PGS-COM: A hybrid method for constrained non-smooth black-box optimization problems

• Published in: Computers & chemical engineering Vol. 63; pp. 108 - 139
• Main Authors: Martelli, Emanuele, Amaldi, Edoardo
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 17.04.2014
• Subjects: Black-box optimization; Direct-search methods; Evolutionary algorithms; Non-smooth optimization; Process optimization; Process optimization; Evolutionary algorithms; Direct-search methods; Non-smooth optimization; Black-box optimization
• ISSN: 0098-1354; 1873-4375
• DOI: 10.1016/j.compchemeng.2013.12.014

The main available direct search methods for black-box optimization are reviewed.PGS-COM, a hybrid method for non-smooth black-box optimization, is proposed.PGS-COM performance is assessed and compared with that of 11 alternative methods.PGS-COM turns out to perform better than the other methods on most problems.Complex and population-based algorithms compare favorably among the other methods. In the areas of chemical processes and energy systems, the relevance of black-box optimization problems is growing because they arise not only in the optimization of processes with modular/sequential simulation codes but also when decomposing complex optimization problems into bilevel programs. The objective function is typically discontinuous, non-differentiable, not defined in some points, noisy, and subject to linear and nonlinear relaxable and unrelaxable constraints. In this work, after briefly reviewing the main available direct-search methods applicable to this class of problems, we propose a new hybrid algorithm, referred to as PGS-COM, which combines the positive features of Constrained Particle Swarm, Generating Set Search, and Complex. The remarkable performance and reliability of PGS-COM are assessed and compared with those of eleven main alternative methods on twenty five test problems as well as two challenging process engineering applications related to the optimization of a heat recovery steam cycle and a styrene production process.