FILTERSD

FILTERSD uses a generalization of Robinson’s method, globalised by using a filter and trust region. The code makes use of a Ritz values approach Linear Constraint Problem solver. Second derivatives and storage of an approximate reduced Hessian matrix is avoided using a limited memory spectral gradient approach based on Ritz values. [LICENSE]

class pyFILTERSD.FILTERSD(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

FILTERSD Optimizer Class - Inherited from Optimizer Abstract Class

FILTERSD 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, store_hst=False, hot_start=False, disp_opts=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, 2013 - Ruben E. Perez

Optimizer Options

Name	Type	Default Value	Notes
rho	float	1.0	Initial Trust Region Radius
htol	float	1.0e-6	Constraint Feasibilities Tolerance
rgtol	float	1.0e-5	Reduced Gradient l2 norm Tolerance
maxit	int	1000	Maximum Number of Iterations
maxgr	int	1.0e+5	Gradient Calls Upper Limit
ubd	float	1.0e+5	Constraint Violation Upper Bound
dchk	int	0	Derivative Check Flag (0 - no check, 1 - check)
dtol	float	1.0e-8	Derivative Check Tolerance
iprint	int	1	Print Flag (0-None, 1-Iter, 2-Debug)
iout	int	6	Output Unit Number
ifile	str	‘FILTERSD.out’	Output File Name