Optimal Truss Design by Interior-Point Methods

This article presents a primal-dual predictor-corrector interior-point method for solving quadratically constrained convex optimization problems that arise from truss design problems. We investigate certain special features of the problem, discuss fundamental differences of interior-point methods for linearly and nonlinearly constrained problems, extend Mehrotra's predictor-corrector strategy to nonlinear programs, and establish convergence of a long step method. Numerical experiments on large scale problems illustrate the surprising efficiency of the method.

[1]  Harvey J. Greenberg,et al.  Automatic design of optimal structures , 1964 .

[2]  W. Oettli,et al.  Mathematische Optimierung : Grundlagen und Verfahren , 1975 .

[3]  Kunio Tanabe,et al.  Centered newton method for mathematical programming , 1988 .

[4]  M. Kojima,et al.  A primal-dual interior point algorithm for linear programming , 1988 .

[5]  F. Jarre On the method of analytic centers for solving smooth convex programs , 1988 .

[6]  R. C. Monteiro,et al.  Interior path following primal-dual algorithms , 1988 .

[7]  N. Megiddo Pathways to the optimal set in linear programming , 1989 .

[8]  Renato D. C. Monteiro,et al.  Interior path following primal-dual algorithms. part I: Linear programming , 1989, Math. Program..

[9]  Sharad Mehrotra,et al.  An interior point algorithm for solving smooth convex programs based on Newton''s method , 1990 .

[10]  Florian Jarre,et al.  On the convergence of the method of analytic centers when applied to convex quadratic programs , 1991, Math. Program..

[11]  I. Lustig,et al.  Computational experience with a primal-dual interior point method for linear programming , 1991 .

[12]  Martin P. Bendsøe,et al.  Equivalent displacement based formulations for maximum strength truss topology design , 1992, IMPACT Comput. Sci. Eng..

[13]  Sanjay Mehrotra,et al.  On the Implementation of a Primal-Dual Interior Point Method , 1992, SIAM J. Optim..

[14]  Roy E. Marsten,et al.  On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming , 1992, SIAM J. Optim..

[15]  Shinji Mizuno,et al.  A primal—dual infeasible-interior-point algorithm for linear programming , 1993, Math. Program..

[16]  Martin P. Bendsøe,et al.  A New Method for Optimal Truss Topology Design , 1993, SIAM J. Optim..

[17]  Y. Nesterov,et al.  Self-Scaled Cones and Interior-Point Methods in Nonlinear Programming , 1994 .

[18]  Dick den Hertog,et al.  Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity , 1994 .

[19]  F. Jarre Interior-point methods via self-concordance or relative lipschitz condition , 1995 .

[20]  Tao Wang,et al.  An interior point potential reduction method for constrained equations , 1996, Math. Program..

[21]  A. Tal,et al.  A truncated log Barrier algorithm for large scale convex programming and minmax problems:implementation and computational results ∗ , 1996 .

[22]  Roland W. Freund,et al.  A QMR-based interior-point algorithm for solving linear programs , 1997, Math. Program..

[23]  Michael Zibulevsky,et al.  Penalty/Barrier Multiplier Methods for Convex Programming Problems , 1997, SIAM J. Optim..

[24]  Jorge Nocedal,et al.  An Interior Point Algorithm for Large-Scale Nonlinear Programming , 1999, SIAM J. Optim..