Skip to main content

Rosenbrock Function

Try it In Colab

Back to Examples

This is the example we presented in the previous section. You can copy it and experiment. The problem we need to solve is:

\[ \begin{align} \operatorname*{Minimize}_{\|u\|\leq r}& \sum_{i=1}^{n_u - 1} b (u_{i+1} - u_{i}^2)^2 + (a-u_i)^2 \\ \text{subject to: }& 1.5 u_1 - u_2 = 0 \\ &u_3 - u_4 + 0.1 \leq 0 \end{align} \]

The parameter vector is p = (a, b).

import opengen as og
import casadi.casadi as cs

# Build parametric optimizer
# ------------------------------------
u = cs.SX.sym("u", 5)
p = cs.SX.sym("p", 2)
phi = og.functions.rosenbrock(u, p)
c = cs.vertcat(1.5 * u[0] - u[1],
               cs.fmax(0.0, u[2] - u[3] + 0.1))
bounds = og.constraints.Ball2(None, 1.5)
problem = og.builder.Problem(u, p, phi) \
    .with_penalty_constraints(c)        \
    .with_constraints(bounds)
build_config = og.config.BuildConfiguration()  \
    .with_build_directory("my_optimizers") \
    .with_build_mode("debug")                  \
    .with_tcp_interface_config()
meta = og.config.OptimizerMeta()                   \
    .with_optimizer_name("rosenbrock")
solver_config = og.config.SolverConfiguration()    \
    .with_tolerance(1e-5)                          \
    .with_delta_tolerance(1e-4)                    \
    .with_initial_penalty(1e3)                     \
    .with_penalty_weight_update_factor(5)
builder = og.builder.OpEnOptimizerBuilder(problem, meta,
                                          build_config, solver_config)
builder.build()

# Use TCP server
# ------------------------------------
mng = og.tcp.OptimizerTcpManager('my_optimizers/rosenbrock')
mng.start()

mng.ping()
server_response = mng.call([1.0, 50.0])

if server_response.is_ok():
    solution = server_response.get()
    u_star = solution.solution
    status = solution.exit_status

mng.kill()