ALGENCAN - Augmented Lagrangian with GENCAN

ALGENCAN solves the general non-linear constrained optimization problem without resorting to the use of matrix manipulations. It uses instead an Augmented Lagrangian approach which is able to solve extremely large problems with moderate computer time. [Andreani2007] [LICENSE]

class pyALGENCAN.ALGENCAN(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

ALGENCAN Optimizer Class - Inherited from Optimizer Abstract Class

ALGENCAN Optimizer Class Initialization

Keyword arguments:

• pll_type -> STR: Parallel Implementation (None, ‘POA’-Parallel Objective Analysis), Default = None

Documentation last updated: Feb. 16, 2010 - Peter W. Jansen

__solve__(opt_problem={}, sens_type='FD', store_sol=True, disp_opts=False, store_hst=False, hot_start=False, sens_mode='', sens_step={}, *args, **kwargs)

Run Optimizer (Optimize Routine)

Keyword arguments:

• opt_problem -> INST: Optimization instance
• sens_type -> STR/FUNC: Gradient type, Default = ‘FD’
• store_sol -> BOOL: Store solution in Optimization class flag, Default = True
• disp_opts -> BOOL: Flag to display options in solution text, Default = False
• store_hst -> BOOL/STR: Flag/filename to store optimization history, Default = False
• hot_start -> BOOL/STR: Flag/filename to read optimization history, Default = False
• sens_mode -> STR: Flag for parallel gradient calculation, Default = ‘’
• sens_step -> FLOAT: Sensitivity setp size, Default = {} [corresponds to 1e-6 (FD), 1e-20(CS)]

Additional arguments and keyword arguments are passed to the objective function call.

Documentation last updated: February. 2, 2011 - Peter W. Jansen

Optimizer Options

Name	Type	Default Value	Notes
epsfeas	float	1e-8	Feasibility Convergence Accurancy
epsopt	float	1e-8	Optimality Convergence Accurancy
efacc	float	1e-4	Feasibility Level for Newton-KKT Acceleration
eoacc	float	1e-4	Optimality Level for Newton-KKT Acceleration
checkder	bool	False	Check Derivatives Flag
iprint	int	2	Output Level (0 - None, 10 - Final, >10 - Iter Details)
ifile	str	‘ALGENCAN.out’	Output File Name
ncomp	int	6	Print Precision