Process optimization of transient thermal stress field is discussed in this paper. Based on using a finite element method, the transient temperature field is solved by the Lanczos Vector method, by which the degrees of freedom are greatly reduced. The sensitivity analysis approach of the corresponding transient thermal stress strength is then deduced. The Nonlinear Programming problem is solved by using Recursive Quadratic Programming method. The process optimization analysis of a nuclear pressure vessel shows that the maximum transient thermal stress level can be greatly reduced.