modOpt
0.2.1
Contents
Getting Started
Defining Optimization Problems
ProblemLite
Problem
CSDL_alpha
OpenMDAO
Jax
CasADi
CSDL (deprecated)
Solving Optimization Problems
Performant algorithms
SLSQP
PySLSQP
COBYLA
BFGS
LBFGSB
NelderMead
COBYQA
TrustConstr
OpenSQP
SNOPT
IPOPT
ConvexQPSolvers
CVXOPT
Educational algorithms
SteepestDescent
Newton
QuasiNewton
NewtonLagrange
L2PenaltyEq
SQP
InteriorPoint
NelderMeadSimplex
PSO
SimulatedAnnealing
Post-processing
New Optimizer Development
Benchmarking
CUTEst Problem Table
Developer Docs
Problem
ProblemLite
Optimizer
Tutorials
A simple example (unconstrained)
Examples
Basic examples
1. Minimizing a Quartic function using the ProblemLite class
2. Minimizing a Quartic function
3. Minimizing the Rosenbrock function
4. Minimizing a Quartic function with constraints
5. Minimizing a Quartic function with constraints and problem scaling
6. Quartic optimization with separate constraints
7. Optimization with CSDL models
8. Optimization with CSDL_alpha models
9. Quartic optimization using CasADi
10. Quartic optimization using Jax
11. Optimization with OpenMDAO models
12. Method of Newton Lagrange
13. Minimizing the Bean function
Advanced examples
1. Traveling Salesman Problem
2. Benchmark optimization algorithms on four simple problems
3. Benchmark instructional algorithms on three analytical problems
4. Benchmark performant algorithms on three analytical problems
5. Benchmark algorithms using the uncoupled Rosenbrock problem
6. Benchmark algorithms using the coupled Rosenbrock problem
7. Cantilever beam optimization with finite difference gradients
8. Cantilever beam optimization with CasADi
9. Cantilever beam optimization with CSDL
10. Cantilever beam optimization with Jax
11. Cantilever beam optimization with OpenMDAO
12. Starship 2D trajectory optimization with finite difference gradients
13. Starship 2D trajectory optimization with CasADi
14. Starship 2D trajectory optimization with CSDL
15. Starship 2D trajectory optimization with Jax
16. Starship 2D trajectory optimization with OpenMDAO
17. Import and solve a CUTEst problem using modOpt
18. Benchmark OpenSQP against other solvers on CUTEst problems (nx,nc<=100)
API Reference
modopt.Optimizer
modopt.optimize
modopt.Problem
modopt.ProblemLite
modopt.JaxProblem
modopt.CasadiProblem
modopt.CSDLAlphaProblem
modopt.OpenMDAOProblem
modopt.CSDLProblem (deprecated)
modopt.postprocessing
Educational algorithms
Performant algorithms
modopt.line_search_algorithms
modopt.merit_functions
modopt.approximate_hessians
modopt.ConvexQPSolvers
modopt.CUTEstProblem
modopt.benchmarking
Contributing to modOpt
Changelog
License
Performant algorithms
SLSQP
PySLSQP
COBYLA
BFGS
LBFGSB
NelderMead
COBYQA
TrustConstr
OpenSQP
SNOPT
IPOPT
ConvexQPSolvers
CVXOPT
Educational algorithms
SteepestDescent
Newton
QuasiNewton
NewtonLagrange
L2PenaltyEq
SQP
InteriorPoint
NelderMeadSimplex
PSO
SimulatedAnnealing
modOpt
Index
Index
_
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A
|
B
|
C
|
D
|
E
|
F
|
G
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I
|
J
|
L
|
M
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N
|
O
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P
|
Q
|
S
|
T
|
U
|
V
_
__init__() (modopt.CasadiProblem method)
(modopt.CSDLAlphaProblem method)
(modopt.CSDLProblem method)
(modopt.JaxProblem method)
(modopt.OpenMDAOProblem method)
(modopt.Optimizer method)
(modopt.Problem method)
(modopt.ProblemLite method)
__str__() (modopt.CasadiProblem method)
(modopt.JaxProblem method)
(modopt.Problem method)
(modopt.ProblemLite method)
_compute_all() (modopt.CUTEstProblem method)
_compute_constraint_jacobian() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_constraint_jvp() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_constraint_vjp() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_constraints() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_lagrangian() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_lagrangian_gradient() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_lagrangian_hessian() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_lagrangian_hvp() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_objective() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_objective_gradient() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_objective_hessian() (modopt.CUTEstProblem method)
(modopt.Problem method)
_compute_objective_hvp() (modopt.CUTEstProblem method)
(modopt.Problem method)
A
add_constraints() (modopt.Problem method)
add_design_variables() (modopt.Problem method)
add_objective() (modopt.Problem method)
AugmentedLagrangianIneq (class in modopt.merit_functions)
B
BacktrackingArmijo (class in modopt.line_search_algorithms)
BFGS (class in modopt)
(class in modopt.approximate_hessians)
BFGSScipy (class in modopt.approximate_hessians)
C
CasadiProblem (class in modopt)
check_first_derivatives() (modopt.BFGS method)
(modopt.ConvexQPSolvers method)
(modopt.CVXOPT method)
(modopt.external_libraries.snopt.snoptc.SNOPTc method)
(modopt.InteriorPoint method)
(modopt.IPOPT method)
(modopt.L2PenaltyEq method)
(modopt.LBFGSB method)
(modopt.Newton method)
(modopt.NewtonLagrange method)
(modopt.OpenSQP method)
(modopt.Optimizer method)
(modopt.PySLSQP method)
(modopt.QuasiNewton method)
(modopt.SLSQP method)
(modopt.SQP method)
(modopt.SteepestDescent method)
(modopt.TrustConstr method)
clear_cache() (modopt.merit_functions.AugmentedLagrangianIneq method)
COBYLA (class in modopt)
COBYQA (class in modopt)
compute_constraint_jacobian() (modopt.Problem method)
compute_constraint_jvp() (modopt.Problem method)
compute_constraint_vjp() (modopt.Problem method)
compute_constraints() (modopt.Problem method)
compute_function() (modopt.merit_functions.AugmentedLagrangianIneq method)
compute_gradient() (modopt.merit_functions.AugmentedLagrangianIneq method)
compute_lagrangian() (modopt.Problem method)
compute_lagrangian_gradient() (modopt.Problem method)
compute_lagrangian_hessian() (modopt.Problem method)
compute_lagrangian_hvp() (modopt.Problem method)
compute_objective() (modopt.Problem method)
compute_objective_gradient() (modopt.Problem method)
compute_objective_hessian() (modopt.Problem method)
compute_objective_hvp() (modopt.Problem method)
ConvexQPSolvers (class in modopt)
CUTEstProblem (class in modopt)
CVXOPT (class in modopt)
D
declare_constraint_jacobian() (modopt.Problem method)
declare_constraint_jvp() (modopt.Problem method)
declare_constraint_vjp() (modopt.Problem method)
declare_lagrangian() (modopt.Problem method)
declare_lagrangian_gradient() (modopt.Problem method)
declare_lagrangian_hessian() (modopt.Problem method)
declare_lagrangian_hvp() (modopt.Problem method)
declare_objective_gradient() (modopt.Problem method)
declare_objective_hessian() (modopt.Problem method)
declare_objective_hvp() (modopt.Problem method)
DFP (class in modopt.approximate_hessians)
E
evaluate_function() (modopt.merit_functions.AugmentedLagrangianIneq method)
evaluate_gradient() (modopt.merit_functions.AugmentedLagrangianIneq method)
F
filter_cutest_problems() (in module modopt.benchmarking)
G
generate_performance_profiles() (in module modopt.benchmarking)
I
initialize() (modopt.Optimizer method)
(modopt.Problem method)
InteriorPoint (class in modopt)
IPOPT (class in modopt)
J
JaxProblem (class in modopt)
L
L2PenaltyEq (class in modopt)
LBFGSB (class in modopt)
load_attributes() (in module modopt.postprocessing)
load_results() (in module modopt.postprocessing)
load_variables() (in module modopt.postprocessing)
M
Minpack2LS (class in modopt.line_search_algorithms)
modopt.CSDLAlphaProblem (built-in class)
modopt.CSDLProblem (built-in class)
modopt.OpenMDAOProblem (built-in class)
N
NelderMead (class in modopt)
NelderMeadSimplex (class in modopt)
Newton (class in modopt)
NewtonLagrange (class in modopt)
O
OpenSQP (class in modopt)
optimize() (in module modopt)
Optimizer (class in modopt)
P
plot_performance_profiles() (in module modopt.benchmarking)
print_record_contents() (in module modopt.postprocessing)
print_results() (modopt.BFGS method)
(modopt.COBYLA method)
(modopt.COBYQA method)
(modopt.ConvexQPSolvers method)
(modopt.CVXOPT method)
(modopt.external_libraries.snopt.snoptc.SNOPTc method)
(modopt.InteriorPoint method)
(modopt.IPOPT method)
(modopt.L2PenaltyEq method)
(modopt.LBFGSB method)
(modopt.NelderMead method)
(modopt.NelderMeadSimplex method)
(modopt.Newton method)
(modopt.NewtonLagrange method)
(modopt.OpenSQP method)
(modopt.Optimizer method)
(modopt.PSO method)
(modopt.PySLSQP method)
(modopt.QuasiNewton method)
(modopt.SimulatedAnnealing method)
(modopt.SLSQP method)
(modopt.SQP method)
(modopt.SteepestDescent method)
(modopt.TrustConstr method)
Problem (class in modopt)
ProblemLite (class in modopt)
PSB (class in modopt.approximate_hessians)
PSO (class in modopt)
PySLSQP (class in modopt)
Q
QuasiNewton (class in modopt)
S
search() (modopt.line_search_algorithms.BacktrackingArmijo method)
(modopt.line_search_algorithms.Minpack2LS method)
set_rho() (modopt.merit_functions.AugmentedLagrangianIneq method)
setup() (modopt.merit_functions.AugmentedLagrangianIneq method)
(modopt.Optimizer method)
(modopt.Problem method)
setup_derivatives() (modopt.Problem method)
SimulatedAnnealing (class in modopt)
SLSQP (class in modopt)
SNOPT (in module modopt)
SNOPTc (class in modopt.external_libraries.snopt.snoptc)
solve() (modopt.BFGS method)
(modopt.COBYLA method)
(modopt.COBYQA method)
(modopt.ConvexQPSolvers method)
(modopt.CVXOPT method)
(modopt.external_libraries.snopt.snoptc.SNOPTc method)
(modopt.InteriorPoint method)
(modopt.IPOPT method)
(modopt.L2PenaltyEq method)
(modopt.LBFGSB method)
(modopt.NelderMead method)
(modopt.NelderMeadSimplex method)
(modopt.Newton method)
(modopt.NewtonLagrange method)
(modopt.OpenSQP method)
(modopt.Optimizer method)
(modopt.PSO method)
(modopt.PySLSQP method)
(modopt.QuasiNewton method)
(modopt.SimulatedAnnealing method)
(modopt.SLSQP method)
(modopt.SQP method)
(modopt.SteepestDescent method)
(modopt.TrustConstr method)
SQP (class in modopt)
SR1 (class in modopt.approximate_hessians)
SteepestDescent (class in modopt)
T
TrustConstr (class in modopt)
U
update() (modopt.approximate_hessians.BFGS method)
(modopt.approximate_hessians.BFGSScipy method)
(modopt.approximate_hessians.DFP method)
(modopt.approximate_hessians.PSB method)
(modopt.approximate_hessians.SR1 method)
update_functions_in_cache() (modopt.merit_functions.AugmentedLagrangianIneq method)
use_finite_differencing() (modopt.Problem method)
V
visualize() (in module modopt.postprocessing)