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Records with Subject: Optimization
1633. LAPSE:2018.0157
A Continuous Formulation for Logical Decisions in Differential Algebraic Systems using Mathematical Programs with Complementarity Constraints
July 30, 2018 (v1)
Subject: Optimization
Keywords: complementarity constraints, differential algebraic equations, dynamic optimization, orthogonal collocation
This work presents a methodology to represent logical decisions in differential algebraic equation simulation and constrained optimization problems using a set of continuous algebraic equations. The formulations may be used when state variables trigger a change in process dynamics, and introduces a pseudo-binary decision variable, which is continuous, but should only have valid solutions at values of either zero or one within a finite time horizon. This formulation enables dynamic optimization problems with logical disjunctions to be solved by simultaneous solution methods without using methods such as mixed integer programming. Several case studies are given to illustrate the value of this methodology including nonlinear model predictive control of a chemical reactor using a surge tank with overflow to buffer disturbances in feed flow rate. Although this work contains novel methodologies for solving dynamic algebraic equation (DAE) constrained problems where the system may experience... [more]
1634. LAPSE:2018.0144
Deterministic Global Optimization with Artificial Neural Networks Embedded
Global deterministische Optimierung von Optimierungsproblemen mit künstlichen neuronalen Netzwerken
October 15, 2018 (v2)
Subject: Optimization
Keywords: Artificial Intelligence, Big Data, Compressors, Deterministic Global Optimization, GAMS, Machine Learning, Modelling, Numerical Methods, Process Synthesis, Surrogate Model
Artificial neural networks (ANNs) are used in various applications for data-driven black-box modeling and subsequent optimization. Herein, we present an efficient method for deterministic global optimization of ANN embedded optimization problems. The proposed method is based on relaxations of algorithms using McCormick relaxations in a reduced-space [\textit{SIOPT}, 20 (2009), pp. 573-601] including the convex and concave envelopes of the nonlinear activation function of ANNs. The optimization problem is solved using our in-house global deterministic solver MAiNGO. The performance of the proposed method is shown in four optimization examples: an illustrative function, a fermentation process, a compressor plant and a chemical process optimization. The results show that computational solution time is favorable compared to the global general-purpose optimization solver BARON.
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