Nonlinear optimization for stochastic simulations.

Technical Report · Mon Dec 01 04:00:00 EST 2003

DOI:https://doi.org/10.2172/918225· OSTI ID:918225

Johnson, Michael M; Yoshimura, Ann S; Hough, Patricia Diane; Ammerlahn, Heidi R

This report describes research targeting development of stochastic optimization algorithms and their application to mission-critical optimization problems in which uncertainty arises. The first section of this report covers the enhancement of the Trust Region Parallel Direct Search (TRPDS) algorithm to address stochastic responses and the incorporation of the algorithm into the OPT++ optimization library. The second section describes the Weapons of Mass Destruction Decision Analysis Center (WMD-DAC) suite of systems analysis tools and motivates the use of stochastic optimization techniques in such non-deterministic simulations. The third section details a batch programming interface designed to facilitate criteria-based or algorithm-driven execution of system-of-system simulations. The fourth section outlines the use of the enhanced OPT++ library and batch execution mechanism to perform systems analysis and technology trade-off studies in the WMD detection and response problem domain.

• Research Organization: Sandia National Laboratories
• Sponsoring Organization: USDOE
• DOE Contract Number: AC04-94AL85000
• OSTI ID: 918225
• Report Number(s): SAND2003-8802
• Country of Publication: United States
• Language: English

Related Subjects

45 MILITARY TECHNOLOGY, WEAPONRY, AND NATIONAL DEFENSE
ALGORITHMS
BIOLOGICAL WARFARE AGENTS
CHEMICAL WARFARE AGENTS
DETECTION
NONLINEAR PROBLEMS
NUCLEAR WEAPONS
STOCHASTIC PROCESSES
SYSTEMS ANALYSIS
Stochastic analysis.
System analysis.
Weapons of mass destruction.