Method of connecting different layers of optimization

A method for synchronizing two different layers of constrained optimization, each layer having some common variables, which are jointly optimizing the operation of a processing plant by:

• a. identifying the set of active constraints and associated shadow values (cost sensitivities) in the upper optimization layer,
• b. finding a set of exact and/or approximate matching variables in the lower optimization layer that closely represent the set of upper level optimizer constraints, wherein the lower optimization layer contains economic inputs,
• c. using a model from the lower optimization layer to solve for the economic inputs that push the process independent variables to the chosen set of lower optimization layer constraints, and
• d. identifying the process variable constraints which cannot be calculated by the lower optimization layer using only economic tuning alone, and fixing their values with numeric targets;
• wherein the shadow values of the lower optimization layer constrained variables are assumed to have the same values as the corresponding shadow values in the upper optimization layer, and
• the lower optimization layer function is a linear program with defined with costs on independent variables only and the method for calculating lower optimization layer independent variable costs is defined by the following function:
• Cost
• i
• =
• -
• (
• ISV
• i
• +
• ∑
• j
• =
• 1
• j
• =
• n
• ⁢
• G
• ij
• ⁢
• DSV
• j
• )
• where:
• Costi is the calculated economic cost for the lower optimization layer objective function
• Gij is the sensitivity (gain) of the lower optimization layer dependent variable j, to independent variable i
• ISVi is the shadow value of the independent variable i
• DSVj is the shadow value of the dependent variable j
• n=number of controlled variables in the lower optimization layer problem,
• where the shadow value is defined to be a negative value if the active constraint is a lower limit and positive value if the constraint is an upper limit;
• and
• wherein said method is utilized within a Model Predictive Control (MPC) system or a Real-Time Optimization (RTO) system to optimize the operation of said processing plant.