Linear Programming LP
Optimization of process plants, refineries
Actuator allocation for flight control
More interesting examples
Introduce Quadratic Programming QP
SA3,SB3 3 3 US3
SA4,SB4 4 4 US4
SA5,SB5 5 5 US5
A FA Fuel
Blend
B FB
[Stock Availability]
S1A +S1B +US1 = 2000
S2A + S2B + US2 = 4000
S3A + S3B + US3 = 4000
S4A + S4B + US4 = 5000
S5A+ S5B + US5 = 3000
[Fuel Quantity]
S1A+S2A+S3A+S4A+S5A = FA
S1B+S2B+S4B+S5B = FB
[Fuel Quality]
70S1A + 80S2A + 85S3A + 90S4A + 99S5A 93FA [Quality A]
70S1B + 80S2B + 85S3B + 90S4B + 99S5B 85FB [Quality B]
[Nonnegativity]
S1A,S2A,S3A,S4A,S5A,S1B,S2B,S4B,S5B,US1,US2,US3,US4,US5,FA,FB 0
4000
3000
2000
1000
Produced Fuel: Total Revenue:
0 A 2125 $532,125
1 2 3 4 5
B 15875
SB
5000
4000
3000
2000
1000
0
1 2 3 4 5
wT u v min ul u uu
1
Bu = vF 0 v 1
To make maximization of v dominant, select
w 1 << 1
For v on the constraint (v = 1), wT u is minimized
1
Bu = vF 0 v 1
wT u + + wT u v min [
f T = wT wT ]
1 Ax b
+ I 0 0 uu Gx = h
Bu Bu vF = 0 I 0 l
0 u
f T x min
u +
ul u + uu 0 I 0 u u
A= , b = l , x = u
u l u u u 0 I 0 u v
0 0 1 1
0 v 1
0 0 1
0
G = [B B F ], h = 0
EE392m - Spring 2005 Control Engineering 12-22
Gorinevsky
Actuator allocation example
Problem:
wT u v min B = [0.9 - 0.7 0.4 0.1]
1
0.8
0.5
0.6
0 0.4
0.2
-0.5 0
1 2 3 4 1 2 3 4
-1
-3 -2 -1 0 1 2 3
1
ACTUATOR WEIGHTS
0
0.5
-1
0 -3 -2 -1 0 1 2 3
1
-0.5
1 2 3 4
0
-1
-3 -2 -1 0 1 2 3
1
-1
-3 -2 -1 0 1 2 3
EE392m - Spring 2005 Control Engineering 12-24
Gorinevsky
Extreme actuator allocation
(Xerox) PARC jet array table
Jets must be allocated to achieve commanded total force and
torque acting on a paper sheet
See IEEE Trans on CST, No. 5, 2003 r
F = fk
r r
T = f k rk