approximation-framework

approximation-framework - Engineering optimization dilemma...

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Engineering optimization dilemma Mathematical optimization is based entirely on linear and quadratic approximations qp p Rigorous proofs of convergence to Karush- Kuhn-Tucker (KKT) points are available Engineers often use approximations that are motivated by problem-specific knowledge •T h e y conduct sequential approximate yq p p optimization – Define a box; approximate in the box; optimize ased on approximation; move the center of the box based on approximation; move the center of the box to the approximate optimum No easy way to determine box size and no roofs proofs
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Approximation management framework (AMF) ohn Dennis at Rice University developed John Dennis at Rice University developed methodology for general approximations r unconstrained problems for unconstrained problems • His students carried work further for onstrained problems constrained problems • We use paper by two of them (Natalia Alexandrov of NASA Langley and Michael Lewis of the College of William and Mary)
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This note was uploaded on 06/06/2011 for the course EAS 4240 taught by Professor Peterifju during the Spring '08 term at University of Florida.

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approximation-framework - Engineering optimization dilemma...

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