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Optimization algorithms.

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asked by about OpenTURNS
edited by

The optimization algorithms used in OpenTURNS for a First Order Reliability Analysis (FORM) are three as I saw from the manual: AbdoRackwitz, Cobyla and SQP. Does anyone know what is the difference among them and if one of them is recommended? I have already seen many papers related, but as a non-expert on the optimization domain, I can't make my mind about what is the preferable algorithm and what the consequences might be from using them.

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answered by (309k points)
edited by

There isn't much information about the algorithms supported. However, the items are listed on the documentation page provided by the developer. Access the page to learn more about it. The algorithms are in chapter 9 Optimization.

  • Cobyla

    • This class inherits from the NearestPointAlgorithmImplementation class.
  • AbdoRackwitz

    • This class inherits from the NearestPointAlgorithmImplementation class.
  • SQP

    • This class inherits from the NearestPointAlgorithmImplementation class.

Documentation page: http://doc.openturns.org/openturns-latest/html/UserManual_TUI/cid9.xhtml#uid4523

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