Industrial Flowsheet Optimization and Estimation (IFOE) using IMPL

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Symposium on Modeling & Optimization …

Symposium on Modeling & Optimization
(https://www.informs.org/Attend-a-Conference/Conference-Calendar/APM-Webinar-Series-on-Optimization-Applications-and-Theory)

February 18, 2014 (9:00am MST)

Abstract

Presented in this talk is an overview of how to model and solve industrial types of optimization and estimation problems which invariably require a flowsheet, network or superstructure to accurately represent their complexity. These types of problems involve maximizing both profit and performance in an integrated fashion and are difficult for several reasons i.e., they are large-scale, dynamic, mixed-integer, non-linear and non-convex. To manage the complexity of these problems we use our Industrial Modeling and Programming Language (IMPL) which is flowsheet-aware given our Unit-Operation-Port-State Superstructure (UOPSS) to model the structural or spatial objects (e.g., batch and continuous processes, pools, pipelines, pilelines, etc.) and our Quantity-Logic-Quality Phenomena (QLQP) to model the phenomenological and temporal details (e.g., densities, components, properties, conditions and coefficients). IMPL can be called from any computer programming language such as C, C++, C#, Java, Python, VBA, etc. where it has bindings to all commercial and community-based solvers such as CPLEX, GUROBI, XPRESS, GLPK, LPSOLVE, COINMP, SCIP, CONOPT, IPOPT, KNITRO, etc. Several examples are provided taken from the fields of advanced planning and scheduling (APS) as well as data reconciliation and parameter estimation (DRPE) to highlight the concepts.

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  • 1. Industrial Flowsheet Optimization and Estimation (IFOE) using IMPL Jeffrey D. Kelly Industrial Algorithms LLC. “Better Data + Better Decisions = Better Business” Copyright, Industrial Algorithms LLC. 2/4/2014
  • 2. Agenda • • • • • IAL Introduction What is IMPL? What is IFOE? Advanced Planning & Scheduling (APS) Advanced Performance Management (APM) 2
  • 3. Our Mission • To provide advanced modeling and solving tools for developing and deploying industrial applications in important decision-making and data-mining areas. • Our market is: – Operating companies in the process industries. – Consulting service providers. – Application software providers. 3
  • 4. Our Focus • IAL develops and markets IMPL, the world’s leading software for flowsheet optimization and estimation in both off and on-line environments. • IAL provides Industrial Modeling Frameworks (IMF’s) for many problem types in various process industries which provides a pre-project or pre-solution advantage (head-start). • IMPL is an “enabling technology” intended to drive and accelerate your time-to-benefits. 4
  • 5. Our Differentiator • Advanced Project Development/Deployment (APD). “To install and implement small projects with significant payback v. installing and implementing large projects/products with little or limited payback.” • This requires knowledge of your “bottlenecks” and “backoff’s” and to target or converge on these problem areas for Advanced Industrial Applications (AIA). 5 Backoff’s = reducing actual capability for complexity, uncertainty, operational, organizational, etc. reasons.
  • 6. Our Industrial Modeling and Solving Platform (IMPL) • IMPL stands for “Industrial Modeling & Programming Language” and is our proprietary platform. – You can “interface”, “interact”, “model” and “solve” any process-chain, supply-chain, demandchain and/or value-chain optimization problem. • IMPL is suitable for: – Advanced Planning & Scheduling (APS), – Advanced Production Optimization (APO) and – Advanced Performance Management (APM). 6
  • 7. How do we configure/code problems in IMPL? • Problems are configured/coded using “sheets” for each “shape” either by: – Interfacing with our flat-file Industrial Modeling Language (IML), or – Interactively with our Industrial Programming Language (IPL) embedded in any computer programming language such as C, C++, Fortran, C#, Java, Python, Excel/VBA, etc. – Data are keyed by our UOPSS shapes where the attributes are specified using our Quantity, Logic & Quality Phenomena (QLQP) including Time. 7
  • 8. How do we configure/code problems in IMPL? (cont’d) IML Frames (Sheets) in CSV Format !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Constriction Data (Practices/Policies) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! &sUnit,&sOperation,@rUpTiming_Lower,@rUpTiming_Upper Blender,Crudeoil,3.0, &sUnit,&sOperation,@rUpTiming_Lower,@rUpTiming_Upper &sUnit,&sOperation,&sPort,&sState,&sUnit,&sOperation,&sPort,&sState,@rUpTiming_Lower,@rUpTiming_Upper TK3,Crudeoil,o,,Pipestill,Fuels,i,,19.0, TK4,Crudeoil,o,,Pipestill,Fuels,i,,19.0, &sUnit,&sOperation,&sPort,&sState,&sUnit,&sOperation,&sPort,&sState,@rUpTiming_Lower,@rUpTiming_Upper &sUnit,&sOperation,@rFillDrawDelaying_Lower,@rFillDrawDelaying_Upper TK1,Light,9.0, TK2,Heavy,9.0, TK3,Crudeoil,3.0, TK4,Crudeoil,3.0, &sUnit,&sOperation,@rFillDrawDelaying_Lower,@rFillDrawDelaying_Upper &sUnit,&sOperation,&sPort,&sState,@iMultiUse_Lower,@iMultiUse_Upper Blender,Crudeoil,o,,1,1 Pipestill,Fuels,i,,1,1 &sUnit,&sOperation,&sPort,&sState,@iMultiUse_Lower,@iMultiUse_Upper &sUnit,@sZeroDownTiming Pipestill,on &sUnit,@sZeroDownTiming 8
  • 9. How do we configure/code problems in IMPL? (cont’d) IPL Functions (Subroutines) in Python (CTYPES) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Construction Data (Pointers) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! rtnstat = interacter.IMPLreceiveUO(uname,oname,utype,usubtype,uuse,IMPLkeep) rtnstat = interacter.IMPLreceiveUOPS(uname,oname,pname,sname,ptype,psubtype,IMPLkeep) rtnstat = interacter.IMPLreceiveUOPSUOPS(uname,oname,pname,sname,uname2,oname2,pname2,sname2,IMPLkeep) rtnstat = interacter.IMPLreceiveUOOG(uname,oname,ogname,IMPLkeep) rtnstat = interacter.IMPLreceiveUOGOGO(uname,ogname,ogname2,oname,IMPLkeep) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Capacity Data (Parameters) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! rtnstat = interacter.IMPLreceiveUOrate(uname,oname,lower,upper,IMPLkeep) rtnstat = interacter.IMPLreceiveUOPSteerate(uname,oname,pname,sname,lower,upper,IMPLkeep) rtnstat = interacter.IMPLreceiveUOPStotalrate(uname,oname,pname,sname,lower,upper,IMPLkeep) rtnstat = interacter.IMPLreceiveUOPSyield(uname,oname,pname,sname,c_double(1.0),c_double(1.0),c_double(0.0),IMPLkeep) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Command Data (Provisos) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! rtnstat = interacter.IMPLreceiveUOsetupopen(uname,oname,c_double(1.),c_double(-2.),IMPLkeep) rtnstat = interacter.IMPLreceiveUOsetuporder(uname,oname,lower,upper,begin,end,IMPLkeep) rtnstat = interacter.IMPLreceiveUOPSUOPSsetuporder(uname,oname,pname,sname,uname2,oname2,pname2,sname2,lower,upper,begin,end,IMPLkeep) rtnstat = interacter.IMPLreceiveUOPSholduporder(uname,oname,pname,sname,lower,upper,target,begin,end,IMPLkeep) 9
  • 10. What is the system architecture of IMPL? • IMPL has six (6) system architecture parts we call SIIMPLE: – Server, Interfacer (IML), Interacter (IPL), Modeler, Presolver DLL’s and an Executable (the executable can be coded in any computer programming language that can call DLL’s/SO’s). – Interfacer, Interacter and Modeler are domainspecific whereas the Server, Presolver and Executable are not i.e., they are domain-inspecific or generic for any type of optimization and 10 estimation problem.
  • 11. How do we converge/convert to solutions in IMPL? Lower, Upper & Target Bounds on Yields Quality (NLP) Conjunction Values Logistics (MILP) Lower & Upper Bounds on Setups & Startups • “Primal Heuristic” used intuitively and naturally in industry for decades to find “globally feasible” solutions to MINLP problems. • “Conjunction Values” are time-varying parameters which “guide” each sub-problem solution where “cuts” (extra constraints) can also be added to avoid known infeasible and/or 11 inferior areas of the search-space.
  • 12. How do we converge/convert to solutions in IMPL? (cont’d) • For NLP (quality) we have bindings to: – CONOPT, IPOPT, KNITRO, XPRESS-SLP as well as our “home-grown” SLPQPE. – SLPQPE out-sources the matrix to 3rd-party LP/QP solvers. If the objective function has quadratic terms then a QP is called at each major iteration (appropriate for data reconciliation & parameter estimation, nonlinear control, etc.). • For MILP (logistics) we have bindings to: – COINMP, GLPK, LPSOLVE, SCIP, CPLEX, GUROBI, LINDO and XPRESS. 12
  • 13. Industrial Flowsheet Optimization and Estimation (IFOE) • IFOE requires the following five (5) features: (1) Unambiguous Representation of the Flowsheet, Network or Superstructure (UOPSS). (2) Semantic-Variables and Meta-Constraints (QLQP). (3) Time Model with Automatic Digitization (Discretized & Distributed-Time). (4) Optimization and Estimation (Simulation) Interoperability (Under/Over/Exactly-Determined). (5) Data Quality Checking: Range, Rate-of-Change, Stationarity, Clustering, Scoring, Balancing, etc. 13
  • 14. How do we represent the flowsheet? Perimeters – Supply/Demand Points or Sources/Sinks Pools – Inventory or Holdup Batch-Processes – Variable-Size & Fixed-Time (VSFT) or Fixed-Size & Variable-Time (FSVT) Continuous-Processes – Blenders, Splitters, Separators, Reactors , Fractionators & Black-Boxes Dimensional-Processes – Geometry Transforms (Reels, Rolls, Sheets, Ingots, Logs, etc.) Parcels – Moveable/Transportable Inventory or Holdup with Round-Trip Travel-Time Pipelines – Moveable/Transportable Inventory as FIFO (First-In-First-Out) Pilelines – Stackable Inventory as LIFO (Last-In-First-Out) Port-In – Flows into a Unit (similar to a nozzle). Port-Out – Flows out of a Unit 14
  • 15. How do we formulate the variables and constraints? • IMPL models the “logistics” (quantity & logic) and “quality” (quantity & quality) sub-problems independently but integrated. – Quantity details: * Similar to: Cires, Hooker & Yunes (July 2013)’s Meta-Constraints & Semantic Typing * – Flows, holdups, yields, etc. – Logic details: – Setups, startups, switchovers, shutdowns and sequencedependent switchovers, etc. – Quality details: – Densities, components, properties, conditions and coefficients i.e., catalyst activity, enthalpy, etc. 15
  • 16. How do we digitize the problem data? • IMPL expects all data to be dynamic (timevarying) and entered in continuous-time (begin/end-times) as “orders”/“transactions”: – Discrete-time: – Common time-grid with equally-spaced time-points. – Suitable for logistics optimization (MILP). – Distributed-time: – Common time-grid with unequally-spaced time-points. – Suitable for quality optimization (NLP). 16
  • 17. How do we manage interoperability and data quality? • Same Model with Different Data: – Optimization using Future Data. – Estimation using Past/Present Data. – Adapt, Tune, Fit, Update, Calibrate, etc. Parameters similar to Moving Horizon Estimation (MHE). • Quality of Data prior to Optimization/Estimation: – Similar to pre-solving, “pre-screen” data for gross inconsistencies such as limit violations, unsteadystate behavior, unexpected operating regions, imbalances in simple conservation laws, etc. Kelly, J.D., Hedengren, J.D., “A Steady-State Detection (SSD) Algorithm to Detect Non-Stationary Drifts in Processes”, Journal of Process Control, 23, 2013. 17
  • 18. Advanced Planning and Scheduling (APS) • IMPL supports both planning and scheduling optimization problems handling both logistics and quality details in a coordinated manner. • IMPL uses “discrete-time” with “big” (planning) and “small” (scheduling) time-buckets or timeperiods for logistics optimization. • IMPL uses “discrete-time” and “distributed-time” i.e., continuous-time/event-based using a global or common time-grid for quality optimization. Kelly, J.D., "Formulating Production Planning Models", Chemical Engineering Progress, January, 43, 2004. Zyngier, D., Kelly, J.D., "Multi-Product Inventory Logistics Modeling in the Process Industries", In: W. Chaovalitwonse, 18 K.C. Furman and P.M. Pardalos, Eds., Optimization and Logistics Challenges in the Enterprise", Springer, 61-95, 2009.
  • 19. Crude-oil Blend Scheduling Optimization (CBSO-IMF) Fractionation of Crude-Oil Mix into Several Cuts or Streams Crude-Oil Segregation Kelly, J.D., Mann, J.L., “Crude-Oil Blend Scheduling Optimization: An Application with Multi-Million Dollar Benefits”, Hydrocarbon Processing, June/July, 2003. Menezes, B.C., Kelly, J.D., Grossmann, I.E., “Improved Swing-Cut Modeling for Planning and Scheduling of Oil-Refinery 19 Distillation Units”, Ind. & Eng. Chem. Res., 52, 2013.
  • 20. Crude-oil Blend Scheduling Optimization (CBSO-IMF) • Key logistics details … – 3-h uptime (run-length) for blend header. – 19-h uptime for tank-to-pipestill flows. – 9-h fill-draw-delay (mixing-time) for storage tanks. – 3-h fill-draw-delay for charge tanks. – 1 flow-out at-a-time for the blend header. – 1 flow-in at-a-time for the pipestill. – 0-h downtime (continuous) for the pipestill. 20
  • 21. Crude-oil Blend Scheduling Optimization (CBSO-IMF) 21
  • 22. Product Blend Scheduling Optimization (PBSO-IMF) One Blend Header with Two Modes or Grades Kelly, J.D., “Logistics: The Missing Link in Blend Scheduling Optimization”, Hydrocarbon Processing, June, 2006. 22 Castillo, P.A.C., Kelly, J.D., Mahalec, V., “Inventory Pinch Algorithm for Gasoline Blend Planning”, AIChE J., 59, 2013.
  • 23. Product Blend Scheduling Optimization (PBSO-IMF) • Key logistics details … – 1-norm (abs) flow-smoothing on blend header flow. – 6 to 8-h uptime for blend header. – 6 to 8-h uptime for blender-to-tank flows. – 4-h fill-draw-delay (mixing-time) for product tanks. – 1 flow-out at-a-time for the blend header. – 0 holdup on switching-when-empty for multi-product tanks. 23
  • 24. Product Blend Scheduling Optimization (PBSO-IMF) 24
  • 25. Key Quality Details … Compute Steam/Water Enthalpies using a Foreign STEAM67.DLL &sCoefficient,@sType,@sPath_Name,@sLibrary_Name,@sFunction_Name,@iNumber_Conditions,@rPerturb_Size,@sCondition_Names HOTH,dynamic,c:IMPLPhysProp,steam67_H,steam67_H,1,1e-6,HOTT COLDH,dynamic,c:IMPLPhysProp,steam67_H,steam67_H,1,1e-6,COLDT WARMH,dynamic,c:IMPLPhysProp,steam67_H,steam67_H,1,1e-6,WARMT &sCoefficient,@sType,@sPath_Name,@sLibrary_Name,@sFunction_Name,@iNumber_Conditions,@rPerturb_Size,@sCondition_Names Compute Evaporations from Distillation Curve using Monotonic Interpolation Conditions-&sMacro,@sValue E200,SIP(200.0:200.0;0.0;NT01;NY01;OT10;NY10;OT30;NY30;OT50;NY50;OT70;NY70;OT90;NY90;NT99;NY99;775.0;1.0) … E750,SIP(750.0:200.0;0.0;NT01;NY01;OT10;NY10;OT30;NY30;OT50;NY50;OT70;NY70;OT90;NY90;NT99;NY99;775.0;1.0) Conditions-&sMacro,@sValue Convert from ASTM D86 to True Boiling Point (TBP) Temperatures Properties-&sMacro,@sValue DT1001,7.40120*(D10-D01)^0.60244 DT3010,4.90040*(D30-D10)^0.71644 DT5030,3.03050*(D50-D30)^0.80076 DT7050,2.52820*(D70-D50)^0.82002 DT9070,3.04190*(D90-D70)^0.75497 DT9990,0.11798*(D99-D90)^1.66060 T01,T50 - DT5030 - DT3010 - DT1001 T10,T50 - DT5030 - DT3010 T30,T50 - DT5030 T50,0.87180*D50^1.02580 T70,T50 + DT7050 T90,T50 + DT7050 + DT9070 T99,T50 + DT7050 + DT9070 + DT9990 Properties-&sMacro,@sValue Compute Z using a Foreign XFUNC.DLL XFCN-@sPath_Name,@sLibrary_Name,@sFunction_Name C:IMPLProcedures,xfunc.dll,xfunc XFCN-@sPath_Name,@sLibrary_Name,@sFunction_Name Properties-&sMacro,@sValue Z,3.0 * XFCN(LOG(X),Y/10.0)) ^ 2.0 Properties-&sMacro,@sValue 25
  • 26. Advanced Performance Management (APM) • Employs Nonlinear and Dynamic Data Reconciliation and Regression (NDDRR) technology also known as “Error-in-Variables Method” (EVM) & “Moving Horizon Estimation” (MHE) with sensitivity diagnostic information. • APM includes: – Advanced Production Accounting (APA), – Advanced Property Tracking/Tracing (APT) and – Advanced Process Monitoring (APM). Kelly, J.D., "A Regularization Approach to the Reconciliation of Constrained Data Sets", Computers & Chemical Engineering, 1771, 1998. Kelly, J.D., "Techniques for Solving Industrial Nonlinear Data Reconciliation Problems", Computers & Chemical Engineering, 2837, 2004. 26
  • 27. Advanced Performance Management (APM) (cont’d) • Solution data accessed via a flowsheet pointer i.e., pointer = (UOPSS,QLQP,time-period). • Statistical diagnostics such as: – Redundancy and observability for measured and unmeasured variables respectively. – Hotelling T2 statistic for overall objective function. – Maximum-power (Student-t) statistics for the individual measurements and constraints. – 95% confidence intervals for unmeasured variables i.e., parameters or coefficients. 27 Kelly, J.D., Zyngier, D., "A New and Improved MILP Formulation to Optimize Observability, Redundancy and Precision for Sensor Network Problems", AIChE Journal, 54, 2008.
  • 28. Advanced Performance Management (APM) (cont’d) • Supports both Unconstrained (Y12M, MA28, PARDISO, etc.) and Constrained (IPOPT, CONOPT, KNITRO, etc.) NDDRR solutions. • Solves for Observability, Redundancy and Variances using a unique Sparse Matrix Algorithm (CHOL, LU and LDL) compared to Dense Matrix Algebra i.e., Reduced Row Echelon Form (RREF), Gauss-Jordan (GJ), QR Factorization and SVD. Kelly, J.D., “On Finding the Matrix Projection in the Data Reconciliation Solution", Computers & Chemical Engineering, 1553, 1998. Kelly, J.D., “Reconciliation of Process Data using other Projection Matrices", Computers & Chemical Engineering, 785, 1999. 28
  • 29. Advanced Production Accounting (APA-IMF) Single Defect in Tank Density Inflates Objective Function Over Hotelling T2 Kelly, J.D., Mann, J.L., "Improve Yield Accounting by Including Density Measurements Explicitly", Hydrocarbon 29 Processing, January, 2005.
  • 30. Advanced Property Tracking (APT-IMF) Track or Trace Qualities in Tanks Over Time with Recycles – Useful for Operating Downstream Processes Recycle Kelly, J.D., Mann, J.L., Schulz, F.G., "Improve Accuracy of Tracing Production Qualities using Successive Reconciliation", Hydrocarbon Processing, April, 2005. 30
  • 31. Advanced Process Monitoring (APM-IMF) Dynamic Model w/ Lagged or Time-Shifted Variables [] in Bold Conditions-&sMacro,@sValue eqCa,V * Ca - (V * Ca[-1] + q * dt * (Caf - Ca) -` k0 * dt * V * Ca * EXP(-EoverR / T)) eqT,rho * Cp * V * T - (rho * Cp * V * T[-1] +` q * dt * rho * Cp * (Tf - T) +` k0 * dt * V * mdelH * Ca * EXP(-EoverR / T) +` UA * dt * (Tc - T)) Conditions-&sMacro,@sValue 31 Henson, M.A., Seborg, D.E., Nonlinear Process Control, Prentice Hall, New Jersey, 1997.
  • 32. Material Flow Analysis (STAN2, http://www.stan2web.net/) * IMPL is Embedded in STAN2 * Cencic, O.; Rechberger, H.,”Material Flow Analysis with Software STAN”, Journal of Environmental Engineering and Management, 18, 2008. 32
  • 33. Benefits of APM • More accurate and timely diagnosis of “bad” instrument readings i.e., less Type I and II errors (false negatives and positives). • More precise estimates of parameters or unmeasured variables i.e., better vetting of “unobservable” variables with loose confidenceintervals spanning zero (0). • Easier modeling, data integration and system implementation allowing for more parts of the plant to be monitored more frequently. 33 Kelly, J.D., ”The Necessity of Data Reconciliation: Some Practical Issues”, NPRA Computer Conference, November, 2000.
  • 34. Benefits of APS with APM • Without continuous improvement i.e., “parameter-feedback” (adapting Ymodel), “Plan v. Actual” offsets are significant and persistent. St = (Itarget – It + Dt) / Ymodel* Demand (Parameter) It = It-1 + St * Yplant - Dt* 7 Supply (true) Supply (fixed y) Inventory (fixed y) Supply (updated y) 6 Inventory (true) Inventory (updated y) 5 4 Supply Supply (Solution) Reactor Tank Demand Reactor Yield Tank Holdup (Parameter) (Variable) 3 Planned/Target 2 Actual 1 True Plant Offset 0 1 2 3 4 5 6 7 Kelly, J.D., Zyngier, D., "Continuously Improve Planning and Scheduling Models with Parameter Feedback", FOCAPO, July, 2008. 8 34 9
  • 35. Thank You! 35