A Method for Handling Uncertainty in Evolutionary Optimization With an Application to Feedback Control of Combustion

We present a novel method for handling uncertainty in evolutionary optimization. The method entails quantification and treatment of uncertainty and relies on the rank based selection operator of evolutionary algorithms. The proposed uncertainty handling is implemented in the context of the covariance matrix adaptation evolution strategy (CMA-ES) and verified on test functions. The present method is independent of the uncertainty distribution, prevents premature convergence of the evolution strategy and is well suited for online optimization as it requires only a small number of additional function evaluations. The algorithm is applied in an experimental setup to the online optimization of feedback controllers of thermoacoustic instabilities of gas turbine combustors. In order to mitigate these instabilities, gain-delay or model-based H infin controllers sense the pressure and command secondary fuel injectors. The parameters of these controllers are usually specified via a trial and error procedure. We demonstrate that their online optimization with the proposed methodology enhances, in an automated fashion, the online performance of the controllers, even under highly unsteady operating conditions, and it also compensates for uncertainties in the model-building and design process.

[1]  John William Strutt,et al.  Scientific Papers: The Explanation of certain Acoustical Phenomena , 2009 .

[2]  Peter Stagge,et al.  Averaging Efficiently in the Presence of Noise , 1998, PPSN.

[3]  James C. Spall,et al.  Introduction to stochastic search and optimization - estimation, simulation, and control , 2003, Wiley-Interscience series in discrete mathematics and optimization.

[4]  Nikolaus Hansen,et al.  Verallgemeinerte individuelle Schrittweitenregelung in der Evolutionsstrategie , 1998 .

[5]  Anuradha M. Annaswamy,et al.  Active control of combustion instability: theory and practice , 2002 .

[6]  Miroslav Krstic,et al.  Self-tuning control of a nonlinear model of combustion instabilities , 1999, IEEE Trans. Control. Syst. Technol..

[7]  Kalyanmoy Deb,et al.  On self-adaptive features in real-parameter evolutionary algorithms , 2001, IEEE Trans. Evol. Comput..

[8]  Nikolaus Hansen,et al.  Completely Derandomized Self-Adaptation in Evolution Strategies , 2001, Evolutionary Computation.

[9]  Anuradha M. Annaswamy,et al.  Adaptive Control of a Class of Time-Delay Systems , 2003 .

[10]  Jürgen Branke,et al.  Selection in the Presence of Noise , 2003, GECCO.

[11]  Christian Oliver Paschereit,et al.  Proportional Control of Combustion Instabilities in a Simulated Gas-Turbine Combustor , 2002 .

[12]  Petros Koumoutsakos,et al.  Local Meta-models for Optimization Using Evolution Strategies , 2006, PPSN.

[13]  Peter J. Fleming,et al.  Evolutionary algorithms in control systems engineering: a survey , 2002 .

[14]  David E. Goldberg,et al.  The Gambler's Ruin Problem, Genetic Algorithms, and the Sizing of Populations , 1999, Evolutionary Computation.

[15]  C. N Bouza,et al.  Spall, J.C. Introduction to stochastic search and optimization. Estimation, simulation and control. Wiley Interscience Series in Discrete Mathematics and Optimization, 2003 , 2004 .

[16]  Miroslav Krstic,et al.  An adaptive algorithm for control of combustion instability , 2004, Autom..

[17]  Peter J. Fleming,et al.  Multiobjective gas turbine engine controller design using genetic algorithms , 1996, IEEE Trans. Ind. Electron..

[18]  Anne Auger,et al.  Performance evaluation of an advanced local search evolutionary algorithm , 2005, 2005 IEEE Congress on Evolutionary Computation.

[19]  Hans-Georg Beyer,et al.  Toward a Theory of Evolution Strategies: Some Asymptotical Results from the (1,+ )-Theory , 1993, Evolutionary Computation.

[20]  Hans-Georg Beyer,et al.  Local performance of the (1 + 1)-ES in a noisy environment , 2002, IEEE Trans. Evol. Comput..

[21]  Erick Cantú-Paz,et al.  Adaptive Sampling for Noisy Problems , 2004, GECCO.

[22]  Rayleigh The Explanation of Certain Acoustical Phenomena , 1878, Nature.

[23]  Hadi Widjaya. Tjioe Feedback control of combustion oscillations , 2010 .

[24]  Dirk V. Arnold,et al.  Weighted multirecombination evolution strategies , 2006, Theor. Comput. Sci..

[25]  Norman S. Nise,et al.  Control Systems Engineering , 1991 .

[26]  Bruno Schuermans,et al.  MODELING AND ACTIVE CONTROL OF THERMOACOUSTIC INSTABILITIES , 2005 .

[27]  Anuradha M. Annaswamy,et al.  Adaptive Closed-Loop Control on an Atmospheric Gaseous Lean-Premixed Combustor , 2003 .

[28]  T. Back,et al.  Thresholding-a selection operator for noisy ES , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[29]  Kazuyuki Shimizu,et al.  On‐line optimisation of culture temperature for ethanol fermentation using a genetic algorithm , 1996 .

[30]  Derek A. Linkens,et al.  Genetic algorithms for fuzzy control.1. Offline system development and application , 1995 .

[31]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[32]  Benjamin W. Wah,et al.  Scheduling of Genetic Algorithms in a Noisy Environment , 1994, Evolutionary Computation.

[33]  Ian Postlethwaite,et al.  Multivariable Feedback Control: Analysis and Design , 1996 .

[34]  Anuradha M. Annaswamy,et al.  Self-tuning regulators for combustion oscillations , 2003, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[35]  Petros Koumoutsakos,et al.  Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) , 2003, Evolutionary Computation.

[36]  Bruno Schuermans,et al.  Modeling and control of thermoacoustic instabilities , 2003 .

[37]  Hans-Georg Beyer,et al.  Qualms Regarding the Optimality of Cumulative Path Length Control in CSA/CMA-Evolution Strategies , 2003, Evolutionary Computation.

[38]  Nikolaus Hansen,et al.  Adapting arbitrary normal mutation distributions in evolution strategies: the covariance matrix adaptation , 1996, Proceedings of IEEE International Conference on Evolutionary Computation.

[39]  Christian Oliver Paschereit,et al.  Coherent structures in swirling flows and their role in acoustic combustion control , 1999 .

[40]  A. Lefebvre Gas Turbine Combustion , 1983 .

[41]  Jürgen Branke,et al.  Evolutionary optimization in uncertain environments-a survey , 2005, IEEE Transactions on Evolutionary Computation.

[42]  J. C. Readle,et al.  On-line genetic algorithm tuning of a PI controller for a heating system , 1997 .

[43]  R. Blonbou,et al.  Active Adaptive Combustion Control Using Neural Networks , 2000 .

[44]  Ann P. Dowling,et al.  ADAPTIVE CONTROL OF COMBUSTION OSCILLATIONS , 1998 .

[45]  Jürgen Branke,et al.  Creating Robust Solutions by Means of Evolutionary Algorithms , 1998, PPSN.

[46]  Jürgen Branke,et al.  Efficient fitness estimation in noisy environments , 2001 .

[47]  Petre Stoica,et al.  Decentralized Control , 2018, The Control Systems Handbook.

[48]  Hajime Kita,et al.  Optimization of Noisy Fitness Functions by Means of Genetic Algorithms Using History of Search , 2000, PPSN.

[49]  Peter J. Fleming,et al.  Evolutionary Hinfin; design of an electromagnetic suspension control system for a maglev vehicle , 1997 .

[50]  Ingo Rechenberg,et al.  Evolutionsstrategie '94 , 1994, Werkstatt Bionik und Evolutionstechnik.

[51]  H Robbins,et al.  Adaptive choice of mean or median in estimating the center of a symmetric distribution. , 1983, Proceedings of the National Academy of Sciences of the United States of America.

[52]  H. Beyer,et al.  Noisy Local Optimization with Evolution Strategies , 2002 .

[53]  Daniel U. Campos-Delgado,et al.  Active combustion control using an evolution algorithm , 2001 .

[54]  Bruno Schuermans,et al.  Combustion Process Optimization Using Evolutionary Algorithm , 2003 .

[55]  Dirk V. Arnold,et al.  Noisy Optimization With Evolution Strategies , 2002, Genetic Algorithms and Evolutionary Computation.

[56]  Hans-Georg Beyer,et al.  Local Performance of the (μ/μ, μ)-ES in a Noisy Environment , 2000, FOGA.

[57]  Anuradha M. Annaswamy,et al.  Advanced Closed-Loop Control on an Atmospheric Gaseous Lean-Premixed Combustor , 2004 .

[58]  Thomas Bäck,et al.  Evolution Strategies on Noisy Functions: How to Improve Convergence Properties , 1994, PPSN.

[59]  H. Beyer Evolutionary algorithms in noisy environments : theoretical issues and guidelines for practice , 2000 .

[60]  Nikolaus Hansen,et al.  Evaluating the CMA Evolution Strategy on Multimodal Test Functions , 2004, PPSN.

[61]  Tim Lieuwen,et al.  Combustion Instabilities In Gas Turbine Engines: Operational Experience, Fundamental Mechanisms, and Modeling , 2006 .