# Optimization and DOE framework¶

In this section we describe GEMSEO’s optimization and DOE framework.

The standard way to use GEMSEO is through a `MDOScenario`

, which
automatically creates an `OptimizationProblem`

from a MDO formulation and a set of `MDODiscipline`

.

However, one may be interested in directly creating an `OptimizationProblem`

using the class `OptimizationProblem`

,
which can be solved using an optimization algorithm or sampled with a DOE algorithm.

Warning

MDO formulation and optimization problem developers should also understand this part of GEMSEO.

## Setting up an `OptimizationProblem`

¶

The `OptimizationProblem`

class is composed of at least a
`DesignSpace`

created from `create_design_space()`

which describes the design variables:

```
from gemseo. api import create_design_space
from numpy import ones
design_space = create_design_space()
design_space.add_variable("x", 1, l_b=-2., u_b=2.,
value=-0.5 * np.ones(1))
```

and an objective function, of type `MDOFunction`

. The `MDOFunction`

is callable and requires at least
a function pointer to be instantiated. It supports expressions and the +, -, * operators:

```
from gemseo.algos import MDOFunction
f_1 = MDOFunction(np.sin, name="f_1", jac=np.cos, expr="sin(x)")
f_2 = MDOFunction(np.exp, name="f_2", jac=np.exp, expr="exp(x)")
f_1_sub_f_2 = f_1 - f_2
```

From this `DesignSpace`

, an `OptimizationProblem`

is built:

```
from gemseo.algos import OptimizationProblem, MDOFunction,
problem = OptimizationProblem(design_space)
```

To set the objective `MDOFunction`

, the attribute `OptimizationProblem.objective`

of class `OptimizationProblem`

must be set with the objective function pointer:

```
problem.objective = f_1_sub_f_2
```

Similarly the `OptimizationProblem.constraints`

attribute must be set with a list of inequality or equality constraints.
The `MDOFunction.f_type`

attribute of `MDOFunction`

shall be set to `"eq"`

or `"ineq"`

to declare the type of constraint to equality or inequality.

Warning

**All inequality constraints must be negative by convention**, whatever the optimization algorithm used to solve the problem.

## Solving the problem by optimization¶

Once the optimization problem created, it can be solved using one of the available
optimization algorithms from the `OptimizersFactory`

,
by means of the function `.OptimizersFactory.execute()`

whose mandatory arguments are the `OptimizationProblem`

and the optimization algorithm name. For example, in the case of the L-BFGS-B algorithm
with normalized design space, we have:

```
from gemseo.algos import OptimizersFactory
opt = OptimizersFactory().execute(problem, "L-BFGS-B",
normalize_design_space=True)
print "Optimum = " + str(opt)
```

Note that the L-BFGS-B algorithm is implemented in the external
library SciPy
and interfaced with GEMSEO through the class `ScipyOpt`

.

The list of available algorithms depend on the local setup of GEMSEO, and the installed optimization libraries. It can be obtained using :

```
algo_list = OptimizersFactory().algorithms
print(f"Available algorithms: {algo_list}")
```

The optimization history can be saved to the disk for further analysis,
without having to re execute the optimization.
For that, we use the function `OptimizationProblem.to_hdf()`

:

```
problem.to_hdf("simple_opt.hdf5")
```

## Solving the problem by DOE¶

DOE algorithms can also be used to sample the design space and observe the value of the objective and constraints

```
from gemseo.algos import DOEFactory
# And solve it with |g| interface
opt = DOEFactory().execute(problem, "lhs", n_samples=10,
normalize_design_space=True)
```

## Results analysis¶

The optimization history can be plotted using one of the post processing tools, see the post-processing page.

```
from gemseo import execute_post
execute_post(problem, "OptHistoryView", save=True, file_path="simple_opt")
# Also works from disk
execute_post("my_optim.hdf5", "OptHistoryView", save=True, file_path="opt_view_from_disk")
```

## DOE algorithms¶

GEMSEO is interfaced with two packages that provide DOE algorithms:
pyDOE, and
OpenTURNS.
To list the available DOE algorithms in the current GEMSEO configuration, use
`gemseo.get_available_doe_algorithms()`

.

The set of plots below shows plots using various available algorithms.