Sokoler, Leo Emil2; Standardi, Laura1; Edlund, Kristian4; Jørgensen, John Bagterp5
1 Department of Applied Mathematics and Computer Science, Technical University of Denmark2 Scientific Computing, Department of Applied Mathematics and Computer Science, Technical University of Denmark3 Center for Energy Resources Engineering, Center, Technical University of Denmark4 DONG Energy A/S5 Copenhagen Center for Health Technology, Center, Technical University of Denmark
In economic model predictive control of distributed energy systems, the constrained optimal control problem can be expressed as a linear program with a block-angular structure. In this paper, we present an efficient Dantzig-Wolfe decomposition algorithm specifically tailored to problems of this type. Simulations show that a MATLAB implementation of the algorithm is significantly faster than several state-of-the-art linear programming solvers and that it scales in a favorable way.
Proceedings of the 18th Nordic Process Control Workshop, 2013