English

Sufficient Conditions for Feasibility and Optimality of Real-Time Optimization Schemes - I. Theoretical Foundations

Optimization and Control 2013-08-29 v2

Abstract

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While the essential goal of these schemes is to drive the process to its true optimal conditions without violating any safety-critical, or "hard", constraints, no generalized, unified approach for guaranteeing this behavior exists. In this two-part paper, we propose an implementable set of conditions that can enforce these properties for any RTO algorithm. The first part of the work is dedicated to the theory behind the sufficient conditions for feasibility and optimality (SCFO), together with their basic implementation strategy. RTO algorithms enforcing the SCFO are shown to perform as desired in several numerical examples - allowing for feasible-side convergence to the plant optimum where algorithms not enforcing the conditions would fail.

Keywords

Cite

@article{arxiv.1308.2620,
  title  = {Sufficient Conditions for Feasibility and Optimality of Real-Time Optimization Schemes - I. Theoretical Foundations},
  author = {Gene A. Bunin and Grégory François and Dominique Bonvin},
  journal= {arXiv preprint arXiv:1308.2620},
  year   = {2013}
}

Comments

Working paper; supplementary material available at: http://infoscience.epfl.ch/record/188079