scholarly journals sMF-BO-2CoGP: A Sequential Multi-Fidelity Constrained Bayesian Optimization Framework for Design Applications

Author(s):  
Anh Tran ◽  
Tim Wildey ◽  
Scott McCann

Abstract Bayesian optimization (BO) is an efiective surrogate-based method that has been widely used to optimize simulation-based applications. While the traditional Bayesian optimization approach only applies to single-fidelity models, many realistic applications provide multiple levels of fidelity with various computational complexity and predictive capability. In this work, we propose a multi-fidelity Bayesian optimization method for design applications with both known and unknown constraints. The proposed framework, called sMF-BO-2CoGP, is built on a multi-level CoKriging method to predict the objective function. An external binary classifier, which we approximate using a separate CoKriging model, is used to distinguish between feasible and infeasible regions. The sMF-BO-2CoGP method is demonstrated using a series of analytical examples, and a fiip-chip application for design optimization to minimize the deformation due to warping under thermal loading conditions.

Author(s):  
Anh Tran ◽  
Tim Wildey ◽  
Scott McCann

Abstract Bayesian optimization is an effective surrogate-based optimization method that has been widely used for simulation-based applications. However, the traditional Bayesian optimization (BO) method is only applicable to single-fidelity applications, whereas multiple levels of fidelity exist in reality. In this work, we propose a bi-fidelity known/unknown constrained Bayesian optimization method for design applications. The proposed framework, called sBF-BO-2CoGP, is built on a two-level CoKriging method to predict the objective function. An external binary classifier, which is also another CoKriging model, is used to distinguish between feasible and infeasible regions. The sBF-BO-2CoGP method is demonstrated using a numerical example and a flip-chip application for design optimization to minimize the warpage deformation under thermal loading conditions.


Author(s):  
Mark G. Turner ◽  
Kevin Park ◽  
Kiran Siddappaji ◽  
Soumitr Dey ◽  
David P. Gutzwiller ◽  
...  

A multidisciplinary optimization framework is presented for turbomachinery that looks at weight and efficiency as multiple objective functions. Both the blades and disks are considered in a multi-level optimization approach. An axisymmetric solver with loss models is used for the flowpath and blade design, and optimized disks are created at each step of the process. Constraints include temperature dependent strength requirements for many common materials. The other constraint limits the work done by the component. A genetic algorithm is used to find the pareto front for the multi-objective functions. Optimization of the 10 stage GE EEE compressor is presented to demonstrate the framework. Detailed parameter based CAD models are also produced so these can be used as a starting point for higher fidelity optimization.


2020 ◽  
Vol 20 (14) ◽  
pp. 1389-1402 ◽  
Author(s):  
Maja Zivkovic ◽  
Marko Zlatanovic ◽  
Nevena Zlatanovic ◽  
Mladjan Golubović ◽  
Aleksandar M. Veselinović

In recent years, one of the promising approaches in the QSAR modeling Monte Carlo optimization approach as conformation independent method, has emerged. Monte Carlo optimization has proven to be a valuable tool in chemoinformatics, and this review presents its application in drug discovery and design. In this review, the basic principles and important features of these methods are discussed as well as the advantages of conformation independent optimal descriptors developed from the molecular graph and the Simplified Molecular Input Line Entry System (SMILES) notation compared to commonly used descriptors in QSAR modeling. This review presents the summary of obtained results from Monte Carlo optimization-based QSAR modeling with the further addition of molecular docking studies applied for various pharmacologically important endpoints. SMILES notation based optimal descriptors, defined as molecular fragments, identified as main contributors to the increase/ decrease of biological activity, which are used further to design compounds with targeted activity based on computer calculation, are presented. In this mini-review, research papers in which molecular docking was applied as an additional method to design molecules to validate their activity further, are summarized. These papers present a very good correlation among results obtained from Monte Carlo optimization modeling and molecular docking studies.


2020 ◽  
Vol 34 (2) ◽  
pp. 109-124
Author(s):  
Megan F. Hess ◽  
Andrew M. Hess

SYNOPSIS In this study, we investigate the relation between accounting failure and innovation at multiple levels in an organization by developing and testing a model for how top executives and functional managers might change their risk preferences and their innovation investments in response to public disclosures of financial misconduct. At the firm level, we find that accounting failures reduce subsequent investments in R&D, as predicted by a threat rigidity (“play it safe”) psychological response among top executives. At the project level, accounting failures have the opposite effect, resulting in an increase in the number of exploratory projects, as predicted by a failure trap (“swing for the fences”) psychological response among functional managers. Unpacking this relation at multiple levels of analysis helps us to understand the complex ways in which financial misconduct shapes a firm's innovation activities and appreciate the far-reaching consequences of accounting failure.


2021 ◽  
pp. 027836492110333
Author(s):  
Gilhyun Ryou ◽  
Ezra Tal ◽  
Sertac Karaman

We consider the problem of generating a time-optimal quadrotor trajectory for highly maneuverable vehicles, such as quadrotor aircraft. The problem is challenging because the optimal trajectory is located on the boundary of the set of dynamically feasible trajectories. This boundary is hard to model as it involves limitations of the entire system, including complex aerodynamic and electromechanical phenomena, in agile high-speed flight. In this work, we propose a multi-fidelity Bayesian optimization framework that models the feasibility constraints based on analytical approximation, numerical simulation, and real-world flight experiments. By combining evaluations at different fidelities, trajectory time is optimized while the number of costly flight experiments is kept to a minimum. The algorithm is thoroughly evaluated for the trajectory generation problem in two different scenarios: (1) connecting predetermined waypoints; (2) planning in obstacle-rich environments. For each scenario, we conduct both simulation and real-world flight experiments at speeds up to 11 m/s. Resulting trajectories were found to be significantly faster than those obtained through minimum-snap trajectory planning.


Water ◽  
2021 ◽  
Vol 13 (7) ◽  
pp. 934
Author(s):  
Mariacrocetta Sambito ◽  
Gabriele Freni

In the urban drainage sector, the problem of polluting discharges in sewers may act on the proper functioning of the sewer system, on the wastewater treatment plant reliability and on the receiving water body preservation. Therefore, the implementation of a chemical monitoring network is necessary to promptly detect and contain the event of contamination. Sensor location is usually an optimization exercise that is based on probabilistic or black-box methods and their efficiency is usually dependent on the initial assumption made on possible eligibility of nodes to become a monitoring point. It is a common practice to establish an initial non-informative assumption by considering all network nodes to have equal possibilities to allocate a sensor. In the present study, such a common approach is compared with different initial strategies to pre-screen eligible nodes as a function of topological and hydraulic information, and non-formal 'grey' information on the most probable locations of the contamination source. Such strategies were previously compared for conservative xenobiotic contaminations and now they are compared for a more difficult identification exercise: the detection of nonconservative immanent contaminants. The strategies are applied to a Bayesian optimization approach that demonstrated to be efficient in contamination source location. The case study is the literature network of the Storm Water Management Model (SWMM) manual, Example 8. The results show that the pre-screening and ‘grey’ information are able to reduce the computational effort needed to obtain the optimal solution or, with equal computational effort, to improve location efficiency. The nature of the contamination is highly relevant, affecting monitoring efficiency, sensor location and computational efforts to reach optimality.


Author(s):  
Matthias Grot ◽  
Tristan Becker ◽  
Pia Mareike Steenweg ◽  
Brigitte Werners

AbstractIn order to allocate limited resources in emergency medical services (EMS) networks, mathematical models are used to select sites and their capacities. Many existing standard models are based on simplifying assumptions, including site independency and a similar system-wide busyness of ambulances. In practice, when a site is busy, a call is forwarded to another site. Thus, the busyness of each site depends not only on the rate of calls in the surrounding area, but also on interactions with other facilities. If the demand varies across the urban area, assuming an average system-wide server busy fraction may lead to an overestimation of the actual coverage. We show that site interdependencies can be integrated into the well-known Maximum Expected Covering Location Problem (MEXCLP) by introducing an upper bound for the busyness of each site. We apply our new mathematical formulation to the case of a local EMS provider. To evaluate the solution quality, we use a discrete event simulation based on anonymized real-world call data. Results of our simulation-optimization approach indicate that the coverage can be improved in most cases by taking site interdependencies into account, leading to an improved ambulance allocation and a faster emergency care.


Algorithms ◽  
2021 ◽  
Vol 14 (6) ◽  
pp. 163
Author(s):  
Yaru Li ◽  
Yulai Zhang ◽  
Yongping Cai

The selection of the hyper-parameters plays a critical role in the task of prediction based on the recurrent neural networks (RNN). Traditionally, the hyper-parameters of the machine learning models are selected by simulations as well as human experiences. In recent years, multiple algorithms based on Bayesian optimization (BO) are developed to determine the optimal values of the hyper-parameters. In most of these methods, gradients are required to be calculated. In this work, the particle swarm optimization (PSO) is used under the BO framework to develop a new method for hyper-parameter optimization. The proposed algorithm (BO-PSO) is free of gradient calculation and the particles can be optimized in parallel naturally. So the computational complexity can be effectively reduced which means better hyper-parameters can be obtained under the same amount of calculation. Experiments are done on real world power load data,where the proposed method outperforms the existing state-of-the-art algorithms,BO with limit-BFGS-bound (BO-L-BFGS-B) and BO with truncated-newton (BO-TNC),in terms of the prediction accuracy. The errors of the prediction result in different models show that BO-PSO is an effective hyper-parameter optimization method.


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