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 19 records

Uncertainty Optimization Applied to the Monte Carlo Analysis of Planetary Entry Trajectories

Recently, strong evidence of liquid water under the surface of Mars and a meteorite that might contain ancient microbes have renewed interest in Mars exploration. With this renewed interest, NASA plans to send spacecraft to Mars approx. every 26 months. These future spacecraft will return higher-resolution images, make precision landings, engage in longer-ranging surface maneuvers, and even return Martian soil and rock samples to Earth. Future robotic missions and any human missions to Mars will require precise entries to ensure safe landings near science objective and pre-employed assets. Potential sources of water and other interesting geographic features are often located near hazards, such as within craters or along canyon walls. In order for more accurate landings to be made, spacecraft entering the Martian atmosphere need to use lift to actively control the entry. This active guidance results in much smaller landing footprints. Planning for these missions will depend heavily on Monte Carlo analysis. Monte Carlo trajectory simulations have been used with a high degree of success in recent planetary exploration missions. These analyses ascertain the impact of off-nominal conditions during a flight and account for uncertainty. Uncertainties generally stem from limitations in manufacturing tolerances, measurement capabilities, analysis accuracies, and environmental unknowns. Thousands of off-nominal trajectories are simulated by randomly dispersing uncertainty variables and collecting statistics on forecast variables. The dependability of Monte Carlo forecasts, however, is limited by the accuracy and completeness of the assumed uncertainties. This is because Monte Carlo analysis is a forward driven problem; beginning with the input uncertainties and proceeding to the forecasts outputs. It lacks a mechanism to affect or alter the uncertainties based on the forecast results. If the results are unacceptable, the current practice is to use an iterative, trial-and-error approach to reconcile discrepancies. Therefore, an improvement to the Monte Carlo analysis is needed that will allow the problem to be worked in reverse. In this way, the largest allowable dispersions that achieve the required mission objectives can be determined quantitatively.

Olds, John↗

Aerospace Applications of Optimization under Uncertainty

The Multidisciplinary Optimization (MDO) Branch at NASA Langley Research Center develops new methods and investigates opportunities for applying optimization to aerospace vehicle design. This paper describes MDO Branch experiences with three applications of optimization under uncertainty: (1) improved impact dynamics for airframes, (2) transonic airfoil optimization for low drag, and (3) coupled aerodynamic/structures optimization of a 3-D wing. For each case, a brief overview of the problem and references to previous publications are provided. The three cases are aerospace examples of the challenges and opportunities presented by optimization under uncertainty. The present paper will illustrate a variety of needs for this technology, summarize promising methods, and uncover fruitful areas for new research.

Padula, Sharon↗

Aerospace Applications of Optimization under Uncertainty

The Multidisciplinary Optimization (MDO) Branch at NASA Langley Research Center develops new methods and investigates opportunities for applying optimization to aerospace vehicle design. This paper describes MDO Branch experiences with three applications of optimization under uncertainty: (1) improved impact dynamics for airframes, (2) transonic airfoil optimization for low drag, and (3) coupled aerodynamic/structures optimization of a 3-D wing. For each case, a brief overview of the problem and references to previous publications are provided. The three cases are aerospace examples of the challenges and opportunities presented by optimization under uncertainty. The present paper will illustrate a variety of needs for this technology, summarize promising methods, and uncover fruitful areas for new research.

Padula, Sharon↗

Options for Robust Airfoil Optimization under Uncertainty

A robust optimization method is developed to overcome point-optimization at the sampled design points. This method combines the best features from several preliminary methods proposed by the authors and their colleagues. The robust airfoil shape optimization is a direct method for drag reduction over a given range of operating conditions and has three advantages: (1) it prevents severe degradation in the off-design performance by using a smart descent direction in each optimization iteration, (2) it uses a large number of spline control points as design variables yet the resulting airfoil shape does not need to be smoothed, and (3) it allows the user to make a tradeoff between the level of optimization and the amount of computing time consumed. For illustration purposes, the robust optimization method is used to solve a lift-constrained drag minimization problem for a two-dimensional (2-D) airfoil in Euler flow with 20 geometric design variables.

Padula, Sharon L.↗

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Newman, Perry A.↗

Integrated Arrival and Departure Schedule Optimization Under Uncertainty

In terminal airspace, integrating arrivals and departures with shared waypoints provides the potential of improving operational efficiency by allowing direct routes when possible. Incorporating stochastic evaluation as a post-analysis process of deterministic optimization, and imposing a safety buffer in deterministic optimization, are two ways to learn and alleviate the impact of uncertainty and to avoid unexpected outcomes. This work presents a third and direct way to take uncertainty into consideration during the optimization. The impact of uncertainty was incorporated into cost evaluations when searching for the optimal solutions. The controller intervention count was computed using a heuristic model and served as another stochastic cost besides total delay. Costs under uncertainty were evaluated using Monte Carlo simulations. The Pareto fronts that contain a set of solutions were identified and the trade-off between delays and controller intervention count was shown. Solutions that shared similar delays but had different intervention counts were investigated. The results showed that optimization under uncertainty could identify compromise solutions on Pareto fonts, which is better than deterministic optimization with extra safety buffers. It helps decision-makers reduce controller intervention while achieving low delays.

stochastic optimization↗

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.↗

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.↗

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↗

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.↗

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.↗