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Article history: Control vector parameterization (CVP) is an important approach of the engineering optimization for the
Received 9 April 2014 industrial dynamic processes. However, its major defect, the low optimization efciency caused by
Received in revised form calculating the relevant differential equations in the generated nonlinear programming (NLP) problem
18 May 2015
repeatedly, limits its wide application in the engineering optimization for the industrial dynamic
Accepted 2 June 2015
Available online 7 July 2015
processes. A novel highly effective control parameterization approach, fast-CVP, is rst proposed to
This paper was recommended for publica- improve the optimization efciency for industrial dynamic processes, where the costate gradient
tion by Dr. Rickey Dubay formulae is employed and a fast approximate scheme is presented to solve the differential equations
in dynamic process simulation. Three well-known engineering optimization benchmark problems of the
Keywords: industrial dynamic processes are demonstrated as illustration. The research results show that the
Fast engineering optimization
proposed fast approach achieves a ne performance that at least 90% of the computation time can be
Dynamic optimization
saved in contrast to the traditional CVP method, which reveals the effectiveness of the proposed fast
Nonlinear systems
Control vector parameterization engineering optimization approach for the industrial dynamic processes.
& 2015 ISA. Published by Elsevier Ltd. All rights reserved.
1. Introduction the problem became more complex and difcult to solve [12].
Marquardt et al. [12,13] proposed an adaptive mesh renement
Over the past decade, applications in the dynamic optimization method based on an analysis of the previous solution proles in
have increased signicantly in the process industries [14]. These CVP approach, which could save a lot of time in contrast with the
are driven by the strong competitive markets faced by operating traditional CVP method for the problem of local differences in the
companies along with the tighter specications on the process timefrequency behavior of the solution. But signicant reduc-
performance and regulatory limits. Since most industrial dynamic tions in computational cost were not likely to be observed in those
processes are too complex to allow the analytical optimization, the cases, where the optimal solution did not reveal many such local
numerical methods are inevitable in solving these practical pro- differences [12].
blems. With its wide range of applications in the process optimi- Generally, in the CVP framework, the solution of the dynamic
zation [57], the control vector parameterization plays a very optimization problem can be divided into two parts, one is control
important role for the solving of dynamic optimization problems. prole optimization, and the other is dynamic process simulation.
However, for the engineering implementation, its major defect is However, there are some difculties for each part, where how to
the low optimization efciency. To tackle this problem, various deal with the inequality path constraints is a main difculty in the
strategies have been proposed. For instance, Vassiliadis et al. [8,9] control prole optimization, and how to improve the solving
and Teo et al. [10,11] presented approaches that optimize the efciency of differential equations in the dynamic process simula-
locations of the discretization grid points for CVP method, where tion is a key point for the CVP method. The strategies mentioned
the number of parameterization intervals was xed beforehand, above mainly focus their attention on the rst part, where the
while the length of these intervals were additional decision approximation capability of control to the optimal prole is
variables. These approaches improved the efciency to solve improved. Rather than consider the two parts separately, both
problems with bangbang structures, but, the drawback was that parts are considered as a whole in this paper to improve the
optimization efciency.
In traditional ways, the dynamic process simulation is proceed
n
Corresponding author. Tel./fax: 86 571 87988336. usually by an adaptive integration scheme with a higher precision
E-mail address: lxg@zju.edu.cn (X. Liu). than the optimization [10,12,1421]. In this manner, the accuracy
http://dx.doi.org/10.1016/j.isatra.2015.06.006
0019-0578/& 2015 ISA. Published by Elsevier Ltd. All rights reserved.
P. Liu et al. / ISA Transactions 58 (2015) 248254 249
of system states, function values and gradients can be guaranteed, Problem (P) Given the system (1) and the initial condition (2),
but the solution of differential equations will be very time- nd a feasible u A F such that the cost functional
consuming, especially when the number of relevant differential Z tf
equations is large. Moreover, this imbalance on the precision is not g 0 u 0 xt f j u L0 t; xtj u; utdt 5
t0
benecial to reduce the approximation error of control to the
optimal prole within a limited time. is minimized over F.
Considering above reasons, a novel highly effective control
parameterization approach, named fast-CVP, is proposed to
improve the optimization efciency for the industrial dynamic 3. Control parameterization
processes in the paper, where a fast approximate scheme is
proposed to solve the differential equations in dynamic process To solve Problem (P) numerically, the classical control vector
simulation. On the basis of the proposed improvement, the parameterization (CVP) strategy is applied, where the control
proposed novel CVP method is aim to solve more complex optimal signal ut is approximated using the piecewise-constant basis
control problems with fast solution speed, where the allocation of function as follows:
precisions and computational expenses is adjusted adaptively. A ~ k;
ut ut t A t k 1 ; t k ; k 1; ; p; 6
lot of time can be saved from the dynamic process simulation and
the accuracy of optimization can be assured by suitable number of where p Z 1 is the number of control subintervals, t A t k 1 ; t k is
subintervals. The fast-CVP algorithm is rst derived based on the the k-th control subinterval, and k is the value of the control on
costate gradient formulae [22,23], and then the optimal control the k-th subinterval. t k ; k 1; ; p; are time grid knots satisfying:
problem can be solved by using a gradient-based optimization t 0 t 0 o t 1 o t 2 o o t p t f : Then, the approximate control vec-
technique, such as sequential quadratic programming (SQP) [24 tor can be written as follows:
26] or interior point methods [2729]. In contrast with the X
p
traditional CVP method, the fast-CVP approach targets to quickly ~
ut ut k tk 1 ;t k t 7
obtain a solution close to the optimal one, which can achieve a k1
better result than the traditional CVP with more subintervals but where
within less time. (
1; if t A I;
I t
0; otherwise:
2. Problem formulation For u~ to be an admissible control, we must have
l 1l ; ; rl T A U for l 1; ; p. Denote by the set of all
Consider a process described by the following dynamic system 1 T ; ; p T T A pr that satisfy this requirement and the
dened on t 0 ; t f : constraints (3) and (4).
x_ t f t; xt; ut; 1 By substituting the discretized control, the dynamic system
becomes:
xt 0 x0 2 X
p
x_ t f t; x U j; f t; xtj; k tk 1 ;t k t 8
where t 0 is a given starting time; t f 4 t 0 is a xed terminal time; k1
n
Theorem 3.2. Let un and u~ be as dened in Theorem 3.1. Suppose Theorem 5.1. For each j A f0g [ [ , i 1; ; r and k 1; ; p, the
n
that the sequence fu~ g1 p 1 converges to a control u almost every- gradient formulae of g j can be expressed as follows:
where in t 0 ; t f . Then u is an optimal control for Problem (P). Z tk
g j H j t; xtj; ; j tj
dt: 21
Theorems 3.1 and 3.2 present the convergence results of the ik tk 1 ui
CVP method. The proofs are similar to the arguments used in the The proof of Theorem 5.1 is omitted as which is similar to [33].
pioneering work by Teo [22] and Martin [30], and can be found in
[31], thus, the proofs are omitted.
6. Fast approximation
To handle inequality path constraints, the l1 penalty function As it is known, the solution of differential equations is the most
method is used for its exactness and better behavior [32]. By time-consuming part of the CVP method. To improve the optimi-
parameterization ut, the cost function is approximated by zation efciency, a fast approximate scheme for engineering
optimization is proposed in this section corresponding to the
p Z
XX tk
gradient formulae presented above.
g 0 g 0 min fhj t; xtj ; k ; 0gdt; 13
tk 1 When the segment number p is very large, the subinterval
jAs k 1
length of t k 1 ; t k is close to 0, then, the gradient formula (21) in
where 4 0 is the penalty parameter. To approximate the non- Theorem 5.1 can be approximated as the following trapezoidal
smooth min operator, the following smooth function is proposed, formula:
q Z tk
1 g j H j t; xtj; ; j tj
y y y2 42 14 dt
2 ki
tk 1 ui
2 3
H j t k1 ;xt k1 j;;j t k1 j
where 4 0 is the smoothing parameter.
6 ui 7
For any y A and is a very small positive number, it is easy to 4 H t ;xt j;; t j 5t k t k 1 =2 22
verify that y has the following favorable properties: j k kui j k
lim y min fy; 0g; 15 Furthermore, suppose the time subinterval is divided equally,
-0
that is
0 o min fy; 0g y r : 16 tf t0
tk tk 1 h; 23
p
By the smoothing function, the smoothed objective function is
where h is a constant. Thus, the gradient formula can be for-
p Z
XX tk mulated as
g ;
0 g 0 hj t; xtj; k dt; 17
jAs k 1 tk 1 gj H j t k1 ; xt k1 ; ; j t k1 Hj t k ; xt k ; ; j t k
h=2
ik ui ui
then Problem (P1) can be solved as the following approximation
24
problems:
Problem (P2) Given system (8) and the initial condition (9), Similarly, the objective and constraint functions g j ,
nd an admissible control parameter vector that satises all the jA f0g [ [ , can be formulated as
canonical constraints, to minimize the cost function g 0 . X
p
Problem (P3) Given system (8) and the initial condition (9), g j j xt f j Lj t k1 ; xt k1 ; k1 Lj t k ; xt k ; k h=2
nd an admissible control parameter vector that satises all the k1
canonical constraints, to minimize the cost function g ;
0 . 25
In addition, before the gradient calculation by using Eq. (24),
the two-point boundary value problem (TBVP) consists of state
5. Gradient formulae and costate differential equations should be solved rst. As the
whole time horizon is divided equally, a xed-step numerical
To solve Problem (P3), it is necessary to get the gradient integration method is employed to solve the differential equations,
formulae of the cost and constraint functions. In this paper, the where the partition nodes are taken as integral nodes directly.
costate method is employed. Firstly, the Hamiltonian correspond- Here, the efcient fourth-order RungeKutta method is applied to
ing to function g j , j A f0g [ [ is dened by solve the differential equations with integral step h.
H j t; x Uj; ; j t; x U j; Tj f t; x U j; 18
6.2. Computation time saving analysis
where j A n is called the costate vector or adjoint vector. The
costate system corresponding to function g j is Comparing to the traditional variable step algorithm, a xed-
step numerical integration method is used to solve the differential
H j t; x U j; ; T equations in the fast approximation method. Meanwhile, the
_ j ; jA f0g [ [ 19
x discretization time nodes of Eq. (24) and the integration time
nodes of Eq. (25) are the same. Fig. 1 shows the computational
T process of the xed-step numerical integration method at the
j xt f
j t f 20 whole time horizon. Fig. 2 reveals the computational process of
x
the variable step algorithm at each time subinterval.
Let j U j denote the solution of this costate system corre- It can be seen that, in each time subinterval, the xed-step
sponding to . numerical integration method only needs to calculate the terminal
P. Liu et al. / ISA Transactions 58 (2015) 248254 251
Fig. 1. Computational process of the fast approximation method in the whole time
Based on Algorithm 6.1, we further present the fast-CVP
horizon. algorithm as follows:
Algorithm 6.3.2.
During the test, the tolerance 10 7 for the ODE45 solver and
6.3. Algorithm
10 6 for the optimization are set. The optimal objective function
values for different segments are listed in Table 1, comparing with
On the basis of above description, we present an algorithm for
the results obtained by the developed CVP algorithm. It is obvious
computing the objective and constraint functions, and their
that, as the number of segments increases, both the results of the
respective gradients.
CVP and proposed method converge to the same optimal value
Algorithm 6.3.1. 0.048056. And, its corresponding control and state proles are
respectively shown in Figs. 3 and 4.
(1) Input initial control parameters 0 and subinterval length h. This problem has been solved analytically by Jackson [35], and
(2) Solve the system of differential equations of (8) with initial the analytical optimal value approximated to eight decimal places
conditions (9) forward in time using the fourth-order Runge is 0.04805569. Vassiliadis [20] solved this problem numerically
Kutta method. with control parameterization technique, the obtained value was
(3) Solve the costate systems (19) and (20) backward in time 0.0480557, which is the best literature value. Considering the
similarly. optimization tolerance, the obtained optimal value by proposed
252 P. Liu et al. / ISA Transactions 58 (2015) 248254
Table 1 Table 2
Results for catalyst mixing problem. Results for batch reactor problem with control saturation.
20 0.048050 0.048036 99.97% 15.2469 s 0.2196 s 98.56% 25 0.573344 0.573310 99.99% 33.9381 s 0.6819 s 97.99%
40 0.048055 0.048054 99.99% 38.2889 s 0.4976 s 98.70% 50 0.573501 0.573499 99.99% 89.9577 s 2.0026 s 97.77%
60 0.048056 0.048055 99.99% 65.1257 s 1.1197 s 98.28% 100 0.573534 0.573534 100% 195.6205 s 4.0419 s 97.93%
120 0.048056 0.048056 100% 189.9385 s 4.1721 s 97.80% 150 0.573540 0.573540 100% 324.3019 s 7.3008 s 97.75%
Mean 100% Accuracy 99.99% 100% Time Mean 100% Accuracy 99.99% 100% Time
saving 98.33% saving 97.86%
Fig. 5. Optimal control prole for batch reactor problem with control saturation.
maxJ x2 1
ud
s:t:x_ 1 u 0:5u2 x1
x_ 2 ux1
x0 1; 0T
0 r ut r 5
Fig. 6. Optimal state proles for batch reactor problem with control saturation. Fig. 7. Optimal control prole for Van der Pol oscillator problem.
Table 3
Results for Van der Pol oscillator problem.
Fig. 8. Optimal state proles for Van der Pol oscillator problem.
et al. [43] obtained a value of 0.57284 by employing the ant colony
optimization. The obtained optimal value 0.573540 is better than
the results obtained by Rajesh et al. [43] and close to the result optimal value 2.9540 is obtained, and its corresponding optimal
0.5735429 obtained by Vassiliadis, that also indicate the efciency proles of control and state are shown in Figs. 7 and 8,
of the proposed approach. respectively.
Vassiliadis [20] solved this problem with control parameteriza-
7.3. Van der Pol oscillator tion technique and obtained a value 2.95436. Bell and Sargent [38]
transformed the original problem to a two-point boundary-value
This is a well-known problem which has been studied by many problem and achieved a value of 2.9758. Comparing with the listed
researchers [20,38,44]. The optimal control problem is: literature results, the optimal value 2.9540 of the proposed
method is slightly better, which reveals the effectiveness of the
minJ x3 5 proposed method.
ud
It is important to note that, no matter how many segments are
s:t:x_ 1 1 x22 x1 x2 u
divided, the CPU time of proposed method is considerably less
x_ 2 x1
than the corresponding time of traditional CVP method, even
x_ 3 x21 x22 u2 when the segments number of proposed method is fourfold of
x0 0; 1; 0T traditional CVP method. Thus, within the same time, a better result
x1 t Z 0:4 can be achieved by fast-CVP with more segments comparing to the
0:3 rut r1 traditional CVP method.
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