria)
const double	m_xtol
	Tolerance on the decision_vector variation function (stopping criteria)
Protected Attributes inherited from pagmo::algorithm::base
bool	m_screen_output
	Indicates to the derived class whether to print stuff on screen.
rng_double	m_drng
	Random number generator for double-precision floating point values.
rng_uint32	m_urng
	Random number generator for unsigned integer values.
unsigned int	m_fevals
	A counter for the number of function evaluations.

Detailed Description

Wrapper for NLopt's Augmented Lagrangian algorithm.

From NLopt's documentation:

This method combines the objective function and the nonlinear inequality/equality constraints (if any) in to a single function: essentially, the objective plus a "penalty" for any violated constraints. This modified objective function is then passed to another optimization algorithm with no nonlinear constraints [the auxiliary algorithm]. If the constraints are violated by the solution of this sub-problem, then the size of the penalties is increased and the process is repeated; eventually, the process must converge to the desired solution (if it exists).

The inclusion in PaGMO required to give a fixed choice forthe auxiliary algorithms as nlopt interface is too different from pagmo's to allow pagmo algorithm being passed as auxiliaries.

This algorithm is a single-objective continuous minimiser that supports any type of constraints

See also

http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms#Augmented_Lagrangian_algorithm

Author

Dario Izzo (dario.nosp@m..izz.nosp@m.o@goo.nosp@m.glem.nosp@m.ail.c.nosp@m.om)

Definition at line 56 of file nlopt_aug_lag.h.

Constructor & Destructor Documentation

pagmo::algorithm::nlopt_aug_lag::nlopt_aug_lag	(	int	aux_algo_id = 1,
		int	max_iter = 100,
		const double &	ftol = 1E-6,
		const double &	xtol = 1E-6,
		int	aux_max_iter = 100,
		const double &	aux_ftol = 1E-6,
		const double &	aux_xtol = 1E-6
	)

Constructor.

Allows to specify some of the parameters of the IPOPT solver. The algorithm stopping criteria will be 1) if the number of iteration exceeds max_iter 2) the three tolerances are met

Parameters

[in]	aux_algo_id	Auxiliary algorithm (1=SPBLX, 2=COBYLA, 3=BOBYQA, 4=LBFGS)
[in]	max_iter	stop-criteria (number of iterations)
[in]	ftol	stop-criteria (absolute on the obj-fun)
[in]	xtol	stop-criteria (absolute on the chromosome)
[in]	aux_max_iter	stop-criteria for the auxiliary algorithm (number of iterations)
[in]	aux_ftol	stop-criteria for the auxiliary algorithm (number of iterations)
[in]	aux_xtol	stop-criteria for the auxiliary algorithm (number of iterations)

Exceptions

value_error

if max_iter or tolerances are negative

See also

pagmo::algorithm::base_nlopt::base_nlopt()

Definition at line 48 of file nlopt_aug_lag.cpp.

Member Function Documentation

base_ptr pagmo::algorithm::nlopt_aug_lag::clone ( ) const

virtual

Clone method.

Provided that the derived algorithm implements properly the copy constructor, virtually all implementations of this method will look like this:

return base_ptr(new derived_algorithm(*this));

               @return algorithm::base_ptr to a copy of this.

Implements pagmo::algorithm::base.

Definition at line 57 of file nlopt_aug_lag.cpp.

std::string pagmo::algorithm::nlopt_aug_lag::human_readable_extra ( ) const

virtual

Extra information in human readable format.

Default implementation returns an empty string.

Returns

string containing algorithm specific human readable representation of the algorithm.

Reimplemented from pagmo::algorithm::base_nlopt.

Definition at line 86 of file nlopt_aug_lag.cpp.

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

• nlopt_aug_lag.h
• nlopt_aug_lag.cpp