Related papers: Well Control Optimization using Derivative-Free Al…
In the post-Moore era, main performance gains of black-box optimizers are increasingly depending on parallelism, especially for large-scale optimization (LSO). Here we propose to parallelize the well-established covariance matrix adaptation…
Hyperparameters of deep neural networks are often optimized by grid search, random search or Bayesian optimization. As an alternative, we propose to use the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is known for its…
Discrete and mixed-variable optimization problems have appeared in several real-world applications. Most of the research on mixed-variable optimization considers a mixture of integer and continuous variables, and several integer handlings…
Various variants of the well known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) have been proposed recently, which improve the empirical performance of the original algorithm by structural modifications. However, in practice it…
Large numbers of flow simulations are typically required for determining optimal well settings. These simulations are often computationally demanding, which poses challenges for the optimizations. In this paper we present a new two-step…
We present a case study of model-free reinforcement learning (RL) framework to solve stochastic optimal control for a predefined parameter uncertainty distribution and partially observable system. We focus on robust optimal well control…
Bilinear Matrix Inequalities (BMIs) are fundamental to control system design but are notoriously difficult to solve due to their nonconvexity. This study addresses BMI-based control optimization problems by adapting and integrating advanced…
Proportional integral derivative (PID) controllers are important and widely used tools in system control. Tuning of the controller gains is a laborious task, especially for complex systems such as combustion engines. To minimize the time of…
Incorporating Renewable Energy Sources (RES) incurs a high level of uncertainties to electric power systems. This level of uncertainties makes the conventional energy management methods inefficient and jeopardizes the security of…
Multimodal optimization requires both exploration and exploitation. Exploration identifies promising attraction basins, while exploitation finds the best solutions within these basins. The balance between exploration and exploitation can be…
This paper tackles the short-term hydro-power unit commitment problem in a multi-reservoir system - a cascade-based operation scenario. For this, we propose a new mathematical modelling in which the goal is to maximize the total energy…
Planning, scheduling, and control typically constitute separate decision-making units within chemical companies. Traditionally, their integration is modelled sequentially, but recent efforts prioritize lower-level feasibility and…
Many optimization problems in science and engineering are highly nonlinear, and thus require sophisticated optimization techniques to solve. Traditional techniques such as gradient-based algorithms are mostly local search methods, and often…
Application of the multi-objective particle swarm optimisation (MOPSO) algorithm to design of water distribution systems is described. An earlier MOPSO algorithm is augmented with (a) local search, (b) a modified strategy for assigning the…
This study targets the mixed-integer black-box optimization (MI-BBO) problem where continuous and integer variables should be optimized simultaneously. The CMA-ES, our focus in this study, is a population-based stochastic search method that…
We focus on the challenge of finding a diverse collection of quality solutions on complex continuous domains. While quality diver-sity (QD) algorithms like Novelty Search with Local Competition (NSLC) and MAP-Elites are designed to generate…
Modern machine learning uses more and more advanced optimization techniques to find optimal hyper parameters. Whenever the objective function is non-convex, non continuous and with potentially multiple local minima, standard gradient…
The covariance matrix adaptation evolution strategy (CMA-ES) is a powerful optimization method for continuous black-box optimization problems. Several noise-handling methods have been proposed to bring out the optimization performance of…
Sequential Model-based Bayesian Optimization has been successful-ly applied to several application domains, characterized by complex search spaces, such as Automated Machine Learning and Neural Architecture Search. This paper focuses on…
In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…