Modifier adaptation meets bayesian optimization and derivative-free
optimization
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.
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
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