Branch and bound method for regression-based controlled variable selection

Self-optimizing control is a promising method for selection of controlled variables (CVs) from available measurements. Recently, Ye et al. [2012] have proposed a globally optimal method for selection of self-optimizing CVs by converting the CV selection problem into a regression problem. In this approach, the necessary conditions of optimality (NCO) are approximated with linear combinations of available measurements over the entire operation region. In practice, it is desired that a subset of available measurements be combined as CVs to obtain a good trade-off between the economic performance and the complexity of control system. The subset selection problem, however, is combinatorial in nature, which makes the application of the globally optimal CV selection method to large-scale processes difficult. In this work, an efficient branch and bound (BAB) algorithm is developed to handle the computational complexity associated with the selection of globally optimal CVs. The proposed BAB algorithm identifies the best measurement subset such that the regression error in approximating NCO is minimized and is also applicable to the general regression problem. Numerical tests using randomly generated matrices and a binary distillation column case study demonstrate the computational efficiency of the proposed BAB algorithm.