在Python中优化函数的多个输出变量

时间:2017-06-05 12:51:32

标签: python numpy scipy mathematical-optimization

我目前正在研究一种确定风力涡轮机支撑结构成本的算法。我正在编写的算法需要优化初始输入支撑结构的重量,以便应力水平不会超过但接近所用材料属性的失效标准。另一个要求是结构的固有频率需要在2个值之间。为了优化结构,可以改变4个变量。

我可以使用Scipy.Optimize库中的一个函数,该函数使用多个设计参数来优化此结构的权重,但是还要考虑支撑结构中的固有频率和最大应力值吗?

我正在优化的功能如下:

def func(self, x):
    self.properties.D_mp = x[0]                    # Set a new diameter for the monopile
    self.properties.Dtrat_tower = x[1]             # Set a new thickness ratio for the tower
    self.properties.Dtrat_tp = x[2]                # Set a new thickness ratio for the transition piece  
    self.properties.Dtrat_mud = x[3]               # Set a new thickness ratio for the mudline region of the monopile

    self.UpdateAll()                               # Update the support structure based on the changes in variables above

    eig = self.GetEigenFrequency()                 # Get the natural frequency
    maxUtil = self.GetMaximumUtilisationFactor()   # Get the maximum utilisation ratio on the structure (more than 1 means stress is higher than maximum allowed)

    # Natural frequency of 0.25 and utilisation ratio of 1 are ideal
    # Create some penalty...
    penalty = (100000 * abs((eig - 0.25)))
    penalty +=  (100000 * abs(maxUtil - 1)) 

    return self.GetTotalMass() + penalty

提前致谢!

2 个答案:

答案 0 :(得分:0)

您可以使用spicy.optimize的leastsq函数。

在我的例子中,它是用两个变量拟合指数函数:

def func_exp(p, x, z):                                     
# exponential function with multiple parameters  
    a, b, c, d, t, t2 = p[0], p[1], p[2], p[3], p[4], p[5]
    return a*np.exp(b + pow(x,c)*t + pow(z,d)*t2)

但是要使用leastsq函数,你需要创建一个错误函数,这个你将优化。

def err(p, x,z, y):                                         
# error function compare the previous to the estimate to
    return func_exp(p, x,z) - y                            
# minimise the residuals 

使用它:

p0=[1e4,-1e-3,1,1,-1e-2, -1e-6]                           
# First parameters 
pfit_fin, pcov, infodict, errmsg, success = leastsq(err, p0, args=(X,Y,Z), full_output=1, epsfcn=0.000001)

这样就返回了最佳参数,以生成结果:

Y_2= func_exp(pfit_fin, X,Y)        

我希望这会对你有帮助,

克里斯。

答案 1 :(得分:0)

通过将频率和压力约束折叠为对整体适应性的惩罚,这可能是最容易使这个单值优化问题,例如

LOW_COST = 10.
MID_COST = 150.
HIGH_COST = 400.

def weight(a, b, c, d):
    return "calculated weight of structure"

def frequency(a, b, c, d):
    return "calculated resonant frequency"

def freq_penalty(freq):
    # Example linear piecewise penalty function -
    #   increasing cost for frequencies below 205 or above 395
    if freq < 205:
        return MID_COST * (205 - freq)
    elif freq < 395:
        return 0.
    else:
        return MID_COST * (freq - 395)

def stress_fraction(a, b, c, d):
    return "calculated stress / failure criteria"

def stress_penalty(stress_frac):
    # Example linear piecewise penalty function -
    #   low extra cost for stress fraction below 0.85,
    #   high extra cost for stress fraction over 0.98
    if stress_frac < 0.85:
        return LOW_COST * (0.85 - stress_frac)
    elif stress_frac < 0.98:
        return 0.
    else:
        return HIGH_COST * (stress_frac - 0.98)

def overall_fitness(parameter_vector):
    a, b, c, d = parameter_vector
    return (
        # D'oh! it took me a while to get this right -
        # we want _minimum_ weight and _minimum_ penalty
        # to get _maximum_ fitness.
       -weight(a, b, c, d)
      - freq_penalty(frequency(a, b, c, d))
      - stress_penalty(stress_fraction(a, b, c, d)
    )

...你当然希望找到更合适的惩罚函数并使用相对权重,但这应该给你一般的想法。然后你可以像

一样最大化它
from scipy.optimize import fmin

initial_guess = [29., 45., 8., 0.06]
result = fmin(lambda x: -overall_fitness(x), initial_guess, maxfun=100000, full_output=True)

(使用lambda让fmin(最小化器)找到overall_fitness的最大值。)

或者,fmin允许在每次迭代后应用的回调函数;如果你知道如何恰当地调整a,b,c,d,你可以用它来对频率设置硬性限制 - 比如

def callback(x):
    a, b, c, d = x     # unpack parameter vector
    freq = frequency(a, b, c, d)
    if freq < 205:
        # apply appropriate correction to put frequency back in bounds
        return [a, b, c + 0.2, d]
    elif freq < 395:
        return x
    else:
        return [a, b, c - 0.2, d]