Data-driven coordination of subproblems in enterprise-wide optimization under organizational considerations

Abstract

While decomposition techniques in mathematical programming are usually designed for numerical efficiency, coordination problems within enterprise-wide optimization are often limited by organizational rather than numerical considerations. We propose a “data-driven” coordination framework which manages to recover the same optimum as the equivalent centralized formulation while allowing coordinating agents to retain autonomy, privacy, and flexibility over their own objectives, constraints, and variables. This approach updates the coordinated, or shared, variables based on derivative-free optimization (DFO) using only coordinated variables to agent-level optimal subproblem evaluation “data.” We compare the performance of our framework using different DFO solvers (CUATRO, Py-BOBYQA, DIRECT-L, GPyOpt) against conventional distributed optimization (ADMM) on three case studies: collaborative learning, facility location, and multiobjective blending. We show that in low-dimensional and nonconvex subproblems, the exploration-exploitation trade-offs of DFO solvers can be leveraged to converge faster and to a better solution than in distributed optimization.

Damien van de Berg

Data-Driven Optimization for the Integration of Interconnected Process Systems

Final-year PhD candidate working at the intersection of optimization and Machine Learning. I investigate how data-driven techniques can aid the optimization of integrated manufacturing and supply chain systems, with a focus on black-box optimization, optimization with embedded neural networks, and Reinforcement Learning for combinatorial optimization. By collaborating with industry, I ensure my case studies are industrially relevant and that my algorithms respect the organizational and business considerations of the process industries.

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.