In real-time optimization (RTO), results analysis is used to ensure that RT
O predictions can be implemented and are not the result of the unnecessary
variance transmission around the RTO loop. Miletic and Marlin [I. Miletic,
T.E. Marlin, On-line statistical results analysis in real-time operations o
ptimization, Ind. Eng. Chem. Res. 37 (1998) 3670-3684.] proposed a statisti
cal framework for analyzing RTO results; however, their method cannot effec
tively deal with inequality constraints. Many industrial RTO implementation
s include bounds on the changes that the RTO system can make to the process
operation (i.e. trust-region constraints). Such trust-region constraints c
an seriously degrade the performance of existing results analysis methods.
In this paper, a results analysis procedure is proposed that incorporates s
tatistical testing on both the primal and dual variables of the optimizatio
n problem to effectively analyze steady-state RTO results in the presence o
f trust-region constraints. The proposed method is illustrated using two sm
all case studies, one of which is the same Williams and Otto [T.J. Williams
, R.E. Otto, A generalized chemical processing model for the investigation
of computer control, AIEE Trans 79 (1960) 458-473.] reactor example used in
Miletic and Marlin (1998). (C) 2001 Elsevier Science Ltd. All rights reser
ved.