OptimizationSystem

System Constructors

ModelingToolkit.OptimizationSystem — Type

struct OptimizationSystem <: AbstractTimeIndependentSystem

A scalar equation for optimization.

Fields

op
Vector of equations defining the system.
states
Unknown variables.
ps
Parameters.
var_to_name
Array variables.
observed
constraints
name
Name: the name of the system. These are required to have unique names.

systems
systems: The internal systems

defaults
defaults: The default values to use when initial conditions and/or parameters are not supplied in ODEProblem.

Examples

@variables x y z
@parameters σ ρ β

op = σ*(y-x) + x*(ρ-z)-y + x*y - β*z
@named os = OptimizationSystem(op, [x,y,z],[σ,ρ,β])

source

Composition and Accessor Functions

get_eqs(sys) or equations(sys): The equation to be minimized.
get_states(sys) or states(sys): The set of states for the optimization.
get_ps(sys) or parameters(sys): The parameters for the optimization.

Transformations

Analyses

Applicable Calculation and Generation Functions

calculate_gradient
calculate_hessian
generate_gradient
generate_hessian
hessian_sparsity

Problem Constructors

SciMLBase.OptimizationProblem — Method

function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem,u0map,
                                          parammap=DiffEqBase.NullParameters();
                                          lb=nothing, ub=nothing,
                                          grad = false,
                                          hess = false, sparse = false,
                                          checkbounds = false,
                                          linenumbers = true, parallel=SerialForm(),
                                          kwargs...) where iip

Generates an OptimizationProblem from an OptimizationSystem and allows for automatically symbolically calculating numerical enhancements.

source

Expression Constructors

ModelingToolkit.OptimizationProblemExpr — Type

function DiffEqBase.OptimizationProblemExpr{iip}(sys::OptimizationSystem,
                                          parammap=DiffEqBase.NullParameters();
                                          u0=nothing, lb=nothing, ub=nothing,
                                          grad = false,
                                          hes = false, sparse = false,
                                          checkbounds = false,
                                          linenumbers = true, parallel=SerialForm(),
                                          kwargs...) where iip

Generates a Julia expression for an OptimizationProblem from an OptimizationSystem and allows for automatically symbolically calculating numerical enhancements.

source