Variable Bounds In Mpc With Gekko

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_

Solution 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()