File: t_Ipopt_std.py

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#!/usr/bin/env python

import openturns as ot
import openturns.testing as ott
import sys


def progress(percent):
    sys.stderr.write("-- progress=" + str(percent) + "%\n")


def stop():
    sys.stderr.write("-- stop?\n")
    return False


# Definition of objective function
f = ot.SymbolicFunction(["x1", "x2"], ["-(x2 - 2.0) * (x2 - 2.0)"])

# Definition of variables bounds
bounds = ot.Interval([-1.0, -1.0e19], [1.0, 1.0e19], [True, True], [True, True])

# Definition of constraints
# Constraints in OpenTURNS are defined as g(x) = 0 and h(x) >= 0
#    No equality constraint -> nothing to do
#    Inequality constraints:
g = ot.SymbolicFunction(["x1", "x2"], ["-(x1 * x1 + x2 - 1.0)"])

# Setting up problem
problem = ot.OptimizationProblem(f)
problem.setBounds(bounds)
problem.setEqualityConstraint(g)

algo = ot.Ipopt(problem)
algo.setStartingPoint([0.5, 1.5])
algo.setMaximumCallsNumber(10000)
algo.setProgressCallback(progress)
algo.setStopCallback(stop)

# ot.ResourceMap.AddAsScalar('Ipopt-max_cpu_time', 15.0)

algo.run()
result = algo.getResult()
print(" -- Optimal point = " + result.getOptimalPoint().__str__())
print(" -- Optimal value = " + result.getOptimalValue().__str__())
print(" -- Evaluation number = " + result.getInputSample().getSize().__str__())
ott.assert_almost_equal(result.getOptimalPoint(), [1.0, 0.0], 1e-5, 1e-4)