dfndfl 1.1.1

A package implementing DFNDFL, an algorithm that solves mixed-integer nonsmooth constrained optimization problems whose constraint functions are avaliable only as the oytput of a black-box zeroth-order oracle.

DFNDFL Python Package

The DFNDFL Python package provides tools for solving Direct Function Optimization (DFO) problems. The package allows users to define custom optimization problems and solve them using the algorithms DFNDFL or DFL.

Installation

The package can be installed with pip:

python3 -m pip install dfndfl

Usage

Problem definition

To use the DFNDFL package, first define an optimization problem in a Python file. The problem file should define the following variables:

• name: string - name of the problem
• startp: numpy array - the starting point for the continuous problem
• lb: numpy array - the lower bounds of the continuous problem
• ub: numpy array - the upper bounds of the continuous problem
• nint: int - the number of discrete variables (>= 2)
• ncont: int - the number of continuous variables (>= 2), (the variables are so intended: x[0] ... x[ncont-1] are the continuous variables and x[ncont] ... x[n-1] are the discrete variables)
• lbmix: numpy array - the actual lower bounds of the mixed integer problem
• ubmix: numpy array - the actual upper bounds of the mixed integer problem
• x_initial: numpy array - the actual initial point of the mixed integer problem
• feval: function handle - function to compute the objective function value (N.B. the point must be reconstructed through the use of reconstruct_xmix before calling feval)

Here's a sample problem definition:

import numpy as np

name      = 'MISO prob. 10'
nint   = 30
ncont  = n-nint
lb     =-15.0*np.ones(n)
ub     = 30.0*np.ones(n)
lbmix  =-15.0*np.ones(n)
ubmix  = 30.0*np.ones(n)
startp =   7.0*np.ones(n) 
x_initial =7.0*np.ones(n) 

def feval(x):  
    f = - 20*np.exp(-0.2*np.sqrt(np.sum(x**2)/15)) - np.exp(np.sum(np.cos(2*np.pi*x))/15)
    return f

Running a problem

To run a problem from the command line, use:

python3 -m dfndfl.run -p path/to/your/problem.py [options]

Command-Line Arguments

The run.py script accepts several command-line arguments to control the optimization process:

Required arguments:

• -p PROBLEM_PATH, --problem-path PROBLEM_PATH: Path to the Python file containing the problem definition

Optional arguments:

• -h, --help: Show an help message and exit
• -c, --constrained: Solve constrained problems
• -a {DFN_DFL,DFL}, --alg {DFN_DFL,DFL}: Name of algorithm to be used
• -m MAX_FUN, --max_fun MAX_FUN: Maximum number of function evaluations
• -o OUTLEV, --outlev OUTLEV: Output level
• -M NM_MEMORY, --NM_memory NM_MEMORY: History size for nonmonotone linesearch

Logging

The DFNDFL package uses Python's logging module to log results and progress. The logger's name is set as dfndfl.

License

This project is licensed under the GNU General Public License - see the LICENSE for details.

Useful links

• https://github.com/GreyJolly/DFNDFL-Package
• https://pypi.org/project/dfndfl
• https://github.com/DerivativeFreeLibrary/DFNDFL