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At least 307 records · Page 17

A survey of nonlinear robust optimization

Robust optimization (RO) has attracted great attention from the optimization community over the past decade. RO is dedicated to solving optimization problems subject to uncertainty: design constraints must be satisfied for all the values of the uncertain parameters within a given uncertainty set. Uncertainty sets may be modeled as deterministic sets (boxes, polyhedra, ellipsoids), in which case the RO problem may be reformulated via worst-case analysis, or as families of distributions. The challenge of RO is to reformulate or approximate robust constraints so that the uncertain optimization problem is transformed into a tractable deterministic optimization problem. Most reformulation methods assume linearity of the robust constraints or uncertainty sets of favorable shape, which represents only a fraction of real-world applications. This survey addresses nonlinear RO and includes problem formulations and applications, solution approaches, and available software with code samples.

97 MATHEMATICS AND COMPUTING↗

Uncertainty-aware mixed-variable machine learning for materials design

Abstract Data-driven design shows the promise of accelerating materials discovery but is challenging due to the prohibitive cost of searching the vast design space of chemistry, structure, and synthesis methods. Bayesian optimization (BO) employs uncertainty-aware machine learning models to select promising designs to evaluate, hence reducing the cost. However, BO with mixed numerical and categorical variables, which is of particular interest in materials design, has not been well studied. In this work, we survey frequentist and Bayesian approaches to uncertainty quantification of machine learning with mixed variables. We then conduct a systematic comparative study of their performances in BO using a popular representative model from each group, the random forest-based Lolo model (frequentist) and the latent variable Gaussian process model (Bayesian). We examine the efficacy of the two models in the optimization of mathematical functions, as well as properties of structural and functional materials, where we observe performance differences as related to problem dimensionality and complexity. By investigating the machine learning models’ predictive and uncertainty estimation capabilities, we provide interpretations of the observed performance differences. Our results provide practical guidance on choosing between frequentist and Bayesian uncertainty-aware machine learning models for mixed-variable BO in materials design.

36 MATERIALS SCIENCE↗

Impact of AMS-02 Measurements on Reducing GCR Model Uncertainties

For vehicle design, shield optimization, mission planning, and astronaut risk assessment, the exposure from galactic cosmic rays (GCR) poses a significant and complex problem both in low Earth orbit and in deep space. To address this problem, various computational tools have been developed to quantify the exposure and risk in a wide range of scenarios. Generally, the tool used to describe the ambient GCR environment provides the input into subsequent computational tools and is therefore a critical component of end-to-end procedures. Over the past few years, several researchers have independently and very carefully compared some of the widely used GCR models to more rigorously characterize model differences and quantify uncertainties. All of the GCR models studied rely heavily on calibrating to available near-Earth measurements of GCR particle energy spectra, typically over restricted energy regions and short time periods. In this work, we first review recent sensitivity studies quantifying the ions and energies in the ambient GCR environment of greatest importance to exposure quantities behind shielding. Currently available measurements used to calibrate and validate GCR models are also summarized within this context. It is shown that the AMS-II measurements will fill a critically important gap in the measurement database. The emergence of AMS-II measurements also provides a unique opportunity to validate existing models against measurements that were not used to calibrate free parameters in the empirical descriptions. Discussion is given regarding rigorous approaches to implement the independent validation efforts, followed by recalibration of empirical parameters.

Slaba, T. C.↗

Optimal Control Design Using an H2 Method for the Glovebox Integrated Microgravity Isolation Technology (g-LIMIT)

The acceleration environment on the International Space Station (ISS) will likely exceed the requirements of many micro-gravity experiments. The Glovebox Integrated Microgravity Isolation Technology (g-LIMIT) is being built by the NASA Marshall Space Flight Center to attenuate the nominal acceleration environment and provide some isolation for micro-gravity science experiments. G-LIMIT uses Lorentz (voice-coil) magnetic actuators to isolate a platform for mounting science payloads from the nominal acceleration environment. The system utilizes payload acceleration, relative position, and relative orientation measurements in a feedback controller to accomplish the vibration isolation task. The controller provides current command to six magnetic actuators, producing the required experiment isolation from the ISS acceleration environment. This paper presents the development of a candidate control law to meet the acceleration attenuation requirements for the g-LIMIT experiment platform. The controller design is developed using linear optimal control techniques for both frequency-weighted H(sub 2) and H(sub infinity) norms. Comparison of the performance and robustness to plant uncertainty for these two optimal control design approaches are included in the discussion.

Calhoun, Phillip C.↗

Probing Sensitivity of Discharge Characteristics to Model Selection using Uncertainty Quantification in an aprotic Li-Oxygen Battery

Currently, there are several models in the literature, such as kinetic models, microstructural models, and mass transport models that describe a Li-air battery's discharge behavior. Many of these models are calibrated and tested at low current densities and cannot be easily transferred to high current densities. Even at low current densities, there is no quantitative method for a researcher to choose a reaction kinetic model such as classical Butler-Volmer and its derivatives, and modified Marcus-Hush-Chidsey, a resistance model for lithium peroxide such as electron transport via tunneling or linear resistivity, a surface coverage model (lithium peroxide growth) such as partial coverage or full coverage, and mass transport model (discussed in Ref. [1]). Also, it is time-consuming to test different models at high current density (1C) due to a lack of well-tested models and well-calibrated model parameters. For this presentation, we will develop an analytical model, which acts as a surrogate model for a sophisticated finite element model to predict discharge time and discharge voltage. Next, we use an uncertainty quantifying technique called reduced-order stochastic optimization [2, 3] to determine the uncertainty in model parameters for rate kinetics, lithium peroxide resistivity, and parasitic resistance. Finally, a finite element simulation is performed to determine the error introduced by the surrogate model and its influence on the uncertainty in the model parameters.

M Mehta↗

Impact of Archeomagnetic Field Model Data on Modern Era Geomagnetic Forecasts

A series of geomagnetic data assimilation experiments have been carried out to demonstrate the impact of assimilating archeomagnetic data via the CALS3k.4 geomagnetic field model from the period between 10 and 1590 CE. The assimilation continues with the gufm1 model from 1590 to 1990 and CM4 model from 1990 to 2000 as observations, and comparisons between these models and the geomagnetic forecasts are used to determine an optimal maximum degree for the archeomagnetic observations, and to independently estimate errors for these observations. These are compared with an assimilation experiment that uses the uncertainties provided with CALS3k.4. Optimal 20 year forecasts in 1990 are found when the Gauss coefficients up to degree 3 are assimilated. In addition we demonstrate how a forecast and observation bias correction scheme could be used to reduce bias in modern era forecasts. Initial experiments show that this approach can reduce modern era forecast biases by as much as 50 percent.

Tangborn, Andrew↗

Rapid data acquisition and machine learning-assisted composition design of functionally graded alloys via wire arc additive manufacturing

Abstract The lack of high-quality datasets in materials science hinders artificial intelligence (AI)-driven alloy design. To address this challenge, wire arc additive manufacturing (WAAM) was employed to fabricate graded alloys, generating extensive data for machine learning (ML)-assisted property prediction. ML models were developed using high-throughput experiments, computational models, and genetic algorithm to optimize feature selection, successfully predicting hardness and porosity. The ML model demonstrated its efficacy by designing a gradient alloy with enhanced properties. However, scaling up revealed uncertainties in tensile property and porosity due to differences in size and thermal conditions between the designed alloy build and the gradient print used to construct the ML model. This underscores the need for uncertainty quantification and process optimization in WAAM-driven alloy design. Our work advances AI-integrated additive manufacturing, offering a rapid approach to exploring process–structure–property relationships and accelerating materials development.

Wang, Xin↗

Statistical inference of anomalous thermal transport with uncertainty quantification for interpretive 2D SOL models

The critical task of inferring anomalous cross-field transport coefficients is addressed in simulations of boundary plasmas with fluid models. A workflow for parameter inference in the UEDGE fluid code is developed using Bayesian optimization with parallelized sampling and integrated uncertainty quantification. In this workflow, transport coefficients are inferred by maximizing their posterior probability distribution, which is generally multidimensional and non-Gaussian. Uncertainty quantification is integrated throughout the optimization within the Bayesian framework that combines diagnostic uncertainties and model limitations. As a concrete example, we infer the anomalous electron thermal diffusivity $\chi_\perp$ from an interpretive 2D model describing electron heat transport in the conduction-limited region with radiative power loss. The workflow is first benchmarked against synthetic data and then tested on H-, L-, and I-mode discharges to match their midplane temperature and divertor heat flux profiles. We demonstrate that the workflow efficiently infers diffusivity and its associated uncertainty, generating 2D profiles that match 1D measurements. Future efforts will focus on incorporating more complicated fluid models and analyzing transport coefficients inferred from a large database of experimental results.

Bayesian optimization↗

DNN-based policies for stochastic AC OPF

We report a prominent challenge to the safe and optimal operation of the modern power grid arises due to growing uncertainties in loads and renewables. Stochastic optimal power flow (SOPF) formulations provide a mechanism to handle these uncertainties by computing dispatch decisions and control policies that maintain feasibility under uncertainty. Most SOPF formulations consider simple control policies such as affine policies that are mathematically simple and resemble many policies used in current practice. Motivated by the efficacy of machine learning (ML) algorithms and the potential benefits of general control policies for cost and constraint enforcement, we put forth a deep neural network (DNN)-based policy that predicts the generator dispatch decisions in real time in response to uncertainty. The weights of the DNN are learnt using stochastic primal–dual updates that solve the SOPF without the need for prior generation of training labels and can explicitly account for the feasibility constraints in the SOPF. The advantages of the DNN policy over simpler policies and their efficacy in enforcing safety limits and producing near optimal solutions are demonstrated in the context of a chance constrained formulation on a number of test cases.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

A game-theoretic approach to nuclear fuel cycle transition analysis under uncertainty

We present a novel methodology for optimizing nuclear fuel cycle transitions that incorporates a game-theoretic approach and captures interactions among multiple decision makers. The methodology is demonstrated using a two-person sequential game with uncertainty, where the two players represent a policy maker and an electric utility company, though the method generalizes to any number and type of individual decision making entities. Coupled with a sophisticated nuclear fuel cycle simulator, rich transition scenarios may be analyzed to identify robust transition strategies. These strategies explicitly treat uncertainties using a stochastic programming approach, devising optimal near-term hedging strategies that simultaneously consider all possible states of the world, maintaining flexibility to allow for intelligent recourse decisions once uncertainties are resolved. In the demonstration game, reactor technology and fuel cycle scheme adopted by the electric utility are shown to depend on both the policy maker’s decisions and the distributions over uncertain technological and economic outcomes.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Safe Onboard Guidance and Control Under Probabilistic Uncertainty

An algorithm was developed that determines the fuel-optimal spacecraft guidance trajectory that takes into account uncertainty, in order to guarantee that mission safety constraints are satisfied with the required probability. The algorithm uses convex optimization to solve for the optimal trajectory. Convex optimization is amenable to onboard solution due to its excellent convergence properties. The algorithm is novel because, unlike prior approaches, it does not require time-consuming evaluation of multivariate probability densities. Instead, it uses a new mathematical bounding approach to ensure that probability constraints are satisfied, and it is shown that the resulting optimization is convex. Empirical results show that the approach is many orders of magnitude less conservative than existing set conversion techniques, for a small penalty in computation time.

Blackmore, Lars James↗

Uncertainty Quantification of a Rotorcraft Conceptual Sizing Toolsuite

A computational framework to support the quantification of system uncertainties and sensitivities for rotorcraft applications is presented using the NASA Design and Analysis of Rotorcraft (NDARC) conceptual sizing tool. A 90 passenger conceptual tiltrotor configuration was used for case demonstration in the modeling of uncertainties in NDARCs emission module. A non-intrusive forward propagation uncertainty quantification approach was applied to ensemble simulations using a Monte Carlo methodology with stratified Latin hypercube sampling. An off-the-shelf software, DAKOTA, which supports trade studies and design space exploration, including optimization, surrogate modeling and uncertainty analysis was used to address the research goals. A toolsuite was further developed incorporating DAKOTA with automated design processes and methods using function wrappers to execute program routines including support for data post-processing. Uncertainties in rotorcraft emissions modeling using the Average Temperature Response metric for a set mission profile were studied. It was shown that for the current study, using the base-line best estimate modeling parameters for the Average Temperature Response metric, NDARC under-estimates the effects of emissions when compared with results from Monte Carlo simulations. A global sensitivity analysis was further undertaken to quantify the contribution of the various emission species on output sensitivity, hence uncertainty. The work demonstrates that the developed toolsuite is robust and will support the quantification of system uncertainties and sensitivities in future rotorcraft design efforts.

Rotorcraft↗

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-NM), Albu↗

Optimization and simulation of flight control laws under parameter uncertainty and external disturbances

Several tasks pertinent to flight control in parameter uncertainty and wind-gust loading were successfully completed. Identification algorithms for extracting stability and control derivatives from flight data taking gust loading into account were developed. They were verified by simulation and evaluated throughly on actual flight data taken on a Lockheed Jet Star flying in turbulence. In particular the need for automatically generated dither-like inputs was studied. Criteria for performance evaluation using stochastic models were developed for gust alleviation as well as handling quantities. Algorithms for assessing degradation in performance due to parameter uncertainty were developed and evaluated using flight test data.

Source record↗

Optimal Experimental Design With Fast Neural Network Surrogate Models

Designing optimal experiments minimizes the uncertainty of results and maximizes the efficient use of resources. Herein, machine learning surrogate models and the approximate coordinate exchange (ACE) algorithm are used to determine optimum experimental designs over large or arbitrarily restrictive design spaces. Optimal experimental design is particularly salient in materials science where experiments are expensive and material properties must often be inferred indirectly. The proposed framework is demonstrated by finding optimal experiments with which the hidden constituent properties of composite materials can be most efficiently inferred from observable experimental outcomes. The optimum experimental design is given by an information-theoretic criteria, which maximizes the conditional mutual information between the hidden properties and the expected experimental outcomes. To perform tractable optimization a neural network is trained as a surrogate model to mimic a physics based simulation, which can calculate the expected experimental outcome based on a candidate experimental design and sampled constituent properties. The ACE algorithm is used to optimize over large design spaces with many tests and controlled parameters where an exhaustive search would be intractable even with the surrogate model. Using this approach, optimal experimental designs that are consistent with those produced by heuristic knowledge and established best practices are found; then optimal designs in larger design spaces where heuristic knowledge is unavailable are examined.

machine learning↗