ISSN:
1615-1488
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
Notes:
Abstract This paper presents an analytically robust, globally convergent approach to managing the use of approximation models of varying fidelity in optimization. By robust global behaviour we mean the mathematical assurance that the iterates produced by the optimization algorithm, started at an arbitrary initial iterate, will converge to a stationary point or local optimizer for the original problem. The approach presented is based on the trust region idea from nonlinear programming and is shown to be provably convergent to a solution of the original high-fidelity problem. The proposed method for managing approximations in engineering optimization suggests ways to decide when the fidelity, and thus the cost, of the approximations might be fruitfully increased or decreased in the course of the optimization iterations. The approach is quite general. We make no assumptions on the structure of the original problem, in particular, no assumptions of convexity and separability, and place only mild requirements on the approximations. The approximations used in the framework can be of any nature appropriate to an application; for instance, they can be represented by analyses, simulations, or simple algebraic models. This paper introduces the approach and outlines the convergence analysis.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01197433
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