A partial multiparametric optimization strategy to improve the computational performance of model predictive control

Abstract Determining the optimal manipulated action for large scale model predictive control formulations requires significant computational overhead. It has been demonstrated that the offline, explicit solution provided by multiparametric programming has the capacity to greatly improve the online computational performance of MPC strategies. For large scale problems, developing and deploying the full multiparametric solution remains an open challenge. In this work, a partial multiparametric solution is utilized to improve the initialization procedure for a hot start strategy. The hot start strategy provides an improved technique for determining the optimal solution of large scale MPC formulations, and the partial multiparametric solution ensures the initialization is suitable under varying conditions. The efficacy of the proposed strategy is verified on randomly generated large scale MPC problems.

[1]  Efstratios N. Pistikopoulos,et al.  MPC on a chip - Recent advances on the application of multi-parametric model-based control , 2008, Comput. Chem. Eng..

[2]  Stefano Di Cairano,et al.  On region-free explicit model predictive control , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[3]  Alberto Bemporad,et al.  An algorithm for multi-parametric quadratic programming and explicit MPC solutions , 2003, Autom..

[4]  E. Pistikopoulos,et al.  On multiparametric/explicit NMPC for Quadratically Constrained Problems , 2018 .

[5]  Efstratios N. Pistikopoulos,et al.  Integrated process design, scheduling, and control using multiparametric programming , 2019, Comput. Chem. Eng..

[6]  E. Pistikopoulos,et al.  Explicit solutions to optimal control problems for constrained continuous-time linear systems , 2005 .

[7]  Stephen J. Wright,et al.  Partial enumeration MPC: Robust stability results and application to an unstable CSTR , 2011 .

[8]  Joseph Sang-Il Kwon,et al.  Development of local dynamic mode decomposition with control: Application to model predictive control of hydraulic fracturing , 2017, Comput. Chem. Eng..

[9]  Alexander Mitsos,et al.  Economic nonlinear model predictive control using hybrid mechanistic data-driven models for optimal operation in real-time electricity markets: In-silico application to air separation processes , 2019 .

[10]  Hao Li,et al.  Dynamic real-time optimization of distributed MPC systems using rigorous closed-loop prediction , 2019, Comput. Chem. Eng..

[11]  Colin Neil Jones,et al.  On the facet-to-facet property of solutions to convex parametric quadratic programs , 2006, Autom..

[12]  Lorenz T. Biegler,et al.  Advanced-Multi-Step Nonlinear Model Predictive Control , 2013 .

[13]  Arun Gupta,et al.  A novel approach to multiparametric quadratic programming , 2011, Autom..

[14]  Alberto Bemporad,et al.  The explicit linear quadratic regulator for constrained systems , 2003, Autom..

[15]  Joseph Sang-Il Kwon,et al.  Data-driven identification of interpretable reduced-order models using sparse regression , 2018, Comput. Chem. Eng..

[16]  Hans Joachim Ferreau,et al.  An online active set strategy to overcome the limitations of explicit MPC , 2008 .

[17]  E. Pistikopoulos,et al.  POP – Parametric Optimization Toolbox , 2016 .

[18]  Sorin Olaru,et al.  Combinatorial Approach Toward Multiparametric Quadratic Programming Based on Characterizing Adjacent Critical Regions , 2018, IEEE Transactions on Automatic Control.

[19]  Efstratios N. Pistikopoulos,et al.  Process design and control optimization: A simultaneous approach by multi‐parametric programming , 2017 .

[20]  Efstratios N. Pistikopoulos,et al.  Explicit model predictive control: A connected-graph approach , 2017, Autom..

[21]  Shu Lin,et al.  Model Predictive Control — Status and Challenges , 2013 .

[22]  Ju Zhang,et al.  Grid k-d tree approach for point location in polyhedral data sets – application to explicit MPC , 2018, Int. J. Control.

[23]  E. Pistikopoulos,et al.  Empowering the Performance of Advanced NMPC by Multiparametric Programming—An Application to a PEM Fuel Cell System , 2013 .

[24]  Robert L. Smith The hit-and-run sampler: a globally reaching Markov chain sampler for generating arbitrary multivariate distributions , 1996, Winter Simulation Conference.

[25]  Stefan Feuerriegel,et al.  Parallel sensitivity analysis for efficient large-scale dynamic optimization , 2011 .

[26]  Sebastian Engell,et al.  An accelerated dual method based on analytical extrapolation for distributed quadratic optimization of large-scale production complexes , 2020, Comput. Chem. Eng..

[27]  Fengqi You,et al.  Optimization under Uncertainty in the Era of Big Data and Deep Learning: When Machine Learning Meets Mathematical Programming , 2019, Comput. Chem. Eng..

[28]  Lazaros G. Papageorgiou,et al.  Closed-loop integration of planning, scheduling and multi-parametric nonlinear control , 2019, Comput. Chem. Eng..

[29]  Fahad Albalawi,et al.  Process operational safety via model predictive control: Recent results and future research directions , 2017, Comput. Chem. Eng..

[30]  Efstratios N. Pistikopoulos,et al.  Simultaneous Process Scheduling and Control: A Multiparametric Programming-Based Approach , 2018 .

[31]  Efstratios N. Pistikopoulos,et al.  On the global solution of multi-parametric mixed integer linear programming problems , 2012, Journal of Global Optimization.

[32]  A. Bemporad,et al.  Suboptimal Explicit Receding Horizon Control via Approximate Multiparametric Quadratic Programming , 2003 .

[33]  Alexander Mitsos,et al.  Polynomial approximation of inequality path constraints in dynamic optimization , 2020, Comput. Chem. Eng..

[34]  Rahul Bindlish Scheduling, optimization and control of power for industrial cogeneration plants , 2018, Comput. Chem. Eng..

[35]  David Kane,et al.  walkr: MCMC Sampling from Non-Negative Convex Polytopes , 2017, J. Open Source Softw..