Real-time optimization meets Bayesian optimization and derivative-free optimization: A tale of modifier adaptation

E. A. del Rio Chanona; P. Petsagkourakis; E. Bradford; J. E. Alves Graciano; B. Chachuat

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Real-time optimization meets Bayesian optimization and derivative-free optimization: A tale of modifier adaptation

机译：实时优化符合贝叶斯优化和无衍生优化：改进剂适应的故事

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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.

机译：本文调查了一类新型的改进剂适应方案，以克服植物模型不匹配在不确定过程的实时优化中。主要贡献在于贝叶斯优化和无衍生优化领域的概念集成。建议方案嵌入了物理模型，依赖于信任区域的想法，以最大限度地减少探索期间的风险，同时采用高斯过程回归以非参数方式捕获植物模型不匹配，并通过采集函数驱动探索。在数值案例研究中分析使用采集功能的益处，知道过程噪声水平或指定标称过程模型，包括具有十几个决策变量的半批量光生物反应器优化问题。

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来源
《Computers & Chemical Engineering》 |2021年第4期|107249.1-107249.16|共16页
作者
E. A. del Rio Chanona; P. Petsagkourakis; E. Bradford; J. E. Alves Graciano; B. Chachuat;
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作者单位

Centre for Process Systems Engineering Department of Chemical Engineering Imperial College London UK;

Centre for Process Systems Engineering Department of Chemical Engineering University College London UK;

Department of Engineering Cybernetics Norwegian University of Science and Technology Trondheim Norway;

Universidade de Sao Paulo Escola Politecnica Departamento de Engenharia Quimica Sao Paulo Brazil;

Centre for Process Systems Engineering Department of Chemical Engineering Imperial College London UK;

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正文语种 eng
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关键词
Real-time optimization; Modifier adaptation; Trust region; Gaussian process regression; Bayesian optimization; Acquisition function; Model-free RTO;

机译：实时优化;改性剂适应;信托地区;高斯过程回归;贝叶斯优化;收购功能;无模型RTO;

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Real-time optimization meets Bayesian optimization and derivative-free optimization: A tale of modifier adaptation

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