Bidirectional Branch and Bound Solvers for Worst Case Loss Minimization
by Yi Cao
09 Jan 2009
(Updated 16 Nov 2009)
Code covered by BSD License
Two branch and bound solvers using worst case loss criterion to select controlled variables.
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| File Information |
| Description |
It is desired for modern process systems to achieve optimal operation. However, operation at a pre-designed nominally optimal point may not necessarily be actually optimal due to realtime disturbances, measurement and control errors and uncertainties. Self-optimizing control aims to tackle this problem through feedback control. By carefully selecting or synthesizing controlled variables, a self-optimizing control system can
achieve optimal or near optimal operation in spite of the presence of disturbances, measurement and control errors and uncertainties.
Selection of controlled variables is a NP-hard problem due to its combinatorial nature althrough theoretical criteria have been developed for self-optimizing control. This package includes two solvers using the local worst case loss criterion. Both solvers are based on the bidirectional branch and bound approach developed recently by the author and Dr. Kariwala. The principles, efficiency and applications of these solvers are available in the recent paper to be published in Computers and Chemical Engineering, and available online at http://dx.doi.org/10.1016/j.compchemeng.2009.01.014
For a preprint copy of the paper, please contact the author. |
| Acknowledgements |
The author wishes to acknowledge the following in the creation of this submission:
Bidirectional Branch and Bound Minimum Singular Value Solver (V2)
This submission has inspired the following:
Bidirectional Branch and Bound for Average Loss Minimization
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| MATLAB release |
MATLAB 7.7 (R2008b)
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| Zip File Content |
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| Other Files |
b3wc.m, license.txt, pb3wc.m, randcase.m
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| Updates |
| 28 Feb 2009 |
update description to add online reference |
| 16 Nov 2009 |
remove bugs and update descriptions |
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