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112 lines
2.9 KiB
112 lines
2.9 KiB
11 months ago
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README
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2014-10-26
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INFO about GCMMA-MMA-code
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Contact information
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===================
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License questions about GCMMA-MMA-code is handled via the Swedish company
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Svanberg matematisk optimering och IT AB, situated in Taby, outside Stockholm, Sweden.
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More info about the company can be read on the web site <http://www.smoptit.se/>.
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Questions can be e-mailed to mmainfo@smoptit.se.
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Description of the algorithms, file mmagcmma.pdf
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================================================
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Description of the algorithms used in the implementations of
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MMA and GCMMA in Matlab.
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Files for both MMA and GCMMA:
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============================
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subsolv.m
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kktcheck.m
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toy1.m
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toy2.m
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subsolv.m
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=========
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The function subsolv.m makes an attempt to solve either
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the MMA subproblem generated by mmasub.m,
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or the GCMMA subproblem generated by gcmmasub.m.
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A straight-forward primal-dual interior-point method is used.
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kktcheck.m
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==========
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The function kktcheck.m calculates the left hand sides of the
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KKT conditions for the optimization problem defined by the user.
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toy1.m and toy2.m
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=================
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Define, together with mmatoyinit.m or gctoyinit.m, the users problem.
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----------------------------------------------------------------
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Files for MMA only:
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==================
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mmasub.m
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mmatoymain.m
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mmatoyinit.m
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mmatoyresults
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mmasub.m
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========
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The function mmasub.m generates the MMA subproblem for
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the current iteration, and calls the function subsolv.m
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mmatoymain.m
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============
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The file mmatoymain.m makes an attempt to solve the users
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optimization problem which is defined by the files
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mmatoyinit.m and toy2.m.
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In each MMA iteration, mmatoymain.m calls toy2.m and mmasub.m.
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----------------------------------------------------------------
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Files for GCMMA only:
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====================
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gcmmasub.m
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asymp.m
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concheck.m
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raaupdate.m
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gctoymain.m
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gctoyinit.m
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gctoyresults
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gcmmasub.m
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==========
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The function gcmmasub.m generates the GCMMA subproblem for the
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current outer/inner iteration, and calls the function subsolv.m.
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asymp.m
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===========
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The function asymp.m calculates values on the parameters raa0, raa,
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low and upp in the beginning of each outer GCMMA iteration.
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concheck.m
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===========
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The function concheck.m checks if the current GCMMA
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approximations are sufficiently conservative.
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raaupdate.m
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===========
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The function raaupdate.m updates the parameters raa0 and raa
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in each inner iteration.
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gctoymain.m
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===========
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The file gctoymain.m makes an attempt to solve the users
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optimization problem which is defined by the files
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gctoyinit.m, toy1.m and toy2.m.
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In each outer GCMMA iteration, gctoymain.m calls
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asymp.m, gcmmasub.m, toy1.m, concheck.m, toy2.m and kktcheck.m.
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In each inner GCMMA iteration (if any) gctoymain.m calls
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raaupdate.m, gcmmasub.m, toy1.m and concheck.m.
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Note that gctoymain.m is intended to perform an important part
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of the GCMMA algorithm.
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