A GENERALIZED-METHOD OF MOVING ASYMPTOTES (GMMA) INCLUDING EQUALITY CONSTRAINTS

A convex programming optimizer called GMMA (Generalized Method of Movi ng Asymptotes) is presented in this paper. This method aims at solving engineering design problems including nonlinear equality and inequali ty constraints. The basic feature of this optimizer is that the effici ent dual solution strategy together with the flexible GMMA approximati on scheme are used. Especially, nonlinear equality constraints can be exactly satisfied by the intermediate solution of each explicit subpro blem because their linearization is updated in an internal loop of the subproblem. This method will be illustrated by a hydrodynamic design application.