Some Issues in Nonlinear Programming Algorithms for Problems with SimulationConstraints

摘要

Many large-scale optimization problems can be formulated as nonlinear programmingproblems where the constraints represent systems governed by partial differential equations. This deceptively simple observation allows for a wealth of possibilities in the development of optimization methods applicable to such problems. This is a vast area of research on problems of importance to the nations environment, economy, and defense. The work reported here had as its goal the development and evaluation of a number of different optimization strategies for problems with simulation constraints. Specifically, the work focused on applying direct search methods to and developing interior-point algorithms for problems of this form.