Bonmin

class Bonmin(*args)

Base class for optimization solvers from Bonmin library.

Available constructors:

Bonmin(problem)

Bonmin(problem, algoName)

Parameters
problemOptimizationProblem, optional

Optimization problem to solve. Default is an empty problem.

algoNamestr, optional

Identifier of the optimization method to use. Default is ‘B-BB’

Notes

Available algorithms:

Bonmin provides algorithms for the resolution of general optimization only. In particular, least squares problems or nearest point problems are not supported.

Bonmin provides the following algorithms:

Algorithm

Description

B-BB

NLP-based branch-and-bound

B-OA

Outer-approximation decomposition

B-QG

Quesada and Grossmann’s branch-and-cut

B-Hyb

Hybrid outer-approximation based branch-and-cut

B-iFP

Iterated feasibility pump algorithm

Algorithms parameters:

Bonmin algorithms can be adapted using numerous parameters, described here. These parameters can be modified using the ResourceMap. For every option optionName, one simply add a key named Bonmin-optionName with the value to use, as shown below:

>>> import openturns as ot
>>> ot.ResourceMap.AddAsUnsignedInteger('Bonmin-bonmin.iteration_limit', 100)
>>> ot.ResourceMap.AddAsScalar('Bonmin-bonmin.time_limit', 30.0)

Convergence criteria:

To estimate the convergence of the algorithm during the optimization process, Bonmin uses specific tolerance parameters, different from the standard absolute/relative/residual errors used in OpenTURNS. The definition of Bonmin’s parameters can be found in this paper, page 3.

Thus the attributes maximumAbsoluteError, maximumRelativeError, maximumResidualError and maximumConstraintError defined in OptimizationAlgorithm are not used in this case. The tolerances used by Bonmin can be set using specific options (e.g. tol, bonmin.ecp_abs_tol and bonmin.ecp_rel_tol), depending on the algorithm used.

Examples

The code below ensures the optimization of the following problem:

min \left( - x_0 - x_1 - x_2 \right)

subject to

\left(x_1 - \frac{1}{2}\right)^2 + \left(x_2 - \frac{1}{2}\right)^2 \leq \frac{1}{4}

x_0 - x_1 \leq 0

x_0 + x_2 + x_3 \leq 2

x_0 \in \{0,1\}^n

(x_1, x_2) \in \mathbb{R}^2

x_3 \in \mathbb{N}

>>> import openturns as ot
>>> # Definition of objective function
>>> objectiveFunction = ot.SymbolicFunction(['x0','x1','x2','x3'], ['-x0 -x1 -x2'])
>>> # Definition of variables bounds
>>> bounds = ot.Interval([0,0,0,0],[1,1e308,1e308,5],[True,True,True,True],[True,False,False,True])
>>> # Definition of variables types
>>> variablesType = [ot.OptimizationProblemImplementation.BINARY,
... ot.OptimizationProblemImplementation.CONTINUOUS,
... ot.OptimizationProblemImplementation.CONTINUOUS,
... ot.OptimizationProblemImplementation.INTEGER]

In OpenTURNS, inequality constraints are defined by a function h such that h(x) \geq 0. The inequality expression above has to be modified to match this formulation.

>>> # Definition of constraints
>>> # Constraints in OpenTURNS are defined as g(x) = 0 and h(x) >= 0
>>> #    No equality constraint -> nothing to do
>>> #    Inequality constraints:
>>> h = ot.SymbolicFunction(['x0','x1','x2','x3'], ['-(x1-1/2)^2 - (x2-1/2)^2 + 1/4', '-x0 + x1', '-x0 - x2 - x3 + 2'])
>>> # Setting up Bonmin problem
>>> problem = ot.OptimizationProblem(objectiveFunction)
>>> problem.setBounds(bounds)
>>> problem.setVariablesType(variablesType)
>>> problem.setInequalityConstraint(h)
>>> bonminAlgorithm = ot.Bonmin(problem,'B-BB')
>>> bonminAlgorithm.setStartingPoint([0,0,0,0])
>>> bonminAlgorithm.setMaximumEvaluationNumber(10000)
>>> bonminAlgorithm.setMaximumIterationNumber(1000)
>>> ot.ResourceMap.AddAsString('Bonmin-mu_oracle','loqo')
>>> ot.ResourceMap.SetAsScalar('Bonmin-bonmin.time_limit', 5.0)
>>> # Running the solver
>>> bonminAlgorithm.run() 
>>> # Retrieving the results
>>> result = bonminAlgorithm.getResult() 
>>> optimalPoint = result.getOptimalPoint() 
>>> optimalValue = result.getOptimalValue() 
>>> evaluationNumber = result.getInputSample().getSize() 

Methods

GetAlgorithmNames()

Retrieves the names of the available optimization algorithms.

IsAvailable()

Retrieves the names of the available optimization algorithms.

getAlgorithmName()

Accessor to algoName parameter.

getClassName()

Accessor to the object’s name.

getId()

Accessor to the object’s id.

getMaximumAbsoluteError()

Accessor to maximum allowed absolute error.

getMaximumConstraintError()

Accessor to maximum allowed constraint error.

getMaximumEvaluationNumber()

Accessor to maximum allowed number of evaluations.

getMaximumIterationNumber()

Accessor to maximum allowed number of iterations.

getMaximumRelativeError()

Accessor to maximum allowed relative error.

getMaximumResidualError()

Accessor to maximum allowed residual error.

getName()

Accessor to the object’s name.

getProblem()

Accessor to optimization problem.

getResult()

Accessor to optimization result.

getShadowedId()

Accessor to the object’s shadowed id.

getStartingPoint()

Accessor to starting point.

getVerbose()

Accessor to the verbosity flag.

getVisibility()

Accessor to the object’s visibility state.

hasName()

Test if the object is named.

hasVisibleName()

Test if the object has a distinguishable name.

run()

Launch the optimization.

setAlgorithmName(algoName)

Accessor to algoName parameter.

setMaximumAbsoluteError(maximumAbsoluteError)

Accessor to maximum allowed absolute error.

setMaximumConstraintError(maximumConstraintError)

Accessor to maximum allowed constraint error.

setMaximumEvaluationNumber(…)

Accessor to maximum allowed number of evaluations.

setMaximumIterationNumber(maximumIterationNumber)

Accessor to maximum allowed number of iterations.

setMaximumRelativeError(maximumRelativeError)

Accessor to maximum allowed relative error.

setMaximumResidualError(maximumResidualError)

Accessor to maximum allowed residual error.

setName(name)

Accessor to the object’s name.

setProblem(problem)

Accessor to optimization problem.

setProgressCallback(*args)

Set up a progress callback.

setResult(result)

Accessor to optimization result.

setShadowedId(id)

Accessor to the object’s shadowed id.

setStartingPoint(startingPoint)

Accessor to starting point.

setStopCallback(*args)

Set up a stop callback.

setVerbose(verbose)

Accessor to the verbosity flag.

setVisibility(visible)

Accessor to the object’s visibility state.

__init__(*args)

Initialize self. See help(type(self)) for accurate signature.

static GetAlgorithmNames()

Retrieves the names of the available optimization algorithms.

Returns
algoNameDescription

The names of the available optimization algorithms.

static IsAvailable()

Retrieves the names of the available optimization algorithms.

Returns
algoNamebool

Returns true if Bonmin support is available, false if not.

getAlgorithmName()

Accessor to algoName parameter. Retrieves the name of the optimization algorithm used.

Returns
algoNamestr

The name of the optimization algorithm used.

getClassName()

Accessor to the object’s name.

Returns
class_namestr

The object class name (object.__class__.__name__).

getId()

Accessor to the object’s id.

Returns
idint

Internal unique identifier.

getMaximumAbsoluteError()

Accessor to maximum allowed absolute error.

Returns
maximumAbsoluteErrorfloat

Maximum allowed absolute error, where the absolute error is defined by \epsilon^a_n=\|\vect{x}_{n+1}-\vect{x}_n\|_{\infty} where \vect{x}_{n+1} and \vect{x}_n are two consecutive approximations of the optimum.

getMaximumConstraintError()

Accessor to maximum allowed constraint error.

Returns
maximumConstraintErrorfloat

Maximum allowed constraint error, where the constraint error is defined by \gamma_n=\|g(\vect{x}_n)\|_{\infty} where \vect{x}_n is the current approximation of the optimum and g is the function that gathers all the equality and inequality constraints (violated values only)

getMaximumEvaluationNumber()

Accessor to maximum allowed number of evaluations.

Returns
Nint

Maximum allowed number of evaluations.

getMaximumIterationNumber()

Accessor to maximum allowed number of iterations.

Returns
Nint

Maximum allowed number of iterations.

getMaximumRelativeError()

Accessor to maximum allowed relative error.

Returns
maximumRelativeErrorfloat

Maximum allowed relative error, where the relative error is defined by \epsilon^r_n=\epsilon^a_n/\|\vect{x}_{n+1}\|_{\infty} if \|\vect{x}_{n+1}\|_{\infty}\neq 0, else \epsilon^r_n=-1.

getMaximumResidualError()

Accessor to maximum allowed residual error.

Returns
maximumResidualErrorfloat

Maximum allowed residual error, where the residual error is defined by \epsilon^r_n=\frac{\|f(\vect{x}_{n+1})-f(\vect{x}_{n})\|}{\|f(\vect{x}_{n+1})\|} if \|f(\vect{x}_{n+1})\|\neq 0, else \epsilon^r_n=-1.

getName()

Accessor to the object’s name.

Returns
namestr

The name of the object.

getProblem()

Accessor to optimization problem.

Returns
problemOptimizationProblem

Optimization problem.

getResult()

Accessor to optimization result.

Returns
resultOptimizationResult

Result class.

getShadowedId()

Accessor to the object’s shadowed id.

Returns
idint

Internal unique identifier.

getStartingPoint()

Accessor to starting point.

Returns
startingPointPoint

Starting point.

getVerbose()

Accessor to the verbosity flag.

Returns
verbosebool

Verbosity flag state.

getVisibility()

Accessor to the object’s visibility state.

Returns
visiblebool

Visibility flag.

hasName()

Test if the object is named.

Returns
hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns
hasVisibleNamebool

True if the name is not empty and not the default one.

run()

Launch the optimization.

setAlgorithmName(algoName)

Accessor to algoName parameter. Sets the optimization algorithm to use. Possible values for algoName are B-BB, B-OA, B-QG, B-Hyb, B-Ecp, B-iFP. See Bonmin’s online documentation for more details. Defautl is B-BB.

Parameters
algoNamestr

The name of the optimization algorithm to use.

setMaximumAbsoluteError(maximumAbsoluteError)

Accessor to maximum allowed absolute error.

Parameters
maximumAbsoluteErrorfloat

Maximum allowed absolute error, where the absolute error is defined by \epsilon^a_n=\|\vect{x}_{n+1}-\vect{x}_n\|_{\infty} where \vect{x}_{n+1} and \vect{x}_n are two consecutive approximations of the optimum.

setMaximumConstraintError(maximumConstraintError)

Accessor to maximum allowed constraint error.

Parameters
maximumConstraintErrorfloat

Maximum allowed constraint error, where the constraint error is defined by \gamma_n=\|g(\vect{x}_n)\|_{\infty} where \vect{x}_n is the current approximation of the optimum and g is the function that gathers all the equality and inequality constraints (violated values only)

setMaximumEvaluationNumber(maximumEvaluationNumber)

Accessor to maximum allowed number of evaluations.

Parameters
Nint

Maximum allowed number of evaluations.

setMaximumIterationNumber(maximumIterationNumber)

Accessor to maximum allowed number of iterations.

Parameters
Nint

Maximum allowed number of iterations.

setMaximumRelativeError(maximumRelativeError)

Accessor to maximum allowed relative error.

Parameters
maximumRelativeErrorfloat

Maximum allowed relative error, where the relative error is defined by \epsilon^r_n=\epsilon^a_n/\|\vect{x}_{n+1}\|_{\infty} if \|\vect{x}_{n+1}\|_{\infty}\neq 0, else \epsilon^r_n=-1.

setMaximumResidualError(maximumResidualError)

Accessor to maximum allowed residual error.

Parameters
Maximum allowed residual error, where the residual error is defined by

\epsilon^r_n=\frac{\|f(\vect{x}_{n+1})-f(\vect{x}_{n})\|}{\|f(\vect{x}_{n+1})\|} if \|f(\vect{x}_{n+1})\|\neq 0, else \epsilon^r_n=-1.

setName(name)

Accessor to the object’s name.

Parameters
namestr

The name of the object.

setProblem(problem)

Accessor to optimization problem.

Parameters
problemOptimizationProblem

Optimization problem.

setProgressCallback(*args)

Set up a progress callback.

Can be used to programmatically report the progress of an optimization.

Parameters
callbackcallable

Takes a float as argument as percentage of progress.

Examples

>>> import sys
>>> import openturns as ot
>>> rosenbrock = ot.SymbolicFunction(['x1', 'x2'], ['(1-x1)^2+100*(x2-x1^2)^2'])
>>> problem = ot.OptimizationProblem(rosenbrock)
>>> solver = ot.OptimizationAlgorithm(problem)
>>> solver.setStartingPoint([0, 0])
>>> solver.setMaximumResidualError(1.e-3)
>>> solver.setMaximumEvaluationNumber(10000)
>>> def report_progress(progress):
...     sys.stderr.write('-- progress=' + str(progress) + '%\n')
>>> solver.setProgressCallback(report_progress)
>>> solver.run()
setResult(result)

Accessor to optimization result.

Parameters
resultOptimizationResult

Result class.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters
idint

Internal unique identifier.

setStartingPoint(startingPoint)

Accessor to starting point.

Parameters
startingPointPoint

Starting point.

setStopCallback(*args)

Set up a stop callback.

Can be used to programmatically stop an optimization.

Parameters
callbackcallable

Returns an int deciding whether to stop or continue.

Examples

>>> import openturns as ot
>>> rosenbrock = ot.SymbolicFunction(['x1', 'x2'], ['(1-x1)^2+100*(x2-x1^2)^2'])
>>> problem = ot.OptimizationProblem(rosenbrock)
>>> solver = ot.OptimizationAlgorithm(problem)
>>> solver.setStartingPoint([0, 0])
>>> solver.setMaximumResidualError(1.e-3)
>>> solver.setMaximumEvaluationNumber(10000)
>>> def ask_stop():
...     return True
>>> solver.setStopCallback(ask_stop)
>>> solver.run()
setVerbose(verbose)

Accessor to the verbosity flag.

Parameters
verbosebool

Verbosity flag state.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters
visiblebool

Visibility flag.