Multi-parametric Quadratic Programming Research Articles

Novel solution strategies for multiparametric nonlinear optimization problems with convex objective function and linear constraints

AbstractThis paper expands the multiparametric quadratic programming (mp-QP) framework presented in Narciso et al. (Comput Chem Eng 164:107882, 2022. https://doi.org/10.1016/j.compchemeng.2022.107882) to the more general multiparametric nonlinear programming (mp-NLP) case. First, the vector of parameters in mp-NLP problems is recast so that a unique transformed parameter is implicitly assigned to each of the inequality constraints. Maps of critical regions in this transformed space of parameters feature a set of 1-dimensional parametric edges (two per inequality constraint), which then greatly facilitate solution calculation. In the mp-NLP case, however, parametric edges define nonlinear semi-infinite lines; this requires an adaptation to the mp-QP algorithm (deals with linear parametric edges only), to enable a suitable calculation path to the more general nonlinear case. Three routes are proposed to mp-NLPs: the first route delivers solutions in compact form (same format as in mp-QP) using a single reference point per edge; the second route delivers explicit solutions using a hybrid approach for critical region construction, where all active sets not detected in the parameters space are excluded from the solution (equivalent to first route concerning accuracy); the third route builds on the initial explicit solution and further partitions the parameters space until all solution fragments satisfy an error check. Five algorithms were coded for these routes, and tested in a large range of mp-NLP problems. These strategies enable significant improvements in terms of solution accuracy, algorithm efficiency, and interpretability when compared to the state-of-the-art mp-NLP algorithms.

Explicit machine learning-based model predictive control of nonlinear processes via multi-parametric programming

Machine learning-based model predictive control (ML-MPC) has been developed to control nonlinear processes with unknown first-principles models. While ML models can capture nonlinear dynamics of complex systems, the complexity of ML models leads to increased computation time for real-time implementation of ML-MPC. To address this issue, in this work, we propose an explicit ML-MPC framework for nonlinear processes using multi-parametric programming. Specifically, a self-adaptive approximation algorithm is first developed to obtain a piecewise linear affine function that approximates the behaviors of ML models. Then, multi-parametric quadratic programming (mpQP) problems are formulated to generate the solution map for states in discretized state–space. Furthermore, to accelerate the implementation of explicit ML-MPC, a neighbor-first search algorithm is developed. Finally, an example of a chemical reactor is used to demonstrate the effectiveness of the explicit ML-MPC.

Distributed Multi-Area Intraday Economic Dispatch Using Modified Critical Region Projection Algorithm

Convergence acceleration is always a critical issue in distributed multi-area scheduling. The critical region projection (CRP) algorithm based on multi-parametric quadratic programming (MPQP) shows better convergence performance for multi-area static economic dispatch. However, its imperfect decomposition framework cannot be directly applied to dynamic economic dispatch. Therefore, this paper modifies the CRP algorithm to achieve fast distributed multi-area intra-day economic dispatch (MAIDED). First, we introduce slack variables to each area and add the corresponding penalty term into their objective functions to present a primal decomposition framework with penalty relaxation. It is more realistic than the decomposition framework of traditional CRP (TCRP). Then, an iterative algorithm of double spatial scale search (DSSS) is developed to improve the convergence rate of distributed solving based on the similar optimal value function in adjacent critical regions (CRs). Moreover, we design an initial value selection method based on data fitting to further reduce the number of iterations. Finally, three interconnected power systems of different sizes are used for numerical testing to demonstrate that the proposed modified CRP (MCRP) algorithm can meet the practical application and has higher convergence efficiency. <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Note to Practitioners</i> —This paper is motivated by the problem of distributed MAIDED for power systems but it also applies to other multi-agent networks with a coordinator. The convergence speed of the existing distributed optimization algorithm is slow, which increases the risk of communication failure and attack. Meanwhile, more iterations will result in increased communication and computing costs. This paper modified the TCRP algorithm for high-efficient distributed MAIDED. The penalty relaxation is used to ensure that the decomposition framework is consistent with the actual system operation. The DSSS algorithm and the initial value selection method based on data fitting are designed to effectively reduce the number of iterations. In this paper, the DSSS is that the coordinator enlarges the CRs uploaded from each area to perform a rough optimization for approaching the global optimal solution fast, and then in the next iteration, conducts a precise optimization like the TCRP algorithm to determine the precise optimal solution. The numerical testing of the interconnected power systems of different sizes indicates that the MCRP algorithm has fewer iterations and calculation times than the TCRP algorithm. Future work will extend the MCRP algorithm to solve the distributed multi-area unit commitment problem.

Dealing with infeasibility in multi-parametric programming for application to explicit model predictive control

Motivated by explicit model predictive control, we address infeasibility in multi-parametric quadratic programming according to the exact penalty function approach, where some user-chosen parameter-dependent constraints are relaxed and the 1-norm of their violation is penalized in the cost function. We characterize the relation between the resulting multi-parametric quadratic program and the original one and show that, as the penalty coefficient grows to infinity, the solution to the former provides a piecewise affine continuous function, which is an optimal solution for the latter over the feasibility region, while it minimizes the 1-norm of the relaxed constraints violation over the infeasibility region.

Coordinated Dispatch Optimization between the Main Grid and Virtual Power Plants Based on Multi-Parametric Quadratic Programming

Virtual power plants (VPPs) are a critical technology for distribution systems that can integrate various renewable energy resourcescontrollable loads and energy storage systems into one specific power plant through a distributed energy management system. This paper proposes a coordinated dispatch optimization model between the main grid and VPPs aiming to minimize both the power generation cost and total system active loss. When the time of the equivalent dispatching model is not divisible due to the existence of a time coupling constraint inside the VPPs, this model can obtain the global optimal solution through iteration between the main grid and the VPPs. By employing multi-parametric quadratic programming to obtain accurate critical domains and optimal cost functions, the convergence speed and stability are significantly improved. Additionally, a reactive power and voltage optimization technique leveraging the generalized Benders decomposition is presented for the coordination of the main grid and the VPPs. Moreover, the impact of distributed energy resource (DER) clusters on the main grid was studied, from which we proved that the proposed approach can expeditiously abate energy production expenditure and system active dissipation whilst enhancing the system equilibrium.

Explicit model predictive control through robust optimization

AbstractA strategy that calculates an explicit state feedback policy to regulate constrained uncertain discrete‐time uncertain linear systems is presented. We consider uncertain processes, affected by box‐bounded multiplicative uncertainty as well as bounded additive uncertainty with linear state and inputs constraints. The proposed method includes (i) the calculation of a terminal set constraint and (ii) the robust reformulation of state constraints in the prediction horizon. These features allow the derivation of the desired policy by solving a single multiparametric quadratic programming problem that guarantees feasible operation in the presence of uncertainty. Additionally, we employ variable and constraint elimination approaches to enhance the computational performance of the strategy. We demonstrate the steps and benefits of these developments with a numerical example and a chemical engineering case study.

Optimisation with Parametric Uncertainty: an ADMM Approach

To solve convex optimisation problems we rely on iterative algorithms, but when the problem contains parameters that need to be estimated from measurements with noise, another iterative process is needed to perform estimation. In this paper we devise a modified version of the Alternating Direction Method of Multipliers (ADMM) that performs parameter estimation simultaneously with optimisation. Given a convergent parameter estimate, and assuming that the cost function can be expressed in terms of a multi-parametric quadratic program (mp-QP), we prove convergence of the objective values, dual variables and primal residual. Simulation results show that the rate of convergence tracks that of the estimator up to an upper limit that is characterised by convergence rate of ADMM with no parametric uncertainty.

A new solution strategy for multiparametric quadratic programming

An innovative paradigm is presented in this paper for convex multiparametric quadratic programming (mp-QP), and made possible by a convenient transformation of the vector of parameters, and expansion of the corresponding parameter space. Solutions of mp-QP problems are now presented in a highly compact form, in place of deriving explicit expressions for all critical regions and optimizer functions, as is the standard practice in the field. This represents two significant advantages over the state-of-the art mp-QP algorithms: firstly, this paradigm offers a much less expensive path for solution calculation; secondly, these compact solutions require minimal storage requirements. This is particularly significant for mp-QP problems including many inequality constraints, which can now be addressed with minimal computational burden. Compact solutions may then be explored to obtain the explicit solutions for the original mp-QP problems if required, where the original parameter dependence and bounds are recovered.

Active Jet Noise Control of Turbofan Engine Based on Explicit Model Predictive Control

The active jet noise control received significant attention due to the little influence it has on the engine performance. The active jet noise control is a multivariable problem because it needs to achieve the simultaneous closed-loop control of jet noise and engine performance. Model predictive control (MPC) has great application potentials in the field of multivariable control of aero-engines, but the real-time performance of MPC is intractable. This paper proposed an active jet noise controller of a turbofan engine, based on explicit model predictive control (EMPC). An integrated model of turbofan engine and jet noise, which calculates the engine parameters and jet noise in real time, was established. The online computational burden of MPC was transferred to offline computation using multi-parametric quadratic programming (MPQP). To improve the efficiency of the online positioning algorithm, the sequence search method was replaced by a binary search tree. Step simulations were performed to test the effectiveness of the proposed controller. The results show that the proposed EMPC controller not only achieves the simultaneous control of jet noise and the turbofan engine, but also improve the real-time performance greatly.

Idle speed control with low-complexity offset-free explicit model predictive control in presence of system delay

The requirement for continual improvement of idle speed control (ISC) performance is increasing due to the stringent regulation on emission and fuel economy these days. In this regard, a low-complexity offset-free explicit model predictive control with constraint horizon is designed to regulate the idle speed under unmeasured disturbance in presence of system delay with rigorous formulation. Particularly, we developed a high-fidelity 4-stroke gasoline-direct injected spark-ignited engine model based on first-principles and test vehicle driving data, and designed a model predictive ISC system. To handle the delay from intake to torque production, we constructed a control-oriented model with delay augmentation. To reject the influence of torque loss, we implemented the offset-free MPC scheme with disturbance model and estimator. Moreover, to deal with the limited capacity assigned for the controller in the engine control unit and the short sampling interval of the engine system, we formulated a low-complexity multiparametric quadratic program with constraint horizon in presence of system delay in state and input variables, and obtained an explicit solution map. To demonstrate the performance of the designed controller, a series of closed-loop simulations were performed. The developed explicit controller showed proper ISC performance in presence of torque loss and system delay.

Complexity Certification of Proximal-Point Methods for Numerically Stable Quadratic Programming

When solving a quadratic program (QP), one can improve the numerical stability of any QP solver by performing proximal-point outer iterations, resulting in solving a sequence of better conditioned QPs. In this letter we present a method which, for a given multi-parametric quadratic program (mpQP) and any polyhedral set of parameters, determines which sequences of QPs will have to be solved when using outer proximal-point iterations. By knowing this sequence, bounds on the worst-case complexity of the method can be obtained, which is of importance in, for example, real-time model predictive control (MPC) applications. Moreover, we combine the proposed method with previous work on complexity certification for active-set methods to obtain a more detailed certification of the proximal-point method's complexity, namely the total number of inner iterations.

Binary search tree-based explicit MPC controller design with Kalman filter for vehicular adaptive cruise system

The adaptive cruise control (ACC) system has received significant attention due to traffic safety improvement, traffic throughput increment, and energy conservation. Model Predictive Control (MPC) has been successfully applied in the control of multi-objective vehicular ACC. However, as a state-feedback policy, MPC requires full state measurement. Meanwhile, the real-time performance of MPC is intractable. This paper proposes to estimate the state value and disturbance value with an extended state Kalman filter to deal with measurement uncertainty. The Kalman filter is based on an augmented state-space model which takes the disturbance term as a new state. To improve real-time performance, this paper suggests employing an explicit MPC (EMPC) based on binary search tree to move the online computational burden of MPC to offline computation by multi-parametric quadratic programming (MPQP). An improved algorithm to solve the MPQP problem offline is proposed, which is initialized discarding the requirement of parameters range, while previous methods need. In the simulated measurement process, the extended state Kalman filter can effectively reduce noise and accurately estimate the value of state and disturbance in the car-following model. Simulations in different scenarios are performed to test the effectiveness of the proposed ACC controller. Results show that the proposed EMPC for the ACC system can improve the real-time performance of the MPC with little loss of performance. On average, the EMPC via binary search is 95.8 times faster than the MPC with the same parameters as EMPC for the studied ACC system. And it has better overall performance compared with the ACC with collision avoidance (CA-ACC) method.

Coordinated Optimal Power Flow for Integrated Active Distribution Network and Virtual Power Plants Using Decentralized Algorithm

With the wide application of distributed energy technology in active distribution networks (ADNs), virtual power plants (VPPs) are introduced as a promising integration and management technology. To coordinate their operation schedule and ensure confidentiality, we establish a coordinated optimal power flow (OPF) model and propose an efficient decentralized algorithm based on multi-parametric quadratic programming and Benders decomposition. In feasible sub-problems, the quadratic exchanging functions are built, which greatly accelerates the convergence process. In infeasible sub-problems, feasible cut sets can be calculated based on benders decomposition. Besides, an effective relaxation method is developed to address the degeneracy problem. To eliminate redundant feasible cut sets, a predetermined feasible region is constructed according to the characteristics of each VPP. The effectiveness of the proposed method is demonstrated via numerical tests using two cases of different scales. The results show that the proposed method converges much faster than some prevailing methods. Furthermore, the coordinated OPF has a better fuel economy than the conventional OPF scheme.

On Prediction Model Fidelity in Explicit Nonlinear Model Predictive Vehicle Stability Control

This study discusses vehicle stability control based on explicit nonlinear model predictive control (NMPC) and investigates the influence of prediction model fidelity on controller performance. The explicit solutions are generated through an algorithm using multiparametric quadratic programming (mp-QP) approximations of the multiparametric nonlinear programming (mp-NLP) problems. Controllers with different prediction models are assessed through objective indicators in sine-with-dwell tests. The analysis considers the following prediction model features: 1) nonlinear lateral tire forces as functions of slip angles, which are essential for the operation of the stability controller at the limit of handling. Moreover, a simple nonlinear tire force model with saturation is shown to be an effective alternative to a more complex model based on a simplified version of the Magic Formula; 2) longitudinal and lateral load transfers, playing a crucial role in the accurate prediction of the lateral tire forces and their yaw moment contributions; 3) coupling between longitudinal and lateral tire forces, which has a significant influence on the front-to-rear distribution of the braking forces generated by the controller; and 4) nonlinear peak and stiffness factors of the tire model, with visible yet negligible effects on the results.

Exact Complexity Certification of a Nonnegative Least-Squares Method for Quadratic Programming

In this letter we propose a method to exactly certify the complexity of an active-set method which is based on reformulating strictly convex quadratic programs to nonnegative least-squares problems. The exact complexity of the method is determined by proving the correspondence between the method and a standard primal active-set method for quadratic programming applied to the dual of the quadratic program to be solved. Once this correspondence has been established, a complexity certification method which has already been established for the primal active-set method is used to also certify the complexity of the nonnegative least-squares method. The usefulness of the proposed method is illustrated on a multi-parametric quadratic program originating from model predictive control of an inverted pendulum.

A class of multi-parametric quadratic program with an uncertain objective function

In this paper we analyze a class of multi-parametric quadratic program (mpQP) with parameters in the objective function. Except for parameters in coefficients associated with the linear term, the coefficient of the quadratic term, which is a positive definite matrix, is multiplied by a scalar parameter, while the quadratic coefficient of a standard mpQP is deterministic. We reveal the optimal solution is a linear fractional function in the parameters, and the critical regions remain polyhedral. The discussed mpQP can be reformulated as a standard mpQP via variable and parameter transformations. The proposed method is used to evaluate the economic operation of a residential energy system under time-and-level-of-use electricity pricing, highlighting the potential application in practical problems.

An explicit model predictive controller for constrained stochastic linear systems

In this paper we introduce an explicit Model Predictive Controller (eMPC) for a linear system subject to an additive stochastic disturbance with bounded support. The finite horizon control problem that is solved to determine the eMPC consists in minimizing an average quadratic cost subject to robust linear constraints involving state and input. By resorting to a control law parametrization that is affine in the disturbance, the finite horizon control problem is reformulated as a convex quadratic optimization program and solved via multiparametric quadratic programming. The resulting eMPC is piecewise affine as a function of the state. The proposed approach is compared with an alternative min-max approach from the literature on a numerical example.

Exact Complexity Certification of an Early-Terminating Standard Primal Active-Set Method for Quadratic Programming

In this paper we present a method to exactly certify the iteration complexity of a primal active-set algorithm for quadratic programs which is terminated early, given a specific multi-parametric quadratic program. The primal active-set algorithm’s real-time applicability is, hence, improved by early termination, increasing its computational efficiency, and by the proposed certification method, providing guarantees on worst-case behaviour. The certification method is illustrated on a multi-parametric quadratic program originating from model predictive control of an inverted pendulum, for which the relationship between allowed suboptimality and iterations needed by the primal active-set algorithm is presented.

Explicit MPC for column‐type EPS systems

For decades, electric power steering (EPS) systems have replaced hydraulic-assist steering systems. The main purpose of EPS systems is to generate an assist torque using an electric motor for the improvement of the driving comfort. The proposed controller is designed against a model predictive control (MPC) and linear quadratic regulator (LQR) for a comparison in terms of generating a desired value of the assist torque. The motion equations of a column-type EPS system are derived in this study. Meanwhile, MPC has been regarded as an effective control method for constrained problems because this method can anticipate future events of the system. However, the repeated online optimisation imposes huge computational complexity. The proposed scheme explicitly obtains the current control law by adopting a multi-parametric quadratic programming technique. The proposed controller is evaluated in MATLAB/Simulink and a hardware-in-the-loop simulation using the Infineon automotive TriCore AURIX TC277 microcontroller. The simulation and experimental results confirmed that the proposed controller successfully tracks the reference value while reducing the computational burden. It is also shown by conducting experiments with various vehicle speeds that the tracking ability of the explicit model predictive controller (MPC controller) is superior to that of the LQR controller.

Explicit MPC Based on the Galerkin Method for AGC Considering Volatile Generations

The imbalance of generation and load caused by the increasing integration of volatile generations poses challenges on frequency regulation. AGC is required to respond to the generation fluctuations without violating operational and security constraints. Explicit model predictive control (EMPC) provides an approach to reaching such requirements, which calculates the control laws of MPC in an explicit form, allowing for offline validation of the controller and enabling fast online computation. However, the partition number of EMPC's piecewise affine control laws grows exponentially with the number of constraints and prediction/control horizons, which hinders its application in large systems. In this paper, we propose an alternative explicit control approach for AGC by approximating the control laws of EMPC using Legendre polynomial series expansions, thus entirely eliminating the partition issue. The Galerkin method is applied to the KKT conditions of EMPC's multiparametric quadratic programming (mp-QP) problem to compute the approximation. Case studies in an illustrative system and IEEE 118-Bus System verify the performance and efficiency of the proposed controller.