On Handling Cost Gradient Uncertainty in Real-Time Optimization

Martand Singhal; Timm Faulwasser; Dominique Bonvin

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On Handling Cost Gradient Uncertainty in Real-Time Optimization

机译：实时优化中处理成本梯度不确定性的研究

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This paper deals with the real-time optimization of uncertain plants and proposes an approach based on surrogate models to reach the plant optimum when the plant cost gradient is imperfectly known. It is shown that, for processes with only box constraints, the optimum is reached upon convergence if the multiplicative gradient uncertainty lies within some bounded interval. For the case of general constraints, conditions are derived that guarantee plant feasibility and, in principle, allow enforcing cost decrease at each iteration.

机译：本文讨论了不确定工厂的实时优化问题，并提出了一种基于代理模型的方法，当不完全知道工厂成本梯度时可以达到工厂最优。结果表明，对于只有盒约束的过程，如果乘法梯度不确定性在某个有界区间内，则收敛时可以达到最佳。对于一般约束条件，需要推导条件以保证工厂的可行性，并在原则上允许每次迭代降低成本。

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《IFAC PapersOnLine》 |2015年第8期|共6页
作者
Martand Singhal; Timm Faulwasser; Dominique Bonvin;
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正文语种
中图分类自动化技术、计算机技术;
关键词
real-time optimizationuncertain gradientsconvergencemonotonic cost decrease;

机译：实时优化不确定梯度收敛单调成本降低;

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1. On Handling Cost Gradient Uncertainty in Real-Time Optimization [J] . Martand Singhal, Timm Faulwasser, Dominique Bonvin IFAC PapersOnLine . 2015,第8期

机译：实时优化中处理成本梯度不确定性的研究
2. Optimization of Monopod Offshore Tower under Uncertainties with Gradient-Based and Gradient-Free Optimization Algorithms [J] . Vedat Togan Advances in Structural Engineering . 2012,第12期

机译：基于梯度和无梯度优化算法的不确定性独脚架离岸塔优化
3. Fuzzy Activity Based Costing: A Methodology for Handling Uncertainty in activity based Costing systems [J] . Heather Nachtmann, Kim LaScola Needy The engineering economist . 2001,第4期

机译：基于模糊活动的成本核算：一种基于活动的成本核算系统中处理不确定性的方法
4. On Handling Cost Gradient Uncertainty in Real-Time Optimization [C] . Martand Singhal, Timm Faulwasser, Dominique Bonvin IFAC International Symposium on Advanced Control of Chemical Processes . 2016

机译：在实时优化中处理成本梯度不确定性
5. A new method of threshold and gradient optimization using class uncertainty theory and its quantitative analysis. [D] . Liu, Yinxiao. 2009

机译：基于类不确定性理论的阈值和梯度优化新方法及其定量分析。
6. Handling Real-World Context Awareness Uncertainty and Vagueness in Real-Time Human Activity Tracking and Recognition with a Fuzzy Ontology-Based Hybrid Method [O] . Natalia Díaz-Rodríguez, Olmo León Cadahía, *, 2014

机译：基于模糊本体的混合方法在实时人类活动跟踪与识别中处理现实环境中的意识不确定性和模糊性
7. Gradient, non-gradient and hybrid algorithms for optimizing 3D forging sequences with uncertainties [O] . Fourment Lionel 2007

机译：用于优化具有不确定性的3D锻造序列的梯度，非梯度和混合算法

On Handling Cost Gradient Uncertainty in Real-Time Optimization

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