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Title: Perspectives on optimization under uncertainty: Algorithms and applications.

Abstract

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.

Authors:
; ; ; ;
Publication Date:
Research Org.:
Sandia National Laboratories
Sponsoring Org.:
USDOE
OSTI Identifier:
947287
Report Number(s):
SAND2005-0593C
TRN: US200909%%32
DOE Contract Number:
AC04-94AL85000
Resource Type:
Conference
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
Subject:
97 MATHEMATICS AND COMPUTING; 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; ALGORITHMS; OPTIMIZATION; POLYNOMIALS; DATA COVARIANCES; ENGINEERING; DESIGN; PARALLEL PROCESSING

Citation Formats

Swiler, Laura Painton, Wojtkiewicz, Steven F., Jr., Eldred, Michael Scott, Giunta, Anthony Andrew, and Trucano, Timothy Guy. Perspectives on optimization under uncertainty: Algorithms and applications.. United States: N. p., 2005. Web.
Swiler, Laura Painton, Wojtkiewicz, Steven F., Jr., Eldred, Michael Scott, Giunta, Anthony Andrew, & Trucano, Timothy Guy. Perspectives on optimization under uncertainty: Algorithms and applications.. United States.
Swiler, Laura Painton, Wojtkiewicz, Steven F., Jr., Eldred, Michael Scott, Giunta, Anthony Andrew, and Trucano, Timothy Guy. Thu . "Perspectives on optimization under uncertainty: Algorithms and applications.". United States. doi:.
@article{osti_947287,
title = {Perspectives on optimization under uncertainty: Algorithms and applications.},
author = {Swiler, Laura Painton and Wojtkiewicz, Steven F., Jr. and Eldred, Michael Scott and Giunta, Anthony Andrew and Trucano, Timothy Guy},
abstractNote = {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.},
doi = {},
journal = {},
number = ,
volume = ,
place = {United States},
year = {Thu Dec 01 00:00:00 EST 2005},
month = {Thu Dec 01 00:00:00 EST 2005}
}

Conference:
Other availability
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