Computational methods for solving optimal industrial process control problems
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2013Supervisor
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In this thesis, we develop new computational methods for three classes of dynamic optimization problems: (i) A parameter identification problem for a general nonlinear timedelay system; (ii) an optimal control problem involving systems with both input and output delays, and subject to continuous inequality state constraints; and (iii) a maxmin optimal control problem arising in gradient elution chromatography.In the first problem, we consider a parameter identification problem involving a general nonlinear timedelay system, where the unknown time delays and system parameters are to be identified. This problem is posed as a dynamic optimization problem, where its cost function is to measure the discrepancy between predicted output and observed system output. The aim is to find unknown timedelays and system parameters such that the cost function is minimized. We develop a gradientbased computational method for solving this dynamic optimization problem. We show that the gradients of the cost function with respect to these unknown parameters can be obtained via solving a set of auxiliary timedelay differential systems from t = 0 to t = T. On this basis, the parameter identification problem can be solved as a nonlinear optimization problem and existing optimization techniques can be used. Two numerical examples are solved using the proposed computational method. Simulation results show that the proposed computational method is highly effective. In particular, the convergence is very fast even when the initial guess of the parameter values is far away from the optimal values.Unlike the first problem, in the second problem, we consider a time delay identification problem, where the input function for the nonlinear timedelay system is piecewiseconstant. We assume that the timedelays—one involving the state variables and the other involving the input variables—are unknown and need to be estimated using experimental data. We also formulate the problem of estimating the unknown delays as a nonlinear optimization problem in which the cost function measures the leastsquares error between predicted output and measured system output. This estimation problem can be viewed as a switched system optimal control problem with timedelays. We show that the gradient of the cost function with respect to the unknown state delay can be obtained via solving a auxiliary timedelay differential system. Furthermore, the gradient of the cost function with respect to the unknown input delay can be obtained via solving an auxiliary timedelay differential system with jump conditions at the delayed control switching time points. On this basis, we develop a heuristic computational algorithm for solving this problem using gradient based optimization algorithms. Timedelays in two industrial processes are estimated using the proposed computational method. Simulation results show that the proposed computational method is highly effective.For the third problem, we consider a general optimal control problem governed by a system with input and output delays, and subject to continuous inequality constraints on the state and control. We focus on developing an effective computational method for solving this constrained time delay optimal control problem. For this, the control parameterization technique is used to approximate the time planning horizon [0, T] into N subintervals. Then, the control is approximated by a piecewise constant function with possible discontinuities at the preassigned partition points, which are also called the switching time points. The heights of the piecewise constant function are decision variables which are to be chosen such that a given cost function is minimized. For the continuous inequality constraints on the state, we construct approximating smooth functions in integral form. Then, the summation of these approximating smooth functions in integral form, which is called the constraint violation, is appended to the cost function to form a new augmented cost function. In this way, we obtain a sequence of approximate optimization problems subject to only boundedness constraints on the decision variables. Then, the gradient of the augmented cost function is derived. On this basis, we develop an effective computational method for solving the timedelay optimal control problem with continuous inequality constraints on the state and control via solving a sequence of approximate optimization problems, each of which can be solved as a nonlinear optimization problem by using existing gradientbased optimization techniques. This proposed method is then used to solve a practical optimal control problem arising in the study of a real evaporation process. The results obtained are highly satisfactory, showing that the proposed method is highly effective.The fourth problem that we consider is a maxmin optimal control problem arising in the study of gradient elution chromatography, where the manipulative variables in the chromatographic process are to be chosen such that the separation efficiency is maximized. This problem has three nonstandard characteristics: (i) The objective function is nonsmooth; (ii) each state variable is defined over a different time horizon; and (iii) the order of the final times for the state variable, the socalled retention times, are not fixed. To solve this problem, we first introduce a set of auxiliary decision variables to govern the ordering of the retention times. The integer constraints on these auxiliary decision variables are approximated by continuous boundedness constraints. Then, we approximate the control by a piecewise constant function, and apply a novel timescaling transformation to map the retention times and control switching times to fixed points in a new time horizon. The retention times and control switching times become decision variables in the new time horizon. In addition, the maxmin objective function is approximated by a minimization problem subject to an additional constraint. On this basis, the optimal control problem is reduced to an approximate nonlinear optimization problem subject to smooth constraints, which is then solved using a recently developed exact penalty function method. Numerical results obtained show that this approach is highly effective.Finally, some concluding remarks and suggestions for further study are made in the conclusion chapter.
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