TOMLAB Multi Layer Optimization - Revision history

Elias at 17:08, 17 July 2011

2011-07-17T17:08:32Z

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			{{Part Of Manual\|title=the TOMLAB Manual\|link=[[TOMLAB\|TOMLAB Manual]]}}
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	~~{{Part Of Manual\|title=the TOMLAB Manual\|link=[[TOMLAB\|TOMLAB Manual]]}}~~

	~~==Multi Layer Optimization==~~

	TOMLAB supports optimization with any level of recursion assuming that a MEX interface is not permanently allocated in memory. For example, SNOPT cannot use SNOPT as a sub-solver however, it is possible with a solver using a QP MEX solver internally as the MEX solver finishes on each run. The sub optimization problems can be defined as constraints or objectives.		TOMLAB supports optimization with any level of recursion assuming that a MEX interface is not permanently allocated in memory. For example, SNOPT cannot use SNOPT as a sub-solver however, it is possible with a solver using a QP MEX solver internally as the MEX solver finishes on each run. The sub optimization problems can be defined as constraints or objectives.
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	*Before calling ''tomSolve'', parameters depending on the decision variables, ''x'', from the outer problem should be set in ''Prob2''. For example lower and upper bounds as well as user parameters could be modified.		*Before calling ''tomSolve'', parameters depending on the decision variables, ''x'', from the outer problem should be set in ''Prob2''. For example lower and upper bounds as well as user parameters could be modified.

	When doing multi layer optimization the user can still define the derivatives for known parts of the problem.		When doing multi layer optimization the user can still define the derivatives for known parts of the problem. ''Prob.CheckNaN ''should be set to obtain derivatives for subproblems.

	''Prob.CheckNaN ''should be set to obtain derivatives for subproblems.

Elias at 14:48, 8 July 2011

2011-07-08T14:48:03Z

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	{{Part Of Manual\|title=the TOMLAB Manual\|link=[[TOMLAB Manual]]}}		{{Part Of Manual\|title=the TOMLAB Manual\|link=[[TOMLAB\|TOMLAB Manual]]}}

	==Multi Layer Optimization==		==Multi Layer Optimization==

Elias: moved TOMLAB Manual Multi Layer Optimization to TOMLAB Multi Layer Optimization

2011-07-08T14:39:15Z

moved TOMLAB Manual Multi Layer Optimization to TOMLAB Multi Layer Optimization

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Elias at 14:15, 8 July 2011

2011-07-08T14:15:02Z

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	{{~~Cleanup~~\|Clean this article.}}		[[Category:Manuals]]

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			{{Part Of Manual\|title=the TOMLAB Manual\|link=[[TOMLAB Manual]]}}

	==Multi Layer Optimization==		==Multi Layer Optimization==

Elias: moved Users Guide Multi Layer Optimization to TOMLAB Manual Multi Layer Optimization

2011-07-08T14:14:30Z

moved Users Guide Multi Layer Optimization to TOMLAB Manual Multi Layer Optimization

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Elias: moved Users Guide Section 9 to Users Guide Multi Layer Optimization

2011-07-08T11:23:23Z

moved Users Guide Section 9 to Users Guide Multi Layer Optimization

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Elias at 19:37, 5 July 2011

2011-07-05T19:37:04Z

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	==Multi Layer Optimization==		==Multi Layer Optimization==

Elias: moved User's Guide Section 9 to Users Guide Section 9

2011-07-02T18:55:01Z

moved User's Guide Section 9 to Users Guide Section 9

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Elias: Created page with " ==Multi Layer Optimization== TOMLAB supports optimization with any level of recursion assuming that a MEX interface is not permanently allocated in memory. For example, SNOPT ..."

2011-06-23T22:21:20Z

Created page with " ==Multi Layer Optimization== TOMLAB supports optimization with any level of recursion assuming that a MEX interface is not permanently allocated in memory. For example, SNOPT ..."

New page

==Multi Layer Optimization==

TOMLAB supports optimization with any level of recursion assuming that a MEX interface is not permanently allocated in memory. For example, SNOPT cannot use SNOPT as a sub-solver however, it is possible with a solver using a QP MEX solver internally as the MEX solver finishes on each run. The sub optimization problems can be defined as constraints or objectives.

In order to use a sub-solver, a special driver routine ''tomSolve ''is needed. The universal driver routine ''tomRun ''goes through several steps before initializing the solution process, so only a pre-check on the sub problem should be done.

The following steps should be followed when setting up a multi layer optimization problem.

*Create a TOMLAB problem using the appropriate assign routine. For example, ''Prob = conAssign(...)''

*Create the sub problem in the same manner, ''Prob2 = conAssign(...)''. Then check that the problem is correctly setup by executing, Prob = ProbCheck(Prob, Solver, solvType, probType);

*The subproblem should be included in the main problem in the 'user' field, ''Prob.user.Prob2 = Prob2''.

*Call the universal driver routine, ''tomRun''. ''Result = tomRun('snopt', Prob, 1).''

*In the routine that executes the sub-optimization extract the subproblem, ''Prob2 = Prob.user.Prob2 ''and supply it to ''tomSolve''

*Before calling ''tomSolve'', parameters depending on the decision variables, ''x'', from the outer problem should be set in ''Prob2''. For example lower and upper bounds as well as user parameters could be modified.

When doing multi layer optimization the user can still define the derivatives for known parts of the problem.

''Prob.CheckNaN ''should be set to obtain derivatives for subproblems.