A variety of engineering applications are tackled as black-box optimization problems where a computationally expensive and possibly noisy function is optimized over a continuous domain. In this paper we present a derivative-free local method which is well-suited for such problems, and we describe its application to the optimization of the start-up phase of an innovative Concentrated Solar Power (CSP) plant. The method, referred to as rqlif, exploits a regularized quadratic model and a linear implicit filtering strategy so as to be parsimonious in terms of function evaluations. After assessing the performance of rqlif on a set of analytical test problems in comparison with three well-known local algorithms, we apply it in conjunction with a global algorithm based on RBFs interpolation to the start-up optimization of the CSP plant developed in the PreFlexMS H2020 project. For the test problems, rqlif provides good quality solutions in a limited number of function evaluations. For the application, the global–local strategy yields a substantial improvement with respect to the reference solution and significantly reduces the thermo-mechanical stress suffered by the plant components.

A local search method for costly black-box problems and its application to CSP plant start-up optimization refinement

Manno A.;Amaldi E.;Casella F.;Martelli E.
2020

Abstract

A variety of engineering applications are tackled as black-box optimization problems where a computationally expensive and possibly noisy function is optimized over a continuous domain. In this paper we present a derivative-free local method which is well-suited for such problems, and we describe its application to the optimization of the start-up phase of an innovative Concentrated Solar Power (CSP) plant. The method, referred to as rqlif, exploits a regularized quadratic model and a linear implicit filtering strategy so as to be parsimonious in terms of function evaluations. After assessing the performance of rqlif on a set of analytical test problems in comparison with three well-known local algorithms, we apply it in conjunction with a global algorithm based on RBFs interpolation to the start-up optimization of the CSP plant developed in the PreFlexMS H2020 project. For the test problems, rqlif provides good quality solutions in a limited number of function evaluations. For the application, the global–local strategy yields a substantial improvement with respect to the reference solution and significantly reduces the thermo-mechanical stress suffered by the plant components.
Costly black-box optimization
Derivative-free optimization
Engineering application
Local optimization
Solar power
Start-up optimization
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1143661
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