Perspectives on optimization under uncertainty: Algorithms and applications.

Conference · Thu Dec 01 00:00:00 EST 2005

OSTI ID:947287

Swiler, Laura Painton; Wojtkiewicz, Jr, Steven F; Eldred, Michael Scott; Giunta, Anthony Andrew; Trucano, Timothy Guy

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 (SNL), Albuquerque, NM, and Livermore, CA (United States)
• Sponsoring Organization: USDOE
• DOE Contract Number: AC04-94AL85000
• OSTI ID: 947287
• Report Number(s): SAND2005-0593C; TRN: US200909%%32
• Resource Relation: Conference: Proposed for presentation at the 10th AIAA Multidisciplinary Analysis and Optimization Conference held August 20, 2004 - September 1, 2004 in Albany, NY.
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICS AND COMPUTING
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
ALGORITHMS
OPTIMIZATION
POLYNOMIALS
DATA COVARIANCES
ENGINEERING
DESIGN
PARALLEL PROCESSING