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RESEARCH PAPERS: Design Automation Papers

Development of a Hybrid SQP-GRG Algorithm for Constrained Nonlinear Programming

[+] Author and Article Information
A. Parkinson, M. Wilson

Department of Mechanical Engineering, Brigham Young University, Provo, Utah 84602

J. Mech., Trans., and Automation 110(3), 308-315 (Sep 01, 1988) (8 pages) doi:10.1115/1.3267463 History: Received January 08, 1988; Online November 19, 2009

Abstract

The optimization of many engineering design problems requires a nonlinear programming algorithm that is robust, efficient, and feasible at intermediate iterations. Based on the strengths of the generalized reduced gradient (GRG) and sequential quadratic programming (SQP) algorithms, a hybrid SQP-GRG algorithm is developed. The hybrid algorithm uses the SQP search direction and a modified GRG line search. The resulting SQP-GRG algorithm is shown to be robust, feasible at intermediate iterations, and comparable in efficiency to Powell’s SQP algorithm on 26 test problems.

Copyright © 1988 by ASME
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