gekko_example.py

"""
Run this example to check if the GEKKO optimization package has been installed correctly
"""


from gekko import GEKKO
m = GEKKO(remote=False)  # Initialize gekko
m.options.SOLVER = 1  # APOPT is an MINLP solver

# optional solver settings with APOPT
m.solver_options = ['minlp_maximum_iterations 500',
                    # minlp iterations with integer solution
                    'minlp_max_iter_with_int_sol 10',
                    # treat minlp as nlp
                    'minlp_as_nlp 0',
                    # nlp sub-problem max iterations
                    'nlp_maximum_iterations 50',
                    # 1 = depth first, 2 = breadth first
                    'minlp_branch_method 1',
                    # maximum deviation from whole number
                    'minlp_integer_tol 0.05',
                    # covergence tolerance
                    'minlp_gap_tol 0.01']

# Initialize variables
x1 = m.Var(value=1, lb=1, ub=5)
x2 = m.Var(value=5, lb=1, ub=5)
# Integer constraints for x3 and x4
x3 = m.Var(value=5, lb=1, ub=5, integer=True)
x4 = m.Var(value=1, lb=1, ub=5, integer=True)
# Equations
m.Equation(x1*x2*x3*x4 >= 25)
m.Equation(x1**2+x2**2+x3**2+x4**2 == 40)
m.Obj(x1*x4*(x1+x2+x3)+x3)  # Objective
m.solve(disp=True)  # Solve
print('Results')
print('x1: ' + str(x1.value))
print('x2: ' + str(x2.value))
print('x3: ' + str(x3.value))
print('x4: ' + str(x4.value))
print('Objective: ' + str(m.options.objfcnval))