XVoxel/3rd/GCMMA-MMA-code-1.5

					README

					2014-10-26





INFO about GCMMA-MMA-code



Contact information

===================

License questions about GCMMA-MMA-code is handled via the Swedish company

Svanberg matematisk optimering och IT AB, situated in Taby, outside Stockholm, Sweden.



More info about the company can be read on the web site <http://www.smoptit.se/>.



Questions can be e-mailed to mmainfo@smoptit.se.



Description of the algorithms, file mmagcmma.pdf

================================================

Description of the algorithms used in the implementations of

MMA and GCMMA in Matlab.



Files for both MMA and GCMMA:

============================

subsolv.m

kktcheck.m

toy1.m

toy2.m



subsolv.m

=========

The  function subsolv.m makes an attempt to solve either

the MMA subproblem generated by mmasub.m,

or the GCMMA subproblem generated by gcmmasub.m.

A straight-forward primal-dual interior-point method is used.



kktcheck.m

==========

The function kktcheck.m calculates the left hand sides of the

KKT conditions for the optimization problem defined by the user.



toy1.m and toy2.m

=================

Define, together with mmatoyinit.m or gctoyinit.m, the users problem.



----------------------------------------------------------------



Files for MMA only:

==================



mmasub.m

mmatoymain.m

mmatoyinit.m

mmatoyresults



mmasub.m

========

The  function mmasub.m generates the MMA subproblem for

the current iteration, and calls the function subsolv.m



mmatoymain.m

============

The file mmatoymain.m makes an attempt to solve the users

optimization problem which is defined by the files

mmatoyinit.m and toy2.m.

In each MMA iteration, mmatoymain.m calls toy2.m and mmasub.m.



----------------------------------------------------------------



Files for GCMMA only:

====================



gcmmasub.m

asymp.m

concheck.m

raaupdate.m

gctoymain.m

gctoyinit.m

gctoyresults



gcmmasub.m

==========

The function gcmmasub.m generates the GCMMA subproblem for the

current outer/inner iteration, and calls the function subsolv.m.



asymp.m

===========

The function asymp.m calculates values on the parameters raa0, raa,

low and upp in the beginning of each outer GCMMA iteration.



concheck.m

===========

The function concheck.m checks if the current GCMMA

approximations are sufficiently conservative.



raaupdate.m

===========

The function raaupdate.m updates the parameters raa0 and raa

in each inner iteration.



gctoymain.m

===========

The file gctoymain.m makes an attempt to solve the users

optimization problem which is defined by the files

gctoyinit.m, toy1.m and toy2.m.

In each outer GCMMA iteration, gctoymain.m calls

asymp.m, gcmmasub.m, toy1.m, concheck.m, toy2.m and kktcheck.m.

In each inner GCMMA iteration (if any) gctoymain.m calls

raaupdate.m, gcmmasub.m, toy1.m and concheck.m.

Note that gctoymain.m is intended to perform an important part

of the GCMMA algorithm.