Using a filter-based SQP algorithm in a parallel environment

Venter, Gerhard
Vanderplaats, Garret N.
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American Institute of Aeronautics and Astronautics
A parallel, filter-based, sequential quadratic programming (SQP) algorithm is implemented and tested for typical general-purpose engineering applications. Constrained engineering test problems, including a finite element simulation, with up to 512 design variables are considered. The accuracy and serial performance of the filter-based algorithm are compared against that of a standard SQP algorithm. The parallel performance of the algorithm is evaluated, using up to 52 cores on a Linux Cluster. The results indicate that the filter-based algorithm competes favorably with a standard SQP algorithm in a serial environment. However, the filter-based algorithm exhibits much better parallel efficiency due to the lack of a one dimensional search.
Presented at the 50th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference 17th AIAA/ASME/AHS Adaptive Structures Conference 11th AIAA No, Palm Springs, California, May 4-7, 2009.
The original publication is available at
Gradient-based optimization, Traditional SQP algorithm, Filter based SQP
Venter, G. & Vanderplaats, G.N. 2009. Using a filter-based SQP algorithm in a parallel environment. Journal of aerospace computing, information, and communication. 6(12), 635–648.