optimization under uncertainty
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Author(s):  
Jeremy T. White ◽  
Matthew J. Knowling ◽  
Michael N. Fienen ◽  
Adam Siade ◽  
Otis Rea ◽  
...  

2021 ◽  
Author(s):  
Xiaolong Liu ◽  
Narutoshi Hibino ◽  
Yue-Hin Loke ◽  
Byeol Kim ◽  
Paige Mass ◽  
...  

AbstractObjectiveFontan surgical planning involves designing grafts to perform optimized hemodynamic performance for the patient’s long-term health benefit. The uncertainty of post-operative boundary conditions (BC) and graft anastomisis displacements may significantly affect the optimized graft designs and lead to undesired outcomes, especially for hepatic flow distribution (HFD). We aim to develop a computation framework to automatically optimize patient-specific Fontan grafts with the maximized possibility of keeping the post-operative results within clinical acceptable thresholds.MethodsThe uncertainties of BC and anastomosis displacements were modeled by using Gaussian distributions according to prior research studies. By parameterizing the Fontan grafts, we built surrogate models of hemodynamic parameters by taking the design parameters and BC as inputs. A two-phased reliability-based robust optimization (RBRO) strategy was developed by combining deterministic optimization (DO) and optimization under uncertainty (OUU) to reduce the computation cost.ResultsWe evaluated the performance of the RBRO framework by comparing it with the DO method on four Fontan patient cases. The results showed that the surgical plans computed from the proposed method yield up to 79.2% improvement on the reliability of HFD than those from the DO method (p < 0.0001). The mean values of iPL and %WSS satisfied the clinically acceptable thresholds.ConclusionThis study demonstrated the effectiveness of our RBRO framework to address uncertainties of BC and anastomosis displacements for Fontan surgical planning.SignificanceThe technique developed in this paper demonstrates a significant improvement in the reliability of predicted post-operative outcomes for Fontan surgical planning. This planning technique is immediately applicable as a building block to enable technology for optimal long-term outcomes for pediatric Fontan patients and can also be used to other pediatric and adult cardiac surgeries.


Author(s):  
Berkcan Kapusuzoglu ◽  
Paromita Nath ◽  
Matthew Sato ◽  
Sankaran Mahadevan ◽  
Paul Witherell

Abstract This work presents a data-driven methodology for multi-objective optimization under uncertainty of process parameters in the fused filament fabrication (FFF) process. The proposed approach optimizes the process parameters with the objectives of minimizing the geometric inaccuracy and maximizing the filament bond quality of the manufactured part. First, experiments are conducted to collect data pertaining to the part quality. Then, Bayesian neural network (BNN) models are constructed to predict the geometric inaccuracy and bond quality as functions of the process parameters. The BNN model captures the model uncertainty caused by the lack of knowledge about model parameters (neuron weights) and the input variability due to the intrinsic randomness in the input parameters. Using the stochastic predictions from these models, different robustness-based design optimization formulations are investigated, wherein process parameters such as nozzle temperature, nozzle speed, and layer thickness are optimized under uncertainty for different multi-objective scenarios. Epistemic uncertainty in the prediction model and the aleatory uncertainty in the input are considered in the optimization. Finally, Pareto surfaces are constructed to estimate the trade-offs between the objectives. Both the BNN models and the effectiveness of the proposed optimization methodology are validated using actual manufacturing of the parts.


2021 ◽  
Author(s):  
Xueying Lu ◽  
Kirk E. Jordan ◽  
Mary F. Wheeler ◽  
Edward O. Pyzer-Knapp ◽  
Matthew Benatan

Abstract We present a framework of the application of Bayesian Optimization (BO) to well management in geological carbon sequestration. The coupled compositional flow and poroelasticity simulator, IPARS, is utilized to accurately capture the underlying physical processes during CO2 sequestration. IPARS is coupled to IBM Bayesian Optimization (IBO) for parallel optimizations of CO2 injection strategies during field-scale CO2 sequestration. Bayesian optimization builds a probabilistic surrogate for the objective function using a Bayesian machine learning algorithm, Gaussian process regression, and then uses an acquisition function that leverages the uncertainty in the surrogate to decide where to sample. IBO addresses the three weak points of the standard BO in that it supports parallel (batch) executions, scales better for high-dimensional problems, and is more robust to initializations. We demonstrate these algorithmic merits by an application to the optimization of the CO2 injection schedule in the Cranfield site using field data. The performance is benchmarked with genetic algorithm (GA) and covariance matrix adaptation evolution strategy (CMA-ES). Results show that IBO achieves competitive objective function value with over 60% less number of forward model evaluations. Furthermore, the Bayesian framework that BO builds upon allows uncertainty quantification and naturally extends to optimization under uncertainty.


Mathematics ◽  
2021 ◽  
Vol 9 (18) ◽  
pp. 2339
Author(s):  
Mahboubeh Farid ◽  
Hampus Hallman ◽  
Mikael Palmblad ◽  
Johannes Vänngård

This paper presents the study of multi-objective optimization of a pharmaceutical portfolio when both cost and return values are uncertain. Decision makers in the pharmaceutical industry encounter several challenges in deciding the optimal selection of drug projects for their portfolio since they have to consider several key aspects such as a long product-development process split into multiple phases, high cost and low probability of success. Additionally, the optimization often involves more than a single objective (goal) with a non-deterministic nature. The aim of the study is to develop a stochastic multi-objective approach in the frame of chance-constrained goal programming. The application of the results of this study allows pharmaceutical decision makers to handle two goals simultaneously, where one objective is to achieve a target return and another is to keep the cost within a finite annual budget. Finally, the numerical results for portfolio optimization are presented and discussed.


2021 ◽  
Author(s):  
Saeid Sadeghi ◽  
Maghsoud Amiri ◽  
Farzaneh Mansoori Mooseloo

Nowadays, the increase in data acquisition and availability and complexity around optimization make it imperative to jointly use artificial intelligence (AI) and optimization for devising data-driven and intelligent decision support systems (DSS). A DSS can be successful if large amounts of interactive data proceed fast and robustly and extract useful information and knowledge to help decision-making. In this context, the data-driven approach has gained prominence due to its provision of insights for decision-making and easy implementation. The data-driven approach can discover various database patterns without relying on prior knowledge while also handling flexible objectives and multiple scenarios. This chapter reviews recent advances in data-driven optimization, highlighting the promise of data-driven optimization that integrates mathematical programming and machine learning (ML) for decision-making under uncertainty and identifies potential research opportunities. This chapter provides guidelines and implications for researchers, managers, and practitioners in operations research who want to advance their decision-making capabilities under uncertainty concerning data-driven optimization. Then, a comprehensive review and classification of the relevant publications on the data-driven stochastic program, data-driven robust optimization, and data-driven chance-constrained are presented. This chapter also identifies fertile avenues for future research that focus on deep-data-driven optimization, deep data-driven models, as well as online learning-based data-driven optimization. Perspectives on reinforcement learning (RL)-based data-driven optimization and deep RL for solving NP-hard problems are discussed. We investigate the application of data-driven optimization in different case studies to demonstrate improvements in operational performance over conventional optimization methodology. Finally, some managerial implications and some future directions are provided.


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