Periodic optimal control of nonlinear constrained systems using economic model predictive control

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Original languageEnglish
Pages (from-to)185-201
Number of pages17
JournalJournal of Process Control
Volume92
Early online date29 Jun 2020
Publication statusPublished - Aug 2020

Abstract

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC scheme uses an online optimized artificial periodic orbit to ensure recursive feasibility and constraint satisfaction despite unpredictable changes in the economic performance index. We demonstrate that the direct extension of existing methods to periodic orbits does not necessarily yield the desirable closed-loop economic performance. Instead, we carefully revise the constraints on the artificial trajectory, which ensures that the closed-loop average performance is no worse than a locally optimal periodic orbit. In the special case that the prediction horizon is set to zero, the proposed scheme is a modified version of recent publications using periodicity constraints, with the important difference that the resulting closed loop has more degrees of freedom which are vital to ensure convergence to an optimal periodic orbit. In addition, we detail a tailored offline computation of suitable terminal ingredients, which are both theoretically and practically beneficial for closed-loop performance improvement. Finally, we demonstrate the practicality and performance improvements of the proposed approach on benchmark examples.

Keywords

    Changing economic criteria, Dynamic real time optimization, Economic model predictive control, Nonlinear model predictive control, Periodic optimal control

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Periodic optimal control of nonlinear constrained systems using economic model predictive control. / Köhler, Johannes; Müller, Matthias A.; Allgöwer, Frank.
In: Journal of Process Control, Vol. 92, 08.2020, p. 185-201.

Research output: Contribution to journalArticleResearchpeer review

Köhler J, Müller MA, Allgöwer F. Periodic optimal control of nonlinear constrained systems using economic model predictive control. Journal of Process Control. 2020 Aug;92:185-201. Epub 2020 Jun 29. doi: 10.1016/j.jprocont.2020.06.004
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abstract = "In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC scheme uses an online optimized artificial periodic orbit to ensure recursive feasibility and constraint satisfaction despite unpredictable changes in the economic performance index. We demonstrate that the direct extension of existing methods to periodic orbits does not necessarily yield the desirable closed-loop economic performance. Instead, we carefully revise the constraints on the artificial trajectory, which ensures that the closed-loop average performance is no worse than a locally optimal periodic orbit. In the special case that the prediction horizon is set to zero, the proposed scheme is a modified version of recent publications using periodicity constraints, with the important difference that the resulting closed loop has more degrees of freedom which are vital to ensure convergence to an optimal periodic orbit. In addition, we detail a tailored offline computation of suitable terminal ingredients, which are both theoretically and practically beneficial for closed-loop performance improvement. Finally, we demonstrate the practicality and performance improvements of the proposed approach on benchmark examples.",
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