AN INTERIOR-POINT QP ALGORITHM FOR STRUCTURAL OPTIMIZATION

In this paper, a new algorithm for convex quadratic programming (QP) i s presented. Firstly, the surrogate problem for QP is developed, and t he Karush-Kuhn-Tucker conditions of the surrogate problem hold if the unconstrained minimum of the objective function does not satisfy any c onstraints. Then, Karmarker's algorithm for linear programming (LP) is introduced to solve the surrogate dual problem. In addition, the case of general constraints is also discussed, and some examples of optimu m truss sizing problems show that the proposed algorithm is robust and efficient.