ADOPT - Advancing optimisation technologies through international collaboration

Lead Research Organisation: Imperial College London
Department Name: Chemical Engineering

Abstract

The complex, interconnected and fast-changing nature of today's society presents a growing challenge for decision-makers. Increased competition in the process industries (oil and gas, chemicals, personal care products, food, pharmaceuticals and agrochemicals) means that agility must be built into process design and operation. Furthermore, the need to ensure reliability across the supply chain, minimise resource use and environmental impact, and maximise energy efficiency combine to make investment and operational decisions especially difficult. Such multifaceted decision-making has long been aided by detailed mathematical models of physical and engineered processes, which enable digital twins and constitute a cornerstone of smart manufacturing technologies and the future Industry 4.0. But the full benefits afforded by these models have so far been hampered by the lack of tools for exploiting them beyond "what if?" scenario analysis. In particular, the uptake of optimisation-based decision-making has been hindered by the large-scale, nonlinear and uncertain nature of these problems that often leads to suboptimal or even unphysical solutions.

In the ADOPT collaboration between the Sargent Centre for Process Systems Engineering (CPSE) and the JARA Center for Simulation and Data Science (JARA-CSD), we propose to address some of these shortcomings by developing improved methods for deterministic global optimisation, a class of optimisation methods that rely on complete search techniques and offer a rigorous conceptual framework to overcome the caveats of local optimisation. Our key research hypothesis is that the integration of deterministic global optimisation with surrogate (simplified) models and machine learning will enable transformational changes in our capability to tackle complex decision-making problems, leading to more tractable solutions with global optimality certificates and improved resilience to uncertainty. This nascent area brings about the following specific research challenges that we shall tackle within ADOPT:
- identifying best-in-class theoretical / algorithmic global optimisation frameworks and surrogate modelling paradigms to empower surrogate-based optimisation;
- handling uncertainty within the chain linking physical/simulated data to surrogate models and to optimisation results; and
- developing bespoke deterministic global optimisation approaches for more challenging classes of problems beyond mixed-integer nonlinear programming.

The ADOPT collaboration brings together two world-class teams of researchers in the field of deterministic global optimisation as well as team members who are specialists in handling uncertainty, in solving large-scale combinatorial problems, and in applying optimisation to real-world engineering problems. Furthermore, our assembled team partners with prominent optimisation software and process modelling companies in order to increase the accessibility of the research outputs and facilitate their dissemination.

The ADOPT collaboration creates added-value through the combined strength of scientific expertise of the two centres, the breadth of the software infrastructure that can be brought together, the wealth of its human capital, the reach of its industrial relationships and the exceptional potential to establish a long-term partnership. It will lead to scientific advances that can be tested on practical problems quickly, ensuring maximum impact from the research.

Publications

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Description KU Leuven 
Organisation University of Leuven
Department VIB-KU Leuven Center for Cancer Biology
Country Belgium 
Sector Public 
PI Contribution Dr Bongartz started as an Assistant Professor at KU Leuven in Sep-2022. The collaboration with Prof Chachuat and Prof Pantelides with Dr Bongartz on automating reduced-space formulations in global optimization continues. An implementation of the approach is being developed in the library MC++ developed in the group of Prof Chachuat. The work will be presented by Dr Bongartz at the next ESCAPE 33 conference to be hold in Athens, Greece in June 2023.
Collaborator Contribution Dr Bongartz started as an Assistant Professor at KU Leuven in Sep-2022. The collaboration with Prof Chachuat and Prof Pantelides with Dr Bongartz on automating reduced-space formulations in global optimization continues. An implementation of the approach is being developed in the library MC++ developed in the group of Prof Chachuat. The work will be presented by Dr Bongartz at the ESCAPE 33 conference (https://escape33-ath.gr/) to be hold in Athens, Greece in June 2023.
Impact - Conference paper to be presented at ESCAPE 33 conference (https://escape33-ath.gr/) to be hold in Athens, Greece in June 2023. - Open-source implementation of reduced-space formulation to be available in next release (2.2) of MC++ library (https://github.com/omega-icl/mcpp)
Start Year 2022
 
Title CANON: Complete search Algorithms for Nonlinear OptimizatioN 
Description CANON is a C++ library for global optimization of nonlinear models using complete search algorithms. The complete-search algorithms current implemented in CANON are: - Reformulation of the MINLP model as an equivalent mixed-integer quadratically-constrained program (MIQCP), followed by MIQCP global optimization using the solver GUROBI. Various preprocessing strategies can be used, including local search and bounds tightening, prior to the MIQCP reformulation. The exact reformulation of polynomial subexpressions into quadratic form relies on the introduction of auxiliary variables and constraints. A number of nonlinear terms cam also be handled by GUROBI via their approximation as piecewise linear expressions; or, alternatively, they can be enclosed by polynomial models within CANON. - Piecewise linearization of the MINLP model by progressively adding break-points to a MIP relaxation, thereby creating a convergent sequence of relaxations. The MIP relaxations are solved using GUROBI. Various preprocessing strategies can be used, including local search and bounds tightening, prior to the MIP relaxation hierarchy. 
Type Of Technology Software 
Year Produced 2022 
Open Source License? Yes  
Impact The quadratic reformulation approach and performance were highlighted in a talk by Gurobi CEO, Ed Rothberg during AIChE Annual Meeting 2023. 
 
Description ADOPT Technical Day 2022 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Technical day organized between the UK team (Imperial, UCL), German team (RWTH Aachen), and industry partners (Gurobi, Siemens PSE).
The following keynote talks were presented during this event:
- Optimization challenges in CAMPD (Prof Adjiman)
- Challenges in short-term planning of IRPC (Prof Chachuat)
as well as research updates on:
- Global optimization of polynomial programs via quadratization (Tanuj Karia)
- Automatic construction of reduced-space global optimization formulation (Dr Bongartz)
All the talks were followed by discussions. The meeting took place in hybrid mode.
Year(s) Of Engagement Activity 2022
 
Description Dr Bongartz Seminar 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Dr Bongartz gave a seminar to the Sargent Centre community, entitled "Accelerating global optimization for process design: Reduced-space formulations, relaxations & parallelization". The seminar was delivered in hybrid mode to reach out to more students and researchers. It triggered a collaboration with PhD student Tanuj Karia on reduced-space formulations for global optimization and led to a 4-month secondment of Tanuj Karia at RWTH Aachen between Oct-2022 - Jan-2023.
Year(s) Of Engagement Activity 2022