The Optimal Uncertainty Algorithm in the Mystic Framework

We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ results. In particular, this framework does not implicitly impose inappropriate assumptions nor does it repudiate relevant information. This framework, which we call Optimal Uncertainty Quantification (OUQ), is based on the observation that given a set of assumptions and information, there exist bounds on uncertainties obtained as values of optimization problems and that these bounds are optimal. It provides a uniform environment for the optimal solution of the problems of validation, certification, experimental design, reduced order modeling, prediction, extrapolation, all under aleatoric and epistemic uncertainties. OUQ optimization problems are extremely large, and even though under general conditions they have finite-dimensional reductions, they must often be solved numerically. This general algorithmic framework for OUQ has been implemented in the mystic optimization framework. We describe this implementation, and demonstrate its use in the context of the Caltech surrogate model for hypervelocity impact

Insight into High-quality Aerodynamic Design Spaces through Multi-objective Optimization

An approach to support the computational aerodynamic design process is presented and demonstrated through the application of a novel multi-objective variant of the Tabu Search optimization algorithm for continuous problems to the aerodynamic design optimization of turbomachinery blades. The aim is to improve the performance of a specific stage and ultimately of the whole engine. The integrated system developed for this purpose is described. This combines the optimizer with an existing geometry parameterization scheme and a well- established CFD package. The system’s performance is illustrated through case studies – one two-dimensional, one three-dimensional – in which flow characteristics important to the overall performance of turbomachinery blades are optimized. By showing the designer the trade-off surfaces between the competing objectives, this approach provides considerable insight into the design space under consideration and presents the designer with a range of different Pareto-optimal designs for further consideration. Special emphasis is given to the dimensionality in objective function space of the optimization problem, which seeks designs that perform well for a range of flow performance metrics. The resulting compressor blades achieve their high performance by exploiting complicated physical mechanisms successfully identified through the design process. The system can readily be run on parallel computers, substantially reducing wall-clock run times – a significant benefit when tackling computationally demanding design problems. Overall optimal performance is offered by compromise designs on the Pareto trade-off surface revealed through a true multi-objective design optimization test case. Bearing in mind the continuing rapid advances in computing power and the benefits discussed, this approach brings the adoption of such techniques in real-world engineering design practice a ste

Using Parameterized Black-Box Priors to Scale Up Model-Based Policy Search for Robotics

The most data-efficient algorithms for reinforcement learning in robotics are model-based policy search algorithms, which alternate between learning a dynamical model of the robot and optimizing a policy to maximize the expected return given the model and its uncertainties. Among the few proposed approaches, the recently introduced Black-DROPS algorithm exploits a black-box optimization algorithm to achieve both high data-efficiency and good computation times when several cores are used; nevertheless, like all model-based policy search approaches, Black-DROPS does not scale to high dimensional state/action spaces. In this paper, we introduce a new model learning procedure in Black-DROPS that leverages parameterized black-box priors to (1) scale up to high-dimensional systems, and (2) be robust to large inaccuracies of the prior information. We demonstrate the effectiveness of our approach with the "pendubot" swing-up task in simulation and with a physical hexapod robot (48D state space, 18D action space) that has to walk forward as fast as possible. The results show that our new algorithm is more data-efficient than previous model-based policy search algorithms (with and without priors) and that it can allow a physical 6-legged robot to learn new gaits in only 16 to 30 seconds of interaction time.Comment: Accepted at ICRA 2018; 8 pages, 4 figures, 2 algorithms, 1 table; Video at https://youtu.be/HFkZkhGGzTo ; Spotlight ICRA presentation at https://youtu.be/_MZYDhfWeL

Two-Stage Eagle Strategy with Differential Evolution

Efficiency of an optimization process is largely determined by the search algorithm and its fundamental characteristics. In a given optimization, a single type of algorithm is used in most applications. In this paper, we will investigate the Eagle Strategy recently developed for global optimization, which uses a two-stage strategy by combing two different algorithms to improve the overall search efficiency. We will discuss this strategy with differential evolution and then evaluate their performance by solving real-world optimization problems such as pressure vessel and speed reducer design. Results suggest that we can reduce the computing effort by a factor of up to 10 in many applications

An incremental approach to the solution of global trajectory optimization problems

This paper presents an incremental approach to the solution of multiple gravity assist trajectories (MGA) with deep space maneuvers. The whole problem is decomposed in sub-problems that are solved incrementally. The solution of each sub-problem leads to a progressive reduction of the search space. Unlike other similar methods, the search for solutions of each sub-problem is performed through a stochastic approach. The resulting set of disconnected boxes is transformed into a connected collection of boxes through an affine transformation. For MGA problems, the incremental approach increases both the efficiency and reliability of the optimization process. Two relevant examples will illustrate the effectiveness of the proposed method