Quick Start Guide

Kona can be installed just like any other Python module.

pip install -e .

Below is a simple example script that performs gradient-based optimization on a multidimensional Rosenbrock problem using the reduced-space Newton-Krylov (RSNK) algorithm.

import kona

# initialize the problem with the design space size
num_design = 2
solver = kona.examples.Rosenbrock(num_design)

# get the optimization algorithm handle -- do not initialize
algorithm = kona.algorithms.UnconstrainedRSNK

# options dictionary -- we only need convergence tolerance for now
optns = {
    'opt_tol' : 1e-12,

# initialize the optimization controller
optimizer = kona.Optimizer(solver, algorithm, optns)

# run the optimization

# print solution
print solver.curr_design

The above optimization run will produce a kona_hist.dat file tracking convergence norms across non-linear iterations.