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IRTG Modern Inverse Problems (MIP)

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SSD Seminar Series with Dr. Dominik Bongartz

Dezember 7 @ 16:00 - 17:00

Dr. Dominik Bongartz – Accelerating Global Optimization for Engineering Design via Reduced-Space Formulations and Tailored Relaxations

 Process Systems Engineering (AVT.SVT), RWTH Aachen University, Germany 

 

Abstract

 Many problems in engineering design and operation can be cast as continuous or mixed-integer nonlinear optimization problems. These problems are typically nonconvex and often exhibit multiple suboptimal local solutions. Therefore, established gradient-based optimization methods do not guarantee globally optimal solutions. Stochastic optimization methods are only guaranteed to converge as runtime goes to infinity with no way of monitoring progress. In contrast, deterministic global optimization methods provide approximate solutions to an arbitrary tolerance in finite time. Nevertheless, these methods are computationally expensive and many problems of practical interest thus remain intractable for current general-purpose deterministic global solvers. 

In this talk, two approaches for improving the computational performance of deterministic global solvers for engineering design problems are discussed. First, reduced-space approaches exploit the structure of the model equations describing the system of interest to reduce the problem size exposed to the optimization solver, which is valuable given the unfavorable scaling of runtime with problem size. Second, tailored relaxations for functions occurring in the models enable the computation of tighter bounds on the optimal objective value, which also accelerates convergence. The benefits and limitations of both approaches are discussed using case studies including flowsheet optimization for the design of process systems and optimization of problems involving Gaussian processes. 

Details

Datum:
Dezember 7
Zeit:
16:00 - 17:00

Veranstaltungsort

a link for the Zoom meeting room will be send in the newsletter one week before the seminar starts. If you need any organizational help please contact office@aices.rwth-aachen.de

Veranstalter

IRTG-2379 MIP