Feasible Path SQP Algorithm for Simulation-based Optimization Surrogated with Differentiable Machine Learning Models

التفاصيل البيبلوغرافية
العنوان: Feasible Path SQP Algorithm for Simulation-based Optimization Surrogated with Differentiable Machine Learning Models
المؤلفون: Zhang, Zixuan, Song, Xiaowei, Zeng, Yujiao, Li, Jie, Nie, Yaling, Zhu, Min, Chen, Jianhua, Wang, Linmin, Xiao, Xin
سنة النشر: 2025
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control
الوصف: With the development of artificial intelligence, simulation-based optimization problems, which present a significant challenge in the process systems engineering community, are increasingly being addressed with the surrogate-based framework. In this work, we propose a deterministic algorithm framework based on feasible path sequential quadratic programming for optimizing differentiable machine learning models embedded problems. The proposed framework effectively addresses two key challenges: (i) achieving the computation of first- and second-order derivatives of machine learning models' outputs with respect to inputs; and (ii) by introducing the feasible path method, the massive intermediate variables resulting from the algebraic formulation of machine learning models eliminated. Surrogate models for six test functions and two process simulations were established and optimized. All six test functions were successfully optimized to the global optima, demonstrating the framework's effectiveness. The optimization time for all cases did not exceed 2s, highlighting the efficiency of the algorithm.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2501.17495
رقم الانضمام: edsarx.2501.17495
قاعدة البيانات: arXiv