Optimization 在pyomo中优化Fortran函数
我希望使用Pyomo优化Fortran函数。目标函数和约束都是用Fortran语言编写的。根据给出的答案,我们可以使用Optimization 在pyomo中优化Fortran函数,optimization,fortran,pyomo,Optimization,Fortran,Pyomo,我希望使用Pyomo优化Fortran函数。目标函数和约束都是用Fortran语言编写的。根据给出的答案,我们可以使用ExternalFunctionexpression对象。但即使对于最简单的函数,我也无法得到结果。下面给出了一个可复制的示例,其中包括Fortran函数、python(python 2.7.12)脚本、为优化而执行的命令和错误 Fortran函数文件(funcs.f)- Python脚本(pytest.py)- 在终端执行的命令- >> f2py -c -m fun
ExternalFunction
expression对象。但即使对于最简单的函数,我也无法得到结果。下面给出了一个可复制的示例,其中包括Fortran函数、python(python 2.7.12)脚本、为优化而执行的命令和错误
Fortran函数文件(funcs.f
)-
Python脚本(pytest.py
)-
在终端执行的命令-
>> f2py -c -m funcs funcs.f
>> python pytest.py
错误-
File "/usr/local/lib/python2.7/dist-packages/pyomo/core/base/external.py", line 160, in load_library
FUNCADD(('funcadd_ASL', self._so))(byref(AE))
AttributeError: /home/utkarsh/Desktop/python/modules/blackboxOptimization/funcs.so: undefined symbol: funcadd_ASL
我只给出了我认为相关的一小部分错误
有鉴于此,我对以下问题有一个初步的看法-
ipopt
solver。这个假设正确吗import pygmo as pg
import pandas as pd
class Rosenbrock():
"""Rosenbrock function constrained to a disk.
See: https://en.wikipedia.org/wiki/Test_functions_for_optimization
"""
def fitness(self, x):
"""Evaluate fitness.
Instead of the Rosenbrock function you could call your Fortran
code here e.g. by using F2PY: https://www.numfys.net/howto/F2PY/
"""
obj = (1-x[0])**2+100*(x[1]-x[0]**2)**2
ineq = x[0]**2+x[1]**2-2
return [obj, ineq]
def get_bounds(self):
"""Return boundaries."""
return ([-1.5]*2, [1.5]*2)
def get_nic(self):
"""Determine number of inequalities."""
return 1
# set up and solve problem
pro = pg.problem(Rosenbrock())
pop = pg.population(pro, size=200)
# see: https://github.com/esa/pagmo2/blob/master/include/pagmo/algorithms/
algo = pg.algorithm(pg.ihs(gen=10000))
algo.set_verbosity(100)
pop = algo.evolve(pop)
# extract solutions
fits = pd.DataFrame(pop.get_f())
vectors = pd.DataFrame(pop.get_x())
best_idx = pop.best_idx()
best_vector = vectors.loc[best_idx].to_frame().T
best_fitness = fits.loc[best_idx].to_frame().T
print(best_vector)
print(best_fitness)
然后,您只需在fitness函数中处理Fortran代码的“接口”
希望这有帮助 你在寻找唯一的黑盒优化吗?在我看来,从pyomo的角度看,你的问题似乎是无约束的,所以你有一个无约束的单目标优化问题。如果是这种情况,您可以尝试pygmo(),它为全局和局部优化问题提供(也是黑盒)算法。我自己使用这个包来优化LPs/MILPs,这些LPs/MILPs是用Pyomo编写的,具有多个目标。如果这也适用于你,我可以提供一个例子!非常感谢您@CordKaldemeyer。问题中的例子是不受约束的。但对于我的项目,我想使用pyomo作为约束为某些fortran函数添加边界。话虽如此,我希望看到你希望分享的例子。
File "/usr/local/lib/python2.7/dist-packages/pyomo/core/base/external.py", line 160, in load_library
FUNCADD(('funcadd_ASL', self._so))(byref(AE))
AttributeError: /home/utkarsh/Desktop/python/modules/blackboxOptimization/funcs.so: undefined symbol: funcadd_ASL
import pygmo as pg
import pandas as pd
class Rosenbrock():
"""Rosenbrock function constrained to a disk.
See: https://en.wikipedia.org/wiki/Test_functions_for_optimization
"""
def fitness(self, x):
"""Evaluate fitness.
Instead of the Rosenbrock function you could call your Fortran
code here e.g. by using F2PY: https://www.numfys.net/howto/F2PY/
"""
obj = (1-x[0])**2+100*(x[1]-x[0]**2)**2
ineq = x[0]**2+x[1]**2-2
return [obj, ineq]
def get_bounds(self):
"""Return boundaries."""
return ([-1.5]*2, [1.5]*2)
def get_nic(self):
"""Determine number of inequalities."""
return 1
# set up and solve problem
pro = pg.problem(Rosenbrock())
pop = pg.population(pro, size=200)
# see: https://github.com/esa/pagmo2/blob/master/include/pagmo/algorithms/
algo = pg.algorithm(pg.ihs(gen=10000))
algo.set_verbosity(100)
pop = algo.evolve(pop)
# extract solutions
fits = pd.DataFrame(pop.get_f())
vectors = pd.DataFrame(pop.get_x())
best_idx = pop.best_idx()
best_vector = vectors.loc[best_idx].to_frame().T
best_fitness = fits.loc[best_idx].to_frame().T
print(best_vector)
print(best_fitness)