DOCSLIB.ORG

Parallel Inverse Modeling and Uncertainty Quantification for Computationally Demanding Groundwater-Flow Models Using Covariance Matrix Adaptation

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Parallel Inverse Modeling and Uncertainty Quantification for Computationally Demanding Groundwater-Flow Models Using Covariance Matrix Adaptation Parallel Inverse Modeling and Uncertainty Quantification for Computationally Demanding Groundwater-Flow Models Using Covariance Matrix Adaptation Ahmed S. Elshall1; Hai V. Pham2; Frank T.-C. Tsai, M.ASCE3; Le Yan4; and Ming Ye, A.M.ASCE5 Abstract: This study investigates the performance of the covariance matrix adaptation-evolution strategy (CMA-ES), a stochastic optimi- zation method, in solving groundwater inverse problems. The objectives of the study are to evaluate the computational efficiency of the parallel CMA-ES and to investigate the use of the empirically estimated covariance matrix in quantifying model prediction uncertainty due to parameter estimation uncertainty. First, the parallel scaling with increasing number of processors up to a certain limit is discussed for synthetic and real-world groundwater inverse problems. Second, through the use of the empirically estimated covariance matrix of param- eters from the CMA-ES, the study adopts the Monte Carlo simulation technique to quantify model prediction uncertainty. The study shows that the parallel CMA-ES is an efficient and powerful method for solving the groundwater inverse problem for computationally demanding groundwater flow models and for deriving covariances of estimated parameters for uncertainty analysis. DOI: 10.1061/(ASCE)HE.1943- 5584.0001126. © 2014 American Society of Civil Engineers. Author keywords: Groundwater; Inverse modeling; Stochastic optimization; Covariance matrix; Evolution strategy; Uncertainty quantification; Parallel computing. Introduction Karpouzos et al. 2001; Solomatine et al. 1999; Bastani et al. 2010) and particle swarm optimization (Scheerlinck et al. 2009; Jiang The use of optimization algorithms for solving the inverse problem et al. 2010; Krauße and Cullmann 2012) to avoid entrapment at in subsurface hydrology is a common practice. The classes of local minima. This class of algorithms might experience poor local optimization algorithms include local derivative algorithms, global convergence properties. Thus, a third class of algorithms for solv- heuristic algorithms, hybrid global-heuristic local-derivative algo- ing the inverse problem in subsurface modeling is to use the hybrid rithms, and global-local heuristic algorithms. While the local global-heuristic local-derivative algorithms (Tsai et al. 2003a, b; derivative algorithms are computationally efficient and can handle Blasone et al. 2007; Matott and Rabideau 2008; Zhang et al. a larger number of unknown model parameters, this can be at the 2009), which run a global heuristic algorithm for exploring the cost of finding local solutions instead of a near global solution. The search landscape followed by a local derivative algorithm for ex- second class of algorithms is the global heuristic algorithms, which ploiting favorable search regions. The fourth class of algorithms are generally implemented when a gradient search is not successful. is the global-local heuristic algorithms, which can perform both The heuristic algorithms are experience-based techniques that global search and local convergence without the need of combin- utilize simple to complex forms of learning to escape local optima ing two different algorithms. For solving the inverse problem in and improve the solution. Many studies use global heuristic groundwater modeling and quantifying model parameter uncer- algorithms such as the genetic algorithm (ElHarrouni et al. 1996; tainty, this study investigates the sequential and parallel perfor- mance of the covariance matrix adaptation-evolution strategy 1Postdoctoral Fellow, Dept. of Scientific Computing, Florida State (CMA-ES) (Hansen and Ostermeier 2001; Hansen et al. 2003)as Univ., 400 Dirac Science Library, Tallahassee, FL 32306; formerly, Grad- a global-local stochastic derivative-free algorithm for groundwater uate Student, Dept. of Civil and Environmental Engineering, Louisiana State model calibration and parameter uncertainty quantification. Univ., Baton Rouge, LA 70803. E-mail: [email protected] 2 The CMA-ES is becoming popular within the environmental Graduate Student, Dept. of Civil and Environmental Engineering, modeling community particularly for solving groundwater design- Louisiana State Univ., 3418G Patrick F. Taylor Hall, Baton Rouge, LA 70803. E-mail: [email protected] optimization problems (Bayer and Finkel 2004, 2007; Bürger et al. 3Associate Professor, Dept. of Civil and Environmental Engineering, 2007; Bayer et al. 2008, 2010) and for solving parameter estimation problems (Skahill et al. 2009; Keating et al. 2010; Bledsoe et al. Downloaded from ascelibrary.org by LOUISIANA STATE UNIV on 11/18/14. Copyright ASCE. For personal use only; all rights reserved. Louisiana State Univ., 3418G Patrick F. Taylor Hall, Baton Rouge, LA 70803 (corresponding author). E-mail: [email protected] 2011; Elshall et al. 2013; Razavi and Tolson 2013; Tsai and Elshall 4Manager, HPC User Services, Louisiana State Univ., High Perfor- 2013; Yu et al. 2013; Arsenault et al. 2014; Elshall and Tsai 2014). mance Computing, Frey Computing Services Center Building, Baton For parameter estimation, few studies (Skahill et al. 2009; Bledsoe Rouge, LA 70803. E-mail: [email protected] et al. 2011; Arsenault et al. 2014) compared the performance of 5 Associate Professor, Dept. of Scientific Computing, Florida State CMA-ES to other derivative and derivative-free algorithms. How- Univ., 400 Dirac Science Library, Tallahassee, FL 32306. E-mail: ever, these studies used CMA-ES with the default population size. [email protected] Note. This manuscript was submitted on June 29, 2014; approved on CMA-ES is quasi-parameter free with the population size being the October 14, 2014; published online on November 17, 2014. Discussion only parameter to be tuned by the user. Increasing the population period open until April 17, 2015; separate discussions must be submitted size will generally improve the solution precision since the local for individual papers. This paper is part of the Journal of Hydrologic En- search of CMA-ES will become more global. However, increasing gineering, © ASCE, ISSN 1084-0699/04014087(11)/$25.00. the population size encourages global exploration at the expense of © ASCE 04014087-1 J. Hydrol. Eng. J. Hydrol. Eng. convergence speed (Skahill et al. 2009). While this is true for the performance against five other commonly used derivative and sequential implementation, this study shows that increasing the pop- derivative-free algorithms. Then, the solution of the CMA-ES is ulation size will significantly improve the computational efficiency analyzed to assess the plausibility of using the empirically esti- for the parallel CMA-ES implementation. mated covariance matrix to quantify head prediction uncertainty. Parallel inverse modeling with CMA-ES can be implemented by Impact of the population size is evaluated for the sequential and an embarrassingly parallel technique. Algorithms that utilize inde- parallel performance of the CMA-ES. Finally, the parallel CMA- pendent solutions in each iteration allow for embarrassingly paral- ES is applied to calibrate two computationally demanding ground- lel computation (Vrugt et al. 2006, 2008; Tang et al. 2007, 2010). water models of the Baton Rouge aquifer system, Louisiana, and to This is the most efficient parallel technique since the solutions in analyze head prediction uncertainty. each iteration do not communicate, as explained later. The first ob- jective of this study is to show that the parallel CMA-ES superiorly improves the calibration speed over the sequential CMA-ES. In ad- Method dition, the speedup of parallel runs scales variably with increasing the number of processors, which is equal to the population size, For complex groundwater models that generally take hours to run, up to a certain limit. This study makes an addition to the aforemen- using the sequential CMA-ES for solving the groundwater inverse tioned literature on the CMA-ES since this is the first work to the problem is impractical due to the prohibitive computational cost. authors’ knowledge that examines the parallel performance of the This study resolves this computational issue by implementing CMA-ES in subsurface hydrology. the CMA-ES in a high-performance computing (HPC) cluster using The second objective of this study is to investigate the use of the an embarrassingly parallel master/slave technique. The embarrass- CMA-ES to quantify the model prediction uncertainty due to the ingly parallel master/slave technique treats the individual solutions parameter estimation error. The solution of the CMA-ES, which as explicit tasks that do not communicate with each other, and consists of a maximum likelihood estimate and a full covariance assigns each task to a processor. Thus, embarrassingly parallel matrix of estimated model parameters, can be used for uncertainty problems are the easiest to parallelize and have negligible paralle- analysis. Several studies have proposed the utilization of the covari- lization overhead. This section explains the parallelization scheme ance matrix for sampling target distributions (Haario et al. 1999, and the role of population size in increasing the parallelization 2001; Kavetski et al. 2006a, b; Gallagher and Doherty 2007; Smith efficiency. and Marshall 2008; Cui et al. 2011; Lu et al. 2012). However, all Given an optimization problem with a search space dimension λ μ studies used a covariance matrix within the Markov chain Monte n, candidate solutions, and w best solutions, the iterative solu- Carlo (MCMC) scheme such
Load more

Recommended publications
  • Genetic Algorithm
    A More “Realistic” Genetic Algorithm -----CGA A thesis submitted to the Cardiff University For the degree of Master of Philosophy in Engineering By Hui Chen February 2013 1 Acknowledgements I am heartily thankful to my supervisors Professor John Miles and Dr Alan Kwan for giving me the opportunity to carry out this study and encouraging me a lot during these years. Then, I offer my regards and blessings to all of those who helped and supported me in any respect during the completion of the project; Dr Haijiang Li, my parents Jianying Yang and Xueping Chen and all my friends. Last but not least, I also wish to thank Dr Michael Packianather, Dr Shuqi Pan and all the staffs in the research office for their patience and support. Hui Chen 2013 2 Abstract Genetic Algorithms (GAs) are loosely based on the concept of the natural cycle of reproduction with selective pressures favouring the individuals which are best suited to their environment (i.e. fitness function). However, there are many features of natural reproduction which are not replicated in GAs, such as population members taking some time to reach puberty. This thesis describes a programme of research which set out to investigate what would be the impact on the performance of a GA of introducing additional features which more closely replicate real life processes. The motivation for the work was curiosity. The approach has been tested using various standard test functions. The results are interesting and show that when compared with a Canonical GA, introducing various features such as the need to reach puberty before reproduction can occur and risk of illness can enhance the effectiveness of GAs in terms of the overall effort needed to find a solution.
    [Show full text]
  • Randomized Derivative-Free Optimization Institute of Theoretical Computer Science Swiss Institute of Bioinformatics
    Sebastian U. Stich MADALGO & CTIC Summer School 2011 [email protected] Randomized Derivative-Free Optimization Institute of Theoretical Computer Science Swiss Institute of Bioinformatics Standard Approaches Evolution Strategies Explained The Right Metric Other Methods Pure Random Search [1a] • (1 + 1)-ES described already in 1968 [2a] Step-size adaptation of ES [2c] f H • sample points uniformly in space For quadratic: Hit and Run [7a] • basis of more complex methods like CMA-ES 1 • exponential running time y∗ ∗ ∗ ∗ • draw a random direction and on the segment • convergence of (1+1)-ES linear on quadratic functions [2b] f(x) = f(x ) + (x − x )H(x − x ) K • Pure adaptive random search (PAS) [1b]: 2 contained in the convex body uniformly the 2 ∗ next iterate sample sequence of points, all new points y • theoretical convergence results only known for very simple H = ∇ f(x ) z uniformly among those with better function functions • originally proposed as sampling method to y value → not possible to do ∗ generate uniform samples from convex x∗ Generic (µ + λ)-Evolution Strategy (ES) gradient direction −∇f(x) body [7b] P • PAS analogous to randomized version of method of centers −1 1: for k = 0 to N do Newton direction −H ∇f(x) • fast mixing times (in special settings, e.g. log-convave functions) proven by Lovász [7c] and Dyer [7d] 2: Xk ←(λ new points, based on Mk−1) DIRECT [1c] • introduced as optimization algorithm by Bertsimas [7a] 3: EvaluateFunction (Xk) • iteratively evaluate function at grid • if H ≈ In first order information is sufficient
    [Show full text]
  • Gaussian Adaptation Revisited – an Entropic View on Covariance Matrix Adaptation
    Zurich Open Repository and Archive University of Zurich Main Library Strickhofstrasse 39 CH-8057 Zurich www.zora.uzh.ch Year: 2010 Gaussian Adaptation Revisited – An Entropic View on Covariance Matrix Adaptation Müller, Christian L ; Sbalzarini, Ivo F Abstract: We revisit Gaussian Adaptation (GaA), a black-box optimizer for discrete and continuous prob- lems that has been developed in the late 1960’s. This largely neglected search heuristic shares several interesting features with the well-known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) and with Simulated Annealing (SA). GaA samples single candidate solutions from a multivariate normal distribution and continuously adapts its first and second moments (mean and covariance) such asto maximize the entropy of the search distribution. Sample-point selection is controlled by a monotonically decreasing acceptance threshold, reminiscent of the cooling schedule in SA. We describe the theoret- ical foundations of GaA and analyze some key features of this algorithm. We empirically show that GaA converges log-linearly on the sphere function and analyze its behavior on selected non-convex test functions. DOI: https://doi.org/10.1007/978-3-642-12239-2_45 Posted at the Zurich Open Repository and Archive, University of Zurich ZORA URL: https://doi.org/10.5167/uzh-79216 Journal Article Originally published at: Müller, Christian L; Sbalzarini, Ivo F (2010). Gaussian Adaptation Revisited – An Entropic View on Covariance Matrix Adaptation. Lecture Notes in Computer Science, 6024:432-441. DOI: https://doi.org/10.1007/978-3-642-12239-2_45 Gaussian Adaptation revisited – an entropic view on Covariance Matrix Adaptation Christian L. M¨uller and Ivo F.
    [Show full text]
  • Recent Advances in Differential Evolution – an Updated Survey
    Swarm and Evolutionary Computation 27 (2016) 1–30 Contents lists available at ScienceDirect Swarm and Evolutionary Computation journal homepage: www.elsevier.com/locate/swevo Survey Paper Recent advances in differential evolution – An updated survey Swagatam Das a,n, Sankha Subhra Mullick a, P.N. Suganthan b,n a Electronics and Communication Sciences Unit, Indian Statistical Institute, Kolkata 700108, India b School of Electrical and Electronics Engineering, Nanyang Technological University, Singapore article info abstract Article history: Differential Evolution (DE) is arguably one of the most powerful and versatile evolutionary optimizers for Received 10 October 2015 the continuous parameter spaces in recent times. Almost 5 years have passed since the first compre- Received in revised form hensive survey article was published on DE by Das and Suganthan in 2011. Several developments have 13 January 2016 been reported on various aspects of the algorithm in these 5 years and the research on and with DE have Accepted 15 January 2016 now reached an impressive state. Considering the huge progress of research with DE and its applications Available online 1 February 2016 in diverse domains of science and technology, we find that it is a high time to provide a critical review of Keywords: the latest literatures published and also to point out some important future avenues of research. The Differential evolution purpose of this paper is to summarize and organize the information on these current developments on Continuous evolutionary optimization DE. Beginning with a comprehensive foundation of the basic DE family of algorithms, we proceed Numerical optimization through the recent proposals on parameter adaptation of DE, DE-based single-objective global optimi- Parameter adaptation Recombination zers, DE adopted for various optimization scenarios including constrained, large-scale, multi-objective, multi-modal and dynamic optimization, hybridization of DE with other optimizers, and also the multi- faceted literature on applications of DE.
    [Show full text]
  • Outline of Machine Learning
    Outline of machine learning The following outline is provided as an overview of and topical guide to machine learning: Machine learning – subfield of computer science[1] (more particularly soft computing) that evolved from the study of pattern recognition and computational learning theory in artificial intelligence.[1] In 1959, Arthur Samuel defined machine learning as a "Field of study that gives computers the ability to learn without being explicitly programmed".[2] Machine learning explores the study and construction of algorithms that can learn from and make predictions on data.[3] Such algorithms operate by building a model from an example training set of input observations in order to make data-driven predictions or decisions expressed as outputs, rather than following strictly static program instructions. Contents What type of thing is machine learning? Branches of machine learning Subfields of machine learning Cross-disciplinary fields involving machine learning Applications of machine learning Machine learning hardware Machine learning tools Machine learning frameworks Machine learning libraries Machine learning algorithms Machine learning methods Dimensionality reduction Ensemble learning Meta learning Reinforcement learning Supervised learning Unsupervised learning Semi-supervised learning Deep learning Other machine learning methods and problems Machine learning research History of machine learning Machine learning projects Machine learning organizations Machine learning conferences and workshops Machine learning publications
    [Show full text]
  • Data Reduction of Digital Twin Simulation Experiments Using Different Optimisation Methods
    applied sciences Article Data Reduction of Digital Twin Simulation Experiments Using Different Optimisation Methods Pavel Raska * , Zdenek Ulrych and Miroslav Malaga Department of Industrial Engineering and Management, Faculty of Mechanical Engineering, University of West Bohemia, 301 00 Pilsen, Czech Republic; [email protected] (Z.U.); [email protected] (M.M.) * Correspondence: [email protected] Abstract: The paper presents possible approaches for reducing the volume of data generated by simulation optimisation performed with a digital twin created in accordance with the Industry 4.0 concept. The methodology is validated using an application developed for controlling the execution of parallel simulation experiments (using client–server architecture) with the digital twin. The paper describes various pseudo-gradient, stochastic, and metaheuristic methods used for finding the global optimum without performing a complete pruning of the search space. The remote simulation optimisers reduce the volume of generated data by hashing the data. The data are sent to a remote database of simulation experiments for the digital twin for use by other simulation optimisers. Keywords: digital twin; metaheuristics; Industry 4.0 Citation: Raska, P.; Ulrych, Z.; Malaga, M. Data Reduction of Digital Twin Simulation Experiments Using 1. Introduction Different Optimisation Methods. The increasing use of digital twins (DTs) is one of the most important trends in the Appl. Sci. 2021, 11, 7315. https:// Industry 4.0 concept and industrial engineering [1], and some authors directly refer to the doi.org/10.3390/app11167315 Industry 4.0 era as the era of DT [2]. The concept of Industry 4.0 extends the possibilities and use of DTs for, e.g., decision support and production planning [3], solving unexpected Academic Editors: Nicola Castellano, situations/problems or predicting such situations [4], as well as training and knowledge Henning Baars, Bruno Maria transfer of leadership, management, and executives [5,6].
    [Show full text]
  • On Spectral Invariance of Randomized Hessian and Covariance Matrix
    12th International Conference on Parallel Problem Solving From Nature - PPSN XII Sebastian U. Stich On spectral invariance of Randomized Hessian [email protected] and Covariance Matrix Adaptation schemes Christian L. Müller [email protected] Motivation Contribution Conclusion 1 T monotonic dependence Let f(x) = 2x Hx quadratic to minimize. The simple We consider Covariance Matrix Adaptation schemes We observe a of the performance random search scheme in [1] draws search directions u (CMA-ES [3], Gaussian Adaptation (GaA) [4]) and Ran- of the studied variable metric schemes on the shape of from fixed distribution N (0,C) and generates improving domized Hessian (RH) schemes from Leventhal and the eigenvalue spectra. x = x+arg min f(x+tu)·u Lewis [5]. iterates by a line search: + t . The sigmoidal-shaped spectra of fSigm presents the hard- The progress depends on the spectra of H and can be We provide a new, numerically stable implementation for est learning problem for all tested variable metric schemes. estimated [2] as: RH and, in addition, combine the update with an adap- Randomized Hessian schemes are less dependent on the tive step size strategy. λ (HC)! spectra. f(x ) 1 − min f(x) + / Tr[HC] We design a class of quadratic functions with parametriz- The use of an evolution path is crucial for CMA schemes able spectra to study the influence of the spectra on the to get superior performance. eigenvalue spectra performance of variable metric schemes. Study the influence of the of Randomized Hessian update with adaptive step size has H variable the Hessian on the performance of We empirically study 5 variable metric schemes on this shown to be an effective variable metric scheme.
    [Show full text]
  • Evolutionary Search Algorithm Based on Hypercube Optimization for High-Dimensional Functions
    International Journal of Computational and Experimental Science and ENgineering (IJCESEN) Vol. 6-No.1 (2020) pp. 42-62 http://dergipark.org.tr/en/pub/ijcesen Copyright © IJCESEN ISSN: 2149-9144 Research Article Evolutionary Search Algorithm Based on Hypercube Optimization For High-Dimensional Functions Mustafa TUNAY* Istanbul Gelisim University, Faculty of Engineering and Architecture, Computer Engineering, Istanbul-Turkey * Corresponding Author : [email protected] ORCID: 0000-0001-8843-621X Article Info: Abstract: This study paper is devoted to the design of a novel evolutionary search algorithm DOI: 10.22399/ijcesen.684653 to solve optimization of multivariate systems. Nowadays for many real world Received : 4 February 2020 optimization problems the designing of evolutionary search algorithm with high Accepted : 16 March 2020 optimization accuracy is a crucial optimization of multivariate systems. The proposed optimization search algorithm is a new intense stochastic search method Keywords that is based on a hypercube evolution driven. This algorithm is inspired from the behaviour of a pigeon that discovers new location of areas for seeds in natural Evolutionary algorithms world. The hypercube is used a statement that shows the area of life for the Optimization algorithms behaviour of a pigeon in real life. Benchmark function The performance of the proposed algorithm is tested on optimization functions as Timetabling problem some Benchmark function and test suite functions including; four unimodal functions and composition functions. The performance of the proposed algorithm are shown much better experimental results in EAs and is encouraging in terms of solution accuracy for global optimization. In addition, the proposed algorithm approach is applied to solve a timetabling problem as two exams in adjoining periods, conflict of exams, two or more exams in one day etc.
    [Show full text]
  • Implementation Aspects Regarding Closed-Loop Control Systems Using Evolutionary Algorithms
    inventions Article Implementation Aspects Regarding Closed-Loop Control Systems Using Evolutionary Algorithms Viorel Minzu 1,* , Saïd Riahi 1,2 and Eugen Rusu 3 1 Control and Electrical Engineering Department, “Dunarea de Jos” University, 800008 Galati, Romania; [email protected] 2 UR-LAPER, Faculty of Sciences of Tunis, University of Tunis El Manar, Tunis 1068, Tunisia 3 Mechanical Engineering Department, “Dunarea de Jos” University, 800008 Galati, Romania; [email protected] * Correspondence: [email protected] Abstract: When an optimal control problem requires an important computational effort, a metaheuris- tic algorithm (MA) can be a useful approach. An MA is conceived to solve a specific optimal control problem having a characteristic objective function. This algorithm solely yields only an optimal offline solution. The desideratum to have a closed-loop implementation can be fulfilled through a supplementary “tool”, the Receding Horizon Control (RHC) structure. This paper addresses a particular case and integrates Evolutionary Algorithms into the RHC structure. The main objective is to propose a general harmonization between the Controller of the closed loop and the Evolutionary Algorithm. Some details concerning the implementation of the closed loop and Controller are de- scribed. The impact of the RHC’s prediction technique upon the control sequences’ encoding is also analyzed. Two general structure Controllers are proposed, one of them conceived to cope with re- strictive time constraints. Practical ideas have been illustrated through a case study: the well-known optimal control of a fed-batch reactor for ethanol production. This time, our implementation achieves Citation: Minzu, V.; Riahi, S.; Rusu, a closed-loop solution. The results from the programs and simulation series validate the Controllers, E.
    [Show full text]
  • On Proving Linear Convergence of Comparison-Based Step-Size Adaptive Randomized Search on Scaling-Invariant Functions Via Stabil
    On Proving Linear Convergence of Comparison-based Step-size Adaptive Randomized Search on Scaling-Invariant Functions via Stability of Markov Chains Anne Auger, Nikolaus Hansen To cite this version: Anne Auger, Nikolaus Hansen. On Proving Linear Convergence of Comparison-based Step-size Adap- tive Randomized Search on Scaling-Invariant Functions via Stability of Markov Chains. 2013. hal- 00877160v3 HAL Id: hal-00877160 https://hal.inria.fr/hal-00877160v3 Preprint submitted on 1 Nov 2013 (v3), last revised 2 Jun 2016 (v7) HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. ON PROVING LINEAR CONVERGENCE OF COMPARISON-BASED STEP-SIZE ADAPTIVE RANDOMIZED SEARCH ON SCALING-INVARIANT FUNCTIONS VIA STABILITY OF MARKOV CHAINS ANNE AUGER AND NIKOLAUS HANSEN Abstract. In the context of numerical optimization, this paper develops a methodology to ana- lyze the linear convergence of comparison-based step-size adaptive randomized search (CB-SARS), a class of probabilistic derivative-free optimization algorithms where the function is solely used through comparisons of candidate solutions. Various algorithms are included in the class of CB-SARS algo- rithms. On the one hand, a few methods introduced already in the 60’s: the step-size adaptive random search by Schumer and Steiglitz, the compound random search by Devroye and simplified versions of Matyas’ random optimization algorithm or Kjellstrom and Taxen Gaussian adaptation.
    [Show full text]
  • Using Mutation Analysis to Evolve Subdomains for Random Testing
    Using Mutation Analysis to Evolve Subdomains for Random Testing Matthew Patrick∗, Rob Alexander∗, Manuel Oriol∗y and John A. Clark∗ ∗University of York yIndustrial Software Systems Heslington, York ABB Corporate Research United Kingdom Baden-Dattwil,¨ Switzerland fmtp, rda, manuel, [email protected] [email protected] Abstract—Random testing is inexpensive, but it can also The rest of this paper is organised as follows. Section be inefficient. We apply mutation analysis to evolve efficient II explores our background motivation, Section III explains subdomains for the input parameters of eight benchmark pro- the general principles, Section IV describes our experiments grams that are frequently used in testing research. The evolved subdomains can be used for program analysis and regression and Section V presents their results. Section VI discusses testing. Test suites generated from the optimised subdomains the related work, Section VII summarises our conclusions outperform those generated from random subdomains with 10, and Section VII introduces suggestions for future work. 100 and 1000 test cases for uniform, Gaussian and exponential sampling. Our subdomains kill a large proportion of mutants II. BACKGROUND for most of the programs we tested with just 10 test cases. A. Metaheuristic Optimisation Keywords-mutation testing; input distribution; test case gen- Optimisation techniques use fitness functions to guide eration; search based; evolution strategy; their search [6]. If the fitness landscape is smooth, deter- ministic algorithms (e.g. the simplex method [7]) can find I. INTRODUCTION exact solutions. Heuristics (e.g. greedy approximation [8]) Random testing is a simple and inexpensive way to may be used to find approximate solutions.
    [Show full text]
  • Characterization and Uncertainty Analysis of Siliciclastic Aquifer-Fault
    Louisiana State University LSU Digital Commons LSU Doctoral Dissertations Graduate School 2013 Characterization and uncertainty analysis of siliciclastic aquifer-fault system Ahmed Saad Elshall Louisiana State University and Agricultural and Mechanical College, [email protected] Follow this and additional works at: https://digitalcommons.lsu.edu/gradschool_dissertations Part of the Civil and Environmental Engineering Commons Recommended Citation Elshall, Ahmed Saad, "Characterization and uncertainty analysis of siliciclastic aquifer-fault system" (2013). LSU Doctoral Dissertations. 3008. https://digitalcommons.lsu.edu/gradschool_dissertations/3008 This Dissertation is brought to you for free and open access by the Graduate School at LSU Digital Commons. It has been accepted for inclusion in LSU Doctoral Dissertations by an authorized graduate school editor of LSU Digital Commons. For more information, please [email protected]. CHARACTERIZATION AND UNCERTAINTY ANALYSIS OF SILICICLASTIC AQUIFER-FAULT SYSTEM A Dissertation Submitted to the Graduate Faculty of the Louisiana State University and Agricultural and Mechanical College in partial fulfillment of the requirements for the degree of Doctor of Philosophy in The Department of Civil and Environmental Engineering by Ahmed Saad Elshall B.S. The American University in Cairo, 2003 M.S. University of Tübingen, 2009 December 2013 Acknowledgements Dr. Frank Tsai provided the generalized parameterization method (see Section 3.1) and the hierarchical BMA Bayesian model averaging method (see Section 3.3). In addition, Dr. Frank Tsai carried out all the geophysical data interpretation (see Section 4.1.1) and prepared the GIS maps (see Figure 1, Figure 3 and Figure 33). The PhD students at the Civil and Environment Engineering Department Mr. Nima Chitsazan, Mr.
    [Show full text]