Robust optimization on receding horizon of processes with storages and periodic production and consumption contracts

This paper presents a real-time optimizer for processes with material storages and periodic targets on integrals of optimized variables. A problem of robust target attainment with respect to uncertainties in future disturbance trajectory estimates was formulated. This robustness is achieved by means of soft constraints forcing future trajectories to a time-varying set from which reaching the target is feasible. An algorithm for computing this set is outlined, which is tractable for problems of medium size. The application area for this optimizer is assumed to be in (but not limited to) heat and power plant optimization with multiple fuels with periodic contracts on electric energy delivered and fuel gas consumed during the contract period.