Annotated List of Publications

 

1.      Schenk, J.R., Huang, D., Zheng, N., and Allen, T.T., “Multiple Fidelity Simulation Optimization of Hospital Performance under High Consequence Event Scenarios”, submitted to the 2005 Winter Simulation Conference Proceeding.

In optimizing systems, experimental models are often available with different levels of cost and different levels of “fidelity” or trustworthiness, a fact that can be exploited.  For example, a highly detailed model might be made for a few possible configurations, supplemented by a large number of rough models that are less expensive to construct.  The purpose of this paper is to illustrate the application of a recently proposed Multiple Fidelity Sequential Kriging Optimization (MFSKO) method to derive the optimal re-source allocation for disaster preparedness of a hospital.  The system is evaluated via discrete event simulations of two sophistication levels.  The MFSKO method integrates multiple fidelity data in search for the global optima with less total evaluation cost.  Kriging meta-models are generated as by-products of the optimization.

 

2.      Deng Huang, Theodore T. Allen, William I. Notz, and R. Allen Miller, “Sequential Kriging Optimization Using Multiple Fidelity Evaluations”, accepted by Structural and Multidisciplinary Optimization.

When cost-per-evaluation on a system of interest is high, surrogate systems can provide cheaper but lower-fidelity information.  In the proposed extension of the Sequential Kriging Optimization method, surrogate systems are exploited to reduce the total evaluation cost.  The method utilizes data on all systems to build a kriging meta-model that provides a global prediction of the objective function and a measure of prediction uncertainty.  The location and fidelity level of the next evaluation are selected by maximizing an augmented expected improvement function, which is connected with the evaluation costs.  The proposed method was applied to test functions from the literature and a metal-forming process design problem via Finite Element simulations.  The method manifests sensible search patterns, robust performance, and appreciable reduction in total evaluation cost as compared to the original method.

 

3.      Huang, D., Allen, T. T., Notz, W. I., and Zheng, N., “Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models”, accepted by the Journal of Global Optimization.

This paper proposes a new method that extends the Efficient Global Optimization (EGO) to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the in-fill sample selection is an augmented Expected Improvement (EI) function with desirable properties for stochastic responses. The proposed method is empirically compared with the Revised Simplex Search (RSS) and Simultaneous Perturbation Stochastic Approximation (SPSA) methods using six test problems from the literature. The results suggest that the proposed method is consistent and relatively efficient in finding global optimal solutions.

 

4.      Huang, D., Allen T. T., “Design and Analysis of Variable Fidelity Experimentation Applied to Engine Valve Heat Treatment Process Design”, Journal of Royal Statistics, Series C. 54, Part 2, p. 443-463, (2005).

When experimentation on the real system is expensive, data are often collected using cheaper, lower-fidelity surrogate systems. This paper concerns response surface methods in the context of variable fidelity experimentation. We propose the use of Generalized Least Squares (GLS) to generate the predictions. We also present perhaps the first optimal designs for variable fidelity experimentation, using an extension of the Expected Integrated Mean Squared Error (EIMSE) criterion. Numerical tests are used to compare the method performance with alternatives and to investigate the robustness to incorporated assumptions. The method is applied to automotive engine valve heat treatment process design in which real world data were mixed with data from two types of computer simulations.

 

5.      Huang, D., Drummond, C. H., III, Wang, J., Blume, R. D., “Incorporation of Chromium (III & VI) Oxides in A Simulated Basaltic Industrial Waster Glass-Ceramic”, Journal of American Ceramic Society, Vol. 87, Issue 11, p. 2047-2052 (2004).

Chromium, an EPA listed toxic element concentrated in many industrial wastes, was stabilized utilizing waste vitrification. Cr2O3 and CrO3 were loaded into a simulated basaltic base composition, vitrified, and cooled at various rates. Chromium incorporation mechanisms, vitrification processability, effect of initial Cr oxidation state, and product performance were investigated. At 1500°C, Cr2O3 has a low solubility limit (0.54wt%) in the base composition, and crystallized as Cr-rich primary spinel (Mg, Fe)(Fe, Al, Cr)2O4. Upon cooling, Cr-depleted secondary spinel and augite (Na,Ca)(Mg,Fe2+,Al)(Si,Al)2O6 crystallized. Cr(VI) was converted into Cr(III) upon vitrification. The apparent viscosity of the melts was estimated using the Bottinga-Weill model as corrected by Roscoe’s equation. The end products showed Cr2O3 loading capacities as high as 16.7wt% without exceeding the toxicity-leaching limit defined by EPA. The annealed products had Vicker’s hardness of about 800 KgF/mm2 and can be classified as medium grade abrasives.

 

6.      Chantarat, N., N. Zheng, T. T. Allen, and Huang, D., “Optimal Experimental Design for Systems Involving Both Quantitative and Qualitative Factors,” Proceedings of the Winter Simulation Conference, R. D. M. Ferrin and P. Sanchez (www.wintersim.org), (2003).

Often in discrete-event simulation, factors being considered are qualitative such as machine type, production method, job release policy, and factory layout type. It is also often of interest to create a Response Surface (RS) metamodel for visualization of input-output relationships.  Several methods have been proposed in the literature for RS metamodeling with qualitative factors but the resulting metamodels may be expected to predict poorly because of sensitivity to misspecification or bias. This paper proposes the use of the Expected Integrated Mean Squared Error (EIMSE) criterion to construct alternative optimal experimental designs. This approach explicitly takes bias into account. We use a discrete-event simulation example from the literature, coded in ARENATM, to illustrate the proposed method and to compare metamodeling accuracy of alternative approaches computationally.

 

7.      Huang, D., Wu, W. T., Lambert, D., and Semiatin, S. L., "Computer Simulation of Microstructure Evolution During Hot Forging of Waspaloy and Nickel Alloy 718", Microstructure Modeling and Prediction During Thermalmechanical Processing, TMS, p.137-147, (2001).

Computer simulation of microstructure evolution during hot forging of superalloys is of great interest, particularly for the manufacture of critical components for aerospace applications. To this end, recrystallization and grain growth were modeled using a phenomenological approach and implemented in the commercial metal forming code DEFORMTM that establishes the thermomechanical history.  Necessary material parameters used in the analysis were collected from available literature. To validate the model with Waspaloy, an industrial disk forging process was simulated. Predictions of recrystallized volume fraction and grain size were in good agreement with the measurements. For nickel alloy 718, simple upsetting and double-cone forging were simulated and compared with experimental data. A three-dimensional cogging simulation was also performed for as-cast 718 ingot material to demonstrate the capability of the model.

 

8.      Huang, D., LaCount, B. J., Castro, J. M., Ignatz-Hoover, F., “Development of a service-simulating aging test method for exterior tire rubber compounds part I: Cyclic Aging”, Polymer Degradation and Stability, 74, p. 353, (2001).

Two conventional standard aging tests – thermal aging and dynamic ozone aging and a novel multiple-factor test – cyclic aging, are compared to an outdoor aging test, which is assumed close to real service aging.  The cyclic aging test consists of four single-factor sub-tests, including oxygen bomb, dynamic ozone, ultraviolet light, and water solution attack.  Four formulations of tire rubber compound are used as experimental materials.  The degradation of material properties as a function of aging is measured in order to compare the aging test methods.  The experimental results show that the cyclic aging test is closer to the outdoor aging than the conventional dynamic ozone and thermal aging tests.  The static modulus increases with thermal aging, and decreases with dynamic ozone aging time.  For outdoor and cyclic aging, the modulus initially increases, but then later decreases, showing traces of both of the previously mentioned results.  It is also found that the size of the specimen has a significant acceleration affect on aging.  Such effect can be utilized to accelerate the artificial aging without elevating the temperature.

 

9.      Huang, D., Arimoto, K., Lee, K., Lambert, D., Narazaki, M., "Prediction of Quench Distortion on Steel Shaft with Keyway by Computer Simulation”, Heat Treating Conference & Exposition Proceeding, ASM, (2000).

During quenching, steel shafts tend to distort much more if they contain a keyway. Non-uniform cooling due to the non-axisymmetric shaft geometry may induce the additional distortion. Distortion measurements were obtained from a number of shaft steels and quenchants to compare alloy and cooling effects. The experiments were simulated using the Finite Element Method (FEM) system DEFORM™-HT, with estimated surface heat transfer coefficients.

 

10.  Arimoto, K., Huang, D., Lambert, D., and Wu, W. T., "Computer Prediction and Evaluation of Inverse Quench-Hardening of Steel", Heat Treating Conference & Exposition Proceeding, ASM, (2000).

In oil quenched bearing grade steels, hardness distributions have occasionally exhibited lower hardness values at the surface that at the core.  This phenomenon is referred to as “inverse quench-hardening”.  The Finite Element Method (FEM) system DEFORMTM-HT was utilized to predict the volume fractions of metallic phases resulting form the inverse quench-hardening phenomenon.  The simulated results have clarified the reasons for why the phenomenon occurs.

 

 

Proposals

Huang, D., Allen, T. T., Notz, W. I., 2004 NSF Proposal “Efficient Global Optimization Using Variable Fidelity Data”.

The needs of U.S. manufacturing for optimization continue to grow in the face of increasing global competition.  Shop floor engineers are demanding optimization tools combined with simulation to increase quality and reduce production costs.  This type of optimization problem often has expensive function evaluations with noise.  The efficient global optimization (EGO) method based on the Design and Analysis of Computer Experiment (DACE) metamodeling framework has been shown to be promising from an efficiency standpoint for the associated nonlinear stochastic optimization problems, i.e., using only a limited number of objective function evaluations or “data,” the EGO methods consistently found the global minima in test problems. 

 

Fidelity” refers to the degree of similarity between outputs of the system of interest and of surrogate systems that are trying to emulate the system of interest.  Data of varying levels of fidelity are often available in practice, e.g., production data, data from laboratory tests, and computer simulations of various types all might be trying to emulate shop floor performance.  Because lower fidelity function evaluations may be orders of magnitude less expensive than highest fidelity calls (running new parts on the shop floor), solvers that utilize variable fidelity data promise dramatic increases in efficiency.  In this context, adapting the DACE/EGO framework has an obvious advantage compared with alternative optimization methods that do not involve building global meta-models.  This follows because meta-modeling permits the solver to explicitly address the systematic errors associated with the data from the lower fidelity systems.  A major subtask of the research is to explore design and analysis of variable fidelity experiments for accurate prediction of the highest fidelity surface.

 

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