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Modern nonlinear programming solvers can be utilized to solve very large scale problems in chemical engineering. However, these methods require fully open models with accurate derivatives. In this article, we address the hybrid glass box/black box optimization problem, in which part of a system is modeled with open, equation based models and part is black box. When equation based reduced models are used in place of the black box, NLP solvers may be applied directly but an accurate solution is not guaranteed. In this work, a trust region filter algorithm for glass box/black box optimization is presented. By combining concepts from trust region filter methods and derivative free optimization, the method guarantees convergence to first-order critical points of the original glass box/black box problem. The algorithm is demonstrated on three comprehensive examples in chemical process optimization.

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We present an improved trust region filter (TRF) method for optimization of combined glass box/black box systems. Glass box systems refer to models that are easily expressed in an algebraic modeling language, providing cheap and accurate derivative information. By contrast black box systems may be computationally expensive and derivatives are unavailable. The TRF method, as first introduced in our previous work, 1 is able to handle hybrid systems containing both glass and black box components, which can frequently arise in chemical engineering, for example when a multiphase reactor model is included in a flowsheet optimization problem. We discuss several recent modifications in the algorithm such as the sampling region, which maintains the algorithm's global convergence properties without requiring the trust region to shrink to zero in the limit. To benchmark the development of this optimization method, a test set of problems is generated based on modified problems from the CUTEr and COPS sets. The modified algorithm demonstrates improved performance using the test problem set. Finally, the algorithm is implemented within the Pyomo environment and demonstrated on a rigorous process optimization case study for carbon capture.