ECCBO: An Inherently Safe Bayesian Optimization with Embedded Constraint Control for Real-Time Optimization

Abstract: This paper introduces a model-free real-time optimization (RTO) framework based on unconstrained Bayesian optimization with embedded constraint control. The main contribution lies in demonstrating how this approach simplifies the black-box optimization problem while ensuring "always-feasible" setpoints, addressing a critical challenge in real-time optimization with unknown cost and constraints. Noting that controlling the constraint does not require detailed process models, the key idea of this paper is to control the constraints to "some" setpoint using simple feedback controllers. Bayesian optimization then computes the optimum setpoint for the constraint controllers. By searching over the setpoints for the constraint controllers, as opposed to searching directly over the RTO degrees of freedom, this paper achieves an inherently safe and practical model-free RTO scheme. In particular, this paper shows that the proposed approach can achieve zero cumulative constraint violation without relying on assumptions about the Gaussian process model used in Bayesian optimization. The effectiveness of the proposed approach is demonstrated on a benchmark Williams-Otto reactor example.