Data-driven optimization for process systems engineering applications

Abstract

Most optimization problems in engineering can be formulated as ‘expensive’ black box problems whose solutions are limited by the number of function evaluations. Frequently, engineers develop accurate models of physical systems that are differentiable and/or cheap to evaluate. These models can be solved efficiently, and the solution transferred to the real system. In the absence of gradient information or cheap-to-evaluate models, one must resort to efficient optimization routines that rely only on function evaluations. Creating a model can itself be considered part of the expensive black box optimization process. In this work, we investigate how perceived state-of-the-art derivative-free optimization (DFO) algorithms address different instances of these problems in process engineering. On the algorithms side, we benchmark both model-based and direct-search DFO algorithms. On the problems side, the comparisons are made on one mathematical optimization problem and five chemical engineering applications: model-based design of experiments, flowsheet optimization, real-time optimization, self-optimizing reactions, and controller tuning. Various challenges are considered such as constraint satisfaction, uncertainty, problem dimension and evaluation cost. This work bridges the gap between the derivative-free optimization and process systems literature by providing insight into the efficiency of data-driven optimization algorithms in the process systems domain to advance the digitalization of the chemical and process industries.