Rakowska, J. | Search NASA

NASA NTRS1992

Tracing the efficient curve for multi-objective control-structure optimization

A recently developed active set algorithm for tracing parameterized optima is adapted to multiobjective optimization. The algorithm traces a path of Kuhn-Tucker points using homotopy curve tracking techniques, and is based on identifying and maintaining the set of active constraints. Second order necessary optimality conditions are used to determine nonoptimal stationary points on the path. In the bi-objective optimization case the algorithm is used to trace the curve of efficient solution (Pareto optima). As an example, the algorithm is applied to the simultaneous minimization of the weight and control force of a ten-bar truss with two collocated sensors and actuators, with some interesting results.

Rakowska, J.↗

NASA NTRS1991

An active set algorithm for tracing parametrized optima

Optimization problems often depend on parameters that define constraints or objective functions. It is often necessary to know the effect of a change in a parameter on the optimum solution. An algorithm is presented here for tracking paths of optimal solutions of inequality constrained nonlinear programming problems as a function of a parameter. The proposed algorithm employs homotopy zero-curve tracing techniques to track segments where the set of active constraints is unchanged. The transition between segments is handled by considering all possible sets of active constraints and eliminating nonoptimal ones based on the signs of the Lagrange multipliers and the derivatives of the optimal solutions with respect to the parameter. A spring-mass problem is used to illustrate all possible kinds of transition events, and the algorithm is applied to a well-known ten-bar truss structural optimization problem.

Rakowska, J.↗