The NASA Langley Challenge on Optimization Under Uncertainty
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Using High Resolution Design Spaces for Aerodynamic Shape Optimization Under Uncertainty
This paper explains why high resolution design spaces encourage traditional airfoil optimization algorithms to generate noisy shape modifications, which lead to inaccurate linear predictions of aerodynamic coefficients and potential failure of descent methods. By using auxiliary drag constraints for a simultaneous drag reduction at all design points and the least shape distortion to achieve the targeted drag reduction, an improved algorithm generates relatively smooth optimal airfoils with no severe off-design performance degradation over a range of flight conditions, in high resolution design spaces parameterized by cubic B-spline functions. Simulation results using FUN2D in Euler flows are included to show the capability of the robust aerodynamic shape optimization method over a range of flight conditions.
Li, Wu↗
Parameterization of Model Validating Sets for Uncertainty Bound Optimizations
Given measurement data, a nominal model and a linear fractional transformation uncertainty structure with an allowance on unknown but bounded exogenous disturbances, easily computable tests for the existence of a model validating uncertainty set are given. Under mild conditions, these tests are necessary and sufficient for the case of complex, nonrepeated, block-diagonal structure. For the more general case which includes repeated and/or real scalar uncertainties, the tests are only necessary but become sufficient if a collinearity condition is also satisfied. With the satisfaction of these tests, it is shown that a parameterization of all model validating sets of plant models is possible. The new parameterization is used as a basis for a systematic way to construct or perform uncertainty tradeoff with model validating uncertainty sets which have specific linear fractional transformation structure for use in robust control design and analysis. An illustrative example which includes a comparison of candidate model validating sets is given.
Lim, K. B.↗
Optimization under uncertainty of a hybrid waste tire and natural gas feedstock flexible polygeneration system using a decomposition algorithm
Market uncertainties motivate the development of flexible polygeneration systems that are able to adjust operating conditions to favor production of the most profitable product portfolio. However, this operational flexibility comes at the cost of higher capital expenditure. A scenario-based two-stage stochastic nonconvex Mixed-Integer Nonlinear Programming (MINLP) approach lends itself naturally to optimizing these trade-offs. This work studies the optimal design and operation under uncertainty of a hybrid feedstock flexible polygeneration system producing electricity, methanol, dimethyl ether, olefins or liquefied (synthetic) natural gas. A recently developed C++ based software framework (named GOSSIP) is used for modeling the optimization problem as well as its efficient solution using the Nonconvex Generalized Benders Decomposition (NGBD) algorithm. Two different cases are studied: The first uses estimates of the means and variances of the uncertain parameters from historical data, whereas the second assesses the impact of increased uncertain parameter volatility. The value of implementing flexible designs characterized by the value of the stochastic solution (VSS) is in the range of 260–405 M$ for a scale of approximately 893 MW of thermal input. Increased price volatility around the same mean results in higher expected net present value and VSS as operational flexibility allows for asymmetric exploitation of price peaks.
42 ENGINEERING↗
Surrogate-driven design optimization with uncertainty constraints in Monte Carlo simulations
In multi-objective design tasks, the computational cost increases rapidly when high-fidelity simulations are used to evaluate objective functions. Surrogate models help mitigate this cost by approximating the simulation output, simplifying the design process. However, under high uncertainty, surrogate models trained on noisy data can produce inaccurate predictions, as their performance depends heavily on the quality of training data. This study investigates the impact of data uncertainty on two multi-objective design problems modelled using Monte Carlo transport simulations: a neutron moderator and an ion-to-neutron converter. For each, a grid search was performed using five different tally uncertainty levels to generate training data for neural network surrogate models. These models were then optimized using NSGA-III. The recovered Pareto-fronts were analyzed across uncertainty levels: in the moderator problem, normalized hypervolume dropped from 0.886 at 1.0% uncertainty to 0.748 at 10% uncertainty, while in the converter problem it remained near 0.50 for all cases. Average simulation times were also compared to evaluate the trade-off between accuracy and computational cost. Results show that the influence of simulation uncertainty is strongly problem-dependent. In the neutron moderator case, higher uncertainties led to exaggerated objective sensitivities and distorted Pareto-fronts, reducing normalized hypervolume. In contrast, the ion-to-neutron converter task was less affected—low-fidelity simulations produced results similar to those from high-fidelity data. These findings suggest that a fixed-fidelity approach is not optimal. Surrogate models can recover the Pareto-front under noisy conditions, and multi-fidelity studies help identify suitable uncertainty levels for each problem to balance efficiency and accuracy.
07 ISOTOPE AND RADIATION SOURCES↗
Design Optimization of Composite Structures under Uncertainty
Design optimization under uncertainty is computationally expensive and is also challenging in terms of alternative formulation. The work under the grant focused on developing methods for design against uncertainty that are applicable to composite structural design with emphasis on response surface techniques. Applications included design of stiffened composite plates for improved damage tolerance, the use of response surfaces for fitting weights obtained by structural optimization, and simultaneous design of structure and inspection periods for fail-safe structures.
Haftka, Raphael T.↗
Koopman-Based Approach to Nonintrusive Reduced Order Modeling: Application to Aerodynamic Shape Optimization and Uncertainty Propagation
A methodology for nonintrusive projection-based nonlinear model reduction originally presented by Renganathan et al. is further extended here toward parametric systems with a focus on application to aerospace design. Specifically, the method is extended to address static systems with parametric geometry (that deforms the mesh) in addition to parametric freestream boundary conditions. The main idea is to first perform a transformation on the governing equations such that it is lifted to a higher-dimensional but linear underdetermined system. This enables one to extract the system matrices easily as compared to that of the original nonlinear system. The underdetermined system is closed with a set of model-dependent nonlinear constraints upon which the model reduction is finally performed. The methodology is validated on the subsonic and transonic inviscid flows past the NACA0012 and the RAE2822 airfoils with parametrized shapes. The utility of the approach is further demonstrated by applying it to two common problems in aerospace design, namely, derivative-free global optimization and parametric uncertainty quantification with Monte Carlo sampling. Overall, the methodology is shown to achieve accuracy up to 5% and computational speedup of two to three orders of magnitude relative to the full order model. Comparison against another nonintrusive model reduction method revealed that the proposed approach is more robust, accurate, and retains the consistency between the state variables.
97 MATHEMATICS AND COMPUTING↗
Parameterization of Model Validating Sets for Uncertainty Bound Optimizations
Given experimental data and a priori assumptions on nominal model and a linear fractional transformation uncertainty structure, feasible conditions for model validation is given. All unknown but bounded exogenous inputs are assumed to occur at the plant outputs. With the satisfaction of the feasible conditions for model validation, it is shown that a parameterization of all model validating sets of plant models is possible. The new parameterization can be used as a basis for the development of a systematic way to construct model validating uncertainty models which have specific linear fractional transformation structure for use in robust control design and analysis. The proposed feasible condition (existence) test and the parameterization is computationally attractive as compared to similar tests currently available.
Lim, K. B.↗
Free-form Airfoil Shape Optimization Under Uncertainty Using Maximum Expected Value and Second-order Second-moment Strategies
Free-form shape optimization of airfoils poses unexpected difficulties. Practical experience has indicated that a deterministic optimization for discrete operating conditions can result in dramatically inferior performance when the actual operating conditions are different from the - somewhat arbitrary - design values used for the optimization. Extensions to multi-point optimization have proven unable to adequately remedy this problem of "localized optimization" near the sampled operating conditions. This paper presents an intrinsically statistical approach and demonstrates how the shortcomings of multi-point optimization with respect to "localized optimization" can be overcome. The practical examples also reveal how the relative likelihood of each of the operating conditions is automatically taken into consideration during the optimization process. This is a key advantage over the use of multipoint methods.
Huyse, Luc↗
Selection of a Pair of Experiments to Optimally Reduce Uncertainty in Targeted Nuclear Data
We propose a novel process to select a pair of differential and integral experiments that best reduce uncertainties in targeted 239 Pu nuclear data while compressing the current nuclear data pipeline from 20 to 3 years. 239 Pu nuclear data are poorly understood for neutrons in the intermediate energy range due to sparsity and uncertainty in historical experiments. New experiments targeting this range will enable better understanding of these nuclear data, but choosing the ideal experiments to conduct is challenging. Beginning with a prior distribution represented by samples of nuclear data generated from theory, generalized least squares adjustments are made to incorporate data from historical experiments. To quantify potential uncertainty reduction obtainable from a pair of candidate experiments, we compute the D-optimality criterion of the posterior covariance of intermediate energy range nuclear data compared to the equivalent covariance after additional adjustment to the pair of candidate experiments. Repeating the process for each of many candidate pairs facilitates the final selection. Results support 63 Cu total cross section measurements for differential experiments and alumina and alumina/graphite configurations for integral experiments. This analysis enables choosing differential and integral experiments to be executed concurrently while shortening decision times relative to the current nuclear data pipeline.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
System Design under Uncertainty: Evolutionary Optimization of the Gravity Probe-B Spacecraft
This paper discusses the application of evolutionary random-search algorithms (Simulated Annealing and Genetic Algorithms) to the problem of spacecraft design under performance uncertainty. Traditionally, spacecraft performance uncertainty has been measured by reliability. Published algorithms for reliability optimization are seldom used in practice because they oversimplify reality. The algorithm developed here uses random-search optimization to allow us to model the problem more realistically. Monte Carlo simulations are used to evaluate the objective function for each trial design solution. These methods have been applied to the Gravity Probe-B (GP-B) spacecraft being developed at Stanford University for launch in 1999, Results of the algorithm developed here for GP-13 are shown, and their implications for design optimization by evolutionary algorithms are discussed.
Pullen, Samuel P.↗
Stochastic Optimization and Uncertainty Quantification of Natrium-based Nuclear-Renewable Energy Systems for Flexible Power Applications in Deregulated Markets
Rapid integration of variable renewable energy sources (VRES) has made modeling and stochastic optimization of hybrid energy systems crucial for studying their long-term performance and viability. However, most studies have focused on just historical data, which may be unreliable for capturing short-term fluctuations, rare events, and long-term patterns of energy demand, price, and the variability of renewable energy sources. For this study, optimal synthetic time series models were developed using Wasserstein distance. The models were validated by comparing the key statistical measures against those of the historical data. They were then used to optimize the integrated Natrium-style advanced energy systems and their long-term (30 years) economics. The stochastic model performs bi-level optimization to find the optimal sizes for the balance of plant and thermal energy storage, while also optimizing energy dispatch to achieve the maximum net present value. In studies of two deregulated markets (California ISO and the Electric Reliability Council of Texas), the integrated Natrium-style system performed better in CAISO than in ERCOT, given higher and more consistent electricity prices during peak-demand periods. The potentially enlarged cost associated with the variable operation and maintenance of the TES system also plays a significant role in driving the system sizing, thus its impacts on the system are investigated in detail through comparison against a baseline case. The study also finds that the bi-level optimization results based on stochastic gradient descent closely match the grid search results. The uncertainty quantification of the stochastic signals provides further NPV-related insights and probability distributions for the case studies. The normal standard error of the mean of NPV for the case with and without TES VOM for CAISO were found to be 7.73M (plus-minus sign) 1.09M USD and 104.99M (plus-minus sign) 1.25M USD, respectively based on a 95% confidence. Given the relatively small NPV variance based on 150 samples, the analysis affords the most robust possible prediction of the techno-economic performance of the integrated Natrium-style energy systems.
25 ENERGY STORAGE↗
Bayes_Opt-SWMM: A Gaussian process-based Bayesian optimization tool for real-time flood modeling with SWMM
Real-time flood model plays a pivotal role in averting urban flood damage, particularly when there is minimal lead time for preparatory measures. However, urban flood modeling in real-time often contends with inherent uncertainties arising from input data uncertainty and parameter ambiguities. Here this study introduces a real-time calibration (RTC) tool called Bayes_Opt-SWMM, specifically tailored for real-time urban flood modeling and uncertainty optimization. This tool leverages the Gaussian process-based Bayesian optimization algorithm and interfaces seamlessly with the Stormwater Management Model (SWMM). It integrates real-time model forcing data and flood monitoring collected through sensors and gauges which are strategically placed within critical locations of urban drainage systems. Our approach hinges on the Surrogate Model based Uncertainty Optimization (SMUO) concept, providing an avenue for enhancing real-time flood modeling. Bayes_Opt-SWMM runs the optimization process using a surrogate model called Gaussian Process emulator with two inference methods: (1) the Gaussian Process (GP) model and (2) Markov Chain Monte Carlo (MCMC) algorithm in GP model (GP_MCMC). Furthermore, three acquisition functions, namely Expected Improvement (EI), Maximum Probability of Improvement (MPI), and Lower Confidence Bound (LCB), facilitate optimal parameter fitting within the surrogate models. The efficiency of GP-based surrogate models in learning SWMM model parameters, leads to an improved uncertainty quantification and accelerated real-time flood modeling in urban areas. Overall, Bayes_Opt-SWMM emerges as a cost-effective and valuable tool for real-time flood modeling and monitoring, with significant potential for managing intelligent storm water systems in urban environments.
54 ENVIRONMENTAL SCIENCES↗
Deep Space Network Scheduling Using Multi-Objective Optimization with Uncertainty
We have developed a novel technique to incorporate uncertainty modeling within an evolutionary algorithm approach to multi-objective scheduling, with the goal of identifying a Pareto frontier (tradeoff curve) that recognizes the likelihood of events that can impact the schedule outcome. Our approach is particularly applicable to the generation of multiobjective optimized robust schedules, where objectives are assigned a service level, for example that we require an objective value to be greater than or equal to X with Y% confidence. We have demonstrated that such an approach can, for example, minimize scheduling on less reliable resources, based solely on a resource reliability model and not on any ad hoc heuristics. We have also investigated an alternative method of optimizing for robustness, in which we add to the set of objectives a failure risk objective to minimize. We compare the advantages and disadvantages of these two approaches. Future plans for further developing this technology include its application to space-based observatory scheduling problems.
Johnston, Mark D.↗
Hard Constraints in Optimization Under Uncertainty
This paper proposes a methodology for the analysis and design of systems subject to parametric uncertainty where design requirements are specified via hard inequality constraints. Hard constraints are those that must be satisfied for all parameter realizations within a given uncertainty model. Uncertainty models given by norm-bounded perturbations from a nominal parameter value, i.e., hyper-spheres, and by sets of independently bounded uncertain variables, i.e., hyper-rectangles, are the focus of this paper. These models, which are also quite practical, allow for a rigorous mathematical treatment within the proposed framework. Hard constraint feasibility is determined by sizing the largest uncertainty set for which the design requirements are satisfied. Analytically verifiable assessments of robustness are attained by comparing this set with the actual uncertainty model. Strategies that enable the comparison of the robustness characteristics of competing design alternatives, the description and approximation of the robust design space, and the systematic search for designs with improved robustness are also proposed. Since the problem formulation is generic and the tools derived only require standard optimization algorithms for their implementation, this methodology is applicable to a broad range of engineering problems.
Crespo, Luis G.↗
A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty
Practical solution of stochastic programming problems generally requires the use of parallel computing resources. Here, we describe the open source package mpi-sppy, in which efficient and scalable parallelization is a central feature. We report computational experiments that demonstrate the ability to solve very large stochastic programming problems - including mixed-integer variants - in minutes of wall clock time, efficiently leveraging significant parallel computing resources. We report results for the largest publicly available instances of stochastic mixed-integer unit commitment problems, solving to provably tight optimality gaps. In addition, we introduce a novel software architecture that facilitates combinations of methods for accelerating convergence that can be combined in plug-and-play manner. Finally, the mpi-sppy package is written in Python, leverages the widely used Pyomo (http://www.pyomo.org) library for modeling mathematical programs, builds on existing MPI implementations to ensure efficiency and scalability, and is available via http://github.com/Pyomo/mpi-sppy.
97 MATHEMATICS AND COMPUTING↗