Local data of optimization problems¶
The class Problem allows one to define and solve optimization problems of various types.
It is discussed in detail in a dedicated section.
In the distributed framework of disropt, the Problem class is also meant
to specify local data (available to the agent) of global optimization problems.
The class should be used in different ways, depending on the distributed optimization
set-up (refer to the general forms), and must be provided to
the agent (see also Quick start).
Cost-coupled set-up¶
For the cost-coupled set-up, the two objects that can be specified are
the local contribution to the cost function, i.e., the function \(f_i(x)\)
the local constraints (if any), i.e., the set \(X_i\) (which must be described through a list of constraints).
To this end, create an instance of the class Problem and set the objective function
to \(f_i(x)\) and the constraints to \(X_i\).
For instance, suppose \(x \in \mathbb{R}^2\) and assume the agent knows
The corresponding Python code is:
from disropt.functions import SquaredNorm, Variable
from disropt.problems import Problem
x = Variable(2)
objective_function = SquaredNorm(x)
constraints = [x >= -1, x <= 1]
problem = Problem(objective_function, constraints)
If there are no local constraints (in the example \(X_i \equiv \mathbb{R}^2\)), then
no constraints should be passed to Problem:
x = Variable(2)
objective_function = SquaredNorm(x)
problem = Problem(objective_function) # no constraints
Common-cost set-up¶
For the common-cost set-up, the objective function \(f(x)\) is assumed to be known by all the agents. Theerefore, the two objects that must be specified are
the global cost function, i.e., the function \(f(x)\)
the local constraints, i.e., the set \(X_i\) (which must be described through a list of constraints).
To this end, create an instance of the class Problem and set the objective function
to \(f(x)\) and the constraints to \(X_i\).
For instance, suppose \(x \in \mathbb{R}^2\) and assume the agent knows
The corresponding Python code is:
from disropt.functions import SquaredNorm, Variable
from disropt.problems import Problem
x = Variable(2)
objective_function = SquaredNorm(x)
constraints = [x >= -1, x <= 1]
problem = Problem(objective_function, constraints)
Constraint-coupled set-up¶
For the constraint-coupled set-up, the three objects that can be specified are
the local contribution to the cost function, i.e., the function \(f_i(x_i)\)
the local contribution to the coupling constraints, i.e., the function \(g_i(x_i)\)
the local constraints (if any), i.e., the set \(X_i\) (which must be described through a list of constraints).
To this end, create an instance of the class ConstraintCoupledProblem and set the objective function
to \(f_i(x_i)\), the coupling function to \(g_i(x_i)\) and the constraints to \(X_i\).
For instance, suppose \(x_i \in \mathbb{R}^2\) and assume the agent knows
The corresponding Python code is:
from disropt.functions import SquaredNorm, Variable
from disropt.problems import ConstraintCoupledProblem
x = Variable(2)
objective_function = SquaredNorm(x)
coupling_function = x
constraints = [x >= -1, x <= 1]
problem = ConstraintCoupledProblem(objective_function, constraints, coupling_function)
If there are no local constraints (in the example \(X_i \equiv \mathbb{R}^2\)), then
no constraints should be passed to ConstraintCoupledProblem:
x = Variable(2)
objective_function = SquaredNorm(x)
coupling_function = x
problem = ConstraintCoupledProblem(
objective_function=objective_function,
coupling_function=coupling_function) # no local constraints