.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_numerical_methods/optimization/plot_control_termination.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_numerical_methods_optimization_plot_control_termination.py>`
        to download the full example code

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_numerical_methods_optimization_plot_control_termination.py:


Control algorithm termination
=============================

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In this examples we are going to expose ways to control the termination of optimization and simulation algorithms using callbacks.


.. GENERATED FROM PYTHON SOURCE LINES 10-14

.. code-block:: Python

    import openturns as ot

    ot.Log.Show(ot.Log.NONE)








.. GENERATED FROM PYTHON SOURCE LINES 15-16

Define an event to compute a probability

.. GENERATED FROM PYTHON SOURCE LINES 16-26

.. code-block:: Python

    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)








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**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.

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Create the optimization algorithm

.. GENERATED FROM PYTHON SOURCE LINES 35-43

.. code-block:: Python

    myCobyla = ot.Cobyla()
    myCobyla.setMaximumEvaluationNumber(400)
    myCobyla.setMaximumAbsoluteError(1.0e-10)
    myCobyla.setMaximumRelativeError(1.0e-10)
    myCobyla.setMaximumResidualError(1.0e-10)
    myCobyla.setMaximumConstraintError(1.0e-10)









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Define the stopping criterion

.. GENERATED FROM PYTHON SOURCE LINES 45-51

.. code-block:: Python

    def stop():
        return myFunction.getCallsNumber() > 100


    myCobyla.setStopCallback(stop)








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Run FORM

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.. code-block:: Python

    myAlgo = ot.FORM(myCobyla, myEvent, mean)
    myAlgo.run()
    result = myAlgo.getResult()
    print("event probability:", result.getEventProbability())
    print("calls number:", myFunction.getCallsNumber())





.. rst-class:: sphx-glr-script-out

 .. code-block:: none

    event probability: 0.15642619193819485
    calls number: 102




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**Stop a simulation algorithm using a time limit**

Here we will create a callback to not exceed a specified simulation time.

.. GENERATED FROM PYTHON SOURCE LINES 65-66

Create simulation

.. GENERATED FROM PYTHON SOURCE LINES 66-71

.. code-block:: Python

    experiment = ot.MonteCarloExperiment()
    myAlgo = ot.ProbabilitySimulationAlgorithm(myEvent, experiment)
    myAlgo.setMaximumOuterSampling(1000000)
    myAlgo.setMaximumCoefficientOfVariation(-1.0)








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Define the stopping criterion

.. GENERATED FROM PYTHON SOURCE LINES 73-76

.. code-block:: Python

    timer = ot.TimerCallback(0.01)
    myAlgo.setStopCallback(timer)








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Run algorithm

.. GENERATED FROM PYTHON SOURCE LINES 78-82

.. code-block:: Python

    myAlgo.run()
    result = myAlgo.getResult()
    print("event probability:", result.getProbabilityEstimate())
    print("calls number:", myFunction.getCallsNumber())




.. rst-class:: sphx-glr-script-out

 .. code-block:: none

    event probability: 0.14196998447472833
    calls number: 5899





.. _sphx_glr_download_auto_numerical_methods_optimization_plot_control_termination.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: plot_control_termination.ipynb <plot_control_termination.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: plot_control_termination.py <plot_control_termination.py>`