Object Oriented Implementation Of A Second-order Optimization Method
Price
Free (open access)
Transaction
Volume
54
Pages
20
Published
2001
Size
1,444 kb
Paper DOI
10.2495/OP010251
Copyright
WIT Press
Author(s)
L.F.D. Bras & A.F.M. Azevedo
Abstract
Object oriented implementation of a second-order optimization method L. F. D. Bras* & A. F. M. Azevedo* ^ Civil Engineering Department, Faculty of Engineering, University of Porto, Portugal. Abstract A structural optimization problem may be formulated as a single nonlinear program (NLP) and solved with a second-order method. This class of methods requires first and second derivatives of the objective function and of the inequality and equality constraints. When the size of the problem is large, derivative calculation may become tedious and error prone. Automatic differentiation (AD) techniques provide exact values for the derivatives without user intervention. In this paper the object oriented implementation of a Lagrange-Newton optimization algorithm is presented. An object oriented parser is used to interpret all the functions that describe the NLP. First and second derivatives are calculated with AD techniques using Rail numbers and their associated overloaded
Keywords