robust randomized model predictive control for energy
TRANSCRIPT
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Robust Randomized Model Predictive Control forEnergy Balance in Smart Thermal Grids
Vahab Rostampour, Tamas Keviczky
Delft University of TechnologyDelft Center of Systems and Control
15th European Control ConferenceJune 29 - July 1, 2016
Aalborg, Denmark
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 1 / 20
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Smart Thermal Grids: Conceptual Representation
Bank Buildings Mega Markets
University
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Smart Thermal Grids: Conceptual Representation
External Party
Bank Buildings Mega Markets
University
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Smart Thermal Grids: Conceptual Representation
External Party
Heat Storage Systems
· ON/OFF Status
· Dynamical Model
Bank Buildings Mega Markets
University
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Smart Thermal Grids: Conceptual Representation
External Party
Boiler· ON/OFF Status· Set-Point Model
Bank Buildings Mega Markets
University
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Smart Thermal Grids: Conceptual Representation
External Party
Micro-CHP· ON/OFF Status· Set-Point Model
Bank Buildings Mega Markets
University
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Smart Thermal Grids: Conceptual Representation
External Party
External PartyHeat Exchange
· Pipe Line· Set-Point Model· Export/Import Thermal Energy· Loss of Thermal Energy
Bank Buildings Mega Markets
University
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Smart Thermal Grids: Conceptual Representation
External Party
Power and Heat Demand
· Hourly Based Demand· Complex Dynamical Model· Desired Building Temperature
Bank Buildings Mega Markets
University
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Smart Thermal Grids: Conceptual Representation
Bank Buildings Mega Markets
University
External Party
UncertainPower and Heat
Demand
· Hourly Based Demand· Complex Dynamical Model· Desired Building Temperature· Weather Condition Effects
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 2 / 20
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Outline
1 Mathematical Model
2 Stochastic Control
3 Simulation Study
4 Conclusions
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 3 / 20
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Building Demand Generator
Heating Energy Demand
Cooling Energy Demand
Building Demand Energy Generator Based on Desired Comfort Service
and Weather Conditions
Environmental Variables Specific Weather
Realization
Desired Building
Temperatures
Demand Profile Generator:
• Complete and detailed building dynamical model• Desired building temperature (local controller unit)• In a specific weather realization, deterministic demand profiles are generated
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 4 / 20
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Building Demand Generator
Heating Energy Demand
Cooling Energy Demand
Building Demand Energy Generator Based on Desired Comfort Service
and Weather Conditions
Environmental Variables
Desired Building
Temperatures
Weather Conditions
Uncertain
Demand Profile Generator:
• Complete and detailed building dynamical model• Desired building temperature (local controller unit)• In uncertain weather conditions, uncertain demand profiles are generated
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 4 / 20
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Building Comfort Service
Heating Energy Demand
Cooling Energy Demand
Building Demand Energy Generator Based on Desired Comfort Service
and Weather Conditions
Environmental Variables
Desired Building
Temperatures
Weather Conditions
Uncertain
Building Control Unit
Optimal Energy Management
Building Control Unit:
• Main components: Boiler, HP, HE, micro-CHP, Buffer Storage• ON/OFF status together with production schedule as decisions• Thermal energy balance for dynamical systems
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 4 / 20
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Mathematical Model
Define xk to be imbalance error between production and building energy demand
xk+1 = Axk +B uk + wkuk xk
wkstochastic disturbancewith unknown set
Our objective: design a state feedback control policy that aims at:• Keeping room temperatures between comfortable limits• Minimizing building operational cost and energy consumption• Taking into account uncertain weather conditions, operational constraints
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 5 / 20
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Constrained Control Problem
Finite horizon open loop control problem for each agent:
minimize(uk ,yk)M
k=1
J (xk , uk) := E
[ M∑k=0
x>k Qxk +M−1∑k=0
u>k Ruk
], Q � 0 , R � 0
subject to fk(xk , uk , yk) ≤ 0 , yk ∈ {0, 1}
xk ∈ X , k = 0, 1, · · · ,M ⇒ hard constraints
Challenges:
1 Control policy parametrization to obtain a less conservative formulation2 Probabilistic interpretation of robustness feature of hard constraints3 Handling mixed-integer optimization together with stochastic programming
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 6 / 20
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Step 1: Control Policy Parametrization
xk+1 = Axk +B uk + wkuk xk
wk
uk = gk(xk, xk−1, xk−2, · · · , x0)
state feedback control policy
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 7 / 20
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Step 1: Control Policy Parametrization
xk+1 = Axk +B uk + wkuk xk
wk
uk =k−1∑j=0
θk,jwj + γk xk −Axk−1 −B uk−1
wk−1
Affine feedback policy in the reconstructed (and possibly saturated) noise
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 7 / 20
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Step 1: Control Policy Parametrization
xk+1 = Axk +B uk + wkuk xk
wk
uk =k−1∑j=0
θk,jwj + γkwk−1
Control input and state variables depend linearly on the parameters: θk,j , γk
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 7 / 20
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Step 2: Control Problem Formulation
xk+1 = Axk +B uk + wkuk xk
wk
uk =k−1∑j=0
θk,jwj + γk xk −Axk−1 −B uk−1
wk−1
∆
Robust approach:• Constraints must be satisfied for every disturbance realization in ∆
Disturbance realizations are treated equally likely (hard constraints)• Intractable problem formulation due to the unknown disturbance set ∆
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 8 / 20
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Step 2: Control Problem Formulation
xk+1 = Axk +B uk + wkuk xk
wk
uk =k−1∑j=0
θk,jwj + γk xk −Axk−1 −B uk−1
wk−1
Pr = ε
∆
Chance constrained approach:• Constraints must be satisfied for most disturbance realizations except for a
set of probability ≤ ε (soft constraints)• Nonconvex optimization problem and in general hard to solve
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 8 / 20
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Step 2: Randomized Approximation
minη∈H
J(η)
s.t. Pr [h(η, δ) ≤ 0] ≥ 1− ε
optimization variables uncertainty parametersδ = {wk|k = 1, · · · ,M}η = {uk|k = 1, · · · ,M}
The following randomized approximation that only relies on data can providea (conservative) solution to the chance constrained problem:
minη∈H
J (η)
s.t. h(η, δ(i)) ≤ 0 , i = 1, 2, · · · ,N
N is the number of required disturbance realizations that one needs to generate.This approach provides a solution guaranteed to be probabilistically fulfilling thechance constraints1.
1[Calafiore, Campi, TAC, 2005]V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 9 / 20
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Step 2: Randomized Approximation & Constraint Removal
Advantages:
• Only relies on the data• Reformulation is a convex
optimization problemDisadvantages:
• Convex reformulation isusually computationallydemanding
• Still conservativeperformance with respect tothe desired level of violation
*N
optimization direction
One way, to improve performance of the solution, is by using constraint removaltechniques such as greedy algorithm2,etc.
2[Campi, Garatti, OTA, 2010]V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 10 / 20
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Step 2: Randomized Approximation & Constraint Removal
Advantages:
• Only relies on the data• Reformulation is a convex
optimization problemDisadvantages:
• Convex reformulation isusually computationallydemanding
• Still conservativeperformance with respect tothe desired level of violation
*1N
optimization direction
One way, to improve performance of the solution, is by using constraint removaltechniques such as greedy algorithm2,etc.
2[Campi, Garatti, OTA, 2010]V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 10 / 20
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Step 2: Randomized Approximation & Constraint Removal
Advantages:
• Only relies on the data• Reformulation is a convex
optimization problemDisadvantages:
• Convex reformulation isusually computationallydemanding
• Still conservativeperformance with respect tothe desired level of violation
*2N
optimization direction
One way, to improve performance of the solution, is by using constraint removaltechniques such as greedy algorithm2,etc.
2[Campi, Garatti, OTA, 2010]V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 10 / 20
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Step 3: Nonconvex Randomized Approximation
• Mixed IntegerProgram
minη∈H,y
J (η)
s.t. Pr [h(η, y, δ) ≤ 0] ≥ 1− εy ∈ {0, 1}M
y :(vector of integer variables
along the horizon length)
Can be reformulated via robust (worst-case) programming as follows:
• Worst Case Program• hj(η, δ) := h(η, yj , δ)
minη∈H
J (η)
s.t. maxj∈{1,··· ,2M}
Pr [hj(η, δ) ≤ 0] ≥ 1− ε
Using randomized approximation, we need to generate at least 2M N disturbancerealizations to provide a solution guaranteed to be chance constrained feasible.This leads to intractable optimization formulation3.
3[Esfahani, Sutter, et al., TAC, 2015]V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 11 / 20
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Step 3: Robust Randomized OptimizationInstead we provide two-step approach4 in a receding horizon setting:
1 Determining a bounded set that contains 1− ε portion of ∆:minγ
M−1∑k=0
γk − γk
s.t. Pr[δi,k ∈ [γk , γk ] , ∀k
]≥ 1− ε
2 Solving the robust counterpart of problem w.r.t. the bounded set γ∗:
(1)(2)
( )N
4[Margellos, Rostampour, et al., ECC, 2013]V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 12 / 20
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Step 3: Robust Randomized OptimizationInstead we provide two-step approach4 in a receding horizon setting:
1 Determining a bounded set that contains 1− ε portion of ∆:minγ
M−1∑k=0
γk − γk
s.t. Pr[δi,k ∈ [γk , γk ] , ∀k
]≥ 1− ε
minγ
M−1∑k=0
γk − γk
s.t. δji,k ∈ [γk , γk ] ,
{∀k∀j
2 Solving the robust counterpart of problem w.r.t. the bounded set γ∗:
minη∈H,y
J (η)
s.t. h(η, y, γo) + h(η, y, γworst) ≤ 0y ∈ {0, 1}M
(1)(2)
( )N
*
4[Margellos, Rostampour, et al., ECC, 2013]V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 12 / 20
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Three-Agent Case Study
• Day-ahead control problem• Economical cost function• Operational constraints• Uncertain energy demand• Unit commitment problem• Production scheduling problem
households, greenhousessmart thermal grid example
-CHP -CHP
-CHP
23exh
32exh
31exh 13
exh
1sh
21exh
3sh
2sh
1b
h
3 3,d d
h p
12exh
3b
h
2b
h
1im
hExternal Party
2im
h
3im
h
Line 3 Line 1
Line 21 1,d d
h p
2 2,d d
h p
Mixed-Integer Chance-Constrained Linear Optimization Problem
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 13 / 20
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Proposed Approach
Resulting optimization problem for each agent:
minimize(uk ,yk)M
k=1
J (xk , uk)
subject to fk(xk , uk , yk) ≤ 0 , yk ∈ {0, 1} , k = 0, 1, · · · ,M
Pr{xk ∈ X} ≥ 1− ε ⇒ chance constraints
Theoretical features/contributions of proposed framework:
• Unified framework to solve mixed-integer stochastic optimization problems• Robustness features of constraints in a relaxed probabilistic setting based on
randomization of the constraints• A-priori probabilistic guarantee on the feasibility of the optimal solution of
the problem
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 14 / 20
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Comparison: Benchmark Approach
Forecast Weather
Realization
UncertainWeather
Conditions
Optimal Unit Status
Second Step Optimization:Production Scheduling Problem (Chance Constrained Problem )
First Step Optimization:Unit Commitment Problem (Mixed-Integer Program)
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Simulation Results: Relative Cost Improvement
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 16 / 20
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Simulation Results: ON/OFF Status of Boilers
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Simulation Results: Imbalance Error Trajectories
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Conclusions
Contributions:
• Centralized control problem formulation for a SmartThermal Grid
• Affine Uncertainty Feedback Policy with chance constraint formulation• Convex Reformulation of the proposed stochastic constrained control• A-priori Probabilistic Feasibility Certificate for a mixed-integer
chance-constrained program in a receding horizon scheme
Next Steps:
• Developing a more realistic Building Demand Profile Generator by usinga more detailed dynamical model
• Developing a new scheme to Distribute Computations in the developedframework among the agents
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Robust Randomized Model Predictive Control forEnergy Balance in Smart Thermal Grids
Vahab Rostampour, Tamas Keviczky
Delft University of TechnologyDelft Center of Systems and Control
15th European Control ConferenceJune 29 - July 1, 2016
Aalborg, Denmark
V. Rostampour, T. Keviczky (TUD) RRMPC for Energy Balance in STGs June 29 - July 1 (ECC’16) 20 / 20