Real Time Optimization Ed
Real Time Optimization Ed
a r t i c l e i n f o a b s t r a c t
Article history: This paper studies a simplied methodology to integrate the real time optimization (RTO) of a continuous
Received 4 December 2009 system into the model predictive controller in the one layer strategy. The gradient of the economic
Received in revised form 30 June 2010 objective function is included in the cost function of the controller. Optimal conditions of the process at
Accepted 5 July 2010
steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be
Available online 13 July 2010
followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main
advantage of the proposed strategy is that the resulting control/optimization problem can still be solved
Keywords:
with a quadratic programming routine at each sampling step. Simulation results show that the approach
Real time optimization
Model predictive control
proposed may be comparable to the strategy that solves the full economic optimization problem inside
Fluid catalytic converter the MPC controller where the resulting control problem becomes a non-linear programming problem
Integration of control and optimization with a much higher computer load.
2010 Elsevier Ltd. All rights reserved.
0098-1354/$ see front matter 2010 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compchemeng.2010.07.001
2000 G. De Souza et al. / Computers and Chemical Engineering 34 (2010) 19992006
integrated within a linear MPC controller on the lower level. In the subject to
two layer structure, process data is rst tested for steady state and,
if a stationary situation is conrmed, the model is reconciled and h u(k + m k), y(k + k) =0 (2)
key operational parameters are calculated. Then, an optimization
case is solved and new values for critical state variables of the umin u(k + j k ) umax j = 0, 1, ..., m 1 (3)
plant are computed which optimize an economic cost function
while meeting the constraints imposed by the equipment, product ymin y(k + k ) ymax (4)
specications, safety and environmental regulations. Finally, these
umax u(k + j k ) umax j = 0, 1, ..., m 1 (5)
values are forwarded to the process control layer, which uses
these values as targets and implements appropriate moves to the
y(k + j k) = gj (x(k), uk ) , j = 1, ... , p (6)
manipulated variables. For a discussion of the implementation of
the optimal steady state with linear model predictive controllers, where p and m are the output and input horizons, respec-
see Rao and Rawlings (1999). In this approach, the time interval tively; u(k + j k) is the control input computed at time k to
between successive RTO implementations must be large enough
be applied at time step k + j; y(k + j k) is the output predic-
for the plant to reach a steady state after each optimizing moves.
Thus, the sampling period of the RTO must be larger than the time-
tion at time step k + j; r is the desired
value of the output;
u(k + j k) = u(k + j k) u(k + j 1 k) ; W1 , W2 and W3 are
constant of the controlled process. Typical sampling times for the
positive weights; feco is the economic objective computed at the
RTO layer in a two layer approach are of the order of several hours
predicted steady state of the process corresponding to u(k + m k) ;
(Engell, 2007) while the control layer provides tracking and distur-
bance rejection on shorter time-scales from seconds to minutes. In y(k + k) is the output steady state obtained through the
this structure, the control algorithm is based upon linear models, non-linear model dened in Eq. (2).
which can be determined from plant data. This implies that the The constraint dened in (6) corresponds to the output
prediction performed with the linear dynamic model of the sys-
models on the optimization layer and on the control layer will in T
general not be fully consistent (Backx, Bosgra, & Marquardt, 2000). tem, and u = u(k k) u(k + 1 k) u(k + m 1 k)
Zanin et al. (2002) describe an experiment where the non-linear is the control sequence. The constraints dened in (3)(5) corre-
steady state optimization was successfully integrated into the spond to the input and output constraints that are usually included
linear MPC of an industrial uidized bed catalytic cracker, FCC. In in an MPC controller.
their approach the economic function computed at the predicted In the RTO/MPC algorithm dened above, the outputs are con-
steady state is included as an additional term of the cost function of trolled by zones, which means that the desired values r of the
the controller. Therefore, the MPC problem becomes a non-linear controlled outputs do not have xed values. These zones reect the
programming (NLP) problem with a non-linear objective and the process requirements as product specications, equipment restric-
non-linear steady state model is included as additional constraints tions and adequate operating practices.
of the control problem. Although, their approach could be imple- Note that, the economic objective feco is computed using a non-
mented in the industrial system with a small sampling period, it is linear steady state process model. The different components of the
not clear whether this approach can be implemented in a system cost function are weighted such that the economic criterion and the
with a more complex model. dynamic compensation of the output error have a similar inuence
This work presents a simplied strategy, which can be consid- on the values of the overall cost.
ered as an alternative to integrate the economic optimization into Although the integration of RTO and MPC through the solution of
the linear model predictive controller in the one layer approach. the problem dened in (1)(6) seems promising for practical appli-
Instead of including the economic objective at the predicted steady cations, there are some problems related to this approach. Since in
state in the control objective, an approximation of the reduced the general case, feco and h are non-linear functions of the inputs
gradient of the economic function with an appropriate weight is and outputs of the system, the problem solved by the controller is
iteratively included in the control cost. Simulation results obtained a NLP problem and requires a more sophisticated solver than the
with the non-linear model of Moro and Odloak (1995) are used to one used in the conventional MPC, which requires the solution of
compare the proposed approach to the one of Zanin et al. (2002), a QP. Usually a SQP algorithm is used in the solution of the prob-
and show that the results of the algorithm proposed here may lem of the MPC with an economic objective. Although, the recent
be comparable to the results of their approach, not only in terms progress in the algorithms for the numerical solution of NLP prob-
of the economic benets, but also in terms of the stability of the lems and the increasing capacity and power of computing systems
closed loop system. It is also discussed the conditions in which the enable the solution of the one layer RTO/MPC problem for several
proposed approach can be used as a substitute to the rigorous real practical systems, one can expect some difculties in solving the
time optimization. RTO/MPC problem for large dimension systems. This means that
the computer power may not be sufcient to solve the one layer
2. The one-layer RTO/MPC controller problem within the sampling period of the control system, which
is typically of the order of 1 min. Also, as the most efcient SQP
Zanin, Tvrzsk de Gouva, and Odloak (2000, 2002) propose a solvers take advantage of techniques that deal with infeasible path
new method to integrate the real time optimization of continuous algorithms, an intermediary solution to the RTO/MPC problem may
processes into the model predictive controller by solving at each be infeasible and cannot be implemented in practice. Consequently,
sampling step k an optimization problem that can be represented if the solver of the one layer RTO/MPC problem fails to produce a
as follows: converged solution within the sampling period of the controller,
p
no control action will be available to be implemented and the sys-
min W1 (y(k + j k ) r)2 tem will remain in open loop, which is highly undesirable. Thus,
u(k+i|k );i=0,...,m1 2
there is interest in developing an alternative solution to the one
j=1
layer RTO/MPC problem that preserves some of the advantages of
m1
the integration strategy proposed above, but without excessively
+ W2 u(k + j k )2 + W3 feco u(k + m k ), y(k + k ) (1) delaying the computation of the optimizing control action or jeop-
2
j=0 ardizing the stability of the closed loop system.
G. De Souza et al. / Computers and Chemical Engineering 34 (2010) 19992006 2001
3. The simplied one-layer RTO/MPC to take into account that a given input or controlled output will
reach its bound, the calculation of the gradient of the economic
It is well known that to nd the unconstrained maximum of a objective is performed as follows.
continuous concave function or the unconstrained minimum of a At each sampling time k, vector d and matrix G are computed
convex function is equivalent to searching for a point where the using the predicted steady state corresponding to the control input
gradient of the function becomes equal to zero. This is true, even implemented at time step k 1. Then, the problem dened in
when the optimal point lies outside the set dened by the con- (10) is initially solved assuming that all controlled variables and
straints. In this case the reduced gradient that considers all the inputs will not be constrained, and then the corresponding con-
active constraints would be equal to zero. Now, consider a mul- trol sequence is computed. Then, using this control sequence the
tivariable system with ny outputs and nu inputs, and at any time resulting predicted values of the controlled variables are checked
step k, suppose that the stationary prediction of the controlled out- in order to conrm that there are no violations of the constraints.
put related to the present value of the system input u is y. Also, Now, depending on the existence or not of violations of the output
consider that the economic function associated with the operation bounds, the following actions are taken:
of the system is known to be a concave function whose maximum
has to be searched (or a convex function whose minimum has to 1) If the predicted values of the system outputs and inputs do not
be searched) and this economic function can be represented as a violate any constraint, the solution obtained through the solu-
function of the predicted steady state as follows: tion to the problem represented in (10) is implemented in the
F = feco (u, y) (7) real system.
2) If the prediction of one of the outputs is such that yi ymax,i or
Then, assuming that the vector that represents the control action yi ymin,i . Then, the problem dened in (10) is solved again at
is changed to u + u, the rst order approximation to the gradient the same time step with the following additional constraint.
of the economic function can be represented as follows:
nu
dF 2
dF + d F u
yi = Kpi,j uj = 0 (11)
u+u = = (8)
du u+u du u du2 j=1
u
If the non-linear steady state model dened in (2) is available, then Also, if the computed value of an input indicates that it will
y/u and 2 y/u2 can be calculated using this model. Moreover, reach a bound, this input is not considered in the computation
since y/u corresponds to the process gain, it is here represented of the gradient .
by Kp . Now, using (7) to calculate the derivatives of F, Eq. (8) 3) The output and input predictions corresponding to the solu-
becomes: tion dened in the previous step should be checked to verify
if any other output or input will break their bounds. If this
u+u = d + Gu (9)
happens, additional constraints of the type represented in (11)
where should be included in the control problem or inputs should be
removed from the calculation of the gradient. This procedure
F F
d= Kp + should be repeated until no other output constraint is required
y u
to be included in the control problem.
m1
2
+ W2 u(k + j k )2 + W3 T (10) T
2 u+u 2 c = Ax(k) Ir W1,p Ax(k) Ir + dT W3 d
j=0
model used in the controller is a linear model that only approxi- It is also interesting to compare the performances of the two
mates the real non-linear model, there is a limit on the maximum controllers when the economic objective is to maximize the pro-
value of this weight before the closed loop system becomes unsta- duction of light cycle oil (LCO), which may be important when the
ble. Thus, the integration of real time optimization with linear MPC issue is the optimization of the diesel pool of the renery. Initially,
in a single layer, still poses some open questions as the develop- observe the behavior of the LCO production shown in Fig. 5 when
ment of tuning rules related to the selection of weights W1 and the controller maximizes the production of LPG. It is clear that in
W3 , which directly affect the performance of the controller as well this case the two controllers minimize the LCO production. This
as the stability of the closed loop system when uncertainty of the means that the function that relates the production of LCO with the
linear dynamic model is signicant. variables of the FCC system has a minimum at the neighborhood
of operating region dened by the input and output constraints
Fig. 5. LCO production when the economic objective is to maximize LPG, RTO/MPC Fig. 6. LCO production when the economic objective is to maximize LCO, RTO/MPC
() and SRTO/MPC (). () and SRTO/MPC ().
G. De Souza et al. / Computers and Chemical Engineering 34 (2010) 19992006 2005
(3)(6). Then, consider the behavior of the two optimizing con- mized is a concave function of the process variables in the operating
trollers when the objective is to maximize the LCO. Fig. 6 shows region dened by the inputs and outputs constraints. Analogously,
the LCO proles when the simulation is repeated starting from the the method also works if the objective is to minimize a function that
initial steady state and with this new objective. It is clear that the has a local minimum in the operating region of the system. Tuning
SRTO/MPC fails completely as it reduces the LCO ow instead of of the optimizing controller shows an augmented level of complex-
maximizing it, while the RTO/MPC behaves quite nicely increasing ity when compared to the conventional MPC as the new controller
signicantly the related product ow rate. We observe from Fig. 7 has an additional tuning parameter which is the weight of the gra-
that the operating point corresponding to the maximal LCO pro- dient term. This term plays the same role as the economic function
duction corresponds to the temperature of the regenerator dense term that is included in the control objective of the conventional
phase at its upper bound and the riser temperature at its lower RTO/MPC.
bound, which is the opposite of what happens to the SRTO/MPC
that tends to minimize the LCO production pushing the FCC system References
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