Continuous-Time Surrogate Models for Data-Driven Dynamic Optimization

Abstract

This work addresses the control optimization of time-varying systems without the full discretization of the underlying high-fidelity models and derives optimal control trajectories using surrogate modeling and data-driven optimization. Time-varying systems are ubiquitous in the chemical process industry and their systematic control is essential for ensuring each system to be operated at the desired settings. To this end, we postulate nonlinear continuous-time control action trajectories using time-varying surrogate models and derive the parameters of these functional forms using data-driven optimization. Data-driven optimization allows us to collect data from the high-fidelity model without pursuing any discretization and fine-tune candidate control trajectories based on the retrieved input-output information from the nonlinear system. We test exponential and polynomial surrogate forms for the control trajectories and explore various data-driven optimization strategies (local vs. global and sample-based vs. model-based) to test the consistency of each approach for controlling dynamic systems. The applicability of our approach is demonstrated on a motivating example and a CSTR control case study with favorable results.