VABO: Violation-Aware Bayesian Optimization for Closed-Loop Control Performance Optimization with Unmodeled Constraints
We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated effective for improving closed-loop performance by automatically tuning controller gains or reference setpoints in a model-free manner. However, BO methods have rarely been tested on dynamical systems with unmodeled constraints. In this paper, we propose a violation-aware BO algorithm (VABO) that optimizes closed-loop performance while simultaneously learning constraint-feasible solutions. Unlike classical constrained BO methods which allow an unlimited constraint violations, or safe BO algorithms that are conservative and try to operate with near-zero violations, we allow budgeted constraint violations to improve constraint learning and accelerate optimization. We demonstrate the effectiveness of our proposed VABO method for energy minimization of industrial vapor compression systems.
Code (0)
등록된 구현이 없습니다.
Tasks
Bayesian OptimizationSimilar Papers 제목 키워드 기반
Neuromorphic Bayesian Optimization in Lava
The ever-increasing demands of computationally expensive and high-dimensional problems require novel optimization methods to find near-optimal solutions in a reasonable amount of time. Bayesian Optimization (BO) stands a…
Bayesian OptimizationViolation-Aware Contextual Bayesian Optimization for Controller Performance Optimization with Unmodeled Constraints
We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated to be effective for improving closed-loop performance by automatic…
Bayesian OptimizationMixed-Variable Bayesian Optimization
The optimization of expensive to evaluate, black-box, mixed-variable functions, i.e. functions that have continuous and discrete inputs, is a difficult and yet pervasive problem in science and engineering. In Bayesian op…
Bayesian OptimizationThompson SamplingPrimal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraints
This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varyin…
Bayesian OptimizationGaussian ProcessesMulti-Agent Bayesian Optimization with Coupled Black-Box and Affine Constraints
This paper studies the problem of distributed multi-agent Bayesian optimization with both coupled black-box constraints and known affine constraints. A primal-dual distributed algorithm is proposed that achieves similar …
Bayesian OptimizationGaussian Processes