Optimizer Object

The Optimizer object provides interfaces for defining and optimizing multi-variable user-defined objective functions. This object allows for the configuration of any number of state variables or constraints, and contains support for minimizing or maximizing an objective as well as solving the constraints for a feasible solution without an objective. The Optimizer object can be loaded with any of the supported third party optimization systems. See the Optimization Guide for more information.

Available In Editions:

Timing Precision Mode

Name	Description
Constraints	The constraints in the optimization process.
DeclaredName	The name of the object as declared.
EngineOutput	StringArray containing all lines written to standard output from the third party optimization library. Note: NLopt does not generate output.
FeasibilityTolerance	The application of this property depends on which third party optimization engine is loaded. If Ipopt is loaded, this value is used to set the "constr_viol_tol option". If SNOPT is loaded, this value is used to set the "Major feasibility tolerance" and the "Minor feasibility tolerance". If NLopt is loaded, this value is used to set each of the individual constraint tolerances.
FiniteDifferenceMethod	The method used to obtain finite difference derivatives.
Gradient	The Gradient of the objective function. This is the partial derivative of the objective with respect to the state variables. At the beginning of the optimization process, FreeFlyer fills this array with a constant (-999) so that any derivatives the user provides using this array can be automatically detected. All derivatives that the user does not provide will be calculated numerically. When FreeFlyer calculates the derivatives numerically, the elements of the Gradient are filled in one at a time as they are calculated.
Jacobian	The Jacobian of the constraints. This is the partial derivative of the constraints with respect to the state variables. At the beginning of the optimization process, FreeFlyer fills this matrix with a constant (-999) so that any derivatives the user provides using this matrix can be automatically detected. All derivatives that the user does not provide will be calculated numerically. When FreeFlyer calculates the derivatives numerically, the columns of the Jacobian are filled in one at a time as they are calculated.
LastGeneratedEngineOutput	The most recent line or set of lines (newline delimited) reported from the optimization engine. Note: NLopt does not generate output.
MaximumInfeasibility	The current maximum violation of both the state variable bounds and the constraint bounds. This property is updated anytime the Minimize/Maximize Optimizer methods are used.
MaximumNominalEvaluationCount	Defines the maximum number of nominal evaluations that will be performed before the optimization process is terminated.
Name	The name displayed for this object in output windows such as views, plots, and reports.
NominalEvaluationCount	The current number of nominal evaluations that have been completed.
NumberOfConstraints	The number of Constraints in the optimization process.
NumberOfStateVariables	The number of StateVariables in the optimization process.
ObjectId	The unique identifier for the object.
ObjectiveFunctionLabel	Label associated with the objective function being minimized or maximized. This is used only for reporting.
ObjectiveFunctionScale	The scale used for the objective function. This can be used to normalize the objective function value to be the same order of magnitude of constraints and state variables to preserve better matrix conditioning.
ObjectiveFunctionValue	The last evaluated value of the objective function. This is set from the Optimize method.
ObjectType	The type of the object.
OptimizationPhase	Reports the phase of the Optimization process, which indicates whether the current iteration is associated with a nominal guess, or in evaluating a derivative.
ProblemName	The name associated with the problem being solved. This is used only for reporting.
ReturnCode	Holds the return code of the optimizer after the optimization process completes. Note that this code is specific to the optimization library being used.
ReturnString	Holds the return string of the optimizer after the optimization process completes. Note that this code is specific to the optimization library being used.
ScaledGradient	The scaled Gradient of the objective function. This represents the Gradient after it has been transformed using the scales of the state variables and objective.
ScaledJacobian	The scaled Jacobian of the constraints. This represents the Jacobian after it has been transformed using the scales of the state variables and constraints.
StateVariables	The state variable in the optimization process.
ThirdPartyLibraryName	The name of the third pary optimization library that is currently loaded. This property will be blank until the optimizer loads an optimization engine.
TotalEvaluationCount	The current total number of evaluations of the constraints and the objective function.
UseJacobianSparsity	Determines whether to use the sparsity of the Jacobian to simplify the optimization algorithm, or to process the full dense Jacobian. This property has no effect when using NLopt, as a dense Jacobian is always used by this engine.
ValidateUserDerivatives	Determines whether initial validation is performed on the values of user-provided derivatives. When set to true, an error is reported if a user-provided derivative is more than 10% different than the finite difference derivative evaluated during the sampling process.

Name	Description
AddConstraint	Creates a new entry in the Optimizer.Constraints array with the specified label.
AddConstraintBlock	Adds a block of Constraints.
AddStateVariable	Creates a new entry in the Optimizer.StateVariables array with the specified label.
AddStateVariableBlock	Creates n new entries in the Optimizer.StateVariables array. Label is used as a prefix to create incremented labels for each entry.
ClearSavedStates	Clears previous saved states for this object.
FeasibleSolutionFound	Returns 1 if the optimizer is has found a feasible solution, otherwise returns 0. This assessment is based on the ConstraintTolerance Optimizer property.
GetBestConstraintValue	Returns the value of the specified constraint corresponding to the best solution found so far. Calling this method before a feasible result is found will return -999.
GetBestConstraintValues	Returns an array containing the values of the constraints corresponding to the best found solution so far. Calling this method before a feasible result is found will return an empty array.
GetBestObjectiveFunctionValue	Returns objective function value corresponding to the best feasible solution found so far. Calling this method before a feasible result is found will return a value of -999.
GetBestSolutionMaximumInfeasibility	Returns the maximum scaled infeasibility of the current best solution. Calling this method before a feasible solution is found will return -999.
GetBestStateVariableValue	Returns the value of the specified state variable corresponding to the best solution found so far. Calling this method before a feasible result is found will return -999.
GetBestStateVariableValues	Returns an array containing the values of the state variables corresponding to the best solution found so far. Calling this method before a feasible result is found will return an empty array.
GetConstraint	Gets a reference to the Constraint associated with the specified label. If no Constraint is associated with that label, an error is reported.
GetConstraintIndex	Returns the index of the Constraint with the specified label, or -1 if the entry is not found.
GetConstraintValue	Returns the current value of the requested constraint.
GetConstraintValues	Returns an array of the most recent values for the constraints that have been evaluated.
GetFromFile	Load the object state from the specified FreeFlyer object file.
GetFromString	Load the object state from the specified string.
GetStateVariable	Gets a reference to the StateVariable associated with the specified label. If no StateVariable is associated with that label, an error is reported.
GetStateVariableIndex	Returns the index of the StateVariable with the specified label, or -1 if the entry is not found.
GetStateVariableValue	Returns the current value of the requested state variable. The current value is obtained from the third party optimization engine, and is updated upon every call to Minimize/Maximize.
GetStateVariableValues	Returns an array of the most recent values for the state variables that have been evaluated.
HasNotConverged	Returns 0 if the optimization engine has indicated that it has converged, otherwise returns 1. If the optimizer exits with a non-converged return code, an error occurs.
IsFeasible	Returns 1 if the current evaluation is feasible, otherwise returns 0. This assessment is based on the ConstraintTolerance Optimizer property.
IsRunning	Returns 1 if the optimizer is currently running, otherwise returns 0.
LoadEngine	Loads and initializes the third party engine to be used in the optimization process. At this time, the engine is configured to process the specified state variables and constraints.
Maximize	Process the evaluated constraints and the specified objective function value to be maximized.
Minimize	Process the evaluated constraints and the specified objective function value to be minimized.
PutToFile	Convert the object state to FreeFlyer object xml and write to a file.
PutToString	Convert the object state to FreeFlyer object xml and return as a string.
ReferenceEquals	Returns 1 if the argument refers to the calling object and 0 otherwise.
Reset	Resets the optimization process. The provided argument specifies whether the reset operation is partial or complete.
Restore	Restore an object's state from a previously saved state.
RestoreObjectsInProcess	Restores all objects that have been saved using the Optimizer.SaveObjectToProcess() method.
Save	Save the object's state so that it can be restored later.
SaveObjectToProcess	Saves the initial state of the object. The object will be restored to this initial state whenever the Optimizer.RestoreObjectsInProcess() method is called.
SetConstraintValue	Sets the value of the specified constraint.
SetConstraintValues	Sets the constraint values from an array. The constraintValues array must be of the same length as the optimizer's current Constraints array.
SetGradientValue	Sets the value of the element of the Gradient that is associated with the specified StateVariable.
SetInitialGuess	Sets the initial guess to be used by the optimizer. The initialGuessValues array must be of the same length as the optimizer's current StateVariables array.
SetJacobianValue	Sets the value of the element of the Jacobian that is associated with the specified Constraint/StateVariable pair.
SolveConstraints	Process the evaluated constraints and solve them without respect to an objective function.
UpdateStateVariables	Retrieves the next iteration of state variable values from the optimization process and stores them in the Optimizer object so that they can be subsequently used for evaluating the constraints and objective function. A call to this method should be placed at the top of the optimizer evaluation loop.

Optimizer Object

Description

Available In Editions:

Timing Precision Mode