Source code for gemseo.problems.scalable.data_driven.problem

# Copyright 2021 IRT Saint Exupéry,
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# Lesser General Public License for more details.
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
# Contributors:
#    INITIAL AUTHORS - initial API and implementation and/or initial
#         documentation
#        :author:  Matthias De Lozzo
Scalable MDO problem

This module implements the concept of scalable problem by means of the
:class:`.ScalableProblem` class.


- an MDO scenario based on a set of sampled disciplines
  with a particular problem dimension,
- a new problem dimension (= number of inputs and outputs),

a scalable problem:

1. makes each discipline scalable based on the new problem dimension,
2. creates the corresponding MDO scenario.

Then, this MDO scenario can be executed and post-processed.

We can repeat this tasks for different sizes of variables
and compare the scalability, which is the dependence of the scenario results
on the problem dimension.

.. seealso:: :class:`.MDODiscipline`, :class:`.ScalableDiscipline`
   and :class:`.Scenario`
from __future__ import annotations

import logging
import os
from copy import deepcopy
from typing import Iterable
from typing import Sequence

from numpy import array
from numpy import full
from numpy import ones
from numpy import random
from numpy import where
from numpy import zeros

from gemseo import create_design_space
from gemseo import create_scenario
from gemseo import generate_coupling_graph
from gemseo import generate_n2_plot
from gemseo.algos.design_space import DesignSpace
from gemseo.core.coupling_structure import MDOCouplingStructure
from gemseo.core.discipline import MDODiscipline
from gemseo.core.scenario import Scenario
from gemseo.datasets.io_dataset import IODataset
from gemseo.disciplines.utils import get_all_inputs
from gemseo.mda.mda_factory import MDAFactory
from gemseo.problems.scalable.data_driven.discipline import ScalableDiscipline
from gemseo.utils.string_tools import MultiLineString

LOGGER = logging.getLogger(__name__)

[docs]class ScalableProblem: """Scalable problem.""" def __init__( self, datasets: Iterable[IODataset], design_variables, objective_function, eq_constraints=None, ineq_constraints=None, maximize_objective: bool = False, sizes=None, **parameters, ) -> None: """Constructor. :param list(Dataset) datasets: disciplinary datasets. :param list(str) design_variables: list of design variable names :param str objective_function: objective function :param list(str) eq_constraints: equality constraints. Default: None. :param list(str) eq_constraints: inequality constraints. Default: None. :param bool maximize_objective: maximize objective. Default: False. :param dict sizes: sizes of input and output variables. If ``None``, use the original sizes. Default: None. :param parameters: optional parameters for the scalable model. """ self.disciplines = [ for dataset in datasets] = { dataset for dataset in datasets} self.inputs = { dataset.get_variable_names(dataset.INPUT_GROUP) for dataset in datasets } self.outputs = { dataset.get_variable_names(dataset.OUTPUT_GROUP) for dataset in datasets } self.varsizes = {} for dataset in datasets: self.varsizes.update(dataset.variable_names_to_n_components) self.design_variables = design_variables self.objective_function = objective_function self.ineq_constraints = ineq_constraints self.eq_constraints = eq_constraints self.maximize_objective = maximize_objective self.scaled_disciplines = [] self.scaled_sizes = {} self._build_scalable_disciplines(sizes, **parameters) self.scenario = None def __str__(self) -> str: """String representation of information about the scalable problem. :return: scalable problem description :rtype: str """ disciplines = ", ".join(self.disciplines) design_variables = None if self.design_variables is not None: design_variables = ", ".join(self.design_variables) ineq_constraints = None if self.ineq_constraints is not None: ineq_constraints = ", ".join(self.ineq_constraints) eq_constraints = None if self.eq_constraints is not None: eq_constraints = ", ".join(self.eq_constraints) sizes = [name + f" ({size})" for name, size in self.scaled_sizes.items()] sizes = ", ".join(sizes) optimize = "maximize" if self.maximize_objective else "minimize" msg = MultiLineString() msg.add("MDO problem") msg.indent() msg.add("Disciplines: {}", disciplines) msg.add("Design variables: {}", design_variables) msg.add("Objective function: {} (to {})", self.objective_function, optimize) msg.add("Inequality constraints: {}", ineq_constraints) msg.add("Equality constraints: {}", eq_constraints) msg.add("Sizes: {}", sizes) return str(msg)
[docs] def plot_n2_chart(self, save: bool = True, show: bool = False) -> None: """Plot a N2 chart. :param bool save: save plot. Default: True. :param bool show: show plot. Default: False. """ generate_n2_plot(self.scaled_disciplines, save=save, show=show)
[docs] def plot_coupling_graph(self) -> None: """Plot a coupling graph.""" generate_coupling_graph(self.scaled_disciplines)
[docs] def plot_1d_interpolations( self, save: bool = True, show: bool = False, step: float = 0.01, varnames: Sequence[str] | None = None, directory: os.PathLike[bytes] | os.PathLike[str] | bytes | str = ".", png: bool = False, ): """Plot 1d interpolations. :param bool save: save plot. Default: True. :param bool show: show plot. Default: False. :param bool step: Step to evaluate the 1d interpolation function Default: 0.01. :param list(str) varnames: names of the variable to plot; if None, all variables are plotted. Default: None. :param str directory: directory path. Default: '.'. :param bool png: if True, the file format is PNG. Otherwise, use PDF. Default: False. """ if not os.path.exists(directory): os.mkdir(directory) allfnames = [] for scalable_discipline in self.scaled_disciplines: func = scalable_discipline.scalable_model.plot_1d_interpolations fnames = func(save, show, step, varnames, directory, png) allfnames += [os.path.join(directory, fname) for fname in fnames] return allfnames
[docs] def plot_dependencies( self, save: bool = True, show: bool = False, directory: str = "." ): """Plot dependency matrices. :param bool save: save plot (default: True) :param bool show: show plot (default: False) :param str directory: directory path (default: '.') """ fnames = [] for scalable_discipline in self.scaled_disciplines: scalable_model = scalable_discipline.scalable_model plot_dependency = scalable_model.plot_dependency fname = plot_dependency( add_levels=True, save=save, show=show, directory=directory ) fnames.append(fname) return fnames
def _build_scalable_disciplines(self, sizes=None, **parameters) -> None: """Build scalable disciplines. :param dict sizes: dictionary whose keys are variable names and variables sizes. :param parameters: options. """ copied_parameters = deepcopy(parameters) for disc in self.disciplines: varnames = self.inputs[disc] + self.outputs[disc] sizes = sizes or {} new_varsizes = { varname: sizes.get(varname, self.varsizes[varname]) for varname in varnames } if "group_dep" in parameters: copied_parameters["group_dep"] = parameters["group_dep"][disc] if "fill_factor" in parameters: copied_parameters["fill_factor"] = parameters["fill_factor"][disc] self.scaled_disciplines.append( ScalableDiscipline( "ScalableDiagonalModel",[disc], new_varsizes, **copied_parameters, ) ) self.scaled_sizes.update(deepcopy(new_varsizes))
[docs] def create_scenario( self, formulation: str = "DisciplinaryOpt", scenario_type: str = "MDO", start_at_equilibrium: bool = False, active_probability: float = 0.1, feasibility_level: float = 0.5, **options, ) -> Scenario: """Create a :class:`.Scenario` from the scalable disciplines. Args: formulation: The MDO formulation to use for the scenario. scenario_type: The type of scenario, either ``MDO`` or ``DOE``. start_at_equilibrium: Whether to start at equilibrium using a preliminary MDA. active_probability: The probability to set the inequality constraints as active at the initial step of the optimization. feasibility_level: The offset of satisfaction for inequality constraints. **options: The formulation options. Returns: The :class:`.Scenario` from the scalable disciplines. """ equilibrium = {} if start_at_equilibrium: equilibrium = self.__get_equilibrium() disciplines = self.scaled_disciplines design_space = self._create_design_space(disciplines, formulation) if formulation == "BiLevel": self.scenario = self._create_bilevel_scenario(disciplines, **options) else: self.scenario = create_scenario( disciplines, formulation, self.objective_function, deepcopy(design_space), scenario_type=scenario_type, maximize_objective=self.maximize_objective, **options, ) self.__add_ineq_constraints(active_probability, feasibility_level, equilibrium) self.__add_eq_constraints(equilibrium) return self.scenario
def _create_bilevel_scenario( self, disciplines: Iterable[MDODiscipline], **sub_scenario_options ) -> Scenario: """Create a bilevel scenario from disciplines. :param list(MDODiscipline) disciplines: list of MDODiscipline """ cpl_structure = MDOCouplingStructure(disciplines) st_cpl_disciplines = cpl_structure.strongly_coupled_disciplines wk_cpl_disciplines = cpl_structure.weakly_coupled_disciplines() obj = self.objective_function max_obj = self.maximize_objective # Construction of the subsystem scenarios sub_scenarios = [] sub_inputs = [] for discipline in st_cpl_disciplines: cplt_disciplines = list(set(disciplines) - {discipline}) sub_disciplines = [discipline] + wk_cpl_disciplines design_space = DesignSpace() inputs = get_all_inputs([discipline]) all_inputs = get_all_inputs(cplt_disciplines) inputs = list(set(inputs) - set(all_inputs)) sub_inputs += inputs for name in inputs: design_space.add_variable( name, self.scaled_sizes[name], "float", 0.0, 1.0, 0.5 ) sub_scenarios.append( create_scenario( disciplines=sub_disciplines, formulation="DisciplinaryOpt", objective_name=obj, design_space=design_space, maximize_objective=max_obj, ) ) sub_scenarios[-1].default_inputs = sub_scenario_options # Construction of the system scenario all_inputs = get_all_inputs(disciplines) inputs = list(set(all_inputs) - set(sub_inputs)) design_space = DesignSpace() for name in inputs: design_space.add_variable( name, self.scaled_sizes[name], "float", 0.0, 1.0, 0.5 ) sub_disciplines = sub_scenarios + wk_cpl_disciplines system_scenario = create_scenario( disciplines=sub_disciplines, formulation="BiLevel", objective_name=obj, design_space=design_space, maximize_objective=max_obj, mda_name="MDAJacobi", tolerance=1e-8, ) return system_scenario def _create_design_space( self, disciplines=None, formulation: str = "DisciplinaryOpt" ) -> DesignSpace: """Create a design space into the unit hypercube. :param list(MDODiscipline) disciplines: list of MDODiscipline :param str formulation: MDO formulation (default: 'DisciplinaryOpt') """ design_space = create_design_space() for name in self.design_variables: size = self.scaled_sizes[name] design_space.add_variable( name, size=size, var_type="float", l_b=zeros(size), u_b=ones(size), value=full(size, 0.5), ) if formulation == "IDF": coupling_structure = MDOCouplingStructure(disciplines) all_couplings = set(coupling_structure.all_couplings) for name in all_couplings: size = self.scaled_sizes[name] design_space.add_variable( name, size=size, var_type="float", l_b=zeros(size), u_b=ones(size), value=full(size, 0.5), ) return design_space def __get_equilibrium(self, mda_name: str = "MDAJacobi", **options): """Get the equilibrium point from an MDA method. :param str mda_name: MDA name (default: 'MDAJacobi') :return: equilibrium point :rtype: dict """"Build a preliminary MDA to start at equilibrium") factory = MDAFactory() mda = factory.create(mda_name, self.scaled_disciplines, **options) if len(mda.strong_couplings) == 0: mda = factory.create("MDAQuasiNewton", self.scaled_disciplines, **options) return mda.execute() def __add_ineq_constraints( self, active_probability, feasibility_level, equilibrium ) -> None: """Add inequality constraints. :param float active_probability: probability to set the inequality constraints as active at initial step of the optimization :param float feasibility_level: offset of satisfaction for inequality constraints :param dict equilibrium: starting point at equilibrium """ if not hasattr(feasibility_level, "__len__"): feasibility_level = { constraint: feasibility_level for constraint in self.ineq_constraints } for constraint, alphai in feasibility_level.items(): if constraint in list(equilibrium.keys()): sample = random.rand(len(equilibrium[constraint])) val = equilibrium[constraint] taui = where( sample < active_probability, val, alphai + (1 - alphai) * val ) else: taui = 0.0 self.scenario.add_constraint(constraint, "ineq", value=taui) def __add_eq_constraints(self, equilibrium) -> None: """Add equality constraints. :param dict equilibrium: starting point at equilibrium """ for constraint in self.eq_constraints: cstr_value = equilibrium.get(constraint, array([0.0]))[0] self.scenario.add_constraint(constraint, "eq", value=cstr_value)
[docs] def exec_time(self, do_sum: bool = True): """Get total execution time per discipline. :param bool do_sum: sum over disciplines (default: True) :return: execution time :rtype: list(float) or float """ exec_time = [discipline.exec_time for discipline in self.scenario.disciplines] if do_sum: exec_time = sum(exec_time) return exec_time
@property def n_calls_top_level(self): """Get number of top level disciplinary calls per discipline. :return: number of top level disciplinary calls per discipline :rtype: list(int) or int """ disciplines = self.scenario.formulation.get_top_level_disc() n_calls = { discipline.n_calls for discipline in disciplines} return n_calls @property def n_calls_linearize_top_level(self): """Get number of top level disciplinary calls per discipline. :return: number of top level disciplinary calls per discipline :rtype: list(int) or int """ disciplines = self.scenario.formulation.get_top_level_disc() n_calls = { discipline.n_calls_linearize for discipline in disciplines } return n_calls @property def n_calls(self): """Get number of disciplinary calls per discipline. :return: number of disciplinary calls per discipline :rtype: list(int) or int """ n_calls = { discipline.n_calls for discipline in self.scenario.disciplines } return n_calls @property def n_calls_linearize(self): """Get number of disciplinary calls per discipline. :return: number of disciplinary calls per discipline :rtype: list(int) or int """ tmp = { discipline.n_calls_linearize for discipline in self.scenario.disciplines } return tmp @property def status(self): """Get the status of the scenario.""" return self.scenario.optimization_result.status @property def is_feasible(self): """Get the feasibility property of the scenario.""" return self.scenario.optimization_result.is_feasible