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SQP SAND Strategies that Link to Existing Modeling Systems

  • Lorenz T. Biegler
  • Andreas Wächter
Part of the Lecture Notes in Computational Science and Engineering book series (LNCSE, volume 30)

Abstract

We consider variants of Successive Quadratic Programming (SQP) applied to Simultaneous Analysis and Design (SAND)implementations for existing engineering modeling systems. Such programs include large scale PDE solvers, chemical process simulators and programs for electrical circuit analysis. Several aspects of the SQP algorithm will be considered. In particular, options need to be selected that are compatible with the information available from the modeling system. Here the following three areas are considered for SAND optimization algorithms: efficient and reliable strategies for global convergence based on a newly developed filter line search method, improved second order information for reduced Hessian methods, and a barrier approach for inequality constraints. The benefits of each of these options will be supported by numerical results and the relevance of these options to PDE models will be explored.

Keywords

Line Search Merit Function Exact Penalty Newton Step Exact Penalty Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Lorenz T. Biegler
    • 1
  • Andreas Wächter
    • 1
  1. 1.Chemical Engineering DepartmentCarnegie Mellon UniversityPittsburgh

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