1. A method of operating a power generation system having a plurality of power generation devices, each of the power generation devices including one or more power generating units that produce an amount of energy based on a load set-point, and at least one of the power generation devices including one or more pollution control devices that are controllable independent of the power generation units and that operate at different levels based on pollution control set-points, wherein different values of a pollution control set-point cause a pollution control device to operate at different operating points to affect the amount of emission of pollutants emitted by a power generation device during operation of the power generation device, the method comprising: obtaining, using a processor of a computing device, an objective function of the power generation system, wherein the objective function provides cost of operating the power generation system as a function of a plurality of variables, the plurality of variables including a load set-point for one of the power generating units of at least one of the plurality of power generation devices and a pollution control set-point of a pollution control device for the at least one of the plurality of power generation devices; obtaining, using the processor of the computing device, a plurality of operating constraints of the power generation system; obtaining, using the processor of the computing device, an optimal solution for the objective function within the plurality of operating constraints of the power generation system, wherein a candidate solution for the objective function is selected within the constraints and values of various variables are iteratively changed until the optimal solution is obtained, wherein the optimal solution for the objective function is representative of the cost of operating the power generation system, and wherein the cost of operating the power generation system includes a cost of operating the plurality of power generation devices and a cost of operating the one or more pollution control devices; determining, using the processor of the computing device, load set-points and pollution control set-points, distinct from the load set-points, for the power generation devices based on the optimal solution for the objective function; and using the determined load set-points to control the operation of the power generating units of the power generation devices and using the pollution control set-points to control the operation of the pollution control devices of the power generation devices.