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Marta Zagórowska

Publications and source records attributed to Marta Zagórowska.

4 recordsLinked to original sources

Data-driven predictive control of nonlinear systems using weighted regularization

Data-driven control methods, like Data-enabled Predictive Control (DeePC), are often formulated for linear systems, where the principle of superposition allows global system behavior to be inferred from locally collected data through Willems' fundamental lemma. This principle does not hold for nonlinear systems, whose dynamics may vary across operating regions. We propose a data-driven predictive control framework for nonlinear systems that incorporates data column preferences according to their proximity to the current operating point through a weighted norm regularization, thereby localizing the predictor without discarding any data. We show how the proposed weighting scheme induces operating point-dependent data prioritization and ensures a well-posed optimization problem. A numerical study on a nonlinear two-tank system demonstrates that the proposed method matches or outperforms hard data-selection schemes while retaining the full data matrix and its rank, thereby guaranteeing feasibility.

eess.SY↗

Bayesian Optimization of a Multi-Product Chemical Reactor Using Composite Models and Partial Physics Knowledge

We study data-driven real-time economic optimization of a multi-product chemical reactor when no reliable first-principles model is available beyond a steady-state energy balance. Instead of learning the economic objective directly as a black-box function, we use a composite formulation in which Gaussian process (GP) models predict physically meaningful outputs, including product concentrations and reactor temperature, while profit is computed analytically from these predictions together with raw-material, product, and utility prices. This preserves the structure of the economic objective, makes it parametric in changing prices without needing retraining, and allows candidate operating points to be checked against the available energy balance through a physics residual. The GPs also provide predictive uncertainty, which is exploited in a Bayesian optimization (BO) framework both for data-efficient exploration and for conservative enforcement of the reactor temperature constraint through an upper confidence bound. The acquisition function additionally penalizes large energy-balance mismatch obtained by substituting the GP-predicted outputs and candidate inputs into the available steady-state energy balance. The approach is demonstrated on a benchmark simulation of a non-isothermal multi-product reactor. Relative to a trust-region safe BO implementation, the proposed method achieves better simulated economic performance within the available iteration budget. Relative to a purely data-driven BO approach that does not use the available physics information, it avoids reactor temperature constraint violations.

eess.SY↗

Safe Optimization of an Industrial Refrigeration Process Using an Adaptive and Explorative Framework

Many industrial applications rely on real-time optimization to improve key performance indicators. In the case of unknown process characteristics, real-time optimization becomes challenging, particularly for the satisfaction of safety constraints. In this paper, we demonstrate the application of an adaptive and explorative real-time optimization framework to an industrial refrigeration process, where we learn the process characteristics through changes in process control targets and through exploration to satisfy safety constraints. We quantify the uncertainty in unknown compressor characteristics of the refrigeration plant by using Gaussian processes and incorporate this uncertainty into the objective function of the real-time optimization problem as a weighted cost term. We adaptively control the weight of this term to drive exploration. The results of our simulation experiments indicate the proposed approach can help to increase the energy efficiency of the considered refrigeration process, closely approximating the performance of a solution that has complete information about the compressor performance characteristics.

math.OC↗

Safe and Adaptive Decision-Making for Optimization of Safety-Critical Systems: The ARTEO Algorithm

We consider the problem of decision-making under uncertainty in an environment with safety constraints. Many business and industrial applications rely on real-time optimization to improve key performance indicators. In the case of unknown characteristics, real-time optimization becomes challenging, particularly because of the satisfaction of safety constraints. We propose the ARTEO algorithm, where we cast multi-armed bandits as a mathematical programming problem subject to safety constraints and learn the unknown characteristics through exploration while optimizing the targets. We quantify the uncertainty in unknown characteristics by using Gaussian processes and incorporate it into the cost function as a contribution which drives exploration. We adaptively control the size of this contribution in accordance with the requirements of the environment. We guarantee the safety of our algorithm with a high probability through confidence bounds constructed under the regularity assumptions of Gaussian processes. We demonstrate the safety and efficiency of our approach with two case studies: optimization of electric motor current and real-time bidding problems. We further evaluate the performance of ARTEO compared to a safe variant of upper confidence bound based algorithms. ARTEO achieves less cumulative regret with accurate and safe decisions.

cs.LG↗