An augmented lagrangian decomposition method for quasi-separable problems in MDO

S. Tosserams, L.F.P. Etman, J.E. Rooda

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    Abstract

    Several decomposition methods have been proposed for the distributed optimal design of quasi-separable problems encountered in Multidisciplinary Design Optimization (MDO). Some of these methods are known to have numerical convergence difficulties that can be explained theoretically. We propose a new decomposition algorithm for quasi-separable MDO problems. In particular, we propose a decomposed problem formulation based on the augmented Lagrangian penalty function and the block coordinate descent algorithm. The proposed solution algorithm consists of inner and outer loops. In the outer loop, the augmented Lagrangian penalty parameters are updated. In the inner loop, our method alternates between solving an optimization master problem, and solving disciplinary optimization subproblems. The coordinating master problem can be solved analytically; the disciplinary subproblems can be solved using commonly available gradient-based optimization algorithms. The augmented Lagrangian decomposition method is derived such that existing proofs can be used to show convergence of the decomposition algorithm to KKT points of the original problem under mild assumptions. We investigate the numerical performance of the proposed method on two example problems.
    Original languageEnglish
    Title of host publicationProceedings of the 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, 6-8 September 2006, Portsmouth, United States
    Place of PublicationReston, Va
    PublisherAmerican Institute of Aeronautics and Astronautics Inc. (AIAA)
    Pages1-15
    Publication statusPublished - 2006
    Event11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, September 6-8, 2006, Portsmouth, VA, USA - Portsmouth, VA, United States
    Duration: 6 Sep 20068 Sep 2006

    Conference

    Conference11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, September 6-8, 2006, Portsmouth, VA, USA
    CountryUnited States
    CityPortsmouth, VA
    Period6/09/068/09/06

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