Multilevel Algorithms for Nonlinear Optimization

By: Nasa, National Aeronautics and Space Adm

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class. Alexandrov, Natalia and Dennis, J. E., Jr. Unspecified Center NAS1-18605; NAS1-19480; F49620-92-J-0203; DE-FG05-86ER-25017; NSF CCR-91-20008; AF-AFOSR-0363-89; RTOP 505-90-52-01...

• Format: Paperback
• Language: English
• ISBN: 1729092322
• ISBN13: 9781729092323
• Release Date: January 1
• Publisher: Independently Published
• Length: 28 Pages
• Weight: 0.20 lbs.
• Dimensions: 0.1" x 8.5" x 11.0"