Robust nonlinear model predictive control of a batch bioreactor using multi-stage stochastic programming

This paper presents a robust nonlinear model predictive control scheme and its application to a batch bioreactor. The approach is based on the description of the uncertainty evolution as a scenario tree. This makes it possible to take explicitly into account the future disturbances and control inputs leading to a non-conservative approach that is not based on the tracking of a nominal solution. The main challenge of the approach is that the size of the resulting optimization problem grows exponentially with the prediction horizon and with the number of uncertainties. The potential of the approach is demonstrated by simulation examples of a nonlinear penicillin fermentation process where the proposed scheme can fulfill the state and the input constraints for all the possible values of several uncertain parameters, improving the performance of existing robust approaches such as tracking of the necessary conditions of optimality.

[1]  David Benson,et al.  A Gauss pseudospectral transcription for optimal control , 2005 .

[2]  T. Alamo,et al.  Stochastic Programming Applied to Model Predictive Control , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[3]  Marc C. Steinbach Hierarchical Sparsity in Multistage Convex Stochastic Programs , 2000 .

[4]  F. Allgower,et al.  Nonlinear model predictive control: From chemical industry to microelectronics , 2004, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).

[5]  David Q. Mayne,et al.  Tube‐based robust nonlinear model predictive control , 2011 .

[6]  David Q. Mayne,et al.  Robust model predictive control of constrained linear systems with bounded disturbances , 2005, Autom..

[7]  H. Bock,et al.  A Multiple Shooting Algorithm for Direct Solution of Optimal Control Problems , 1984 .

[8]  Frank Allgöwer,et al.  Tube MPC scheme based on robust control invariant set with application to Lipschitz nonlinear systems , 2011, CDC/ECC.

[9]  J. H. Leet,et al.  Worst-case formulations of model predictive control for systems with bounded parameters , 1997, Autom..

[10]  David Q. Mayne,et al.  Robust model predictive control: advantages and disadvantages of tube-based methods ⋆ , 2011 .

[11]  Boris Defourny,et al.  Machine Learning Solution Methods for Multistage Stochastic Programming , 2010 .

[12]  S. Engell,et al.  A new Robust NMPC Scheme and its Application to a Semi-batch Reactor Example* , 2012 .

[13]  F. Allgöwer,et al.  Tube MPC scheme based on robust control invariant set with application to Lipschitz nonlinear systems , 2011, IEEE Conference on Decision and Control and European Control Conference.

[14]  Daniel Kuhn,et al.  An Efficient Method to Estimate the Suboptimality of Affine Controllers , 2011, IEEE Transactions on Automatic Control.

[15]  David Q. Mayne,et al.  TUBE-BASED ROBUST NONLINEAR MODEL PREDICTIVE CONTROL1 , 2007 .

[16]  Lorenz T. Biegler,et al.  On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming , 2006, Math. Program..

[17]  Sebastian Engell,et al.  Multi-stage and Two-stage Robust Nonlinear Model Predictive Control , 2012 .

[18]  R. Findeisen,et al.  Fully Parameterized Tube MPC , 2011 .

[19]  D. Mayne,et al.  Min-max feedback model predictive control for constrained linear systems , 1998, IEEE Trans. Autom. Control..

[20]  Sebastian Engell,et al.  Medium-term planning of a multiproduct batch plant under evolving multi-period multi-uncertainty by means of a moving horizon strategy , 2010, Comput. Chem. Eng..

[21]  Dominique Bonvin,et al.  Dynamic optimization of batch processes: II. Role of measurements in handling uncertainty , 2003, Comput. Chem. Eng..

[22]  Alberto Bemporad,et al.  Scenario-based model predictive control of stochastic constrained linear systems , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[23]  Michael A. Saunders,et al.  SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization , 2002, SIAM J. Optim..

[24]  Sebastian Engell,et al.  Online Optimizing Control: The Link Between Plant Economics and Process Control , 2009 .