2016
DOI: 10.1002/aic.15325
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A trust region filter method for glass box/black box optimization

Abstract: 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. I… Show more

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Cited by 61 publications
(42 citation statements)
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“…The approach guarantees convergence to the target problem with truth models and minimizes the evaluation of these models. The convergence properties are shown by Eason et al 11,12 based on the analysis in the work. 13,14 Moreover, the gradient based optimization strategy is driven by the NLP solver such as IPOPT 15 and CONOPT 16 which solves the trust region subproblem and also has strong algorithmic properties that confirm convergence to a KKT point of the truth models.…”
Section: Introductionmentioning
confidence: 74%
See 1 more Smart Citation
“…The approach guarantees convergence to the target problem with truth models and minimizes the evaluation of these models. The convergence properties are shown by Eason et al 11,12 based on the analysis in the work. 13,14 Moreover, the gradient based optimization strategy is driven by the NLP solver such as IPOPT 15 and CONOPT 16 which solves the trust region subproblem and also has strong algorithmic properties that confirm convergence to a KKT point of the truth models.…”
Section: Introductionmentioning
confidence: 74%
“…For instance, Eason et al 11,12 developed the trust region filter (TRF) method for derivative free optimization that includes black box models. In the TRF framework, the block box models are considered truth models against surrogate models and could be high-fidelity models which are expensive in computation.…”
Section: Introductionmentioning
confidence: 99%
“…A surrogate model is a good choice when it is relatively easy to generate simulation data as training data from the rigorous model. Although the model accuracy is reduced, it is easier to solve and to obtain the global solution 45,48‐50 . After model substitution, the newly generated optimization problem should be solved and the optimal solution obtained can be denoted as Vi*.…”
Section: Iterative Model Adoption and Optimization Solution Strategymentioning
confidence: 99%
“…Both of these approaches would benefit from increased attention. Surrogate models have garnered the most recent attention as a way to address this need (242,253). Systematic methods for deriving surrogate models such as ALAMO (254) show great potential for allowing consideration of detailed phenomena at the process synthesis level.…”
Section: Critical Assessmentmentioning
confidence: 99%