Model Building Functions¶
Model Building¶

m = GEKKO(remote=True, [server], [name]):
Creates a GEKKO model m.
If remote is True, the problem is sent to self.server to be solved. If False, GEKKO looks for local binaries of APMonitor.
Certain solver options are not available for local solve because of distribution restrictions and the requirement for solver licenses.

c = m.Const(value, [name])
A constant value in the optimization problem. This is a static value and is not changed by the optimizer. Constants are fixed values that represent model inputs, fixed constants, or any other value that does not change. Constants are not modified by the solver as it searches for a solution. As such, constants do not contribute to the number of degrees of freedom (DOF):
c = m.Const(3)
The constants may be defined in one section or in multiple declarations throughout the model. Constant initialization is performed sequentially, from top to bottom. If a constant does not have an initial value given, a default value of 0.0 is assigned. Constants may also be a function of other constants. These initial conditions are processed once as the first step after the model parsing. All constants have global scope in the model.

p = m.Param([value], [name])
Parameters are values that are nominally fixed at initial values but can be changed with input data, by the user, or can become calculated by the optimizer to minimize an objective function if they are indicated as decision variables. Parameters are values that represent model inputs, fixed constants, or measurements that may change over time. Parameters are not modified by the solver as it searches for a solution but they can be upgraded to an FV or MV as a decision variable for the optimizer. As a parameter, it does not contribute to the number of degrees of freedom (DOF):
p = m.Param(value=[0,0.1,0.2])
The parameters may be defined in one section or in multiple declarations throughout the model. Parameter initialization is performed sequentially, from top to bottom. If a parameter does not have an initial value given, a default value of 0.0 is assigned. Parameters may also be a function of other parameters or variable initial conditions. These initial conditions are processed once as the first step after the model parsing. All parameters have global scope in the model.

v = m.Var([value], [lb], [ub], [integer=False], [fixed_initial=True], [name])
Variables are always calculated values as determined by the set of equations. Some variables are either measured and/or controlled to a desired target value. Variables are modified by the solver as it searches for a solution. Each additional variable adds a decision (degree of freedom) to the problem. The following is an example of declaring an integer variable (0,1,2,…) that is constrained to be between 0 and 10 with a default value of 2:
v = m.Var(2,lb=0,ub=10,integer=True)
The variables may be defined in one section or in multiple declarations throughout the model. Variable initialization is performed sequentially, from top to bottom. If a variable does not have an initial value given, a default value of 0.0 is assigned. Variables may also be initialized from parameters or variable initial conditions. These initial conditions are processed once as the first step after the model parsing. All variables have global scope in the model.

fv = m.FV([value], [lb], [ub], [integer=False], [fixed_initial=True], [name])
Fixed Values or Feedforward Variables (FVs) are model coefficients that change to fit process data or minimize an objective function. These parameters can change the behavior and structure of the model. An FV has a single value over all time points for dynamic problems. It also has a single value when fitting a model to many data points, such as with steady state regression (IMODE=2). An FV is defined with a starting value of 3 and constrained between 0 and 10. The STATUS option set to 1 tells the optimizer that it can be adjusted to minimize the objective:
fv = m.FV(3,lb=0,ub=10) fv.STATUS = 1

mv = m.MV([value], [lb], [ub], [integer=False], [fixed_initial=True], [name])
Manipulated variables (MVs) are decision variables for an estimator or controller. These decision variables are adjusted by the optimizer to minimize an objective function at every time point or with every data set. Unlike FVs, MVs may have different values at the discretized time points. An MV is defined with a starting value of 4 and constrained between 5 and 10. The STATUS option set to 1 tells the optimizer that it can be adjusted to minimize the objective:
mv = m.MV(4,lb=5,ub=10) mv.STATUS = 1

sv = m.SV([value], [lb], [ub], [integer=False], [fixed_initial=True], [name])
State variables (SVs) are an upgraded version of a regular variable (m.Var) with additional logic to implement simple feedback and adjust the initial condition in dynamic simulations, estimators, or controllers. State variables may have upper and lower constraints but these should be used with caution to avoid an infeasible solution. A state variable is uninitialized (default=0) but is updated with a measurement of 6:
sv = m.SV() sv.FSTATUS = 1 sv.MEAS = 6

cv = m.CV([value], [lb], [ub], [integer=False], [fixed_initial=True], [name])
Controlled variables are model variables that are included in the objective of a controller or optimizer. These variables are controlled to a range, maximized, or minimized. Controlled variables may also be measured values that are included for data reconciliation. State variables may have upper and lower constraints but these should be used with caution to avoid an infeasible solution. A controlled variable in a model predictive control application is given a default value of 7 with a setpoint range of 30 to 40:
cv = m.CV(7) cv.STATUS = 1 cv.SPHI = 40 cv.SPLO = 30

i = m.Intermediate(equation, [name])
Intermediates are explicit equations where the variable is set equal to an expression that may include constants, parameters, variables, or other intermediate values that are defined previously. Intermediates are not implicit equations but are explicitly calculated with each model function evaluation. An intermediate variable is declared as the product of parameter p and variable v:
i = m.Intermediate(p*v)
Intermediate variables are useful to decrease the complexity of the model. These variables store temporary calculations with results that are not reported in the final solution reports. In many models, the temporary variables outnumber the regular variables by many factors. This model reduction often aides the solver in finding a solution by reducing the problem size.
The intermediate variables may be defined in one section or in multiple declarations throughout the model. Intermediate variables are parsed sequentially, from top to bottom. To avoid inadvertent overwrites, intermediate variable can be defined once. In the case of intermediate variables, the order of declaration is critical. If an intermediate is used before the definition, an error reports that there is an uninitialized value.
The intermediate variables are processed before the implicit equation residuals, every time the solver requests model information. As opposed to implicitly calculated variables, the intermediates are calculated repeatedly and substituted into other intermediate or implicit equations.

eq = m.Equation(equation)
Add a constraint equation built from GEKKO Parameters, Variables and Intermediates, and python scalars. Valid operators include python math and comparisons (+,,*,/,**,==,<,>). Available functions are listed below in Equation Functions.

[eqs] = m.Equations(equations)
Accepts a list or array of equations.

classmethod
m.
Obj
(obj)¶ The problem objective to minimize. If multiple objective are provided, they are summed.

classmethod
m.
Minimize
(obj)¶ The problem objective to minimize. The m.Minimize(obj) function is the same as m.Obj(obj) but it improves the optimization problem understanding by specifying that the objective function is minimized.

classmethod
m.
Maximize
(obj)¶ The problem objective to maximize. This is the same as function m.Obj(obj) or m.Minimize(obj). Multiplying 1 converts an objective function from a maximization to a minimization problem. All optimization problems are converted to minimize form for solution by the solvers. As such, m.options.OBJFCNVAL reports the minimized result with a successful solution. Multiple objectives can be part of a single optimization problem. Multiple objectives are added together to create an overall objective:
m.Maximize(revenue) # maximize revenue m.Minimize(operating_cost) # minimize operating costs m.Minimize(10*emissions) # increase importance of minimizing emissions by 10x

m.
time
¶ Sets the time array indicating the discrete elements of time discretization for dynamic modes (IMODE > 3). Accepts a python list or a numpy array.

classmethod
dt
()¶ Differential equations are specified by differentiating a variable with the dt() method. For example, velocity v is the derivative of position x:
m.Equation( v == x.dt() )
Discretization is determined by the model time attribute. For example, m.time = [0,1,2,3] will discretize all equations and variable at the 4 points specified. Time or space discretization is available with Gekko, but not both. If the model contains a partial differential equation, the discretization in the other dimensions is performed with Gekko array operations as shown in the hyperbolic and parabolic PDE Gekko examples.

a = m.Array(type,dimension,**args)
Create an ndimensional array (as defined in tuple input dimension ) of GEKKO variables of type type . The optional keyword arguments (**args) are applied to each element of the array. The following example demonstrates the use of a 3x2 Array, a Parameter, Intermediates, and an Objective. The array values are initialized to 2.0 and bounds are set to 10.0 to 10.0:
from gekko import GEKKO m = GEKKO() # variable array dimension n = 3 # rows p = 2 # columns # create array x = m.Array(m.Var,(n,p)) for i in range(n): for j in range(p): x[i,j].value = 2.0 x[i,j].lower = 10.0 x[i,j].upper = 10.0 # create parameter y = m.Param(value = 1.0) # sum columns z = [None]*p for j in range(p): z[j] = m.Intermediate(sum([x[i,j] for i in range(n)])) # objective m.Obj(sum([ (z[j]1)**2 + y for j in range(p)])) # minimize objective m.solve() print('x:', x) print('z:', z)

classmethod
m.
solve
(disp=True, debug=False)¶ Solve the optimization problem.
This function has these substeps:
 Validates the model and write .apm file
 Validate and write .csv file
 Write options to .dbs file
 Solve the problem using apm.exe
 Load results into python variables.
If disp is True, APM and solve output are printed.
If debug is True, variable names are checked for problems, tuning parameters are checked for common errors, and userdefined input options are compared against options used by APM. This is useful in debugging strange results.
If GUI is True, the results of this solve are sent to the GUI. If the GUI is not open yet, the GUI object is created, the server is spawned and the browser client is launched.

classmethod
m.
Connection
(var1, var2, pos1=None, pos2=None, node1='end', node2='end')¶ var1 must be a GEKKO variable, but var2 can be a static value. If pos1 or pos2 is not None, the associated var must be a GEKKO variable and the position is the (0indexed) timediscretized index of the variable.
Connections are processed after the parameters and variables are parsed, but before the initialization of the values. Connections are the merging of two variables or connecting specific nodes of a discretized variable. Once the variable is connected to another, the variable is only listed as an alias. Any other references to the connected value are referred to the principal variable (var1). The alias variable (var2) can be referenced in other parts of the model, but will not appear in the solution files.
The position is 0index and the last position is len(m.time)1. Alternatively, the end string can be used for either the position or node. Additional documentation is available in the APMonitor documentation on Nodes.

classmethod
m.
fix
(var, val=None, pos=None)¶ Fix a variable at a specific value so that the solver cannot adjust the value:
fix(var,val=None,pos=None)
Inputs:
 var = variable to fix
 val = specified value or None to use default
 pos = position within the horizon or None for all
The
var
variable must be a Gekko Parameter or Variable. Whenval==None
, the current default value is retained. Whenpos==None
, the value is fixed over all horizon nodes.The
fix
function calls theConnection
function withvar2
as a static value (val
) and adds thefixed
specification.

classmethod
m.
fix_initial
(var, value=None)¶ Fix a variable at the initial condition so that the solver cannot adjust the value:
fix_initial(var,value=None)
Inputs:
 var = variable to fix at initial condition
 val = specified value or None to use default

classmethod
m.
fix_final
(var, value=None)¶ Fix a variable at the final time point in the horizon so that the solver cannot adjust the value:
fix_final(var,value=None)
Inputs:
 var = variable to fix at the final time point
 val = specified value or None to use default

classmethod
m.
free
(var, pos=None)¶ Free a variable at a specific position so that the solver can adjust the value:
free(var,pos=None)
Inputs:
 var = variable to free
 pos = position within the horizon or
None
for all
The
var
variable must be a Gekko Parameter or Variable. Whenpos==None
, the value is calculated over all horizon nodes.The
free
function calls theConnection
function withvar2
with the stringcalculated
.

classmethod
m.
free_initial
(var)¶ Free a variable at the initial condition so that the solver can adjust the value:
free_initial(var)
Inputs:
 var = variable to free at initial condition

classmethod
m.
free_final
(var)¶ Free a variable at the final time point in the horizon so that the solver can adjust the value:
free_final(var)
Inputs:
 var = variable to free at the final time point

m.
solver_options
¶ A list of strings to pass to the solver; one string for each option name and value. For example:
m = GEKKO() m.solver_options = ['max_iter 100','max_cpu_time 100']
Equation Functions¶
Special function besides algebraic operators are available through GEKKO functions. These must be used (not numpy or other equivalent functions):

classmethod
m.
sin
(other)¶

classmethod
m.
cos
(other)¶

classmethod
m.
tan
(other)¶

classmethod
m.
asin
(other)¶

classmethod
m.
acos
(other)¶

classmethod
m.
atan
(other)¶

classmethod
m.
sinh
(other)¶

classmethod
m.
cosh
(other)¶

classmethod
m.
tanh
(other)¶

classmethod
m.
exp
(other)¶

classmethod
m.
log
(other)¶

classmethod
m.
log10
(other)¶

classmethod
m.
sqrt
(other)¶

classmethod
m.
sigmoid
(other)¶
Logical Functions¶
Traditional logical expressions such as if statements cannot be used in gradient based optimization because they create discontinuities in the problem derivatives. The logical expressions built into Gekko provide a workaround by either using MPCC formulations (Type 2), or by introducing integer variables (Type 3). Additionally, all Type 3 functions require a mixed integer solver such as APOPT (SOLVER=1) to solve, and Gekko changes the solver to APOPT automatically if these functions are found in a model. See additional information on logical conditions in optimization and if statements in Gekko for additional examples and explanations of the methods.

y = abs2(x)
 Generates the absolute value with continuous first and second derivatives.
The traditional method for absolute value (abs) has a point that is not continuously differentiable at an argument value of zero and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.abs2(x)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable

y = abs3(x)
 Generates the absolute value with a binary switch.
The traditional method for absolute value (abs) has a point that is not continuously differentiable at an argument value of zero and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.abs3(x)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable

y = if2(condition,x1,x2)
 IF conditional with complementarity constraint switch variable.
The traditional method for IF statements is not continuously differentiable and can cause a gradientbased optimizer to fail to converge. The if2 method uses a binary switching variable to determine whether y=x1 (when condition<0) or y=x2 (when condition>=0):
Usage: y = m.if2(condition,x1,x2)
 Inputs:
condition: GEKKO variable, parameter, or expression
x1 and x2: GEKKO variable, parameter, or expression
 Output:
GEKKO variable
y = x1 when condition<0
y = x2 when condition>0
When condition~0, the solution may be x1, x2, or a linear combination of the two with if2. Use if3 to avoid the linear combination of the two values x1 and x2.
Example usage:
import numpy as np from gekko import gekko m = gekko() x1 = m.Const(5) x2 = m.Const(6) t = m.Var(0) m.Equation(t.dt()==1) m.time = np.linspace(0,10) y = m.if2(t5,x1,x2) m.options.IMODE = 6 m.solve() import matplotlib.pyplot as plt plt.plot(m.time,y) plt.show()

y = if3(condition,x1,x2)
 IF conditional with a binary switch variable.
The traditional method for IF statements is not continuously differentiable and can cause a gradientbased optimizer to fail to converge. The if3 method uses a binary switching variable to determine whether y=x1 (when condition<0) or y=x2 (when condition>=0):
Usage: y = m.if3(condition,x1,x2)
 Inputs:
condition: GEKKO variable, parameter, or expression
x1 and x2: GEKKO variable, parameter, or expression
 Output:
GEKKO variable
y = x1 when condition<0
y = x2 when condition>=0
When condition~0, the solution may be x1 or x2. Gekko computes a numerical solution with a solver tolerance that is 1e6 by default.
Example usage:
import numpy as np import matplotlib.pyplot as plt from gekko import GEKKO m = GEKKO(remote=False) p = m.Param() y = m.if3(p4,p**2,p+1) # solve with condition<0 p.value = 3 m.solve(disp=False) print(y.value) # solve with condition>=0 p.value = 5 m.solve(disp=False) print(y.value)

y = max2(x1,x2)
 Generates the maximum value with continuous first and second derivatives.
The traditional method for max value (max) is not continuously differentiable and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.max2(x1,x2)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable

y = max3(x1,x2)
 Generates the maximum value with a binary switch variable.
The traditional method for max value (max) is not continuously differentiable and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.max3(x1,x2)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable

y = min2(x1,x2)
 Generates the minimum value with continuous first and second derivatives.
The traditional method for min value (min) is not continuously differentiable and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.min2(x1,x2)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable

y = min3(x1,x2)
 Generates the maximum value with a binary switch variable.
The traditional method for max value (max) is not continuously differentiable and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.max3(x1,x2)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable

classmethod
pwl
(x, y, x_data, y_data, bound_x=False)¶  Generate a 1d piecewise linear function with continuous derivatives from vectors of x and y data that link to GEKKO variables x and y with a constraint that y=f(x) with piecewise linear units.
 Inputs:
 x: GEKKO parameter or variable
 y: GEKKO variable
 x_data: array of x data
 y_data: array of y data that matches x_data size
 bound_x: boolean to state if x should be bounded at the upper and lower bounds of x_data to avoid extrapolation error of the piecewise linear region.
Output: none

y = sos1(values)
 Special Ordered Set (SOS), Type1.
Chose one from a set of possible numeric values that are mutually exclusive options. The SOS is a combination of binary variables with only one that is allowed to be nonzero.
values = [y0,y1,…,yn]
b0 + b1 + … + bn = 1, 0<=bi<=1
y = y0*b0 + y1*b1 + … + yn*bn
The binary variable (bi) signals which option is selected:
Usage: y = m.sos1(values)
 Input:
 values (possible y numeric values as a list)
 Output:
 y (GEKKO variable)
Example usage:
from gekko import GEKKO m = GEKKO() y = m.sos1([19.05, 25.0, 29.3, 30.2]) m.Obj(y) # select the minimum value m.solve() print(y.value)

y = sign2(x)
 Generates the sign of an argument with MPCC.
The traditional method for signum (sign) is not continuously differentiable and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.sign2(x)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable

y = sign3(x)
 Generates the sign of an argument with binary switching variable.
The traditional method for signum (sign) is not continuously differentiable and can cause a gradientbased optimizer to fail to converge:
Usage: y = m.sign3(x)
 Input:
 GEKKO variable, parameter, or expression
 Output:
 GEKKO variable
Prebuilt Objects¶
Prebuilt objects are common model constructs that facilitate data analysis, regression, and model building. Additional object documentation gives insight on the supported objects as well as examples for building other custom objects or libraries. Other object libraries are the Chemical Library and Deep Learning Library. Additional object libraries are under development.

y,u = arx(p,y=None,u=None)
 Build a GEKKO model from ARX representation.
 Inputs:
 parameter dictionary p[‘a’], p[‘b’], p[‘c’]
 a (coefficients for a polynomial, na x ny)
 b (coefficients for b polynomial, ny x (nb x nu))
 c (coefficients for output bias, ny)
 y (Optioanl: Controlled Variable Array)
 u (Optional: Manipulated Variable Array)

x = axb(A,b,x=None,etype='=',sparse=False)
Create Ax=b, Ax<b, Ax>b, Ax<=b, or Ax>=b models:
Usage: x = m.axb(A,b,etype='=,<,>,<=,>=',sparse=[True,False])
 Inputs:
 A = numpy 2D array or list in dense or sparse form
 b = numpy 1D array or list in dense or sparse form
 x = 1D array of gekko variables (optional). If None on entry then the array is created and returned.
 etype = [
'='
,``’<’,
’>’,
’>=’,
’<=’``] for equality or inequality form  sparse = True if data is in sparse form, otherwise dense
sparse matrices are stored in COO form with [row,col,value] with starting index 1 for optional matrix A and in [row,value] for * vector b
 Output:
 GEKKO variables x

classmethod
bspline
(x, y, z, x_data, y_data, z_data, data=True, kx=3, ky=3, sf=None)¶  Generate a 2D Bspline with continuous first and seconds derivatives from 1D arrays of x_data and y_data coordinates (in strictly ascending order) and 2D z data of size (x.size,y.size). GEKKO variables x, y and z are linked with function z=f(x,y) where the function f is a bspline.
Inputs:
x,y = independent Gekko parameters or variables as predictors for z
z = dependent Gekko variable with z = f(x,y)
If data is True (default) then the bspline is built from data
x_data = 1D list or array of x values, size (nx)
y_data = 1D list or array of y values, size (ny)
z_data = 2D list or matrix of z values, size (nx,ny)
If data is False then the bspline knots and coefficients are loaded
x_data = 1D list or array of x knots, size (nx)
y_data = 1D list or array of y knots, size (ny)
z_data = 2D list or matrix of c coefficients, size (nxkx1)*(nyky1)
kx = degree of spline in xdirection, default=3
ky = degree of spline in ydirection, default=3
sf = smooth factor (sf), only for data=True
sf controls the tradeoff between smoothness and closeness of fit. If sf is small, the approximation may follow too much signal noise. If sf is large, the approximation does not follow the general trend. A proper sf depends on the data and level of noise when sf is None a default value of nx*ny*(0.1)**2 is used where 0.1 is the approximate statistical error of each point the sf is only used when constructing the bspline (data=True)Outputs:
NoneGenerate a 2d Bspline with continuous first and seconds derivatives from 1D arrays of x_data and y_data coordinates (in strictly ascending order) and 2D z data of size (x.size,y.size). GEKKO variables x, y and z are linked with function z=f(x,y) where the function f is a bspline.

classmethod
cspline
(x, y, x_data, y_data, bound_x=False)¶  Generate a 1d cubic spline with continuous first and seconds derivatives from arrays of x and y data which link to GEKKO variables x and y with a constraint that y=f(x).
Inputs:
x: GEKKO variable
y: GEKKO variable
x_data: array of x data
y_data: array of y data that matches x_data
bound_x: boolean to state that x should be bounded at the upper and lower bounds of x_data to avoid extrapolation error of the cspline.

classmethod
delay
(u, y, steps=1)¶ Build a delay with number of time steps between input (u) and output (y) with a discrete time series model.
Inputs:
u: delay input as a GEKKO variable
y: delay output as a GEKKO variable
steps: integer number of steps (default=1)

classmethod
integral
(x)¶ Integral of a constant, parameter, intermediate, variable, or expression.
Inputs:
x: input variable, parameter, or expression
y: GEKKO variable that is the integral up to that time in the horizon
Example:
from gekko import GEKKO import numpy as np m = GEKKO() m.time = np.linspace(0,2,5) m.options.IMODE=4; m.options.NODES=6 x = m.Var(5) m.Equation(x.dt()==x) y = m.Var(0) m.Equation(y==m.integral(x)) m.options.SOLVER=1 m.solve()

classmethod
periodic
(v)¶ Makes the variable argument periodic by adding an equation to constrains v[end] = v[0]. This does not affect the default behavior of fixing initial conditions (v[0]).

x = qobj(b,A=[],x=None,otype='min',sparse=False)
Create quadratic objective = 0.5 x^T A x + c^T x:
Usage: x = m.qobj(c,Q=[2d array],otype=['min','max'],sparse=[True,False])
 Input:
 b = numpy 1D array or list in dense or sparse form
 A = numpy 2D array or list in dense or sparse form
 x = array of gekko variables (optional). If None on entry then the array is created and returned.
 sparse = True if data is in sparse form, otherwise dense
sparse matrices are stored in COO form with [row,col,value] with starting index 1 for optional matrix A and in [row,value] for vector b sparse matrices must have 3 columns
 Output:
 GEKKO variables x

x,y,u = state_space(A,B,C,D=None,E=None,discrete=False,dense=False)
For State Space models, input SS matricies A,B,C, and optionally D and E. Returns a GEKKO array of states (SV) x, array of outputs (CV) y and array of inputs (MV) u. A,B,C,D, and E must be 2dimensional matricies of the appropriate size.
The discrete Boolean parameter indicates a discretetime model, which requires constant time steps and 2 NODES. The dense Boolean parameter indicates if A,B,C,D, and E should be written as dense or sparse matrices. Sparse matricies will be faster unless it is known that the matricies are very dense. See examples of discrete time simulation and model predictive control with state space models:
import numpy as np from gekko import GEKKO A = np.array([[.003, 0.039, 0, 0.322], [0.065, 0.319, 7.74, 0], [0.020, 0.101, 0.429, 0], [0, 0, 1, 0]]) B = np.array([[0.01, 1, 2], [0.18, 0.04, 2], [1.16, 0.598, 2], [0, 0, 2]] ) C = np.array([[1, 0, 0, 0], [0, 1, 0, 7.74]]) m = GEKKO() x,y,u = m.state_space(A,B,C,D=None)

y = sum(x)
Summation using APM object.:
Usage: y = m.sum(x)
 Input:
 Numpy array or List of GEKKO variables, parameters, constants, intermediates, or expressions
 Output:
 GEKKO variable

y,p,K = sysid(t,u,y,na=1,nb=1,nk=0,shift='calc',scale=True,diaglevel=0,pred='model',objf=100)
Identification of linear timeinvariant models:
y,p,K = sysid(t,u,y,na,nb,shift=0,pred='model',objf=1)
 Input:
 t = time data
 u = input data for the regression
 y = output data for the regression
 na = number of output coefficients (default=1)
 nb = number of input coefficients (default=1)
 nk = input delay steps (default=0)
 shift (optional) with
'none'
(no shift),'init'
(initial pt),'mean'
(mean center), or'calc'
(calculate c)  scale (optional) scale data to between zero to one unless data range is already less than one
 pred (option)
'model'
for output error regression form, implicit solution. Favors an unbiased model prediction but can require more time to compute, especially for large data sets.'meas'
for ARX regression form, explicit solution. Computes the coefficients of the time series model with an explicit solution.  objf = Objective scaling factor, when
pred='model'
: minimize objf*(modelmeas)**2 + 1e3 * (a^2 + b^2 + c^2) and whenpred='meas'
: minimize (modelmeas)**2  diaglevel sets display solver output and diagnostics (06)
Output:
 ypred (predicted outputs)
 p as coefficient dictionary with keys
'a','b','c'
 K gain matrix
An example of system identification with 2 MVs and 2 CVs with data from the Temperature Control Lab is shown below:
from gekko import GEKKO import pandas as pd import matplotlib.pyplot as plt url = 'http://apmonitor.com/do/uploads/Main/tclab_dyn_data2.txt' data = pd.read_csv(url) t = data['Time'] u = data[['H1','H2']] y = data[['T1','T2']] m = GEKKO() na = 2 # output coefficients nb = 2 # input coefficients yp,p,K = m.sysid(t,u,y,na,nb,diaglevel=1) plt.figure() plt.subplot(2,1,1) plt.plot(t,u) plt.subplot(2,1,2) plt.plot(t,y) plt.plot(t,yp) plt.xlabel('Time') plt.show()

y = vsum(x)
Summation of variable in the data or time direction. This is similar to an integral but only does the summation of all points, not the integral area that considers time intervals. Below is an example of
vsum
withIMODE=2
for a regression problem:from gekko import GEKKO import numpy as np import matplotlib.pyplot as plt xm = np.array([0,1,2,3,4,5]) ym = np.array([0.1,0.2,0.3,0.5,0.8,2.0]) m = GEKKO() x = m.Param(value=xm) a = m.FV() a.STATUS=1 y = m.CV(value=ym) y.FSTATUS=1 z = m.Var() m.Equation(y==0.1*m.exp(a*x)) m.Equation(z==m.vsum(x)) m.options.IMODE = 2 m.solve()
Internal Methods¶
These are the major methods used internal by GEKKO. They are not intended for external use, but may prove useful for highly customized applications.

static
build_model
(self)¶ Write the .apm model file for the executable to read. The .apm file contains all constants, parameters, variables, intermediates, equations and objectives. Single values and/or initializations, along with variable bounds, are passed throught the .apm model file.

static
write_csv
()¶ Any array values are passed through the csv, including variable initializations. If
imode > 3
thentime
must be discretized in the csv.

static
generate_overrides_dbs_file
()¶ All global and local variable options are listed in the overrides database file.

static
load_json
()¶ Reads back global and variable options from the options.json file. Stores output and input/output options to the associated variable.

static
load_results
()¶ The executable returns variable value results in a json. This function reads the json and loads the results back into local python variables.

static
verify_input_options
()¶ Called when optional solve argument verify_input=True. Compares input options of the model and variables from GEKKO to those reported by APM to find discrepencies.
Internal Attributes¶
These are GEKKO model attributes used internally. They are not intended for external use, but may prove useful in advanced applications.

server
¶ String representation of the server url where the model is solved. The default is ‘http://byu.apmonitor.com’. This is set by the optional argument server when intializing a model.

remote
¶ Boolean that determines if solutions are offloaded to the server or executed locally.

id
¶

_constants
¶ A python list of pointers to GEKKO Constants attributed to the model.

_parameters
¶ A python list of pointers to GEKKO Parameters, FVs and MVs attributed to the model.

_variables
¶ A python list of pointers to GEKKO Variables, SVs and CVs attributed to the model.

_intermediates
¶ A python list of pointers to GEKKO Intermediate variables attributed to the model.

_inter_equations
¶ A python list of the explicit intermediate equations. The order of this list must match the order of intermediates in the intermediates attribute.

_equations
¶ A python list of equations

_objectives
¶ A python list of objective.

_connections
¶ A python list of connections

csv_status
¶ Set to ‘generated’ if any time, parameter or variable data is communicated through the csv file. Otherwise set to ‘none’.

model_name
¶ The name of the model as a string. Used in local temporary file name and application name for remote solves. This is set by the optional argument name when intializing a model. Default names include the model id attribute to maintain unique names.

_path
¶ The absolute path of the temporary file used to store all input/output files for the APMonitor executable.
Clean Up an Application¶
Gekko creates a temporary folder m.path for each model instance that is created with m.GEKKO(). With a local solution m.GEKKO(remote=False), all processing is done in the local folder with input and output files. The folder is viewable with m.open_folder(). Linux, MacOS, and Windows manage the temporary folder differently. Windows does not automatically delete temporary folder files while Linux and MacOS remove the files on reboot or after a certain period of time. Gekko deletes the temporary folder and any files associated with the application with the cleanup command.

classmethod
m.
cleanup
()¶ Remove temporary folder and application files:
Usage: m.cleanup()
Users that are processing many thousands of large jobs may need to use the m.cleanup() function to free up disk space. The function is not automatically called because of several applications (e.g. Model Predictive Control) that repeatedly solve with updated inputs or objectives.