Primal–dual feedback-optimizing control with override for real-time optimization

Abstract

Primal–dual feedback-optimizing control is a simple yet powerful approach to optimally handle active constraint changes at steady state. It is composed of two layers: Constraint control in the upper master layer and unconstrained optimization or gradient control in the layer below. The master constraint controllers operate on a slow time scale by updating the dual variables (Lagrange multipliers). This can result in too slow control of the constraints, for example, for hard constraints that cannot be violated dynamically. To address this issue, we propose introducing a third fast override constraint control layer. Additionally, to optimally coordinate the constraint handling between the master and override layers, we need to introduce auxiliary constraints for the master controllers. A gas-lift oil production optimization case study demonstrates the power of the proposed scheme.