Optimization in Industrial Engineering: SQP-Methods and Applications
K. Schittkowski, Radioss User Meeting, Mecalog, Nice, June 20-22
(2005)
Abstract:
Today, practical nonlinear programming problems are routinely solved by
sequential quadratic programming (SQP) methods stabilized by a monotone line
search procedure subject to a suitable merit function. To understand the
mathematical background, we outline the optimality criteria from where the basic
SQP step is easily derived and understood. In case of computational errors as
for example caused by inaccurate function or gradient evaluations, however, the
approach is unstable and often terminates with an error message. To prevent this
situation, a non-monotone line search is proposed which allows the acceptance of
a larger steplength. As a by-product, we consider also the possibility to adapt
the line search to run under distributed systems. Some numerical results are
included, which show that in case of very noisy function values a drastic
improvement of the performance is achieved compared to the version with monotone
line search. Most industrial applications of SQP methods are found in mechanical
structural optimization. We present two alternative case studies from electrical
engineering, the optimum design of satellite antennas and of surface acoustic
wave filters.
To download the report, click here: radioss.pdf