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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.
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Statistical inference of anomalous thermal transport with uncertainty quantification for interpretive 2D SOL models
The critical task of inferring anomalous cross-field transport coefficients is addressed in simulations of boundary plasmas with fluid models. A workflow for parameter inference in the UEDGE fluid code is developed using Bayesian optimization with parallelized sampling and integrated uncertainty quantification. In this workflow, transport coefficients are inferred by maximizing their posterior probability distribution, which is generally multidimensional and non-Gaussian. Uncertainty quantification is integrated throughout the optimization within the Bayesian framework that combines diagnostic uncertainties and model limitations. As a concrete example, we infer the anomalous electron thermal diffusivity $\chi_\perp$ from an interpretive 2D model describing electron heat transport in the conduction-limited region with radiative power loss. The workflow is first benchmarked against synthetic data and then tested on H-, L-, and I-mode discharges to match their midplane temperature and divertor heat flux profiles. We demonstrate that the workflow efficiently infers diffusivity and its associated uncertainty, generating 2D profiles that match 1D measurements. Future efforts will focus on incorporating more complicated fluid models and analyzing transport coefficients inferred from a large database of experimental results.
DNN-based policies for stochastic AC OPF
We report a prominent challenge to the safe and optimal operation of the modern power grid arises due to growing uncertainties in loads and renewables. Stochastic optimal power flow (SOPF) formulations provide a mechanism to handle these uncertainties by computing dispatch decisions and control policies that maintain feasibility under uncertainty. Most SOPF formulations consider simple control policies such as affine policies that are mathematically simple and resemble many policies used in current practice. Motivated by the efficacy of machine learning (ML) algorithms and the potential benefits of general control policies for cost and constraint enforcement, we put forth a deep neural network (DNN)-based policy that predicts the generator dispatch decisions in real time in response to uncertainty. The weights of the DNN are learnt using stochastic primal–dual updates that solve the SOPF without the need for prior generation of training labels and can explicitly account for the feasibility constraints in the SOPF. The advantages of the DNN policy over simpler policies and their efficacy in enforcing safety limits and producing near optimal solutions are demonstrated in the context of a chance constrained formulation on a number of test cases.
A game-theoretic approach to nuclear fuel cycle transition analysis under uncertainty
We present a novel methodology for optimizing nuclear fuel cycle transitions that incorporates a game-theoretic approach and captures interactions among multiple decision makers. The methodology is demonstrated using a two-person sequential game with uncertainty, where the two players represent a policy maker and an electric utility company, though the method generalizes to any number and type of individual decision making entities. Coupled with a sophisticated nuclear fuel cycle simulator, rich transition scenarios may be analyzed to identify robust transition strategies. These strategies explicitly treat uncertainties using a stochastic programming approach, devising optimal near-term hedging strategies that simultaneously consider all possible states of the world, maintaining flexibility to allow for intelligent recourse decisions once uncertainties are resolved. In the demonstration game, reactor technology and fuel cycle scheme adopted by the electric utility are shown to depend on both the policy maker’s decisions and the distributions over uncertain technological and economic outcomes.
Safe Onboard Guidance and Control Under Probabilistic Uncertainty
An algorithm was developed that determines the fuel-optimal spacecraft guidance trajectory that takes into account uncertainty, in order to guarantee that mission safety constraints are satisfied with the required probability. The algorithm uses convex optimization to solve for the optimal trajectory. Convex optimization is amenable to onboard solution due to its excellent convergence properties. The algorithm is novel because, unlike prior approaches, it does not require time-consuming evaluation of multivariate probability densities. Instead, it uses a new mathematical bounding approach to ensure that probability constraints are satisfied, and it is shown that the resulting optimization is convex. Empirical results show that the approach is many orders of magnitude less conservative than existing set conversion techniques, for a small penalty in computation time.
Uncertainty Quantification of a Rotorcraft Conceptual Sizing Toolsuite
A computational framework to support the quantification of system uncertainties and sensitivities for rotorcraft applications is presented using the NASA Design and Analysis of Rotorcraft (NDARC) conceptual sizing tool. A 90 passenger conceptual tiltrotor configuration was used for case demonstration in the modeling of uncertainties in NDARCs emission module. A non-intrusive forward propagation uncertainty quantification approach was applied to ensemble simulations using a Monte Carlo methodology with stratified Latin hypercube sampling. An off-the-shelf software, DAKOTA, which supports trade studies and design space exploration, including optimization, surrogate modeling and uncertainty analysis was used to address the research goals. A toolsuite was further developed incorporating DAKOTA with automated design processes and methods using function wrappers to execute program routines including support for data post-processing. Uncertainties in rotorcraft emissions modeling using the Average Temperature Response metric for a set mission profile were studied. It was shown that for the current study, using the base-line best estimate modeling parameters for the Average Temperature Response metric, NDARC under-estimates the effects of emissions when compared with results from Monte Carlo simulations. A global sensitivity analysis was further undertaken to quantify the contribution of the various emission species on output sensitivity, hence uncertainty. The work demonstrates that the developed toolsuite is robust and will support the quantification of system uncertainties and sensitivities in future rotorcraft design efforts.
SPAROW: Stochastic Programming and Related Optimization Workflows
SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.
Optimization and simulation of flight control laws under parameter uncertainty and external disturbances
Several tasks pertinent to flight control in parameter uncertainty and wind-gust loading were successfully completed. Identification algorithms for extracting stability and control derivatives from flight data taking gust loading into account were developed. They were verified by simulation and evaluated throughly on actual flight data taken on a Lockheed Jet Star flying in turbulence. In particular the need for automatically generated dither-like inputs was studied. Criteria for performance evaluation using stochastic models were developed for gust alleviation as well as handling quantities. Algorithms for assessing degradation in performance due to parameter uncertainty were developed and evaluated using flight test data.
Optimal Experimental Design With Fast Neural Network Surrogate Models
Designing optimal experiments minimizes the uncertainty of results and maximizes the efficient use of resources. Herein, machine learning surrogate models and the approximate coordinate exchange (ACE) algorithm are used to determine optimum experimental designs over large or arbitrarily restrictive design spaces. Optimal experimental design is particularly salient in materials science where experiments are expensive and material properties must often be inferred indirectly. The proposed framework is demonstrated by finding optimal experiments with which the hidden constituent properties of composite materials can be most efficiently inferred from observable experimental outcomes. The optimum experimental design is given by an information-theoretic criteria, which maximizes the conditional mutual information between the hidden properties and the expected experimental outcomes. To perform tractable optimization a neural network is trained as a surrogate model to mimic a physics based simulation, which can calculate the expected experimental outcome based on a candidate experimental design and sampled constituent properties. The ACE algorithm is used to optimize over large design spaces with many tests and controlled parameters where an exhaustive search would be intractable even with the surrogate model. Using this approach, optimal experimental designs that are consistent with those produced by heuristic knowledge and established best practices are found; then optimal designs in larger design spaces where heuristic knowledge is unavailable are examined.
Optimal PMU Placement for State Estimation with Grid Parameter Uncertainty
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Optimization of Medium Frequency Transformers with Practical Considerations
A method to design and optimize a Medium Frequency Transformer (MFT) based on commercially available components and semiconductor and converter constraints is presented. The optimization algorithm is used to redesign the transformer for a scaled-down electric vehicle (EV) fast charger using a three-level resonant circuit topology. The main consideration of this paper is the uncertainty caused by modeling assumptions in optimization algorithms. To reduce this uncertainty, space mapping is used to create an optimized design point. Lastly, a comparison of the designs found using the original optimization algorithm and the space mapping technique are compared and analyzed. For simplicity, only a single objective optimization routine is employed.
Optimal Control for X-Ray Mircroscopes
In this article, a systematic framework for designing the control for fine positioning (scanning) stages of X-ray microscopes is presented. This framework facilitates designs that simultaneously achieve specifications on positioning resolution and tracking bandwidth while guaranteeing robustness of the closed loop device to unmodeled uncertainties. We use robust optimal control techniques for modeling, quantifying design objectives and system-specific challenges, and designing the control laws. The control designs were implemented on a three degree of freedom piezoactuated flexure stages dedicated for fine positioning of X-ray optics. Experimental results demonstrate significant improvements in positioning performance of 134%, 150%, and 132% in tracking bandwidths along the lateral (X), vertical (Y), and beam (Z) directions, respectively, when compared to proportional-integral-derivative controller designs. This was achieved while keeping similar or better positioning resolution and robustness measures. Fast scanning for X-ray imaging was demonstrated in both the step scan and flyscan modes, where bandwidth was improved by over 450 times with flyscan compared to the step scan.
Experimental Validation of Approximate Dynamic Programming Based Optimization and Convergence on Microgrid Applications
Stochastic optimization can better address uncertainties in power system problems. However, when state space and action space become large, many existing approaches become computationally expensive and even infeasible. Approximate dynamic programming (ADP) attracts researchers’ attention as a powerful tool for solving power system optimization problems with reduced computational cost. In this paper, in light of the existing literature, we investigate how the ADP approach with post-decision value function approximation converges to the nearly optimal solution with improved computational speed and experimentally validate the performance of the approach for a microgrid energy optimization problem. The approximation error versus the number of iteration is studied for convergence analysis of the post-decision ADP. A flowchart is provided to illustrate the proposed ADP algorithm for a microgrid energy optimization problem. The performance of ADP and dynamic programming (DP) is compared in terms of optimization error and computational time. It has found that the post-decision ADP approach can achieve competitive optimality with improved computational speed compared to the traditional DP.
Risk Analysis for Resource Planning Optimization
This paper describes a systems engineering approach to resource planning by integrating mathematical modeling and constrained optimization, empirical simulation, and theoretical analysis techniques to generate an optimal task plan in the presence of uncertainties.
Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering
This poster highlights uncertainty and technical risk reduction capabilities in CCSI2, with a focus on robust optimization. It presents recent advances of the two-stage robust optimization (RO) solver PyROS and applications to advanced energy systems optimization. To demonstrate the computational performance and reliability of PyROS, a benchmarking study on a library of over 8,500 small-scale RO problems is presented. Further, PyROS is used to obtain robust system designs of a MEA-based CO2 absorber under uncertainty in the thermodynamic property models for a variety of CO2 capture rate threshold requirements. Overall, the results demonstrate that the PyROS solver, including recent extensions to multi-stage RO settings, provides a reliable avenue to optimize the design and operation of advanced energy systems subject to various sources of parametric uncertainty.
Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering
This poster highlights uncertainty and technical risk reduction capabilities in CCSI2, with a focus on robust optimization. It presents recent advances of the two-stage robust optimization (RO) solver PyROS and applications to advanced energy systems optimization. To demonstrate the computational performance and reliability of PyROS, a benchmarking study on a library of over 8,500 small-scale RO problems is presented. Further, PyROS is used to obtain robust system designs of a MEA-based CO2 absorber under uncertainty in the thermodynamic property models for a variety of CO2 capture rate threshold requirements. Overall, the results demonstrate that the PyROS solver, including recent extensions to multi-stage RO settings, provides a reliable avenue to optimize the design and operation of advanced energy systems subject to various sources of parametric uncertainty.
Classical-Quantum Algorithm for Solving Stochastic Programs
Stochastic programming provides a rigorous mathematical framework for making decisions under uncertainty in a risk-aware manner. Two-stage stochastic programming is, perhaps, the simplest form of this framework. Here the first-stage variables represent decisions that must be made "here and now" in the face of uncertainty, while the second-stage variables are decisions made after uncertain events. However, the broad adoption of stochastic programming has been hindered by computational challenges caused by the two-stage stochastic programming formulation which requires solving an ensemble of optimization problems. Using quantum amplitude estimation (QAE), quantum computers have shown the theoretic ability to compute expectations with Monte-Carlo methods with quadratically fewer samples than classical methods. In this work, we present a quantum algorithm for computing the expectation term using QAE for given first-stage decisions. Further, we detail methods of computing gradient information from the quantum calculation enabling the application of classical gradient-based optimization techniques. The result is a classical-quantum hybrid method of solving two-stage stochastic programs. These techniques are demonstrated with computational experiments based an engineering optimization problem.