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Tutorials

This section walks through a few examples of running OUU.

The files for these tutorials are located in: examples/tutorial_files/OUU

Note

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.

OUU Example with Discrete Uncertain Parameters

OUU Example with Discrete Uncertain Parameters
  1. Start FOQUS and click the ‘OUU’ icon.
  2. Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
  3. Under ‘Variables’, set variable 1 − 4 as Z1, variable 5 − 8 as Z2, and variable 9 − 12 as Z3.
  4. Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
  5. 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]).
  6. 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 Z4.

OUU Example with Continuous Uncertain Parameters

OUU Example with Continuous Uncertain Parameters
  1. Start FOQUS and click the ‘OUU’ icon.
  2. Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
  3. Under ‘Variables’, set variable 1 − 4 as Z1, variable 5 − 8 as Z2, and variable 9 − 12 as Z4.
  4. Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
  5. Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for Z4’, set ‘Sample Scheme’ to ‘Latin Hypercube’ and set sample size to 200 (see Figure [fig:ouu_ex2]).
  6. 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 Z4 sample (that is, the Z4 sample will be used to construct response surfaces and the means will be estimated from a large sample evaluated on the response surfaces).

  1. Start FOQUS and click the ‘OUU’ icon.
  2. Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
  3. Under ‘Variables’, set variable 1 − 4 as Z1, variable 5 − 8 as Z2, and variable 9 − 12 as Z4.
  4. Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
  5. Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for Z4’, set ‘Sample Scheme’ to ‘Latin Hypercube’ and set sample size to 200.
  6. Under ‘UQ Setup’ and ‘Continuous Random Variables’, check the ‘Use Response Surface’ box (see Figure [fig:ouu_ex2]).
  7. 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.

  1. Start FOQUS and click the ‘OUU’ icon.
  2. Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
  3. Under ‘Variables’, set variable 1 − 4 as Z1, variable 5 − 8 as Z2, variable 9 as Z3, and variable 10 − 12 as Z4.
  4. Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
  5. Under ‘UQ Setup’ and ‘Discrete Random Variables’, browse the examples/OUU/ directory and load the ex456_x3sample.smp sample file.
  6. Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for Z4’, set ‘Sample Scheme’ to Latin hypercube and set ‘Sample Size’ to 100.
  7. 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.

  1. Start FOQUS and click the ‘OUU’ icon.
  2. Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
  3. Under ‘Variables’, set variable 1 − 4 as Z1, variable 5 − 8 as Z2, variable 9 as Z3, and variable 10 − 12 as Z4.
  4. Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
  5. Under ‘UQ Setup’ and ‘Discrete Random Variables’, browse the examples/OUU/ directory and load the ex456_x3sample.smp sample file.
  6. Under ‘UQ Setup’ and ‘Continuous Random Variables’, select ‘Generate new sample for Z4’, set ‘Sample Scheme’ to Latin hypercube and set ‘Sample Size’ to 100.
  7. Under ‘UQ Setup’ and ‘Continuous Random Variables’, check the ‘Use Response Surface’ box.
  8. 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 Z4 will be used (instead of the Latin hypercube sample generated internally).

  1. Start FOQUS and click the ‘OUU’ icon.
  2. Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
  3. Under ‘Variables’, set variable 1 − 4 as Z1, variable 5 − 8 as Z2, variable 9 as Z3, and variable 10 − 12 as Z4.
  4. Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
  5. Under ‘UQ Setup’ and ‘Discrete Random Variables’, browse the examples/OUU/ directory and load the ex456_x3sample.smp sample file.
  6. Under ‘UQ Setup’ and ‘Continuous Random Variables’, check ‘Load existing sample for Z4’ and load the Z4 sample examples/OUU/ex6_x4sample.smp.
  7. 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 Z4 is provided (instead of generated internally).

  1. Start FOQUS and click the ‘OUU’ icon.
  2. Under ‘Model’, browse and load examples/OUU/ouu_optdriver.in.
  3. Under ‘Variables’, set variable 1 − 4 as Z1, variable 5 − 8 as Z2, and variable 9 − 12 as Z4.
  4. Under ‘Optimization Setup’, select the first objection function (default) and select ‘use model as optimizer’ as the ‘Inner Solver’.
  5. Under ‘UQ Setup’ and ‘Continuous Random Variables’, check ‘Load existing sample for Z4’ and load the Z4 sample examples/OUU/ex7_x4sample.smp (10000 sample points).
  6. Under ‘UQ Setup’ and ‘Continuous Random Variables’, check ‘Use Response Surface’ and set ‘Sample Size’ to 100.
  7. Go to ‘Launch/Progress’ page, click ‘Run OUU’ and see OUU in action.