1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62
|
"""
Optimization with constraints
=============================
"""
# %%
# In this example we are going to expose methods to solve a generic optimization problem in the form
#
# .. math::
# \min_{x\in B} f(x) \\
# g(x) = 0 \\
# h(x) \ge 0
#
# %%
import openturns as ot
import openturns.viewer as otv
# %%
# define the objective function
objective = ot.SymbolicFunction(
["x1", "x2", "x3", "x4"], ["x1 + 2 * x2 - 3 * x3 + 4 * x4"]
)
# %%
# define the constraints
inequality_constraint = ot.SymbolicFunction(["x1", "x2", "x3", "x4"], ["x1-x3"])
# %%
# define the problem bounds
dim = objective.getInputDimension()
bounds = ot.Interval([-3.0] * dim, [5.0] * dim)
# %%
# define the problem
problem = ot.OptimizationProblem(objective)
problem.setMinimization(True)
problem.setInequalityConstraint(inequality_constraint)
problem.setBounds(bounds)
# %%
# solve the problem
algo = ot.Cobyla()
algo.setProblem(problem)
startingPoint = [0.0] * dim
algo.setStartingPoint(startingPoint)
algo.run()
# %%
# retrieve results
result = algo.getResult()
print("x^=", result.getOptimalPoint())
# %%
# draw optimal value history
graph = result.drawOptimalValueHistory()
view = otv.View(graph)
# %%
# Display all figures
otv.View.ShowAll()
|