Data Driven Surrogate Based Optimization in the Problem Solving Environment WBCSim

Large scale, multidisciplinary, engineering designs are always difficult due to the complexity and dimensionality of these problems. Direct coupling between the analysis codes and the optimization routines can be prohibitively time consuming due to the complexity of the underlying simulation codes. One way of tackling this problem is by constructing computationally cheap(er) approximations of the expensive simulations, that mimic the behavior of the simulation model as closely as possible. This paper presents a data driven, surrogate based optimization algorithm that uses a trust region based sequential approximate optimization (SAO) framework and a statistical sampling approach based on design of experiment (DOE) arrays. The algorithm is implemented using techniques from two packages—SURFPACK and SHEPPACK that provide a collection of approximation algorithms to build the surrogates and three different DOE techniques—full factorial (FF), Latin hypercube sampling (LHS), and central composite design (CCD)—are used to train the surrogates. The results are compared with the optimization results obtained by directly coupling an optimizer with the simulation code. The biggest concern in using the SAO framework based on statistical sampling is the generation of the required database. As the number of design variables grows, the computational cost of generating the required database grows rapidly. A data driven approach is proposed to tackle this situation, where the trick is to run the expensive simulation if and only if a nearby data point does not exist in the cumulatively growing database. Over time the database matures and is enriched as more and more optimizations are performed. Results show that the proposed methodology dramatically reduces the total number of calls to the expensive simulation runs during the optimization process

A Collection of Challenging Optimization Problems in Science, Engineering and Economics

Function optimization and finding simultaneous solutions of a system of nonlinear equations (SNE) are two closely related and important optimization problems. However, unlike in the case of function optimization in which one is required to find the global minimum and sometimes local minima, a database of challenging SNEs where one is required to find stationary points (extrama and saddle points) is not readily available. In this article, we initiate building such a database of important SNE (which also includes related function optimization problems), arising from Science, Engineering and Economics. After providing a short review of the most commonly used mathematical and computational approaches to find solutions of such systems, we provide a preliminary list of challenging problems by writing the Mathematical formulation down, briefly explaning the origin and importance of the problem and giving a short account on the currently known results, for each of the problems. We anticipate that this database will not only help benchmarking novel numerical methods for solving SNEs and function optimization problems but also will help advancing the corresponding research areas.Comment: Accepted as an invited contribution to the special session on Evolutionary Computation for Nonlinear Equation Systems at the 2015 IEEE Congress on Evolutionary Computation (at Sendai International Center, Sendai, Japan, from 25th to 28th May, 2015.

Algebraic optimization of recursive queries

Over the past few years, much attention has been paid to deductive databases. They offer a logic-based interface, and allow formulation of complex recursive queries. However, they do not offer appropriate update facilities, and do not support existing applications. To overcome these problems an SQL-like interface is required besides a logic-based interface.\ud \ud In the PRISMA project we have developed a tightly-coupled distributed database, on a multiprocessor machine, with two user interfaces: SQL and PRISMAlog. Query optimization is localized in one component: the relational query optimizer. Therefore, we have defined an eXtended Relational Algebra that allows recursive query formulation and can also be used for expressing executable schedules, and we have developed algebraic optimization strategies for recursive queries. In this paper we describe an optimization strategy that rewrites regular (in the context of formal grammars) mutually recursive queries into standard Relational Algebra and transitive closure operations. We also describe how to push selections into the resulting transitive closure operations.\ud \ud The reason we focus on algebraic optimization is that, in our opinion, the new generation of advanced database systems will be built starting from existing state-of-the-art relational technology, instead of building a completely new class of systems

Optimization principle database server MySQL database

Дослідження принципів оптимізації баз даних та побудова системи, яка продемонструє потенціали апаратної частини сервера баз даних під керуванням системи управління базами даних MySQL.Research database optimization principles and building a system that will demonstrate the potential of the hardware database server running a database management system MySQL