Sufficient Conditions for Feasibility and Optimality of Real-Time Optimization Schemes - I. Theoretical Foundations

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While the essential goal of these schemes is to drive the process to its true optimal conditions without violating any safety-critical, or "hard", constraints, no generalized, unified approach for guaranteeing this behavior exists. In this two-part paper, we propose an implementable set of conditions that can enforce these properties for any RTO algorithm. The first part of the work is dedicated to the theory behind the sufficient conditions for feasibility and optimality (SCFO), together with their basic implementation strategy. RTO algorithms enforcing the SCFO are shown to perform as desired in several numerical examples - allowing for feasible-side convergence to the plant optimum where algorithms not enforcing the conditions would fail.Comment: Working paper; supplementary material available at: http://infoscience.epfl.ch/record/18807

Branching strategies for mixed-integer programs containing logical constraints and decomposable structure

Decision-making optimisation problems can include discrete selections, e.g. selecting a route, arranging non-overlapping items or designing a network of items. Branch-and-bound (B&B), a widely applied divide-and-conquer framework, often solves such problems by considering a continuous approximation, e.g. replacing discrete variable domains by a continuous superset. Such approximations weaken the logical relations, e.g. for discrete variables corresponding to Boolean variables. Branching in B&B reintroduces logical relations by dividing the search space. This thesis studies designing B&B branching strategies, i.e. how to divide the search space, for optimisation problems that contain both a logical and a continuous structure. We begin our study with a large-scale, industrially-relevant optimisation problem where the objective consists of machine-learnt gradient-boosted trees (GBTs) and convex penalty functions. GBT functions contain if-then queries which introduces a logical structure to this problem. We propose decomposition-based rigorous bounding strategies and an iterative heuristic that can be embedded into a B&B algorithm. We approach branching with two strategies: a pseudocost initialisation and strong branching that target the structure of GBT and convex penalty aspects of the optimisation objective, respectively. Computational tests show that our B&B approach outperforms state-of-the-art solvers in deriving rigorous bounds on optimality. Our second project investigates how satisfiability modulo theories (SMT) derived unsatisfiable cores may be utilised in a B&B context. Unsatisfiable cores are subsets of constraints that explain an infeasible result. We study two-dimensional bin packing (2BP) and develop a B&B algorithm that branches on SMT unsatisfiable cores. We use the unsatisfiable cores to derive cuts that break 2BP symmetries. Computational results show that our B&B algorithm solves 20% more instances when compared with commercial solvers on the tested instances. Finally, we study convex generalized disjunctive programming (GDP), a framework that supports logical variables and operators. Convex GDP includes disjunctions of mathematical constraints, which motivate branching by partitioning the disjunctions. We investigate separation by branching, i.e. eliminating solutions that prevent rigorous bound improvement, and propose a greedy algorithm for building the branches. We propose three scoring methods for selecting the next branching disjunction. We also analyse how to leverage infeasibility to expedite the B&B search. Computational results show that our scoring methods can reduce the number of explored B&B nodes by an order of magnitude when compared with scoring methods proposed in literature. Our infeasibility analysis further reduces the number of explored nodes.Open Acces

Applying multiobjective evolutionary algorithms in industrial projects

During the recent years, multiobjective evolutionary algorithms have matured as a flexible optimization tool which can be used in various areas of reallife applications. Practical experiences showed that typically the algorithms need an essential adaptation to the specific problem for a successful application. Considering these requirements, we discuss various issues of the design and application of multiobjective evolutionary algorithms to real-life optimization problems. In particular, questions on problem-specific data structures and evolutionary operators and the determination of method parameters are treated. As a major issue, the handling of infeasible intermediate solutions is pointed out. Three application examples in the areas of constrained global optimization (electronic circuit design), semi-infinite programming (design centering problems), and discrete optimization (project scheduling) are discussed

Functional Generative Design: An Evolutionary Approach to 3D-Printing

Consumer-grade printers are widely available, but their ability to print complex objects is limited. Therefore, new designs need to be discovered that serve the same function, but are printable. A representative such problem is to produce a working, reliable mechanical spring. The proposed methodology for discovering solutions to this problem consists of three components: First, an effective search space is learned through a variational autoencoder (VAE); second, a surrogate model for functional designs is built; and third, a genetic algorithm is used to simultaneously update the hyperparameters of the surrogate and to optimize the designs using the updated surrogate. Using a car-launcher mechanism as a test domain, spring designs were 3D-printed and evaluated to update the surrogate model. Two experiments were then performed: First, the initial set of designs for the surrogate-based optimizer was selected randomly from the training set that was used for training the VAE model, which resulted in an exploitative search behavior. On the other hand, in the second experiment, the initial set was composed of more uniformly selected designs from the same training set and a more explorative search behavior was observed. Both of the experiments showed that the methodology generates interesting, successful, and reliable spring geometries robust to the noise inherent in the 3D printing process. The methodology can be generalized to other functional design problems, thus making consumer-grade 3D printing more versatile.Comment: 8 pages, 12 figures, GECCO'1

Vegetation Cover Analysis of Hazardous Waste Sites in Utah and Arizona Using Hyperspectral Remote Sensing

This study investigated the usability of hyperspectral remote sensing for characterizing vegetation at hazardous waste sites. The specific objectives of this study were to: (1) estimate leaf-area-index (LAI) of the vegetation using three different methods (i.e., vegetation indices, red-edge positioning (REP), and machine learning regression trees), and (2) map the vegetation cover using machine learning decision trees based on either the scaled reflectance data or mixture tuned matched filtering (MTMF)-derived metrics and vegetation indices. HyMap airborne data (126 bands at 2.3 x 2.3 m spatial resolution), collected over the U. S. Department of Energy uranium processing sites near Monticello, Utah and Monument Valley, Arizona, were used. Grass and shrub species were mixed on an engineered disposal cell cover at the Monticello site while shrub species were dominant in the phytoremediation plantings at the Monument Valley site. Regression trees resulted in the best calibration performance of LAI estimation (R-2 > 0.80. The use of REPs failed to accurately predict LAI (R-2 < 0.2). The use of the MTMF-derived metrics (matched filter scores and infeasibility) and a range of vegetation indices in decision trees improved the vegetation mapping when compared to the decision tree classification using just the scaled reflectance. Results suggest that hyperspectral imagery are useful for characterizing biophysical characteristics (LAI) and vegetation cover on capped hazardous waste sites. However, it is believed that the vegetation mapping would benefit from the use of higher spatial resolution hyperspectral data due to the small size of many of the vegetation patches (<1 m) found on the sites.open111

Sufficient Conditions for Feasibility and Optimality of Real-Time Optimization Schemes - II. Implementation Issues

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While the essential goal of these schemes is to drive the process to its true optimal conditions without violating any safety-critical, or "hard", constraints, no generalized, unified approach for guaranteeing this behavior exists. In this two-part paper, we propose an implementable set of conditions that can enforce these properties for any RTO algorithm. This second part examines the practical side of the sufficient conditions for feasibility and optimality (SCFO) proposed in the first and focuses on how they may be enforced in real application, where much of the knowledge required for the conceptual SCFO is unavailable. Methods for improving convergence speed are also considered.Comment: 56 pages, 15 figure