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Records with Keyword: Derivative Free Optimization
Constraint Formulations for Bayesian Optimization of Process Simulations: General Approach and Application to Post-Combustion Carbon Capture
August 16, 2024 (v2)
Subject: Modelling and Simulations
Keywords: Carbon Capture, Derivative Free Optimization, Global optimization, Process Simulation, Surrogate Modeling
Some of the most highly trusted and ubiquitous process simulators have solution methods that are incompatible with algorithms designed for equation-oriented optimization. The natively unconstrained Efficient Global Optimization (EGO) algorithm approximates a black-box simulation with kriging surrogate models to convert the simulation results into a reduced-order model more suitable for optimization. This work evaluates several established constraint-handling approaches for EGO to compare their accuracy, computational efficiency, and reliability using an example simulation of an amine post-combustion carbon capture process. While each approach returned a feasible operating point in the number of iterations provided, none of them effectively converged to a solution, exploring the search space without effectively exploiting promising regions. Using the product of expected improvement and probability of feasibility as next point selection criteria resulted in the best solution value and re... [more]
A GRASP Heuristic for Solving an Acquisition Function Embedded in a Parallel Bayesian Optimization Framework
August 15, 2024 (v2)
Subject: Optimization
Keywords: Derivative Free Optimization, Machine Learning, Optimization, Parallelization, Surrogate Model
Design problems for process systems engineering applications often require multi-scale modeling integrating detailed process models. Consequently, black-box optimization and surrogate modeling have continued to play a fundamental role in mission-critical design applications. Inherent in surrogate modeling applications, particularly those constrained by expensive function evaluations, are the questions of how to properly balance exploration and exploitation and how to do so while harnessing parallel computing in techniques. We devise and investigate a one-step look-ahead GRASP heuristic for balancing exploration and exploitation in a parallel environment. Computational results reveal that our approach can yield equivalent or superior surrogate quality with near linear scaling in the number of parallel samples.