MULTI-UNIT OPTIMIZATION WITH GRADIENT PROJECTION ON ACTIVE CONSTRAINTS

Abstract This paper addresses the problem of extremum-seeking (real-time steady state optimization of dynamic systems via control of the gradient) under constraints. Though gradient projection on active constraints has the advantage of providing better performance, it has not been utilized in the context of extremum-seeking due to difficulties in gradient estimation and drift from active constraints. In this paper, the gradient of the objective and the constraints are calculated simultaneously using the recently proposed multi-unit framework. Also, a correction term is added to handle the drift from active constraints. The theoretical concepts are illustrated on the optimization of a simple reactor.