Documentos de Académico
Documentos de Profesional
Documentos de Cultura
v
x
x v g
x v f x
v
:
0 , ,
, , min ) (
,
s
=
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x
x v
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Region CR
1
Theory, Algorithms and Software Tools
for Multi-parametric Optimization Problems
Quadratic and convex nonlinear
Mixed integer linear, quadratic and nonlinear
Bilinear
Applications
Process synthesis and planning
Design under Uncertainty
Reactive scheduling / Bilevel Programming
Stochastic Programming
Model based and hybrid control
Parametric Programming Developments
Model based Control via Parametric
Programming
0.15 t , 10
, 0
5 . 1 ) , ( 0
" "
01221 . 0 992 . 0 170 . 0
0.16954 107 . 0 269 . 1 . .
) 10 0198 . 0
0084 . 0 0116 . 0 ( min )
, 2 , 1 | |
*
, 2 , 1 1 , 2
, 2 , 1 1 , 1
2 4
, 2 , 1
1
0
2
, 2
2
, 1 | |
*
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+ + =
+ =
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+ + =
+ +
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+
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=
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N
N k
x x v x g
x x
v x x x
v x x x t s
v x x
x x Px x (x
k t k t t k t k
t
k t k t k t k t
k t k t k t k t
k t k t k t
N
k
k t k t t N
T
t N
v
N
u
Formulate mp-QP (mp-LP)
Obtain piecewise affine control law
Pistikopoulos et al., (2002)
Bemporad et al.,(2002)
c
o
c
N
c
N c
X x CR
(x ), (x v
, 1
, 0 ) (
),
*
* *
=
<
Objective
Discrete Model
Current States
Constraints
Parco / Explicit MPC Solution
c
c c
N c
CR x CR
b x a v
c c
,... 1
0 if
law Control
2 * 1
*
0
=
s +
+ =
Complex
Approximate
Multi-parametric Dynamic Optimization
mp-DO
) , [
0 ) ( , 0 ) ( ) (
v(t)]dt v(t) ) ( ) ( [ min ) (
*
2 2 1
T *
*
f o
o
f
t
t
T
f
T
f
v
t t t
x x
t x G b t v D t x D g
v B x A x
R t x Q t x Px x x
f
e
=
s = s + + =
+ =
+ + =
}
Feasible Set X
*
For each x
*
e X
*
there exists an optimizer v
*
(x
*
,t) such
that the constraints g(v
*
,x
*
) are satisfied.
Value Function |(x
*
), x
*
e X
*
Optimizer, states v
*
(x
*
,t), x(x*,t), x
*
e X
*
mp-DO Solution
Three methods
Complete discretization
Discrete state space model
(Bemporad and Morari, 1999)
mp-(MI)QP (LP)
(Dua et al., 2000,2001)
Lagrange Polynomials for
Parameterizing the Controls
(Vassiliadis et al., 1994)
semi-infinite program - two
stage decomposition .(similar
to Grossmann et al., 1983)
mp- (MI)DO (1)
mp- (MI)DO (2)
Euler Lagrange conditions of Optimality
No state or control discretization
Multi-parametric Dynamic Optimization
mp-DO
Optimality Conditions - Unconstrained problem
(No inequality constraints)
) ( ) (
) (
Conditions Boundary
] , [
Equations of System al Differenti Augmented
*
1
f f
o
f o
T
T
t Px t
x t x
t t t
B R v
A Qx
Bv Ax x
=
=
e
=
=
+ =
\
|
c
c
+ =
|
.
|
\
|
c
c
=
+ =
Complementarily Conditions
Multi-parametric Dynamic Optimization
mp-DO
Optimality Conditions - Constrained problem
T T T T
T
f f
o
g Rv v Qx x x H
t H t H
t H t H
t t
x
g
t t
t Px t
t x t x
t x t x
x t x
+ + + =
=
=
=
|
.
|
\
|
c
c
+ =
=
=
=
=
+
+
+
+
+
+
) ( ) (
) ( ) (
) ( ) (
) ( ) (
) ( ) (
) ( ) (
) ( ) (
) (
Conditions Boundary
2 2
1 1
2 2
1 1
2 2
1 1
*
States - Continuity
Costates - Adjoints
Hamiltonian Switching points
Multi-parametric Dynamic Optimization
mp-DO
Optimality Conditions - Constrained problem
Solve analytically the dynamics, get time profiles of variables
Substitute into Boundary Conditions Eliminate time
| | | |
1 1 1 1
2 , 1
*
2 , 1 2 , 1
*
2 , 1 2 , 1
, :
0 ) ( , 0 )) ( ) ( ) ( (
) ( ) (
,
,
= =
> =
=
o f
x where
t t b x t F t N
x t S t M
Linear in
Non Linear in t
1,2
Solve for (sole unknown) and back-substitute into dynamics
Get profiles of x(t,x*), v(t,x*), (t,x*), (t,x*)
Solution of mp-DO
1. Fix a point in x-space
2. Solve DO and determine active constraints and boundary
arcs
3. Determine optimal profiles for (t,x
*
),(t,x
*
),v(t,x
*
),t
1
(x*),t
2
(x
*
)
4. Determine region where profiles are valid:
0 )} , (
~
{ min ) ( 0 ) , (
~
0 )} , ( { max ) ( 0 ) , (
*
] , [
*
2
*
*
] , [
*
1
*
2 1
s = >
s = s
e
e
t x x G t x
t x g x G t x g
t t t
t t t
f o
Optimality condition
Feasibility condition
Control Law
c
c c
N c
x CR x x CR
x t b x x t A v
, , 1
), ( ) ( 0
if
) , ( ) , (
* 2 * * 1
* * *
=
+ >
+ =
Applied for
t
*
s ts t
*
+t
OR
| | )) ( , ( )) ( , ( lim ) (
* *
0
*
x t t b x x t t A x v
k
c o
k
c
t
+ =
Implement continuously
Continuous Control Law via
mp-DO
*
of function nonlinear are , , continuous x v
Property 1:
Property 2:
Property 3:
Property 4:
convex , continuous is ) (
*
x |
NL continuous ) (x t ), (x t
*
kx
*
kt
Feasible region: X
*
convex but each critical region non-convex
2 - state Example
open-loop unstable system
] 5 . 1 , 0 [
100 100
0 ] 1 5 . 1 [
0
1
0 1
63 . 0 63 . 1
]dt v 10
0084 . 0 0099 . 0
0099 . 0 0116 . 0
[ min ) (
*
2 4 *
*
e
=
s s
s =
(
+
(
=
+
(
+ =
}
t
x x
v
x g
v x x
x x Px x x
o
t
t
T
f
T
f
v
f
|
mp-DO Result
); 43 . 1 13 . 0 ( 0 . 21 ) 93 . 0 09 . 1 ( 4 . 12 ) (
2 1
86 . 0
2 1
76 . 10
x x e x x e t v
t t
+ + =
Region
)
43 . 1 13 . 0
94 . 0 09 . 1
ln( 1 . 0 : where
0 4 . 2 ) 43 . 1 13 . 0 ( 22 . 0 ) 94 . 0 09 . 1 ( 4 . 1
2 1
2 1
2 1
86 . 0
2 1
77 . 10
x x
x x
t
x x e x x e
t t
+
+
=
s + +
mp-DO Result
Results for constrained region:
mp-DO Result
Results for constrained region:
mp-DO Result
Complexity
mp-QP:
=
=
|
|
.
|
\
|
+
=
|
|
.
|
\
|
10
0 0
) 2 1 ( 10
i
N nv
i
i i
N q
Max number of regions
mp-DO:
4
2 1
1
0 0
=
|
|
.
|
\
|
+
=
|
|
.
|
\
|
= = i
nv
i
i i
q
Max number of regions
Reduced space of optimization variables and
constraints
Constrained
Unconstrained
mp-DO Result - Simulations
mp-DO Result - Suboptimal
Feature: 25 regions correspond to the same active
constraint over different time elements
Merge and get convex Hull
Compute
feasible
Control law
In Hull
v = -6.92x
1
-2.9x
2
-1.59
v = -6.58x
1
-3.02x
2
mp-DO Result - Suboptimal
Brachistrone Problem
wall- target
plane-obstacle
x
y
g
x=l
y=xtan+h
Find trajectory of a gravity driven ball such that it will reach
the opposite wall in minimum time
Brachistrone Problem
) , 0 [
) (
) (
1 , ) (
1 , 5 . 0 ) ( tan , ) tan(
) sin( 2
) cos( 2
min ) , (
0 0
f
o o
o o
f
f
t t
y t y
x t x
l l t x
h h x y
gy y
gy x
t x y
e
=
=
= >
= = + s
=
=
=
u u