OptimizationSystem

System Constructors

ModelingToolkit.OptimizationSystem — Type

struct OptimizationSystem <: ModelingToolkit.AbstractSystem

A scalar equation for optimization.

Fields

op
Vector of equations defining the system.
states
Unknown variables.
ps
Parameters.
pins
observed
equality_constraints
inequality_constraints
name
Name: the name of the system

systems
systems: The internal systems

Examples

@variables x y z
@parameters σ ρ β

op = σ*(y-x) + x*(ρ-z)-y + x*y - β*z
os = OptimizationSystem(eqs, [x,y,z],[σ,ρ,β])

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Composition and Accessor Functions

sys.eqs or equations(sys): The equation to be minimized.
sys.states or states(sys): The set of states for the optimization.
sys.parameters or parameters(sys): The parameters for the optimization.

Transformations

Applicable Calculation and Generation Functions

calculate_gradient
calculate_hessian
generate_gradient
generate_hessian
hessian_sparsity

Problem Constructors

DiffEqBase.OptimizationProblem — Type

function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem,
                                          parammap=DiffEqBase.NullParameters();
                                          u0=nothing, lb=nothing, ub=nothing,
                                          grad = false,
                                          hess = false, sparse = false,
                                          checkbounds = false,
                                          linenumbers = true, parallel=SerialForm(),
                                          kwargs...) where iip

Generates an OptimizationProblem from an OptimizationSystem and allows for automatically symbolically calculating numerical enhancements.

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