AN OPTIMIZATION ALGORITHM-BASED ON THE METHOD OF FEASIBLE DIRECTIONS

The theory and implementation of an optimization algorithm code based on the method of feasible directions are presented. Although the metho d of feasible directions was developed during the 1960's, the present implementation of the algorithm includes several modifications to impr ove its robustness. In particular, the search direction is generated b y solving a quadratic program which uses an interior method based on a variation of Karmarkar's algorithm. The constraint thickness paramete r is dynamically adjusted to yield usable-feasible directions. The the ory is discussed with emphasis on the important and often overlooked r ole played by the various parameters guiding the iterations within the program. Also discussed is a robust approach for handling infeasible starting points. The code was validated by solving a variety of struct ural optimization test problems that have known solutions (obtained by other optimization codes). A variety of problems from different infea sible starting points has been solved successfully. It is observed tha t this code is robust and accurate. Further research is required to im prove its numerical efficiency while retaining its robustness.