Abstract:We present a sensitivity-based predictor-corrector path-following algorithm for fast nonlinear model predictive control (NMPC) and demonstrate it on a large case study with an economic cost function. The path-following method is applied within the advanced-step NMPC framework to obtain fast and accurate approximate solutions of the NMPC problem. In our approach, we solve a sequence of quadratic programs to trace the optimal NMPC solution along a parameter change. A distinguishing feature of the path-following algorithm in this paper is that the strongly-active inequality constraints are included as equality constraints in the quadratic programs, while the weakly-active constraints are left as inequalities. This leads to close tracking of the optimal solution. The approach is applied to an economic NMPC case study consisting of a process with a reactor, a distillation column and a recycler. We compare the path-following NMPC solution with an ideal NMPC solution, which is obtained by solving the full nonlinear programming problem. Our simulations show that the proposed algorithm effectively traces the exact solution.
Adjoint-based gradient computations for oil reservoirs have been increasingly used in closed-loop reservoir management optimizations. Most constraints in the optimizations are for the control input, which may either be bound constraints or equality constraints. This paper addresses output constraints for both state and control variables. We propose to use a (interior) barrier function approach, where the output constraints are added as a barrier term to the objective function. As we assume there always exist feasible initial control inputs, the method maintains the feasibility of the constraints. Three case examples are presented. The results show that the proposed method is able to preserve the computational efficiency of the adjoint methods.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.