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Process
PID Gp
Dynamic process
model Optimal
+ process
Process Adjustment
measurements
Table lookup
x(k 1) M
1 x ( k ) S
v(k )
shift step response
State Space Model
Conventional:
x(k 1) Ax (k ) Bu (k ) Bd d (k ) Bw w*(k 1)
y(k ) Cx(k ) Dw w(k )
* Separate model (e.g., integrators) is typically needed.
i 1 i 0
Substitute
(condense)? Y (k ) b(k ) Lum U m (k )
CU m (k ) h(k )
Optimization Problem (QP)
• “Condensed” (full hessian, but only inequality
constraint)
U m (k )
such that D g ( k ) and Y ( k ) b ( k ) Lm U m ( k )
u
Y (k )
Quadratic Program
• Minimization of a quadratic function subject to linear
constraints (inequalities and equalities).
• Convex and therefore fundamentally tractable.
• Solution methods
– Active set method: Iteratively update the working active set of
constraints until the KKT condition is satisfied.
– Interior point method: Use a (logarithmic) barrier function to
“trap” the solution inside the feasible region, solve via Newton
iteration. Primal, or more popularly, primal-dual method.
– First order method (e.g., fast dual gradient)
• Solvers
– Off-the-shelf software, e.g., CPLEX, IPOPT, QPSOL
– Customization is desirable for large-scale problems requiring
fast sample rates (Wang and Boyd, IEEE TAC, 2010)
Other Types of Penalty Function
• There are four ways to specify future output behavior: setpoint, zone,
reference trajectory and funnel
• Move suppression is necessary when reference trajectory is not used
quadratic penalty
quadratic penalty
Zone Funnel
past future past future
Output Horizon
There are two ways to parameterize the output horizon; finite horizon and
coincidence points
Finite horizon
Coincidence points
Infeasibility and Constraint Relaxation
Constraint Relaxation Strategy (1)
Constraint Relaxation Strategy (2)
“Softening” of Constraints
• Presence of integer
variables in the model
and constraints
• Mixed Integer LP or QP
• Well–studied
• BUT NP Complete.
• Not suitable for on-line
use. => Explicit MPC?
Nonlinear Models
Variational, indirect
(Pontryagin, 1952)
Sequential: Discretization
dx
f ( x, z , u ) of control variable and
single shooting NLP
dt
(Vassiliadis, 1994)
0 g ( x, z , u )
Discretization of some state
& control variables and
multiple shooting NLP
DAE system (Bock, Diehl, 1999-2000)
……..
Multi-Stage MPC
Prediction horizon
Analogy to Chess Playing
The opponent’s
move a new
Opponent board position
(The Environment)
my move
You
his move
(The Decision-maker)
my move
Exponentially exploding
# of scenarios w.r.t. depth
of moves!
Industrial Use of MPC
Industrial Use of MPC
• Some trial of computer based control during 50s-60s.
• Initiated at Shell Oil and other refineries during late
70s and early 80s.
• Various commercial software
– DMCplus – Aspen Tech
– RMPCT – Honeywell
– Connoisseur - Invensys
– Dozen+ other players (e.g., Predict and Control by ABB)
• 10s or 100s of thousands of worldwide installations
• Predominantly in the oil and petrochemical industries
but the range of applications is rapidly expanding.
• Models used are predominantly empirical models
developed through plant testing.
• Technology is used not only for multivariable control,
but for real-time optimization
Result of A Survey in 1999 (Qin and Badgwell)
Nonlinear MPC (Qin and Badgwell)
Advantages of MPC over Traditional APC
• Integrated solution
– automatic constraint handling
– Feedforward / feedback
– No need for decoupling or delay compensation
• Efficient Utilization of degrees of freedom
– Can handle non-square systems (e.g., more MVs and CVs)
– Assignable priorities, ideal settling values for MVs
• Consistent, systematic methodology
• Realized benefits
– Higher on-line times
– Cheaper implementation
– Easier maintenance
MPC as Constrained Multivariable Control
• MPC provides a systematic, consistent, and integrated solution
to process control problems with complex features:
– Delays, inverse responses and other complex dynamics.
– Strong interactions (e.g., large RGA)
– Constraints (e.g., actuator limits, output limits)
Low-level Low-level
PID Loops PID Loops
To
control
valves
Integrating Control w/ On-Line Optimization
• Process optimization and control are often conflicting
objectives
– Optimization pushes the process to the boundary of
constraints.
– Quality of control determines how close one can push the
process to the boundary.
• Implications for process control
– High performance control is needed to realize on-line
optimization.
– Constraint handling is a must.
– The appropriate tradeoff between optimization and control is
time-varying and is best handled within a single framework
Economics Based
Steady-State Optimization Objective
(LP) (Maximum profit or
throughput, minimum
Optimal setting utility) Control Based
Steady-state
values for the Constraints
Prediction Model
inputs and outputs
(setpoints)
Time-scale separation
may not hold, etc.
Economic MPC:
Combine them into a
single dynamic
optimization layer
w/ courtesy of M. Morari
41
Broadening Scope of Application
Process Control
Analysis Specification
Challenges
• Efficient identification of control-relevant model
• Managing the sometimes exorbitant on-line
computational load
– Nonlinear models Nonlinear Programs (NLP)
– Hybrid system models (continuous dynamics + discrete
events or switches, e.g., pressure swing adsorption)
Mixed Integer Programs (NLP)
– Difficult to solve these reliably on-line for large-scale
problems (even though algorithms and computational
hardware continue to get better).
• Robust MPC formulation - accounting for modeled
uncertainties explicitly.
– Min-max formulation
– Stochastic formulation
– Curse of dimensionality
• Long-term maintenance of control system.
Conclusion
• MPC is a well-established advanced multivariable
control technique for the process industry. It is
already an indispensable tool and its importance and
domain are continuing to grow.
• Linear MPC is mature by now. Nonlinear MPC,
hybrid MPC, and multi-scenario (or robust) MPC are
still limited by their computational complexity.
• Economic MPC: It can be formulated to optimize
some economic function along with control and can
also be interfaced with a larger-scale (e.g., plant-
wide) optimization scheme.
• Obtaining and maintaining an accurate model and
having reliable sensors for key parameters are the
main current bottlenecks.
References
• Mayne, D.Q., Rawlings, J.B., Rao, C.V., and P.O.M.
Scokaert, “Constrained model predictive control:
stability and optimality”, Automatica, 2000.
• Morari, M. and J. H. Lee, “Model predictive control:
past, present, and future, Computers and Chem.
Engr., 1999.
• Qin, S. and Badgwell, T. A., “A survey of industrial
model predictive control technology,” Control
Engineering Practice, 2003.
• Lee, J. H., “Model Predictive Control: Review of the
Three Decades of Development,” International
Journal of Control, Automation, and Systems, 2011.