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Course Content
Topics
1. Introduction
2. Mathematical Preliminaries
- review of calculus of several variables,
- numerical methods of linear and nonlinear equations
3. Numerical Methods of Differential and Differential Algebraic Equations
- Euler methods, Rung Kuttat Methods, Collocation on finite elments
4. Modern Methods of Nonlinear Constrained Optimization Problems
- necessary Optimality Conditions (KKT conditions)
- the sequential quadratic programming (SQP) method
- the interior point method (Optional)
5. Direct Methods for Dynamic Optimization Problems
- An overview of the maximum principle
- Direct methods Collocation on finite elements
6. Introduction to Model Predictive Control (Optional)
Prerequisites: Programming under MATLAB, (Knowledge of C/C++ is advantageous)
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Course Content
References:
J. T. Betts: Practical Methods for Control Using Nonlinear Programming. SIAM 2001.
R. D. Rabinet III, et al. Applied Dynamic Programming for Optimization of Dynamical
Systems. SIAM 2005.
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Chapter 1: Introduction
1.1 What is a system?
"A system is a self-contained entity with interconnected elements,
process and parts. A system can be the design of nature or
a human invention."
A system is an aggregation of
interactive elements.
A system has a clearly defined boundary. Outside this boundary is
the environment surrounding the system.
The interaction of the system with its environment is the most vital
aspect.
A system responds, changes its behavior, etc. as a result of
influences (impulses) from the environment.
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Dynamic Processes:
Start-up
Chemical reactions
Change of Products
Feed variations
Shutdown
Chemical Industries
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Industrial Robot
Dynamic Processes:
Positionining
Transportation
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x = Ax + Bu
Example RLC circuit (Ohms and Kirchhoffs Laws)
R
1 i 1
i
L
L + L v
=
v
v 1
0
C C
C 0
i
x = ,
vC
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1
R
1
i
L
L
, B = L , u = v
x = , A=
0
1
v
0
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x(t ) = f ( x(t ), u (t ), t )
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2
11
1.3.1B Simulation
studies the response of a system under various external
influences input scenarios
for model validation and adjustment may give hint for
parameter estimation
helps identify crucial and influential characterstics
(parameters) of a system
helps investigate:
instability, chaotic, bifurcation behaviors
in a systems dynamic as caused by certain external
influences
helps identify parameters that need to be controlled
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possibility to control
Control variables are usually systems degrees of
freedom.
We ask:
What is the best control strategy that forces a
system to display required characterstics, output,
follow a trajectory, etc?
Optimal Control
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Methods of
Numerical
Optimization
m : Mass (m = 1 kg)
Initial States:
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u (t ) : Propulsive Force
m : Mass (m = 1 kg)
Model Equations:
x1 (t ) = x2 (t )
Then
Hence
u (t ) = m a(t ) = m x2 (t )
x1 0 1 x1 0
x = 0 0 x + 1 u
2
2
x1 (t ) = x2 (t )
x = Ax + Bu
x2 (t ) =
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x1S x1 (t ); x2S x2 (t )
u (t )
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1
u (t )
m
Problem formulation:
{[
Performance function:
1
min
x1S x1 (t )
u (t ) 2
0
+ 2 x2S x2 (t )
x1 0 1 x1 0
x = 0 0 x + 1 u
2
2
Initial states:
x1 (0) = 2; x2 (0) = 1
x1S = 0; x2S = 0
+ [u (t )] dt
2
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2nd order
A B
1st order
Initial states:
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Mathematical Formulation:
Objective of the optimization:
Model equations:
max C B (t f )
T (t )
dC A
= k1 (T )C A2
dt
dC B
= k1 (T )C A2 k 2 (T )C B
dt
dCC
= k 2 (T )C B
dt
E
k1 (T ) = k10 exp 1
RT
E
k 2 (T ) = k 20 exp 2
RT
Process constraints:
Initial states:
298 K T 398 K
C A (0) = 1 mol/l, C B (0) = 0, CC (0) = 0
0 t tf
Time interval:
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min J(x, u)
with
x(t) f=
=
( x(t), u(t) ) , x(t 0 ) x 0
g1 ( x(t), u(t) ) = 0
g 2 ( x(t), u(t) ) 0
u min u u max
t0 t tf .
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a DAE system
Direct Methods
Maximum
Principle
Sequential
Method
Simultaneous Method
State and control
discretization
Nonlinear Optimization
Solution Nonlinear
Optimization Algorithms
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Lev Pontryagin
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min f (x, u)
u
with
F(x, u) = 0
G(x, u) 0
u min u u max .
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