pubs.acs.

org/IECR Article

A Modified SQP-based Model Predictive Control Algorithm:

Application to Supercritical Coal-fired Power Plant Cycling
Xin He and Fernando V. Lima*
Cite This: https://dx.doi.org/10.1021/acs.iecr.0c01843 Read Online

ACCESS Metrics & More Article Recommendations *

sı Supporting Information
See https://pubs.acs.org/sharingguidelines for options on how to legitimately share published articles.
Downloaded via CORNELL UNIV on August 20, 2020 at 15:36:47 (UTC).

ABSTRACT: In this paper, a modified sequential quadratic programming (SQP)-based model predictive control (MPC) algorithm
is developed and implemented for power plant cycling applications. These applications are challenging both in terms of controller
performance and computational cost due to their associated high dimensionality. The modified SQP algorithm is based on the
backtracking line search framework, employing a group of relaxed step acceptance conditions for faster convergence. The developed
MPC with the proposed modified SQP algorithm is compared to a dynamic matrix control (DMC)-based linear MPC, a classical
SQP-based nonlinear MPC, and a direct transcription-based nonlinear MPC in terms of tracking performance and computational
efficiency. Successful plantwide MPC implementation scenarios for a supercritical pulverized coal-fired power plant with mono-
ethanolamine-based carbon capture and renewable power penetration are presented. The closed-loop results show that the proposed
modified SQP-based nonlinear MPC improves the computational efficiency by over 20% with similar tracking performance when
compared to the implemented classical SQP-based and direct transcription-based nonlinear MPC controllers, for similar imple-
mentation platforms.

1. INTRODUCTION (MEA)-based postcombustion carbon capture is considered for

In recent years, the potential for fossil fuel reserve shortages load cycling operations. Due to the disturbances/constraints
along with climate change have sparked research interests in associated with renewable power penetration and the complex
renewable energy sources. With the increased penetration of dynamic characteristics of the carbon capture power plant
renewable energy sources such as solar and wind into the grid, system, plantwide control of such a power generation process is
there will be an associated need for fossil-fueled power plants to challenging. In particular, significant overshooting and oscillatory
cycle their load. Load cycling operations include load-following performances may occur during cycling operations if classical
(ramping up/down the power generation output), or even plant feedback control strategies are used for plantwide control.2
shut down and start up based on grid demand. According to a
reference case estimation from the year 2000 to 2050, coal-fired
power plants will still likely to be a primary energy source for Received: April 11, 2020
power generation in the foreseeable future,1 despite the increased Revised: June 22, 2020
utilization of natural gas and renewable sources. The super- Accepted: July 28, 2020
critical pulverized coal-fired (SCPC) power plant is one of the Published: July 28, 2020
most efficient coal-fired power plant configurations. In this
paper, an SCPC power plant with aqueous monoethanolamine

© XXXX American Chemical Society https://dx.doi.org/10.1021/acs.iecr.0c01843

A Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research
Model predictive control (MPC) is an advanced process
control method that is widely used in process industries and it
has also been a research topic for power system applications. The
advantages of MPC over classical feedback control methods are
its optimization-based formulation and capability of handling
constrained and nonlinear multivariable systems. However, the
computational efficiency of MPC is a drawback when compared
to classical proportional-integral-derivative (PID) controllers,
especially when the MPC has to be implemented on a cycling
power generation system, in which large-scale nonlinear pro-
gramming (NLP) problems need to be solved online at every
time step.3
There are many algorithms for solving the NLP including
interior-point,4−7 augmented Lagrangian,8−10 and sequential
quadratic programming (SQP) methods.11−13 Each method has
a variety of detailed algorithms and serves a distinct role in NLP
optimization. Interior-point methods have the advantage that
the main computational cost of each iteration is only a single
indefinite symmetric matrix factorization. However, it is chal-
lenging for interior-point methods to get a warm start (i.e., start
from a good initial guess). For augmented Lagrangian methods,
a warm start is easier to be obtained, and thus, they may be
applied to large-scale problems. However, augmented Lagran-
gian methods may have difficulties in identifying the inequality
constraints satisfied as equality constraints in an optimal active
set, i.e., a local solution.14 The SQP method is an iterative
method based on the active set strategy that solves a sequence of
optimization subproblems, which can take advantage of both
warm start and optimal active-set identification.
Specifically, to promote SQP global convergence, a merit
function was introduced as a penalty that combines constraint
violations with penalty parameters and the objective.15 In this
method, the next iteration step was obtained by a backtracking
line search approach with sufficient merit function decrease.
If the penalty parameters in the merit function were too low, an
infeasible point might be obtained. If the parameters were too
large, the weight of the objective in the penalty function would
decrease. In this case, steps that have good contributions to
objective reduction but move toward the feasible region would
be blocked, which would result in very slow convergence.
Typically, the penalty parameters are carefully chosen as a
monotonically increasing sequence. To avoid the difficulty
between balancing the reduction of the objective and infea-
sibilities, a filter technique was proposed and used in a trust-
region SQP method.12 Extensions of this SQP method based on
filter techniques can be found for line search methods,16 interior
point approaches,17 and a method without derivatives.18 However,
the filter mechanism has the disadvantage that a step contributing
to the solution may be blocked by a filter entry, especially if there
are several entries in the filter. Some other available SQP methods
use neither a penalty function nor a filter technique, for example,
the dynamic control of infeasibility (DCI) approach,19 the trust
funnel approach,20 the relaxed two mild condition method,21
among others.
This paper contributes to the development and implementa-
tion of a proposed modified SQP-based MPC approach, which
has potential for higher computational efficiency. The proposed
modified SQP method is based on a backtracking line search
framework. Differently from the classical SQP methods that
employ a single merit function or filter techniques, a relaxed
group of conditions is designed for better acceptance of long
steps and faster convergence. The modified SQP method is
then employed as the solver for nonlinear MPC. The modified
B https://dx.doi.org/10.1021/acs.iecr.0c01843
pubs.acs.org/IECR Article
SQP-based MPC along with other linear and nonlinear MPC
algorithms are applied for the SCPC plantwide control.
The rest of the paper is organized as follows. Details of the
algorithm are described in Section 2. The dynamic models for
the SCPC plant and the MPC implementation framework are
detailed in Section 3. The numerical and closed-loop simulation
results are presented in Section 4, and the conclusions are
discussed in Section 5.
2. PROPOSED ALGORITHM
In this section, the proposed modified SQP algorithm is
described. A general NLP, which the MPC controller needs to
solve online at each time step, is considered as follows:
min f (x)
s . t . h(x) ≤ 0
g (x ) = 0 (1)
in which the state variables are in x ∈ n ; also, the objective
function f : n → , the equality constraint function g: n → p
and the inequality constraint function h: n → m are twice
continuously differentiable. Further, n is the number of state
variables, p is the number of equality constraints, and m is the
number of inequality constraints.
The quadratic programming problem (QP) solved in each
SQP iteration k is given by
1 T
min ∇f (xk)T dk + dk Bk dk
2
s . t . hi(xk) + ∇hi(xk)T dk ≤ 0, i = 1, 2, ... , m
gj(xk) + ∇gj(xk)T dk = 0, j = 1, 2, ... , p
(2)
in which the subscript k represents the kth iteration, the
subscript i represents the ith constraint, dk is the search direction
of the QP subproblem, and Bk is the Broyden−Fletcher−
Goldfarb−Shanno (BFGS) approximation to the current
Hessian of the Lagrangian. The Lagrangian of the objective
function is defined as
L(x , λ , μ) = f (x) + λT h(x) + μT g (x) (3)
in which λ ∈ m and μ ∈ p are the vectors of Lagrange
multipliers.
The first-order Karush−Kuhn−Tucker (KKT) optimal
conditions for the QP subproblem are
m p
∇f (xk) + Bk dk + ∑ λi∇hi(xk) + ∑ μj ∇gj(xk) = 0
i=1 j=1
T
hi(xk) + ∇hi(xk) dk ≤ 0, i = 1, 2, ... , m
gj(xk) + ∇gj(xk)T dk = 0, j = 1, 2, ... , p
λi(hi(xk) + ∇hi(xk)T dk) = 0, i = 1, 2, ... , m
λi ≥ 0, i = 1, 2, ... , m (4)
After a search direction dk has been computed, an appropriate
step size α will need to be determined in order to obtain the next
iteration:
xk + 1 = xk + αdk (5)
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research pubs.acs.org/IECR Article

Figure 1. Trial step acceptance of different methods. Blue region: line search trial step accepted. Red region: line search trial step rejected.

A trial step is accepted if the trial point can provide a sufficient function, and the second parameter is designed for global
reduction of the exact penalty function15 given by convergence.
The third parameter ρ3k , which is designed for enforcing
1 T
P(dk , ρk ) = f (xk) + ∇f (xk)T dk + dk Bk dk + ρk θ(xk) feasibility of the merit function, is initiated with value ρ30 with
2 ρ30 > ρ10 and must satisfy ρ3k > ξk.
(6) The parameter ρ1k will then be updated as
in which ρk is the penalty parameter and the infeasibility measure
ρk + 11 = min(ρk 3 , ρk1 + ε)
θ(xk) is defined as (9)
m in which ε ∈ (0,+∞) is a constant, typically small (e.g., 10−6).
T
θ (x k ) = ∑ max{0, hi(xk) + ∇hi(xk) dk} The proposed step acceptance conditions are stated next. The
i=1 first condition is adapted from the Armijo condition:
p
ϕ(x , ρ): = f (x) + ρθ(x)
+ ∑ max{0, |gi(xk) + ∇gi(xk)T dk|}
j=1 (7) ϕ(xk + αdk , ρk ) ≤ ϕ(xk , ρk1) − β1α[P(0, ρk 2 ) − P(dk , ρk 2 )]
1

(10)
in which the first term is the total inequality constraint violation
and the second term is the total equality constraint violation. in which β1 ∈ (0,1) is a constant and ϕ(·,ρ1k) is a common merit
In this algorithm, the penalty parameter balances the objective function for objective reduction. If the first condition is satisfied,
function reduction with the constraint violations (due to the objective is then decreased sufficiently. If the first condition
infeasibility). Typically, in a classical merit function, the penalty failed, a second switch condition will be considered to check if
parameter is selected as a monotonically increasing sequence. the searching direction improves performance:
As shown in Figure 1a, the k + 1 step will be accepted if below the β 2 θ (x k )
line (blue area) of the penalty function. Note that steps that α<
contribute to objective reduction may be blocked, which refer to −∇f (xk)T dk (11)
the red area. in which β ∈ (0,1) is a constant. If this switch condition holds,
2
Instead of defining a penalty parameter, filter techniques12 can the direction is of sufficient decrease. For such case, the following
be used to accept a trial step for either reducing the objective or expressions are applied:
infeasibility. The filter techniques solve the constrained NLP
problem in a multiobjective optimization way, which considers f (xk + αdk) ≤ f (xk) − β 3α[−∇f (xk)T dk ] (12)
the objective and infeasibility as a pair of evaluation functions.

i yz
and

θ(xk + αdk) ≤ jjjj1 +

However, the current trial step may be block by the dominant
zθ(xk)
ηzz
area (red area of Figure 1b) of a filter entry (represented by the

k {
1
point a in Figure 1b).
In the proposed algorithm, differently from the classical SQP ( k + 1) (13)
methods that employ a single merit function or filter techniques, in which β ∈ (0,1) and η ∈ (1,+∞) are constants. In this case,
3
a relaxed group of conditions is designed for better acceptance of there is a sufficient decrease in the objective with an acceptable
long steps and faster convergence. As shown in Figure 1c, there infeasibility. If the second switch condition does not hold, then
are two sets of merit functions in this case, i.e., one designed for the third condition will be considered for feasibility reduction:
objective reduction and one designed for enforcing feasibility.
Three different penalty parameters are used in the proposed ϕ(xk + αdk , ρk 3 ) ≤ ϕ(xk , ρk 3 ) − β1α[P(0, ρk 3 ) − P(dk , ρk 3 )]
algorithm. Given the parameter ρ1k an initial value ρ10 with ρ10 > 0, (14)
the second parameter ρ2k must satisfy ρ2k = max(ξk, ρ1k), in which
l
o
Note that eqs 14 and 10 use different penalty parameters. If the
o
o
o
third condition does not hold, the current trial step size α
o
o
1
∇f (xk)T dk + 2 dk T Bk dk
ξk : = m
is not acceptable. Based on the backtracking line search frame-
o
o
γ , if θ(xk) ≥ ϑ
o
work, a new trial step size sα will be considered, in which s ∈ (0,1)
o
o
θ (x k )
o
o
n
is a constant.
|| λ(k) , μ(k) ||∞ , if θ(xk) < ϑ (8) The steps of the overall proposed modified SQP algorithm
can now be outlined:
where ϑ ∈ (0,1) and γ ∈ (1,+∞) are constants. Note that the Step 0. Initialization: Given the initial point x0, initial matrix
first parameter is designed for the objective reduction merit B0, initial penalty parameters ρ10 and ρ30, set parameters ϑ, β1, β2,
C https://dx.doi.org/10.1021/acs.iecr.0c01843
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research
Figure 2. Simplified SCPC-MEA flowsheet.
β3, s ∈ (0,1), γ, η ∈ (1,+∞), ε ∈ (0,+∞), and iteration index
k = 0.
Step 1. Computation of search directions: Solve eq 4 for
a step direction dk and the Lagrange multiplier vectors λ
and μ.
Step 2. Proposed backtracking line search: Set the trial step
x̅k = xk + αdk with α = 1. If ρ3k < ξk, set ρ3k = ξk + ε, otherwise set
ρ3k = ρ3k−1. Update ρ2k = max(ξk, ρ1k ). Find the largest value in the
sequence {1, s, s2,···} to be the appropriate step length, such that
one of the following three scenarios is satisfied: (i) eq 10 holds;
(ii) eq 10 fails but eqs 11, 12, and 13 hold; or (iii) eq 10 fails and
one of eq 11, 12, and 13 fails but eq 14 holds.
Step 3. Next iteration: Define the next iteration as xk+1 = xk +
αdk. If the third condition holds, update the penalty parameter ρ1k
by ρ1k = min(ρ3k, ρ1k + ε). Update the matrix Bk+1 by the BFGS
method.
Step 4. Set k = k+1 and go back to Step 1.
Numerical results of the proposed modified SQP algorithm
for motivating examples are addressed in Subsection 4.1. Also,
the global convergence analysis of the proposed algorithm is
presented in the Supporting Information. Note that global
convergence here refers to that the algorithm can converge to
the local optimal of an NLP problem from any globally selected
initial points. The proposed algorithm will not guarantee global
optimality, unless the NLP problem is convex.
3. POWER PLANT SYSTEM AND MPC SETUP
In this section, the power generation system for the developed
MPC application is first described. Then, the considered MPC
implementation framework and control structure are presented.
3.1. Dynamic Modeling of the SCPC-MEA System. The
application system addressed here is an SCPC power plant with
an aqueous monoethanolamine (MEA)-based postcombustion
carbon capture (SCPC-MEA) system. The SCPC-MEA system
will cycle its load according to the renewable penetrations into
the grid. Figure 2 shows the simplified SCPC-MEA process
flowsheet. The SCPC-MEA dynamic model is built in Aspen
Plus Dynamics.
The SCPC plant has a capacity of 550 MWe and uses a single
24.1 MPa/593 °C/593 °C reheat cycling. The air is driven by
the force draft fan (FD-fan) to pass through the air preheater, as
conditioning steps before the air is fed along with coal to the
boiler/burner. The ash in the boiler flue gas is removed by the
D https://dx.doi.org/10.1021/acs.iecr.0c01843
pubs.acs.org/IECR Article
fabric filter (bag house). The induced draft fan (ID-fan)
provides the driving force for the ash-free flue gas to pass
through the flue gas desulfurization (FGD) unit.
The flue gas is then separated from the gypsum and sent to the
MEA carbon capture subsystem. Before entering the absorber,
the flue gas is first conditioned by a direct contact cooler (DCC)
for a desired temperature. In the counter-current absorber, the
CO2 reacts with the 30 wt % MEA and is removed from the flue
gas. After a washing section on top of the absorber to recover the
MEA, the clean flue gas is sent to the atmosphere. At the bottom
of the absorber, the rich solvent is pumped through a rich/lean
solvent heat exchanger to the stripper. The heat exchanger is
used for heat recovering, in which the lean solvent is cooled close
to the absorber operating temperature and the rich solvent is
preheated close to the stripper operating temperature. In the
stripper, the rich solvent is retrieved at elevated pressure and
temperature and the overhead stream on top of the stripper is
mainly CO2. The high purity CO2 may be pressurized for
pipeline transportation and subsequent storage.
In the steam cycle, the superheated stream (24.1 MPa/593 °C)
passes through the governing stage to the high-pressure turbine.
The vented steam of the high-pressure turbine is reheated to
593 °C and sent to the intermediate-pressure turbine. A portion
of the intermediate-pressure turbine outlet steam is extracted
as the stripper reboiler thermal supply. Before returning to the
boiler, the boiler feedwater is heated by the heat recovery sub-
system, which is a group of heat exchangers using steams of
appropriate temperatures.
3.2. MPC Implementation Framework. The dynamic
model of the SCPC-MEA system in Aspen Plus Dynamics is
considered as the process for control implementation. The
nonlinear MPC controller based on the proposed modified SQP
algorithm is programmed in MATLAB and compared to the
linear MPC based on dynamic matrix control (DMC), a classical
SQP-based nonlinear MPC, and a direct transcription-based
nonlinear MPC. Figure 3 shows the implementation framework
with Aspen Plus Dynamics and MATLAB components. In such
framework, MATLAB Simulink is used for interfacing the MPC
codes programmed in MATLAB and the Aspen plant model.
The input changes calculated by the MPC controllers are sent
from MATLAB Simulink to Aspen Plus Dynamics, where the
variables are directly changed in the SCPC-MEA process model.
Nonlinear process models are identified for control purposes
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research pubs.acs.org/IECR Article

applications. Particularly in that article, the performance com-

parison between MPC and PID controllers was performed for
the SCPC-MEA system. The details on the system identification
methods employed can be found in the modeling and control
article,3 where the linear step response model for DMC and the
nonlinear identification model used for the three nonlinear
MPCs were introduced.
3.3. Control Structure and Setup. For the MPC
application to the entire SCPC-MEA system, the following
nine controlled variables (CVs) are selected: electricity power
Figure 3. MPC implementation framework.
output (Wnet), plant efficiency (ηplant), burner pressure (pboiler),
Table 1. Nominal Values of CVs and MVs O2 composition in flue gas (CO2,flue), main steam pressure (pmain),
reheated steam temperature (Treheat), low-pressure turbine
CVs nominal value MVs nominal value
efficiency (ηLP), carbon capture rate (CCO2), and lean solvent
Wnet 550 MWe Fcoal 4.296 kmol/s
ηplant 0.890 WFD 1700 kWe
CO2 loading (ϕleanCO2). Also, the following nine input variables
pboiler 0.110 MPa WID 6600 kWe are taken as manipulated variables (MVs): boiler fuel (coal) feed
CO2,flue 0.0325 Fmain 1663 tonne/h (Fcoal), forced draft (FD) fan power (WFD), induced draft (ID)
pmain 24.23 MPa αGOV 0.5641 fan power (WID), main steam flow rate (Fmain), high-pressure
Treheat 593 °C Wcond 800 kWe turbine governor stage position (αGOV), condensate pump
ηLP 0.407 WBFW 4520 kWe power (Wcond), boiler feedwater (FW) pump power (WBFW),
CCO2 0.900 Fext 0 tonne/h extracted steam flow rate (Fext), and lean solvent flow rate
ϕleanCO2 0.286 Fsolvent 10.57 kmol/s (Fsolvent).
The steady state for the designed operating condition, which
using system identification techniques in MATLAB. For more is used as the origin for system identification, is denoted as the
details on the DMC-based, classic SQP-based, and direct nominal point. The values of the CVs and MVs at their nominal
transcription-based MPC formulations, refer to the MPC devel- points are shown in Table 1.
opment and implementation article,2 where these advanced The controllers are setup with a 60 s sample time. The control
control strategies have been originally proposed for cycling and prediction horizon are selected to be 10 and 25 sample times

Table 2. Number of Iterations for Different SQP Algorithms Applied to HS Problems

problem n m modified SQP classical SQP problem n m modified SQP classical SQP
HS1 2 0 26 71 HS40 4 3 7 6
HS2 2 0 7 18 HS41 4 1 5 8
HS3 2 0 9 10 HS42 4 2 9 14
HS4 2 0 1 2 HS43 4 3 13 14
HS5 2 0 9 8 HS44 4 6 5 12
HS6 2 1 10 10 HS45 5 0 7 2
HS7 2 1 11 13 HS46 5 2 11 12
HS8 2 2 5 9 HS47 5 3 14 21
HS9 2 1 6 8 HS48 5 2 7 8
HS10 2 1 11 20 HS49 5 2 5 6
HS11 2 1 7 11 HS90 4 1 59 81
HS12 2 1 8 12 HS91 5 1 47 62
HS13 2 1 24 42 HS92 6 1 50 94
HS14 2 2 6 7 HS93 6 2 14 41
HS15 2 2 4 5 HS94 6 4 2 3
HS16 2 2 6 12 HS95 6 4 1 2
HS17 2 2 13 20 HS96 6 4 1 1
HS18 2 2 9 8 HS97 6 4 4 7
HS19 2 2 5 7 HS98 6 4 6 13
HS20 2 3 4 5 HS99 7 2 92 249
HS30 3 1 19 18 HS100 7 4 29 32
HS31 3 1 8 12 HS101 7 6 70 61
HS32 3 2 3 5 HS102 7 6 52 91
HS33 3 2 4 5 HS103 7 6 46 36
HS34 3 2 7 8 HS104 8 1 16 15
HS35 3 1 5 7 HS105 8 6 53 68
HS36 3 1 5 10 HS106 8 6 357 594
HS37 3 2 10 12 HS107 9 6 7 23
HS38 4 0 39 115 HS108 9 13 16 37
HS39 4 2 11 14 HS109 9 10 56 72

E https://dx.doi.org/10.1021/acs.iecr.0c01843
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research pubs.acs.org/IECR Article

Table 3. Case 1: ISE Analysis Results for Different MPC

Solvers
DMC classical SQP direct transcription modified SQP
ISE values 0.7524 0.09721 0.09235 0.09314

Table 4. Case 1: Computational Time Results for Different

MPC Solvers
classical direct modified
DMC SQP transcription SQP
average computational time 3.94 25.40 24.72 19.15
(CPU seconds)

presented MPC implementations. The parameters of the proposed

Figure 4. Case 1: SCPC-MEA power generation cycling trajectory. modified SQP are selected as

(10 and 25 min), respectively. Additionally, the following input
and state constraints are considered in the implementations:
• reboiler temperature: Treb (K) ≤ 403
• lean solvent flow rate: 2 ≤ Fsolvent (kmol/s) ≤ 15
• extracted steam flow rate: 10 ≤ Fext (kg/s) ≤ 100
Also, the selected MVs have lower limits of 0 (closed value).
4. NUMERICAL AND CLOSED-LOOP SIMULATION
RESULTS
In this section, the results for motivating test problems and
closed-loop responses of MPC implementations based on
different renewable penetration scenarios are presented. All
simulations were carried out on an Inter Xeon E5 3.5 GHz
processor. Also, all the states are assumed to be measured in the
ρ01 = 0.001, ρ0 3 = 1000, ϑ = 10−4 , β1 = 0.01, β 2 = 0.1,
β 3 = 10−6 , s = 0.33, γ = 1.01, η = 1.01, ε = 10−6
As formulated in the proposed algorithm section, ρ10, ρ30, ϑ, β1, β2,
β3, γ, η, and ε are parameters related to the step acceptance
criteria, and s is the backtracking line-search update factor. It is
recommended to employ the suggested values for improved con-
vergence performance of the proposed modified SQP algorithm.
4.1. Numerical Results for Motivating Examples. To
verify that the proposed modified SQP has the potential for
better acceptance of long steps and faster convergence than the
classical SQP algorithm, a group of motivating examples are
tackled. The 60 motivating examples are selected from the Hoch
and Schittkowski (HS) problem sets in the literature.22 The
number of iterations for the proposed modified SQP and a

Figure 5. Case 1: Closed-loop response for power generation (CV).

F https://dx.doi.org/10.1021/acs.iecr.0c01843
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research
Figure 6. Case 2: Simulated solar power generation profile.
Figure 7. Case 2: SCPC-MEA power generation cycling trajectory.
classical SQP from the literature23 to reach the optimal solution
are presented in Table 2, including the problem names from the
set and their dimensions (in which n is the number of variables
and m is the number of constraints). The selected HS problems
include both mathematics-based problems (HS1−HS49) and
engineering-based problems (HS90−HS109, in which HS90−
HS92 correspond to time-optimal heat conduction problems
and HS93 to a transformer design problem).
For the 60 problems tested, the proposed modified SQP
algorithm requires less iterations for 54 problems (90%) when
compared to the classical SQP algorithm. This result verified
that the proposed modified SQP has the potential for better
G https://dx.doi.org/10.1021/acs.iecr.0c01843
pubs.acs.org/IECR Article
acceptance of long steps and faster convergence. The six
problems for which the proposed algorithm requires more
number of iterations, for example HS45, are a result of a longer
first trial step that reached a region with constraint violations,
and thus, the following search directions are less efficient in
terms of reducing the objective reduction. The constraint violation
acceptance region can be reduced by increasing the tuning param-
eter η in eq 12.
4.2. SCPC-MEA with Wind Power Penetration. In this
case study (Case 1), the SCPC-MEA power plant with carbon
capture is simulated in a scenario in which the power generation
control is addressed according to a cycling trajectory. The main
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research pubs.acs.org/IECR Article

Figure 8. Case 2: Closed-loop responses for power generation (CV).

objective of the MPC controllers is to track the power generation Table 5. Case 2: ISE Analysis Results for Different MPC
output according to such cycling trajectories. As shown in Figure 4, Solvers
the SCPC plant power generation trajectory is calculated by
DMC classical SQP direct transcription modified SQP
deducting the wind generation from the grid demand. Specifically,
the total grid power demand considered is based on the Duke ISE values 8.8963 0.49634 0.50185 0.49842
Ohio/Kentucky hourly meter load data between 5 and 10 pm on
May 7, 2016.24 The total grid demand is divided by 8 to match the Table 6. Case 2: Computational Time Results for Different
MPC Solvers
nominal SCPC-MEA power generation (550MW). Also, the wind
power generation trajectory is based on historical real-time data for classical direct modified
the same period of time.25 Considering these conditions, the MPC DMC SQP transcription SQP
controllers are implemented assuming a 1 min discretization time average computational time 4.24 31.48 30.37 23.79
(CPU seconds)
for the desired SCPC trajectory.
The power generation closed-loop responses associated with shows the computational performance results of the four developed
all different MPC controllers are shown in Figure 5. Note that all MPC algorithms in terms of the average computational time. The
linear and nonlinear MPC controllers can successfully follow linear DMC has the best computational efficiency as expected when
the power generation cycling profile. Also, the nonlinear MPC compared to the nonlinear MPCs, which occurs due to the linear
controllers have improved performance when compared to the model approximation performed for the DMC formulation. Also,
linear DMC, especially when the system operates away from the for the nonlinear MPCs, the proposed modified SQP algorithm
nominal point (550 MW) around where the DMC linear model shows a 24.6% improvement when compared to the classical
was obtained. The integral squared error (ISE) analysis results are SQP and a 22.5% improvement when compared to the direct
shown in Table 3. The nonlinear MPC controllers have similar transcription-based algorithm.
performances in terms of ISE results, which are superior to the DMC. 4.3. SCPC-MEA with Solar Power Penetration. In this
The closed-loop simulation for Case 1 included 300 sample scenario (Case 2), the SCPC-MEA power plant is simulated
time steps. Within each sample time, the different solvers are considering solar power penetration. Similar to the previous
tested for the MPC tracking optimization problems. Table 4 case, the main objective of the MPC controllers is to track the
H https://dx.doi.org/10.1021/acs.iecr.0c01843
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research
Figure 9. Case 3: Closed-loop responses for power generation.
power generation output according to cycling trajectories. The
PVWatts Calculator26 is used to estimate the daily power
generation output of a Duke Energy solar farm in Warsaw, North
Carolina. The daily power generation of the solar farm is
calculated based on direct and diffusion irradiation data from an
Oak Ridge National Lab rotating shadowband radiometer27 for
solar power generation in minute intervals. The calculation
estimates that the Duke solar farm in Warsaw has an 88 MWe
utility size and a 21.5% capacity factor. Figure 6 shows the
simulated solar power generation profile in minute intervals.
In this figure, the oscillations occur due to passing clouds, which
decrease the direct solar irradiation. As shown in Figure 7,
the SCPC plant power generation trajectory for this case is
calculated by deducting the solar power generation from the grid
demand. Similarly to the grid demand profile in Case 1, the total
grid power demand considered is based on the Duke Ohio/
Kentucky hourly meter load data between 7 am and 11 am on
May 7, 2016.24 The total grid demand is once again divided by
8 to match the 550 MW nominal SCPC-MEA power generation.
The closed-loop responses of power generation associated
with all different MPC controllers for Case 2 are depicted in
Figure 8. Compared to the linear DMC, the advantage of the
nonlinear MPCs in terms of reducing the overshooting and
oscillations is significant. As reflected in Table 5, the nonlinear
MPC controllers show over 94% improvement in terms of ISE
analysis results when compared to the linear DMC.
The closed-loop simulations for Case 2 included 240 sample
time steps. Table 6 shows the computational performance
results of the four developed MPC approaches in terms of
I https://dx.doi.org/10.1021/acs.iecr.0c01843
pubs.acs.org/IECR Article
the average computational time. The proposed modified SQP
algorithm shows a 24.4% improvement when compared to the
classical SQP and a 21.7% improvement when compared to the
direct transcription-based algorithm.
The third scenario (Case 3) considers both trajectory tracking
and disturbance rejection with two CVs in the objective function.
For this scenario, the objective function of MPC has two equally
weighted terms. The first term is for tracking the SCPC generation
profile in Figure 7. The second term is for maintaining the carbon
capture rate of the SCPC-MEA system at 90%, while considering
the rejection of the effects from power plant cycling. The closed-
loop responses for power generation and carbon capture tracking
with all different MPC controllers are depicted in Figures 9 and
10, respectively. The nonlinear MPCs show good performances in
both trajectory tracking and disturbance rejection. Compared to
the linear DMC, the advantage of the nonlinear MPCs in terms of
reducing the overshoots and oscillations is once again significant.
As reflected in Table 7, all the nonlinear controllers show over
90% improvement when compared to the linear DMC in terms of
ISE analysis results.
Similarly to Case 2, the closed-loop simulation for Case 3
included 240 sample time steps. Table 8 shows the computa-
tional performance results of the four developed solvers for
MPC in terms of the average computational time. The proposed
modified SQP algorithm shows a 24.9% improvement when
compared to the classical SQP and a 22.1% improvement when
compared to the direct transcription-based algorithm. Note that
the average computational times of the classical SQP-based
and direct transcription-based nonlinear MPCs are larger than
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research pubs.acs.org/IECR Article

Figure 10. Case 3: Closed-loop responses for carbon capture rate.

Table 7. Case 3: ISE Analysis Results for MPCs Employing 30 CPU seconds, which means only the proposed modified SQP-
Different Solvers based nonlinear MPC would have the potential for a sample time
reduction from 1 to 0.5 min. The computational times of the non-
DMC classical SQP direct transcription modified SQP
linear MPCs for all the 240 sample time steps are shown in Figure 11.
ISE values 11.2461 0.6589 0.6418 0.6482
The proposed modified SQP-based MPC shows a consistent
Table 8. Case 3: Computational Time Results for MPCs improvement of over 20% when compared to the classical SQP-
Employing Different Solvers based and direct transcription-based MPCs.
classical direct modified 5. CONCLUSIONS
DMC SQP transcription SQP
average computational time 4.31 32.13 30.97 24.12 In this paper, the development of a modified backtracking
(CPU seconds) line search SQP-based algorithm for MPC was performed.

Figure 11. Computational times for nonlinear MPCs employing different solvers.

J https://dx.doi.org/10.1021/acs.iecr.0c01843
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research
The proposed modified SQP approach employs a group of
relaxed step acceptance conditions and shows potential for faster
convergence when compared to benchmark algorithms from the
literature. The implementations of the modified SQP-based
MPC, linear DMC, and nonlinear classical SQP-based and direct
transcription-based MPCs for the SCPC-MEA plantwide control
problem were addressed. Different scenarios of MPC application
to the SCPC-MEA power plant considering wind and solar
power penetration were presented. The proposed modified
SQP-based MPC showed over 20% improvement in terms of
average computational time with similar tracking performance
when compared to the implemented classical SQP-based and
direct transcription-based MPCs.
■
ASSOCIATED CONTENT
* Supporting Information
sı
The Supporting Information is available free of charge at
https://pubs.acs.org/doi/10.1021/acs.iecr.0c01843.
Details on the global convergence proof of the proposed
modified SQP algorithm (PDF)
■
AUTHOR INFORMATION
Corresponding Author
Fernando V. Lima − Department of Chemical and Biomedical
Engineering, West Virginia University, Morgantown, West
Virginia 26506, United States; orcid.org/0000-0003-4306-
1826; Email: Fernando.Lima@mail.wvu.edu
Author
Xin He − Department of Chemical and Biomedical Engineering,
West Virginia University, Morgantown, West Virginia 26506,
United States
Complete contact information is available at:
https://pubs.acs.org/10.1021/acs.iecr.0c01843
Notes
The authors declare no competing financial interest.
■
ACKNOWLEDGMENTS
The authors gratefully acknowledge the financial support from
U.S.−China Clean Energy Research Center (CERC) program
and the U.S. Department of Energy under Cooperative
Agreement DEPI0000017. The authors also thank Neil Kern
(former Duke Energy) for help with the solar power generation
profiles.
■
REFERENCES
(1) EIA, U.S. Annual Energy Outlook 2018: with projections to 2050.
https://www.eia.gov/outlooks/aeo/pdf/AEO2018.pdf (accessed
2019-10-17).
(2) He, X.; Lima, F. V. Development and implementation of advanced
control strategies for power plant cycling with carbon capture. Comput.
Chem. Eng. 2019, 121, 497−509.
(3) He, X.; Wang, Y.; Bhattacharyya, D.; Lima, F. V.; Turton, R.
Dynamic modeling and advanced control of post-combustion CO2
capture plants. Chem. Eng. Res. Des. 2018, 131, 430−439.
(4) Wächter, A. An Interior Point Algorithm for Large-Scale
Nonlinear Optimization with Applications in Process Engineering.
Ph.D. Thesis, Carnegie Mellon University, Pittsburgh, PA, USA, 2002.
(5) Waltz, R. A.; Morales, J. L.; Nocedal, J.; Orban, D. An interior
algorithm for nonlinear optimization that combines line search and
trust region steps. Mathematical programming 2006, 107 (3), 391−408.
K https://dx.doi.org/10.1021/acs.iecr.0c01843
pubs.acs.org/IECR Article
(6) Wächter, A.; Biegler, L. T. On the implementation of an interior-
point filter line-search algorithm for large-scale nonlinear programming.
Mathematical programming 2006, 106 (1), 25−57.
(7) Curtis, F. E.; Schenk, O.; Wächter, A. An interior-point algorithm
for large-scale nonlinear optimization with inexact step computations.
SIAM Journal on Scientific Computing 2010, 32 (6), 3447−3475.
(8) Conn, A. R.; Gould, N. I.; Toint, P. A globally convergent
augmented Lagrangian algorithm for optimization with general
constraints and simple bounds. SIAM Journal on Numerical Analysis
1991, 28 (2), 545−572.
(9) Birgin, E. G.; Castillo, R. A.; Martínez, J. M. Numerical
comparison of augmented Lagrangian algorithms for nonconvex
problems. Computational Optimization and Applications 2005, 31 (1),
31−55.
(10) Curtis, F. E.; Jiang, H.; Robinson, D. P. An adaptive augmented
Lagrangian method for large-scale constrained optimization. Mathe-
matical Programming 2015, 152 (1−2), 201−245.
(11) Boggs, P. T.; Tolle, J. W. Sequential quadratic programming. Acta
numerica 1995, 4, 1−51.
(12) Fletcher, R.; Leyffer, S. Nonlinear programming without a
penalty function. Mathematical programming 2002, 91 (2), 239−269.
(13) Gould, N. I.; Robinson, D. P. A second-derivative SQP method
with a ‘trust-region-free’predictor step. IMA Journal of Numerical
Analysis 2012, 32 (2), 580−601.
(14) Gould, N. I.; Loh, Y.; Robinson, D. P. A nonmonotone filter SQP
method: Local convergence and numerical results. SIAM Journal on
Optimization 2015, 25 (3), 1885−1911.
(15) Han, S.-P. A globally convergent method for nonlinear
programming. Journal of optimization theory and applications 1977, 22
(3), 297−309.
(16) Wächter, A.; Biegler, L. T. Line search filter methods for
nonlinear programming: Motivation and global convergence. SIAM
Journal on Optimization 2005, 16 (1), 1−31.
(17) Ulbrich, M.; Ulbrich, S.; Vicente, L. N. A globally convergent
primal-dual interior-point filter method for nonlinear programming.
Mathematical Programming 2004, 100 (2), 379−410.
(18) Audet, C.; Dennis, J. E., Jr A pattern search filter method for
nonlinear programming without derivatives. SIAM Journal on
Optimization 2004, 14 (4), 980−1010.
(19) Bielschowsky, R. H.; Gomes, F. A. Dynamic control of
infeasibility in equality constrained optimization. SIAM Journal on
Optimization 2008, 19 (3), 1299−1325.
(20) Gould, N. I.; Toint, P. L. Nonlinear programming without a
penalty function or a filter. Mathematical Programming 2010, 122 (1),
155−196.
(21) Liu, X.; Yuan, Y. A sequential quadratic programming method
without a penalty function or a filter for nonlinear equality constrained
optimization. SIAM Journal on Optimization 2011, 21 (2), 545−571.
(22) Hock, W.; Schittkowski, K. Test Examples for Nonlinear
Programming CodesLecture Notes in Economics and Mathematical
Systems. 1981.187 DOI: 10.1007/978-3-642-48320-2
(23) Martinsen, F.; Biegler, L. T.; Foss, B. A. Application of
optimization algorithms to nonlinear MPC. IFAC Proceedings Volumes
2002, 35 (1), 369−374.
(24) PJM markets and operations, Duke Ohio/Kentucky hourly
metered load data. http://www.pjm.com/markets-and-operations/
ops-analysis/historical-load-data (accessed 2019-10-17).
(25) Sotavento wind farm, Historical real time data. http://www.
sotaventogalicia.com/en/real-time-data/historical (accessed 2019-10-
17).
(26) NERL, PVwatts Calculator. https://pvwatts.nrel.gov/index.php
(accessed 2019-10-17).
(27) Maxey, C.; Andreas, A. Rotating shadowband radiometer (RSR);
Oak Ridge National Laboratory (ORNL); Oak Ridge, Tennessee
(DATA); National Renewable Energy Laboratory (NREL), Golden,
CO, United States, 2007.
Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX