Performance Analysis of Shooting Algorithms in Chance-Constrained Optimization
Werk, S, Barz, T, Arellano-Garcia, H and Wozny, G (2012) Performance Analysis of Shooting Algorithms in Chance-Constrained Optimization In: 11th International Symposium on Process Systems Engineering (PSE2012), 2012-07-15 - 2012-07-19, National University of Singapore, Singapore.
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An important aspect for model-based design and development as well as for process monitoring and control is the consideration of uncertain process parameters. One approach for the explicit consideration of such uncertainties is the formulation of Chance-Constrained optimization problems. Within the last years, several different methods for the efficient solution of these problems have been presented. In this work, chance constraints are evaluated following the idea of the variable mapping approach. Because the efficiency of the original approach deteriorates with an increasing number of uncertain parameters, the probability integration has been extended recently to the exploitation of sparse grids. In this work, additional techniques for improving the efficiency of the variable mapping approach are presented. Firstly, the solution of a subproblem, the so called shooting task is analyzed in detail and enhanced through an idea called here result recycling. Secondly, possible extensions are presented which make use of second order derivative information. The new methods are verified by application to an industrially validated process model of a vacuum distillation column for the separation of multicomponent fatty acids.
|Item Type:||Conference or Workshop Item (Conference Paper)|
|Subjects :||Chemical Engineering|
|Divisions :||Faculty of Engineering and Physical Sciences > Chemical and Process Engineering|
|Date :||1 August 2012|
|Identification Number :||10.1016/B978-0-444-59506-5.50133-4|
|Copyright Disclaimer :||© 2012 Elsevier B.V. All rights reserved.|
|Uncontrolled Keywords :||Chance Constrained Optimization, Uncertainty, Stochastic optimization, Higher order derivatives, Result recycling|
|Depositing User :||Symplectic Elements|
|Date Deposited :||01 Sep 2016 09:46|
|Last Modified :||01 Sep 2016 09:46|
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