Department of Chemical and Biological Engineering Spring 2018 Seminar

Better Optimization of Nonlinear Uncertain Systems (BONUS): Algorithm for Large Scale Real World Stochastic Nonlinear Programming Problems in Energy

Dr. Urmila Diwekar
President and Founder
Vishwamitra Research Institute

Abstract:

The class of stochastic nonlinear programming (SNLP) problems is quite important in optimization due to the presence of nonlinearity and uncertainty in almost all real life systems. Despite the apparent importance of such problems, solution algorithms for these problems have found few applications due to severe computational and structural restrictions. Algorithms for solving large scale nonlinear stochastic programming problems are very few in number, as are the engineering applications of these problems. This talk introduces BONUS algorithms for large scale stochastic nonlinear problems for both open equation systems and black box models. BONUS defines everything in probabilistic space instead of deterministic space. Reweighting scheme from statistics is used extensively in this algorithm to update the probabilistic information at each optimization iteration. BONUS reduces computational burden significantly by avoiding model runs required for stochastic optimization problems. Real world applications of these algorithms in the areas of energy and environmental engineering are also detailed.

Short Biography:

Dr. Urmila Diwekar is the president and founder of the Vishwamitra Research Institute, a non-profit research organization located in Crystal Lake, IL. Previously, she served on the faculty of Carnegie Mellon University and the University of Illinois at Chicago, serving as a full professor at both universities. She continues to maintain her interactions with the Departments of Bioengineering and Industrial Engineering and the Institute for Environmental Science and Policy of UIC. She has worked extensively in the areas of simulation, design, optimization, control, stochastic modeling, and synthesis of chemical processes. She has served as a Director of the Computers and Systems Analysis (CAST) division and the Environmental division of the American Institute of Chemical Engineers (AIChE) and as the programming chair of its Sustainable Engineering Forum. She is a fellow of AIChE and American Institute of Medical and Biological Engineering. She is the author of more than 120 journal articles and multiple research monographs on distillation, optimization and sustainability. From AIChE, she has received the Ernest Thiele Award and the Lawrence Cecil Award of the Environmental division. Her research has been supported by multiple federal funding agencies and industry. She has made significant contributions to stochastic modeling, efficient methods for uncertainty analysis, and optimization under uncertainty with applications in fields as diverse as advanced power systems, sustainability, environmental management, molecular modeling, and financial options theory.