【发布时间】：2016-09-15 20:53:59
【问题描述】：
是否可以为 OpenMDAO 问题添加约束？在下面的示例中，我想将目标函数限制在 -3.16 以下。我从另一个文件sellar_backend.py 导入了卖方问题。我是否可以在不修改 sellar_backend.py 的情况下添加此约束？
sellar_backend.py
import numpy as np
from openmdao.api import Problem, ScipyOptimizer, Group, ExecComp, IndepVarComp, Component
from openmdao.api import Newton, ScipyGMRES
class SellarDis1(Component):
"""Component containing Discipline 1."""
def __init__(self):
super(SellarDis1, self).__init__()
# Global Design Variable
self.add_param('z', val=np.zeros(2))
# Local Design Variable
self.add_param('x', val=0.)
# Coupling parameter
self.add_param('y2', val=1.0)
# Coupling output
self.add_output('y1', val=1.0)
def solve_nonlinear(self, params, unknowns, resids):
"""Evaluates the equation
y1 = z1**2 + z2 + x1 - 0.2*y2"""
z1 = params['z'][0]
z2 = params['z'][1]
x1 = params['x']
y2 = params['y2']
unknowns['y1'] = z1**2 + z2 + x1 - 0.2*y2
def linearize(self, params, unknowns, resids):
""" Jacobian for Sellar discipline 1."""
J = {}
J['y1','y2'] = -0.2
J['y1','z'] = np.array([[2*params['z'][0], 1.0]])
J['y1','x'] = 1.0
return J
class SellarDis2(Component):
"""Component containing Discipline 2."""
def __init__(self):
super(SellarDis2, self).__init__()
# Global Design Variable
self.add_param('z', val=np.zeros(2))
# Coupling parameter
self.add_param('y1', val=1.0)
# Coupling output
self.add_output('y2', val=1.0)
def solve_nonlinear(self, params, unknowns, resids):
"""Evaluates the equation
y2 = y1**(.5) + z1 + z2"""
z1 = params['z'][0]
z2 = params['z'][1]
y1 = params['y1']
# Note: this may cause some issues. However, y1 is constrained to be
# above 3.16, so lets just let it converge, and the optimizer will
# throw it out
y1 = abs(y1)
unknowns['y2'] = y1**.5 + z1 + z2
def linearize(self, params, unknowns, resids):
""" Jacobian for Sellar discipline 2."""
J = {}
J['y2', 'y1'] = .5*params['y1']**-.5
#Extra set of brackets below ensure we have a 2D array instead of a 1D array
# for the Jacobian; Note that Jacobian is 2D (num outputs x num inputs).
J['y2', 'z'] = np.array([[1.0, 1.0]])
return J
class StateConnection(Component):
""" Define connection with an explicit equation"""
def __init__(self):
super(StateConnection, self).__init__()
# Inputs
self.add_param('y2_actual', 1.0)
# States
self.add_state('y2_command', val=1.0)
def apply_nonlinear(self, params, unknowns, resids):
""" Don't solve; just calculate the residual."""
y2_actual = params['y2_actual']
y2_command = unknowns['y2_command']
resids['y2_command'] = y2_actual - y2_command
def solve_nonlinear(self, params, unknowns, resids):
""" This is a dummy comp that doesn't modify its state."""
pass
def linearize(self, params, unknowns, resids):
"""Analytical derivatives."""
J = {}
# State equation
J[('y2_command', 'y2_command')] = -1.0
J[('y2_command', 'y2_actual')] = 1.0
return J
class SellarStateConnection(Group):
""" Group containing the Sellar MDA. This version uses the disciplines
with derivatives."""
def __init__(self):
super(SellarStateConnection, self).__init__()
self.add('px', IndepVarComp('x', 1.0), promotes=['x'])
self.add('pz', IndepVarComp('z', np.array([5.0, 2.0])), promotes=['z'])
self.add('state_eq', StateConnection())
self.add('d1', SellarDis1(), promotes=['x', 'z', 'y1'])
self.add('d2', SellarDis2(), promotes=['z', 'y1'])
self.connect('state_eq.y2_command', 'd1.y2')
self.connect('d2.y2', 'state_eq.y2_actual')
self.add('obj_cmp', ExecComp('obj = x**2 + z[1] + y1 + exp(-y2)',
z=np.array([0.0, 0.0]), x=0.0, y1=0.0, y2=0.0),
promotes=['x', 'z', 'y1', 'obj'])
self.connect('d2.y2', 'obj_cmp.y2')
self.add('con_cmp1', ExecComp('con1 = 3.16 - y1'), promotes=['con1', 'y1'])
self.add('con_cmp2', ExecComp('con2 = y2 - 24.0'), promotes=['con2'])
self.connect('d2.y2', 'con_cmp2.y2')
self.nl_solver = Newton()
self.ln_solver = ScipyGMRES()
example.py
from sellar_backend import *
top = Problem()
top.root = SellarStateConnection()
top.driver = ScipyOptimizer()
top.driver.options['optimizer'] = 'SLSQP'
top.driver.options['tol'] = 1.0e-8
top.driver.add_desvar('z', lower=np.array([-10.0, 0.0]),
upper=np.array([10.0, 10.0]))
top.driver.add_desvar('x', lower=0.0, upper=10.0)
# This is my best attempt so far at adding a constraint at this level
top.add('new_constraint', ExecComp('new_con = -3.16 - obj'), promotes=['*'])
top.driver.add_constraint('new_constraint', upper=0.0)
top.driver.add_objective('obj')
top.driver.add_constraint('con1', upper=0.0)
top.driver.add_constraint('con2', upper=0.0)
top.setup()
top.run()
print("\n")
print( "Minimum found at (%f, %f, %f)" % (top['z'][0], \
top['z'][1], \
top['x']))
print("Coupling vars: %f, %f" % (top['y1'], top['d2.y2']))
print("Minimum objective: ", top['obj'])
AttributeError: 'Problem' object has no attribute 'add' 失败。在问题级别添加这个新约束会非常方便。
【问题讨论】：
标签： python optimization constraints openmdao