Stratos Pistikopoulos - Reflectionsparos.princeton.edu/CAF_Symposium.fld/Pistikopoulos.pdfQuadratic...
Transcript of Stratos Pistikopoulos - Reflectionsparos.princeton.edu/CAF_Symposium.fld/Pistikopoulos.pdfQuadratic...
Stratos Pistikopoulos - Reflections
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Professor Christodoulos A. Floudas
• Research inspiration & impact on my career
• Texas A&M Energy Institute – the big “move”
• Personal reflections
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Optimization under uncertainty (Two-stage stochastic programming)
ResearchInspiration#1
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ResearchInspiration#2Bi-level programming
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Process synthesis under uncertaintyResearchInspiration#3
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§ Onekeyapproach– Assumelineardecisionrules:
§ Setyasanaffinefunctionoftheuncertainty– simplifiestheproblem.§ CanbesolvedasStaticRobustOptimization
( ) { }
T T
( , )min max min
. . ,
, :
U
s tÎWÎ
+
³ Î
W = Î ³ - -
x y x uu
x
y
c x b y
Ax d x S
x u y S Wy h Tx Mu
x: “here-and-now” decisionsy: “wait-and-see” decisionsu: uncertainty
= +y q Qu
ResearchInspiration#1:Adjustable Robust Optimization
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ResearchInspiration#1:Adjustable Robust Optimization§ Generalizeddecisionrulesthroughmulti-parametricprogramming:
§ Solvethelowerlevelproblemmulti-parametrically consideringu andxasparameters
§ Arrivetoasetof(exact)affinedecisionrulesvalidforthewholefeasiblespaceofuand“here-and-now”decisionsx.
𝑦 =
𝑄$𝑢 + 𝑃$𝑥 + 𝑞$𝑖𝑓𝐺$𝑢 + 𝐻$𝑥 ≤ ℎ$𝑄1𝑢 + 𝑃1𝑥 + 𝑞1𝑖𝑓𝐺1𝑢 + 𝐻1𝑥 ≤ ℎ1
⋮𝑄3𝑢 + 𝑃3𝑥 + 𝑞3𝑖𝑓𝐺3𝑢 + 𝐻3𝑥 ≤ ℎ3
x: “here-and-now” decisionsy: “wait-and-see” decisionsu: uncertainty
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ResearchInspiration#1:Adjustable Robust Optimization§ Generalizeddecisionrulesthroughmulti-parametricprogramming:
§ Canbeextendedtoproblemswith:n Variables: Mixed-Integer forboth“here-and-now”and“wait-and-see”decisions.n Objective:
¨UpperLevel: Non-Linear¨ LowerLevel: Quadratic
n Constraints:¨UpperLevel: Non-Linear¨ LowerLevel: Linear
𝑦 =
𝑄$𝑢 + 𝑃$𝑥 + 𝑞$𝑖𝑓𝐺$𝑢 + 𝐻$𝑥 ≤ ℎ$𝑄1𝑢 + 𝑃1𝑥 + 𝑞1𝑖𝑓𝐺1𝑢 + 𝐻1𝑥 ≤ ℎ1
⋮𝑄3𝑢 + 𝑃3𝑥 + 𝑞3𝑖𝑓𝐺3𝑢 + 𝐻3𝑥 ≤ ℎ3
x: “here-and-now” decisionsy: “wait-and-see” decisionsu: uncertainty
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§ NP-hardeveninthebi-levellinearcase(withoutintegervariablesatanylevel)Ø NeedforGlobaloptimization
§ SolutionmethodusingKKT:
KKT
y
x
Visweswaran V, Floudas CA, Ierapetritou MG, Pistikopoulos EN (1996) A Decomposition-Based Global Optimization Approach for Solving Bilevel Linear and Quadratic Programs, State of the Art in Global Optimization: Computational Methods and Applications, Springer US, Boston, MA, 139-162
ResearchInspiration#2:Bi-level programming - Challenges
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ResearchInspiration#2:Bi-level programming – by multi-parametric programming§ Globaloptimizationalgorithmfortheexactsolutionoftwoclassesofbi-levelprogrammingproblems:
1. Bi-levelmixed-integerlinearprogrammingproblems(B-MILP)2. Bi-levelmixed-integerquadraticprogrammingproblems(B-MIQP)
containingbothintegerandcontinuousvariablesatbothoptimizationlevels.§ Mainidea:
Thefeasiblesetofthelowerlevelproblemismulti-parametricintermsofthedecisionvariablesoftheupperlevelproblem.
§ ComputationalImplementation- B-POP§ AMATLABtoolboxforbi-levelprogramming§ AnextensiontoouralreadydevelopedPOPtoolboxFeatures:
n Bi-levelprogrammingsolversforB-MILP andB-MIQP problemsn Abi-levelproblemgeneratorn Abi-levelproblemlibrary
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Recast as a mp-MIQP Solve the mp-MIQP using POP®
Substitute mp solution in the upper level
Solve single-level MIQP
CR Objective1 z1
2 z2
… …k zk
Compare and choose optimum
Parameters:
B-MIQP 1 2
34
5
Bi-levelMixed-Integerprogramming– Thealgorithm
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ResearchInspiration#3:Generalized Modular Representation Framework
Mass/HeatExchanger
Pure HeatExchanger
SplitterMixer
• Building block: Multi-functional mass/heat exchange module& Pure heat exchanger module
• Process alternatives: Mass and heat exchange possibilitiesNo pre-postulation!
• Optimal flowsheet: Conventional unit & Innovative designPotential for intensified designs!
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ResearchInspiration#3:Generalized Modular Representation Framework § Representation of process units with GMF
Reactive distillation
Two-phase reactor
Jacketed homogeneous reactor
Connected reactor- distillation Columns
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Professor Christodoulos A. Floudas
• Research inspiration & impact on my career
• Texas A&M Energy Institute – the big “move”
• Personal reflections
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TexasA&MEnergyInstitute– thebig“move”
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Texas A&M Energy Institute PillarsTransform the
Energy Research Landscape
Educate the Next Generation of
Leaders in Energy
Establish a Vibrant External Partnerships
Program in Energy
TexasA&MEnergyInstitute– thebig“move”
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Multi-Scale Energy Systems
Engineering
Materials, Catalysis and Separation for
Energy
Energy Economics, Law,
Policy and Societal Impact
Fossil & Non-Fossil Based
Technologies for Energy
Texas A&M Energy Institute – Research programTexasA&MEnergyInstitute– thebig“move”
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Systems-WideThinkingandStructure§ Aholisticandinter-disciplinaryapproachtoresearchandeducationinenergy
§ Crossingdisciplinesandsectors§ Connectingthe“dots”withintheentireenergylandscape
§ Seekingthetransformationsthatarefoundalongtheseamsofstereotypicalacademicandindustrialscopesandparadigms
TexasA&MEnergyInstitute– thebig“move”Texas A&M Energy Institute - Focus
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MasterofScienceinEnergy
Designedtointroducestudentsandprofessionalstothemultipleinterdisciplinaryfacetsofenergy:
CertificateinEnergy
10modulesoftheprofessional“MasterofScienceinEnergy”degreeprogrameitherinresidenceoron-line.
Energy TechnologiesEnergy Law
BusinessMulti-scale Energy Systems Engineering
Materials for EnergyEconomics and Finance
In-Person/Online
Thesis/Non-Thesis
Professionals
10 Months
Module-Based
TexasA&MEnergyInstitute– thebig“move”Texas A&M Energy Institute – Master program
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energy.tamu.edu
TexasA&MEnergyInstitute– thebig“move”Texas A&M Energy Institute
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1. Smart Manufacturing™ and the Clean Energy Smart Manufacturing Innovation Institute (CESMII)
2. RABIT institute: Rapid Advancement in Process Intensification Deployment
TexasA&MEnergyInstitute– thebig“move”Big Initiatives
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Professor Christodoulos A. Floudas
• Research inspiration & impact on my career
• Texas A&M Energy Institute – the big “move”
• Personal reflections
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PersonalReflectionsMilestones:
1. University years
2. Graduate school
3. Career
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Wedding - August 1994PersonalReflections
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Christening - August 1999PersonalReflections
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Milestones:
1. University years
2. Graduate school
3. Career
4. Family
5. Our summers
6. Texas A&M University
PersonalReflections
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Sargent Medal Awarded to Professor Floudas
http://energy.tamu.edu/sargent-medal-awarded-professor-christodoulos-floudas-institution-chemical-engineers-icheme/
Named after Roger Sargent, thefounding father of ProcessSystems Engineering, the medalwas launched to recognize amajor contribution to researchin the area of computer-aidedproduct and processengineering
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Aggie Muster, 2017 - Reflections display
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Aggie Muster, 2017 - Reflections displayProfessor Christodoulos Floudas is Gone
We can shed tears that he is gone,Or we can smile because he lived.
We can close our eyes and pray this is all a bad dream,Or we can open our eyes and appreciate all that he left.
We can feel empty because we can’t see his smile,Or we can be filled with resolve like he always was.
We can turn our back on tomorrow and relive yesterday,Or we can be inspired by him and live our lives to fulfillment.
We can remember him and dwell only on his death,Or we can cherish his memory and help make it live on.
We can close our mind, feel empty and fret about our loss,Or we can do what he would want:
Smile, and bring our passion for life’s many possibilities.
Tribute byTexas A&M Institute for Advanced Study
Stratos Pistikopoulos - Reflections