Note

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# Quadratic approximations¶

In this example, we illustrate the use of the `QuadApprox`

plot
on the Sobieski’s SSBJ problem.

```
from __future__ import annotations
from gemseo import configure_logger
from gemseo import create_discipline
from gemseo import create_scenario
from gemseo.problems.sobieski.core.problem import SobieskiProblem
```

## Import¶

The first step is to import some high-level functions and a method to get the design space.

```
configure_logger()
```

```
<RootLogger root (INFO)>
```

## Description¶

The `QuadApprox`

post-processing
performs a quadratic approximation of a given function
from an optimization history
and plot the results as cuts of the approximation.

## Create disciplines¶

Then, we instantiate the disciplines of the Sobieski’s SSBJ problem: Propulsion, Aerodynamics, Structure and Mission

```
disciplines = create_discipline(
[
"SobieskiPropulsion",
"SobieskiAerodynamics",
"SobieskiStructure",
"SobieskiMission",
]
)
```

## Create design space¶

We also read the design space from the `SobieskiProblem`

.

```
design_space = SobieskiProblem().design_space
```

## Create and execute scenario¶

The next step is to build an MDO scenario in order to maximize the range, encoded ‘y_4’, with respect to the design parameters, while satisfying the inequality constraints ‘g_1’, ‘g_2’ and ‘g_3’. We can use the MDF formulation, the SLSQP optimization algorithm and a maximum number of iterations equal to 100.

```
scenario = create_scenario(
disciplines,
formulation="MDF",
objective_name="y_4",
maximize_objective=True,
design_space=design_space,
)
scenario.set_differentiation_method()
for constraint in ["g_1", "g_2", "g_3"]:
scenario.add_constraint(constraint, "ineq")
scenario.execute({"algo": "SLSQP", "max_iter": 10})
```

```
INFO - 08:41:07:
INFO - 08:41:07: *** Start MDOScenario execution ***
INFO - 08:41:07: MDOScenario
INFO - 08:41:07: Disciplines: SobieskiAerodynamics SobieskiMission SobieskiPropulsion SobieskiStructure
INFO - 08:41:07: MDO formulation: MDF
INFO - 08:41:07: Optimization problem:
INFO - 08:41:07: minimize -y_4(x_shared, x_1, x_2, x_3)
INFO - 08:41:07: with respect to x_1, x_2, x_3, x_shared
INFO - 08:41:07: subject to constraints:
INFO - 08:41:07: g_1(x_shared, x_1, x_2, x_3) <= 0.0
INFO - 08:41:07: g_2(x_shared, x_1, x_2, x_3) <= 0.0
INFO - 08:41:07: g_3(x_shared, x_1, x_2, x_3) <= 0.0
INFO - 08:41:07: over the design space:
INFO - 08:41:07: +-------------+-------------+-------+-------------+-------+
INFO - 08:41:07: | name | lower_bound | value | upper_bound | type |
INFO - 08:41:07: +-------------+-------------+-------+-------------+-------+
INFO - 08:41:07: | x_shared[0] | 0.01 | 0.05 | 0.09 | float |
INFO - 08:41:07: | x_shared[1] | 30000 | 45000 | 60000 | float |
INFO - 08:41:07: | x_shared[2] | 1.4 | 1.6 | 1.8 | float |
INFO - 08:41:07: | x_shared[3] | 2.5 | 5.5 | 8.5 | float |
INFO - 08:41:07: | x_shared[4] | 40 | 55 | 70 | float |
INFO - 08:41:07: | x_shared[5] | 500 | 1000 | 1500 | float |
INFO - 08:41:07: | x_1[0] | 0.1 | 0.25 | 0.4 | float |
INFO - 08:41:07: | x_1[1] | 0.75 | 1 | 1.25 | float |
INFO - 08:41:07: | x_2 | 0.75 | 1 | 1.25 | float |
INFO - 08:41:07: | x_3 | 0.1 | 0.5 | 1 | float |
INFO - 08:41:07: +-------------+-------------+-------+-------------+-------+
INFO - 08:41:07: Solving optimization problem with algorithm SLSQP:
INFO - 08:41:07: ... 0%| | 0/10 [00:00<?, ?it]
INFO - 08:41:07: ... 10%|█ | 1/10 [00:00<00:00, 11.19 it/sec, obj=-536]
INFO - 08:41:07: ... 20%|██ | 2/10 [00:00<00:00, 8.02 it/sec, obj=-2.12e+3]
WARNING - 08:41:08: MDAJacobi has reached its maximum number of iterations but the normed residual 1.100785719705894e-05 is still above the tolerance 1e-06.
INFO - 08:41:08: ... 30%|███ | 3/10 [00:00<00:01, 6.87 it/sec, obj=-3.75e+3]
INFO - 08:41:08: ... 40%|████ | 4/10 [00:00<00:00, 6.61 it/sec, obj=-3.96e+3]
INFO - 08:41:08: ... 50%|█████ | 5/10 [00:00<00:00, 6.45 it/sec, obj=-3.96e+3]
INFO - 08:41:08: ... 60%|██████ | 6/10 [00:00<00:00, 6.39 it/sec, obj=-4e+3]
INFO - 08:41:08: ... 70%|███████ | 7/10 [00:01<00:00, 6.96 it/sec, obj=-3.98e+3]
INFO - 08:41:08: ... 80%|████████ | 8/10 [00:01<00:00, 7.44 it/sec, obj=-3.97e+3]
INFO - 08:41:08: ... 90%|█████████ | 9/10 [00:01<00:00, 7.87 it/sec, obj=-3.97e+3]
INFO - 08:41:08: ... 100%|██████████| 10/10 [00:01<00:00, 8.24 it/sec, obj=-3.96e+3]
INFO - 08:41:08: Optimization result:
INFO - 08:41:08: Optimizer info:
INFO - 08:41:08: Status: None
INFO - 08:41:08: Message: Maximum number of iterations reached. GEMSEO Stopped the driver
INFO - 08:41:08: Number of calls to the objective function by the optimizer: 12
INFO - 08:41:08: Solution:
INFO - 08:41:08: The solution is feasible.
INFO - 08:41:08: Objective: -3963.408265187933
INFO - 08:41:08: Standardized constraints:
INFO - 08:41:08: g_1 = [-0.01806104 -0.03334642 -0.04424946 -0.0518346 -0.05732607 -0.13720865
INFO - 08:41:08: -0.10279135]
INFO - 08:41:08: g_2 = 3.333278582928756e-06
INFO - 08:41:08: g_3 = [-7.67181773e-01 -2.32818227e-01 8.30379541e-07 -1.83255000e-01]
INFO - 08:41:08: Design space:
INFO - 08:41:08: +-------------+-------------+---------------------+-------------+-------+
INFO - 08:41:08: | name | lower_bound | value | upper_bound | type |
INFO - 08:41:08: +-------------+-------------+---------------------+-------------+-------+
INFO - 08:41:08: | x_shared[0] | 0.01 | 0.06000083331964572 | 0.09 | float |
INFO - 08:41:08: | x_shared[1] | 30000 | 60000 | 60000 | float |
INFO - 08:41:08: | x_shared[2] | 1.4 | 1.4 | 1.8 | float |
INFO - 08:41:08: | x_shared[3] | 2.5 | 2.5 | 8.5 | float |
INFO - 08:41:08: | x_shared[4] | 40 | 70 | 70 | float |
INFO - 08:41:08: | x_shared[5] | 500 | 1500 | 1500 | float |
INFO - 08:41:08: | x_1[0] | 0.1 | 0.4 | 0.4 | float |
INFO - 08:41:08: | x_1[1] | 0.75 | 0.75 | 1.25 | float |
INFO - 08:41:08: | x_2 | 0.75 | 0.75 | 1.25 | float |
INFO - 08:41:08: | x_3 | 0.1 | 0.1562448753887276 | 1 | float |
INFO - 08:41:08: +-------------+-------------+---------------------+-------------+-------+
INFO - 08:41:08: *** End MDOScenario execution (time: 0:00:01.233187) ***
{'max_iter': 10, 'algo': 'SLSQP'}
```

## Post-process scenario¶

Lastly, we post-process the scenario by means of the `QuadApprox`

plot which performs a quadratic approximation of a given function
from an optimization history and plot the results as cuts of the
approximation.

Tip

Each post-processing method requires different inputs and offers a variety
of customization options. Use the high-level function
`get_post_processing_options_schema()`

to print a table with
the options for any post-processing algorithm.
Or refer to our dedicated page:
Post-processing algorithms.

The first plot shows an approximation of the Hessian matrix
\(\frac{\partial^2 f}{\partial x_i \partial x_j}\) based on the
*Symmetric Rank 1* method (SR1) [NW06]. The
color map uses a symmetric logarithmic (symlog) scale.
This plots the cross influence of the design variables on the objective function
or constraints. For instance, on the last figure, the maximal second-order
sensitivity is \(\frac{\partial^2 -y_4}{\partial^2 x_0} = 2.10^5\),
which means that the \(x_0\) is the most influential variable. Then,
the cross derivative
\(\frac{\partial^2 -y_4}{\partial x_0 \partial x_2} = 5.10^4\)
is positive and relatively high compared to the previous one but the combined
effects of \(x_0\) and \(x_2\) are non-negligible in comparison.

```
scenario.post_process("QuadApprox", function="-y_4", save=False, show=True)
```

```
/home/docs/checkouts/readthedocs.org/user_builds/gemseo/envs/5.0.1/lib/python3.9/site-packages/genson/schema/strategies/base.py:42: UserWarning: Schema incompatible. Keyword 'description' has conflicting values ('The width and height of the figure in inches, e.g. ``(w, h)``.\nIf ``None``, use the :attr:`.OptPostProcessor.DEFAULT_FIG_SIZE`\nof the post-processor.' vs. 'The width and height of the figure in inches, e.g. `(w, h)`.\nIf ``None``, use the :attr:`.OptPostProcessor.DEFAULT_FIG_SIZE`\nof the post-processor.'). Using 'The width and height of the figure in inches, e.g. ``(w, h)``.\nIf ``None``, use the :attr:`.OptPostProcessor.DEFAULT_FIG_SIZE`\nof the post-processor.'
warn(('Schema incompatible. Keyword {0!r} has conflicting '
<gemseo.post.quad_approx.QuadApprox object at 0x7f876b2e7790>
```

The second plot represents the quadratic approximation of the objective around the optimal solution : \(a_{i}(t)=0.5 (t-x^*_i)^2 \frac{\partial^2 f}{\partial x_i^2} + (t-x^*_i) \frac{\partial f}{\partial x_i} + f(x^*)\), where \(x^*\) is the optimal solution. This approximation highlights the sensitivity of the objective function with respect to the design variables: we notice that the design variables \(x\_1, x\_5, x\_6\) have little influence , whereas \(x\_0, x\_2, x\_9\) have a huge influence on the objective. This trend is also noted in the diagonal terms of the Hessian matrix \(\frac{\partial^2 f}{\partial x_i^2}\).

**Total running time of the script:** ( 0 minutes 2.144 seconds)