A Globally Convergent Composite-Step Trust-Region Framework for Real-Time Optimization with Plant-Model Mismatch

Abstract

Inaccurate models limit the performance of model-based real-time optimization (RTO) and even cause system instability. Therefore, a RTO framework that can guarantee global convergence with the presence of plant-model mismatch is desired. In this regard, the trust-region framework is simple to implement and guarantees globally convergent for unconstrained problems. However, it remains to be seen if the trust-region strategy can handle inequality constraints directly with the common model adaptation method. This paper addresses this issue and proposes a novel composite-step trust-region framework that guarantees global convergence for constrained RTO problems. The trial step is decomposed into a normal step that improves feasibility and a tangential step that reduces the cost function. In each iteration, the model optimization problem with relaxed constraints is solved. The proof of the global convergence property under structural plant-model mismatch is given.