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Quadratic programming solver for structural optimisation using SQP algorithm

delete2002-07-01
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Bernardo Horowitz *
S
Silvana M. B. Afonso
DOI:10.1016/S0965-9978(02)00066-2delete
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摘要

摘要

En 中文
The dual quadratic programming algorithm of Goldfarb and Idnani is implemented as a solver for a sequential quadratic programming algorithm. Initially the algorithm is briefly described. As the algorithm requires the inverse of the Cholesky factor of the Hessian matrix at each iteration a procedure is presented to directly obtain a matrix that multiplied by its transpose gives the BFGS update of the Hessian. A procedure is then presented to triangularise the updated factor using two series of Givens rotations. In order to increase efficiency a 'warm start' strategy is proposed whereby the choice of constraints to enter the active set is based on information of previous SQP iterations. Finally two examples are given to demonstrate the efficiency and robustness of the implementation. (C) 2002 Civil-Comp Ltd and Elsevier Science Ltd. All rights reserved.
Keyword:
optimisation
structural design
mathematical programming
sequential quadratic programming
quadratic programming
finite elements
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Advances in Engineering Software 封面图
Advances in Engineering Software
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