Getting Started: A Simple Tutorial Problem

In this section, you are going to learn how to execute a simple optimization problem using the OpenMDAO script interface. To get the most out of this tutorial, you should be familiar (though you don’t have to be proficient) with the Python language and the concepts presented in Introduction to the OpenMDAO Framework. You should understand the terms Component, Assembly, and Driver. If you don’t have much experience with Python, we recommend trying Dive into Python. It is an excellent introduction to Python that is licensed under the GNU Free Documentation License, so you can download and use it as you wish.

The problem we present here is a paraboloid that is a function of two input variables. Our goal is to find the minimum value of this function over a particular range of interest. First, we will solve this problem with no constraints. Then we will add constraints and solve the problem again. We will not be providing analytical gradients. The optimizer will calculate numerical gradients internally.

If we express the problem as a block diagram, we can see how to set it up in OpenMDAO:

Diagram shows the Paraboloid component and optimizer with arrows going between them representing the variables and minimization objective.

A Simple Optimization Problem

The optimizer is the Driver. Its job is to manipulate the two design variables (x and y) to minimize the output of the paraboloid function (f). The Paraboloid equation fits into the OpenMDAO process as a Component. This Paraboloid component contains a method that operates on the inputs (x and y) and returns the value of the function (f) evaluated at those inputs. Both the driver and the component are contained in an Assembly, which maintains the connections between the driver and the component and knows how to run the system.

The following instructions will help you locate the directory containing the pieces needed for the model.

If you have downloaded the latest release version from the website, the files you need should be here:


X.X.X is the current OpenMDAO version, and ###### is a string that contains the Python version and the operating system description. This path may vary depending on your system and version, but there will be only one simple egg.

If you are a developer and have a branch from the source repository, the files you need will be here:


Getting Started

The first thing you must do before running OpenMDAO is to activate the environment. If you have not done this, then please refer to the instructions in the section on installation.

With the environment activated, you can run OpenMDAO from anywhere by typing python and the name of a Python script. We recommend creating a clean directory somewhere and starting your work there. You will need some kind of editor to create the Python files, so use whichever editor you prefer.

Building a Component - Paraboloid

A component takes a set of inputs and operates on them to produce a set of outputs. In the OpenMDAO architecture, a class called Component provides this behavior. Any Component has inputs and outputs and contains a function called execute that calculates the outputs based on the values of the inputs. Let’s take a look at how you would implement the paraboloid as an OpenMDAO component:

from openmdao.main.api import Component
from openmdao.lib.datatypes.api import Float

class Paraboloid(Component):
    """ Evaluates the equation f(x,y) = (x-3)^2 + xy + (y+4)^2 - 3 """

    # set up interface to the framework
    x = Float(0.0, iotype='in', desc='The variable x')
    y = Float(0.0, iotype='in', desc='The variable y')

    f_xy = Float(0.0, iotype='out', desc='F(x,y)')

    def execute(self):
        """f(x,y) = (x-3)^2 + xy + (y+4)^2 - 3
            Minimum: x = 6.6667; y = -7.3333

        x = self.x
        y = self.y

        self.f_xy = (x-3.0)**2 + x*y + (y+4.0)**2 - 3.0

Your component should look pretty close to this when it is complete. To implement a component in the OpenMDAO framework, you write some Python code and place it in a file. This file is called a module in Python. Typically, a module will contain one component, although you can include more than one component in a single file. The file contains the code shown above. Later in this tutorial we will discuss how to execute a model containing this component.

In Python, a class or function must be imported before it can be used. Most of what you need in OpenMDAO can be imported from: openmdao.main.api and the openmdao.lib api modules: openmdao.lib.caseiterators.api, openmdao.lib.caserecorders.api, openmdao.lib.components.api, openmdao.lib.datatypes.api, openmdao.lib.doegenerators.api, openmdao.lib.drivers.api, and openmdao.lib.surrogatemodels.api.

The first two lines in the module import the definitions of the Component class and the Float class. You will use these in the definition of your Paraboloid class. Open an editor and create a file called Type these two lines into that file:

from openmdao.main.api import Component
from openmdao.lib.datatypes.api import Float

You could import many other objects from openmdao.main.api and openmdao.lib.datatypes.api, but you are importing only the classes that you need. This is a good idea because it helps to prevent any namespace collisions in your module. In other words:

from openmdao.main.api import *

import openmdao.main.api

from openmdao.main.api import Component

The next line defines a class called Paraboloid:

class Paraboloid(Component):
    """ Evaluates the equation f(x,y) = (x-3)^2 + xy + (y+4)^2 - 3 """

You define the Paraboloid class by deriving it from the Component class. A Paraboloid is a Component, so it contains all of the data and members that a Component contains. This includes a lot of helper functions that are used by the framework infrastructure to manage things. You don’t have to worry about any of the framework back-end. Typically there are just two functions that you provide – one for initialization (anything that needs to be set up once) and one to execute the component (calculate the outputs from the inputs.)

Please edit the that you created and define the class Paraboloid as you did above.

If you stop here, you have a Paraboloid component with no inputs, no outputs, and an execute function that does nothing. The next thing you need to do is define the inputs and outputs in the class definition by adding these lines:

# set up interface to the framework
x = Float(0.0, iotype='in', desc='The variable x')
y = Float(0.0, iotype='in', desc='The variable y')

f_xy = Float(iotype='out', desc='F(x,y)')

In Python, all objects have attributes, but making all of those attributes visible to the framework would be overwhelming, so OpenMDAO requires you to declare what we call Variables to indicate the specific inputs and outputs that you want your component to make available to other components. Variables are usually declared in the class definition of a component.

In this example, all of your inputs and outputs are floating point numbers, so you will use a type of variable called Float. The Float constructor contains a default value and some arguments. The default value has been set to zero for the x and y.

The argument iotype declares this variable as an input or an output. This argument is required. If it is omitted (or misspelled), then the variable won’t be visible in the framework.

The argument desc contains a description, or a string of text that describes this variable. This argument, while not required, is encouraged.

The variable is given a name by which it will be known internally and externally.

Please edit the that you created and add three variables to class Paraboloid. You will need to have x and y as inputs and f_xy as an output. Use the example above to check your work.

For the Paraboloid component, you have created two inputs and one output. Later in this example, an optimizer will set these inputs. In later examples, you will see how they can be set by connecting them to an output of another component.

Finally, you need a function to execute this component:

def execute(self):
    """f(x,y) = (x-3)^2 + xy + (y+4)^2 - 3
    Optimal solution (minimum): x = 6.6667; y = -7.3333

    x = self.x
    y = self.y

    self.f_xy = (x-3.0)**2 + x*y + (y+4.0)**2 - 3.0

The execute function is where you define what a component does when it runs. For your Paraboloid component, the equation is evaluated here. The input and output variables are members of the Paraboloid class, which means that they must be accessed using self. For example, self.x gives you the value stored in x. This self. can be cumbersome in a big equation, so a pair of internal variables, x and y, are used in the calculation.

Often, you will already have the code for evaluating your component outputs, but it will be in some other language, such as Fortran or C/C++. The Plugin Developer Guide gives some examples of how to incorporate these kinds of components into OpenMDAO.

Please edit the that you created and add an execute function that solves the equation given above. Don’t forget that indentation is important in Python; your execute function must be indented so that Python knows it is part of the Paraboloid class. The finished result should look like the code from the beginning of this tutorial.

To make sure this component works, try running it. Please enter the Python shell by typing


at the command prompt. Now you will create an instance of your Paraboloid component, set a new value for each of the inputs, run the component, and look at the output.

>>> from paraboloid import Paraboloid
>>> my_comp = Paraboloid()
>>> my_comp.x = 3
>>> my_comp.y = -5
>>> my_comp.f_xy

If you have done everything correctly, you should also get -17.0 as the solution.

The Paraboloid component is now built and ready for inclusion in a larger model.

Building a Model - Unconstrained Optimization Using CONMIN

Your next task is to build a model that finds the minimum value for the Paraboloid component described above. This model contains the Paraboloid as well as a public domain gradient optimizer called CONMIN, for which a Python-wrapped driver has been included in OpenMDAO. As the name implies, CONMIN finds the minimum of a function. The model can be found in the Python file

from openmdao.main.api import Assembly
from openmdao.lib.drivers.api import CONMINdriver
from openmdao.examples.simple.paraboloid import Paraboloid

class OptimizationUnconstrained(Assembly):
    """Unconstrained optimization of the Paraboloid with CONMIN."""

    def __init__(self):
        """ Creates a new Assembly containing a Paraboloid and an optimizer"""

        super(OptimizationUnconstrained, self).__init__()

        # Create CONMIN Optimizer instance
        self.add('driver', CONMINdriver())

        # Create Paraboloid component instances
        self.add('paraboloid', Paraboloid())

        # Driver process definition

        # CONMIN Flags
        self.driver.iprint = 0
        self.driver.itmax = 30
        self.driver.fdch = .000001
        self.driver.fdchm = .000001

        # CONMIN Objective

        # CONMIN Design Variables
        self.driver.add_parameter('paraboloid.x', low=-50., high=50.)
        self.driver.add_parameter('paraboloid.y', low=-50., high=50.)

Please create a file called and copy this block of code into it. We will discuss this code next.

An Assembly is a container that can hold any number of components, drivers, and other assemblies. An Assembly also manages the connections between the components that it contains. In OpenMDAO the top assembly in a model is called the top level assembly. In this problem, the top level assembly includes a Paraboloid component and a CONMINdriver called driver. The name driver is special. When an assembly is executed, it looks for a Driver named driver and executes it. That Driver is the root of what is called an iteration hierarchy.

The OptimizationUnconstrained class is derived from Assembly instead of Component.

class OptimizationUnconstrained(Assembly):
    """Unconstrained optimization of the Paraboloid with CONMIN."""

In the Paraboloid component, you created an execute function to tell it what to do when the component is run. The OptimizationUnconstrained assembly does not need an execute function because the Assembly class already has one that is sufficient for most cases. However, this assembly does need an initialize function to set parameters for the optimization. This is what the __init__ function does:

def __init__(self):
    """ Creates a new Assembly containing a Paraboloid and an optimizer"""

    super(OptimizationUnconstrained, self).__init__()

The __init__ function is called by the class constructor on a new uninitialized instance of the class, so it’s a good spot to set up any parameters that CONMIN needs. The super command calls the __init__ function of the parent (Assembly). This is required, and forgetting it can lead to unexpected behavior.

Next, the Paraboloid and the CONMIN driver have to be instantiated and added to OptimizationUnconstrained. The function add is used to add them to the assembly:

# Create CONMIN Optimizer instance
self.add('driver', CONMINdriver())

# Create Paraboloid component instances
self.add('paraboloid', Paraboloid())

Here you will make an instance of the Paraboloid component that you created above and give it the name paraboloid. Similarly you will create an instance of CONMINdriver and give it the name driver. It will be the root of the iteration hierarchy for our class. As with other class members, these are now accessible in the OptimizationUnconstrained assembly via self.paraboloid and self.driver.

Next, the CONMINdriver needs to be told what to run. Every driver has a Workflow that contains a list of the components that the driver tells to run. We can add the Paraboloid component to the driver’s workflow by using its add function.

# Iteration Hierarchy

For this problem, you want to minimize f_xy. In optimization, this is called the objective function. In OpenMDAO, you define the objective function by calling the driver’s add_objective function.

# CONMIN Objective

Every variable has a unique name in the OpenMDAO data hierarchy. This name combines the variable name with its parents’ names. You can think of it as something similar to the path name in a file system, but it uses a ”.” as a separator. This allows two components to have the same variable name while assuring that you can still refer to each of them uniquely. Here, the f_xy output of the Paraboloid component is selected as the objective for minimization.

While CONMIN operates only on a single objective, it allows multiple design variables. The design variables can be declared individually using the add_parameter method:

# CONMIN Design Variables
self.driver.add_parameter('paraboloid.x', -50, 50)
self.driver.add_parameter('paraboloid.y', -50, 50)

Here, both x and y from the Paraboloid component are chosen as the design variables. The add_parameter method also allows you to add a range of validity for these variables, so that the unconstrained optimization can be performed on a bounded region. For this problem, you are constraining x and y to lie on [-50, 50].

The problem is now essentially ready to execute. CONMIN contains quite a few additional control parameters, though the default values for many of them are adequate. These parameters are detailed in the section on CONMINDriver.

# CONMIN Flags
self.driver.iprint = 1
self.driver.itmax = 30
self.driver.fdch = .000001
self.driver.fdchm = .000001

The parameters specified here include the debug verbosity (iprint) and the number of iterations (itmax). The relative and absolute step sizes for the numerical gradient calculation are adjusted to reduce the step size for this problem (fdch and fdchm). If the default values are used, only two places of accuracy can be obtained in the calculated minimum because CONMIN’s default step size is too large for this problem.

This model is now finished and ready to run. The next section will show how this is done.

Executing the Simple Optimization Problem

To run your model, you need to create an instance of OptimizationUnconstrained and tell it to run. You did this above using an interactive Python session. Try doing this for

You can execute this model another way. You can add some code to the end of the so that it can be executed in Python, either at the command line or in the Python shell. Using the conditional

``if __name__ == "__main__":``

you can include some Python code at the bottom of It will execute only when you call it at the command line or the shell, and not when another module imports it. So the final lines in this file are:

if __name__ == "__main__":

    from openmdao.main.api import set_as_top
    opt_problem = OptimizationUnconstrained()

    import time
    tt = time.time()

    print "\n"
    print "CONMIN Iterations: ", opt_problem.driver.iter_count
    print "Minimum found at (%f, %f)" % (opt_problem.paraboloid.x, \
    print "Elapsed time: ", time.time()-tt, "seconds"

In this block of code you are doing four things:

  1. In the first statement, you create an instance of the class OptimizationUnconstrained with the name opt_problem.
  2. In the second statement, you set opt_problem as the top Assembly in the model hierarchy. (This will be explained in a later tutorial.)
  3. In the fifth statement, you tell opt_problem to run. (The model will execute until the optimizer’s termination criteria are reached.)
  4. In the remaining statements, you define the results to print, including the elapsed time.

Please edit your copy of and add the block of code into it. Now, save the file and type the following at the command prompt:


This should produce the output:

[ CONMIN output not shown ]
CONMIN Iterations:  5
Minimum found at (6.666309, -7.333026)
Elapsed time:  0.0558300018311 seconds

Now you are ready to solve a more advanced optimization problem with constraints.

Building a Model - Constrained Optimization using CONMIN

Usually, an optimization problem also contains constraints that reduce the design space. Constraints are equations or inequalities that are expressed as functions of the design variables. You will add a constraint to your model in First, copy the file and give the new file the name Inside of this file, change the name of the assembly from OptimizationUnconstrained to OptimizationConstrained. Don’t forget to also change it in the bottom section where it is instantiated and run.

In OpenMDAO, you can construct a constraint with an expression string, which is an equation or inequality built using available variables with Python mathematical syntax and functions. CONMIN supports inequality constraints but not equality constraints.

You want to add the constraint x-y >= 15 to this problem. The unconstrained minimum violates this constraint, so a new minimum must be found by the optimizer. You can add a constraint to your existing OptimizationUnconstrained model by adding one line to the initialize function:

# CONMIN Constraints
self.driver.add_constraint('paraboloid.x-paraboloid.y >= 15.0')

The add_constraint method is used to add a constraint to the driver.

Please add this line to the __init__ function in and save it. Execute it by typing:


When it is executed, it should produce this output:

[ CONMIN output not shown ]
CONMIN Iterations:  6
Minimum found at (7.175775, -7.824225)
Elapsed time:  0.0295481681824 seconds

Notice that the minimum of the constrained problem is different from the minimum of the unconstrained problem.

Adding Derivatives to Your Components

Optimizers such as CONMIN are gradient optimizers because they move toward the optimum value by traveling in the direction of the steepest gradient of the objective function. In our simple example problem, the CONMIN driver estimates the gradient at various times during the solution procedure by performing a local finite-difference step. Calculating the gradient typically involves one or more executions of the objective function depending on the finite difference method that is used. This, of course, means that your model is executed some additional times each iteration.

Sometimes, the solution process can be sped up by having a component supply its own derivatives. These derivatives may be analytical (as you will see in this example), or they might be estimated by some other means. Additionally, these derivatives can be more accurate than those estimated by finite differencing the component, and they are not dependent on the right choice of a step-size parameter.

OpenMDAO supports specifing derivatives in the component API. When a component has a set of specified derivatives, they are used to replace that component’s output with the first-order Taylor series expansion whenever the optimizer initiates a finite difference estimation of the gradient. This is called Fake Finite Difference and was developed to support an efficient way to calculate gradients for mixed models – models that contain both components that can provide derivatives and those that cannot. More detail can be found in the Scripting User Interface Derivatives.

OpenMDAO supports specifing gradients (first derivatives) and Hessians (second derivatives) in mixed models via Fake Finite Difference. The CONMIN driver only uses gradients, but the NEWSUMT optimizer can use both gradients and Hessians.

Two steps are involved in specifying derivatives for a component:

1. Declare derivatives in the ``__init__`` method
2. Calculate the derivatives in the ``calculate_derivatives`` method

You must declare the derivatives that you want to define so that the component can be checked for missing derivatives. In declaration, you aren’t defining a value but just declaring that this derivative is needed and provided by the component. In the general case, you need to have derivatives for all possible permutations between the inputs and outputs of your component. However, during any specific optimization, you only need the derivatives for inputs that are connected to upstream components and outputs that pass info to downstream components. This set can be reduced further when you consider that you only need the inputs and outputs that are active in the loop between the optimizer’s parameters and its objective and constraints. Presently, derivatives are valid only for the Float variable type.

Derivative declaration is guided by the sparse matrix policy: if you don’t declare a derivative, it is assumed to be zero. You don’t have to actively set it to zero, and there is no superfluous multiplication by zero in any part of the calculation. This philosophy leads to a clean interface and efficient calculation, but the burden is on the component developer to make sure not to miss a declaration of a derivative for an important output pair.

You can add analytical derivatives to the Paraboloid component by adding the two functions mentioned above.

The __init__ method is a function that every class calls when it is instantiated. We need to add an __init__ method that defines derivatives between the inputs (x, y) and the output f_xy. Let’s add both first and second derivatives.

def __init__(self):
    """ declare what derivatives that we can provide"""

    super(Paraboloid_Derivative, self).__init__()

    self.derivatives.declare_first_derivative(self, 'f_xy', 'x')
    self.derivatives.declare_first_derivative(self, 'f_xy', 'y')
    self.derivatives.declare_second_derivative(self, 'f_xy', 'x', 'x')
    self.derivatives.declare_second_derivative(self, 'f_xy', 'x', 'y')
    self.derivatives.declare_second_derivative(self, 'f_xy', 'y', 'y')

The super command executes the parent’s __init__ function. This is required for the component to behave properly in OpenMDAO, so don’t forget to include it.

Also, don’t forget the cross-variable terms when declaring second derivatives (in this case, the second derivative of f_xy with respect to x and y.)

Next, we define the calculate_derivatives method.

def calculate_derivatives(self, first, second):
    """Analytical derivatives"""

    if first:

        df_dx = 2.0*self.x - 6.0 + self.y
        df_dy = 2.0*self.y + 8.0 + self.x

        self.derivatives.set_first_derivative('f_xy', 'x', df_dx)
        self.derivatives.set_first_derivative('f_xy', 'y', df_dy)

    if second:

        df_dxdx = 2.0
        df_dxdy = 1.0
        df_dydy = 2.0

        self.derivatives.set_second_derivative('f_xy', 'x', 'x', df_dxdx)
        self.derivatives.set_second_derivative('f_xy', 'x', 'y', df_dxdy)
        self.derivatives.set_second_derivative('f_xy', 'y', 'y', df_dydy)

This calculate_derivatives method calculated both the first and second derivatives, but we can take advantage of two Booleans, first and second, so that we only perform the calculation that is requested by the optimizer. Note that the Hessian matrix is symmetric, so df/dxdy is the same as df/dydx, and only one has to be set.

Note that no changes are required to the OptimizationConstrained or OptimizationUnconstrained assembly at this point. If the driver uses gradients (or Hessians) and can take advantage of the analytical ones you provide, then it will do so.

This concludes an introduction to a simple problem of component creation and execution in OpenMDAO. The next tutorial introduces a problem with more complexity and presents additional features of the framework.