Professor Dr.

Sebastian Engell
Process Dynamics and Operations Group

5. Dynamic Optimization
5.1 Example: Operation of a Batch Distillation Column
Tank assignment:
T(t) {1, 2, 3}

Q out
Column

reflux
ratio r(t)
multicomponent
mixture:
m(t)

Boiler

Process Optimization

Q (t )

Product Tanks:
Volumes: V1, V2, V3
Concentrations: c1, c2, c3

Task:
For a given amount m(t) of mixture,
operate the system optimally !

2011 5.1

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Degrees of Freedom
Heat input:

Q (t )

Reflux ratio:

r (t ) =

Tank assigment: T(t)

L(t )
L(t ) + D(t )

(real)
(real)
(integer)

Restrictions:
Dynamic model: x = f (x,u ) from balancing
(if discontinuous behavior: heating f1, boiling f2, ...)

equality
constraints

State variables x: bounds, intervals

(e.g.: product concentrations ci ,min ci (t ) ci ,max )

Input variables u: 0 Q (t ) Q max , 0 r (t ) 1

T (t ) {1, 2, 3}
Process Optimization

inequality
constraints
integer
declaration
2011 5.2

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Cost function
Objective: optimal profit

= obtained product value cost of operation

= (price of product i amount of i produced)
i

cost of raw material - cost of energy - labor cost - equipment cost ...
tf

i (t ) v i
mathematically: = m
t 0 i =1

cM

Q (t ) cE dt

mass flow value

manufacturing
energy cost
cost per time
(raw material, labor, ...)

Optimization problem:

max

Q (t ),r (t ),T (t ),t f

min

Q (t ),r (t ),T (t ),t f

( )

subject to the given constraints

Process Optimization

2011 5.3

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

5.2

General Formulation of Dynamic Optimization

Problems
min (x, x, u,v , p, t f )
u (t ),p,t f

subject to:

cost function:
contains an integral

x = f (x, u,v , p )
0 = g (x, u,v , p )

equality constraints

0 h(x, x , u,v , p )

inequality constraints

additionally: initial conditions (t0)

final conditions (tf)

equality constraints
inequality constraints

p design parameters, v algebraic variables

Process Optimization

2011 5.4

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Dynamic Optimization Problems

Occurrence:
Optimization of batch processes
Optimization of transient procedures (start-up, shut-down)
Optimal design of process controllers (optimal control)
Dynamic optimization is complicated:
Infinite-dimensional problem:
x(t), u(t), v(t) are functions of t [t0, tf]
Degrees of freedom: real, integer for hybrid problems
Nonlinear equations
Equality and inequality constraints
Process Optimization

2011 5.5

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

5.3 Solution Techniques

Indirect Methods:
Calculus of variation
Minimum principle of Pontryagin
Dynamic Programming
Direct Methods: Transformation into a static optimization
problem by suitable parameterizations
- Sequential approach: Control Vector Parameterization
(Single Shooting)
- Full Discretization (Simultaneous approach)
- Multiple Shooting

Process Optimization

2011 5.6

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Control Vector Parametrization (1)

Impose restrictions on the function u(t)
Distillation column:

simple form

Q(t)
Q2

heat input

Q3

Q1
t0

t1

t2

tf

(1) Time discretization: Variable lengths, fixed number of intervals

(2) Approximate u(t) by piecewise constant (or linear) functions:
t0 t t1 : Q (t ) = Q1, r (t ) = r1, T (t ) = T1
t1 t t 2 : Q (t ) = Q 2 , r (t ) = r2 , T (t ) = T2

Degrees of freedom:
Q , r , T
i

...
Process Optimization

2011 5.7

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Control Vector Parametrization (2)

For N time intervals:

for the time step

(# degrees of freedom + 1 ) N

new variables: q

determines Q (t ), r (t ), T (t )

Each choice of q :

i (t ), ci (t ),...
system is simulated for q : m

is evaluated for the simulation result

Sequential approach:
Simulation delivers x,
Optimization: min
q

( )

simulation

x,

q
optimization

subject to constraints on q and to the simulation result

+ only finitely many and relatively few degrees of freedom
+ only few constraints (equality constraints vanish from optimization)
complex dependency of on q
Process Optimization

2011 5.8

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Full Discretization (1)

Discretization of time

Replace all time-dependent variables by interpolating

polynomials between x(tk) and x(tk+1)

x(t)

Approximation by:
finite differences
Orthogonal collocation

x(t)

x (t )
t0

t1

t2

tf

dx
dt

x (t k +1 ) = F (x (t k ), u (t k ), f (t k ),...)

Model equations are solved at the interpolation points

Process Optimization

2011 5.9

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Full Discretization (2)

Dynamic model is considered as equality constraints in the
optimization problem
Model dynamics and optimization are solved simultaneously:
( )

min
x (tk )

( ( ) ( ) ( ))

u (tk )= Q tk , r tk , T tk
k =1, , N

subject to:

x (t1 ), , x (t f ), u (t1 ), , u (t N )

satisfy the discretized model equations

very large problem (depending on N)
+ sparse problem: dependencies only between few variables
+ handling of path constraints is straightforward
Process Optimization

2011 5.10

Professor Dr. Sebastian Engell

Process Dynamics and Operations Group

Multiple shooting
Similar to control vector parameterization, but:
- Horizon is divided into a number of stages
- Dynamics on the stages are solved individually
- Continuity between the stages in enforced by additional
constraints
+
+
-

Solution of DAEs is simpler, unstable systems can be handled

Structure of the equations leads to efficient algorithms
Solution is only valid at convergence
Not as simple as single shooting

Process Optimization

2011 5.11