Multi-scale optimization for process systems engineering

Lorenz T. Biegler, Yidong Lang, Weijie Lin

Abstract: Highlights•Three trust region-based algorithms are developed for RM-based optimization.•The first algorithm is a gradient-based algorithm that builds on established trust region theory.•The second algorithm avoids gradient calculations from the ODM.•The third algorithm avoids frequent recourse to ODMs, using ϵ-exact RMs.•Small examples and two large scale RM-based optimization case studies illustrate the algorithms.