ParOpt Overview
===============
ParOpt is a parallel optimization library for large-scale optimization using distributed design variables.
ParOpt is implemented in C++ with a Python wrapper generated using Cython.
ParOpt contains both an interior-point optimization algorithm with a line search globalization strategy and an :math:`l_{\infty}` trust region algorithm with an :math:`l_{1}` penalty function.
ParOpt is designed to solve optimization problems that take the form:
.. math::
\begin{align}
\text{min} \qquad & f(x) \\
\text{with respect to} \qquad & l \le x \le u \\
\text{subject to} \qquad & c(x) \ge 0 \\
& c_{w}(x) \ge 0 \\
\end{align}
where :math:`x` is a vector of distributed design variables with lower and upper bounds :math:`l` and :math:`u`.
The constraints :math:`c(x)`, which we refer to as dense constraints, are a small number of global constraints.
The constraints :math:`c_{w}(x)` are sparse and separable, where their Jacobian :math:`A_{w}(x) = \nabla c_{w}(x)`.
The separable constraints satisfy the property that the matrix :math:`A_{w} C A_{w}^{T}` is block diagonal when :math:`C` is a diagonal matrix.
Quick example
-------------
The following code is an example of ParOpt applied to the optimization problem:
.. math::
\begin{align}
\text{min} \qquad & -10 x_{1}^2 + 10 x_{2}^{2} + 4\sin(x_{1}x_{2}) - 2x_{1} + x_{1}^4 \\
\text{with respect to} \qquad & -3 \le x_{1},x_{2} \le 3 \\
\text{subject to} \qquad & x_{1} + x_{2} - 0.5 \ge 0 \\
\end{align}
.. code-block:: python
import numpy as np
from mpi4py import MPI
from paropt import ParOpt
class Problem(ParOpt.Problem):
def __init__(self):
nvars = 2
ncon = 1
super(Problem, self).__init__(MPI.COMM_SELF, nvars, ncon)
def getVarsAndBounds(self, x, lb, ub):
"""Get the variable values and bounds"""
lb[:] = -3.0
ub[:] = 3.0
x[:] = -2.0
return
def evalObjCon(self, x):
"""Evaluate the objective and constraint values"""
fail = 0
fobj = -10*x[0]**2 + 10*x[1]**2 + 4*np.sin(x[0]*x[1]) - 2*x[0] + x[0]**4
cons = np.array([x[0] + x[1] - 0.5])
return fail, fobj, cons
def evalObjConGradient(self, x, g, A):
"""Evaluate the objective and constraint gradients"""
fail = 0
g[0] = -20*x[0] + 4*np.cos(x[0]*x[1])*x[1] - 2.0 + 4*x[0]**3
g[1] = 20*x[1] + 4*np.cos(x[0]*x[1])*x[0]
A[0][0] = 1.0
A[0][1] = 1.0
return fail
problem = Problem()
options = {}
opt = ParOpt.Optimizer(problem, options)
opt.optimize()
x, z, zw, zl, zw = opt.getOptimizedPoint()
Please cite us
--------------
The key contributions and development of ParOpt are described in the following paper:
Ting Wei Chin, Mark K. Leader, Graeme J. Kennedy, A scalable framework for large-scale 3D multimaterial topology optimization with octree-based mesh adaptation, Advances in Engineering Software, Volume 135, 2019.
.. code-block:: none
@article{Chin:2019,
title = {A scalable framework for large-scale 3D multimaterial topology optimization with octree-based mesh adaptation},
journal = {Advances in Engineering Software},
volume = {135},
year = {2019},
doi = {10.1016/j.advengsoft.2019.05.004},
author = {Ting Wei Chin and Mark K. Leader and Graeme J. Kennedy}}
Installation
------------
The installation process for ParOpt consists of first compiling the C++ source and then installing the python interface.
The C++ source requires a BLAS/LAPACK installation and a MPI compiler for C++.
Using the Python interface additional requires numpy, mpi4py and Cython.
Currently ParOpt does not use an build system so all options are set in the file "Makefile.in".
Default settings for these options are contained within the file "Makefile.in.info".
The first step in compling ParOpt is to first copy the file "Makefile.in.info" to "Makefile.in".
Key parameters that should be set within the "Makefile.in" file are:
1) "PAROPT_DIR" the root ParOpt directory
2) "CXX" the MPI-enabled C++ compiler
3) "LAPACK_LIBS" the link command for the BLAS/LAPACK libraries
By default, the shared and static library are complied to the directory "PAROPT_DIR/lib".
Installation of the python interface is performed using the "setup.py" script.
The recommended python installation command "python setup.py build_ext --inplace" can be executed by typing "make interface" in the root directory.
Introduction and examples
=========================
.. toctree::
:maxdepth: 2
options
rosenbrock
sellar
parallel_rosenbrock
openmdao_example
reference
Indices and tables
==================
* :ref:`genindex`
* :ref:`modindex`
* :ref:`search`