A generalized method of moving asymptotes (GMMA) including equality constraints

Abstract

A convex programming optimizer called GMMA (Generalized Method of Moving Asymptotes) is presented in this paper. This method aims at solving engineering design problems including nonlinear equality and inequality constraints. The basic feature of this optimizer is that the efficient dual solution strategy together with the flexible GMMA approximation scheme are used. Especially, nonlinear equality constraints can be exactly satisfied by the intermediate solution of each explicit subproblem because their linearization is updated in an internal loop of the subproblem. This method will be illustrated by a hydrodynamic design application.