577j Global Optimization of Noisy Black Box Functions Using the Artificial Chemical Process and Evolutionary Algorithms

Roberto Irizarry, Electronic Technologies, DuPont, 14 TW Alexander Drive, Research Triangle Park, Raleigh, NC 27709

Many chemical processes are modeled using stochastic simulations (MC, KMC, SSA, etc). The optimization of these processes is very challenging due to: (a) The model is in a form of simulation, (b) The computational cost of the simulation is high and (c) There is a statistical noise associated with the simulations. The objective of this work is to accelerate the optimization by using a very crude model in most part of the optimization procedure. Evolutionary algorithm (EA) and artificial chemical process (ACP) algorithm [1] are modified using concepts of optimal comparison and stochastic ruler during the search. The modified algorithms accelerate the optimization tremendously. Dynamic and hybrid dynamics optimization of a complex nano-particle formation is solved using this methodology ([2], [3]). The algorithms are compared in terms of robustness and speed in finding the global optimum as a function of the model noise (from accurate simulations to very crude simulations with very large noise).

[1] R. Irizarry, LARES: An Artificial Chemical Process Approach for Optimization (2004) Evolutionary Computation Journal, 12 (4), 435-460.

[2] R. Irizarry, Fast Monte Carlo Methodology for Multivariate Particulate Systems-I: Point Ensemble Monte Carlo (2008) Chemical Engineering Science 63, 95-110.

[3] R. Irizarry, Hybrid Dynamic Optimization using Artificial Chemical Process: Extended LARES-PR (2006) Industrial & Engineering Chemistry Research, 45, 8400-8412.