Gaussian Process Regression Based Multi-Objective Bayesian Optimization for Power System Design

被引:8
作者
Palm, Nicolai [1 ]
Landerer, Markus [1 ]
Palm, Herbert [1 ]
机构
[1] Univ Appl Sci, Syst Engn Lab, Lothstr 64, D-80335 Munich, Germany
关键词
power system design; multi-objective optimization; gaussian process regression; Bayesian Optimization; expected hypervolume improvement; squared exponential kernel;
D O I
10.3390/su141912777
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
Within a disruptively changing environment, design of power systems becomes a complex task. Meeting multi-criteria requirements with increasing degrees of freedom in design and simultaneously decreasing technical expertise strengthens the need for multi-objective optimization (MOO) making use of algorithms and virtual prototyping. In this context, we present Gaussian Process Regression based Multi-Objective Bayesian Optimization (GPR-MOBO) with special emphasis on its profound theoretical background. A detailed mathematical framework is provided to derive a GPR-MOBO computer implementable algorithm. We quantify GPR-MOBO effectiveness and efficiency by hypervolume and the number of required computationally expensive simulations to identify Pareto-optimal design solutions, respectively. For validation purposes, we benchmark our GPR-MOBO implementation based on a mathematical test function with analytically known Pareto front and compare results to those of well-known algorithms NSGA-II and pure Latin Hyper Cube Sampling. To rule out effects of randomness, we include statistical evaluations. GPR-MOBO turnes out as an effective and efficient approach with superior character versus state-of-the art approaches and increasing value-add when simulations are computationally expensive and the number of design degrees of freedom is high. Finally, we provide an example of GPR-MOBO based power system design and optimization that demonstrates both the methodology itself and its performance benefits.
引用
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页数:23
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