Handling uncertainty in economic nonlinear model predictive control: A comparative case study

Journal of Process Control

Volumn 24, Issue 8, 2014, Pages 1247-1259

  Lucia, Sergio ^a   Andersson, Joel A E ^b   Brandt, Heiko ^a   Diehl, Moritz ^b,c   Engell, Sebastian ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Economic model predictive control; Optimization; Robust control; Uncertainty

Indexed keywords

ALGORITHMS; CONTROLLERS; MODEL PREDICTIVE CONTROL; NONLINEAR SYSTEMS; OPTIMIZATION; ROBUST CONTROL;

BATCH POLYMERIZATION REACTORS; CONSTRAINT VIOLATION; CONTROLLED SYSTEM; ECONOMIC MODELING; ECONOMIC PERFORMANCE; NONLINEAR MODEL PREDICTIVE CONTROL; REAL-TIME COMPUTATIONS; UNCERTAINTY;

PREDICTIVE CONTROL SYSTEMS;

EID: 84905703678     PISSN: 09591524     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jprocont.2014.05.008     Document Type: Article

References (42)

1. S. Engell Feedback control for optimal process operation J. Process Cont. 17 2007 203 219 (Pubitemid 46205320)
2. J. Rawlings, and R. Amrit Optimizing process economic performance using model predictive control Nonlinear Model Predictive Control 2009 Springer Berlin, Heidelberg 119 138
3. E. Idris, and S. Engell Economics-based NMPC strategies for the operation and control of a continuous catalytic distillation process J. Process Cont. 22 2012 1832 1843
4. M. Ellis, M. Heidarinejad, and P.D. Christofides Economic model predictive control of nonlinear singularly perturbed systems J. Process Cont. 23 2013 743 754
5. A. Gopalakrishnan, and L. Biegler Economic nonlinear model predictive control for periodic optimal operation of gas pipeline networks Comput. Chem. Eng. 52 2013 90 99
6. D. Mayne, J. Rawlings, C. Rao, and P. Scokaert Constrained model predictive control: stability and optimality Automatica 36 6 2000 789 814 (Pubitemid 30587683)
7. R. Amrit, J. Rawlings, and D. Angeli Economic optimization using model predictive control with a terminal cost Ann. Rev. Cont. 35 2011 178 186
8. M. Diehl, R. Amrit, and J. Rawlings A Lyapunov function for economic optimizing model predictive control IEEE Trans. Autom. Cont. 56 2011 703 707
9. D. Angeli, R. Amrit, and J. Rawlings On average performance and stability of economic model predictive control IEEE Trans. Autom. Cont. 57 2012 1615 1626
10. L. Grüne Economic receding horizon control without terminal constraints Automatica 49 2013 725 734
11. R. Huang, L. Biegler, and E. Harinath Robust stability of economically oriented infinite horizon NMPC that include cyclic processes J. Process Cont. 22 2012 51 59
12. M. Müller, and F. Allgöwer Robustness of steady-state optimality in economic model predictive control Proc. of the 51st IEEE Conference on decision and Control 2012
13. T. Hovgaard, L. Larsen, and J. Jorgensen Robust economic mpc for a power management scenario with uncertainties Proc. of the 50th IEEE Conference on Decision and Control 2011
14. H. Witsenhausen A minimax control problem for sampled linear systems IEEE Trans. Autom. Cont. 13 1968 5 21
15. P. Campo, and M. Morari Robust model predictive control Proc. of the American Control Conference 1987 1021 1026
16. J.H. Lee, and Z.H. Yu Worst-case formulations of model predictive control for systems with bounded parameters Automatica 33 5 1997 763 781 (Pubitemid 127413697)
17. P. Scokaert, and D. Mayne Min-max feedback model predictive control for constrained linear systems IEEE Trans. Autom. Cont. 43 8 1998 1136 1142 (Pubitemid 128737398)
18. A. Bemporad Reducing conservativeness in predictive control of constrained systems with disturbances Proc. of the 37th IEEE Conference on Decision and Control 1998 1384 1389
19. J. Löfberg Approximations of closed-loop minimax MPC Proc. of the 42nd IEEE Conference on Decision and Control 2003 1438 1442
20. P. Goulart, E.C. Kerrigan, and J.M. Maciejowski Optimization over state feedback policies for robust control with constraints Automatica 42 2006 523 533 (Pubitemid 43267647)
21. D. Mayne, M. Seron, and S. Rakovic Robust model predictive control of constrained linear systems with bounded disturbances Automatica 41 2005 219 224 (Pubitemid 41536571)
22. D. Mayne, and E. Kerrigan Tube-based robust nonlinear model predictive control Proc. of the 7th IFAC Symposium on Nonlinear Control Systems 2007 110 115
23. D.Q. Mayne, E.C. Kerrigan, and P. Falugi Robust model predictive control: advantages and disadvantages of tube-based methods Proc. of the 18th IFAC World Congress Milano 2011 191 196
24. S. Yu, H. Chen, and F. Allgöwer Tube MPC scheme based on robust control invariant sets with application to Lipschitz nonlinear systems Proc. of the 50th IEEE Conference on Decision and Control 2011 2650 2655
25. S. Rakovic, B. Kouvaritakis, M. Cannon, C. Panos, and R. Findeisen Fully parameterized tube MPC Proc. of the 18th IFAC World Congress Milano 2011 197 202
26. M. Hadjiyiannis, P. Goulart, and D. Kuhn An efficient method to estimate the suboptimality of affine controllers IEEE Trans. Autom. Cont. 56 2011 2841 2853
27. S. Lucia, T. Finkler, D. Basak, and S. Engell A new robust NMPC scheme and its application to a semi-batch reactor example Proc. of the International Symposium on Advanced Control of Chemical Processes 2012 69 74
28. S. Lucia, T. Finkler, and S. Engell Multi-stage nonlinear model predictive control applied to a semi-batch polymerization reactor under uncertainty J. Process Cont. 23 2013 1306 1319
29. S. Lucia, J. Andersson, H. Brandt, A. Bouaswaig, M. Diehl, and S. Engell Efficient robust economic nonlinear model predictive control of an industrial batch reactor IFAC World Congress 2014 (in press)
30. R. Huang, and L. Biegler Robust nonlinear model predictive controller design based on multi-scenario formulation Proc. of the American Control Conference 2009 2341 2342
31. D. Muñoz de la Peña, A. Bemporad, and T. Alamo Stochastic programming applied to model predictive control Proc. of the 44th IEEE Conference on Decision and Control 2005 1361 1366 (Pubitemid 46297157)
32. G. Sand, and S. Engell Modeling and solving real-time scheduling problems by stochastic integer programming Comput. Chem. Eng. 28 2004 1087 1103 (Pubitemid 38520961)
33. J. Cui, and S. Engell Medium-term planning of a multiproduct batch plant under evolving multi-period multi-uncertainty by means of a moving horizon strategy Comput. Chem. Eng. 34 2010 598 619
34. B. Srinivasan, D. Bonvin, E. Visser, and S. Palanki Dynamic optimization of batch processes II. Role of measurements in handling uncertainty Comput. Chem. Eng. 27 2002 27 44 (Pubitemid 36077353)
35. S. Lucia, and S. Engell Robust nonlinear model predictive control of a batch bioreactor using multi-stage stochastic programming. Proc. of the 12th European Control Conference, Zurich 2013 4124 4129
36. EMBOCON EU Project, 2014. http://www.embocon.org.
37. J. Andersson, J. Åkesson, and M. Diehl CasADi - A symbolic package for automatic differentiation and optimal control. S. Forth, P. Hovland, E. Phipps, J. Utke, A. Walther, Recent Advances in Algorithmic Differentiation. Lecture Notes in Computational Science and Engineering 2012 Springer Berlin 297 307
38. A. Griewank, and A. Walther Evaluating derivatives: principles and techniques of algorithmic differentiation, SIAM Second edition 2008 Society for Industrial and Applied Mathematic
39. Y. Cao, S. Li, L. Petzold, and R. Serban Adjoint sensitivity analysis for differential-algebraic equations: the adjoint DAE system and its numerical solution SIAM J. Sci. Comput. 24 3 2003 1076 1089
40. A. Wächter, and L. Biegler On the implementation of a primal-dual interior point filter line search algorithm for large-scale nonlinear programming Math. Program. 106 2006 25 57 (Pubitemid 41813168)
41. A.C. Hindmarsh, P.N. Brown, K.E. Grant, S.L. Lee, R. Serban, and D.E. Shumaker et al. SUNDIALS: suite of nonlinear and differential/algebraic equation solvers ACM Trans. Math. Softw. 31 2005 363 396
42. S. Lucia, and R. Paulen Robust nonlinear model predictive control with reduction of uncertainty via robust optimal experiment design IFAC World Congress 2014 in press