Nonlinear optimization for stochastic simulations.

Johnson, Michael M. ; Yoshimura, Ann S. ; Hough, Patricia Diane ; Ammerlahn, Heidi R.

Sandia National Laboratories

关键词: Biological Warfare Agents;    Stochastic Processes;    Systems Analysis;    Detection;    Chemical Warfare Agents;   

DOI  :  10.2172/918225
RP-ID  :  SAND2003-8802
RP-ID  :  AC04-94AL85000
RP-ID  :  918225

美国|英语

来源: UNT Digital Library

【 摘 要 】

This report describes research targeting development of stochastic optimization algorithms and their application to mission-critical optimization problems in which uncertainty arises. The first section of this report covers the enhancement of the Trust Region Parallel Direct Search (TRPDS) algorithm to address stochastic responses and the incorporation of the algorithm into the OPT++ optimization library. The second section describes the Weapons of Mass Destruction Decision Analysis Center (WMD-DAC) suite of systems analysis tools and motivates the use of stochastic optimization techniques in such non-deterministic simulations. The third section details a batch programming interface designed to facilitate criteria-based or algorithm-driven execution of system-of-system simulations. The fourth section outlines the use of the enhanced OPT++ library and batch execution mechanism to perform systems analysis and technology trade-off studies in the WMD detection and response problem domain.