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Civil-Comp Proceedings
ISSN 1759-3433 CCP: 38
ADVANCES IN COMPUTATIONAL STRUCTURES TECHNOLOGY Edited by: B.H.V. Topping
Paper II.2
Direct Search, Stochastic Search and Darwinian Methods in Structural Optimization and Interactions with Parallel Computing G. Thierauf
Department of Civil Engineering, University of Essen, Essen, Germany G. Thierauf, "Direct Search, Stochastic Search and Darwinian Methods in Structural Optimization and Interactions with Parallel Computing", in B.H.V. Topping, (Editor), "Advances in Computational Structures Technology", Civil-Comp Press, Edinburgh, UK, pp 31-41, 1996. doi:10.4203/ccp.38.2.2
Abstract
Since more than thirty years mathematical programming
has become a standard tool for structural optimization.
Initially, methods which used only local information
the functions and which required no gradients were
favoured. Grid- and tabu-search were proposed and in
connection with chance-constrained design problems, the
Monte-Carlo-Method was applied. These zero-order and
direct methods were followed in the seventies by first- and
second-order methods, which required the analytical or
numerical computation of first- and second-order gradients.
The restriction to the class of differentiable optimization
problems was honoured by faster and even superlinear
convergence. Due to the high non-linearity and
because of the non-convexity of most engineering problems,
these gradient-based methods ended up at best at,
a local optimal design point. Furtheron, their lack of robustness
for problems with hundreds of design variables
and constraints became apparent. A decomposition of
the engineering problems which preserved the superlinear
convergence proved to be difficult: The decomposability
decreases with the complexity of the problems and
the complexity increases wit h the realistic modelling of
the problems. For this reason, the zero-order and direct
methods gained renewed interest in the early eighties.
This tendency was further enhanced by the availability
of high-speed parallel computing. Influenced by this
development, stochastic search methods and Darwinian
methods have been the subject of many publications during
the past fifteen years. Grid search and the
Monte-Carlo-Method will be discussed first, followed by the basic
Darwinian methods and their generalizations for integer,
mixed discrete-continuous problems and parallelization.
Similarities between the different Darwinian techniques
are discussed and applications to realistic problems are
presented.
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