Rio-Chanona, EAD;
Petsagkourakis, P;
Bradford, E;
Graciano, JEA;
Chachuat, B;
(2021)
Real-time optimization meets Bayesian optimization and derivative-free optimization: A tale of modifier adaptation.
Computers & Chemical Engineering
, 147
, Article 107249. 10.1016/j.compchemeng.2021.107249.
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Abstract
This paper investigates a new class of modifier-adaptation schemes to overcome plant-model mismatch in real-time optimization of uncertain processes. The main contribution lies in the integration of concepts from the fields of Bayesian optimization and derivative-free optimization. The proposed schemes embed a physical model and rely on trust-region ideas to minimize risk during the exploration, while employing Gaussian process regression to capture the plant-model mismatch in a non-parametric way and drive the exploration by means of acquisition functions. The benefits of using an acquisition function, knowing the process noise level, or specifying a nominal process model are analyzed on numerical case studies, including a semi-batch photobioreactor optimization problem with a dozen decision variables.
| Type: | Article |
|---|---|
| Title: | Real-time optimization meets Bayesian optimization and derivative-free optimization: A tale of modifier adaptation |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1016/j.compchemeng.2021.107249 |
| Publisher version: | https://doi.org/10.1016/j.compchemeng.2021.107249 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher's terms and conditions. |
| Keywords: | Real-time optimization, Modifier adaptation, Trust region, Gaussian process regression, Bayesian optimization, Acquisition function, Model-free RTO |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Chemical Engineering |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10127365 |
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