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Optimization and Computational Fluid Dynamics - Department of ...

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9 CFD-based optimization for papermaking 283<br />

Expectation value<br />

y<br />

Confidence interval<br />

Minimum with large confidence interval<br />

Fig. 9.12 Example <strong>of</strong> output <strong>and</strong> its confidence interval<br />

Minimum with small confidence interval<br />

when unit-process models are coupled together. In order to use the statistical<br />

unit-process models in simulation or optimization, some kind <strong>of</strong> reliability or<br />

uncertainty information related to the models is needed in addition to the primary<br />

model output. Moreover, the uncertainties regarding the models need to<br />

be brought into the optimization model. In this way, the optimization method<br />

used can take them into account <strong>and</strong> reliability <strong>of</strong> the results can be guaranteed.<br />

There are numerous optimization approaches that are able to utilize<br />

uncertainty information such as optimization under uncertainty [6, 19, 25],<br />

stochastic programming [2] <strong>and</strong> robust optimization [8, 30] among others.<br />

Figure 9.12 illustrates on a simple example how model uncertainty may<br />

affect reliability <strong>of</strong> the optimization results. In this example for simplicity, we<br />

assume that the primary output is a function <strong>of</strong> only one input parameter.<br />

As seen, the output has two minima, which have very different confidence<br />

intervals denoted by dotted lines in the figure. The confidence interval gives<br />

limits in which the output value has a 99% probability, for example. The<br />

left minimum has a wider confidence interval than the right one, that is,<br />

the model gives more reliable solution at the right minimum. Hence, from<br />

the output value point <strong>of</strong> view, the solution c<strong>and</strong>idates do not differ, but the<br />

latter minimum can be considered as more reliable. Therefore, systematic <strong>and</strong><br />

efficient control <strong>of</strong> reliability is a crucial point in industrial optimizations.<br />

Nowadays, we can define the multi-objective optimization problem related<br />

to papermaking such that it is able to make use <strong>of</strong> related unit-process uncertainties<br />

[23]. Then, we formulate objectives also for uncertainties <strong>and</strong> minimize<br />

them while optimizing the papermaking targets. Thus, the idea is to<br />

formulate the originally stochastic optimization problem in such a way that<br />

it can be solved efficiently as a deterministic problem using a gradient-based<br />

x

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