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B. Horowitz, S.M.B. Afonso, "Quadratic Programming Solver for Large-Scale Structural Optimization using SQP Algorithm", in G. De Roeck, B.H.V. Topping, (Editors), "Identification, Control and Optimisation of Engineering Structures", Civil-Comp Press, Edinburgh, UK, pp 79-84, 2000. doi:10.4203/ccp.72.3.2

Abstract

The primal/dual quadratic programming algorithm of Goldfarb and Idnani is implemented as a solver for a Sequential Quadratic Programming algorithm. Initially the algorithm is briefly described. As the algorithm requires the inverse of the Cholesky factor of the Hessian matrix at each iteration a procedure is presented to directly obtain a matrix that multiplied by its transpose gives the BFCS update of the Hessian. A procedure is then presented to triangularise the updated factor using two series of Givens rotations. In order to increase efficiency a "warm start" strategy is proposed whereby the choice of constraints to enter the active set is based on information of previous SQP iterations. Finally two examples are given to demonstrate the efficiency and robustness of the implementation.

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Front Page Browse CCP CSETS CTR IJRT Other Authors Search Purchase Guide FAQ Contact us	Civil-Comp Proceedings ISSN 1759-3433 CCP: 72 IDENTIFICATION, CONTROL AND OPTIMISATION OF ENGINEERING STRUCTURES Edited by: G. De Roeck and B.H.V. Topping Paper III.2 Quadratic Programming Solver for Large-Scale Structural Optimization using SQP Algorithm B. Horowitz and S.M.B. Afonso Department of Civil Engineering, Federal University of Pernambuco, Recife, Brazil doi:10.4203/ccp.72.3.2 purchase the full-text of this paper Full Bibliographic Reference for this paper B. Horowitz, S.M.B. Afonso, "Quadratic Programming Solver for Large-Scale Structural Optimization using SQP Algorithm", in G. De Roeck, B.H.V. Topping, (Editors), "Identification, Control and Optimisation of Engineering Structures", Civil-Comp Press, Edinburgh, UK, pp 79-84, 2000. doi:10.4203/ccp.72.3.2 Abstract The primal/dual quadratic programming algorithm of Goldfarb and Idnani is implemented as a solver for a Sequential Quadratic Programming algorithm. Initially the algorithm is briefly described. As the algorithm requires the inverse of the Cholesky factor of the Hessian matrix at each iteration a procedure is presented to directly obtain a matrix that multiplied by its transpose gives the BFCS update of the Hessian. A procedure is then presented to triangularise the updated factor using two series of Givens rotations. In order to increase efficiency a "warm start" strategy is proposed whereby the choice of constraints to enter the active set is based on information of previous SQP iterations. Finally two examples are given to demonstrate the efficiency and robustness of the implementation. purchase the full-text of this paper (price £20) go to the previous paper go to the next paper return to the table of contents return to the book description purchase this book (price £50 +P&P)
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