A key idea for deterministic global optimization is the use of global feasible search, namely, algorithms that guarantee finding feasible solutions of nonconvex problems or prove that none exists. In this article, a set of conditions for global feasible search algorithms is established. The utility of these conditions is demonstrated on two algorithms that solve special problem classes globally. Also, a new model transformation is shown to convert a generalized polynomial problem into one of the special classes above. A flywheel design example illustrates the approach. A sequel article provides further computational details and design examples.
Issue Section:
Research Papers
1.
Azarm, S., 1984, “Local Monotonicity in Optimal Design,” Doctoral dissertation, Department of Mechanical Engineering and Applied Mechanics, The University of Michigan, Ann Arbor.
2.
Beightler, C., and Phillips, D. T., 1976, Applied Geometric Programming, Wiley, New York.
3.
Dixon, L. C. W., and Szego¨, G. P., eds., 1975, Towards Optimal Optimization 1, North-Holland, Amsterdam.
4.
Dixon, L. C. W., and Szego¨, G. P., eds., 1978, Towards Optimal Optimization 2, North-Holland, Amsterdam.
5.
Floudas, C. A., and Pardalos, P. M., 1990, A Collection of Test Problems for Constrained Global Optimization Algorithms, Springer-Verlag, Berlin.
6.
Hoffman
K. L.
1981
, “A Method for Globally Minimizing Concave Functions over Convex Sets
,” Mathematical Programming
, Vol. 20
, pp. 22
–32
.7.
Horst
R.
1986
, “A General Class of Branch-and-Bound Methods in Global Optimization with Some New Approaches for Concave Minimization
,” Journal of Optimization Theory and Applications
, Vol. 51
, No. 2
, pp. 271
–291
.8.
Horst, R., and Tuy, H., 1990, Global Optimization, Springer-Verlag, Berlin.
9.
Hillestad
R. J.
Jacobsen
S. E.
1980
, “Reverse Convex Programming
,” Applied Mathematics and Optimization
, Vol. 6
, pp. 63
–78
.10.
Jain, P., and Agogino, A., 1988, “Optimal Design of Mechanisms Using Simulated Annealing: Theory and Applications,” Advances in Design Automation 1988, S. S. Rao, ed., ASME DE-Vol. 14, New York, pp. 233–238.
11.
Jain, P., and Agogino, A., 1989, “Global Optimization Using the Multi-start Method,” Advances in Design Automation 1989, B. Ravani, ed., ASME DE-Vol. 19-2, New York, pp. 39–44.
12.
Kalantari
B.
Rosen
J. B.
1986
, “Construction of Large-Scale Global Minimum Concave Quadratic Test Problems
,” Journal of Optimization Theory and Applications
, Vol. 48
, pp. 303
–313
.13.
Lo, C., 1991, “Global Optimization of Nonconvex Generalized Polynomial Design Models,” Doctoral dissertation, Department of Mechanical Engineering and Applied Mechanics, The University of Michigan, Ann Arbor.
14.
Lo
C.
Papalambros
P. Y.
1990
, “A Deterministic Global Design Optimization Method for Nonconvex Generalized Polynomial Problems
,” ASME JOURNAL OF MECHANICAL DESIGN
, to appear. Also, Advances in Design Automation–1990, B. Ravani, ed., ASME, DE-Vol. 23-2
, pp. 41
–49
.15.
Lo
C.
Papalambros
P. Y.
1992
, “A Convex Cutting Plane Algorithm for Global Solution of Generalized Polynomial Optimal Design Models
,” ASME JOURNAL OF MECHANICAL DESIGN
, to appear. Also, Advances in Design Automation–1992, D. Hoeltzel, ed., ASME, DE-Vol. 44-1
, pp. 177
–184
.16.
McCormick, G. P., 1983, Nonlinear Programming: Theory, Algorithms and Applications, John Wiley & Sons, New York.
17.
Papalambros, P. Y., and Wilde, D. J., 1988, Principles of Optimal Design: Modeling and Computation, Cambridge University Press, New York.
18.
Pardalos, P. M., and Rosen, J. B., 1987, Constrained Global Optimization: Algorithms and Applications, Springer-Verlag, Berlin.
19.
Rinnooy Kan
A. H. G.
Timmer
G. T.
1984
, “Stochastic Methods for Global Optimization
,” American J. of Mathematical and Management Sciences
, Vol. 4
, Nos. 1 & 2
, pp. 7
–40
.20.
Rockafellar, R. T., 1970, Convex Analysis, Princeton University Press, Princeton, NJ.
21.
Tuy, H., 1986, “A General Deterministic Approach to Global Optimization via D. C. Programming,” Mathematics for Optimization, Hiriart-Urruty, ed., Elsevier, Amsterdam, pp. 137–162.
22.
Tuy
H.
1987
, “Convex Programs with an Additional Reverse Convex Constraint
,” Journal of Optimization Theory and Applications
, Vol. 52
, No. 3
, pp. 463
–486
.23.
Ueing, U., 1971, “A Combinatorial Method to Compute a Global Solution of Certain Nonconvex Optimization Problems,” Numerical Methods for Nonlinear Optimization, F. A. Lootsma, ed., Academic Press, New York, pp. 223–230.
24.
Wilde, D. J., 1978, Globally Optimal Design, Wiley-Interscience, New York.
25.
Zangwill, W. I., 1969, Nonlinear Programming: A Unified Approach, Prentice-Hall, Englewood Cliffs, NJ.
This content is only available via PDF.
Copyright © 1995
by The American Society of Mechanical Engineers
You do not currently have access to this content.