Efficient Nonlinear Optimal Control for Dynamic Processes Using An

Adaptive Discretization Strategy

Pham Duc Dai1, Nguyen Thanh Binh1, Bui Van Dai1
daipd@tlu.edu.vn 1Department of Control Engineering and Automation -Thuyloi University

Abstract
In process control, many control issues are formulated by infinite dimensional- optimal control problems
(OCPs). We use indirect optimization approach to solve OCPs. First, OCPs are discretized into a finite
dimensional-nonlinear optimization problem (NLP). Then, the NLP can be efficiently solved by nonlinear
programming solvers. The discretization strategy is of important to the accuracy as well as quality of NLP
solution. This paper proposes to apply an adaptive discretization strategy for improving quality of the NLP
solution. The performance of our solution approach is demonstrated with two optimal control problems.

Keywords
Nonlinear optimization, orthogonal collocation, discretization, simultaneous optimization, multiple shooting.

1. INTRODUCTION
In areas of control engineering, controls of
dynamic processes were formulated as nonlinear
optimal control problems (OCPs). The optimization
methods for solving OCPs can be classified into the
indirect and direct optimization approaches. In the
first approach, so called the direct or variation
approach, optimal condition of an OCP leads to a two-
boundary point value problem which can be only
solved for OCPs where there are no inequality
constraints. Whereas, in the direct approach, a finite
OCP (i.e., with equality and inequality constraints) is
numerically discretized into an infinite nonlinear
optimization problem (NLP) which can be efficiently
solved by optimization programming solvers (NLP
solvers). It is due to the fact that NLP solvers are
capable of treating large- scale and complex NLPs,
the direct approach has been more and more applied
to solve nonlinear optimal control problems.
It is well known that quality of NLP solutions is
essential in many industrial applications where
nonlinear model predictive control (NMPC) is
employed to calculate optimal control variables along
a receding horizon. This is because, in the
computation framework of NMPC, solving successive
NLPs requires long computation time. The
performance of NMPC will be more efficient if we
can reduce the computation time for solving NLPs
while, at the same time, improving quality of NLP
solutions [5]. In general, the computation time and
quality of NLP solutions rely on many factors such as:
the gradient and jacobian calculation (i.e., accuracy
and speed of calculation), number of time intervals
(i.e., number of optimization variables) required for
fine discretization of NLPs, and optimization
algorithms.
There are two discretization methods commonly
used to transfer infinite OCPs into finite NLPs which
are: Collocation Finite Element method (CFE) [2] and
multiple shooting method [1]. In the first
discretization method, collocation points elements (or
sub-time intervals) are optimization variables in the
formulation of NLP. This leads to the formulated NLP
having a large number of optimization variables. This
formulation is also called collocation simultaneous
approach. In the second discretization approach, only
start points of elements are optimization variables in
the formulation of NLPs [1]. In addition, to guarantee
the continuity of state profiles at end points of
consecutive elements, equality constraints (for each
element) are introduced to ensure the value of an end
point of an element equal to the value of a start point
of the next element [1,3]. Also, in each element (time
interval), a differential algebraic equation solver
(DAE solver) was employed to calculate the value of
end point and the sensitivity information based on the
values of start points and parameterized control
variables [1,3,5]. As compared with the CFE method,
the multiple shooting formulation results in
formulated NLPs with less number of optimization
variables. The formulated NLPs resulted from both
discretization methods can be efficiently solved by
interior point (IP) or sequential quadratic
programming algorithms (SQP).
In this paper, we propose to use an adaptive
discretization strategy so as to enhance the accuracy
and quality of NLP solutions. The collocation
discretization method and simultaneous optimization
approach are employed to carry out discretization and
formulation of NLP, respectively. In addition, we use
interior point algorithm (IP) in a NLP solver-called
IPOPT [9] integrated in GAMS [8] to solve the NLP.
The accuracy and computation time of NLP solutions
due to discretization methods are demonstrated with
two optimal control problems.
2. Collocation Finite Element for
Discretization of OCPs
2.1 Collocation on Finite Element (CFE)
We consider an OCP governed by Differential
Algebraic Equations (DAEs) in (1). Moreover, control
and state variables are constrained by lower and upper
bounds.
 min z t , y t ,u t ,t f Control variables are parameterized as piece-wise
u t ,z t ,y t , t f constants in each element (i.e., constant in each
dz t element). We denote U n as a vector of discrete values
s.t. = F z t , y t ,u t ,t ; z t0 = z 0
dt of control variables at nth element.
In order to deal with elements with different
G z t , y t ,u t ,t =0 (1)
values of tn . We introduce a normalized time
u t min u t u t max
z t min z t z t max
variable 0 1 for each element (i.e., tn tn+1 )
m
dz n dz m
y t min y t y t max with relation t = t n + tn , we have = tn n .
d dt
Collocation equation (5) becomes
According to the CFE method, both state and control
j n,i m
NC d
variables are discretized on finite elements, i.e., the .zn, j tn Fm Zn,i , Yn,i , Un , t n,i
time horizon, from t0 to tf , is divided into NL finite j=0 d (8)
elements [2,7] as tn = tn+1 - tn ; n =1,...,NL i =1,...,NC; m=1,...,ND; n=1,...,NL
Where tn+1 and tn are end and start time of the nth In this paper, we consider three collocation points (
element. For any element, polynomial approximations n,i ) which are roots of Gauss- Legendre polynomial:
of state variables are accomplished by the linear n,1 0.112702 , n,2 0.500000 , n,3 0.887298 .
combination of the Lagrange polynomials as Using Gauss- Legendre collocation points, the
NC
z nm t = j t .z n,m j ; m =1,...,ND;n =1,...,NL (2) truncation of DAE solution will be O h 2 NC [6].
j=0
2.3 Simultaneous Collocation Formulation of NLP
NC t - t n,i
j t (3) Simultaneous collocation formulation of NLP
i0 t n, j - t n,i comprises of constraints in (8) and (6). It can be
i j
generally described as bellows:
In (2), znm t is the polynomial approximation of the
min Z, Y, U
u t , z t , y t ,t f
mth state variable and in nth element while z mn, j
s.t.
stands for the values of mth state variable at jth
collocation point in nth element. tn,i is the location of
NC d j n,i
.z mn, j tn Fm Z n,i , Yn,i , U n , t n,i
ith collocation point at nth element. In addition, z m j 0 d
n ,0
m
z1,0 z m t 0 ; z n-1,NC
m m
z n,0 (9)
and t n ,0 are the start value of the mth state variable
and the start time of nth element, respectively. G n Z n,i , Yn,i , U n , t 0
U min U U max
The polynomial approximations of state variables will
satisfy values at collocation points as follows [2] Z min Z Z max
NC
Ymin Y Ymax
z mn t n,i j t n,i .z nm, j z nm,i
j 0 (4) Z Z1,1 ,..., Z NL,NC NC*NL*ND
m 1,..., ND; n 1,..., NL; i 1,..., NC
Y Y1,1 ,..., YNL,NC NC*NL*NA
From equation (1), (2), and (3), we have U U1 ,..., U NL NU*NL
dznm tn,i NC d j tn,i In the NLP in (9), time lengths of elements
= .zn,mj (5) tn = tn+1 - tn , instead of being fixed values, can be
dt j=0 dt
optimized so as to attain more efficient control
To ensure the continuity of state variable profiles strategy.
between two successive elements, equality constraints
are introduced to equalize the value of the last 2.4 Optimized time lengths of elements
collocation point of an element with the value of the In order to improve the control strategy (i.e., lower
start point of the next element [2,7], hence objective function value) time lengths of elements (or
z nm-1,N C = z n,0
m
(6) time interval tn ) should be optimized. This is
Similarly, the algebraic variable profiles can be reasonable because when the system operates in a
approximated by polynomials with transient region (i.e., due to change of a set-point), a
NC
ynm tn,i j tn,i .zn,m j zn,i
m fine discretization (i.e., tn is small) is required while,
j 1 (7) in the steady state region, discretization with large
m 1,..., NA; n 1,..., NL; i 1,..., NC value of tn is sufficient. The adaptive time length (
 tn ) will result lower objective function value (for r 0.219 m
minimization problem), but require more computation k0 7.2 1010 1/min
time. When considering tn as optimization variables, E/R 8750 K
the following constraints are introduced [6] U 54936 J/(min m2 K)
NL 1000 kg/m3
t
n 1
n t f t0 (10)
Cp 239 J/(kg K)
In order to reduce computation effort, the lower and H -50000 J/mol
upper bounds of time length should be [6]
t 1 tn t 1 ; 0 1/ 2 In addition, the set-point of molar concentration ( c0 )
(11) is considered as disturbance and it is increased from
where t t f t0 / NL 1000 to 1050 mol/m3 at t=9 minutes. Our task is to
find an optimal control strategy which, on one hand,
To the end, the NLP problem needs to be solved
include the problem defined in (9) with additional keeps state variables ( x1 and x 2 ) around x1s and xs2 ,
constraints in (10) and (11). We use IPOPT solver [9] and satisfies bound and ODE constraints on other
in GAMS [8] software to solve the formulated NLP. hands.
3. Case study
3.1 Continuous stirred tank reactor (CSTR) To demonstrate the advantage of adaptive time length,
The CSTR accomplishes the reaction of exothermic we solve one NLP with which adaptive time length is
[5]. The system contains three state variables which applied and one NLP with which time length is fixed.
are reactant concentration ( x 2 ), fluid level ( x1 ), and
temperature ( x 3 ). These states are controlled by the
feed reactant concentration at inlet tank u1 (mol/m3)
and temperature of the cooling system u 2 (K).
50
2 2
min [w1 x1 t - x1s + w2 x2 t - x2s
x ,u
0
2 2
+ w3 u1 t - u1s + w4 u2 t - u2s ]dt
s.t.
dx1 t 1
dt
=
r2
F 0 - u1 t

1 F0 c0 - x2 t
E 1
dx2 t -
Figure 1. Optimal control strategy u1
- k0 x2 t e 3
Rx t
= 2
dt r x1 t
1 F0 T0 - x3 t H
E 1
dx3 t -
R x3 t
= - k0 2
x t e
dt r2 x1 t rC p
2U
+
r C p
u2 t - x3 t
x1 0 x1s 0.659, x2 0 x2s 877
, x3 0 324.5K
0.5m x1 t 2.5m
800mol/m3 x2 t 1000mol/m 3
0.085m3 /min u1 t 0.115m3 /min
299K u2 t 310K Figure 2. Optimal control strategy u2
The units of parameters are given in Table 1.
Using GAMS to solve the two formulated NLPs.
Table 1: Unit and Parameter values of CSTR model We observe that solution of NLP with adaptive
Symbols Value Unit time length results an objective function value of
F0 0.1 m3/min 0.905235 while it is 0.909646 by the solution of
the NLP with fixed time length. Therefore, the
T0 350 K adaptation of time length is more advantageous.
c0 1000 mol/m3 In Fig.1 and 2, it can be seen that the optimized
 control variables with adaption of time length
(red line) are closer to the expected values (u1s
and u2s) than ones with fixed time length. It is
also true for optimal states x1 and x2
The time-varying of the objective function is shown in
Fig.6 (i.e., the red line is for the case with time length
adaptation, and the blue line for the case with fixed
time length). One again, although the discrepancy
between two objective function values are small, the
blue line is always above the red one

Figure 5. Optimal state strategy x3

Figure 3. Optimal state trajectory x1 Figure 6. Objective function

As seen in the 2nd ODE of CSRT, the change in c0

will lead state x 2 to be strongly deviated from x s2
However, the optimized controls u1 and u 2 reduce
this deviation after t =10 minutes as seen in Fig.4
3.2. Optimization of Batch Reactor
We consider this case study to demonstrate clearly the
advantage of using time length adaptation. This
example is a chemical reactor taken from [5] to
maximize the yield of x2 t f after one hour of
reaction by manipulating the reaction temperature
u t . The OCP is formulated as bellows
min J -x2 t f
x,u

s.t.
dx1 t
= - u t +0.5u 2 t x1 t
dt
dx2 t
= u t x1 t
dt
x1 0 = 1, x2 0 = 0
0 x1 t , 0 1 x2 t
Figure 4. Optimal state trajectory x2 t0 0, t f 1
The objective function values are compared with
those taken from [3], given in Table 2. It can be seen
that optimized control strategy with adaptive time
length results objective function values which are a bit
lower than those taken from [3] and those obtained by
solving the NLP with fixed time length.

Table 2. Comparisons of objective function values

NL Objective OBJ with OBJ with
function value adaptive fixed time
(OBJ) from [3] time length length
20 -0.573298 -0.573431 -0.573290
160 -0.573541 -0.573543 -0.573540
320 -0.573544 -0.573544 -0.573544
Figure 5. Optimal state trajectory x3 The optimal control and state trajectories are
demonstrated in Fig.7, 8, and 9 respectively.
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Figure 8. Optimal state trajectory x1

Figure 9. Optimal state trajectory x2

4. Conclusions and future works
An efficient nonlinear optimization approach with an
adaptive discretization strategy for optimal control of
dynamic processes has been presented aiming to
improve accuracy of NLP solutions. Two optimal
control problems are taken. The results have
demonstrated that using CFE combined with an
adaptive discretization, we can improve the optimal
control strategy. In future works, we will concentrate
on developing a fast-nonlinear model predictive
control for solving optimal control problems.