Search NASA⌕ Search

SEARCH · Search NASA

Results for “optimization under uncertainty”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
NASA NTRS2001

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↗
DOE OSTI2026

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↗
NASA NTRS1994

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.↗
DOE OSTI2024

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↗
DOE OSTI2024

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↗
DOE OSTI2017

PDE-constrained Optimization under Uncertainty

Uncertainty is pervasive in all science and engineering applications. Incorporating uncertainty in physical models is therefore both natural and vital. In doing so, we often arrive at parametric systems of partial differential equations (PDEs). When passing from simulation to optimization, we obtain (typically nonconvex) infinite-dimensional optimization problems that, upon discretization, result in extremely large-scale nonlinear programs. For example, consider a linear elliptic PDE on a two- dimensional domain with a single random coeffcient. If we sampled the random input with 10,000 realizations of the coeffcient, the resulting optimization problem would have 10,000 PDE constraints. Furthermore, discretizing each PDE with piecewise linear finite elements on a 100X100 uni- form quadrilateral mesh results in 100,000,000 degrees of freedom. As a result, the critical components for ensuring mesh-independent performance of numerical optimization methods in the deterministic setting, for example, solution regularity and generalized differentiability, are even more critical in the stochastic setting.

42 ENGINEERING↗
DOE OSTI2019

Estimating physics models and quantifying their uncertainty using optimization with a Bayesian objective function

This paper reports a verification study for a method that fits functions to sets of data from several experiments simultaneously. The method finds a maximum a posteriori probability (MAP) estimate of a function subject to constraints (e. g., convexity in the study), uncertainty about the estimate, and a quantitative characterization of how data from each experiment constrains that uncertainty. While the present work focuses on a model of the Equation Of State (EOS) of gasses produced by detonating a high explosive, the method can be applied to a wide range of physics processes with either parametric or semi-parametric models. As a verification exercise, a reference EOS is used and artificial experimental data sets are created using numerical integration of ordinary differential equations and pseudo-random noise. The method yields an estimate of the EOS that is close to the reference, and identifies how each experiment most constrains the result.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Next-Generation Optimization under Uncertainty: Structure-Oriented Algorithms

With the advent of the smart grid, renewable technologies, and carbon emission programs, a key concern is the coordination of national infrastructures such as the electricity, natural gas, and water supply network systems. Anticipating and mitigating uncertainty of weather, demands, and contingencies in a more integrated environment is necessary to maximize resource efficiency and prevent cascading failures that can ultimately lead to catastrophic shortages of supplies. This project developed scalable algorithms for stochastic optimization capable of addressing extreme-scale problems (motivated by challenges in the design and operation of national infrastructures). Specifically, the project developed a new family of algorithms to solve continuous stochastic problems to local and global optimality as well as algorithms to solve mixed-integer convex and nonconvex stochastic programs. We developed supporting local and global convergence theory for these algorithms and implemented the algorithms in open-source software packages that can leverage high-performance computing architectures.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS2008

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.↗
NASA NTRS2008

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.↗
DOE OSTI2023

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↗
DOE OSTI2020

Management of Risk and Uncertainty Through Optimized Co-Operation of Transmission Systems and Microgrids with Responsive Loads (Final Report)

The evolution of the power system to the reliable, efficient and sustainable system of the future will involve development of both demand- and supply-side technology and operations. Ambitious national and state-level goals around the decarbonization of electricity relies on the integration of very high levels of renewable resources, most of which are variable and intermittent. The use of demand response is an ideal approach to counterbalance the intermittency of renewable generation and brings the consumer into the spotlight. Until recently, very little research had been conducted on the co-optimization of these two systems due to computational limitations. However, advances in computational capabilities, and the judicious use of decomposition methods and innovative approximation methods for high-dimension dynamic programming made this goal a viable objective for this project, leading to a fundamental shift in the ability to integrate and fully utilize demand-side resources. To this end, the modeling framework developed introduces a novel co-optimization framework, to include the operations of both the transmission and distribution systems (or microgrids) in operational decision making. This framework was used to analyze renewable and distributed generation along with responsive demand and to compare the capability of co-optimized systems to perform with higher levels of variable renewables. Results show that the use of a bi-level optimization approach is an appropriate structure, capable of co-optimizing a transmission system with multiple distribution systems and microgrids. While increasing the number of connected systems provides increasing flexibility for renewables integration this can also the economic benefits to the low-voltage subsystems with each additional system connected. Comparison of a traditional single-level decision structure with the co-optimization approach illustrates a reduction in overall system cost under co-optimization, while specific cost allocations to transmission and distribution systems are changed.

24 POWER TRANSMISSION AND DISTRIBUTION↗