REAL TIME OPTIMIZATION:

A Parametric Programming
Approach

Vivek Dua

You
Y ou Only
Only Solve
Solve
 Parametric Programming
Given:
a performance criterion to minimize/maximize
a vector of constraints
a vector of parameters
Obtain:
the performance criterion and the optimization
variables as a function of the parameters
the regions in the space of parameters where
these functions remain valid
 Parametric Optimization (POP)
x( )
z ( ) min f ( x, )
x

s.t. g ( x, ) 0
x n
s
Critical Region

x( ) Obtain optimal
Obtain optimal solution
solution as
as
aa function
function of
of parameters
parameters
 An Example Linear Model
(Edgar and Himmelblau, 1989) Current Max. Prod.
Crude Oil # 1 Gasoline 24,000 bbl/day
Kerosene 2,000 bbl/day
REFINERY
Fuel Oil 6,000 bbl/day
Crude Oil # 2 Residual
KPE
Objective: Maximize Profit
Parameters:
Gasoline Prod. Expansion (GPE)
Kerosene Prod. Expansion (KPE) GPE

Solve optimization
Solve optimization problems
problems at
at many
many
 Parametric Solution
KPE KPE Region
#1

Region
GPE #2 GPE
Profit = 4.66 GPE + 87.5 KPE + 286759 -0.14 GPE + 4.21 KPE < 896.55
Crude#1 = 1.72 GPE 7.59 KPE + 26207 if 0 < GPE < 6000
Crude#2 = -0.86 GPE + 13.79 KPE + 6897 0 < KPE (REGION #1)

Profit = 7.53 GPE + 30541 -0.14 GPE + 4.21 KPE > 896.55
Crude#1 = 1.48 GPE + 24590 if 0 < GPE < 6000
Crude#2 = -0.41GPE + 9836 KPE < 500 (REGION #2)

Only 22 optimization
Only optimization problems
problems
Real Time Optimization

OPTIMIZER

Control Actions
System State

SYSTEM
Model Predictive Control (MPC)
target
past future
output
manipulated
variable

k k+1 k+p
Prediction Horizon
Model Predictive Control
Ny Nu

min [ x ' ( k )Qx ( k )] [u ( k )' Ru ( k )]

u ( k ),...,u ( k Nu ) k 0 k 0

s.t. x ( k 1) f ( x ( k ), u ( k ))

x min
x ( k 1) x x , k 0,1,..., N
max c

u min
u ( k ) u , k 0,1,..., N
max c

Solve an optimization problem at each time

interval k
Model Predictive Control

min A quadratic and convex function of

discretized state and control variables
s.t. 1. Constraints linear in discretized state
and control variables
2. Lower and upper bounds on state and
control variables

Solve aa QP
Solve QP at
at each
each time
time
interval
interval
Parametric Programming
Approach
State variables Parameters
Control variables Optimization
variables
MPC Parametric Optimization problem
Control variables = F(State variables)
 Multi-parametric Quadratic
Programs
Theorem 1:
z ( ) min c T x 12 x T Qx
x
x and are linear function of
s.t. Ax b F
Theorem 2:
x n
z ( ) is continuous, convex
m
and quadratic
x continuous variables ; parameters ; Lagrange multipliers

Q positive definite constant matrix ; b,c,A,F constant vector/matrices

Critical Region (CR)
CR: the region where a solution remains optimal
Feasibility Condition:
Ax ( ) b F CR
2
1
CR
Optimality Condition: 1
( ) 0 CR
3
CR: CR
A polyhedron
2
Obtain:
rest 1 2 3
CR CR CR CR CR
 Real Time Optimization
POP

PARAMETRIC
OPTIMIZER PROFILE

CONTROL ACTIONS

SYSTEM STATE
Control Actions System State
SYSTEMS
SYSTEM

Function
Function
Example
1

[x
T T T
J ( xt ) min xt 2 Pxt 2
1
2
1
2 t k Qxt k ut k Rut k ]
ut ,ut 1
k 0

s.t.
0.7326 0.0861 0.0609
xt 1 xt ut
0.1722 0.9909 0.0064
yt 0 1.4142 xt

2 ut k 2, k 0,1
Explicit Solution
5.9220 6.8883 2
5.9220 6.8883 x 2
5.9220 6.8883 x if 1.5379 6.8291 2 1
1.5379 6.8291 2

3.4155 4.6452 2.6341
u

2 if 0.1044
0.1259
0.1215 x 0.0353 2,4
0.0922 0.0267

.
.

x2

x1
Explicit Solution
5.9220 6.8883 2
5.9220 6.8883 2
5.9220 6.8883 x if 1.5379 6.8291 x 2 1
1.5379 6.8291 2

3.4155 4.6452 2.6341
2 if 0.1044 0.1215 x 0.0353 2,4
0.1259 0.0922 0.0267

2 if 0.0679 0.0924 x 0.0524
0.1259 0.0922 0.0519 3
0.1259 0.0922 0.0519
u 2 if 0.0679 0.0924 x 0.0524 5

6.4159 4.6953 1.3577
6.4159 4.6953 x 0.6423 if 0.0275 0.1220 x 0.0357
6.4159 4.6953 2.6423 6

3.4155 4.6452 2.6341
2 if 0.1044 0.1215 x 0.0353
0.1259 0.0922 0.0267 7,8
6.4159 4.6953 1.3577


6.4159 4.6953 x 0.6423 if 0.0275 0.1220 x 0.0357 9
6.4159 4.6953 2.6423

 Parametric Programming Approach
Model Predictive Control
Real Time Optimization Problem

Off-line Parametric Optimization Problem

Measurements as Parameters
Control Variables as Optimization variables

x2
Obtain Explicit Control Law
(a) Explicit functions of measurements
(b) Critical Regions where these functions are valid

x1
State-of-the-art Performance
on a simple computational hardware
 Blood Glucose Control
Exogenous
Insulin U(t) dG
P1G X (G Gb ) D (t )
Clearance dt
Plasma Effective
Insulin I(t) Insulin X(t)
dI
n( I I b ) U (t ) V1
dt
Liver Plasma
Glucose G(t)
dX
P2 X P3 I
Exercise, Meals D(t) Tissue dt
State variables: G(t), I(t), X(t)
Control variable: U(t) (Bergman et al., 1981)
Parameters: Pi, n
 Parametric Control of Blood
Glucose
Meals, Exercise
Parametric
Reference
Glucose Glucose
Mechanical
Control Insulin Patient Sensor
Pump
(Off-line)

an in-vivo glucose sensor

a parametric look-up function to manipulate the
insulin delivery rate given a sensor measurement
a mechanical pump
 Control of Anesthesia
Isoflurane uptake
RESPIRATORY SYSTEM
1. Lungs and Heart
2. Vessel rich organs (e.g. DP, SNP Injection
liver)
3. Muscles
1
4. Others
5. Fat

2 5

Pharmacokinetic aspect
Pharmacodynamic aspect 3 4
 Surgery under Anesthesia
100 120
0.6% Isoflurane
90
0.3 g/kg/min SNP 4.5 g/kg/min DP 100
80

70 20 mmHg MAP drop

80
MAP (mmHg)

60

BIS
50 Isoflurane, 60

40
SNP stopped
DP stopped 40
30

20
20
10

0 0
0 100 200 300 400 500 600 700 800 900 1000
time (min)

MAP BIS
Control of Pilot Plant Reactor
Ff
Product
Controller Ca

Tr
Feed
Tj
Reactor
Cooling &
Water Cooling Jacket
Control of Catalytic Converter
(Balenovic and Backx, 2001

CATALYTIC
CONVERTE
R MODEL

Air CATALYTIC
CAR Exhaust Clean
ENGIN Gas CONVERTE Gas
Fuel E R

Clean Exhaust Gas

Control the amount of Oxygen stored on the Catalyst to an
Optimal amount
Use Converter Model as an inferential sensor
Ensuring Minimum Energy Consumption and Maximum
Emissions Reduction
 Parametric Control of Catalytic Converter
AFR = -0.68 OC - 0.0059 EMF + -115.58 OC EMF <= -84.77
0.60
-60.88 OC + EMF <= 33.67
70.90 OC + EMF <= 85.10
186.70 OC EMF <= 44.10
AFR

EMF
M
E

OC
OC: (Fractional) Oxygen
Coverage
EMF: Exhaust Mass Flowrate
OC
(kg/hr)
Concluding Remarks
Real Time Optimization
Solve optimization problem at regular time
intervals
Parametric Programming Approach
Obtain optimal solution as a set of functions of
state variables
Optimality and satisfaction of constraints are
guaranteed
Function Evaluations!
PAROS plc: www.parostech.com
References
Dua, P., Doyle III, F.J., Pistikopoulos, E.N. (2006) Model based blood glucose
control for type 1 diabetes via parametric programming, accepted for publication in
IEEE Transactions on Biomedical Engineering.
Dua, P., Dua, V., Pistikopoulos, E.N. (2005) Model based drug delivery for
anesthesia, Proceedings of the 16th IFAC World Congress, Prague, 2005.
Sakizlis, V., Kakalis, N.M.P., Dua, V., Perkins, J.D., Pistikopoulos, E.N. (2004)
Design of robust model-based controllers via parametric programming,
Automatica, 40, 189-201.
Dua, V., Bozinis, N. A., Pistikopoulos, E.N. (2002) A multiparametric programming
approach for mixed-integer and quadratic process engineering problems,
Computers & Chemical Engineering, 26, 715-733.
Pistikopoulos, E.N., Dua, V., Bozinis, N. A., Bemporad, A., Morari, M. (2002) On-
line optimization via off-line parametric optimization tools, Computers & Chemical
Engineering, 26, 175-185.
Bemporad, A., Morari, M., Dua, V., Pistikopoulos, E.N. (2002) The explicit linear
quadratic regulator for constrained systems, Automatica, 38, 3-20.