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PDE-constrained Optimization under Uncertainty

SIAG/OPT Views and News

Kouri, Drew P.; Surowiec, Thomas M.

Uncertainty is pervasive in all science and engineering applications. Incorporating uncertainty in physical models is therefore both natural and vital. In doing so, we often arrive at parametric systems of partial differential equations (PDEs). When passing from simulation to optimization, we obtain (typically nonconvex) infinite-dimensional optimization problems that, upon discretization, result in extremely large-scale nonlinear programs. For example, consider a linear elliptic PDE on a two- dimensional domain with a single random coeffcient. If we sampled the random input with 10,000 realizations of the coeffcient, the resulting optimization problem would have 10,000 PDE constraints. Furthermore, discretizing each PDE with piecewise linear finite elements on a 100X100 uni- form quadrilateral mesh results in 100,000,000 degrees of freedom. As a result, the critical components for ensuring mesh-independent performance of numerical optimization methods in the deterministic setting, for example, solution regularity and generalized differentiability, are even more critical in the stochastic setting.

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TYPE Journal Article YEAR 2017
OSTI

LDRD Report: Topological Design Optimization of Convolutes in Next Generation Pulsed Power Devices

Cyr, Eric C.; Von Winckel, Gregory; Kouri, Drew P.; Gardiner, Thomas A.; Ridzal, Denis; Shadid, John N.; Miller, Sean

This LDRD project was developed around the ambitious goal of applying PDE-constrained opti- mization approaches to design Z-machine components whose performance is governed by elec- tromagnetic and plasma models. This report documents the results of this LDRD project. Our differentiating approach was to use topology optimization methods developed for structural design and extend them for application to electromagnetic systems pertinent to the Z-machine. To achieve this objective a suite of optimization algorithms were implemented in the ROL library part of the Trilinos framework. These methods were applied to standalone demonstration problems and the Drekar multi-physics research application. Out of this exploration a new augmented Lagrangian approach to structural design problems was developed. We demonstrate that this approach has favorable mesh-independent performance. Both the final design and the algorithmic performance were independent of the size of the mesh. In addition, topology optimization formulations for the design of conducting networks were developed and demonstrated. Of note, this formulation was used to develop a design for the inner magnetically insulated transmission line on the Z-machine. The resulting electromagnetic device is compared with theoretically postulated designs.

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TYPE SAND Report YEAR 2017
DOIOSTI

Data-Driven Optimization for the Design and Control of Large-Scale Systems (LDRD Final Report)

Kouri, Drew P.

Engineering decisions are often formulated as optimization problems such as the optimal design or control of physical systems. In these applications, the resulting optimization problems are constrained by large-scale simulations involving systems of partial differential equations (PDEs), ordinary differential equations (ODEs), and differential algebraic equations (DAEs). In addition, critical components of these systems are fraught with uncertainty, including unverifiable modeling assumptions, unknown boundary and initial conditions, and uncertain coefficients. Typically, these components are estimated using noisy and incomplete data from a variety of sources (e.g., physical experiments). The lack of knowledge of the true underlying probabilistic characterization of model inputs motivates the need for optimal solutions that are robust to this uncertainty. In this report, we introduce a framework for handling "distributional" uncertainties in the context of simulation-based optimization. This includes a novel measure discretization technique that will lead to an adaptive optimization algorithm tailored to exploit the structures inherent to simulation- based optimization.

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TYPE SAND Report YEAR 2016
DOIOSTI
Results 76–100 of 121
Results 76–100 of 121