35 resultados para Robust Stochastic Optimization

em Cambridge University Engineering Department Publications Database


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Gas turbine compression systems are required to perform adequately over a range of operating conditions. Complexity has encouraged the conventional design process for compressors to focus initially on one operating point, usually the most commonor arduous, to draw up an outline design. Generally, only as this initial design is refined is its offdesign performance assessed in detail. Not only does this necessarily introduce a potentially costly and timeconsuming extra loop in the design process, but it also may result in a design whose offdesign behavior is suboptimal. Aversion of nonintrusive polynomial chaos was previously developed in which a set of orthonormal polynomials was generated to facilitate a rapid analysis of robustness in the presence of generic uncertainties with good accuracy. In this paper, this analysis method is incorporated in real time into the design process for the compression system of a three-shaft gas turbine aeroengine. This approach to robust optimization is shown to lead to designs that exhibit consistently improved system performance with reduced sensitivity to offdesign operation.

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Reducing energy consumption is a major challenge for "energy-intensive" industries such as papermaking. A commercially viable energy saving solution is to employ data-based optimization techniques to obtain a set of "optimized" operational settings that satisfy certain performance indices. The difficulties of this are: 1) the problems of this type are inherently multicriteria in the sense that improving one performance index might result in compromising the other important measures; 2) practical systems often exhibit unknown complex dynamics and several interconnections which make the modeling task difficult; and 3) as the models are acquired from the existing historical data, they are valid only locally and extrapolations incorporate risk of increasing process variability. To overcome these difficulties, this paper presents a new decision support system for robust multiobjective optimization of interconnected processes. The plant is first divided into serially connected units to model the process, product quality, energy consumption, and corresponding uncertainty measures. Then multiobjective gradient descent algorithm is used to solve the problem in line with user's preference information. Finally, the optimization results are visualized for analysis and decision making. In practice, if further iterations of the optimization algorithm are considered, validity of the local models must be checked prior to proceeding to further iterations. The method is implemented by a MATLAB-based interactive tool DataExplorer supporting a range of data analysis, modeling, and multiobjective optimization techniques. The proposed approach was tested in two U.K.-based commercial paper mills where the aim was reducing steam consumption and increasing productivity while maintaining the product quality by optimization of vacuum pressures in forming and press sections. The experimental results demonstrate the effectiveness of the method.

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Reducing energy consumption is a major challenge for energy-intensive industries such as papermaking. A commercially viable energy saving solution is to employ data-based optimization techniques to obtain a set of optimized operational settings that satisfy certain performance indices. The difficulties of this are: 1) the problems of this type are inherently multicriteria in the sense that improving one performance index might result in compromising the other important measures; 2) practical systems often exhibit unknown complex dynamics and several interconnections which make the modeling task difficult; and 3) as the models are acquired from the existing historical data, they are valid only locally and extrapolations incorporate risk of increasing process variability. To overcome these difficulties, this paper presents a new decision support system for robust multiobjective optimization of interconnected processes. The plant is first divided into serially connected units to model the process, product quality, energy consumption, and corresponding uncertainty measures. Then multiobjective gradient descent algorithm is used to solve the problem in line with user's preference information. Finally, the optimization results are visualized for analysis and decision making. In practice, if further iterations of the optimization algorithm are considered, validity of the local models must be checked prior to proceeding to further iterations. The method is implemented by a MATLAB-based interactive tool DataExplorer supporting a range of data analysis, modeling, and multiobjective optimization techniques. The proposed approach was tested in two U.K.-based commercial paper mills where the aim was reducing steam consumption and increasing productivity while maintaining the product quality by optimization of vacuum pressures in forming and press sections. The experimental results demonstrate the effectiveness of the method. © 2006 IEEE.

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In this paper we address the problem of the separation and recovery of convolutively mixed autoregressive processes in a Bayesian framework. Solving this problem requires the ability to solve integration and/or optimization problems of complicated posterior distributions. We thus propose efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) methods. We present three algorithms. The first one is a classical Gibbs sampler that generates samples from the posterior distribution. The two other algorithms are stochastic optimization algorithms that allow to optimize either the marginal distribution of the sources, or the marginal distribution of the parameters of the sources and mixing filters, conditional upon the observation. Simulations are presented.