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Propulsive trajectory optimization to minimize surface contamination

MOTIVATION: We present an optimization technique for propulsive vehicles that autonomously minimizes contamination during surface approach and landing. In addition to short-range hoppers, the optimization technique is also fully applicable to traditional orbit-to-surface landers. This study addresses scenarios where surface alterations from propulsion events are counterproductive or hazardous to the mission objectives. This is of immediate interest for landers (whether human or robotic), that may rely on pristine soils collected in the immediate vicinity of landing sites to accomplish science investigations, mining, or ISRU surface operations. Such missions are averse to various surface-plume interactions such as thermal scoring, physical agitation, and contamination. The capability can be applied with minimal impact to the baseline mission concept. METHODS: Optimization algorithms have been developed to calculate descent trajectories and maneuvers, thrust magnitude, and attitude for various mission cases. These parameters are determined as an optimal solution when minimizing either fuel consumption, contamination deposited at the landing site, or some weighted combination of both. Among constraints imposed on the solution, we examined pitch rate, vertical takeoff and vertical landing (VTVL) requirements, size of the contamination zone, and minimum ground clearance during flight. This tool provides unique, non-intuitive solutions and can be a valuable resource for mission planners. RESULTS: A variety of agile trajectory solutions were obtained, each yielding different reductions in landing site contamination and corresponding to only modest increases in fuel consumption. Several optimal trajectories were obtained by varying the contamination weight in the fitness function. As expected, when the contamination weight is zero, the trajectory appears close to parabolic since the optimization scheme only attempts to minimize for fuel utilization, yielding essentially, the expected ballistic trajectory. Notably for contamination weights greater than zero, trajectory inflections are observed in the descent phase, which manifests as hovering or additional, mini “pseudo hops” before the final touchdown. A trajectory inflection is characterized by arresting the majority of the spacecraft vertical velocity component at a coordinate outside of the landing target, and without violating ground clearance constraints. FUTURE WORK: Our optimization technique is ready for laboratory or field demonstrations to validate the sophisticated maneuvering solutions obtained for fuel optimization and surface preservation. An appropriate testbed would validate the optimal guidance algorithms, the navigation system, and sensor suite by emulating vehicle flight in closed loop robotic tests. Critically, these algorithms could then be ported to flight software for implementation.

surface contamination↗

Sensitivity of Optimal Midcourse Correction Scheduling for Robust Cislunar Trajectory Design

A new approach to optimal trajectory design is the determination of optimal trajectories that are robust to initial trajectory dispersions, navigation errors, maneuver execution errors, and environment modeling errors. This paper investigates the sensitivity of cislunar robust optimal trajectory design to launch date, duration of navigation measurement passes, and navigation measurement frequency. For a given cislunar trajectory from translunar injection (TLI) to lunar orbit insertion (LOI), the optimal locations of midcourse corrections, also known as trajectory correction maneuvers (TCM) are determined by minimizing the final 3-σ ∆v subject to a final 3-σ position dispersion constraint for a given launch date, specified measurement pass duration prior to each maneuver, and measurement frequency. Optical navigation (OpNav) is assumed, and OpNav field-of-view (FOV) and lighting constraints are employed. These constraints turn out to be important elements of the problem. The sensitivity of the optimal TCM locations are then investigated by varying the launch date, duration of OpNav measurement passes, and the OpNav measurement frequency, and then re-optimizing the locations of the TCMs. Given the problem parameters provided herein, results show that while the optimal TCM locations with respect to TLI vary greatly from one launch date to another, their locations with respect to LOI are nearly invariant over a 2-month launch window. Results also show that in all cases the optimal location of the last TCM is found to be at the point where the OpNav lunar FOV constraint is first violated. For all other TCMs, OpNav measurement pass duration and measurement frequency can have a moderate to large affect on the optimal TCM locations.

Linear Covariance Analysis↗

Automated Fiber Placement Through Thickness Defect Stacking Optimization

In its 2022 commercial market outlook, Boeing forecasted an 80% increase in the global fleet through 2041 compared to 2019 pre-pandemic levels. This sharp rise in demand will drive pressure onto airframe manufacturers to ramp up production and find more efficient ways to design and manufacture airplanes. Complicating this challenge is the industry’s recent transformation from traditional metal-based airframes towards hybrid composite-metal aircraft. While composites have been used in aviation for decades, aircraft manufacturers are still struggling to design and manufacture quality parts at a high rate. Automated Fiber Placement (AFP) is one of the main manufacturing techniques used to produce large-scale composite parts. After a design has been created, a manufacturing strategy has to be developed based on the working material, part geometry, and machine capabilities. This process planning stage is essential to the AFP workflow and currently requires a high level of manual input from an experienced process planner. In an effort to automate and optimize this stage, the Computer Aided Process Planning (CAPP) module was developed. CAPP assists process planners in identifying optimal starting point location and layup strategy for each ply of a laminate. This Ply-Level Optimization (PLO) phase operates on the quantification of ply quality through predictable geometry-based defects such as gaps, overlaps, angle deviation, and steering. As you move from PLO to Laminate-Level Optimization (LLO) the design space grows exponentially, emphasizing the need for automated optimization. The work presented in this thesis expands CAPP’s functionality by comparing the planned fiber paths through the thickness of the laminate to mitigate stacked area defects and achieve an optimal laminate-level manufacturing strategy. Within CAPP, predicted gap and overlap defects are imported from Vericut Composites Programming (VCP) and then discretized to streamline the through-thickness comparison. Two objective functions are used to score different combinations of ply layup strategies based on defect stacking both globally and locally. Four combinatorial optimization algorithms were coupled with these objective functions to investigate the laminate-level manufacturing strategy design space and converge on the optimal plan. These algorithms were evaluated based on accuracy and efficiency through virtual testing on a complex tool surface. A separate LLO approach was developed to achieve near-optimal laminates in significantly less time. The end result is a software package which greatly reduces the required input from process planners, shortening the design-build cycle time and improving part quality.

AFP↗

Roofline Analysis in the Intel® Advisor to Deliver Optimized Performance for applications on Intel® Xeon Phi™ Processor

In this session we show, in two case studies, how the roofline feature of Intel Advisor has been utilized to optimize the performance of kernels of the XGC1 and PICSAR codes in preparation for Intel Knights Landing architecture. The impact of the implemented optimizations and the benefits of using the automatic roofline feature of Intel Advisor to study performance of large applications will be presented. This demonstrates an effective optimization strategy that has enabled these science applications to achieve up to 4.6 times speed-up and prepare for future exascale architectures. # Goal/Relevance of Session The roofline model [1,2] is a powerful tool for analyzing the performance of applications with respect to the theoretical peak achievable on a given computer architecture. It allows one to graphically represent the performance of an application in terms of operational intensity, i.e. the ratio of flops performed and bytes moved from memory in order to guide optimization efforts. Given the scale and complexity of modern science applications, it can often be a tedious task for the user to perform the analysis on the level of functions or loops to identify where performance gains can be made. With new Intel tools, it is now possible to automate this task, as well as base the estimates of peak performance on measurements rather than vendor specifications. The goal of this session is to demonstrate how the roofline feature of Intel Advisor can be used to balance memory vs. computation related optimization efforts and effectively identify performance bottlenecks. A series of typical optimization techniques: cache blocking, structure refactoring, data alignment, and vectorization illustrated by the kernel cases will be addressed. # Description of the codes ## XGC1 The XGC1 code [3] is a magnetic fusion Particle-In-Cell code that uses an unstructured mesh for its Poisson solver that allows it to accurately resolve the edge plasma of a magnetic fusion device. After recent optimizations to its collision kernel [4], most of the computing time is spent in the electron push (pushe) kernel, where these optimization efforts have been focused. The kernel code scaled well with MPI+OpenMP but had almost no automatic compiler vectorization, in part due to indirect memory addresses and in part due to low trip counts of low-level loops that would be candidates for vectorization. Particle blocking and sorting have been implemented to increase trip counts of low-level loops and improve memory locality, and OpenMP directives have been added to vectorize compute-intensive loops that were identified by Advisor. The optimizations have improved the performance of the pushe kernel 2x on Haswell processors and 1.7x on KNL. The KNL node-for-node performance has been brought to within 30% of a NERSC Cori phase I Haswell node and we expect to bridge this gap by reducing the memory footprint of compute intensive routines to improve cache reuse. ## PICSAR is a Fortran/Python high-performance Particle-In-Cell library targeting at MIC architectures first designed to be coupled with the PIC code WARP for the simulation of laser-matter interaction and particle accelerators. PICSAR also contains a FORTRAN stand-alone kernel for performance studies and benchmarks. A MPI domain decomposition is used between NUMA domains and a tile decomposition (cache-blocking) handled by OpenMP has been added for shared-memory parallelism and better cache management. The so-called current deposition and field gathering steps that compose the PIC time loop constitute major hotspots that have been rewritten to enable more efficient vectorization. Particle communications between tiles and MPI domain has been merged and parallelized. All considered, these improvements provide speedups of 3.1 for order 1 and 4.6 for order 3 interpolation shape factors on KNL configured in SNC4 quadrant flat mode. Performance is similar between a node of cori phase 1 and KNL at order 1 and better on KNL by a factor 1.6 at order 3 with the considered test case (homogeneous thermal plasma).

97 MATHEMATICS AND COMPUTING↗

Multi-scale and multi-physics analysis, design optimization, and experimental validation of heat exchangers utilizing high performance, non-round tubes

Air-to-refrigerant heat exchangers (HXs) are fundamental components in HVAC&R systems, and considerable research has been dedicated designing continually smaller, lighter, and more efficient HX designs. In recent years, researchers have leveraged advancements in Computational Fluid Dynamics (CFD), Finite Element Analysis (FEA), and optimization algorithms to consider primary tube shape and topology optimization to design highly compact, high performance HXs for a multitude of applications. In this research, we present a computationally efficient, comprehensive, multi-scale, and multi-physics analysis and optimization method for air-to-refrigerant HXs featuring automated CFD and FEA simulations and approximation-assisted optimization. This methodology was utilized to design HXs with shape-optimized, non-round tubes which outperform current state-of-the-art tube-fin HXs without compromising structural integrity. The optimal HXs were shown to deliver similar thermal performance to the baseline HXs while also achieving more than 20% reductions in airside pressure drop and core envelope volume and more than 30% reduction in internal volume. Comprehensive experimental validation of the optimization methodology was conducted through the testing of two prototypes in a standardized wind tunnel facility under multiple operating conditions. For prototype #1 under dry evaporator conditions, the predicted heat load agreed within ± 10% of measured values and the predicted airside pressure drop agreed within ± 30%, while for dehumidifying conditions, the predicted sensible and latent heat loads agreed within ± 10% and ± 20% of the measured values, respectively. For prototype #2, the predicted condenser heat load agreed within ± 3.0% of measured values, and the predicted airside pressure drop agreed within ± 27%. The acceptable agreement between simulation and experimental results for the present application highlights the flexibility of the novel optimization methodology to design next generation HXs with improved performance and reduced volume, weight, and environmental impact.

42 ENGINEERING↗

Variable-fidelity multipoint aerodynamic shape optimization with output-based adapted meshes

This work presents a method to control the discretization error in multipoint aerodynamic shape optimization using output-based adapted meshes. The meshes are adapted via adjoint-based error estimates, taking into account both the objective and constraint output errors. A multi-fidelity optimization framework is then developed by taking advantage of the variable fidelity offered by adaptive meshes. The objective functional and its sensitivity at each design point (operating condition) are first evaluated on the same initial coarse mesh, which is then subsequently adapted for each design point individually as the shape optimization proceeds. The effort to set up the optimization is minimal since the initial mesh can be fairly coarse and easy to generate. As the shape approaches the optimal design, the mesh at each design point becomes finer, in regions necessary for that particular operating condition. The multi-fidelity framework is tightly coupled with the objective error estimation to ensure the optimization accuracy at each fidelity. Computational savings arise from a reduction of the mesh size when the design is far from optimal and avoiding an exhaustive search on low-fidelity meshes. The proposed method is demonstrated on multipoint drag minimization problems of a transonic airfoil with lift and area constraints. Improved accuracy and efficiency are shown compared to traditional fixed-fidelity optimization with a fixed computational mesh.

42 ENGINEERING↗

Development of novel dynamic machine learning-based optimization of a coal-fired power plant

The increasing fraction of intermittent renewable energy in the electrical grid is resulting in coal-fired boilers now routinely ramp up and down. The current state-of-the-art operation for such boilers is to apply steady-state, neural network-based optimization to make control decisions in real-time, and this report demonstrates the feasibility of extending this to dynamic, neural network-based optimization using a long short-term memory neural network. A simplified numerical simulation of a t-fired coal boiler and supporting equipment is used to represent a real plant subjected to both steady-state, neural network-based optimization and dynamic, neural network-based optimization. Using the same intervals and a particle swarm optimization algorithm, the dynamic optimization outperforms the steady-state optimization and realizes up to 4.58% improvement in thermal efficiency. Dynamic optimization with a long short-term memory neural network is shown to both be feasible and beneficial for operation of a coal-fired boiler under changing load.

42 ENGINEERING↗

An adjoint method for a high-order discretization of deforming domain conservation laws for optimization of flow problems

We report the fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high-order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain is transformed into one on a fixed reference domain by the introduction of a time-dependent mapping that encapsulates the domain deformation and parametrization, resulting in an Arbitrary Lagrangian–Eulerian form of the governing equations. A high-order discontinuous Galerkin method is used to discretize the transformed equation in space and a high-order diagonally implicit Runge–Kutta scheme is used for the temporal discretization. Quantities of interest that take the form of space–time integrals are discretized in a solver-consistent manner. The corresponding fully discrete adjoint method is used to compute exact gradients of quantities of interest along the manifold of solutions of the fully discrete conservation law. These quantities of interest and their gradients are used in the context of gradient-based PDE-constrained optimization. The adjoint method is used to solve two optimal shape and control problems governed by the isentropic, compressible Navier–Stokes equations. The first optimization problem seeks the energetically optimal trajectory of a 2D airfoil given a required initial and final spatial position. The optimization solver, driven by gradients computed via the adjoint method, reduced the total energy required to complete the specified mission nearly an order of magnitude. The second optimization problem seeks the energetically optimal flapping motion and time-morphed geometry of a 2D airfoil given an equality constraint on the x-directed impulse generated on the airfoil. The optimization solver satisfied the impulse constraint to greater than 8 digits of accuracy and reduced the required energy between a factor of 2 and 10, depending on the value of the impulse constraint, as compared to the nominal configuration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal design of chemoepitaxial guideposts for the directed self-assembly of block copolymer systems using an inexact Newton algorithm

Directed self-assembly (DSA) of block copolymers (BCPs) is one of the most promising developments in the cost-effective production of nanoscale devices. The process makes use of the natural tendency for BCP melts to form nanoscale structures upon phase separation. The phase separation can be directed through the use of chemically patterned substrates to promote the formation of morphologies that are essential to the production of semiconductor devices. Moreover, the design of substrate pattern can be formulated as an optimization problem for which we seek optimal substrate designs that effectively produce given target morphologies. In this paper, we adopt a phase field model given by a nonlocal Cahn–Hilliard partial differential equation (PDE) based on the minimization of the Ohta–Kawasaki free energy, and present an efficient PDE-constrained optimization framework for the optimal design problem. The design variables are the locations of circular- or strip-shaped guiding posts that are used to model the substrate chemical pattern. To solve the ensuing optimization problem, we propose a variant of an inexact Newton conjugate gradient algorithm tailored to this problem. Additionally, we demonstrate the effectiveness of our computational strategy on numerical examples that span a range of target morphologies. Owing to our second-order optimizer and fast state solver, the numerical results demonstrate five orders of magnitude reduction in computational cost over previous work. The efficiency of our framework and the fast convergence of our optimization algorithm enable us to rapidly solve the optimal design problem in not only two, but also three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗

Dynamic machine learning-based optimization algorithm to improve boiler efficiency

With decreasing computational costs, improvement in algorithms, and the aggregation of large industrial and commercial datasets, machine learning is becoming a ubiquitous tool for process and business innovations. Machine learning is still lacking applications in the field of dynamic optimization for real-time control. This work presents a novel framework for performing constrained dynamic optimization using a recurrent neural network model combined with a metaheuristic optimizer. The framework is designed to augment an existing control system and is purely data-driven, like most industrial Model Predictive Control applications. Several recurrent neural network models are compared as well as several metaheuristic optimizers. Hyperparameters and optimizer parameters are tuned with parameter sweeps, and the resulting values are reported. Further, the best parameters for each optimizer and model combination are demonstrated in closed-loop control of a dynamic simulation, and several recommendations are made for generalizing this framework to other systems. Up to 0.953% improvement is realized over the non-optimized case for a simulated coal-fired boiler. While this is not a large improvement in percentage, the total economic impact is $991,000 per year, and this study builds a foundation for future machine learning with dynamic optimization.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Quantum approximate multi-objective optimization

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, that is, the set of all Pareto-optimal solutions, where no objective can be improved without degrading another one. Multi-objective optimization can be challenging classically, even if the corresponding single-objective optimization problems are efficiently solvable. Thus, multi-objective optimization represents a compelling problem class to analyze with quantum computers. Here we use a low-depth quantum approximate optimization algorithm to approximate the optimal Pareto front of certain multi-objective weighted maximum-cut problems. We demonstrate its performance on an IBM Quantum computer, as well as with matrix product state numerical simulation, and show its potential to outperform classical approaches.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

In this paper, we present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability distributions with given bounds on their moments. Moments of arbitrary order, as well as nonpolynomial moments, can be included in the formulation. We show that this gives rise to a hierarchy of optimization problems with decreasing levels of risk-aversion, with classic robust optimization at one end of the spectrum and stochastic programming at the other. Although our primary motivation is to solve distributionally robust optimization problems with moment uncertainty, the cutting surface method for general semi-infinite convex programs is also of independent interest. The proposed method is applicable to problems with nondifferentiable semi-infinite constraints indexed by an infinite dimensional index set. Examples comparing the cutting surface algorithm to the central cutting plane algorithm of Kortanek and No demonstrate the potential of our algorithm even in the solution of traditional semi-infinite convex programming problems, whose constraints are differentiable, and are indexed by an index set of low dimension. After the rate of convergence analysis of the cutting surface algorithm, we extend the authors' moment matching scenario generation algorithm to a probabilistic algorithm that finds optimal probability distributions subject to moment constraints. The combination of this distribution optimization method and the central cutting surface algorithm yields a solution to a family of distributionally robust optimization problems that are considerably more general than the ones proposed to date.

97 MATHEMATICS AND COMPUTING↗

Optimizing pressurized-water reactor equilibrium cycle using a novel loading pattern encoding and rule-based genetic crossover operators

This work presents an extended multi-batch approach applied in shuffling scheme optimization for equilibrium cycle for pressurized water reactors using Genetic Algorithms (GAs). A new ruled based GA crossover operator called Inherited Location and Batch (ILB) was introduced to enhance offsprings reproduction efficiency specialized for equilibrium cycle optimization problem. This approach was implemented within the Plant ReLoad Optimization (PRLO) framework and validated using a generic reactor model based on the AP1000 design, with core parameters calculated via the CASMO/SIMULATE software package. The ILB approach is then applied for both single and multi-objective problems in maximizing cycle length and core average exposure while minimizing the average enrichment of the 57 fresh fuel assemblies (FAs) per cycle. The optimal solutions are selected based on their dominance to the objectives from all feasible solutions. This research identified three optimal solutions satisfied safety constraints: The first solution minimizes feed enrichment costs with a cycle length of 338.8 days and core exposure of 25.39 MWd/MT; the second solution extends cycle length to 361.2 days, with the highest core exposure of 26.84 MWd/MT, using 3.75 wt% average fuel enrichment; the third solution balances both objectives with a cycle length of 349.6 days, core exposure of 25.82 MWd/MT with a slight enrichment increase compared to the first solution. Collectively, these findings underscore the efficiency and effectiveness of the proposed approach in achieving practical multi-objective optimal equilibrium cycle designs using GAs optimizer.

11 - NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

A Novel Noise-Aware Classical Optimizer for Variational Quantum Algorithms

A key component of variational quantum algorithms (VQAs) is the choice of classical optimizer employed to update the parameterization of an ansatz. It is well recognized that quantum algorithms will, for the foreseeable future, necessarily be run on noisy devices with limited fidelities. Thus, the evaluation of an objective function (e.g., the guiding function in the quantum approximate optimization algorithm (QAOA) or the expectation of the electronic Hamiltonian in variational quantum eigensolver (VQE)) required by a classical optimizer is subject not only to stochastic error from estimating an expected value but also to error resulting from intermittent hardware noise. Model-based derivative-free optimization methods have emerged as popular choices of a classical optimizer in the noisy VQA setting, based on empirical studies. However, these optimization methods were not explicitly designed with the consideration of noise. In this work we adapt recent developments from the “noise-aware numerical optimization” literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. In conclusion, we study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in scikit-quant.

classical optimizers↗

Factorization Machine‐Based Active Learning for Functional Materials Design with Optimal Initial Data

The optimization of functional materials is important to enhance their properties, but their complex geometries pose great challenges to optimization. Data-driven algorithms efficiently navigate such complex design spaces by learning relationships between material structures and performance metrics to discover high-performance functional materials. Surrogate-based active learning, continually improving its surrogate model by iteratively including high-quality data points, has emerged as a cost-effective data-driven approach. Furthermore, it can be coupled with quantum computing to enhance optimization processes, especially when paired with a special form of surrogate model (i.e., quadratic unconstrained binary optimization), formulated by factorization machine (FM). However, current practices often overlook the variability in design space sizes when determining the initial data size for optimization. In this work, we investigate the optimal initial data sizes required for efficient convergence across various design space sizes. By employing averaged piecewise linear regression, we identify initiation points where convergence begins, highlighting the crucial role of employing adequate initial data in achieving efficient optimization. These results contribute to the efficient optimization of functional materials by ensuring faster convergence and reducing computational costs in FM-based active learning.

active learning↗

Optimally configuring a measurement system to detect diversions from a nuclear fuel cycle

The civilian nuclear fuel cycle is an industrial process that produces electrical power from the nuclear fission of uranium. Using a measurement system to accurately account for nuclear material, such as uranium, in a fuel cycle is important because of the possible loss or diversion of this potentially dangerous material. A measurement system is defined by a set of measurement methods, or “devices,” used to account for material flows and inventory values at specific locations in the fuel cycle. Here, we develop a simulation-optimization algorithm and an integer-programming model to find the best, or near-best, resource-limited measurement system with a high degree of confidence. The simulation-optimization algorithm minimizes a weighted sum of false positive and false negative diversion-detection probabilities while accounting for material quantities and measurement errors across a finite, discrete time horizon in hypothetical non-diversion and diversion contexts. In each time period, the estimated cumulative material unaccounted for is compared to a fixed or an optimized threshold value to assess if a “significant amount of material” is lost from a measurement system. The integer-programming model minimizes the population variance of the estimated material loss, i.e., material unaccounted for, in a measurement system. We analyze three potential problems in nuclear fuel cycle measurement systems: (i) given location-dependent device precisions, find the configuration of n devices at n locations ( n = 3) that gives the lowest corresponding objective values using the simulation-optimization algorithm and integer-programming model, (ii) find the location at which improving device precision reduces objective values the most using the simulation-optimization algorithm, and determine the effect of measurement frequency on measurement system configurations and objective values using the simulation-optimization algorithm. We obtain comparable results for each problem at least an order of magnitude faster than existing methods do. Using an optimized, rather than fixed, detection threshold in the simulation-optimization algorithm reduces the weighted sum of false positive and false negative probabilities.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Submodular optimization problems and greedy strategies: A survey

The greedy strategy is an approximation algorithm to solve optimization problems arising in decision making with multiple actions. How effective is the greedy strategy compared to the optimal solution? In this survey, we mainly consider two classes of optimization problems where the objective function is submodular. The first is set submodular optimization, which is to choose a set of actions to optimize a set submodular objective function, and the second is string submodular optimization, which is to choose an ordered set of actions to optimize a string submodular function. Our emphasis here is on performance bounds for the greedy strategy in submodular optimization problems. Specifically, we review performance bounds for the greedy strategy, more general and improved bounds in terms of curvature, performance bounds for the batched greedy strategy, and performance bounds for Nash equilibria.

97 MATHEMATICS AND COMPUTING↗

Development Optimization and Uncertainty Analysis Methods for Oil and Gas Reservoirs

Uncertainty complicates the development optimization of oil and gas exploration and production projects, but methods have been devised to analyze uncertainty and its impact on optimal decision-making. This paper compares two methods for development optimization and uncertainty analysis: Monte Carlo (MC) simulation and stochastic programming. Two example problems for a gas field development and an oilfield development are solved and discussed to elaborate the advantages and disadvantages of each method. Development optimization involves decisions regarding the configuration of initial capital investment and subsequent operational decisions. Uncertainty analysis involves the quantification of the impact of uncertain parameters on the optimum design concept. The gas field development problem is designed to highlight the differences in the implementation of the two methods and to show that both methods yield the exact same optimum design. The results show that both MC optimization and stochastic programming provide unique benefits, and that the choice of method depends on the goal of the analysis. While the MC method generates more useful information, along with the optimum design configuration, the stochastic programming method is more computationally efficient in determining the optimal solution. Reservoirs comprise multiple compartments and layers with multiphase flow of oil, water, and gas. We present a workflow for development optimization under uncertainty for these reservoirs, and solve an example on the design optimization of a multicompartment, multilayer oilfield development.

02 PETROLEUM↗