skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: An inverse mapping approach for process systems engineering using automatic differentiation and the implicit function theorem
Abstract The objective in this work is to propose a novel approach for solving inverse problems from the output space to the input space using automatic differentiation coupled with the implicit function theorem and a path integration scheme. A common way of solving inverse problems in process systems engineering (PSE) and in science, technology, engineering and mathematics (STEM) in general is using nonlinear programming (NLP) tools, which may become computationally expensive when both the underlying process model complexity and dimensionality increase. The proposed approach takes advantage of recent advances in robust automatic differentiation packages to calculate the input space region by integration of governing differential equations of a given process. Such calculations are performed based on an initial starting point from the output space and are capable of maintaining accuracy and reducing computational time when compared to using NLP‐based approaches to obtain the inverse mapping. Two nonlinear case studies, namely a continuous stirred tank reactor (CSTR) and a membrane reactor for conversion of natural gas to value‐added chemicals are addressed using the proposed approach and compared against: (i) extensive (brute‐force) search for forward mapping and (ii) using NLP solvers for obtaining the inverse mapping. The obtained results show that the novel approach is in agreement with the typical approaches, while computational time and complexity are considerably reduced, indicating that a new direction for solving inverse problems is developed in this work.  more » « less
Award ID(s):
1653098
PAR ID:
10440750
Author(s) / Creator(s):
 ;  ;  
Publisher / Repository:
Wiley Blackwell (John Wiley & Sons)
Date Published:
Journal Name:
AIChE Journal
Volume:
69
Issue:
9
ISSN:
0001-1541
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. null (Ed.)
    A general-purpose C++ software program called CGPOPS is described for solving multiple-phase optimal control problems using adaptive direct orthogonal collocation methods. The software employs a Legendre-Gauss-Radau direct orthogonal collocation method to transcribe the continuous optimal control problem into a large sparse nonlinear programming problem (NLP). A class of hp mesh refinement methods are implemented that determine the number of mesh intervals and the degree of the approximating polynomial within each mesh interval to achieve a specified accuracy tolerance. The software is interfaced with the open source Newton NLP solver IPOPT. All derivatives required by the NLP solver are computed via central finite differencing, bicomplex-step derivative approximations, hyper-dual derivative approximations, or automatic differentiation. The key components of the software are described in detail, and the utility of the software is demonstrated on five optimal control problems of varying complexity. The software described in this article provides researchers a transitional platform to solve a wide variety of complex constrained optimal control problems. 
    more » « less
  2. Abstract We present a deterministic global optimization method for nonlinear programming formulations constrained by stiff systems of ordinary differential equation (ODE) initial value problems (IVPs). The examples arise from dynamic optimization problems exhibiting both fast and slow transient phenomena commonly encountered in model‐based systems engineering applications. The proposed approach utilizes unconditionally stable implicit integration methods to reformulate the ODE‐constrained problem into a nonconvex nonlinear program (NLP) with implicit functions embedded. This problem is then solved to global optimality in finite time using a spatial branch‐and‐bound framework utilizing convex/concave relaxations of implicit functions constructed by a method which fully exploits problem sparsity. The algorithms were implemented in the Julia programming language within the EAGO.jl package and demonstrated on five illustrative examples with varying complexity relevant in process systems engineering. The developed methods enable the guaranteed global solution of dynamic optimization problems with stiff ODE–IVPs embedded. 
    more » « less
  3. Space mission planning and spacecraft design are tightly coupled and need to be considered together for optimal performance; however, this integrated optimization problem results in a large-scale Mixed-Integer Nonlinear Programming (MINLP) problem, which is challenging to solve. In response to this challenge, this paper proposes a new solution approach to this MINLP problem by iterative solving a set of coupled subproblems via the augmented Lagrangian coordination approach following the philosophy of Multi-disciplinary Design Optimization (MDO). The proposed approach leverages the unique structure of the problem that enables its decomposition into a set of coupled subproblems of different types: a Mixed-Integer Quadratic Programming (MIQP) subproblem for mission planning and one or more Nonlinear Programming (NLP) subproblem(s) for spacecraft design. Since specialized MIQP or NLP solvers can be applied to each subproblem, the proposed approach can efficiently solve the otherwise intractable integrated MINLP problem. An automatic and effective method to find an initial solution for this iterative approach is also proposed so that the optimization can be performed without the need for a user-defined initial guess. In the demonstration case study, a human lunar exploration mission sequence is optimized with a subsystem-level parametric spacecraft design model. Compared to the state-of-the-art method, the proposed formulation can obtain a better solution with a shorter computational time even without parallelization. For larger problems, the proposed solution approach can also be easily parallelizable and thus is expected to be further advantageous and scalable. 
    more » « less
  4. Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive control (MPC) of large-scale plants. However, a distributed optimization algorithm that is computationally efficient, globally convergent, amenable to nonconvex constraints and general inter-subsystem interactions remains an open problem. In this paper, we combine three important modifications to the classical alternating direction method of multipliers (ADMM) for distributed optimization. Specifically, (i) an extra-layer architecture is adopted to accommodate nonconvexity and handle inequality constraints, (ii) equality-constrained nonlinear programming (NLP) problems are allowed to be solved approximately, and (iii) a modified Anderson acceleration is employed for reducing the number of iterations. Theoretical convergence towards stationary solutions and computational complexity of the proposed algorithm, named ELLADA, is established. Its application to distributed nonlinear MPC is also described and illustrated through a benchmark process system. 
    more » « less
  5. Solving a bilevel optimization problem is at the core of several machine learning problems such as hyperparameter tuning, data denoising, meta- and few-shot learning, and training-data poisoning. Different from simultaneous or multi-objective optimization, the steepest descent direction for minimizing the upper-level cost in a bilevel problem requires the inverse of the Hessian of the lower-level cost. In this work, we propose a novel algorithm for solving bilevel optimization problems based on the classical penalty function approach. Our method avoids computing the Hessian inverse and can handle constrained bilevel problems easily. We prove the convergence of the method under mild conditions and show that the exact hypergradient is obtained asymptotically. Our method's simplicity and small space and time complexities enable us to effectively solve large-scale bilevel problems involving deep neural networks. We present results on data denoising, few-shot learning, and training-data poisoning problems in a large-scale setting. Our results show that our approach outperforms or is comparable to previously proposed methods based on automatic differentiation and approximate inversion in terms of accuracy, run-time, and convergence speed. 
    more » « less