Fast economic model predictive control based on NLP-sensitivities

• This study adapts the advanced step NMPC framework to economic NMPC.
• Sufficient conditions for nominal stability are derived for NMPC controllers with economic stage costs and appropriate regularization.
• A constructive strategy to calculate the regularization term directly.
• A path-following strategy for parametric programs to deal with active set changes in asNMPC.
• All of these concepts are demonstrated on a detailed case study with a continuously stirred tank reactor.

This study adapts the advanced step NMPC framework to Economic NMPC. Here, sufficient conditions for nominal stability are derived for NMPC controllers that incorporate economic stage costs with appropriate regularization. To guarantee these conditions, we derive a constructive strategy to calculate the regularization term directly. Moreover, we extend the sensitivity components in the advanced step NMPC framework to consider a rigorous path-following algorithm. This approach accounts for active set changes and allows much weaker constraint qualifications. Moreover, using an ℓ1 formulation of the NMPC problem satisfies these constraint qualifications and allows more reliable solution of the moving horizon optimization problem, even in the presence of noise. Finally, all of these concepts are demonstrated on a detailed case study with a continuously stirred tank reactor.