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Journal Articles Optimization Methods and Software Year : 2010

Properties of an augmented Lagrangian for design optimization

Abstract

We consider the task of design optimization, where the constraint is a state equation that can only be solved by a typically rather slowly converging fixed point solver. This process can be augmented by a corresponding adjoint solver, and based on the resulting approximate reduced derivatives, also an optimization iteration that updates the design variables simultaneously. To coordinate the three iterative processes, we use an exact penalty function of a doubly augmented Lagrangian type that should be consistently reduced. Some numerical experiments on a variant of the Bratu problem are presented.
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Dates and versions

hal-02426745 , version 1 (02-01-2020)

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Adel Hamdi, Andreas Griewank. Properties of an augmented Lagrangian for design optimization. Optimization Methods and Software, 2010, 25 (4), pp.645-664. ⟨10.1080/10556780903270910⟩. ⟨hal-02426745⟩
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