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Perspectives on optimization under uncertainty: Algorithms and applications.

Conference ·
OSTI ID:947287
This paper provides an overview of several approaches to formulating and solving optimization under uncertainty (OUU) engineering design problems. In addition, the topic of high-performance computing and OUU is addressed, with a discussion of the coarse- and fine-grained parallel computing opportunities in the various OUU problem formulations. The OUU approaches covered here are: sampling-based OUU, surrogate model-based OUU, analytic reliability-based OUU (also known as reliability-based design optimization), polynomial chaos-based OUU, and stochastic perturbation-based OUU.
Research Organization:
Sandia National Laboratories
Sponsoring Organization:
USDOE
DOE Contract Number:
AC04-94AL85000
OSTI ID:
947287
Report Number(s):
SAND2005-0593C
Country of Publication:
United States
Language:
English

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