Using the Generalized Reduced Gradient Method to Handle Equality Constraints Directly in a Multilevel Optimization
Keyword(s):
Abstract In recent years there have been several multilevel optimization algorithms proposed and implemented in design studies. Equality constraints are often imposed between levels in the optimization to maintain system and subsystem variable continuity. In most implementation studies these equality constraints are handled indirectly. This paper describes the utility of the Generalized Reduced Gradient (GRG) method for handling these equality constraints directly in a multilevel optimization. Two engineering design examples illustrate the methods effectiveness when incorporated in a multilevel linear decomposition scheme based on the Sobieski algorithm.
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2017 ◽
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