• Title/Summary/Keyword: Lagrang Multiplier

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Computational enhancement to the augmented lagrange multiplier method for the constrained nonlinear optimization problems (구속조건식이 있는 비선형 최적화 문제를 위한 ALM방법의 성능향상)

  • 김민수;김한성;최동훈
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.2
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    • pp.544-556
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    • 1991
  • The optimization of many engineering design problems requires a nonlinear programming algorithm that is robust and efficient. A general-purpose nonlinear optimization program IDOL (Interactive Design Optimization Library) is developed based on the Augmented Lagrange Mulitiplier (ALM) method. The ideas of selecting a good initial design point, using resonable initial values for Lagrange multipliers, constraints scaling, descent vector restarting, and dynamic stopping criterion are employed for computational enhancement to the ALM method. A descent vector is determined by using the Broydon-Fletcher-Goldfarb-Shanno (BFGS) method. For line search, the Incremental-Search method is first used to find bounds on the solution, then the bounds are reduced by the Golden Section method, and finally a cubic polynomial approximation technique is applied to locate the next design point. Seven typical test problems are solved to show IDOL efficient and robust.