Integrated Predictive Control and Economic Optimisation: Decomposition and Hierarchical Structure

Abstract In industrial practice, constrained steady state optimisation and predictive control are separate, albeit closely related functions within the control hierarchy. This paper presents a method which integrates predictive control with on-line optimisation with economic objectives. A receding horizon optimal control problem is formulated using linear state space models. This optimal control problem includes in its formulation a general steady state objective depending on the magnitudes of manipulated and measured output variables. This steady state objective may include regulatory and economic objectives. The solution of the receding horizon problem is achieved by means of decomposition and iteration on simplified sub-problems. The method is tested with simulations of a system of chemical reactors.