Keywords: ipopt usage, dae, differential-algebraic equations, pde, partial differential equations
%matplotlib inline
import numpy as np
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d.axes3d import Axes3D
import shutil
import sys
import os.path
if not shutil.which("pyomo"):
!pip install -q pyomo
assert(shutil.which("pyomo"))
if not (shutil.which("ipopt") or os.path.isfile("ipopt")):
if "google.colab" in sys.modules:
!wget -N -q "https://ampl.com/dl/open/ipopt/ipopt-linux64.zip"
!unzip -o -q ipopt-linux64
else:
try:
!conda install -c conda-forge ipopt
except:
pass
assert(shutil.which("ipopt") or os.path.isfile("ipopt"))
from pyomo.environ import *
from pyomo.dae import *
Transport of heat in a solid is described by the familiar thermal diffusion model
$$ \begin{align*} \rho C_p\frac{\partial T}{\partial t} & = \nabla\cdot(k\nabla T) \end{align*} $$We'll assume the thermal conductivity $k$ is a constant, and define thermal diffusivity in the conventional way
$$ \begin{align*} \alpha & = \frac{k}{\rho C_p} \end{align*} $$We will further assume symmetry with respect to all spatial coordinates except $r$ where $r$ extends from $-R$ to $+R$. The boundary conditions are
$$ \begin{align*} T(t,R) & = T_{\infty} & \forall t > 0 \\ \nabla T(t,0) & = 0 & \forall t \geq 0 \end{align*} $$where we have assumed symmetry with respect to $r$ and uniform initial conditions $T(0, r) = T_0$ for all $0 \leq r \leq R$. Following standard scaling procedures, we introduce the dimensionless variables
$$ \begin{align*} T' & = \frac{T - T_0}{T_\infty - T_0} \\ r' & = \frac{r}{R} \\ t' & = t \frac{\alpha}{R^2} \end{align*} $$Under these conditions the problem reduces to
$$ \begin{align*} \frac{\partial T'}{\partial t'} & = \nabla^2 T' \end{align*} $$with auxiliary conditions
$$ \begin{align*} T'(0, r') & = 0 & \forall 0 \leq r' \leq 1\\ T'(t', 1) & = 1 & \forall t' > 0\\ \nabla T'(t', 0) & = 0 & \forall t' \geq 0 \\ \end{align*} $$which we can specialize to specific geometries.
def model_plot(m):
r = sorted(m.r)
t = sorted(m.t)
rgrid = np.zeros((len(t), len(r)))
tgrid = np.zeros((len(t), len(r)))
Tgrid = np.zeros((len(t), len(r)))
for i in range(0, len(t)):
for j in range(0, len(r)):
rgrid[i,j] = r[j]
tgrid[i,j] = t[i]
Tgrid[i,j] = m.T[t[i], r[j]].value
fig = plt.figure(figsize=(10,6))
ax = fig.add_subplot(1, 1, 1, projection='3d')
ax.set_xlabel('Distance r')
ax.set_ylabel('Time t')
ax.set_zlabel('Temperature T')
p = ax.plot_wireframe(rgrid, tgrid, Tgrid)
Suppressing the prime notation, for a slab geometry the model specializes to
$$ \begin{align*} \frac{\partial T}{\partial t} & = \frac{\partial^2 T}{\partial r^2} \end{align*} $$with auxiliary conditions
$$ \begin{align*} T(0, r) & = 0 & \forall 0 \leq r \leq 1 \\ T(t, 1) & = 1 & \forall t > 0\\ \frac{\partial T}{\partial r} (t, 0) & = 0 & \forall t \geq 0 \\ \end{align*} $$m = ConcreteModel()
m.r = ContinuousSet(bounds=(0,1))
m.t = ContinuousSet(bounds=(0,2))
m.T = Var(m.t, m.r)
m.dTdt = DerivativeVar(m.T, wrt=m.t)
m.dTdr = DerivativeVar(m.T, wrt=m.r)
m.d2Tdr2 = DerivativeVar(m.T, wrt=(m.r, m.r))
@m.Constraint(m.t, m.r)
def pde(m, t, r):
if t == 0:
return Constraint.Skip
if r == 0 or r == 1:
return Constraint.Skip
return m.dTdt[t,r] == m.d2Tdr2[t,r]
m.obj = Objective(expr=1)
m.ic = Constraint(m.r, rule=lambda m, r: m.T[0,r] == 0 if r > 0 and r < 1 else Constraint.Skip)
m.bc1 = Constraint(m.t, rule=lambda m, t: m.T[t,1] == 1)
m.bc2 = Constraint(m.t, rule=lambda m, t: m.dTdr[t,0] == 0)
TransformationFactory('dae.finite_difference').apply_to(m, nfe=50, scheme='FORWARD', wrt=m.r)
TransformationFactory('dae.finite_difference').apply_to(m, nfe=50, scheme='FORWARD', wrt=m.t)
SolverFactory('ipopt').solve(m, tee=True).write()
model_plot(m)
Ipopt 3.13.4: ****************************************************************************** This program contains Ipopt, a library for large-scale nonlinear optimization. Ipopt is released as open source code under the Eclipse Public License (EPL). For more information visit https://github.com/coin-or/Ipopt ****************************************************************************** This is Ipopt version 3.13.4, running with linear solver mumps. NOTE: Other linear solvers might be more efficient (see Ipopt documentation). Number of nonzeros in equality constraint Jacobian...: 30347 Number of nonzeros in inequality constraint Jacobian.: 0 Number of nonzeros in Lagrangian Hessian.............: 0 Total number of variables............................: 10299 variables with only lower bounds: 0 variables with lower and upper bounds: 0 variables with only upper bounds: 0 Total number of equality constraints.................: 10200 Total number of inequality constraints...............: 0 inequality constraints with only lower bounds: 0 inequality constraints with lower and upper bounds: 0 inequality constraints with only upper bounds: 0 iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls 0 1.0000000e+00 1.00e+00 0.00e+00 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0 1 1.0000000e+00 1.48e-12 2.50e+01 -1.7 2.50e+03 -2.0 1.00e+00 1.00e+00h 1 2 1.0000000e+00 1.56e-12 8.30e-11 -1.7 2.26e-11 -2.5 1.00e+00 1.00e+00h 1 Number of Iterations....: 2 (scaled) (unscaled) Objective...............: 1.0000000000000000e+00 1.0000000000000000e+00 Dual infeasibility......: 8.3006480378414195e-11 8.3006480378414195e-11 Constraint violation....: 3.1190328098062865e-14 1.5595164049031494e-12 Complementarity.........: 0.0000000000000000e+00 0.0000000000000000e+00 Overall NLP error.......: 8.3006480378414195e-11 8.3006480378414195e-11 Number of objective function evaluations = 3 Number of objective gradient evaluations = 3 Number of equality constraint evaluations = 3 Number of inequality constraint evaluations = 0 Number of equality constraint Jacobian evaluations = 3 Number of inequality constraint Jacobian evaluations = 0 Number of Lagrangian Hessian evaluations = 2 Total CPU secs in IPOPT (w/o function evaluations) = 1.430 Total CPU secs in NLP function evaluations = 0.006 EXIT: Optimal Solution Found. # ========================================================== # = Solver Results = # ========================================================== # ---------------------------------------------------------- # Problem Information # ---------------------------------------------------------- Problem: - Lower bound: -inf Upper bound: inf Number of objectives: 1 Number of constraints: 10200 Number of variables: 10299 Sense: unknown # ---------------------------------------------------------- # Solver Information # ---------------------------------------------------------- Solver: - Status: ok Message: Ipopt 3.13.4\x3a Optimal Solution Found Termination condition: optimal Id: 0 Error rc: 0 Time: 1.0381290912628174 # ---------------------------------------------------------- # Solution Information # ---------------------------------------------------------- Solution: - number of solutions: 0 number of solutions displayed: 0
Suppressing the prime notation, for a cylindrical geometry the model specializes to
$$ \begin{align*} \frac{\partial T}{\partial t} & = \frac{1}{r}\frac{\partial}{\partial r}\left(r\frac{\partial T}{\partial r}\right) \end{align*} $$Expanding,
$$ \begin{align*} \frac{\partial T}{\partial t} & = \frac{\partial^2 T}{\partial t^2} + \frac{1}{r}\frac{\partial T}{\partial r} \end{align*} $$with auxiliary conditions
$$ \begin{align*} T(0, r) & = 0 & \forall 0 \leq r \leq 1\\ T(t, 1) & = 1 & \forall t > 0\\ \frac{\partial T}{\partial r} (t, 0) & = 0 & \forall t \geq 0 \\ \end{align*} $$m = ConcreteModel()
m.r = ContinuousSet(bounds=(0,1))
m.t = ContinuousSet(bounds=(0,2))
m.T = Var(m.t, m.r)
m.dTdt = DerivativeVar(m.T, wrt=m.t)
m.dTdr = DerivativeVar(m.T, wrt=m.r)
m.d2Tdr2 = DerivativeVar(m.T, wrt=(m.r, m.r))
m.pde = Constraint(m.t, m.r, rule=lambda m, t, r: m.dTdt[t,r] == m.d2Tdr2[t,r] + (1/r)*m.dTdr[t,r]
if r > 0 and r < 1 and t > 0 else Constraint.Skip)
m.ic = Constraint(m.r, rule=lambda m, r: m.T[0,r] == 0)
m.bc1 = Constraint(m.t, rule=lambda m, t: m.T[t,1] == 1 if t > 0 else Constraint.Skip)
m.bc2 = Constraint(m.t, rule=lambda m, t: m.dTdr[t,0] == 0)
TransformationFactory('dae.finite_difference').apply_to(m, nfe=20, wrt=m.r, scheme='CENTRAL')
TransformationFactory('dae.finite_difference').apply_to(m, nfe=50, wrt=m.t, scheme='BACKWARD')
SolverFactory('ipopt').solve(m).write()
model_plot(m)
# ========================================================== # = Solver Results = # ========================================================== # ---------------------------------------------------------- # Problem Information # ---------------------------------------------------------- Problem: - Lower bound: -inf Upper bound: inf Number of objectives: 1 Number of constraints: 4060 Number of variables: 4110 Sense: unknown # ---------------------------------------------------------- # Solver Information # ---------------------------------------------------------- Solver: - Status: ok Message: Ipopt 3.13.4\x3a Optimal Solution Found Termination condition: optimal Id: 0 Error rc: 0 Time: 0.4122738838195801 # ---------------------------------------------------------- # Solution Information # ---------------------------------------------------------- Solution: - number of solutions: 0 number of solutions displayed: 0
Suppressing the prime notation, for a cylindrical geometry the model specializes to
$$ \begin{align*} \frac{\partial T}{\partial t} & = \frac{1}{r^2}\frac{\partial}{\partial r}\left(r^2\frac{\partial T}{\partial r}\right) \end{align*} $$Expanding,
$$ \begin{align*} \frac{\partial T}{\partial t} & = \frac{\partial^2 T}{\partial t^2} + \frac{2}{r}\frac{\partial T}{\partial r} \end{align*} $$with auxiliary conditions
$$ \begin{align*} T(0, r) & = 0 & \forall 0 \leq r \leq 1\\ T(t, 1) & = 1 & \forall t > 0\\ \frac{\partial T}{\partial r} (t, 0) & = 0 & \forall t \geq 0 \\ \end{align*} $$m = ConcreteModel()
m.r = ContinuousSet(bounds=(0,1))
m.t = ContinuousSet(bounds=(0,2))
m.T = Var(m.t, m.r)
m.dTdt = DerivativeVar(m.T, wrt=m.t)
m.dTdr = DerivativeVar(m.T, wrt=m.r)
m.d2Tdr2 = DerivativeVar(m.T, wrt=(m.r, m.r))
m.pde = Constraint(m.t, m.r, rule=lambda m, t, r: m.dTdt[t,r] == m.d2Tdr2[t,r] + (2/r)*m.dTdr[t,r]
if r > 0 and r < 1 and t > 0 else Constraint.Skip)
m.ic = Constraint(m.r, rule=lambda m, r: m.T[0,r] == 0)
m.bc1 = Constraint(m.t, rule=lambda m, t: m.T[t,1] == 1 if t > 0 else Constraint.Skip)
m.bc2 = Constraint(m.t, rule=lambda m, t: m.dTdr[t,0] == 0)
TransformationFactory('dae.finite_difference').apply_to(m, nfe=20, wrt=m.r, scheme='CENTRAL')
TransformationFactory('dae.finite_difference').apply_to(m, nfe=50, wrt=m.t, scheme='BACKWARD')
SolverFactory('ipopt').solve(m).write()
model_plot(m)
# ========================================================== # = Solver Results = # ========================================================== # ---------------------------------------------------------- # Problem Information # ---------------------------------------------------------- Problem: - Lower bound: -inf Upper bound: inf Number of objectives: 1 Number of constraints: 4060 Number of variables: 4110 Sense: unknown # ---------------------------------------------------------- # Solver Information # ---------------------------------------------------------- Solver: - Status: ok Message: Ipopt 3.13.4\x3a Optimal Solution Found Termination condition: optimal Id: 0 Error rc: 0 Time: 0.40662384033203125 # ---------------------------------------------------------- # Solution Information # ---------------------------------------------------------- Solution: - number of solutions: 0 number of solutions displayed: 0