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.mdo.sobieski.core.design_space import SobieskiDesignSpace

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 create the SobieskiDesignSpace.

design_space = SobieskiDesignSpace()

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,
    "y_4",
    design_space,
    formulation_name="MDF",
    maximize_objective=True,
)
scenario.set_differentiation_method()
for constraint in ["g_1", "g_2", "g_3"]:
    scenario.add_constraint(constraint, constraint_type="ineq")
scenario.execute(algo_name="SLSQP", max_iter=10)

WARNING - 02:50:30: Unsupported feature 'minItems' in JSONGrammar 'SobieskiMission_discipline_output' for property 'y_4' in conversion to SimpleGrammar.
WARNING - 02:50:30: Unsupported feature 'maxItems' in JSONGrammar 'SobieskiMission_discipline_output' for property 'y_4' in conversion to SimpleGrammar.
   INFO - 02:50:30:
   INFO - 02:50:30: *** Start MDOScenario execution ***
   INFO - 02:50:30: MDOScenario
   INFO - 02:50:30:    Disciplines: SobieskiAerodynamics SobieskiMission SobieskiPropulsion SobieskiStructure
   INFO - 02:50:30:    MDO formulation: MDF
   INFO - 02:50:30: Optimization problem:
   INFO - 02:50:30:    minimize -y_4(x_shared, x_1, x_2, x_3)
   INFO - 02:50:30:    with respect to x_1, x_2, x_3, x_shared
   INFO - 02:50:30:    subject to constraints:
   INFO - 02:50:30:       g_1(x_shared, x_1, x_2, x_3) <= 0
   INFO - 02:50:30:       g_2(x_shared, x_1, x_2, x_3) <= 0
   INFO - 02:50:30:       g_3(x_shared, x_1, x_2, x_3) <= 0
   INFO - 02:50:30:    over the design space:
   INFO - 02:50:30:       +-------------+-------------+-------+-------------+-------+
   INFO - 02:50:30:       | Name        | Lower bound | Value | Upper bound | Type  |
   INFO - 02:50:30:       +-------------+-------------+-------+-------------+-------+
   INFO - 02:50:30:       | x_shared[0] |     0.01    |  0.05 |     0.09    | float |
   INFO - 02:50:30:       | x_shared[1] |    30000    | 45000 |    60000    | float |
   INFO - 02:50:30:       | x_shared[2] |     1.4     |  1.6  |     1.8     | float |
   INFO - 02:50:30:       | x_shared[3] |     2.5     |  5.5  |     8.5     | float |
   INFO - 02:50:30:       | x_shared[4] |      40     |   55  |      70     | float |
   INFO - 02:50:30:       | x_shared[5] |     500     |  1000 |     1500    | float |
   INFO - 02:50:30:       | x_1[0]      |     0.1     |  0.25 |     0.4     | float |
   INFO - 02:50:30:       | x_1[1]      |     0.75    |   1   |     1.25    | float |
   INFO - 02:50:30:       | x_2         |     0.75    |   1   |     1.25    | float |
   INFO - 02:50:30:       | x_3         |     0.1     |  0.5  |      1      | float |
   INFO - 02:50:30:       +-------------+-------------+-------+-------------+-------+
   INFO - 02:50:30: Solving optimization problem with algorithm SLSQP:
   INFO - 02:50:30:     10%|█         | 1/10 [00:00<00:00, 24.59 it/sec, obj=-536]
   INFO - 02:50:30:     20%|██        | 2/10 [00:00<00:00, 18.81 it/sec, obj=-2.12e+3]
WARNING - 02:50:30: MDAJacobi has reached its maximum number of iterations, but the normalized residual norm 5.741449586530469e-06 is still above the tolerance 1e-06.
   INFO - 02:50:30:     30%|███       | 3/10 [00:00<00:00, 15.48 it/sec, obj=-3.46e+3]
   INFO - 02:50:30:     40%|████      | 4/10 [00:00<00:00, 14.79 it/sec, obj=-3.96e+3]
   INFO - 02:50:30:     50%|█████     | 5/10 [00:00<00:00, 15.09 it/sec, obj=-4.61e+3]
   INFO - 02:50:30:     60%|██████    | 6/10 [00:00<00:00, 16.11 it/sec, obj=-4.5e+3]
   INFO - 02:50:31:     70%|███████   | 7/10 [00:00<00:00, 16.70 it/sec, obj=-4.26e+3]
   INFO - 02:50:31:     80%|████████  | 8/10 [00:00<00:00, 17.17 it/sec, obj=-4.11e+3]
   INFO - 02:50:31:     90%|█████████ | 9/10 [00:00<00:00, 17.55 it/sec, obj=-4.02e+3]
   INFO - 02:50:31:    100%|██████████| 10/10 [00:00<00:00, 17.86 it/sec, obj=-3.99e+3]
   INFO - 02:50:31: Optimization result:
   INFO - 02:50:31:    Optimizer info:
   INFO - 02:50:31:       Status: None
   INFO - 02:50:31:       Message: Maximum number of iterations reached. GEMSEO stopped the driver.
   INFO - 02:50:31:       Number of calls to the objective function by the optimizer: 12
   INFO - 02:50:31:    Solution:
   INFO - 02:50:31:       The solution is feasible.
   INFO - 02:50:31:       Objective: -3463.120411437138
   INFO - 02:50:31:       Standardized constraints:
   INFO - 02:50:31:          g_1 = [-0.01112145 -0.02847064 -0.04049911 -0.04878943 -0.05476349 -0.14014207
   INFO - 02:50:31:  -0.09985793]
   INFO - 02:50:31:          g_2 = -0.0020925663903177405
   INFO - 02:50:31:          g_3 = [-0.71359843 -0.28640157 -0.05926796 -0.183255  ]
   INFO - 02:50:31:       Design space:
   INFO - 02:50:31:          +-------------+-------------+---------------------+-------------+-------+
   INFO - 02:50:31:          | Name        | Lower bound |        Value        | Upper bound | Type  |
   INFO - 02:50:31:          +-------------+-------------+---------------------+-------------+-------+
   INFO - 02:50:31:          | x_shared[0] |     0.01    | 0.05947685840242058 |     0.09    | float |
   INFO - 02:50:31:          | x_shared[1] |    30000    |   59246.692998739   |    60000    | float |
   INFO - 02:50:31:          | x_shared[2] |     1.4     |         1.4         |     1.8     | float |
   INFO - 02:50:31:          | x_shared[3] |     2.5     |   2.64097355362077  |     8.5     | float |
   INFO - 02:50:31:          | x_shared[4] |      40     |  69.32144380869019  |      70     | float |
   INFO - 02:50:31:          | x_shared[5] |     500     |  1478.031626737187  |     1500    | float |
   INFO - 02:50:31:          | x_1[0]      |     0.1     |         0.4         |     0.4     | float |
   INFO - 02:50:31:          | x_1[1]      |     0.75    |  0.7608797907508461 |     1.25    | float |
   INFO - 02:50:31:          | x_2         |     0.75    |  0.7607584987262048 |     1.25    | float |
   INFO - 02:50:31:          | x_3         |     0.1     |  0.1514057659459843 |      1      | float |
   INFO - 02:50:31:          +-------------+-------------+---------------------+-------------+-------+
   INFO - 02:50:31: *** End MDOScenario execution (time: 0:00:00.566015) ***

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(post_name="QuadApprox", function="-y_4", save=False, show=True)

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<gemseo.post.quad_approx.QuadApprox object at 0x7f958a7f0ce0>

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 \(\frac{\partial^2 f}{\partial x_i^2}\).