Solving optimal control problems with state constraints using nonlinear programming and simulation tools

This paper illustrates how nonlinear programming and simulation tools, which are available in packages such as MATLAB and SIMULINK, can easily be used to solve optimal control problems with state- and/or input-dependent inequality constraints. The method presented is illustrated with a model of a single-link manipulator. The method is suitable to be taught to advanced undergraduate and Master's level students in control engineering.

Solving complex optimal control problems at no cost with PSOPT

This paper introduces PSOPT, an open source optimal control solver written in C++. PSOPT uses pseudospectral and local discretizations, sparse nonlinear programming, automatic differentiation, and it incorporates automatic scaling and mesh refinement facilities. The software is able to solve complex optimal control problems including multiple phases, delayed differential equations, nonlinear path constraints, interior point constraints, integral constraints, and free initial and/or final times. The software does not require any non-free platform to run, not even the operating system, as it is able to run under Linux. Additionally, the software generates plots as well as LATEX code so that its results can easily be included in publications. An illustrative example is provided.

Novel developments in process optimisation using predictive control

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 is very similar to the one presented in many predictive control formulations, but the main difference is that it 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 the standard quadratic regulatory objective, together with economic objectives which are often linear. Assuming that the system settles to a steady state operating point under receding horizon control, conditions are given for the satisfaction of the necessary optimality conditions of the steady-state optimisation problem. The method is based on adaptive linear state space models, which are obtained by using on-line identification techniques. The use of model adaptation is justified from a theoretical standpoint and its beneficial effects are shown in simulations. The method is tested with simulations of an industrial distillation column and a system of chemical reactors.

Genetic algorithms for optimal control of beer fermentation

This paper uses genetic algorithms to optimise the mathematical model of a beer fermentation process that operates in batch mode. The optimisation is based in adjusting the temperature profile of the mixture during a fixed period of time in order to reach the required ethanol levels but considering certain operational and quality restrictions.

Model predictive control using dynamic integrated system optimisation and parameter estimation (DISOPE)

DISOPE is a technique for solving optimal control problems where there are differences in structure and parameter values between reality and the model employed in the computations. The model reality differences can also allow for deliberate simplification of model characteristics and performance indices in order to facilitate the solution of the optimal control problem. The technique was developed originally in continuous time and later extended to discrete time. The main property of the procedure is that by iterating on appropriately modified model based problems the correct optimal solution is achieved in spite of the model-reality differences. Algorithms have been developed in both continuous and discrete time for a general nonlinear optimal control problem with terminal weighting, bounded controls and terminal constraints. The aim of this paper is to show how the DISOPE technique can aid receding horizon optimal control computation in nonlinear model predictive control.

Development and application of a novel algorithm for steady-state optimising control using dynamic information

A novel optimising controller is designed that leads a slow process from a sub-optimal operational condition to the steady-state optimum in a continuous way based on dynamic information. Using standard results from optimisation theory and discrete optimal control, the solution of a steady-state optimisation problem is achieved by solving a receding-horizon optimal control problem which uses derivative and state information from the plant via a shadow model and a state-space identifier. The paper analyzes the steady-state optimality of the procedure, develops algorithms with and without control rate constraints and applies the procedure to a high fidelity simulation study of a distillation column optimisation.