Date of Award

Spring 4-2018

Embargo Period


Degree Type


Degree Name

Doctor of Philosophy (PhD)


Chemical Engineering


Larry Biegler


Modern nonlinear programming solvers can efficiently handle very large scale optimization problems when accurate derivative information is available. However, black box or derivative free modeling components are often unavoidable in practice when the modeled phenomena may cross length and time scales. This work is motivated by examples in chemical process optimization where most unit operations have well-known equation oriented representations, but some portion of the model (e.g. a complex reactor model) may only be available with an external function call. The concept of a surrogate model is frequently used to solve this type of problem. A surrogate model is an equation oriented approximation of the black box that allows traditional derivative based optimization to be applied directly. However, optimization tends to exploit approximation errors in the surrogate model leading to inaccurate solutions and repeated rebuilding of the surrogate model. Even if the surrogate model is perfectly accurate at the solution, this only guarantees that the original problem is feasible. Since optimality conditions require gradient information, a higher degree of accuracy is required. In this work, we consider the general problem of hybrid glass box/black box optimization, or gray box optimization, with focus on guaranteeing that a surrogate-based optimization strategy converges to optimal points of the original detailed model. We first propose an algorithm that combines ideas from SQP filter methods and derivative free trust region methods to solve this class of problems. The black box portion of the model is replaced by a sequence of surrogate models (i.e. surrogate models) in trust region subproblems. By carefully managing surrogate model construction, the algorithm is guaranteed to converge to true optimal solutions. Then, we discuss how this algorithm can be modified for effective application to practical problems. Performance is demonstrated on a test set of benchmarks as well as a set of case studies relating to chemical process optimization. In particular, application to the oxycombustion carbon capture power generation process leads to significant efficiency improvements. Finally, extensions of surrogate-based optimization to other contexts is explored through a case study with physical properties.