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COPYING | 7 months ago | |
COPYRIGHT | 7 months ago | |
README | 7 months ago | |
asymp.m | 7 months ago | |
concheck.m | 7 months ago | |
gcmmasub.m | 7 months ago | |
gctoyinit.m | 7 months ago | |
gctoymain.m | 7 months ago | |
gctoyresults.txt | 7 months ago | |
kktcheck.m | 7 months ago | |
mmagcmma.pdf | 7 months ago | |
mmasub.asv | 7 months ago | |
mmasub.m | 7 months ago | |
mmatoyinit.m | 7 months ago | |
mmatoymain.m | 7 months ago | |
mmatoyresults.txt | 7 months ago | |
raaupdate.m | 7 months ago | |
subsolv.m | 7 months ago | |
testMMa.mlx | 7 months ago | |
toy1.m | 7 months ago | |
toy2.m | 7 months ago |
README
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.