9,106 research outputs found
Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded
Decision trees usefully represent sparse, high dimensional and noisy data.
Having learned a function from this data, we may want to thereafter integrate
the function into a larger decision-making problem, e.g., for picking the best
chemical process catalyst. We study a large-scale, industrially-relevant
mixed-integer nonlinear nonconvex optimization problem involving both
gradient-boosted trees and penalty functions mitigating risk. This
mixed-integer optimization problem with convex penalty terms broadly applies to
optimizing pre-trained regression tree models. Decision makers may wish to
optimize discrete models to repurpose legacy predictive models, or they may
wish to optimize a discrete model that particularly well-represents a data set.
We develop several heuristic methods to find feasible solutions, and an exact,
branch-and-bound algorithm leveraging structural properties of the
gradient-boosted trees and penalty functions. We computationally test our
methods on concrete mixture design instance and a chemical catalysis industrial
instance
Conic Optimization Theory: Convexification Techniques and Numerical Algorithms
Optimization is at the core of control theory and appears in several areas of
this field, such as optimal control, distributed control, system
identification, robust control, state estimation, model predictive control and
dynamic programming. The recent advances in various topics of modern
optimization have also been revamping the area of machine learning. Motivated
by the crucial role of optimization theory in the design, analysis, control and
operation of real-world systems, this tutorial paper offers a detailed overview
of some major advances in this area, namely conic optimization and its emerging
applications. First, we discuss the importance of conic optimization in
different areas. Then, we explain seminal results on the design of hierarchies
of convex relaxations for a wide range of nonconvex problems. Finally, we study
different numerical algorithms for large-scale conic optimization problems.Comment: 18 page
Event-Driven Network Model for Space Mission Optimization with High-Thrust and Low-Thrust Spacecraft
Numerous high-thrust and low-thrust space propulsion technologies have been
developed in the recent years with the goal of expanding space exploration
capabilities; however, designing and optimizing a multi-mission campaign with
both high-thrust and low-thrust propulsion options are challenging due to the
coupling between logistics mission design and trajectory evaluation.
Specifically, this computational burden arises because the deliverable mass
fraction (i.e., final-to-initial mass ratio) and time of flight for low-thrust
trajectories can can vary with the payload mass; thus, these trajectory metrics
cannot be evaluated separately from the campaign-level mission design. To
tackle this challenge, this paper develops a novel event-driven space logistics
network optimization approach using mixed-integer linear programming for space
campaign design. An example case of optimally designing a cislunar propellant
supply chain to support multiple lunar surface access missions is used to
demonstrate this new space logistics framework. The results are compared with
an existing stochastic combinatorial formulation developed for incorporating
low-thrust propulsion into space logistics design; our new approach provides
superior results in terms of cost as well as utilization of the vehicle fleet.
The event-driven space logistics network optimization method developed in this
paper can trade off cost, time, and technology in an automated manner to
optimally design space mission campaigns.Comment: 38 pages; 11 figures; Journal of Spacecraft and Rockets (Accepted);
previous version presented at the AAS/AIAA Astrodynamics Specialist
Conference, 201
Integration of process design and control: A review
There is a large variety of methods in literature for process design and control, which can be classified into two main categories. The methods in the first category have a sequential approach in which, the control system is designed, only after the details of process design are decided. However, when process design is fixed, there is little room left for improving the control performance. Recognizing the interactions between process design and control, the methods in the second category integrate some control aspects into process design. With the aim of providing an exploration map and identifying the potential areas of further contributions, this paper presents a thematic review of the methods for integration of process design and control. The evolution paths of these methods are described and the advantages and disadvantages of each method are explained. The paper concludes with suggestions for future research activities
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