The trust region filter strategy: Survey of a rigorous approach for optimization with surrogate models

Abstract

Recent developments in efficient, large-scale nonlinear optimization strategies have had significants impact on the design and operation of engineering systems with equation-oriented (EO) models. On the other hand, rigorous first-principle procedural (i.e., black-box ’truth’) models may be difficult to incorporate directly within this optimization framework. Instead, black-box models are often substituted by lower fidelity surrogate models that may compromise the optimal solution. To overcome these challenges, Trust Region Filter (TRF) methods have been developed, which combine surrogate models optimization with intermittent sampling of truth models. The TRF approach combines efficient solution strategies with minimal recourse to truth models, and leads to guaranteed convergence to the truth model optimum. This survey paper provides a perspective on the conceptual development and evolution of the TRF method along with a review of applications that demonstrate the effectiveness of the TRF approach. In particular, three cases studies are presented on flowsheet optimization with embedded CFD models for advanced power plants and CO2 capture processes, as well as synthesis of heat exchanger networks with detailed finite-element equipment models.

Keywords

• Nonlinear programming
• Surrogate modeling
• Trust regions
• Process optimization