IbexOpt

This page describes IbexOpt, the plugin installed with the --with-optim option.

Getting started

IbexOpt is a end-user program that solves a NLP problem (non-linear programming). It minimizes a (nonlinear) objective function under (nonlinear) inequality and equality constraints. It resorts to a unique black-box strategy (whatever the input problem is) and with a very limited number of parameters. Needless to say, this strategy is a kind of compromise and not the best one for a given problem.

Note that this program is based on the generic optimizer, a C++ class that allows to build a more customizable optimizer.

You can directly apply this optimizer on one of the benchmark problems distributed with Ibex. The benchmarks are all written in the Minibex syntax and stored in an arborescence under plugins/optim/benchs/. If you compare the Minibex syntax of these files with the ones given to IbexSolve, you will see that a “minimize” keyword has appeared.

Open a terminal, move to the bin subfolder and run IbexSolve with, for example, the problem named ex3_1_3 located at the specified path:

~/ibex-2.6.0$ cd bin
~/ibex-2.6.0/bin$ ./ibexopt ../plugins/optim/benchs/easy/ex3_1_3.bch

The following result should be displayed:

************************ setup ************************
  file loaded: ../plugins/optim/benchs/easy/ex3_1_3.bch
*******************************************************

running............

 optimization successful!

 best bound in: [-310.309999984,-309.999999984]
 relative precision obtained on objective function: 0.001  [passed]
 absolute precision obtained on objective function: 0.309999999985  [failed]
 best feasible point: (4.9999999999 ; 1 ; 5 ; 0 ; 5 ; 10)
 cpu time used: 0.00400000000001s.
 number of cells: 1

The program has proved that the minimum of the objective lies in a small interval enclosing -310. It also gives a point close to (5 ; 1 ; 5 ; 0 ; 5 ; 10) which satisfies the constraints and for which the value taken by the objective function is inside this interval. The process took less than 0.005 seconds.

Options

-r<float>, –rel-eps-f=<float> Relative precision on the objective. Default value is 1e-3.
-a<float>, –abs-eps-f=<float> Absolute precision on the objective. Default value is 1e-7.
–eps-h=<float> Equality relaxation value. Default value is 1e-8.
-t<float>, –timeout=<float> Timeout (time in seconds). Default value is +oo.
–random-seed=<float> Random seed (useful for reproducibility). Default value is 1.
–eps-x=<float> Precision on the variable (Deprecated). Default value is 0.
–initial-loup=<float> Intial “loup” (a priori known upper bound).
–rigor Activate rigor mode (certify feasibility of equalities).
–trace Activate trace. Updates of loup/uplo are printed while minimizing.

Calling IbexOpt from C++

Calling the default optimizer is as simple as for the default solver. The loaded system must simply correspond to an optimization problem. The default optimizer is an object of the class DefaultOptimizer.

Once the optimizer has been executed(), the main information is stored in three fields, where f is the objective:

  • loup (“lo-up”) is the lowest upper bound known for min(f).
  • uplo (“up-lo”) is the uppest lower bound known for min(f).
  • loup_point is the vector for which the value taken by f is less or equal to the loup.

Example:

	/* Build a constrained optimization problem from the file */
	System sys(IBEX_OPTIM_BENCHS_DIR "/easy/ex3_1_3.bch");

	/* Build a default optimizer with a precision set to 1e-07 for f(x) */
	DefaultOptimizer o(sys,1e-07);

	o.optimize(sys.box);// Run the optimizer

	/* Display the result. */
	output << "interval for the minimum: " << Interval(o.get_uplo(),o.get_loup()) << endl;
	output << "minimizer: " << o.get_loup_point() << endl;

The output is:

interval for the minimum: [-310.0000309850001, -309.9999999850001]
minimizer: (<4.9999999999, 4.999999999900001> ; <1, 1> ; <5, 5> ; <0, 0> ; <5, 5> ; <10, 10>)

The generic optimizer

Just like the generic solver, the generic optimizer is the main C++ class (named Optimizer) behind the implementation of IbexOpt. It takes as the solver:

  • a contractor
  • a bisector
  • a cell buffer

but also requires an extra operator:

  • a loup finder. A loup finder is in charge of the goal upper bounding step of the optimizer.

We show below how to re-implement the default optimizer from the generic Optimizer class.

Implementing IbexOpt (the default optimizer)

The contraction performed by the default optimizer is the same as the default solver (see Implementing IbexSolve (the default solver)) except that it is not applied on the system itself but the Extended System.

The loup finder (LoupFinderDefault) is a mix of differents strategies. The basic idea is to create a continuum of feasible points (a box or a polyhedron) where the goal function can be evaluated quickly, that is, without checking for constraints satisfaction. The polyhedron (built by a LinearizerXTaylor object) corresponds to a linerization technique described in [Araya et al. 2014] and [Trombettoni et al. 2011], based on inner region extraction. It also resorts to the linerization offered by affine arithmetic (a LinearizerAffine object) if the affine plugin is installed. The box (built by a LoupFinderInHC4 object) is a technique based on inner arithmeric also described in the aforementionned articles.

Finally, by default, the cell buffer (CellDoubleHeap) is basically a sorted heap that allows to get in priority boxes minimizing either the lower or upper bound of the objective enclosure (see Cell Heap).

	System system(IBEX_OPTIM_BENCHS_DIR "/easy/ex3_1_3.bch");

	double prec=1e-7; // precision

	// normalized system (all inequalities are "<=")
	NormalizedSystem norm_sys(system);

	// extended system (the objective is transformed to a constraint y=f(x))
	ExtendedSystem ext_sys(system);

	/* ============================ building contractors ========================= */
	CtcHC4 hc4(ext_sys,0.01);

	CtcHC4 hc4_2(ext_sys,0.1,true);

	CtcAcid acid(ext_sys, hc4_2);

	LinearizerCombo linear_relax(ext_sys,LinearizerCombo::XNEWTON);

	CtcPolytopeHull polytope(linear_relax);

	CtcCompo polytope_hc4(polytope, hc4);

	CtcFixPoint fixpoint(polytope_hc4);

	CtcCompo compo(hc4,acid,fixpoint);
	/* =========================================================================== */

	/* Create a smear-function bisection heuristic. */
	SmearSumRelative bisector(ext_sys, prec);

	/** Create cell buffer (fix exploration ordering) */
	CellDoubleHeap buffer(ext_sys);

	/** Create a "loup" finder (find feasible points) */
	LoupFinderDefault loup_finder(norm_sys);

	/* Create a solver with the previous objects */
	Optimizer o(system.nb_var, compo, bisector, loup_finder, buffer, ext_sys.goal_var());

	/* Run the optimizer */
	o.optimize(system.box,prec);

	/* Display a safe enclosure of the minimum */
	output << "f* in " << Interval(o.get_uplo(),o.get_loup()) << endl;

	/* Report performances */
	output << "cpu time used=" << o.get_time() << "s."<< endl;
	output << "number of cells=" << o.get_nb_cells() << endl;