带 GEKKO 的 MPC 中的变量边界

Question

I'm trying to implement a thermostat control using MPC and GEKKO.

The state variable (temperature) should be within a lower and upper pre-specified temp values , temp_low and temp_upper in the code below.

Both bound vary along the day: one value per hour.

The objective function is the cost-to-go of using the heating. The price also changes along the day, TOU below. T_external is the room's exterior temperature that plays a role in the differential equation.

How can implement this so that it optimizes?

This is my attempt:

from gekko import GEKKO
import numpy as np

m = GEKKO(remote=False)
m.time = np.linspace(0,23,24)

#initialize variables
T_external = [50.,50.,50.,50.,45.,45.,45.,60.,60.,63.,64.,45.,45.,50.,52.,53.,53.,54.,54.,53.,52.,51.,50.,45.]
temp_low = [55.,55.,55.,55.,55.,55.,55.,68.,68.,68.,68.,55.,55.,68.,68.,68.,68.,55.,55.,55.,55.,55.,55.,55.]
temp_upper = [75.,75.,75.,75.,75.,75.,75.,70.,70.,70.,70.,75.,75.,70.,70.,70.,70.,75.,75.,75.,75.,75.,75.,75.]
TOU = [0.05,0.05,0.05,0.05,0.05,0.05,0.05,200.,200.,200.,200.,200.,200.,200.,200.,200.,200.,200.,200.,200.,200.,0.05,0.05,0.05]

b = m.Param(value=1.)
k = m.Param(value=0.05)
T_e = m.Param(value=T_external)

u = m.MV(value=[0]*24, lb=[0.0]*24, ub=[1.]*24)
u.STATUS = 1  # allow optimizer to change

# Controlled Variable
T = m.SV(value=[60]*24, lb=temp_low, ub=temp_upper)

m.Equation(T.dt() == k*(T_e-T) + b*u)

m.Obj(np.dot(TOU,u))

m.options.IMODE = 6
m.solve(debug=True)

When I run this I get:

@error: Model Expression
 *** Error in syntax of function string: Missing operator

Position: 4                   
 0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0
    ?

Answer 1

Gekko needs the constaints as inequality expressions where the variable T is compared to the upper TH or lower TL values. If you have b=1. , it leads to an infeasible solution because the heater isn't powerful enough to maintain the temperature within the upper and lower limits. I changed the value to b=10 to get a feasible solution.

from gekko import GEKKO
import numpy as np

m = GEKKO(remote=False)
m.time = np.linspace(0,23,24)

#initialize variables
T_external = [50.,50.,50.,50.,45.,45.,45.,60.,60.,63.,\
              64.,45.,45.,50.,52.,53.,53.,54.,54.,\
              53.,52.,51.,50.,45.]
temp_low = [55.,55.,55.,55.,55.,55.,55.,68.,68.,68.,68.,\
            55.,55.,68.,68.,68.,68.,55.,55.,55.,55.,55.,55.,55.]
temp_upper = [75.,75.,75.,75.,75.,75.,75.,70.,70.,70.,70.,75.,\
              75.,70.,70.,70.,70.,75.,75.,75.,75.,75.,75.,75.]
TOU_v = [0.05,0.05,0.05,0.05,0.05,0.05,0.05,200.,200.,200.,200.,\
         200.,200.,200.,200.,200.,200.,200.,200.,200.,200.,0.05,\
         0.05,0.05]

b = m.Param(value=10.)
k = m.Param(value=0.05)
T_e = m.Param(value=T_external)
TL = m.Param(value=temp_low)
TH = m.Param(value=temp_upper)
TOU = m.Param(value=TOU_v)

u = m.MV(lb=0, ub=1)
u.STATUS = 1  # allow optimizer to change

# Controlled Variable
T = m.SV(value=60)

m.Equations([T>=TL,T<=TH])
m.Equation(T.dt() == k*(T_e-T) + b*u)

m.Minimize(TOU*u)

m.options.IMODE = 6
m.solve(disp=True,debug=True)

A potentially better solution is to set up soft constraints by redefining the limits as an error. You can minimize the error to stay within the limits . Even if it can't stay within the limits, the optimizer will do the best it can to minimize the infeasibility. This also allows you to trade-off multiple objectives simultaneously such as between comfort and cost.

from gekko import GEKKO
import numpy as np

m = GEKKO(remote=False)
m.time = np.linspace(0,23,24)

#initialize variables
T_external = [50.,50.,50.,50.,45.,45.,45.,60.,60.,63.,\
              64.,45.,45.,50.,52.,53.,53.,54.,54.,\
              53.,52.,51.,50.,45.]
temp_low = [55.,55.,55.,55.,55.,55.,55.,68.,68.,68.,68.,\
            55.,55.,68.,68.,68.,68.,55.,55.,55.,55.,55.,55.,55.]
temp_upper = [75.,75.,75.,75.,75.,75.,75.,70.,70.,70.,70.,75.,\
              75.,70.,70.,70.,70.,75.,75.,75.,75.,75.,75.,75.]
TOU_v = [0.05,0.05,0.05,0.05,0.05,0.05,0.05,200.,200.,200.,200.,\
         200.,200.,200.,200.,200.,200.,200.,200.,200.,200.,0.05,\
         0.05,0.05]

b = m.Param(value=10.)
k = m.Param(value=0.05)
T_e = m.Param(value=T_external)
TL = m.Param(value=temp_low)
TH = m.Param(value=temp_upper)
TOU = m.Param(value=TOU_v)

u = m.MV(lb=0, ub=1)
u.STATUS = 1  # allow optimizer to change

# Controlled Variable
T = m.SV(value=60)

# Soft constraints
eH = m.CV(value=0)
eL = m.CV(value=0)

eH.SPHI=0; eH.WSPHI=100; eH.WSPLO=0  ; eH.STATUS = 1
eL.SPLO=0; eL.WSPHI=0  ; eL.WSPLO=100; eL.STATUS = 1

m.Equations([eH==T-TH,eL==T-TL])

m.Equation(T.dt() == k*(T_e-T) + b*u)

m.Minimize(TOU*u)

m.options.IMODE = 6
m.solve(disp=True,debug=True)

import matplotlib.pyplot as plt
plt.subplot(2,1,1)
plt.plot(m.time,temp_low,'k--')
plt.plot(m.time,temp_upper,'k--')
plt.plot(m.time,T.value,'r-')
plt.ylabel('Temperature')
plt.subplot(2,1,2)
plt.step(m.time,u.value,'b:')
plt.ylabel('Heater')
plt.xlabel('Time (hr)')
plt.show()