Analytical test case # 3

In this example, we consider a simple optimization problem to illustrate algorithms interfaces and DOE libraries integration. Integer variables are used

Imports

from __future__ import annotations

from numpy import sum as np_sum

from gemseo import configure_logger
from gemseo import execute_post
from gemseo.algos.design_space import DesignSpace
from gemseo.algos.doe.doe_factory import DOEFactory
from gemseo.algos.opt_problem import OptimizationProblem
from gemseo.core.mdofunctions.mdo_function import MDOFunction

LOGGER = configure_logger()

Define the objective function

We define the objective function \(f(x)=\sum_{i=1}^dx_i\) using an MDOFunction.

objective = MDOFunction(np_sum, name="f", expr="sum(x)")

Define the design space

Then, we define the DesignSpace with GEMSEO.

design_space = DesignSpace()
design_space.add_variable("x", 2, l_b=-5, u_b=5, var_type="integer")

Define the optimization problem

Then, we define the OptimizationProblem with GEMSEO.

problem = OptimizationProblem(design_space)
problem.objective = objective

Solve the optimization problem using a DOE algorithm

We can see this optimization problem as a trade-off and solve it by means of a design of experiments (DOE), e.g. full factorial design

DOEFactory().execute(problem, "fullfact", n_samples=11**2)
INFO - 14:16:15: Optimization problem:
INFO - 14:16:15:    minimize f = sum(x)
INFO - 14:16:15:    with respect to x
INFO - 14:16:15:    over the design space:
INFO - 14:16:15:       +------+-------------+-------+-------------+---------+
INFO - 14:16:15:       | Name | Lower bound | Value | Upper bound | Type    |
INFO - 14:16:15:       +------+-------------+-------+-------------+---------+
INFO - 14:16:15:       | x[0] |      -5     |  None |      5      | integer |
INFO - 14:16:15:       | x[1] |      -5     |  None |      5      | integer |
INFO - 14:16:15:       +------+-------------+-------+-------------+---------+
INFO - 14:16:15: Solving optimization problem with algorithm fullfact:
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INFO - 14:16:15:    100%|██████████| 121/121 [00:00<00:00, 3349.18 it/sec, obj=10]
INFO - 14:16:15: Optimization result:
INFO - 14:16:15:    Optimizer info:
INFO - 14:16:15:       Status: None
INFO - 14:16:15:       Message: None
INFO - 14:16:15:       Number of calls to the objective function by the optimizer: 121
INFO - 14:16:15:    Solution:
INFO - 14:16:15:       Objective: -10.0
INFO - 14:16:15:       Design space:
INFO - 14:16:15:          +------+-------------+-------+-------------+---------+
INFO - 14:16:15:          | Name | Lower bound | Value | Upper bound | Type    |
INFO - 14:16:15:          +------+-------------+-------+-------------+---------+
INFO - 14:16:15:          | x[0] |      -5     |   -5  |      5      | integer |
INFO - 14:16:15:          | x[1] |      -5     |   -5  |      5      | integer |
INFO - 14:16:15:          +------+-------------+-------+-------------+---------+
Optimization result:
  • Design variables: [-5. -5.]
  • Objective function: -10.0
  • Feasible solution: True


Post-process the results

execute_post(
    problem,
    "ScatterPlotMatrix",
    variable_names=["x", "f"],
    save=False,
    show=True,
)
plot simple opt 3
<gemseo.post.scatter_mat.ScatterPlotMatrix object at 0x7f00d44703d0>

Note that you can get all the optimization algorithms names:

DOEFactory().algorithms
['CustomDOE', 'DiagonalDOE', 'OT_SOBOL', 'OT_RANDOM', 'OT_HASELGROVE', 'OT_REVERSE_HALTON', 'OT_HALTON', 'OT_FAURE', 'OT_MONTE_CARLO', 'OT_FACTORIAL', 'OT_COMPOSITE', 'OT_AXIAL', 'OT_OPT_LHS', 'OT_LHS', 'OT_LHSC', 'OT_FULLFACT', 'OT_SOBOL_INDICES', 'fullfact', 'ff2n', 'pbdesign', 'bbdesign', 'ccdesign', 'lhs', 'Halton', 'LHS', 'MC', 'PoissonDisk', 'Sobol']

Total running time of the script: (0 minutes 0.731 seconds)

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