Handling uncertainty in economic nonlinear model predictive control: A comparative case study

• We present a non-conservative robust NMPC scheme for economic NMPC.
• The proposed approach has better performance than other typical NMPC approaches.
• We present an algorithm to reduce the variability of the system under uncertainty.
• The results are illustrated for an industrial example provided by BASF SE.
• The efficient implementation achieves real-time computation times.

In the last years, the use of an economic cost function for model predictive control (MPC) has been widely discussed in the literature. The main motivation for this choice is that often the real goal of control is to maximize the profit or the efficiency of a certain system, rather than tracking a predefined set-point as done in the typical MPC approaches, which can be even counter-productive. Since the economic optimal operation of a system resulting from the application of an economic model predictive control approach drives the system to the constraints, the explicit consideration of the uncertainties becomes crucial in order to avoid constraint violations. Although robust MPC has been studied during the past years, little attention has yet been devoted to this topic in the context of economic nonlinear model predictive control, especially when analyzing the performance of the different MPC approaches. In this work, we present the use of multi-stage scenario-based nonlinear model predictive control as a promising strategy to deal with uncertainties in the context of economic NMPC. We make a comparison based on simulations of the advantages of the proposed approach with an open-loop NMPC controller in which no feedback is introduced in the prediction and with an NMPC controller which optimizes over affine control policies. The approach is efficiently implemented using CasADi, which makes it possible to achieve real-time computations for an industrial batch polymerization reactor model provided by BASF SE. Finally, a novel algorithm inspired by tube-based MPC is proposed in order to achieve a trade-off between the variability of the controlled system and the economic performance under uncertainty. Simulations results show that a closed-loop approach for robust NMPC increases the performance and that enforcing low variability under uncertainty of the controlled system might result in a big performance loss.