Real-Time Optimization for Economic Model Predictive Control

Leo Emil Sokoler; Kristian Edlund; Gianluca Frison; Anders Skajaa; John Bagterp Jørgensen

Real-Time Optimization for Economic Model Predictive Control

Leo Emil Sokoler, Kristian Edlund, Gianluca Frison, Anders Skajaa, John Bagterp Jørgensen

Center for Energy Resources Engineering

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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Abstract

In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show that in comparison to conventional interior-point methods, our solver is a) significantly faster per. iteration and b) converges in a smaller and less fluctuating number of iterations.

Original language	English
Title of host publication	The 10th European Workshop on Advanced Control and Diagnosis (ACD 2012)
Number of pages	8
Publisher	Technical University of Denmark
Publication date	2012
Publication status	Published - 2012
Event	10th European Workshop on Advanced Control and Diagnosis - Technical University of Denmark, Kgs. Lyngby, Denmark Duration: 8 Nov 2012 → 9 Nov 2012 Conference number: 10 http://indico.conferences.dtu.dk/conferenceDisplay.py?confId=108

Workshop

Workshop	10th European Workshop on Advanced Control and Diagnosis
Number	10
Location	Technical University of Denmark
Country/Territory	Denmark
City	Kgs. Lyngby
Period	08/11/2012 → 09/11/2012
Internet address	http://indico.conferences.dtu.dk/conferenceDisplay.py?confId=108

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title = "Real-Time Optimization for Economic Model Predictive Control",

abstract = "In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show that in comparison to conventional interior-point methods, our solver is a) significantly faster per. iteration and b) converges in a smaller and less fluctuating number of iterations.",

author = "Sokoler, {Leo Emil} and Kristian Edlund and Gianluca Frison and Anders Skajaa and J{\o}rgensen, {John Bagterp}",

year = "2012",

language = "English",

booktitle = "The 10th European Workshop on Advanced Control and Diagnosis (ACD 2012)",

publisher = "Technical University of Denmark",

note = "10th European Workshop on Advanced Control and Diagnosis, ACD 2012 ; Conference date: 08-11-2012 Through 09-11-2012",

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T1 - Real-Time Optimization for Economic Model Predictive Control

AU - Sokoler, Leo Emil

AU - Edlund, Kristian

AU - Frison, Gianluca

AU - Skajaa, Anders

AU - Jørgensen, John Bagterp

N1 - Conference code: 10

PY - 2012

Y1 - 2012

N2 - In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show that in comparison to conventional interior-point methods, our solver is a) significantly faster per. iteration and b) converges in a smaller and less fluctuating number of iterations.

AB - In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show that in comparison to conventional interior-point methods, our solver is a) significantly faster per. iteration and b) converges in a smaller and less fluctuating number of iterations.

M3 - Article in proceedings

BT - The 10th European Workshop on Advanced Control and Diagnosis (ACD 2012)

PB - Technical University of Denmark

T2 - 10th European Workshop on Advanced Control and Diagnosis

Y2 - 8 November 2012 through 9 November 2012

ER -

Real-Time Optimization for Economic Model Predictive Control

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Workshop

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