A sequential quadratic penalty method for nonlinear semidefinite programming

2003-2004 > Academic research: refereed > Publication in refereed journa

Efficient Nonlinear Programming Algorithms for Chemical Process Control and Operations

Nonlinear programming (NLP) has been a key enabling tool for model-based decision-making in the chemical industry for over 50 years. Opti-mization is frequently applied in numerous ar-eas of chemical engineering including the de-velopment of process models from experimen-tal data, design of process flowsheets and equip-ment, planning and scheduling of chemical pro-cess operations, and the analysis of chemical pro-cesses under uncertainty and adverse conditions. These off-line tasks frequently require the solu-tion of NLPs formulated with detailed, lareg-scale process models. More recently, these tasks are complemented by time-critical, on-line optimization problem

Second order optimality conditions and their role in PDE control

If f : Rn R is twice continuously differentiable, f’(u) = 0 and f’’(u) is positive definite, then u is a local minimizer of f. This paper surveys the extension of this well known second order suffcient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled order sufficient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled? It turns out that infinite dimensions cause new difficulties that do not occur in finite dimensions. We will be faced with the surprising fact that the space, where f’’(u) exists can be useless to ensure positive definiteness of the quadratic form v f’’(u)v2. In this context, the famous two-norm discrepancy, its consequences, and techniques for overcoming this difficulty are explained. To keep the presentation simple, the theory is developed for problems in function spaces with simple box constraints of the form a = u = ß. The theory of second order conditions in the control of partial differential equations is presented exemplarily for the nonlinear heat equation. Different types of critical cones are introduced, where the positivity of f’’(u) must be required. Their form depends on whether a so-called Tikhonov regularization term is part of the functional f or not. In this context, the paper contains also new results that lead to quadratic growth conditions in the strong sense. As a first application of second-order sufficient conditions, the stability of optimal solutions with respect to perturbations of the data of the control problem is discussed. Second, their use in analyzing the discretization of control problems by finite elements is studied. A survey on further related topics, open questions, and relevant literature concludes the paper.The first author was partially supported by the Spanish Ministerio de Economía y Competitividad under project MTM2011-22711, the second author by DFG in the framework of the Collaborative Research Center SFB 910, project B6

Explicit Approximate Model Predictive Control of Constrained Nonlinear Systems with Quantized Input

Abstract: In this paper, a Model Predictive Control problem for constrained nonlinear systems with quantized input is formulated and represented as a multiparametric Nonlinear Integer Programming (mp-NIP) problem. Then, a computational method for explicit approximate solution of the resulting mp-NIP problem is suggested. The proposed approximate mp-NIP approach is applied to the design of an explicit approximate MPC controller for a clutch actuator with on/off valves.