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  4. How Important is the Detection of Changes in Active Constraints in Real-Time Optimization?
 
conference paper

How Important is the Detection of Changes in Active Constraints in Real-Time Optimization?

Deshpande, Saurabh Anand  
•
Srinivasan, Balasubrahmanya  
•
Bonvin, Dominique  
2011
IFAC Proceedings Volumes
18th IFAC World Congress

In real-time optimization, enforcing the constraints that need to be active is important for optimality. In fact, it has been established in the context of parametric variations that, if these constraints are not satisfied, the optimality loss would be O($\eta^2$) – denoting the magnitude of the parametric variations. In contrast, the loss of optimality upon enforcing the correct set of active constraints would be O($\eta^2$). However, no result is available when the set of active constraints changes due to parametric variations, which forms the subject of this paper. Herein it is shown that, if the optimal solution is unique for each , keeping only the strictly active constraints of the nominal solution active will lead to O($\eta^2$) loss in optimality, even when the remaining active constraints of the perturbed system are different from that of the nominal system. This, in turn, means that, in any input adaptation scheme for real-time optimization, identifying changes in active constraints is not important as long as it is possible to enforce the strictly active constraints of the nominal solution to remain active.

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Type
conference paper
DOI
10.3182/20110828-6-IT-1002.03134
Author(s)
Deshpande, Saurabh Anand  
Srinivasan, Balasubrahmanya  
Bonvin, Dominique  
Date Issued

2011

Published in
IFAC Proceedings Volumes
Volume

44,

Issue

1

Start page

9862

End page

9868

Subjects

Real-time optimization

•

static optimization

•

parametric nonlinear programs

•

strict active set

•

input adaptation

•

optimality loss.

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LA  
Event nameEvent placeEvent date
18th IFAC World Congress

Milano, Italy

August 28 - September 2, 2011

Available on Infoscience
October 21, 2010
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/55813
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