Variability in Solutions of Constrained Optimization Problems: Ocean Outfall Design Case

by Maili Wang, Lansey, Kevin, E.,
Kevin E. Lansey, Lansey, Kevin, E.,



Document Type: Proceeding Paper

Part of: Hydraulic Engineering

Abstract: Uncertainty in optimization model resulting from parameter uncertainty has not been well studied in the hydraulics and water resources areas. To make valid decisions, knowledge of the uncertainty in the model results is needed. A potential uncertainty measure is the objective function variance. A simple example has been presented which demonstrates the difficulty in estimating the variance. A first order second moment estimate of the variance gave acceptable to poor results. Errors were due to the changes in the active constraint set, the nonlinearity of the objective function, and the estimation point.

Subject Headings: Ocean engineering | Optimization models | Hydraulic models | Uncertainty principles | Water resources | Errors (statistics) | Hydraulic structures | Hydraulic design | Parameters (statistics) | Europe | Monaco | Monte Carlo

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