DOI QR코드

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이점 대각 이차 근사화 기법을 쌍대기법에 적용한 순차적 근사 최적설계

Sequential Approximate Optimization by Dual Method Based on Two-Point Diagonal Quadratic Approximation

  • 투고 : 2010.09.15
  • 심사 : 2011.01.07
  • 발행 : 2011.03.01

초록

본 논문에서는 SD-TDQAO (Sequential Dual - Two-point Diagonal Quadratic Approximate Optimization)라는 쌍대기법을 이용한 순차적 최적설계 알고리즘을 제안한다. 이 방법은 비선형 목적함수와 제한조건이 포함되어 있는 공학적인 문제를 효과적으로 풀 수 있도록 하는데 목적이 있다. 기존의 볼록성과 분리성이 만족되지 않는 eTDQA2 방법을 이용하여 쌍대기법에 이용할 수 있도록 이차 근사함수의 헤시언 대각요소에 이를 적용하여 쉽게 볼록성과 분리성을 보장할 수 있도록 하였다. 또한 이를 수학적 예제와 위상 최적설계문제를 통해 기존의 쌍대기법 알고리즘인 MMA 와의 비교로 그 성능을 입증하였다.

We present a new dual sequential approximate optimization (SAO) algorithm called SD-TDQAO (sequential dual two-point diagonal quadratic approximate optimization). This algorithm solves engineering optimization problems with a nonlinear objective and nonlinear inequality constraints. The two-point diagonal quadratic approximation (TDQA) was originally non-convex and inseparable quadratic approximation in the primal design variable space. To use the dual method, SD-TDQAO uses diagonal quadratic explicit separable approximation; this can easily ensure convexity and separability. An important feature is that the second-derivative terms of the quadratic approximation are approximated by TDQA, which uses only information on the function and the derivative values at two consecutive iteration points. The algorithm will be illustrated using mathematical and topological test problems, and its performance will be compared with that of the MMA algorithm.

키워드

참고문헌

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