OptimizationAlgorithm (base class)

class kona.algorithms.base_algorithm.OptimizationAlgorithm(primal_factory, state_factory, eq_factory, ineq_factory, optns=None)

Bases: object

Base class for all optimization algorithms.

Parameters:

• state_factory, eq_factory, ineq_factory (primal_factory,) –
• optns (dict, optional) –

Variables:

• primal_factory (VectorFactory) – Generates primal vectors.
• state_factory (VectorFactory) – Generates state vectors.
• eq_factory (VectorFactory) – Generates dual vectors for equality constraints.
• eq_factory – Generates dual vectors for inequality constraints.
• max_iter (int) – Maximum nonlinear iterations for the optimization.
• primal_tol (float) – Relative convergence tolerance for the primal variables.
• constraint_tol (float, optional) – Relative convergence tolerance for the constraints.
• info_file (file) – File stream for data output.

solve()

Triggers the optimization run.