conference paper
On Handling Cost Gradient Uncertainty in Real-Time Optimization
2015
IFAC-PapersOnLine
This paper deals with the real-time optimization of uncertain plants and proposes an approach based on surrogate models to reach the plant optimum when the plant cost gradient is imperfectly known. It is shown that, for processes with only box constraints, the optimum is reached upon convergence if the multiplicative gradient uncertainty lies within some bounded interval. For the case of general constraints, conditions are derived that guarantee plant feasibility and, in principle, allow enforcing cost decrease at each iteration.
Type
conference paper
Date Issued
2015
Published in
IFAC-PapersOnLine
Volume
48
Issue
8
Start page
176
End page
181
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Event name | Event place | Event date |
Whistler, BC, Canada | June 7-10, 2015 | |
Available on Infoscience
November 20, 2014
Use this identifier to reference this record