Engineering Design Optimization by the Augmented Lagrange Multiplier Method

摘要

A computer program was developed for solving equality and inequality constrained optimization problems by the Augmented Lagrange Multiplier method. The program was developed specifically for use in engineering design. The historical evolution and theoretical development of the multiplier method is presented. Several examples are used to demonstrate the effects of penalty parameters and multipliers on the convergence and accuracy of the method. Computational experience with variations to the method is documented. A brief literature search of the multiplier method's application to engineering design is summarized. The method is demonstrated with several mathematical and engineering examples. A comparison to classical penalty methods and the method of feasible directions was performed in each case. (Author)