Sensitivity of Kursawe Functions

This tutorial allows you to perform a sensitivity analysis of the Kursawe functions.

Task Description

This tutorial demonstrates how to do the following:

  • Define the Design of Experiment (DOE) scheme

  • Perform a sensitivity analysis including Metamodel of Optimal Prognosis (MOP)

  • Extend the data base by the adaptive MOP

  • Remove outliers and rebuild the MOP

The Kursawe Functions

Objective function one has one dominant global optimum. Objective function two has four local optima.

Prerequisites

You must complete the Process Integration of Kursawe Functions tutorial before starting this one.

Tutorial Steps

Opening the Kursawe Process Integration Project

  1. Start optiSLang.

  2. From the Start screen, click Open.

  3. Browse to the location of the Kursawe process integration project you created in the previous tutorial and click Open.

Completing the Sensitivity Wizard

  1. From the Wizards pane, drag the Sensitivity wizard to the kursawe system and let it drop.

  2. Do not adjust the values in the Parametrize Inputs table.

  3. Click Next.

  4. Drag kursawe1 to the Constraint Less icon.

    The new criterion appears in the Criteria table.

  5. Change the kursawe1 Limit field to -14.5.

  6. Drag kursawe2 to the Objective Minimize icon.

    The new criterion appears in the Criteria table.

  7. Click Next.

  8. Select the Space filling Latin Hypercube Sampling method.

  9. Click Next.

  10. Do not adjust the current postprocessing settings.

  11. Click Finish.

    The sensitivity flow is displayed on the Scenery pane.

Running the Sensitivity Analysis

  1. To save the project, click  .

  2. To start the sensitivity analysis, click  .

    The bar on top of the sensitivity system displays the progress of the analysis. The message log displays the sequence of events.

Viewing the Postprocessing Results

  • To open the postprocessing results, double-click Postprocessing.

    The postprocessing shows a 3D-subspace-plot of the approximation function depending on the two most important parameters.

    Function one is approximated very well.

    Function two has law prognosis quality due to strong nonlinearities, but general behavior and local optima can be represented sufficiently.

    The approximation quality in terms of the Coefficient of Prognosis is shown together with the variance contribution of the single variables.

    Function one is mainly influenced by x_2.

    Function two is equally influenced by all three variables.

Adding an Adaptive Metamodel of Optimal Prognosis System

  1. To increase the data set, drag and drop the sensitivity wizard onto the head of the Sensitivity system.

  2. Leave the sampling method settings at the default and click Next.

  3. Leave the additional optional settings at the default and click Finish.

    An AMOP system is displayed on the Scenery pane.

    The designs of the first sensitivity system are automatically considered as start designs for the following AMOP using a slot connection.

Configuring AMOP Settings

  1. Double-click the AMOP system to open the settings.

  2. On the Adaption tab, select the Show advanced settings check box.

  3. In the Target CoP field, enter 0.99 (set target to 99%).

  4. To save and close the settings, click OK.

Running the Project and Viewing AMOP Postprocessing

  1. To save the project, click  .

  2. To run the project, click  .

    The AMOP postprocessing is displayed. You can observe:

    kursawe1

    • The Coefficient of Prognosis was increased to 98% in 3 iterations

    • The influence of the individual parameters was changed

    • The AMOP stopped by reaching the maximum number of iterations

    kursawe2

    • The Coefficient of Prognosis was increased to 84% in 3 iterations

    • The influence of the individual parameters was changed slightly

    • The AMOP stopped by reaching the maximum number of iterations

Deactivating Outliers

The residual plot shows the predicted values (from cross validation) versus the original data values by indicating lower and upper error bounds. Error bounds are obtained from the standard deviation of the error values multiplied with the user defined sigma level. Samples outside the error bounds may be possible outliers.

To deactivate outliers:

  1. Select outliers in the residual plot.

  2. Right-click and select Deactivate from the context menu.

  3. To update the MOP directly in the postprocessing, click   Create and update database.