New Successive Approximation Method for Optimum Structural Design

A new procedure, using only first-order explicit information and consisting of the successive solution of approximate subproblems, is proposed. The method differs from established sequential quadratic programming methods by not utilizing the Lagrangian form and not attempting to store full and explicit Hessian information. Instead each constraint is individually approximated by a quadratic function involving only one coefficient in the quadratic term. This coefficient is determined from a two-point collocation. A novel feature of the method is that each quadratic subproblem is solved by a recently proposed interior feasible direction method. An auxiliary problem is formulated to generate a feasible starting point for each subproblem

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