Real-time optimization (RTO) and model predictive control (MPC) are extensively employed in industrial processes to enhance economic objectives. However, the tuning of the system remains a challenge, in particular, for cases where an explicit model relating the RTO objective and the process dynamics is unknown. To address this issue, an online data-driven auto-tuning strategy leveraging two Bayesian optimization (BO) techniques is proposed. This strategy is useful for situations where the RTO objective and the process dynamics are detectable but their exact functional forms are unclear. The proposed strategy views the RTO objective as a black-box objective and interprets the steady-state conditions as black-box equality constraints within the RTO layer. In this context, the upper-trust-bound based constrained BO (UTB-CBO) method is adopted to optimize the setpoints and enhance solution feasibility. Additionally, the proposed approach can take into account measurable disturbance inputs explicitly and account for their consequential influence on objective optimization by considering disturbance variations as contextual information. Simultaneously, another contextual BO scheme is implemented to automatically tune the MPC controller parameters for improving tracking performance upon accepting the setpoints optimized by the RTO. Simulation results based on a continuous stirred-tank reactor system are given to illustrate the effectiveness of the proposed approach.
Zhang et al. (Fri,) studied this question.