Block-separable linking constraints in augmented Lagrangian coordination

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

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Abstract

Augmented Lagrangian coordination (ALC) is a provably convergent coordination method for multidisciplinary design optimization (MDO) that is able to treat both linking variables and linking functions (i.e. system-wide objectives and constraints). Contrary to quasi-separable problems with only linking variables, the presence of linking functions may hinder the parallel solution of subproblems and the use of the efficient alternating directions method of multipliers. We show that this unfortunate situation is not the case for MDO problems with block-separable linking constraints. We derive a centralized formulation of ALC for block-separable constraints, which does allow parallel solution of subproblems. Similarly, we derive a distributed coordination variant for which subproblems cannot be solved in parallel, but that still enables the use of the alternating direction method of multipliers. The approach can also be used for other existing MDO coordination strategies such that they can include block-separable linking constraints.
Original languageEnglish
Pages (from-to)521-527
JournalStructural and Multidisciplinary Optimization
Volume37
Issue number5
DOIs
Publication statusPublished - 2009

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Augmented Lagrangians
Augmented Lagrangian
Linking
Multidisciplinary Design Optimization
Method of multipliers
Alternating Direction Method
Design optimization
Optimization Problem
Formulation

Cite this

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Block-separable linking constraints in augmented Lagrangian coordination. / Tosserams, S.; Etman, L.F.P.; Rooda, J.E.

In: Structural and Multidisciplinary Optimization, Vol. 37, No. 5, 2009, p. 521-527.

Research output: Contribution to journalArticleAcademicpeer-review

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