Fiscal Year	2010
Division	Graduate School of Operational & Information Sciences
Department	Operations Research
Investigator(s)	Royset, Johannes O.
Sponsor	Air Force Office of Scientific Research (Air Force)
Summary	The objective of this project is to derive a framework for managing approximations in design optimization of complex engineering systems. The framework will steer the focus away from calculating with a given set of approximations, towards adaptively finding the most efficient approximation to use at any point during the optimization. The framework will consider the problem of selecting efficient approximations as a discrete-time optimal-control problem where the objective minimizes the computational work "to-go" to a near-optimal system design. We will study three approaches for solving this control problem: (i) Within a rolling planning horizon, find the next approximation by solving an optimization problem that estimates the computational work to-go. (ii) Restrict the optimal-control problem to a parametric class of policies. (iii) Estimate the form of the computational work to-go function and use the Q-factor method of approximate dynamic programming to quantify the estimate.
Keywords	System Optimization Precision Adjustment Approximations
Publications	Publications, theses (not shown) and data repositories will be added to the portal record when information is available in FAIRS and brought back to the portal
Data	Publications, theses (not shown) and data repositories will be added to the portal record when information is available in FAIRS and brought back to the portal