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


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