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Multi-objective constrained optimization for energy applications via tree ensembles

Thebelt, A; Tsay, C; Lee, RM; Sudermann-Merx, N; Walz, D; Tranter, T; Misener, R; (2022) Multi-objective constrained optimization for energy applications via tree ensembles. Applied Energy , 306 (Part B) , Article 118061. 10.1016/j.apenergy.2021.118061. Green open access

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Abstract

Energy systems optimization problems are complex due to strongly non-linear system behavior and multiple competing objectives, e.g. economic gain vs. environmental impact. Moreover, a large number of input variables and different variable types, e.g. continuous and categorical, are challenges commonly present in real-world applications. In some cases, proposed optimal solutions need to obey explicit input constraints related to physical properties or safety-critical operating conditions. This paper proposes a novel data-driven strategy using tree ensembles for constrained multi-objective optimization of black-box problems with heterogeneous variable spaces for which underlying system dynamics are either too complex to model or unknown. In an extensive case study comprised of synthetic benchmarks and relevant energy applications we demonstrate the competitive performance and sampling efficiency of the proposed algorithm compared to other state-of-the-art tools, making it a useful all-in-one solution for real-world applications with limited evaluation budgets.

Type: Article
Title: Multi-objective constrained optimization for energy applications via tree ensembles
Open access status: An open access version is available from UCL Discovery
DOI: 10.1016/j.apenergy.2021.118061
Publisher version: https://doi.org/10.1016/j.apenergy.2021.118061
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: Gradient boosted trees, Multi-objective optimization, Mixed-integer programming, Black-box optimization
UCL classification: UCL
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/10139772
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