A Sequential Convex Semidefinite Programming Algorithm for Multiple-Load Free Material Optimization
نویسندگان
چکیده
A new method for the efficient solution of free material optimization problems is introduced. The method extends the sequential convex programming (SCP) concept to a class of optimization problems with matrix variables. The basic idea of the new method is to approximate the original optimization problem by a sequence of sub-problems, in which nonlinear functions (defined in matrix variables) are approximated by blockseparable, convex functions. The subproblems are semidefinite programs with a favorable structure, which can be efficiently solved by existing SDP software. The new method is shown to be globally convergent. The article is concluded by a series of numerical experiments demonstrating the effectiveness of the generalized SCP approach.
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