Xopt basic example¶

Xopt optimization problems can be defined via one of two methods:

• a yaml text file (for limiting the amount of python script writing and/or setting up simulation runs)
• a simple python script (for those who prefer to use python directly)

Here we will demonstrate how both of these techniques can be used to solve a relatively simple constrained optimization problem.

$n=2$ variables: $x_i \in [0, \pi], i=1,2$

Objective:

• $f(x) = \sum_i x_i$

Constraint:

• $g(x) = -x_1^2 -x_2^2 + 1 \le 0$

Xopt Components¶

The definition of the Xopt object requires 3 parts, listed below:

• The Evaluator object, which evaluates input points using the arbitrary function specified by the function property.
• The Generator object, which, when given data that has been evaluated, generates future points to evaluate using the evaluator.
• The VOCS (variables, objectives, constraints, statics) object, which specifies the input domain, the objectives, constraints and constants passed to the evaluator function.

Import¶

In [1]:

from xopt import Evaluator
from xopt import VOCS
from xopt import Xopt
from xopt.generators import list_available_generators
from xopt.generators import get_generator
import math

from xopt import Evaluator from xopt import VOCS from xopt import Xopt from xopt.generators import list_available_generators from xopt.generators import get_generator import math

Defining Xopt components using python¶

We first examine how one would create and configure and Xopt optimization run using python. This can also be done via a YAML file (see the next section).

Define the objective function and the evaluator¶

Note that the objective function takes in a dict of variable values and returns a dict of objective return values. The keys of the input and output dictionaries must contain the keys we will specify in VOCS (see below).

In [2]:

def evaluate_function(inputs: dict) -> dict:
    objective_value = inputs["x1"] ** 2 + inputs["x2"] ** 2
    constraint_value = -(inputs["x1"] ** 2) - inputs["x2"] ** 2 + 1
    return {"f": objective_value, "g": constraint_value}


evaluator = Evaluator(function=evaluate_function)

def evaluate_function(inputs: dict) -> dict: objective_value = inputs["x1"] ** 2 + inputs["x2"] ** 2 constraint_value = -(inputs["x1"] ** 2) - inputs["x2"] ** 2 + 1 return {"f": objective_value, "g": constraint_value} evaluator = Evaluator(function=evaluate_function)

Define VOCS¶

Here we define the names and ranges of input parameters, the names and settings of objectives, and the names and settings of constraints. Note that the keys here should be referenced in the evaluate function above.

In [3]:

vocs = VOCS(
    variables={"x1": [0, math.pi], "x2": [0, math.pi]},
    objectives={"f": "MINIMIZE"},
    constraints={"g": ["LESS_THAN", 0]},
)

vocs = VOCS( variables={"x1": [0, math.pi], "x2": [0, math.pi]}, objectives={"f": "MINIMIZE"}, constraints={"g": ["LESS_THAN", 0]}, )

Define the Generator¶

First lets see which generators are available for use.

In [4]:

list_available_generators()

list_available_generators()

Out[4]:

['random',
 'mggpo',
 'neldermead',
 'latin_hypercube',
 'upper_confidence_bound',
 'mobo',
 'bayesian_exploration',
 'time_dependent_upper_confidence_bound',
 'expected_improvement',
 'multi_fidelity',
 'cnsga',
 'extremum_seeking',
 'rcds']

Here we will use the simplest generator that is defined by Xopt, random number generation.

In [5]:

# get the docstring for the random generator
print(get_generator("random").__doc__)

# use the get generator method to get the random number generator
generator = get_generator("random")(vocs=vocs)

# get the docstring for the random generator print(get_generator("random").__doc__) # use the get generator method to get the random number generator generator = get_generator("random")(vocs=vocs)

Random number generator.

Combine into Xopt object¶

In [6]:

X = Xopt(vocs=vocs, generator=generator, evaluator=evaluator)

X = Xopt(vocs=vocs, generator=generator, evaluator=evaluator)

Defining Xopt object from yaml file¶

Alternatively, it might be more useful to define the Xopt object from a text file or YAML string. We replicate the code above with the YAML file below.

In [7]:

# Make a proper input file.
YAML = """
evaluator:
    function: __main__.evaluate_function

generator:
    name: random

vocs:
    variables:
        x1: [0, 3.14159]
        x2: [0, 3.14159]
    objectives: {f: MINIMIZE}
    constraints:
        g: [LESS_THAN, 0]

"""

# Make a proper input file. YAML = """ evaluator: function: __main__.evaluate_function generator: name: random vocs: variables: x1: [0, 3.14159] x2: [0, 3.14159] objectives: {f: MINIMIZE} constraints: g: [LESS_THAN, 0] """

In [8]:

# create Xopt object.
X_from_yaml = Xopt.from_yaml(YAML)

# create Xopt object. X_from_yaml = Xopt.from_yaml(YAML)

Introspection¶

Objects in Xopt can be printed to a string or dumped to a text file for easy introspection of attributes and current configuration.

In [9]:

# Convenient representation of the state.
X

# Convenient representation of the state. X

Out[9]:

            Xopt
________________________________
Version: 2.4.6.dev5+ga295b108.d20250107
Data size: 0
Config as YAML:
dump_file: null
evaluator:
  function: __main__.evaluate_function
  function_kwargs: {}
  max_workers: 1
  vectorized: false
generator:
  name: random
  supports_batch_generation: true
  supports_multi_objective: true
max_evaluations: null
serialize_inline: false
serialize_torch: false
strict: true
vocs:
  constants: {}
  constraints:
    g:
    - LESS_THAN
    - 0.0
  objectives:
    f: MINIMIZE
  observables: []
  variables:
    x1:
    - 0.0
    - 3.141592653589793
    x2:
    - 0.0
    - 3.141592653589793

Evaluating randomly generated or fixed inputs.¶

The main Xopt object has a variety of means for evaluating random or fixed points. This is often used to initialize optimization, but can be used independently of any generator. Results from evaluations are stored in the data attribute. Data can also be explictly added to the Xopt object (and by extension the generator attached to the xopt object by calling X.add_data().

In [10]:

# randomly evaluate some points and add data to Xopt object
X.random_evaluate(5)

# randomly evaluate some points and add data to Xopt object X.random_evaluate(5)

Out[10]:

	x1	x2	f	g	xopt_runtime	xopt_error
0	2.057846	1.345458	6.044988	-5.044988	0.000006	False
1	1.468658	1.130505	3.434998	-2.434998	0.000003	False
2	2.732492	0.615452	7.845294	-6.845294	0.000002	False
3	0.599672	2.008051	4.391875	-3.391875	0.000002	False
4	0.453927	1.094627	1.404259	-0.404259	0.000002	False

In [11]:

# evaluate some points additionally
points = {"x1": [1.0, 0.5, 2.25], "x2": [0, 1.75, 0.6]}
X.evaluate_data(points)

# evaluate some points additionally points = {"x1": [1.0, 0.5, 2.25], "x2": [0, 1.75, 0.6]} X.evaluate_data(points)

Out[11]:

	x1	x2	f	g	xopt_runtime	xopt_error
0	1.00	0.00	1.0000	0.0000	0.000003	False
1	0.50	1.75	3.3125	-2.3125	0.000002	False
2	2.25	0.60	5.4225	-4.4225	0.000002	False

In [12]:

# examine the data stored in Xopt
X.data

# examine the data stored in Xopt X.data

Out[12]:

	x1	x2	f	g	xopt_runtime	xopt_error
0	2.057846	1.345458	6.044988	-5.044988	0.000006	False
1	1.468658	1.130505	3.434998	-2.434998	0.000003	False
2	2.732492	0.615452	7.845294	-6.845294	0.000002	False
3	0.599672	2.008051	4.391875	-3.391875	0.000002	False
4	0.453927	1.094627	1.404259	-0.404259	0.000002	False
5	1.000000	0.000000	1.000000	0.000000	0.000003	False
6	0.500000	1.750000	3.312500	-2.312500	0.000002	False
7	2.250000	0.600000	5.422500	-4.422500	0.000002	False

Optimization¶

Xopt conducts a single iteration of optimization by calling X.step(). Inside this function Xopt will generate a point (or set of points) using the generator object, then send the point to be evaluated by the evaluator. Results will be stored in the data attribute.

In [13]:

# Take one step (generate a single point)
X.step()

# Take one step (generate a single point) X.step()

In [14]:

# examine the results
X.data

# examine the results X.data

Out[14]:

	x1	x2	f	g	xopt_runtime	xopt_error
0	2.057846	1.345458	6.044988	-5.044988	0.000006	False
1	1.468658	1.130505	3.434998	-2.434998	0.000003	False
2	2.732492	0.615452	7.845294	-6.845294	0.000002	False
3	0.599672	2.008051	4.391875	-3.391875	0.000002	False
4	0.453927	1.094627	1.404259	-0.404259	0.000002	False
5	1.000000	0.000000	1.000000	0.000000	0.000003	False
6	0.500000	1.750000	3.312500	-2.312500	0.000002	False
7	2.250000	0.600000	5.422500	-4.422500	0.000002	False
8	1.763594	0.820817	3.784005	-2.784005	0.000003	False

In [15]:

# take a couple of steps and examine the results
for _ in range(10):
    X.step()
X.data

# take a couple of steps and examine the results for _ in range(10): X.step() X.data

Out[15]:

	x1	x2	f	g	xopt_runtime	xopt_error
0	2.057846	1.345458	6.044988	-5.044988	0.000006	False
1	1.468658	1.130505	3.434998	-2.434998	0.000003	False
2	2.732492	0.615452	7.845294	-6.845294	0.000002	False
3	0.599672	2.008051	4.391875	-3.391875	0.000002	False
4	0.453927	1.094627	1.404259	-0.404259	0.000002	False
5	1.000000	0.000000	1.000000	0.000000	0.000003	False
6	0.500000	1.750000	3.312500	-2.312500	0.000002	False
7	2.250000	0.600000	5.422500	-4.422500	0.000002	False
8	1.763594	0.820817	3.784005	-2.784005	0.000003	False
9	0.555516	1.794332	3.528224	-2.528224	0.000003	False
10	0.544649	2.154640	4.939115	-3.939115	0.000003	False
11	0.895511	2.364227	6.391509	-5.391509	0.000003	False
12	0.609695	2.626823	7.271925	-6.271925	0.000003	False
13	1.400714	0.472096	2.184874	-1.184874	0.000003	False
14	0.124040	0.895613	0.817508	0.182492	0.000003	False
15	3.060395	1.426571	11.401121	-10.401121	0.000002	False
16	2.395042	2.499610	11.984274	-10.984274	0.000002	False
17	1.244689	0.641559	1.960848	-0.960848	0.000002	False
18	2.171908	1.197979	6.152339	-5.152339	0.000002	False

Find and evaluate the best point from X.data¶

In [16]:

idx, val, params = X.vocs.select_best(X.data)
print(f"best objective value {val}")
print(f"best point {params}")

X.evaluate_data(params)

idx, val, params = X.vocs.select_best(X.data) print(f"best objective value {val}") print(f"best point {params}") X.evaluate_data(params)

best objective value [1.]
best point {'x1': 1.0, 'x2': 0.0}

Out[16]:

	x1	x2	f	g	xopt_runtime	xopt_error
0	1.0	0.0	1.0	0.0	0.000003	False

Visualization¶

Finally, we can visualize the objectives and variables to monitor optimization or visualize the results

In [17]:

# view objective values
X.data.plot(y=X.vocs.objective_names)

# view variables values
X.data.plot(*X.vocs.variable_names, kind="scatter")

# you can also normalize the variables
X.vocs.normalize_inputs(X.data).plot(*X.vocs.variable_names, kind="scatter")

# view objective values X.data.plot(y=X.vocs.objective_names) # view variables values X.data.plot(*X.vocs.variable_names, kind="scatter") # you can also normalize the variables X.vocs.normalize_inputs(X.data).plot(*X.vocs.variable_names, kind="scatter")

Out[17]:

<Axes: xlabel='x1', ylabel='x2'>