An interior-point sequential approximate optimization methodology

The use of optimization in a simulation-based design environment has become a common trend in industry today. Computer simulation tools are commonplace in many engineering disciplines, providing the designers with tools to evaluate a designs performance without building a physical prototype. This has triggered the development of optimization techniques suitable for dealing with such simulations. One of these approaches is known as sequential approximate optimization. In sequential approximate minimization a sequence of optimizations are performed over local response surface approximations of the system. This paper details the development of an interior-point approach for trust-region-managed sequential approximate optimization. The interior-point approach will ensure that approximate feasibility is maintained throughout the optimization process. This facilitates the delivery of a usable design at each iteration when subject to reduced design cycle time constraints. In order to deal with infeasible starting points, homotopy methods are used to relax constraints and push designs toward feasibility. Results of application studies are presented, illustrating the applicability of the proposed algorithm.