Tutorials¶
This section walks through a few examples of running OUU.
The files for these tutorials are located in: examples/tutorial_files/OUU
Note
The examples/ directory refers to the location where the FOQUS examples were installed, as described in Install FOQUS Examples.
Example 1: OUU with Discrete Uncertain Parameters Only¶
This example has only discrete uncertain parameters and the objective function is computed from the mean estimation with the scenarios from a sample file.
- Start FOQUS and click the ‘OUU’ icon.
- Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
- Under ‘Variables’, set variable \(1-4\) as \(Z_1\), variable \(5-8\) as \(Z_2\), and variable \(9-12\) as \(Z_3\).
- Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
- Under ‘UQ Setup’ and ‘Discrete Random Variables’, browse the examples/OUU/ directory and load the ex1_x3sample.smp sample file (see Figure [fig:ouu_ex1]).
- Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.
Example 2: OUU with Continuous Uncertain Parameters Only¶
This example has only continuous uncertain parameters and the objective function is computed from the mean estimation with a Latin hypercube sample of size \(200\) for \(Z_4\).
- Start FOQUS and click the ‘OUU’ icon.
- Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
- Under ‘Variables’, set variable \(1-4\) as \(Z_1\), variable \(5-8\) as \(Z_2\), and variable \(9-12\) as \(Z_4\).
- Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for \(Z_4\)’, set ‘Sample Scheme’ to ‘Latin Hypercube’ and set sample size to \(200\) (see Figure [fig:ouu_ex2]).
- Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.
Example 3: OUU with Continuous Uncertain Parameters and Response Surface¶
This example is similar to Example 2 except that response surfaces will be used on the \(Z_4\) sample (that is, the \(Z_4\) sample will be used to construct response surfaces and the means will be estimated from a large sample evaluated on the response surfaces).
- Start FOQUS and click the ‘OUU’ icon.
- Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
- Under ‘Variables’, set variable \(1-4\) as \(Z_1\), variable \(5-8\) as \(Z_2\), and variable \(9-12\) as \(Z_4\).
- Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for \(Z_4\)’, set ‘Sample Scheme’ to ‘Latin Hypercube’ and set sample size to \(200\).
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, check the ‘Use Response Surface’ box (see Figure [fig:ouu_ex2]).
- Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.
Example 4: OUU with Discrete and Continuous Uncertain Parameters¶
This example has both discrete and continuous parameters. The discrete scenarios will be loaded from a sample file. A Latin hypercube sample will be generated for the continuous variables.
- Start FOQUS and click the ‘OUU’ icon.
- Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
- Under ‘Variables’, set variable \(1-4\) as \(Z_1\), variable \(5-8\) as \(Z_2\), variable \(9\) as \(Z_3\), and variable \(10-12\) as \(Z_4\).
- Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
- Under ‘UQ Setup’ and ‘Discrete Random Variables’, browse the examples/OUU/ directory and load the ex456_x3sample.smp sample file.
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for \(Z_4\)’, set ‘Sample Scheme’ to Latin hypercube and set ‘Sample Size’ to \(100\).
- Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.
Example 5: OUU with Mixed Uncertain Parameters and Response Surface¶
This example is similar to Example 4 except that response surfaces will be used to estimate the means for the continuous uncertain variables.
- Start FOQUS and click the ‘OUU’ icon.
- Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
- Under ‘Variables’, set variable \(1-4\) as \(Z_1\), variable \(5-8\) as \(Z_2\), variable \(9\) as \(Z_3\), and variable \(10-12\) as \(Z_4\).
- Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
- Under ‘UQ Setup’ and ‘Discrete Random Variables’, browse the examples/OUU/ directory and load the ex456_x3sample.smp sample file.
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for \(Z_4\)’, set ‘Sample Scheme’ to Latin hypercube and set ‘Sample Size’ to \(100\).
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, check the ‘Use Response Surface’ box.
- Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.
Example 6: OUU with User-provided Samples and Response Surface¶
This example is similar to Example 4 except that a sample for \(Z_4\) will be used (instead of the Latin hypercube sample generated internally).
- Start FOQUS and click the ‘OUU’ icon.
- Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
- Under ‘Variables’, set variable \(1-4\) as \(Z_1\), variable \(5-8\) as \(Z_2\), variable \(9\) as \(Z_3\), and variable \(10-12\) as \(Z_4\).
- Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
- Under ‘UQ Setup’ and ‘Discrete Random Variables’, browse the examples/OUU/ directory and load the ex456_x3sample.smp sample file.
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, check ‘Load existing sample for \(Z_4\)’ and load the \(Z_4\) sample examples/OUU/ex6_x4sample.smp.
- Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.
Example 7: OUU with Large User-provided Samples and Response Surface¶
This example is similar to Example 5 except that a sample for \(Z_4\) is provided (instead of generated internally).
- Start FOQUS and click the ‘OUU’ icon.
- Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
- Under ‘Variables’, set variable \(1-4\) as \(Z_1\), variable \(5-8\) as \(Z_2\), and variable \(9-12\) as \(Z_4\).
- Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, check ‘Load existing sample for \(Z_4\)’ and load the \(Z_4\) sample examples/OUU/ex7_x4sample.smp (\(10000\) sample points).
- Under ‘UQ Setup’ and ‘Continuous Random Variables’, check ‘Use Response Surface’ and set ‘Sample Size’ to \(100\).
- Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.