Repository logo
  • Log In
    Log in via Symplectic to deposit your publication(s).
Repository logo
  • Communities & Collections
  • Research Outputs
  • Statistics
  • Log In
    Log in via Symplectic to deposit your publication(s).
  1. Home
  2. Faculty of Engineering
  3. Faculty of Engineering
  4. Modifier adaptation meets bayesian optimization and derivative-free optimization
 
  • Details
Modifier adaptation meets bayesian optimization and derivative-free
optimization
File(s)
2009.08819v1.pdf (14.12 MB)
Working paper
Author(s)
Rio-Chanona, Ehecatl Antonio del
Petsagkourakis, Panagiotis
Bradford, Eric
Graciano, Jose Eduardo Alves
Chachuat, Benoit
Type
Working Paper
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 areas 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
illustrated on numerical case studies, including a semi-batch photobioreactor
optimization problem.
Date Issued
2020-09-18
Citation
2020
URI
http://hdl.handle.net/10044/1/83079
Publisher
arXiv
Copyright Statement
© 2020 The Author(s).
Sponsor
BG International Limited
Engineering & Physical Science Research Council (EPSRC)
Identifier
http://arxiv.org/abs/2009.08819v1
Grant Number
PO 4513104531
EP/T000414/1
Subjects
math.OC
math.OC
cs.LG
Notes
First two authors have equal contribution
Publication Status
Published
About
Spiral Depositing with Spiral Publishing with Spiral Symplectic
Contact us
Open access team Report an issue
Other Services
Scholarly Communications Library Services
logo

Imperial College London

South Kensington Campus

London SW7 2AZ, UK

tel: +44 (0)20 7589 5111

Accessibility Modern slavery statement Cookie Policy

Built with DSpace-CRIS software - Extension maintained and optimized by 4Science

  • Cookie settings
  • Privacy policy
  • End User Agreement
  • Send Feedback