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**M. A. Abbas FEAS, UOIT, Canada.
**

Abstract— This paper presents a comprehensive survey of different optimization methods used in Model Predictive Control (MPC) systems. We discuss optimization methods for both linear and non-linear systems and describe advantages/disadvantages for each method and also the speciﬁc conditions in which each method should be used. State of the Art in this ﬁeld is described together with current and future research trends.

I. I NTRODUCTION Control theory is a branch of engineering and mathematics which deals with the behaviour of dynamical systems[1]. There are many control strategies in use today like intelligent control, adaptive control, stochastic control, optimal control etc. Optimal control is such a control technique in which we minimize certain cost index to achieve desired performance. The two types of optimal control techniques are • Linear Quadratic Gaussian (LQG) • Model Predictive Control (MPC) In this survey we consider optimization problems in Model Predictive Control technique only because it is most widely used in industry as opposed to LQG which was termed as failure. The reasons cited for this failure are [2], [3]: • constraints • process nonlinearities • model uncertainty (robustness) • unique performance criteria • cultural reasons (people, education, etc.) A. Brief History History of optimal control can be traced back to 1960s when two ground breaking paper by Kalman appeared [4], [5]. These papers were in fact the ﬁrst to introduce the algorithm for computing the state feedback gain of the optimal controller for a linear system with a quadratic performance criterion. Kalman introduced the notions of controllability and observability, and their exploitation in the regulator problem, which is considered as principal contribution of the paper. These papers had a signiﬁcant effect on researchers working in the ﬁeld of optimal controls. It was this development of of Linear Quadratic Gaussian (LQG) controller that later led to the development of Model Predictive Control theory. MPC is basically a form of LQG controller with added ﬁnite prediction horizon and constraints handling. Unconst. inﬁnite horizon Linear MPC = simple LQG

Until 70s MPC was only used for plants with slow dynamics. It was widely applied in petro-chemical and related industries where satisfaction of constraints was particularly important because efﬁciency demands operating points on or close to the boundary of the set of admissible states and control. One of the primary advantages of this technique is its explicit capability to handle constraints. However, the fact that the optimisation procedure is to be repeated every time-step, is the reason that the application of MPC has been limited to the slow dynamics of systems in the process industry until recently. The boom in MPC started in 1990s when faster computer became available together with rapid development of optimization algorithms. These days MPC is applied to various types of plants with fast dynamics such as airplanes, satellites, robotics, automotives etc. B. Purpose of this survey With our discussion above, many theoretical issues arise in MPC by application of control law. One of the major issues in model predictive control is ﬁnding the appropriate optimization algorithm to be employed in order to reduce future errors. In our survey, we focus on these varieties of optimization methods. This is, however, a general survey covering common optimization techniques used in MPC. Due to space limitation, we do not go into detail of each algorithm, rather touch many of them with little detail and focus on general trends and methodology employed. C. Organization of paper This paper is organized in 6 sections. Section I provides introduction to the problem in hand, whereas Section II formulates the problem mathematically. In Section III and IV we survey various optimization methods for Linear and Nonlinear MPC respectively. Section V details some practical implementations of MPC in industrial processes. In section IV we conclude our discussion and predict some future research trends. II. P ROBLEM F ORMULATION Model predictive control (MPC) algorithms utilize an explicit process model to predict the future response of a plant. At each control interval an MPC algorithm attempts to optimize future plant behaviour by computing a sequence of future manipulated variable adjustments. The ﬁrst input in the optimal sequence is then sent into the plant, and the entire calculation is repeated at subsequent control intervals. Thus optimizer solves an optimization problem during each

sampling interval of the controller.Figure 1 shows the operation of MPC

desired behaviour we need to deﬁne the system’s future residual function. Residual = e2 (t + ih), i = 0, 1, .., n (5)

Our objective is to use appropriate optimization algorithms and ﬁnd future inputs that minimize this residual i.e., ﬁnd M in(Residual). With the value of c well deﬁned, our optimized input Uoptimized is now well deﬁned. The whole optimization procedure is depicted in Figure 2

Fig. 1.

MPC operation concept

**Mathematically, if we have Y = process output and u = controller input Ydesired (t) = a1 u(t − h) + a2 u(t − 2h) + ...... +b1 y(t − h) + b2 y(t − 2h) + .... Ypredicted (t) = a1 u(t − h) + a2 u(t − 2h) + ...... +b1 y(t − h) + b2 y(t − 2h) + .... (2) (1)
**

Fig. 2. MPC Optimization Flow

where t = t − h is the time step. Equation (1) describes system desirable input/output behaviour of our system to achieve goals within its operational limits. Meanwhile equation (2) empirically predicts system’s future behaviour based on system’s past input u(t − h) and output y(t − h). The error between predicted and desired output can be calculated as e(t) = Ypredicted (t) − Ydesired Uoptimized (t) = ce(t) (3) (4)

To probe further, we divide our discussion into two sections • Linear Model Predictive Control • Non-Linear Model Predictive Control Both linear and nonlinear systems have speciﬁc problem statements and utilize different optimization methods. It is important to describe each of them separately. Below is the brief discussion and optimization methods used for each of these types of MPC. III. L INEAR MPC A. Problem Formulation Consider a linear time-invariant and discrete-time system described by following set of equations: xt+1 = Axt + But yt = Cxt subject to the following constraints ymin ≤ yt ≤ ymax umin ≤ ut ≤ umax (8) (9) (6) (7)

Equation (4) scales the error by c and predicts the calculated optimized input Uoptimized (t) based on previous calculations. Equations (1),(2),(3) and (4) describe system behaviour for one future time step. We now iterate the four equations for time t + h,t + 2h,.... to predict system future I/O proﬁle similar to that shown in Figure 1. By this iteration we also get associated errors e(t), e(t + h), e(t + 2h) + ... for each time step. To optimize the system i.e., minimize the deviation between predicted output of the system from

where xt ∈ Rn ,ut ∈ Rm and yt ∈ Rp are state, input and output vectors respectively. Subscripts min and max denote

lower and upper bounds respectively. Generally our objective in linear MPC is minimization of cost function of the form J = xt Qx + ut Ru (10)

Majority of industrial MPC applications use linear empirical models, therefore most of MPC products and optimization algorithms are based on this model type. B. Optimization Methods Main challenge in MPC is to ﬁnd fastest ways of optimization as time required for solving on-optimization is very limited. Thus we need real-time optimal solution. Sometimes we ﬁnd a trade off by looking for a suboptimal solution which is less complex. Constraints are linear. Exact solution methods are well studied for linear MPC. The optimal solution relies on a linear dynamic model of the process, respects all input and output constraints, and minimizes a performance ﬁgure. This is usually expressed as a quadratic or a linear criterion, so that the resulting optimization problem can be cast as a quadratic program (QP) or linear program (LP), respectively, for which a rich variety of efﬁcient active-set and interiorpoint solvers are available[10]. 1) Linear Programming (LP): A few authors have investigated MPC optimization based on linear programming [6], [7], [8]. If we have objective function of the form

N −1

1. We solve this problem (12) repeatedly at eact time t for current measurement xt and predicted state variable, xt+1|t , ..., xt+k|t at time steps t + 1, ..., t + k and corresponding optimal control actions U ∗ = {u∗ , ..., u∗ t t+k−1 } is obtained. The ﬁrst predicted input is applied to the system as ﬁrst control action i.e., ut = u∗ . This procedure is repeated t at time t + 1 based on new state xt+1 . The the tuning cost function matrix P and state feedback gain K is generally used to guarantee closed loop stability of ststem (12). Algebraic solution of this system depends upon ﬁnding the values of P and Q matrices. P is found by the solution of discrete Lyapunov equation P = A P A + Q. Assuming the problem is unconstrained, inﬁnite horizon i.e., Nc = Nu = Ny = ∞ we can ﬁnd the state feedback gain K by solving the Algebraic Ricatti equation: K = −(R + B P B)−1 B P A, P = (A + BK) P (A + BK) + K RK + Q Solution of Lyapunov and Algebraic Ricatti equations is the most popular method to ﬁnd the values of K and P matrices[13], [14] thus solving the problem algebraically. 3) Quadratic Programming (QP): Rawlins and Morari [10], [11], [12] proved that linear MPC can be posed as Quadratic Programming (QP) problem. If we incorporate the following realtion

k−1

minJ = min ||P xN ||∞ +

k=0

||Qxk ||∞ + ||Ruk ||∞ (11)

subject to constraints Gz ≤ W + Sx(t) then MPC law can be deﬁned by the solution of a Linear Program[9]. Schechter[9] proved that this is true for any sum of convex piecewise afﬁne costs. 2) Algebraic Method: If we consider the following objective function:

Ny −1

xt+k|t = Ak xt +

j=0

Aj But+k−1kj

into system represented by set of equations (12) then it gives us the following quadratic programming (QP) optimization problem [18] 1 1 U HU + xt F U + xt Y x(t) 2 2 subject to constraints J ∗ (xt ) = min Gz ≤ W + Sx(t) (13)

minJ = xt+Ny |t P xt+Ny |t +

k=0

xt+k|t Qxt+k|t (12)

+ut+k Rut+k subject to constraints ymin ≤ yt ≤ ymax , k = 1, 2, ..., Nc umin ≤ ut ≤ umax , k = 0, 1, ..., Nc and system dynamics xt+k+1 = Axt+k|t + But+k , k ≥ 0, yt+k|t + Cxt+k|t , k ≥ 0, ut+k = Kxt+k|t , Nu ≤ k ≤ Ny ,

where U [ut , ..., ut+N u−1 ] ∈ Rs , and s mNu , is a vector of optimization variables, H = H 0, and H, F, Y, G, W, E matrices are obtained from state constraint matrix S and input matrix R. MPC is applied by solving QP problem (13) repeatedly at each time t ≥ 0 for xt , the current state value .Despite the fact that efﬁcient QP solvers are available to solve , computing the input ut online may require signiﬁcant computational effort [15]. 4) Multi Parametric Quadratic Programming (mp-QP): In MPC our goal is to reduce online optimization time because system operates in real-time. These days, substantial research is being carried out to ﬁend more efﬁcient optimization algorithms. Bemporad et. al. [13], [16], [17] solved the problem (12) by multiparametric quadratic programming

where matrices Q = Q ≥ 0, R = R ≥ 0 and P ≥ 0. Nu , Ny , Nc are input horizon, output horizon and constraint horizon respectively such that Ny ≥ Nu and Nc ≤ Ny −

TABLE I A DVANTAGES / D ISADVANTAGES OF OPTIMIZATION METHODS USED IN L INEAR MPC Algebraic Small No No LP Medium Yes Yes QP Large Better No Constrained QP Larger Better Yes

IV. N ONLINEAR MPC Model predictive control (MPC), also referred to as moving horizon control or receding horizon control, has become an attractive feedback strategy, especially for linear processes [21]. Many systems are, however, in general inherently nonlinear. This, together with higher product quality speciﬁcations and increasing productivity demands, tighter environmental regulations and demanding economical considerations in the process industry require to operate systems closer to the boundary of the admissible operating region. In these cases, linear models are often not good enough to describe the process dynamics and nonlinear models have to be used. Fortunately, considerable progress has been achieved in the last decade that allows to reduce both, computational delays and approximation errors. This progress is possible by the development of dedicated real-time optimization algorithms for NMPC and moving horizon estimation (MHE) that allows nowadays applying NMPC to plants with tens of thousands of states or to mechatronic applications. By now linear MPC is widely used in industrial applications (Qin and Badgwell; Garca et al; Morari and Lee; Froisy)[22]. The basic structure of nonlinear MPC is depicted in Figure 3

Difﬁculty Optimization Constraints

(mp-QP) which avoids repetitive optimization. They transformed the QP problem (13) into multiparametric optimization problem by using the following linear transformation: z U + H −1 F xt

where z ∈ Rs is optimization variable parameter. Then QP problem (13) can be written as following (mp-QP) problem: 1 Vz (xt ) = min z Hz 2 subject to constraints Gz ≤ W + Sxt where xt is vector of parameters and S = E + GH −1 F The advantage obtained from such a formulation is that xt only appears in right hand side of constraints and not in objective function. As opposed to Equations (13) where state vector xt appears on right hand sides of both constraints and objective function. Thus in Equation (14) z can be obtained as afﬁne function of x for complete feasible space of x [15]. Vassilis et.al [15] proved that the set of feasible parameters Xf ⊆ X is convex, the optimal solution, z(x) : Xf −→ Rs is continuous and piecewise afﬁne, and the optimzation objective function Vz (x) : Xf −→ R is continuous, convex, and piecewise quadratic. According to our survey the optimization methods can be tabulated according to Table I. Normally, limits on the storage space or the computation time restrict the applicability of model predictive controllers (MPC) in many real problems. Morari et. al. [19] introduced a new approach combining the two paradigms of explicit and online MPC to overcome their individual limitations. His developed algorithm computed a piecewise afﬁne approximation of the optimal solution that warm-started an active set linear programming procedure. A pre-processing method was introduced that provided hard realtime, stability and performance guarantees for controller. Doing so, the researcher was able to trade off some optimization performance in-order to ﬁnd faster processing time. Advantage with this method is that its easy to implement and makes online evaluation faster. Disadvantage is that, with increasing states of system, the controller regions may become large thus making algorithm difﬁcult to implement. (14)

Fig. 3.

Basic NMPC control loop [21]

The basic NMPC scheme works as follows: 1) Obtain measurements/estimates of the states of the system 2) Compute an optimal input signal by minimizing a given cost function over a certain prediction horizon in the future using a model of the system 3) Implement the ﬁrst part of the optimal input signal until new measurements/estimates of the state are available 4) Continue with 1 A. Problem Formulation Consider a nonlinear discrete time dynamic system described by following set of equations[23] xk = fts (xk−1 , uk−1 ) yk|k−1 = g(xk ) subject to the following constraints U = u ∈ Rm |umin ≤ u ≤ umax X = x ∈ Rn |xmin ≤ x ≤ xmax

Where xk is a vector of states, uk is the vector of manipulated inputs, and yk is a vector of outputs.ts is sample time; the k|k − 1 subscript notation is used to indicate the prediction at step k based on measurements at step k-1. Here umin , umax and xmin , xmax are given constant vectors. The error in the model is calculated by this equation dk = yk − yk|k−1 so the objective is to minimize the error as much as possible to get the optimal output which is given by this equation xk+1 = fts (xk ), uk yk+1|k = g(xk+1 ) + dk Based on this dynamic system form, the following simpliﬁed optimal control problem in discrete time is given by these set of equations

N −1

x (X

∗

, λ∗ , µ∗ ) = 0 G(X ) = 0

∗

(21) (22) (23)

0 ≥ H(X ∗ ) ⊥ µ∗ ≥ 0

Here we have used the deﬁnation of Lagrange function L(X, λ, µ) = F (X) + G(X)T λ + H(X)T µ and the symbol ⊥ between the two vector valued inequalities in (23) that also the complementarity condition should hold. All the Newton type optimization try to linearize the problem functions and for this they use Sequential Quadratic Programming (SQP) type method. a) Sequential Quadratic Programming: First step to solve the KKT system is to linearize all nonlinear functions appearing in (21)-(23) by using the conditions of quadratic prgramming(QP)

k minimizeFQP (X)s.t

minimize

x,z,u i=0

Li (xi , zi , ui ) + E(xN )

(15) G(X k ) + G(X k )T (X − X k ) = 0 H(X k ) + H(X k )T (X − X k ) ≤ 0

subject to x0 − xo = 0 ¯ xi+1 − fi (xi , zi , ui ) = 0, i = 0, . . . , N − 1, gi (xi , zi , ui ) = 0, i = 0, . . . , N − 1, hi (xi , zi , ui ) ≤= 0, i = 0, . . . , N − 1, r(xN ) ≤ 0. B. Optimization Methods for Nonlinear MPC

X

(16) (17) (18) (19) (20)

**with objective function
**

k FQP (X) =

1 H(X k )T (X) + (X − X k )T 2 2 L(X k , λk , µk )(X − X k ) x

(24)

There are many methods to solve these problems, in this survey we cover two methods to solve these NMPC problems • Newton Type Optimization • Numerical Method 1) Newton type optimization: Newton’s method for solution of a nonlinear equation R(W) =0 starts with an initial guess that W 0 and generates a series of iterates W k that each solves a linerazation of the system at the previous iterates, i.e, for given W k the next iterate W k+1 shall satisfy R(W k ) + (W k )T (W k+1 − W k ) = 0.

is called the Hessian matrix it is positive semideﬁnite, this QP is convex so that global solution can be found reliably. This general approach to address the nonlinear optimization problem is called Sequential Quadratic Programming(SQP). b) Powell’s Classical SQP Method: One of the most successfully used SQP variants is due to Powell [25]. It uses exact constraint Jacobians, but replaces the Hessian matrix 2 L(X k , λk , µk )by an approximation Ak . Each new x Hessian approximation Ak+1 is obtained from the previous approximation Ak by an update formula that uses the difference of the Lagrange gradients, γ=

x L(X k+1

2 k k k x L(X , λ , µ )

Newtons method has locally a quadratic convergance rate whics is as fast as making any numerical analyst happy[22].If the jacobian R(W k )T is not computed or inverted exactly, this leads to slower convergance rates , but cheaper iteration, and gives rise to the larger class of ”Newton type methods”.A good overview of the ﬁeld is given in [24]. The NMPC problem as stated above is the specially structured form of a generic nonlinear program that has the form G(X) = 0 minimizeF (X) s.t X H(X) ≤ 0 for the optimal solution X* must satisfy the famous KarushKuhn-Tucker(KKT) conditions which are:

, λk+1 , µk+1 ) −

x L(X

k

, λk+1 , µk+1 ) (25)

Aim of these Quasi-Newton or Variable-Metric methods is to collect second order information in Ak+1 by satisfying the secant equation Ak+1 σ = γ. The most widely used update formula is the BroydenFletcher-Goldfarb-Shanno (BFGS) update[26] Ak+1 = Ak + γγ T Ak σσ T Ak − (γ T σ) (σT Ak σ)

Quasi-Newton methods converge very linearly under mild conditions, and had a tremendous impact in the ﬁeld of

nonlinear optimization. Successful implementations are the packages NPSOL and SNOPT for general NLPs [27], and MUSCOD-II [28] for optimal control. c) Constrained Gauss-Newton Method: Another particularly successful SQP variant the Constrained (or Generalized) Gauss-Newton method is also based on approximations of the Hessian. It is applicable when the objective function is a sum of squares: 1 ||R(X)||2 2 2 For this case Hessian is deﬁned as F (X) = Ak = R(X k ) R(X k )T

**and Plitt [33]. Thus, the QP subproblem has the following form:
**

N −1

minimize

x,z,u i=0

LQP,i (xi , zi , ui ) + EQ P (xN )

(27)

**subject to x0 − x0 = 0 ¯ (28) xi+1 − fi − Fix xi − Fiz zi − Fiu u = 0, i = 0, . . . , N − 1, (29) gi + Gx xi + Gz zi + Gu ui = 0 i = 0 . . . , N − 1, i i i (30)
**

x z u hi + Hi xi + Hi zi + Hi ui ≤ 0, i = 0, . . . , N − 1, (31)

the corresponding QP objective is deﬁned as: 1 ||R(X k ) + R(k )T (X − X k )||2 2 2 The constrained Gauss-Newton method has only linear convergance but often with a surprisingly fast contraction rate. Newton type SQP methods use approximation of Hessain, as well as the constrained jacobians which was analysed in [31],[29] It uses approximations Ak , bk , ck of the Hessian matrix whic is already deﬁned in the SQP and also called ”modiﬁed gradient”.

k FQP (X) =

r + RxN ≤ 0. This partially reduced QP can be post-processed either by a condensing or a band structure exploiting strategy[32]. C. Advantages and Disadvantages of NMPC In general one would like to use an inﬁnite prediction and control horizon, to minimize the performance objective determined by the cost. However, solving a nonlinear optimal control problem over an inﬁnite horizon is often computationally not feasible. Thus typically a ﬁnite prediction horizon is used. In this case the actual closed-loop input and state trajectories differ from the predicted open-loop trajectories, even if no model plant mismatch and no disturbances are present. This can be explained considering somebody hiking in the mountains without a map. The goal of the hiker is to take the shortest route to his goal. Since he is not able to see inﬁnitely far (or up to his goal), the only thing he can do is to plan a certain route based on the current information (skyline/horizon) and then follow this route. After some time the hiker re evaluates his route based on the fact that he might be able to see further. The new route obtained might be signiﬁcantly different from the previous route and he will change his route, even though he has not yet reached the end of the previous considered route [21]. Basically, the same approach is employed in a ﬁnite horizon NMPC strategy. At a recalculation instant the future is only predicted over the prediction horizon. At the next recalculation instant the prediction horizon moves further, thus allowing obtaining more information and re-planning. V. MPC IN I NDUSTRY For complex constrained multivariable control problems, model predictive control (MPC) has become the accepted standard in the process industries [20]. So we found it worthwhile to extend our survey to different practical applications and technologies being used in the industry. A. Applications According to Badgwell [40] there are 4500+ succesful industrial applications of linear MPC and 50+ applications of nonlinear MPC. In Table II some applications of MPC are

ak =

x L(X

k

, λk , µk ) − Bk λk − Ck µk

(26)

**Now QP objective is deﬁned as 1 k FadjQP (X) = aT X + (X − X k )T Ak (X − X k ) k 2 and this is the equation of QP which is solved in each iteration:
**

k minimizeFadjQP (X)s.t X T G(X k ) + Bk (X − X k ) = 0 T H(X k ) + Ck (X − X k ) ≤ 0

In this equation it is shown that by using a modiﬁed gradient ak allows to locally converge to solutions of the original nonliner NLP even in the presence of inequality constraint Jacobians [29], [30], [31]. 2) Numerical Method: When Newton type optimization is applied to the optimal control problem (15)-(20). By using sequential approach, where all state variables x, z are eliminated and the optimization routine only sees the control variables u, the speciﬁc optimal control problem structure plays a minor role. Thus, often an off-the-shelf code for nonlinear optimization can be used. This makes practical implementation very easy and is a major reason why the sequential approach is used by many practitioners [32]. a) The Linearized Optimal Control Problem: Let us regard the linearization of the optimal control problem (15)(20) within an SQP method, which is a structured QP. It turns out that due to the dynamic system structure the Hessian of the Lagrangian function has the same separable structure as the Hessian of the original objective function (26), so that the quadratic QP objective is still representable as a sum of linearquadratic stage costs, which was ﬁrst observed by Bock

**TABLE II MPC APPLICATIONS
**

•

Application Integrated room automation [34] Adaptive cruise control [35] Mechanical systems with backlash [36] Car automatic steering [37] Automotive hybrid traction control [38] Electronic throttle control [39] DC-DC voltage Inverters [41] Induction motors torque control [42] DC-DC converters / power balance [43]

Sampling Rate 0.002 2 25 30 50 200 10 × 103 40 × 103 50 × 103

**Company Siemens Chrysler – Ford Ford Ford – ABB STM
**

•

tabulated with emphasis on controller operating frequency, which is the most critical constraint in the development of industrial MPC. B. Commercial Technologies and Softwares There are many versions of MPC software depending upon developer group. These different versions are similar in principles but differ in implementation procedure, model type, objective function and optimization method used. Below we list some of the most popular MPC technologies used in industry and optimization procedure used in each of them:

•

– Other Features: 3rd generation technology. HMPC (Horizon multivariable Predictive Control), RMPCT (Robust Model Predictive Control Technology), 1991 – Company: Honeywell. – Other Features: Different to any other scheme, no data available due to proprietary reasons. DMC-plus and RMPCT, 2000 – Company: Honeywell + Proﬁmatics + Treiber Controls – Model Type: Linear and non linear – Optimization method: Multiple optimization methods depending on control objective. – Other Features: 4th generation cutting edge technology in use today.

VI. C ONCLUSION AND F UTURE R ESEARCH T RENDS In this paper, we presented a survey of different optimization methods use in linear / non-linear MPC. MPC technology has progressed steadily since its conception. With the availability of faster computing power, it has now become possible to implement better optimization methods (requiring immense computing power) for control systems. There is plenty of room to develop new algorithms and prove new facts in MPC domain. Also, there is a need to extend current MPC implementations to new areas because existing implementation domains are uneven. Many researchers are working to reduce time and ﬁnd better solutions to optimization problem. MPC is ﬁnding new application on smallscale, fast loops as well as large-scale, networked systems. Speciﬁcally researchers are working in following ﬁelds: • Reducing complexity of online optimization [47] • Reduce complexity of explicit solution (reduce number of regions) [48] • Combination of online and explicit off-line optimization • MPC Optimization for non-linear plant models • Robustness of MPC • MPC for stochastic systems [49] • Adaptive MPC • MPC for switched / hybrid systems • MPC for hierarchical / decentralized structures In future we hope to see amazing developments to ﬁll in the vacuum in the ﬁeld of optimal control systems. R EFERENCES

[1] Pierre-Alain Muller, Olivier Barais,“Control-theory and models at runtime,” Lancaster University, Computing Department, [Online] Available: http://www.comp.lancs.ac.uk/˜bencomo/MRT07/papers/ MRT07 Muller Barais.pdf. [2] Garclia, C. E., Prett, D. M., Morari, M., “Model predictive control: Theory and practice-a survey. ”, Automatica, 25(3),pp. 335-348, 1989. [3] Richalet, J., Rault, A., Testud, J. L., Papon, J.,“Algorithmic control of industrial processes”, Proc. The 4th IFAC symposium on identiﬁcation and system parameter estimation. pp. 1119-1167, 1976. [4] R.E. Kalman, “Contributions to the Theory of Optimal Control,” 1960. [5] R.E. Kalman, “A New Approach to Linear Filtering and Prediction Problems,” 1960. [6] T. S. Chang, D. E. Seborg., “A linear programming approach for multivariable feedback control with inequality constraints.” Int. Journal of Control, 37(3): pp. 583-597, 1983.

•

•

•

IDCOM (Identiﬁcation and Command) [44], 1987 – Company: Set point, Inc. USA – Methodology: Model algorithmic control – Model Type: Impulse response, linear in inputs or internal variables. – Optimization method: QP method – Other Features: Direct interface to Honeywell MPC systems, input and output constraints included in the formulation, 1st generation technology. DMC (Dynamic Matrix Control) [45], 1985 – Company: Shell Co. – Methodology: Dynamic Matrix control – Model Type: Step response – Optimization method: LP method – Other Features: Direct interface to Honeywell MPC systems, 1st generation technology. OPC (Optimum Predictive Control), 1987 – Company: Treiber Controls, Inc. – Model Type: Step response – Optimization method: LP method – Other Features: Controller design and simulation can be performed on personal computers PCT (Predictive Control Technology), 1994 – Company: Proﬁmatics, Inc. – Model Type: Combines aspects of IDCOM and DMC – Optimization method: Solves optimization for one control move only.

[7] P.J. Campo, M. Morari., “Model predictive optimal averaging level control,” AIChE Journal, 35(4): pp. 579-591, 1989. [8] C.V. Rao and J.B. Rawlings., “Linear programming and model predictive control,” J. Process Control, 10: pp. 283-289, 2000. [9] M. Schechte, “Polyhedral functions and multiparametric linear programming.” Journal of Optimization Theory and Applications, 53(2), pp. 269-280, May 1987. [10] Alberto Bemporad, Francesco Borrelli, Manfred Morari., “Model Predictive Control Based on Linear Programming - The Explicit Solution,” Tech. Report AUT01-06, 2001. [11] D. Q. Mayne, J. B. Rawlings, C. V. Rao, P. O. M. Scokaert, “Constrained model predictive control: Stability and optimality,” Automatica 36, pp. 789-814, 2000. [12] M. Morari, J.H. Lee,“Model predictive control: Past, present and future,” Computers & Chemcial Engineering, vol. 23, no. 4, pp. 667682, 1999. [13] Bemporad, A., Morari, M., Dua, V. and Pistikopoulos, E. N., “The explicit linear quadratic regulator for constrained systems,” Automatica, 38, pp. 3-20, 2002. [14] M. Scokaert, J. B. Rawlings, “Constrained linear quadratic reg- ulation,” IEEE Transactions on Automatic Control, 43, pp. 1163-1169, 1998. [15] Vassilis Sakizlis, Konstantinos I. Kouramas, Efstratios N. Pistikopoulos, “Linear Model Predictive Control via Multiparametric Programming,” Book: Process Systems Engineering: Volume 2: MultiParametric Model-Based Control, Chapter 1, Wiley, March 2007. [16] Bemporad, A.,Morari, M., Dua, V., Pistikopoulos, “The Explicit Linear Quadratic Regulator for Constrained ystems” E. N., Tech. Rep. AUT9916, Automatic Control Lab, ETH Zrich, Switzerland, 1999. [17] E.N. Pistikopoulos, V. Dua, N.A Bozinis, A. Bemporad, M. Morari “On-line optimization via off-line parametric optimization tools” Computers and Chemical Engineering,vol. 26, no. 2, pp. 175-185, 2002. [18] M. Sznaier, M. Damborg, “Suboptimal control of linear systems with state and control inequality constraints”, Proceedings of the 26th IEEE Conference on Decision and Control , pp. 761-762, 1987. [19] M.N. Zeilinger, C.N. Jones, M. Morari, “Real-time suboptimal Model Predictive Control using a combination of Explicit MPC and Online Computation,” IEEE Conference on Decision and Control, IFA 3110, 2008. [20] S.J. Qin, T.A. Badgwell. “An overview of industrial model predictive control technology,” In Chemical Process Control, AIChe Symposium Series - American Institute of Chemical Engineers, volume 93, no. 316, p. 232256, 1997. [21] Findeisen, Frank Allgower,“ An Introduction to Nonlinear Model Predictive Control,” Institute for Systems Theory in Engineering, University of Stuttgart, 70550 Stuttgart, Germany. [22] Findeisen, Frank Allgower “Nonlinear Model Predictive Control:A Sampled-Data Feedback Perspective” Institute for Systems Theory in Engineering, University of Stuttgart, 70550 Stuttgart, Germany. [23] B. Wayne Bequette,“ Non-Linear Model Predictive Control: A Personal Retrospective,” Department of Chemical and Biological Engineering, Rensselaer Polytechnic Institute, Troy, NY, U.S.A. 12180-3590. [24] Deuﬂhard, Newton Methods for Nonlinear Problems, Springer, New York, 2004. [25] Powell, M.J.D, “A fast algorithm for nonlinearly constrained optimization calculations,” In: Watson, G.A. (ed.) Numerical Analysis, Dundee 1977. LNM, vol. 630, Springer, Berlin, 1978. [26] Nocedal, J., Wright, S.J, Numerical Optimization, Springer, Heidelberg, 1999. [27] Gill, P.E., Murray, W., Saunders, M.A,“SNOPT: An SQP algorithm for largescale constrained optimization.” Technical report, Numerical Analysis Report 97-2, Department of Mathematics, University of California, San Diego, La Jolla, CA, 1997. [28] Leineweber, D.B., Bauer, I., Schafer, A.A.S., Bock, H.G., Schloder, J.P, “An efﬁcient multiple shooting based reduced SQP strategy for large-scale dynamic process optimization (Parts I and II).” Computers and Chemical Engineering, 27, 157174, 2003. [29] Bock, H.G., Diehl, M., Kostina, E.A., Schloder, J.P, “Constrained optimal feedback control of systems governed by large differential algebraic equations,” Real-Time and Online PDE-Constrained Optimization, pp. 322. SIAM, Philadelphia, 2007. [30] Diehl, M., Walther, A., Bock, H.G., Kostina, E, “An adjoint-based SQP algorithm with quasi-newton jacobian updates for inequality constrained optimization,” Technical Report Preprint MATH-WR-02-2005, TU Dresden, 2005.

[31] Wirsching, L, “An SQP algorithm with inexact derivatives for a direct multiple shooting method for optimal control problems,” Masters thesis, University of Heidelberg, 2006. [32] Moritz Diehl, Hans Joachim, and Niels haverbeke,“Efﬁcient Numerical Methods for Nonlinear MPC and Moving Horizon Estimation,” Nonlinear Model Predictive Control Springler, LNCIS 384, pp. 391-417. [33] Bock, H.G., Plitt, K.J, “A multiple shooting algorithm for direct solution of optimal control problems,” Proceedings 9th IFACWorld Congress Budapest, pp. 243247. Pergamon Press, Oxford, 1984. [34] Frauke Oldewurtel, Dimitrios Gyalistras, Markus Gwerder, Colin N. Jones, Alessandra Parisio, Vanessa Stauch, Beat Lehmann, Manfred Morari, “Increasing Energy Efﬁciency in Building Climate Control using Weather Forecasts and Model Predictive Control,” Automatic Control Laboratory, ETH Zurich, Zurich, Switzerland, 2008. [35] Rainer Mbus, Mato Baotic, Manfred Morarii, “Multi-object Adaptive Cruise Contro” DaimlerChrysler Research and Technology Assisting Systems, (RIC/AA), 70546 Stuttgart, Germany, 2003. [36] P. Rostalski, T. Besselmann, M. Bari, F. van Belzen and M. Morarii, “A hybrid approach to modelling, control and state estimation of mechanical systems with backlash.” International Journal of Control., Vol. 80, No. 11, 1729-1740, 2007. [37] Th. Besselmann, M. Morarii, “Hybrid Parameter-Varying MPC for Autonomous Vehicle Steering,” European Journal of Control vol. 14, no. 5, pp. 418 - 431, 2008. [38] F. Borrelli, A. Bemporad, M. Fodor, D. Hrovat, “A Hybrid Approach to Traction Control,” International Workshop on Hybrid Systems: Computation and Control, Roma, Italy, 2001. [39] M. Vasak, M. Baotic, M. Morari, I. Petrovic, N. Peric, “Constrained optimal control of an electronic throttle” International Journal of Control, vol. 79, no. 5, pp. 465-478, 2006. [40] S. Joe Qina, Thomas A. Badgwell, “A survey of industrial model predictive control technology,” Control Engineering Practice , pp. 733764, 2003. [41] S. Marithoz, M. Herceg, M. Kvasnica, “Model Predictive Control of buck DC-DC converter with nonlinear inductor,” IEEE COMPEL, Workshop on Control and Modeling for Power Electronics, Zurich, Switzerland, 2008. [42] G. Papafotiou, T. Geyer, M. Morari, “A hybrid model predictive control approach to the direct torque control problem of induction motors,” International Journal of Robust & Nonlinear Control, vol. 17, pp. 15721589, 2007. [43] S. Marithoz, A.G. Beccuti, M. Morari, “Model Predictive Control of multiphase interleaved DC-DC converters with sensorless current limitation and power balance,” IEEE PESC, Power Electronics Specialists Conf., Rhodes, Greece, pp. 1069 - 1074, 2008. [44] Richalet, J., Rault, A., Testud, J. L., Papon, J., “Model predictive heuristic control: Applications to industrial processes,” Automatica, 14, pp. 413-428, 1978. [45] Cutler, C. R., Ramaker, B. L., “Dynamic matrix control - a computer control algorithm” In Proceedings of the joint automatic control conference, 1980. [46] S. Joe Qina, Thomas A. Badgwell, “A survey of industrial model predictive control technology,” Control Engineering Practice, pp. 733764, 2003. [47] Y. Wang, S. Boyd., “Fast model predictive control using online optimization” IEEE Transactions on Control Systems Technology, 18(2), pp.267278, March 2010. [48] C.N. Jones, M. Baric, M. Morari, “Multiparametric Linear Programming with Applications to Control” European Journal of Control, vol. 13, no. 2-3, pp. 152-170, 2007. [49] Y. Wang, S. Boyd, “Performance bounds for linear stochastic control,” Systems and Control Letters, 58(3), pp.178182, 2009.

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A survey on different optimization methods used in model predictive control for industrial aapplications.

A survey on different optimization methods used in model predictive control for industrial aapplications.

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