MultiStart

(class from pyomo.contrib.multistart.multi)

class pyomo.contrib.multistart.multi.MultiStart[source]

Bases: object

Solver wrapper that initializes at multiple starting points.

# TODO: also return appropriate duals

For theoretical underpinning, see https://www.semanticscholar.org/paper/How-many-random-restarts-are-enough-Dick-Wong/55b248b398a03dc1ac9a65437f88b835554329e0

Keyword arguments below are specified for the solve function.

Keyword Arguments:

  • strategy (In(dict_keys(['rand', 'midpoint_guess_and_bound', 'rand_guess_and_bound', 'rand_distributed', 'midpoint'])), default='rand') –

    Specify the restart strategy.

    • ”rand”: random choice between variable bounds

    • ”midpoint_guess_and_bound”: midpoint between current value and farthest bound

    • ”rand_guess_and_bound”: random choice between current value and farthest bound

    • ”rand_distributed”: random choice among evenly distributed values

    • ”midpoint”: exact midpoint between the bounds. If using this option, multiple iterations are useless.

  • solver (default='ipopt') – solver to use, defaults to ipopt

  • solver_args (default={}) – Dictionary of keyword arguments to pass to the solver.

  • iterations (default=10) – Specify the number of iterations, defaults to 10. If -1 is specified, the high confidence stopping rule will be used

  • stopping_mass (default=0.5) – Maximum allowable estimated missing mass of optima for the high confidence stopping rule, only used with the random strategy. The lower the parameter, the stricter the rule. Value bounded in (0, 1].

  • stopping_delta (default=0.5) – 1 minus the confidence level required for the stopping rule for the high confidence stopping rule, only used with the random strategy. The lower the parameter, the stricter the rule. Value bounded in (0, 1].

  • suppress_unbounded_warning (bool, default=False) – True to suppress warning for skipping unbounded variables.

  • HCS_max_iterations (default=1000) – Maximum number of iterations before interrupting the high confidence stopping rule.

  • HCS_tolerance (default=0) – Tolerance on HCS objective value equality. Defaults to Python float equality precision.

__init__()

Methods

__init__()

available([exception_flag])

Check if solver is available.

license_is_valid()

solve(model, **kwds)

Attributes

CONFIG

Member Documentation

available(exception_flag=True)[source]

Check if solver is available.

TODO: For now, it is always available. However, sub-solvers may not always be available, and so this should reflect that possibility.