A Reduced Dantzig-Wolfe Decomposition for a Suboptimal Linear MPC

Laura Standardi, Niels Kjølstad Poulsen, John Bagterp Jørgensen

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Abstract

Linear Model Predictive Control (MPC) is an efficient control technique that repeatedly solves online constrained linear programs. In this work we propose an economic linear MPC strategy for operation of energy systems consisting of multiple and independent power units. These systems cooperate to meet the supply of power demand by minimizing production costs. The control problem can be formulated as a linear program with block-angular structure. To speed-up the solution of the optimization control problem, we propose a reduced Dantzig-Wolfe decomposition. This decomposition algorithm computes a suboptimal solution to the economic linear MPC control problem and guarantees feasibility and stability. Finally, six scenarios are performed to show the decrease in computation time in comparison with the classic Dantzig-Wolfe algorithm.
Original languageEnglish
Title of host publicationProceedings of the 19th IFAC World Congress 2014
PublisherInternational Federation of Automatic Control
Publication date2014
Pages2207-2212
DOIs
Publication statusPublished - 2014
Event19th World Congress of the International Federation of Automatic Control (IFAC 2014) - Cape Town, South Africa
Duration: 24 Aug 201429 Aug 2014
http://www.ifac2014.org/

Conference

Conference19th World Congress of the International Federation of Automatic Control (IFAC 2014)
Country/TerritorySouth Africa
CityCape Town
Period24/08/201429/08/2014
OtherThe theme of the congress: “Promoting automatic control for the benefit of humankind”
Internet address
SeriesI F A C Workshop Series
Number1
Volume19
ISSN1474-6670

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