python - 优化求解时返回函数调用和其他信息

Question

我正在使用 Gekko 对多个系统的多个问题进行基准测试，我想让我的代码返回函数调用、迭代和解决所需的时间。我知道求解器会自动打印所有这些数据，但是是否有可以返回的对象或属性以允许我的函数返回数值？

这是如何设置代码的示例。

def model(plot=False):
    t = np.linspace(0, 1, 101)
    m = GEKKO(remote=False); m.time=t

    fe = m.Param(np.cos(2*np.pi*t)+3)
    de = m.Var(fe[0])

    e = m.CV(0); e.STATUS=1; e.SPHI=e.SPLO=0; e.WSPHI=1000; e.WSPLO=1
    der = m.MV(0, lb=-1, ub=1); der.STATUS=1

    m.Equations([de.dt() == der,  e == fe-de])

    m.options.IMODE=6; m.solve()

    if plot:
        import matplotlib.pyplot as plt
        plt.plot(t, fe)
        plt.plot(t, de)
        plt.plot(t, der)
        plt.show()
    return m.fcalls


if __name__ == "__main__":
    model(plot=True)

Answer 1

objective function , iterations , solve time , 和 solution status可在 Gekko 中使用:

m.options.OBJFCNVAL

m.options.ITERATIONS

m.options.SOLVETIME

m.options.APPSTATUS

你可以将这些作为列表返回，就像我对 summary 所做的那样.

from gekko import GEKKO
import numpy as np

def model(plot=False):
    t = np.linspace(0, 1, 101)
    m = GEKKO(remote=False); m.time=t

    fe = m.Param(np.cos(2*np.pi*t)+3)
    de = m.Var(fe[0])

    e = m.CV(0); e.STATUS=1; e.SPHI=e.SPLO=0; e.WSPHI=1000; e.WSPLO=1
    der = m.MV(0, lb=-1, ub=1); der.STATUS=1

    m.Equations([de.dt() == der,  e == fe-de])

    m.options.DIAGLEVEL=1
    m.options.SOLVER=1
    m.options.IMODE=6; m.solve()

    if plot:
        import matplotlib.pyplot as plt
        plt.plot(t, fe)
        plt.plot(t, de)
        plt.plot(t, der)
        plt.savefig('result.png')
    return [m.options.OBJFCNVAL,\
            m.options.ITERATIONS,\
            m.options.SOLVETIME,\
            m.options.APPSTATUS]


if __name__ == "__main__":
    summary = model(plot=True)
    print(summary)

如果你想要函数调用，它会稍微复杂一些，因为有不同类型的函数调用。有目标函数和约束的函数调用、一阶导数的函数调用和二阶导数的函数调用。您可以通过设置 m.options.DIAGLEVEL=1 获得所有子程序调用的完整报告以及每个子程序的个人和累计时间。或更高。这是此问题的求解器输出:

 Number of state variables:    1900
 Number of total equations: -  1800
 Number of slack variables: -  0
 ---------------------------------------
 Degrees of freedom       :    100

 ----------------------------------------------
 Dynamic Control with APOPT Solver
 ----------------------------------------------

 Iter    Objective  Convergence
    0  9.81590E+01  1.00000E+00
    1  7.62224E+01  4.00000E-10
    2  7.62078E+01  1.10674E-02
    3  7.62078E+01  1.00000E-10
    4  7.62078E+01  8.32667E-17
    5  7.62078E+01  8.32667E-17
 Successful solution

 ---------------------------------------------------
 Solver         :  APOPT (v1.0)
 Solution time  :  0.5382 sec
 Objective      :  76.20778997271815
 Successful solution
 ---------------------------------------------------

一些求解器，如 IPOPT，没有从 API 中随时可用的迭代，因此它们总是报告为零。使用APOPT，汇总列表为[76.207789973, 5, 0.5253, 1] .时序和函数调用报告在求解器摘要之后。

Timer #     1       0.70/       1 =       0.70 Total system time
Timer #     2       0.54/       1 =       0.54 Total solve time
Timer #     3       0.05/       9 =       0.01 Objective Calc: apm_p
Timer #     4       0.00/       5 =       0.00 Objective Grad: apm_g
Timer #     5       0.02/       9 =       0.00 Constraint Calc: apm_c
Timer #     6       0.00/       0 =       0.00 Sparsity: apm_s
Timer #     7       0.00/       0 =       0.00 1st Deriv #1: apm_a1
Timer #     8       0.00/       5 =       0.00 1st Deriv #2: apm_a2
Timer #     9       0.02/     200 =       0.00 Custom Init: apm_custom_init
Timer #    10       0.00/     200 =       0.00 Mode: apm_node_res::case 0
Timer #    11       0.00/     600 =       0.00 Mode: apm_node_res::case 1
Timer #    12       0.00/     200 =       0.00 Mode: apm_node_res::case 2
Timer #    13       0.00/     400 =       0.00 Mode: apm_node_res::case 3
Timer #    14       0.00/    4800 =       0.00 Mode: apm_node_res::case 4
Timer #    15       0.00/    2000 =       0.00 Mode: apm_node_res::case 5
Timer #    16       0.00/       0 =       0.00 Mode: apm_node_res::case 6
Timer #    17       0.00/       5 =       0.00 Base 1st Deriv: apm_jacobian
Timer #    18       0.02/       5 =       0.00 Base 1st Deriv: apm_condensed_jacobian
Timer #    19       0.00/       1 =       0.00 Non-zeros: apm_nnz
Timer #    20       0.00/       0 =       0.00 Count: Division by zero
Timer #    21       0.00/       0 =       0.00 Count: Argument of LOG10 negative
Timer #    22       0.00/       0 =       0.00 Count: Argument of LOG negative
Timer #    23       0.00/       0 =       0.00 Count: Argument of SQRT negative
Timer #    24       0.00/       0 =       0.00 Count: Argument of ASIN illegal
Timer #    25       0.00/       0 =       0.00 Count: Argument of ACOS illegal
Timer #    26       0.00/       1 =       0.00 Extract sparsity: apm_sparsity
Timer #    27       0.00/      17 =       0.00 Variable ordering: apm_var_order
Timer #    28       0.00/       1 =       0.00 Condensed sparsity
Timer #    29       0.00/       0 =       0.00 Hessian Non-zeros
Timer #    30       0.00/       3 =       0.00 Differentials
Timer #    31       0.00/       0 =       0.00 Hessian Calculation
Timer #    32       0.00/       0 =       0.00 Extract Hessian
Timer #    33       0.00/       1 =       0.00 Base 1st Deriv: apm_jac_order
Timer #    34       0.06/       1 =       0.06 Solver Setup
Timer #    35       0.40/       1 =       0.40 Solver Solution
Timer #    36       0.00/      23 =       0.00 Number of Variables
Timer #    37       0.00/      12 =       0.00 Number of Equations
Timer #    38       0.05/      17 =       0.00 File Read/Write
Timer #    39       0.00/       1 =       0.00 Dynamic Init A
Timer #    40       0.02/       1 =       0.02 Dynamic Init B
Timer #    41       0.02/       1 =       0.02 Dynamic Init C
Timer #    42       0.00/       1 =       0.00 Init: Read APM File
Timer #    43       0.00/       1 =       0.00 Init: Parse Constants
Timer #    44       0.00/       1 =       0.00 Init: Model Sizing
Timer #    45       0.00/       1 =       0.00 Init: Allocate Memory
Timer #    46       0.00/       1 =       0.00 Init: Parse Model
Timer #    47       0.00/       1 =       0.00 Init: Check for Duplicates
Timer #    48       0.00/       1 =       0.00 Init: Compile Equations
Timer #    49       0.00/       1 =       0.00 Init: Check Uninitialized
Timer #    50       0.00/     205 =       0.00 Evaluate Expression Once
Timer #    51       0.00/       0 =       0.00 Sensitivity Analysis: LU Factorization
Timer #    52       0.00/       0 =       0.00 Sensitivity Analysis: Gauss Elimination
Timer #    53       0.00/       0 =       0.00 Sensitivity Analysis: Total Time

计时器 3、4 和 5 可能与您的问题最相关。它们是目标函数请求、一阶导数请求和约束评估请求。