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You are on page 1of 43

On-line Optimization

L. T. Biegler and V. Zavala

Chemical Engineering Department

Carnegie Mellon University

Pittsburgh, PA 15213

April 12, 2007

Overview

Introduction

Pyramid of operations

Off-line vs On-line Tasks

Steady state vs Dynamics

Enablers and open questions

On-line Issues

Model predictive control

Treatment of nonlinear model and uncertainty

Benefits and successes

Advanced Step Controller

Basic concepts and properties

Performance for examples

Future Work

Operations

Goal: Bridge between planning, logistics (linear, discrete

problems) and detailed process models (nonlinear, spatial,

dynamic)

Planning and Scheduling

Many Discrete Decisions

Few Nonlinearities

Scheduling

Site-wide Optimization

Performance

Feasibility

Planning

Real-time Optimization

Model Predictive Control

Regulatory Control

3

Operations

Real-time Optimization and Advanced Process Control

Fewer discrete decisions

Many nonlinearities

Frequent, on-line time-critical solutions

Higher level decisions must be feasible

Performance communicated for higher level decisions

Scheduling

Site-wide Optimization

Real-time Optimization

Model Predictive Control

Performance

Feasibility

Planning

On-line (closed loop)

MPC APC

Regulatory Control

4

w

Plant

APC

y

u

RTO

c(x, u, p) = 0

On line optimization

Nonlinear steady state model for

states (x)

Supply setpoints (u) to APC

(control system) with

Linear Dynamic Models

Model mismatch, measured and

unmeasured disturbances (w)

Minu F(x, u, w)

s.t. c(x, u, p, w) = 0

x X, u U

DR-PE

c(x, u, p) = 0

Data Reconciliation & Parameter

Identification

Estimation problem formulations

Steady state model

Maximum likelihood objective

functions considered to get

parameters (p)

Minp (x, y, p, w)

s.t. c(x, u, p, w) = 0

x X, p P

Components

w

Plant

APC

y

u

RTO

c(x, u, p) = 0

DR-PE

c(x, u, p) = 0

Periodic update of process model identification

Usually requires APC loops (MPC, DMC, etc.)

RTO/APC interactions: Assume decomposition of time scales

APC to handle disturbances and fast dynamics

RTO to handle static operations

Typical cycle: 1-2 hours, closed loop

What if steady state and dynamic models are inconsistent?

(Marlin and coworkers)

steady-state RTO

and model mismatch? => NLP sensitivity

changed?

Statistical test on objective function =>

change is within a confidence region

satisfying a 2 distribution

Implement new RTO solution only when the

change is significant

Assumes accurate model

mismatch? Dynamics?

7

Batch processes

Grade transitions

Cyclic reactors (coking, regeneration)

Cyclic processes (PSA, SMB)

Continuous processes are never in steady state:

Feed changes

Nonstandard operations

Optimal disturbance rejections

principle dynamic models are widely used for off-line

studies

8

Integrated grade transitions

MINLP of scheduling with dynamics (Flores &

Grossmann, 2006, Prata et al., 2007)

Significant reduction in transition times

Processes and supply chains need to optimally

respond to disturbances through dynamic models

Reduction in energy cost by factor of two

Decoking scheduling

SMB optimization

PSA optimization

Productivity increases by factor of 2-3

9

s.t.

dz (t )

= F (z (t ), y (t ),u (t ),t , p )

dt

G( z (t ), y(t ), u(t ), t , p ) = 0

z o = z(0)

z

t, time

z, differential variables

y, algebraic variables

z(t) z

y(t) y

u(t) u

p p

u

u

u, control variables

p, time independent parameters

10

Pontryagin(1962)

Indirect/Variational

problems

Discretize

controls

Efficient for constrained problems

Discretize states

and controls

Single Shooting

+Small NLP

- No instabilities

Bock, Plitt (1984)

Simultaneous Approach

+Handles instabilities

Sullivan (1977)

-Larger NLPs

Multiple Shooting

+Embeds DAE Solvers/Sensitivity

- Dense Sensitivity Blocks

Collocation

Large/Sparse NLP

11

Evolution of NLP Solvers:

SQP

rSQP

Full-space

Barrier

E.g.,

IPOPT

Simultaneous

dynamic

optimization

E.g, SNOPT

NPSOL- and

Multiple

Sequential

Shooting

Dynamic

- over

100

5 variables

over

000

000

variables

and

constraints

Optimization

d.f.s 1but

over

- 10

over

100 variables

and

constraints

and constraints

Object Oriented Codes tailored to structure, sparse linear

algebra and computer architecture (e.g., IPOPT 3.2)

12

Dynamic Optimization Formulations

Computational Efficiency

Simultaneous

Full Space Formulation

Interior Point

Multiple Shooting

Adjoint Sensitivity

Direct Sensitivities

Single Shooting

rSQP

SQP

100

102

104

106

Variables/Constraints

13

( [2, 3], [1, 2], nw, nu - assume Nm = O(N))

Single

Shooting

nw N

Multiple

Shooting

nw N

Simultaneous

Sensitivity

(nw N) (nu N)

N (nu + nw)

Exact Hessian

N (nu + nw)

NLP Decomposition

---

nw3 N

---

Step Determination

(nu N)

(nu N)

((nu + nw)N)

---

---

((nu + nw)N)

DAE Integration

Backsolve

O((nuN) + N2nwnu

O((nuN) + N nw3

+ N3nwnu2)

+ N nw (nw +nu)2)

---

O((nu + nw)N)

14

NMPC Estimation and Control

d : disturbances

Process

u : manipulated

variables

z : differential states

y : algebraic states

Why NMPC?

NMPC Controller

z = F ( z , y , u , p, d )

0 = G ( z , y , u , p, d )

linear dynamic models (MPC)

Severe nonlinear dynamics (e.g,

sign changes in gains)

Operate process over wide range

(e.g., startup and shutdown)

Model Updater

z = F ( z , y , u , p, d )

0 = G ( z , y , u , p, d )

Planning

Scheduling

Site-wide Optimization

Real-time Optimization

Model Predictive Control

Regulatory Control

min

u

s .t .

NMPC Subproblem

J ( x ( k )) =

( z , u )+ E ( z

l

l =0

z l +1 = f ( z l , u l ))

z0 = x (k )

Bounds

15

MPC - Background

Motivate: embed dynamic model in moving horizon framework to drive

process to desired state

Generic MIMO controller

Direct handling of input and output constraints

Slow time-scales in chemical processes consistent with dynamic

operating policies

Different types

Linear Models: Step Response (DMC) and State-space

Empirical Models: Neural Nets, Volterra Series

Hybrid Models: linear with binary variables, multi-models

First Principle Models direct link to off-line planning

Stability properties

Nominal remain bounded and eventually achieve desired state

without noise and with perfect model

Robust remain stable with model mismatch and noise

16

min

u

s .t .

Jk =

( z , u )+ E ( z

l

l =0

z l +1 = f ( z l , u l ))

z0 = x ( k )

Bounds

J k 1 J k ( x ( k 1), u( k 1)) + {E ( z N |k 1 ) ( z N |k , v N |k ) E ( z N |k )}

( x ( k 1), u( k 1))

J0

(J

k =1

k 1

Jk ) =

k =1

x ( k ) 0, u( k ) 0

Discrete Lyapunov stability proof

Nominal case no noise: perfect model

General formulation with local asymptotic controller for t

Robust case keep (Jk-1 Jk) sufficiently positive in presence of noise/mismatch

17

(Jockenhvel, Wchter, B., 2003)

Unstable Reactor

After discretization

10920 variables

18

Optimization with IPOPT

Warm start with = 10-4

350 Optimizations

5-7 CPU seconds

11-14 Iterations

Optimization with SNOPT

Uses approximate (dense)

reduced Hessian updates

Could not be solved within

sampling times

> 100 Iterations

19

Fast NMPC is not just NMPC with a fast solver

Computational delay between receipt of process measurement and

injection of control, determined by cost of dynamic optimization

Leads to loss of performance and stability (see Findeisen and

Allgwer, 2004; Santos et al., 2001)

computational delay be overcome?

20

Divide Dynamic Optimization Problem:

preparation, feedback response and transition stages

solve complete NLP in background (between sampling times)

as part of preparation and transition stages

solve perturbed problem on-line

> two orders of magnitude reduction in on-line computation

Extended to Collocation approach Zavala et al. (2006)

Three computational variants developed

Similar approach for MH State and Parameter Estimation Zavala et al.

(2007)

Nominal stability can be shown from standard Lyapunov analysis

Robust stability apply results for input to state stability (ISS) from Magni

et al. (2005)

21

Parametric Problem

22

NLP Sensitivity

Parametric Programming

Solution Triplet

Optimality Conditions

Main Idea: Obtain

and find

23

NLP Sensitivity

Obtaining

Optimality Conditions of

around

Already Factored at Solution

Sensitivity Calculation from Single Backsolve

Approximate Solution Retains Active Set

24

Assume:

Optimal Solution

Optimal Solution

Approximate

by Perturbing

Problem

This is fast but active set is inconsistent because it does not shift

25

Equivalence to Previously Solved Problem

equivalent in nominal case

(ideal models, no disturbances)

26

Combine delay concept with sensitivity to solve NLP in background

(between steps) not on-line

Sensitivity to updated problem to get (z0, u0)

Solve P(z+1) in background with new (z0, u0)

27

Close to bound constraint

Final time constraint for stability (N is short)

Study effects of:

Computational Delay

Advanced Step NMPC

Measurement Noise

Model Mismatch

28

Unstable steady state

Steady state u close to upper bound

Computational delay = 0.5, leads to instabilities

Advanced Step Controller identical to ideal NMPC controller

29

___ Ideal

____ Adv. Step NMPC

- - - - Direct Variant

Better than Direct Variant due to better active set preservation

30

___ Ideal

____ Adv. Step NMPC

- - - - Direct Variant

31

Process Model: 289 ODEs, 100 AEs

Simultaneous Collocation-Based

Approach

Off-line Solution with IPOPT

Feedback

Every 6 min

32

Time delays as disturbances in NMPC

33

Optimal Policy vs. NLP Sensitivity -Shifted (On-line Computation 1.04 CPU s)

Large-Scale Rigorous Models

34

Optimization

DAE Model

Stage Transitions

Bounds

Path Constraints

Boundary Conditions

35

Multi-stage Optimization

Determine Off-line policy

Tracking problem for NMPC

Nominal policy or incorporate uncertainty in conservative

Solve consistent economic objective through on-line

horizons)

Exploit uncertainty through recourse on trajectory

optimization

Incorporate feedforward measurements

Adopt Moving Horizon Estimation Formulation

36

d : disturbances

u : manipulated

variables

Process

z : differential states

y : algebraic states

NMPC Controller

z = F (z , y , u , p , d )

0 = G (z , y , u , p , d )

Model Updater

z = F (z , y , u , p , d )

0 = G (z , y , u , p , d )

37

On-Line Calculation

38

Composition of Recycle Gas

294 Degrees of Freedom

39

On-Line Calculation

40

Summary

RTO and MPC widely used for refineries, ethylene and,

more recently, chemical plants

Inconsistency in models

Can lead to operating problems

Polymer processes (especially grade transitions)

Batch processes

Periodic processes

Stability and robustness properties

Advanced step controller leads to very fast calculations

Analogous stability and robustness properties

On-line cost is negligible

Avoids conservative performance

Update model with MHE

Evolve from regulatory NMPC to Large-scale DRTO

41

References

F. Allgwer and A. Zheng (eds.), Nonlinear Model Predictive Control, Birkhaeuser, Basel (2000)

R. D. Bartusiak, NLMPC: A platform for optimal control of feed- or product-flexible

manufacturing, in Nonlinear Model Predictive Control 05, Allgower, Findeisen, Biegler (eds.),

Springer, to appear

Biegler Homepage: http://dynopt.cheme.cmu.edu/papers.htm

Forbes, J. F. and Marlin, T. E.. Model Accuracy for Economic Optimizing Controllers: The Bias

Update Case. Ind.Eng.Chem.Res. 33, 1919-1929. 1994

Forbes, J. F. and Marlin, T. E.. Design Cost: A Systematic Approach to Technology Selection for

Model-Based Real-Time Optimization Systems, Computers Chem.Engng. 20[6/7], 717-734. 1996

Grossmann Homepage: http://egon.cheme.cmu.edu/papers.html

M. Grtschel, S. Krumke, J. Rambau (eds.), Online Optimization of Large Systems, Springer,

Berlin (2001)

K. Naidoo, J. Guiver, P. Turner, M. Keenan, M. Harmse Experiences with Nonlinear MPC in

Polymer Manufacturing, in Nonlinear Model Predictive Control 05, Allgower, Findeisen, Biegler

(eds.), Springer, to appear

Yip, W. S. and Marlin, T. E. Multiple Data Sets for Model Updating in Real-Time Operations

Optimization, Computers Chem.Engng. 26[10], 1345-1362. 2002.

42

Busch, J.; Oldenburg, J.; Santos, M.; Cruse, A.; Marquardt, W. Dynamic

predictive scheduling of operational strategies for continuous processes using mixed-logic

dynamic optimization, Comput. Chem. Eng., 2007, 31, 574-587.

Flores-Tlacuahuac, A.; Grossmann, I.E. Simultaneous cyclic scheduling and

control of a multiproduct CSTR, Ind. Eng. Chem. Res., 2006, 27, 6698-6712.

Kadam, J.; Srinivasan, B., Bonvin, D., Marquardt, W. Optimal grade transition in industrial

polymerization processes via NCO tracking. AIChE J., 2007, 53, 3, 627-639.

Oldenburg, J.; Marquardt, W.; Heinz D.; Leineweber, D. B., Mixed-logic dynamic

optimization applied to batch distillation process design, AIChE J. 2003, 48(11), 2900- 2917.

E Perea, B E Ydstie and I E Grossmann, A model predictive control strategy for supply

chain optimization, Comput. Chem. Eng., 2003, 27, 1201-1218.

M. Liepelt, K Schittkowski, Optimal control of distributed systems with breakpoints, p. 271 in

M. Grtschel, S. Krumke, J. Rambau (eds.), Online Optimization of Large Systems,

Springer, Berlin (2001)

See also Biegler homepage

43

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