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ISA Transactions 58 (2015) 248254

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ISA Transactions
journal homepage: www.elsevier.com/locate/isatrans

Fast engineering optimization: A novel highly effective control


parameterization approach for industrial dynamic processes
Ping Liu, Guodong Li, Xinggao Liu n
State Key Laboratory of Industrial Control Technology, Department of Control Science & Engineering, Zhejiang University, Hangzhou 310027, China

art ic l e i nf o a b s t r a c t

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

xt A n and ut A r are, respectively, state and control of the


process at time t; f :  n  r -n is a given function con- xt 0 x0 9
tinuously differentiable with respect to each of its arguments; and Operational requirements on systems (8) and (9) including the
x0 is a given initial state. objective and canonical constraint functionals g j , j A f0g [ [ , as
Dene the control restraint set well as path constraints hj , j A s, for Problem (P) can be can be
U fv v1 ; ; vr T A r : uLi rvi r uUi ; i 1; ; rg modeled as follows:
p Z tk
X
where uLi and uUi , i 1; ; r, are the given constrains. Any measur- g j j xt f j Lj t; xtj; k dt: 10
able function u : t 0 ; t f -r such that ut A U almost everywhere k1 tk  1

in t 0 ; t f  is said to be an admissible control. Let U denote the class


where j : - and Lj :  n  r - are given functions.
n
of all such admissible controls.
And the path constraints then become:
For a given u A U, let x U ju be the corresponding solution to (1)
that satises the initial condition (2). Suppose that the following X
p
hj t; xtj ; k t k  1 ;tk t 11
canonical constraints and path constraints are required to be
k1
satised:
( Note that the path constraints can also be expressed by an
Z tf 0; jA alternative integral formulation:
g j u j xt f j u Lj t; xtj u; utdt 3
Z 0; j A p Z tk
t0 X
g j min fhj t; xtj; k ; 0gdt 0; j A s 12
k1 tk  1
hj t; xtj u; ut Z0; jAs 4
Problem (P1) Given system (8) and the initial condition (9), nd a
where is the index set of standard equality constraints, is the control parameter vector A such that the cost function g 0 is
index set of standard inequality constraints, s is the index set of minimized over .
path constraints, j : n - and Lj :  n  r - are given
functions continuously differentiable with respect to each of their Theorem 3.1. Suppose that un is an optimal control for Problem (P).
n
arguments. Let n be an optimal parameter vector for Problem (P1) and let u~ be
Denote by F the set of all u A U satisfying (3) and (4), the the corresponding piecewise constant control constructed from n .
n
optimal control problem is stated as follows. Then lim g 0 u~ g 0 un .
p-1
250 P. Liu et al. / ISA Transactions 58 (2015) 248254

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

4. Smoothed penalty function method 6.1. Approximation strategy

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

(4) Use x Uj 0 with Eq. (25) to calculate cost function g ; 0


0
and constraints g j 0 ,j A [ .
(5) Use x Uj 0 and j Uj 0 with Eq. (24) to compute the
gradients of g ; 0
0 and g j , j A [ , at .

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.

(1) Set initial penalty parameter , increase coefcient cc 4 1,


initial smoothing parameter , decrease coefcient
d0 o d o 1, tolerance tol for penalty.
(2) Input initial control parameters 0 and subinterval length h.
Fig. 2. Computational process of a variable step algorithm in each time subinterval. Set the number of optimization k 0.
(3) Solve Problem (P3) with Algorithm 6.1 for the calculation of
functions and gradients, a set of new control parameter k 1
xt k1 hi , while, the variable step algorithm should calculate the and g ; k 1
0 can be obtained.  
P
np
(4) Check the convergence criterion g ; k 1
 g ; k 
xt k1 hi at different time nodes to ensure a high accuracy. 0 0 o tol, if
i1 satised then go to step (5), otherwise go to step (6)
Denote, N 1 is the nodes number of xt solved by the fast (5) Stop and output k 1 as an approximate solution for
approximation algorithm in the whole time horizon, and N2 is the Problem (P).
nodes number of xt solved by the variable step algorithm in the (6) Set k : k 1, : c, : d, then go back to step (3).
whole time horizon. Then, it can be calculated that N 1 p,
N 2 n1 n2 np , nj Z 1; j 1; 2; ; p.
The time complexity of the fast approximation method is
7. Numerical examples
TN1 Op, and that of the variable step algorithm is
Pp
TN2 O nj . The space complexity of the fast approximation Three classical benchmark problems are tested with several
j1 discretization levels in this section. For comparison, the traditional
method is SN 1 Orp, and that of the variable step algorithm is CVP algorithm is also employed as the comparative basis.
P
p
Optimizations are carried out by the SQP solver in FMINCON of
SN 2 Or ni .
i1 MATLAB, and the relevant differential equations in CVP algorithm
It is obvious that the time complexity of the fast approximation are handled by a variable-step integration method named ODE45.
method is decreased when compared to the traditional variable All of these computations are carried on a PC constituted by Intel
step algorithm, thus, the solving efciency of differential equations (Core i5)/3.1 GHz and DDR III/8G.
in dynamic process simulation can be improved. In addition, to
obtain a good numerical accuracy of solution, in each time 7.1. Catalyst mixing problem
subinterval, the traditional variable step algorithm should be a
large number. In our current work, TN1 =TN 2 r 1=10, which This problem considers a plug-ow reactor, packed with two
makes more than 90% computation time saving when compare to catalysts, involving the reactions: A2B-C. The optimal mixing
the traditional variable step algorithm. policy of the two catalysts has to be determined in order to
Remark 6.2.1. It should be note that, as the numerical accuracy of maximize the production of species C. This problem in the
trapezoidal integration is less than the fourth-order RungeKutta following was originally proposed by Gunn [34], and subsequently
method, the accuracies of objective and constraint functions, as considered in many studies [14,20,3540].
well as their respective gradients, are curbed by the trapezoidal maxJ 1  x1 1  x2 1
ud
integration. To improve the accuracy of solution, one way is
s:t:x_ 1 u10x2  x1
increasing the segments number p. And another way is converting
the functions g j , j A f0g [ [ into Mayer form, where Lj 0, so x_ 2 ux1  10x2 1 ux2
that the Lj in Hamiltonian (18) and the trapezoidal integration x0 1; 0T
terms in function (25) are eliminated. 0 r ut r1

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.

Number of J CPU time Number of J CPU time


segments segments
Traditional Current work Traditional Current work Traditional Current work Traditional Current work
CVP CVP CVP CVP
Fast-CVP Accuracy Fast- Saving Fast-CVP Accuracy Fast- Saving
(%) CVP (%) (%) CVP (%)

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. 3. Optimal control prole for catalyst mixing problem.

Fig. 5. Optimal control prole for batch reactor problem with control saturation.

researchers [20,36,37,4043], where a tubular reactor makes two


products according to the parallel reaction: A-B, A-C. The
objective is to maximize the yield of B at the nal time, and the
dimensionless model describing this optimal problem is

maxJ x2 1
ud

s:t:x_ 1  u 0:5u2 x1
x_ 2 ux1
x0 1; 0T
0 r ut r 5

To solve this problem, the tolerance of FMINCON for optimiza-


tion is set to 10  6 and set 10  7 for the ODE45 solver in the
Fig. 4. Optimal state proles for catalyst mixing problem.
classical CVP algorithm for comparison. The obtained results listed
in Table 2 indicate that, with the segments increasing, the results
method, is consistent with the analytical result 0.04805569 and of traditional CVP and the proposed method converge to the same
the best literature value 0.0480557 obtained by Vassiliadis, which optimal value 0.573540. Correspondingly, the optimal proles of
reveals the efciency of the proposed fast-CVP approach. control and state with 150 subintervals are shown in Figs. 5 and 6,
Note that the traditional CVP algorithm using 65.1257 s to respectively. Results in Table 2 indicate that, when traditional CVP
achieve the optimal value 0.048056, the proposed fast-CVP algorithm consuming 195.6205 s and 324.3019 s to achieve the
method needs only 4.1721 s, which saves 93.6% of the CPU time values 0.573534 and 0.573540, respectively, the fast-CVP method
of traditional CVP algorithm. In this example, when the proposed needs only 4.0419 s and 7.3008 s, which respectively save 97.93%
method achieves a same result as traditional CVP algorithm, and 97.75% of CPU time of traditional CVP. And the fast-CVP
averagely 94.9% of CPU time can be saved. method averagely saves 97.8% of time to get the same result as
traditional CVP. These reveal again that the proposed method is
7.2. Batch reactor with control saturation more efcient than the traditional CVP, especially when the
segments increase.
Consider the batch reactor optimal control problem with Vassiliadis [20] solved this problem by applying control para-
control variable saturation, which has been studied by several meterization technique, the value 0.5735429 was obtained. Rajesh
P. Liu et al. / ISA Transactions 58 (2015) 248254 253

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.

Number of J CPU time


segments
Traditional Current work Traditional Current work
CVP CVP
Fast- Accuracy Fast- Saving
CVP (%) CVP (%)

30 2.9621 2.9645 99.92% 27.8676 s 0.3715 s 98.66%


50 2.9566 2.9572 99.98% 62.1388 s 1.0841 s 98.25%
100 2.9545 2.9546 99.99% 151.5778 s 2.4642 s 98.37%
200 2.9540 2.9540 100% 376.3053 s 6.3435 s 98.31%
Mean 100% Accuracy 99.97% 100% Time
saving 98.40%

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.

The problem is solved numerically with the tolerances of


FMINCON and ODE45 are set to 10  4 and 10  5 , respectively. 8. Conclusions
The obtained results are listed in Table 3. When the time horizon is
divided into 30 segments, the traditional CVP method generates an This paper presents an efcient fast control parameterization
optimal value of 2.9621, slightly better than the result obtained by approach for the engineering optimization of industrial dynamic
fast-CVP algorithm. However, as the number of segments processes, where the part of process simulation is simplied to
increases, the accuracy of the proposed method is improved improve the overall optimization efciency of CVP method. Dif-
gradually, and the nally obtained result is the same as the one ferent from the traditional CVP strategy which pays a lot of
generated by traditional CVP method, but with a much shorter attention on the accuracy of the differential equations solution,
time, which is 98.31% less than the CPU time of traditional CVP the fast-CVP approach focuses on a good approximation to the
method. When the interval number is increased to 200, the optimal control proles, where the computational expenses of the
254 P. Liu et al. / ISA Transactions 58 (2015) 248254

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