pagmo::algorithm::nlopt_aug_lag_eq Class Reference

Wrapper for NLopt's Augmented Lagrangian algorithm (using penalties only for the equalities) More...

#include <nlopt_aug_lag_eq.h>

Inheritance diagram for pagmo::algorithm::nlopt_aug_lag_eq:

Public Member Functions
	nlopt_aug_lag_eq (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 (using penalties only for the equalities)

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 version of the augmented lagrangian delegates to the auxiliary algorithm the inequality contraints handling

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 58 of file nlopt_aug_lag_eq.h.

Constructor & Destructor Documentation

pagmo::algorithm::nlopt_aug_lag_eq::nlopt_aug_lag_eq	(	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=COBYLA, 2=MMA)
[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 49 of file nlopt_aug_lag_eq.cpp.

Member Function Documentation

base_ptr pagmo::algorithm::nlopt_aug_lag_eq::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 58 of file nlopt_aug_lag_eq.cpp.

std::string pagmo::algorithm::nlopt_aug_lag_eq::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 81 of file nlopt_aug_lag_eq.cpp.

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

• nlopt_aug_lag_eq.h
• nlopt_aug_lag_eq.cpp