Quantifying uncertainty with ensembles of surrogates for blackbox optimization

Blackbox optimization tackles problems where the functions are expensive to evaluate and where no analytical information is available. In this context, a tried and tested technique is to build surrogates of the objective and the constraints in order to conduct the optimization at a cheaper computational cost. This work introduces an extension to a specific type of surrogates: ensembles of surrogates, enabling them to quantify the uncertainty on the predictions they produce. The resulting extended ensembles of surrogates behave as stochastic models and allow the use of efficient Bayesian optimization tools. The method is incorporated in the search step of the mesh adaptive direct search (MADS) algorithm to improve the exploration of the search space. Computational experiments are conducted on seven analytical problems, two multi-disciplinary optimization problems and two simulation problems. The results show that the proposed approach solves expensive simulation-based problems at a greater precision and with a lower computational effort than stochastic models.

     

Magnetic penetration depth in V3Si and LiTi2O4 measured by μSR

Muon spin relaxation (SR) studies have been performed in the normal spinel LiTi₂O₄ and the A-15 superconductor V₃Si to measure the magnetic penetration depth . The relaxation rate(T) 1/² in field-cooled measurements shows a sharp increase belowT _c followed by saturation at low temperatures in both systems. This feature implies an isotropic energy gap without anomalous zeros, and most likelys-wave pairing. The low temperature penetration depth (T 0) is determined to be 2100Å for LiTi₂O₄ and 1300Å for V₃Si respectively. Assuming a clean limit relation ^–2 n _s /m ^*, we derive the Fermi temperatureT _F n _s/ ^2/3 m ^* from the relaxation rate and the Sommerfeld constant asT _F ^3/4–1/4. Unlike conventional superconductors, both LiTi₂O₄ and V₃Si have a large ratio ofT _c /T _F 0.01, only slightly smaller than those ratios in more exotic superconductors.We thank C. Ballard and K. Hoyle for technical assistance. Work at Columbia University is supported by NSF Grant No. DMR-89-13784 and Packard Foundation (YJU). Ames Laboratory is operated for the U. S. Department of Energy by Iowa State University under Contract No. W-7405-Eng-82. Work at Ames was supported by the Director for Energy Research, Office of Basic Energy Sciences.