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Constrained Open-loop, closed-loop control and real-time optimization of systems governed by large DE models

The paper reports on recent progress in the real-time computation of constrained closed-loop optimal control, in particular the special case of nonlinear model predictive control, of large DAE systems arising e.g. from semi-discretization of instationary PDE. Through a combination of, a. o., a direct multiple shooting approach, a constrained Gauss-Newton method and an operation point embedding, a so-called "real-time iteration" approach has been developed in the last few years. One of the basic features is that in each iteration of the optimization process, new process data are being used. Through precomputation - as far as possible - of Hessian gradients and QP factorizations the response time to perturbations of states and systems parameters is minimized. In real experiments for a distillation column the new approach has been shown to be orders of magnitude faster than previous approaches based on application of off-line optimization methods. For the special class of NMPC problems to guarantee globally stable closed-loop controls, also the new approximate scheme is shown to be nominally stable. It is also shown how the approach can be further drastically accelerated by special algorithmic schemes for on-line feasibility and optimality improvement. The paper is based on joint work of the Heidelberg optimization group (M. Diehl, E. Kostina, A. Schaefer, and J. P. Schloeder) and the Stuttgart process control group (F. Allgoewer, R. Findeisen).

Type of Seminar:
Public Seminar
Prof. Hans -Georg Bock
IWR, Universität Heidelberg, Germany
Jan 16, 2006   16:30

ETH Zentrum, Building HG, Room E41
Contact Person:

Prof. Manfred Morari
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Biographical Sketch:
Hans Georg Bock (Germany) is professor of Scientific Computing and head of the Interdisciplinary Center for Scientific Computing at the University of Heidelberg in Germany. He received a PhD in Applied Mathematics from the University of Bonn in 1986 and an honorary PhD from the Institute of Mathematics of Vietnam Academy of Science and Technology in 2000. He was visiting professor at Heidelberg (1987-1988) and full professor at the Universities of Augsburg (1988-1991) and Heidelberg (1991 to present). His recent research interests include direct optimization methods for the real-time computation of constrained closed-loop control, on-line state and parameter estimation, and non-standard optimization and optimal control problems such as stability optimization of gait patterns and control problems in optimum experiment design. Application areas are mostly in mechanical, chemical and process engineering and are changing towards systems biology. He is also interested in the development of computational methods for the preservation of cultural heritage and involves himself in temple conservation projects in the Angkor region in Cambodia. He is the author of over 120 scientific publications, co-editor of two book series and three scientific journals. He is member of the Scientific Advisory Boards of the Research Network „Modeling and Simulation“ at the University of Dortmund and the „Center of Multiscale Biomolecular Modeling, Bioinformatics and Applications“ at the University of Warsaw. He is chairman of the International PhD Research Programme „Complex Processes: Modeling, Simulation and Optimization“ at Heidelberg and Warsaw and chairman of the University Senate’s Committee for Development of Computer Science and Computational Science.