Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a branch-and-bound algorithm solves the discretised problem to global optimality.
As an example, we consider water systems, where variations in flow and variations in water levels are continuous, while decisions related to fixed-speed pumps and whether gates that may be opened and closed are discrete. We show that the related optimal-control problems come from the family we introduce -- and implement deterministic solvers with global convergence guarantees.
We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In particular, we develop a Bayesian optimisation (BO) algorithm with a heteroscedastic noise model to deal with varying noise across the MPC hyper-parameter and dynamics model parameter spaces. Typical homoscedastic noise models are unrealistic for tuning MPC since stochastic controllers are inherently noisy, and the level of noise is affected by their hyper-paramet…
Many chemical processes exhibit diverse timescale dynamics with a strong coupling between timescale sensitive variables. Model predictive control with a non-uniformly spaced optimisation horizon is an effective approach to multi-timescale control and offers opportunities for reduced computational complexity. In such an approach the fast, moderate and slow dynamics can be included in the optimisation problem by implementing smaller time intervals earlier in the prediction horizon and increasingly larger intervals towards the end of the prediction. In this paper, a reference-flexible condition i…
Real-time water quality control (WQC) in water distribution networks (WDN), the problem of regulating disinfectant levels, is challenging due to lack of (i) a proper control-oriented modeling considering complicated components (junctions, reservoirs, tanks, pipes, pumps, and valves) for water quality modeling in WDN and (ii) a corresponding scalable control algorithm that performs real-time water quality regulation. In this paper, we solve the WQC problem by (a) proposing a novel state-space representation of the WQC problem that provides an explicit relationship between inputs (chlorine dosag…
Development and operational deployment of a staff rostering system using mathematical optimisation in a municipal water utility
TransRecog Co., Ltd.（TransRecog有限公司）；Water Purification Group, Water Purification Office, Suita City Waterworks Bureau（吹田市水道局净水办公室净水组）；Faculty of Economics and Business Administration and Graduate School of Management, Tokyo Metropolitan University（东京都立大学经济商学院及管理研究生院）
University of Helsinki（赫尔辛基大学）；Escuela Politécnica Nacional（国立理工学院）
Online optimisation revolves around new data being introduced into a problem while it is still being solved; think of deep learning as more training samples become available. We adapt the idea to dynamic inverse problems such as video processing with optical flow. We introduce a corresponding predictive online primal-dual proximal splitting method. The video frames now exactly correspond to the algorithm iterations. A user-prescribed predictor describes the evolution of the primal variable. To prove convergence we need a predictor for the dual variable based on (proximal) gradient flow. This a…
Control of warm-water supply for dialysis treatment in a hospital environment is typical of safety-critical control problems. In order to guarantee the continuity of warm-water supply satisfying physical specifications for a wide range of operating conditions, it is inevitable to consider the nonlinearity involved in a dynamic model of a warm-water supply system for the control design. In this paper, we propose to incorporate control specifications described by signal temporal logic, which is a temporal logic with semantics over finite-time signals in formal methods, into the so-called Koopman…
Despite the proven advantages of scenario-based stochastic model predictive control for the operational control of water networks, its applicability is limited by its considerable computational footprint. In this paper we fully exploit the structure of these problems and solve them using a proximal gradient algorithm parallelizing the involved operations. The proposed methodology is applied and validated on a case study: the water network of the city of Barcelona.
This paper presents a new approach for optimising the design of tidal stream turbine farms. In this approach, the turbine farm is represented by a turbine density function that specifies the number of turbines per unit area and an associated continuous locally-enhanced bottom friction field. The farm design question is formulated as a mathematical optimisation problem constrained by the shallow water equations and solved with efficient, gradient-based optimisation methods. The resulting method is accurate, computationally efficient, allows complex installation constraints, and supports differe…
A state-space representation of water quality dynamics describing disinfectant (e.g., chlorine) transport dynamics in drinking water distribution networks has been recently proposed. Such representation is a byproduct of space- and time-discretization of the PDE modeling transport dynamics. This results in a large state-space dimension even for small networks with tens of nodes. Although such a state-space model provides a model-driven approach to predict water quality dynamics, incorporating it into model-based control algorithms or state estimators for large networks is challenging and at ti…
Decision Making under the Exponential Family: Distributionally Robust Optimisation with Bayesian Ambiguity Sets
Department of Statistics, University of Warwick, Coventry, UK（威斯敏斯特大学统计学系）；Department of Computer Science, University of Warwick, Coventry, UK（威斯敏斯特大学计算机科学系）；Department of Statistics, University College London, UK（伦敦大学学院统计学系）；The Alan Turing Institute, London, UK（艾伦·图灵研究所）
This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure a given accuracy level for both the convex and non-convex case. The derived complexity bounds for the convex case are less conservative than available bounds in the literature since we exploit the symmetric structure of the underlying matrix space. Moreover, the non-convex complexity bounds are novel for the class of optimisation problems we consider. The ut…
This report shows that significant reduction in fuel use could be achieved by the adoption of `free flight' type of trajectories in the Terminal Manoeuvring Area (TMA) of an airport, under the control of an algorithm which optimises the trajectories of all the aircraft within the TMA simultaneously while maintaining safe separation. We propose the real-time use of Monte Carlo optimisation in the framework of Model Predictive Control (MPC) as the trajectory planning algorithm. Implementation on a Graphical Processor Unit (GPU) allows the exploitation of the parallelism inherent in Monte Carlo m…
In this paper we present a risk-averse model predictive control (MPC) scheme for the operation of islanded microgrids with very high share of renewable energy sources. The proposed scheme mitigates the effect of errors in the determination of the probability distribution of renewable infeed and load. This allows to use less complex and less accurate forecasting methods and to formulate low-dimensional scenario-based optimisation problems which are suitable for control applications. Additionally, the designer may trade performance for safety by interpolating between the conventional stochastic …
This paper presents a joint optimisation framework for optimal estimation and stochastic optimal control with imperfect information. It provides a estimation and control scheme that can be decomposed into a classical optimal estimation step and an optimal control step where a new term coming from optimal estimation is added to the cost. It is shown that a specific particle filter algorithm allows one to solve the first step approximately in the case of Mean Square Error minimisation and under suitable assumptions on the model. Then, it is shown that the estimation-based control step can justif…
In this paper we present a model-based control approach for autonomous flight of kites for wind power generation. Predictive models are considered to compensate for delay in the kite dynamics. We apply Model Predictive Control (MPC), with the objective of guiding the kite to follow a figure-of-eight trajectory, in the outer loop of a two level control cascade. The tracking capabilities of the inner-loop controller depend on the operating conditions and are assessed via a frequency domain robustness analysis. We take the limitations of the inner tracking controller into account by encoding them…
