Beruflich Dokumente
Kultur Dokumente
LecturerDung-An Wang
Lecture 12
Lecture outline
Reading:
Ch12 of text
Today
s lecture
Active constraint
Inactive constraint
Violated constraint
-Active inequality constraint
10
11
12
13
Function gradients
14
Linearized subproblem
15
16
17
18
EXAMPLE 12.3
19
20
Evaluation of gradients
In the following calculations, we will ignore constraints
g4 and g5, assuming that they will remain satisfied;
that is, the design will remain in the first quadrant
gradients of the functions
21
Linearized subproblem
22
24
25
26
27
stopping criteria
28
29
EXAMPLE 12.4
30
31
Linearized subproblem
32
33
EXAMPLE 12.5
34
Solution
35
linearized subproblem
36
37
38
39
41
gradient
projection method
the feasible directions method
the generalized reduced gradient method
Sequential quadratic programming (SQP) methods are
relatively new and have become quite popular as a result
of their generality, robustness, and efficiency.
42
SQP methods
Step 1. A search direction in the design space is
calculated by utilizing the values and the gradients of
the problem functions; a quadratic programming
subproblem is defined and solved.
Step 2. A step size along the search direction is
calculated to minimize a descent function; a step size
calculation subproblem is defined and solved
43
44
45
Solution
constraints for the problem are already written in the
normalized form
graph
46
Evaluation of functions
47
Gradient evaluation
48
Linearized subproblem
Substituting Eqs. (f) and (i) into Eq. (12.9), linearized
cost function,
linearized forms of the constraint functions can be
written and the linearized subproblem
the constant 5 has been dropped from the linearized
cost function because it does not affect the solution to
the subproblem. Also, the constants 3 and 20.25 in the
linearized constraints have been transferred to the right
side
49
QP subproblem
50
Solution to LP subproblem
Solution to QP subproblem
51
52
Solution
53
Graphical solution
54
Analytical solution
A numerical method must generally be used to solve
the subproblem. However, since the present problem is
quite simple, it can be solved by writing the KKT
necessary conditions of Theorem 4.6
55
56
57
Solution
58
59
60
63
64
65
66
67