Object Oriented Implementation Of A Second-order Optimization Method
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
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