いわて駐在研究日誌2。

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Blanin問題(単一目的関数、多峰性、制約条件なし)

Blanin問題

http://www-optima.amp.i.kyoto-u.ac.jp/member/student/hedar/Hedar_files/TestGO_files/Page913.htm

をDakotaのSOGAとSBO(Surrogate Based Optimaization (Kriging))でやってみた。poulation とかgeneration とかはそろえてある。

計算結果は下記のとおりで、SBOのほうが圧倒的に速い。ただし、流体解析を組合せた場合はどうなるのかこれから検証しないといけない。

 

SOGA

>>>>> soga: post-run phase.
<<<<< Function evaluation summary: 835 total (835 new, 0 duplicate)
         obj_fn: 835 val (835 n, 0 d), 0 grad (0 n, 0 d), 0 Hess (0 n, 0 d)
<<<<< Best parameters          =
                     -3.2251838447e+00 x1
                      1.2234689303e+01 x2
<<<<< Best objective function  =
                      4.9002902766e-01
<<<<< Best data captured at function evaluation 26


<<<<< Iterator soga completed.
<<<<< Environment execution completed.
DAKOTA execution time in seconds:
  Total CPU        =       0.61 [parent =   0.611907, child =  -0.001907]
  Total wall clock =    103.548

SBO

>>>>> surrogate_based_global: post-run phase.
<<<<< Function evaluation summary (APPROX_INTERFACE): 6328 total (6328 new, 0 duplicate)
         obj_fn: 6328 val (6328 n, 0 d), 0 grad (0 n, 0 d), 0 Hess (0 n, 0 d)
<<<<< Function evaluation summary: 105 total (105 new, 0 duplicate)
         obj_fn: 105 val (105 n, 0 d), 0 grad (0 n, 0 d), 0 Hess (0 n, 0 d)
<<<<< Best parameters          =
                      9.3747568430e+00 x1
                      2.4445742729e+00 x2
<<<<< Best objective function  =
                      4.1002862086e-01
<<<<< Best data captured at function evaluation 105


<<<<< Iterator surrogate_based_global completed.
<<<<< Environment execution completed.
DAKOTA execution time in seconds:
  Total CPU        =       0.87 [parent =   0.867868, child =   0.002132]
  Total wall clock =    14.2522