ipopt

Multi-objective optimization example Pyomo

家住魔仙堡 提交于 2020-03-17 11:55:05
问题 Any example for multi-objective optimization in Pyomo? I am trying to minimize 4 Objectives (Non Linear) and I would like to use pyomo and ipopt. Have also access to Gurobi. I want to see even very simple example where we try to optimize for two or more objective (one minimization and one maximization) for a list of decision variables (not just one dimension but maybe a vector). Pyomo book that I have (https://link.springer.com/content/pdf/10.1007%2F978-3-319-58821-6.pdf) does not provide a

Pyomo Ipopt does not return solution

喜欢而已 提交于 2020-02-02 11:21:06
问题 my script is: from __future__ import division import numpy import scipy from pyomo.environ import * from pyomo.dae import * from pyomo.opt import SolverFactory m=ConcreteModel() m.x3=Var(within=NonNegativeReals) m.u=Var(within=NonNegativeReals) def _con(m): return m.x3 >=3 m.con=Constraint(rule=_con) def _con2(m): return 4 >= m.u >=1 m.con2=Constraint(rule=_con2) m.obj=Objective(expr=m.x3*m.u) opt = SolverFactory("Ipopt", executable = "/Ipopt-3.12.6/bin/ipopt") results = opt.solve(m) results

IPOPT options for reducing constraint violation after fewer iterations

扶醉桌前 提交于 2020-01-04 06:57:09
问题 I am using IPOPT implemented through OpenMDAO and am having some trouble understanding and controlling the stopping criteria. Here is what I'm experiencing specifically: Initially, IPOPT is able to find a solution that appears to be much better, although constraints are violated slightly (intuition tells me that adjusting a few parameters would likely bring it into the feasible region). From this discussion I understand that "linear or nonlinear equality or inequality constraint will not

Install Ipopt solver to use with Pyomo in ubuntu

天涯浪子 提交于 2019-12-24 11:04:13
问题 How can I install ipopt solver to use it with pyomo in ubuntu??? I have already download the zip file of ipopt but I don'n find any specific instructions how to install it and use it with pyomo. 回答1: If you downloaded a binary then you just have to make sure that the ipopt executable is in your PATH environment variable. If you are trying to install from source code you should follow the instructions here. Your last option is to use anaconda to install an ipopt binary using the command: conda

Convergence of a very large non-linear least squares optimization

谁说我不能喝 提交于 2019-12-22 10:52:45
问题 I'm trying to solve the following problem: I have a lot (~80000) surface patches of an organ that's growing. I measure each of its areas over time (18 time-points) and want to fit a growth curve to it (bi-logistic model, eg. just the sum of two logistic functions bcs. there are two 'growth spurts' happening in the observed period). I have box constraints to ensure that the exponential terms don't explode and a linear constraint that one growth spurt has to happen after the other. Also, in

Pyomo-IPOPT: solver falls into local minima, how to avoid that?

試著忘記壹切 提交于 2019-12-13 17:54:34
问题 I am trying to solve an optimisation problem consisting in finding the global maximum of a high dimensional (10+) monotonic function (as in monotonic in every direction). The constraints are such that they cut the search space with planes. I have coded the whole thing in pyomo and I am using the ipopt solver. In most cases, I am confident it converges successfully to the global optimal. But if I play a bit with the constraints I see that it sometimes converges to a local minima. It looks like

Why do IPOPT and Scipy bring different results using the same inputs, constraints and objective function?

微笑、不失礼 提交于 2019-12-13 03:13:53
问题 I’m pretty new to optimization field, so forgive me if my question is too simple. I ran an optimization using Scipy (method SLSQP) and another one using Pyomo (IPOPT solver). Pyomo runs in less than one minute and Scipy takes 4 hours. Both have the same inputs, constraints and objective function. However, I got different results and my final results are 3% lower in Pyomo. There is no constraint violation, so I wonder if there is anything that happens under the hood to justify this difference?

Linking Ipopt with Intel MKL

岁酱吖の 提交于 2019-12-13 02:13:58
问题 I'm trying to link Ipopt with Intel MKL (instructions). Intel's Link Advisor suggests: Link line: -Wl,--start-group ${MKLROOT}/lib/intel64/libmkl_intel_ilp64.a ${MKLROOT}/lib/intel64/libmkl_core.a ${MKLROOT}/lib/intel64/libmkl_intel_thread.a -Wl,--end-group -lpthread -lm -ldl Compiler options: -DMKL_ILP64 -qopenmp -I${MKLROOT}/include I try to configure Ipopt with: ../configure CXX=icpc CC=icc F77=ifort --with-blas=" -Wl,--start-group ${MKLROOT}/lib/intel64/libmkl_intel_ilp64.a ${MKLROOT}/lib

How to find which constraint is violated from pyomo's ipopt interface?

微笑、不失礼 提交于 2019-12-12 19:04:34
问题 I am running an optimization problem using pyomo's ipopt solver. My problem is sort of complicated, and it is declared infeasible by IPOPT. I will not post the entire problem unless needed. But, one thing to note is, I am providing a warm start for the problem, which I thought would help prevent infeasibility from rearing its ugly head. Here's the output from pyomo and ipopt when I set tee=True inside of the solver: Ipopt 3.12.4: ***************************************************************