A method for structural optimization which combines secondorder approximations and dual techniques

Abstract

A structural optimization problem is usually solved iteratively as a sequence of approximate design problems. Traditionally, a variety of approximation concepts are used, but lately second-order approximation strategies have received most interest since high quality approximations can be obtained in this way. Furthermore, difficulties in choosing tuning parameters such as step-size restrictions may be avoided in these approaches. Methods that utilize second-order approximations can be divided into two groups; in the first, a Quadratic Programming (QP) subproblem including all available second-order information is stated, after which it is solved with a standard QP method, whereas the second approach uses only an approximate QP subproblem whose underlying structure can be efficiently exploited. In the latter case, only the diagonal terms of the second-order information are used, which makes it possible to adopt dual methods that require separability. An advantage of the first group of methods is that all available second-order information is used when stating the approximate problem, but a disadvantage is that a rather difficult QP subproblem must be solved in each iteration. The second group of methods benefits from the possibility of using efficient dual methods, but lacks in not using all available information. In this paper, we propose an efficient approach to solve the QP problems, based on the creation of a sequence of fully separable subproblems, each of which is efficiently solvable by dual methods. This procedure makes it possible to combine the advantages of each of the two former approaches. The numerical results show that the proposed solution procedure is a valid approach to solve the QP subproblems arising in second-order approximation schemes.