GPflowOpt: A Bayesian Optimization Library using TensorFlow

A novel Python framework for Bayesian optimization known as GPflowOpt is introduced. The package is based on the popular GPflow library for Gaussian processes, leveraging the benefits of TensorFlow including automatic differentiation, parallelization and GPU computations for Bayesian optimization. Design goals focus on a framework that is easy to extend with custom acquisition functions and models. The framework is thoroughly tested and well documented, and provides scalability. The current released version of GPflowOpt includes some standard single-objective acquisition functions, the state-of-the-art max-value entropy search, as well as a Bayesian multi-objective approach. Finally, it permits easy use of custom modeling strategies implemented in GPflow

Multiobjective optimization for multiproduct batch plant design under economic and environmental considerations

This work deals with the multicriteria cost–environment design of multiproduct batch plants, where the design variables are the size of the equipment items as well as the operating conditions. The case study is a multiproduct batch plant for the production of four recombinant proteins. Given the important combinatorial aspect of the problem, the approach used consists in coupling a stochastic algorithm, indeed a genetic algorithm (GA) with a discrete-event simulator (DES). Another incentive to use this kind of optimization method is that, there is no easy way of calculating derivatives of the objective functions, which then discards gradient optimization methods. To take into account the conflicting situations that may be encountered at the earliest stage of batch plant design, i.e. compromise situations between cost and environmental consideration, a multiobjective genetic algorithm (MOGA) was developed with a Pareto optimal ranking method. The results show how the methodology can be used to find a range of trade-off solutions for optimizing batch plant design

Gear optimization

The use of formal numerical optimization methods for the design of gears is investigated. To achieve this, computer codes were developed for the analysis of spur gears and spiral bevel gears. These codes calculate the life, dynamic load, bending strength, surface durability, gear weight and size, and various geometric parameters. It is necessary to calculate all such important responses because they all represent competing requirements in the design process. The codes developed here were written in subroutine form and coupled to the COPES/ADS general purpose optimization program. This code allows the user to define the optimization problem at the time of program execution. Typical design variables include face width, number of teeth and diametral pitch. The user is free to choose any calculated response as the design objective to minimize or maximize and may impose lower and upper bounds on any calculated responses. Typical examples include life maximization with limits on dynamic load, stress, weight, etc. or minimization of weight subject to limits on life, dynamic load, etc. The research codes were written in modular form for easy expansion and so that they could be combined to create a multiple reduction optimization capability in future

Designing cost-sharing methods for Bayesian games

We study the design of cost-sharing protocols for two fundamental resource allocation problems, the Set Cover and the Steiner Tree Problem, under environments of incomplete information (Bayesian model). Our objective is to design protocols where the worst-case Bayesian Nash equilibria, have low cost, i.e. the Bayesian Price of Anarchy (PoA) is minimized. Although budget balance is a very natural requirement, it puts considerable restrictions on the design space, resulting in high PoA. We propose an alternative, relaxed requirement called budget balance in the equilibrium (BBiE).We show an interesting connection between algorithms for Oblivious Stochastic optimization problems and cost-sharing design with low PoA. We exploit this connection for both problems and we enforce approximate solutions of the stochastic problem, as Bayesian Nash equilibria, with the same guarantees on the PoA. More interestingly, we show how to obtain the same bounds on the PoA, by using anonymous posted prices which are desirable because they are easy to implement and, as we show, induce dominant strategies for the players