Title: Fast Simulation-based Optimization for Engineering Design Under Uncertainty

Speaker: Chun-Hung Chen, George Mason University

Date/Time: Monday, June 6, 2005, 11:00 - 12:00 noon (MT)

Location: Building 980, Room 95 (Sandia-NM), Building 915, Room S101 (Sandia-CA)

Brief Abstract: Simulation is a popular tool for designing large, complex, stochastic systems, since closed-form analytical solutions generally do not exist for such problems.  While the advance of new technology has dramatically increased computational power, efficiency is still a big concern when using simulation for engineering design with uncertainty, in which case many alternative designs must be simulated.  This presentation gives our new development to address such an efficiency issue.  A key component of our methodologies is a new control-theoretic simulation technique called Optimal Computing Budget Allocation (OCBA) invented by the speaker. OCBA is developed in the context of Ordinal Optimization and is employed to provide the most efficient number of simulation runs for a desired accuracy. With integration with Pattern Coordinate Search method, it can be effectively applied to continuous stochastic optimization problems.

(Joint work with Dr. Vicente Romero at Sandia-New Mexico)

CSRI POC: Monica Martinez-Canales, (925) 294-3157