ProjectedNLP

(class from pyomo.contrib.pynumero.interfaces.nlp_projections)

class pyomo.contrib.pynumero.interfaces.nlp_projections.ProjectedNLP(original_nlp, primals_ordering)[source]

Bases: _BaseNLPDelegator

__init__(original_nlp, primals_ordering)[source]

This class takes an NLP that depends on a set of primals (original space) and converts it to an NLP that depends on a reordered set of primals (projected space).

This will impact all the returned items associated with primal variables. E.g., the gradient will be in the new primals ordering instead of the original primals ordering.

Note also that this can include additional primal variables not in the original NLP, or can exclude primal variables that were in the original NLP.

Parameters:
  • original_nlp (NLP-like) – The original NLP object that implements the NLP interface

  • primals_ordering (list) – List of strings indicating the desired primal variable ordering for this NLP. The list can contain new variables that are not in the original NLP, thereby expanding the space of the primal variables.

Methods

__init__(original_nlp, primals_ordering)

This class takes an NLP that depends on a set of primals (original space) and converts it to an NLP that depends on a reordered set of primals (projected space).

constraint_names()

Override this to provide string names for the constraints

constraints_lb()

Returns vector of lower bounds for the constraints

constraints_ub()

Returns vector of upper bounds for the constraints

create_new_vector(vector_type)

Creates a vector of the appropriate length and structure as requested

evaluate_constraints([out])

Returns the values for the constraints evaluated at the values given for the primal variales in set_primals

evaluate_grad_objective([out])

Returns gradient of the objective function evaluated at the values given for the primal variables in set_primals

evaluate_hessian_lag([out])

Return the Hessian of the Lagrangian function evaluated at the values given for the primal variables in set_primals and the dual variables in set_duals

evaluate_jacobian([out])

Returns the Jacobian of the constraints evaluated at the values given for the primal variables in set_primals

evaluate_objective()

Returns value of objective function evaluated at the values given for the primal variables in set_primals

get_constraints_scaling()

Return the desired scaling factors to use for the for the constraints.

get_duals()

Get a copy of the values of the dual variables as provided in set_duals.

get_obj_factor()

Get the value of the objective function factor as set by set_obj_factor.

get_obj_scaling()

Return the desired scaling factor to use for the for the objective function.

get_primals()

Get a copy of the values of the primal variables as provided in set_primals.

get_primals_scaling()

Return the desired scaling factors to use for the for the primals.

init_duals()

Returns vector with initial values for the dual variables of the constraints

init_primals()

Returns vector with initial values for the primal variables

n_constraints()

Returns number of constraints

n_primals()

Returns number of primal variables

nnz_hessian_lag()

Returns number of nonzero values in hessian of the lagrangian function

nnz_jacobian()

Returns number of nonzero values in jacobian of equality constraints

primals_lb()

Returns vector of lower bounds for the primal variables

primals_names()

Override this to provide string names for the primal variables

primals_ub()

Returns vector of upper bounds for the primal variables

report_solver_status(status_code, status_message)

Report the solver status to NLP class using the values for the primals and duals defined in the set methods

set_duals(duals)

Set the value of the dual variables for the constraints to be used in calls to the evaluation methods (hessian_lag)

set_obj_factor(obj_factor)

Set the value of the objective function factor to be used in calls to the evaluation of the hessian of the lagrangian (evaluate_hessian_lag)

set_primals(primals)

Set the value of the primal variables to be used in calls to the evaluation methods

Member Documentation

constraint_names()

Override this to provide string names for the constraints

constraints_lb()

Returns vector of lower bounds for the constraints

Return type:

vector-like

constraints_ub()

Returns vector of upper bounds for the constraints

Return type:

vector-like

create_new_vector(vector_type)[source]

Creates a vector of the appropriate length and structure as requested

Parameters:

vector_type ({'primals', 'constraints', 'duals'}) – String identifying the appropriate vector to create.

Return type:

vector-like

evaluate_constraints(out=None)

Returns the values for the constraints evaluated at the values given for the primal variales in set_primals

Parameters:

out (array_like, optional) – Output array. Its type is preserved and it must be of the right shape to hold the output.

Return type:

vector_like

evaluate_grad_objective(out=None)[source]

Returns gradient of the objective function evaluated at the values given for the primal variables in set_primals

Parameters:

out (vector_like, optional) – Output vector. Its type is preserved and it must be of the right shape to hold the output.

Return type:

vector_like

evaluate_hessian_lag(out=None)[source]

Return the Hessian of the Lagrangian function evaluated at the values given for the primal variables in set_primals and the dual variables in set_duals

Parameters:

out (matrix_like (e.g., coo_matrix), optional) – Output matrix with the structure of the hessian already defined. Optional

Return type:

matrix_like

evaluate_jacobian(out=None)[source]

Returns the Jacobian of the constraints evaluated at the values given for the primal variables in set_primals

Parameters:

out (matrix_like (e.g., coo_matrix), optional) – Output matrix with the structure of the jacobian already defined.

Return type:

matrix_like

evaluate_objective()

Returns value of objective function evaluated at the values given for the primal variables in set_primals

Return type:

float

get_constraints_scaling()

Return the desired scaling factors to use for the for the constraints. None indicates no scaling. This indicates potential scaling for the model, but the evaluation methods should return unscaled values

Return type:

array-like or None

get_duals()

Get a copy of the values of the dual variables as provided in set_duals. These are the values that will be used in calls to the evaluation methods.

get_obj_factor()

Get the value of the objective function factor as set by set_obj_factor. This is the value that will be used in calls to the evaluation of the hessian of the lagrangian (evaluate_hessian_lag)

get_obj_scaling()

Return the desired scaling factor to use for the for the objective function. None indicates no scaling. This indicates potential scaling for the model, but the evaluation methods should return unscaled values

Return type:

float or None

get_primals()[source]

Get a copy of the values of the primal variables as provided in set_primals. These are the values that will be used in calls to the evaluation methods

get_primals_scaling()[source]

Return the desired scaling factors to use for the for the primals. None indicates no scaling. This indicates potential scaling for the model, but the evaluation methods should return unscaled values

Return type:

array-like or None

init_duals()

Returns vector with initial values for the dual variables of the constraints

init_primals()[source]

Returns vector with initial values for the primal variables

n_constraints()

Returns number of constraints

n_primals()[source]

Returns number of primal variables

nnz_hessian_lag()[source]

Returns number of nonzero values in hessian of the lagrangian function

nnz_jacobian()[source]

Returns number of nonzero values in jacobian of equality constraints

primals_lb()[source]

Returns vector of lower bounds for the primal variables

Return type:

vector-like

primals_names()[source]

Override this to provide string names for the primal variables

primals_ub()[source]

Returns vector of upper bounds for the primal variables

Return type:

vector-like

report_solver_status(status_code, status_message)[source]

Report the solver status to NLP class using the values for the primals and duals defined in the set methods

set_duals(duals)

Set the value of the dual variables for the constraints to be used in calls to the evaluation methods (hessian_lag)

Parameters:

duals (vector_like) – Vector with the values of dual variables for the equality constraints

set_obj_factor(obj_factor)

Set the value of the objective function factor to be used in calls to the evaluation of the hessian of the lagrangian (evaluate_hessian_lag)

Parameters:

obj_factor (float) – Value of the objective function factor used in the evaluation of the hessian of the lagrangian

set_primals(primals)[source]

Set the value of the primal variables to be used in calls to the evaluation methods

Parameters:

primals (vector_like) – Vector with the values of primal variables.