OptimizationSystem

System Constructors

ModelingToolkit.OptimizationSystem — Type

struct OptimizationSystem <: AbstractTimeIndependentSystem

A scalar equation for optimization.

Fields

op
Objective function of the system.
states
Unknown variables.
ps
Parameters.
var_to_name
Array variables.
observed
constraints
List of constraint equations of the system.
name
The unique name of the system.
systems
The internal systems.
defaults
The default values to use when initial guess and/or parameters are not supplied in OptimizationProblem.

metadata
metadata: metadata for the system, to be used by downstream packages.

Examples

@variables x y z
@parameters a b c

op = a*(y-x) + x*(b-z)-y + x*y - c*z
@named os = OptimizationSystem(op, [x,y,z], [a,b,c])

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=nothing,
                                          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=nothing,
                                          kwargs...) where iip

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

source