GCMMA - Globally Convergent Method of Moving Asymptotes

GCMMA is a variant of the original method of moving asymptotes MMA - Method of Moving Asymptotes algorithm. The variant extends the original MMA functionality and guarantees convergence to some local minimum from any feasible starting point. [Svanberg1995] [LICENSE]

class pyGCMMA.GCMMA(pll_type=None, *args, **kwargs)

Bases: pyOpt.pyOpt_optimizer.Optimizer

GCMMA Optimizer Class - Inherited from Optimizer Abstract Class

GCMMA 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
MAXIT	int	1000	Maximum Iterations
INNMAX	int	10	Maximum Inner Iterations
GEPS	float	1e-6	Dual Objective Gradient Tolerance
DABOBJ	float	1e-6	Min absolute change in the objective to indicate convergence
DELOBJ	float	1e-6	Min relative change in the objective to indicate convergence
ITRM	int	2	Number of consecutive iterations to indicate convergence
IPRINT	int	1	Output Level (neg-None, 0-Screen, 1-File)
IOUT	int	6	Output Unit Number
IFILE	str	‘GCMMA.out’	Output File Name