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Optimal control of linear and nonlinear systems by two-level optimization
Authors:Grant E Robertson  David J Hawkins  Rein Luus
Abstract:The decomposition of a system into simpler subsystems, followed by the optimization of the individual subsystems, and then co-ordinating the subsystem optimal solutions to yield the optimal control policy for the original system, is considered. Lasdon's co-ordination algorithm, in which the subsystems are regarded as being completely independent, is improved by including the interdependence of the adjacent subsystems. For linear systems with a quadratic performance index, this procedure yields the optimal control policy in a single iteration from an arbitrary initial guess of the decomposition parameters. For nonlinear systems, the method includes linearizing the state equations, the calculation of the optimal control for the linearized system, and the adjustment of the corresponding decomposition parameters of the original problem until convergence is achieved. For the optimization of a nonlinear continuous stirred tank reactor such a procedure requires considerably more computation time than the standard techniques, and the optimum policies are less accurate.
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