Solution of complex optimal control problem with time varying parameters and bound state constraints

Abstract

In the work, a new integrated methodology for the solution of dynamic optimization problem with time varying parameters and bound state constraints was proposed. The dynamic optimization problem was fully discretized with simultaneous method through finite element collocation, and was transferred into nonlinear programing problem. Then with the new predicted profile of time varying parameters and new monitored model structure coefficient in the left time horizon, the dynamic optimization problem was repeatedly solved in the whole time interval based on simulation technique, which was carried out one element by one element and one sub-interval by one sub-interval to obtain good initial guess for NLP solver. Case study of heat pump heating system shows that the proposed methodology can solve this kind of dynamic problem smoothly; better optimal results can be achieved and at the same time, the final state constraints can also be satisfied.