Abstract
This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work’s novelty lies on integrating derivative-free optimization schemes and multi-fidelity Gaussian processes within a Bayesian optimization framework. The proposed scheme uses two Gaussian processes for the stochastic system, one emulates the (known) process model, and another, the true system though measurements. In this way, low fidelity samples can be obtained via a model, while high fidelity samples are obtained through measurements of the system. This framework captures the system’s behavior in a non-parametric fashion, while driving exploration through acquisition functions. The benefit of using a Gaussian process to represent the system is the ability to perform uncertainty quantification in real-time and allow for chance constraints to be satisfied with high confidence. This results in a practical approach that is illustrated in numerical case studies, including a semi-batch photobioreactor optimization problem.
Dr. Ehecatl Antonio del Rio Chanona
Principal Investigator of OptiML
Antonio del Rio Chanona is the head of the Optimisation and Machine Learning for Process Systems Engineering group based in thee Department of Chemical Engineering, as well as the Centre for Process Systems Engineering at Imperial College London. His work is at the forefront of integrating advanced computer algorithms from optimization, machine learning, and reinforcement learning into engineering systems, with a particular focus on bioprocess control, optimization, and scale-up. Dr. del Rio Chanona earned his PhD from the Department of Chemical Engineering and Biotechnology at the University of Cambridge, where his outstanding research earned him the prestigious Danckwerts-Pergamon award for the best PhD dissertation of 2017. He completed his undergraduate studies at the National Autonomous University of Mexico (UNAM), which laid the foundation for his expertise in engineering.