MLDO Problem 1 DOT formulation
From EVOCD
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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.