WIT Press


Object Oriented Implementation Of A Second-order Optimization Method

Price

Free (open access)

Paper DOI

10.2495/OP010251

Volume

54

Pages

20

Published

2001

Size

1,444 kb

Author(s)

L.F.D. Bras & A.F.M. Azevedo

Abstract

Object oriented implementation of a second-order optimization method L. F. D. Bras* & A. F. M. Azevedo* ^ Civil Engineering Department, Faculty of Engineering, University of Porto, Portugal. Abstract A structural optimization problem may be formulated as a single nonlinear program (NLP) and solved with a second-order method. This class of methods requires first and second derivatives of the objective function and of the inequality and equality constraints. When the size of the problem is large, derivative calculation may become tedious and error prone. Automatic differentiation (AD) techniques provide exact values for the derivatives without user intervention. In this paper the object oriented implementation of a Lagrange-Newton optimization algorithm is presented. An object oriented parser is used to interpret all the functions that describe the NLP. First and second derivatives are calculated with AD techniques using Rail numbers and their associated overloaded

Keywords