Note
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Control algorithm terminationΒΆ
In this examples we are going to expose ways to control the termination of optimization and simulation algorithms using callbacks.
import openturns as ot
ot.Log.Show(ot.Log.NONE)
Define an event to compute a probability
myFunction = ot.SymbolicFunction(["E", "F", "L", "I"], ["-F*L^3/(3.0*E*I)"])
dim = myFunction.getInputDimension()
mean = [50.0, 1.0, 10.0, 5.0]
sigma = [1.0] * dim
R = ot.IdentityMatrix(dim)
myDistribution = ot.Normal(mean, sigma, R)
vect = ot.RandomVector(myDistribution)
output = ot.CompositeRandomVector(myFunction, vect)
myEvent = ot.ThresholdEvent(output, ot.Less(), -3.0)
Stop a FORM algorithm using a calls number limit
A FORM algorithm termination can be controlled by the maximum number of iterations
of its underlying optimization solver, but not directly by a maximum number of evaluations.
Create the optimization algorithm
myCobyla = ot.Cobyla()
myCobyla.setMaximumCallsNumber(400)
myCobyla.setMaximumAbsoluteError(1.0e-10)
myCobyla.setMaximumRelativeError(1.0e-10)
myCobyla.setMaximumResidualError(1.0e-10)
myCobyla.setMaximumConstraintError(1.0e-10)
Define the stopping criterion
def stop():
return myFunction.getCallsNumber() > 100
myCobyla.setStopCallback(stop)
Run FORM
myAlgo = ot.FORM(myCobyla, myEvent, mean)
myAlgo.run()
result = myAlgo.getResult()
print("event probability:", result.getEventProbability())
print("calls number:", myFunction.getCallsNumber())
event probability: 0.15642619197777585
calls number: 1
Stop a simulation algorithm using a time limit
Here we will create a callback to not exceed a specified simulation time.
Create simulation
experiment = ot.MonteCarloExperiment()
myAlgo = ot.ProbabilitySimulationAlgorithm(myEvent, experiment)
myAlgo.setMaximumOuterSampling(1000000)
myAlgo.setMaximumCoefficientOfVariation(-1.0)
Define the stopping criterion
myAlgo.setMaximumTimeDuration(0.01)
Run algorithm
myAlgo.run()
result = myAlgo.getResult()
print("event probability:", result.getProbabilityEstimate())
print("calls number:", myFunction.getCallsNumber())
event probability: 0.13995680345572342
calls number: 4631