Combustion in a boiler is too complex to be analytically described with mathematical models. To meet the needs of operation optimization, on-site experiments guided by the statistical optimization methods are often necessary to achieve the optimum operating conditions. This study proposes a new constrained optimization procedure using artificial neural networks as models for target processes. Information analysis based on random search, fuzzy c-mean clustering, and minimization of information free energy is performed iteratively in the procedure to suggest the location of future experiments, which can greatly reduce the number of experiments needed. The effectiveness of the proposed procedure in searching optima is demonstrated by three case studies: (1) a bench-mark problem, namely minimization of the modified Himmelblau function under a circle constraint; (2) both minimization of NOx and CO emissions and maximization of thermal efficiency for a simulated combustion process of a boiler; (3) maximization of thermal efficiency within NOx and CO emission limits for the same combustion process. The simulated combustion process is based on a commercial software package CHEMKIN, where 78 chemical species and 467 chemical reactions related to the combustion mechanism are incorporated and a plug-flow model and a load-correlated temperature distribution for the combustion tunnel of a boiler are used. (C) 2002 Elsevier Science Ltd. All rights reserved.