Abstract: The invention relates to a control system, especially one for use in the control of industrial plant such as a polymerisation reactor. In particular, the invention provides a method of controlling a process comprising the steps of: a) generating a first-principle model corresponding to the process; b) inputting data describing the current and desired future process conditions; c) generating a linear approximation to the model which is valid for said current conditions; d) using said linear approximation to determine an approximate solution to a control problem related to the process; and e) controlling the process using said approximate solution.