MLDO Problem 1 DOT formulation

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All At Once

DECLARATIONS

NDV =  7   (# design variables)
NCON = 6   (# constraints)

OBJECTIVE FUNCTION

OBJ = X(1)*X(1)+X(2)*X(2)

DESIGN CONSTRAINTS

G(1)= (1.0/X(3)**2 + X(4)**2)/X(5)**2 - 1.0
G(2)= (X(5)**2 + 1.0/X(6)**2)/X(7)**2  - 1.0
G(3)= X(1)**2 - X(3)**2 - 1.0/X(4)**2 - X(5)**2
G(4)=-X(1)**2 + X(3)**2 + 1.0/X(4)**2 + X(5)**2
G(5)= X(2)**2 - X(5)**2 - X(6)**2 - X(7)**2
G(6)=-X(2)**2 + X(5)**2 + X(6)**2 + X(7)**2

constraints X(i)=>0 , i=1,7 achieved by setting lb(i)=0.0

Results

initial values: X(I)=1.0; LB(I)=0.0; UB(I)=25.0; I=1,7


x1 x2 x3 x4 x5 x6 x7 objective
Saber 2.15 2.06 1.32 0.76 1.07 1.00 1.47
DOT 1 2.17 2.06 1.28 0.72 1.06 1.04 1.43 8.95
DOT 2 2.15 2.07 1.32 0.76 1.07 1.00 1.46 8.93
DOT 3 2.15 2.07 1.32 0.76 1.07 1.00 1.47 8.93
CFSQP 2.27 1.95 1.33 0.61 0.97 1.00 1.39 8.98
ATC_AL_1 2.25 2.00 1.33 0.66 1.00 1.05 1.38

where DOT i means DOT METHOD i

Conclusions

DOT 2 and DOT 3 results are very close to that obtained by Saber.

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