.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_numerical_methods/optimization/plot_optimization_constraints.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_numerical_methods_optimization_plot_optimization_constraints.py: Optimization with constraints ============================= .. GENERATED FROM PYTHON SOURCE LINES 6-13 In this example we are going to expose methods to solve a generic optimization problem in the form .. math:: \min_{x\in B} f(x) \\ g(x) = 0 \\ h(x) \ge 0 .. GENERATED FROM PYTHON SOURCE LINES 15-21 .. code-block:: Python import openturns as ot import openturns.viewer as viewer from matplotlib import pylab as plt ot.Log.Show(ot.Log.NONE) .. GENERATED FROM PYTHON SOURCE LINES 22-23 define the objective function .. GENERATED FROM PYTHON SOURCE LINES 23-27 .. code-block:: Python objective = ot.SymbolicFunction( ["x1", "x2", "x3", "x4"], ["x1 + 2 * x2 - 3 * x3 + 4 * x4"] ) .. GENERATED FROM PYTHON SOURCE LINES 28-29 define the constraints .. GENERATED FROM PYTHON SOURCE LINES 29-31 .. code-block:: Python inequality_constraint = ot.SymbolicFunction(["x1", "x2", "x3", "x4"], ["x1-x3"]) .. GENERATED FROM PYTHON SOURCE LINES 32-33 define the problem bounds .. GENERATED FROM PYTHON SOURCE LINES 33-36 .. code-block:: Python dim = objective.getInputDimension() bounds = ot.Interval([-3.0] * dim, [5.0] * dim) .. GENERATED FROM PYTHON SOURCE LINES 37-38 define the problem .. GENERATED FROM PYTHON SOURCE LINES 38-43 .. code-block:: Python problem = ot.OptimizationProblem(objective) problem.setMinimization(True) problem.setInequalityConstraint(inequality_constraint) problem.setBounds(bounds) .. GENERATED FROM PYTHON SOURCE LINES 44-45 solve the problem .. GENERATED FROM PYTHON SOURCE LINES 45-51 .. code-block:: Python algo = ot.Cobyla() algo.setProblem(problem) startingPoint = [0.0] * dim algo.setStartingPoint(startingPoint) algo.run() .. GENERATED FROM PYTHON SOURCE LINES 52-53 retrieve results .. GENERATED FROM PYTHON SOURCE LINES 53-56 .. code-block:: Python result = algo.getResult() print("x^=", result.getOptimalPoint()) .. rst-class:: sphx-glr-script-out .. code-block:: none x^= [4.90274,-3,4.90274,-3] .. GENERATED FROM PYTHON SOURCE LINES 57-58 draw optimal value history .. GENERATED FROM PYTHON SOURCE LINES 58-61 .. code-block:: Python graph = result.drawOptimalValueHistory() view = viewer.View(graph) plt.show() .. image-sg:: /auto_numerical_methods/optimization/images/sphx_glr_plot_optimization_constraints_001.png :alt: Optimal value history :srcset: /auto_numerical_methods/optimization/images/sphx_glr_plot_optimization_constraints_001.png :class: sphx-glr-single-img .. _sphx_glr_download_auto_numerical_methods_optimization_plot_optimization_constraints.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_optimization_constraints.ipynb ` .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_optimization_constraints.py `