System Modelling and Optimization under Vector-Valued Criteria

The integrated system optimization and parameter estimation problem is addressed in the context of vector-valued optimization techniques. The validity of the existing convergence properties of the basic two-step approach for solving the joint problem of scalar optimization and parameter estimation is extended for the vector-valued case under appropriate conditions. Some elements of decision analysis are incorporated into the integrated optimization and parameter estimation scheme in order to reflect conflicting situations derived from the simultaneous consideration of multiple performance criteria. To illustrate the main aspects of the proposed approach, the joint problem of optimization and parameter estimation of a nonlinear dynamic batch reactor is considered.