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Title Nonlinear Model Predictive Control for an Artificial Pancreas
Author Boiroux, Dimitri (Scientific Computing, Department of Informatics and Mathematical Modeling, Technical University of Denmark, DTU, DK-2800 Kgs. Lyngby, Denmark)
Supervisor Jørgensen, John Bagterp (Scientific Computing, Department of Informatics and Mathematical Modeling, Technical University of Denmark, DTU, DK-2800 Kgs. Lyngby, Denmark)
Institution Technical University of Denmark, DTU, DK-2800 Kgs. Lyngby, Denmark
Thesis level Master's thesis
Year 2009
Abstract This thesis deals with nonlinear model control for an artificial pancreas. It presents two numerical methods to solve discrete-time Bolza problems, namely the single shooting and the multiple shooting. First of all, this thesis presents a numerical method to solve a general optimization problem using a local SQP optimization algorithm with a damped BFGS update of the Hessian matrix. It also introduces a primal-dual point algorithm and a linesearch algorithm that are used in the local SQP algorithm. Then, it shows how to use an explicit Runge-Kutta method to solve the differential equations involved in the single and multiple shooting methods. The single shooting is implemented for a linear test problem in which we can compute the optimal solution in order to validate the method. This thesis also shows the Powell's modified BFGS update for the multiple shooting, which produces a sparse and block diagonal Hessian matrix. This structure is used to simplify the primal-dual interior point algorithm by using an iterative method, and a comparison between single and multiple shooting for a test problem. Finally, the Hovorka model is simulated. After having been linearized around a steady state and simulated using a linear MPC algorithm, the multiple shooting has been used in order to find the optimal insulin administration in the Hovorka model for some 24-hours simulations.
Imprint Technical University of Denmark (DTU) : Kgs. Lyngby, Denmark
Series IMM-M.Sc.-2009-46
Fulltext
Original PDF ep09_46_net.pdf (1.57 MB)
Admin Creation date: 2009-08-19    Update date: 2009-11-04    Source: dtu    ID: 248263    Original MXD