16.2. Optimization Problem
The term optimization implies a best value for some type of performance criterion. This performance criterion is known as an objective function. Here, we first discuss possible objective functions, then possible process models that can be used for MPC.
Here, there are several different choices for objective functions. The first one that comes to mind is a standard least-squares or “quadratic” objective function. The objective function is a “sum of squares” of the predicted errors (differences between the setpoints and the model-predicted outputs) and the control moves (changes in control action from step to step).
A quadratic objective function for a prediction horizon of 3 and a control horizon ...