2,542 research outputs found
A Simple and Efficient Algorithm for Nonlinear Model Predictive Control
We present PANOC, a new algorithm for solving optimal control problems
arising in nonlinear model predictive control (NMPC). A usual approach to this
type of problems is sequential quadratic programming (SQP), which requires the
solution of a quadratic program at every iteration and, consequently, inner
iterative procedures. As a result, when the problem is ill-conditioned or the
prediction horizon is large, each outer iteration becomes computationally very
expensive. We propose a line-search algorithm that combines forward-backward
iterations (FB) and Newton-type steps over the recently introduced
forward-backward envelope (FBE), a continuous, real-valued, exact merit
function for the original problem. The curvature information of Newton-type
methods enables asymptotic superlinear rates under mild assumptions at the
limit point, and the proposed algorithm is based on very simple operations:
access to first-order information of the cost and dynamics and low-cost direct
linear algebra. No inner iterative procedure nor Hessian evaluation is
required, making our approach computationally simpler than SQP methods. The
low-memory requirements and simple implementation make our method particularly
suited for embedded NMPC applications
solveME: fast and reliable solution of nonlinear ME models.
BackgroundGenome-scale models of metabolism and macromolecular expression (ME) significantly expand the scope and predictive capabilities of constraint-based modeling. ME models present considerable computational challenges: they are much (>30 times) larger than corresponding metabolic reconstructions (M models), are multiscale, and growth maximization is a nonlinear programming (NLP) problem, mainly due to macromolecule dilution constraints.ResultsHere, we address these computational challenges. We develop a fast and numerically reliable solution method for growth maximization in ME models using a quad-precision NLP solver (Quad MINOS). Our method was up to 45 % faster than binary search for six significant digits in growth rate. We also develop a fast, quad-precision flux variability analysis that is accelerated (up to 60× speedup) via solver warm-starts. Finally, we employ the tools developed to investigate growth-coupled succinate overproduction, accounting for proteome constraints.ConclusionsJust as genome-scale metabolic reconstructions have become an invaluable tool for computational and systems biologists, we anticipate that these fast and numerically reliable ME solution methods will accelerate the wide-spread adoption of ME models for researchers in these fields
Ill-Conditioning in Matlab Computation of Optimal Control with Time- Delays
A direct transcription method transforms an optimal control problem (OCP) into a nonlinear programming problem (NLP).The resulting NLP can be solved by any NLP solver, such as the Matlab's optimization toolbox, the fsqp, etc.On solving optimization problems using the Matlab's optimization toolbox does not obtain an accurate Hessian matrix at the optimal solution due to the fact that the Hessian matrix is not being evaluated directly from the optimal solution. In this paper we compute the condition numbers associated with the optimal control computation, where the classical forth-order Runge-Kutta method is used for the discretization of the state equations. The computations of optimal solutions are done for different numbers of switching points and quadrature points per a switching interval. Test examples show that the condition numbers of the active constraints, projected Hessian and the whole Lagrangian system are more likely to increase with the number of the switching intervals per a delay interval than by the number of the quadrature intervals per a switching interval. Also, the three medium scale optimization algorithm of the Matlabs optimization toolbox give almost similar condition numbers when used to solve the optimal control problem
Novel Optimisation Framework for Process Synthesis, Design and Intensification Using Rigorous Models
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