Configuring the Sequential Quadratic Programming (NLPQLP) Technique

You can configure the Sequential Quadratic Programming (NLPQLP) technique options.

  1. Select the optimization technique as described in Configuring the Technique and Execution Options.

  2. In the Optimization Technique Options area, enter or select the following:

    Option Description
    Max Iterations This parameter sets the maximum number of design iterations you want the optimizer to run. The value type is integer. The default value is 40. Other possible values are 1.
    Termination Accuracy This parameter sets the termination criterion for NLPQLP. The NLPQLP stopping algorithm uses several alternative convergence checks, with the main convergence parameter based on the Karush-Kuhn-Tucker necessary optimality condition and the complementary slackness. Termination accuracy is applied in such a way that the scale of the objective and constraint parameters has little or no effect on the convergence check.

    The accuracy of the gradients calculation must be considered when selecting the Termination Accuracy value. If the subflow outputs are accurate up to 8–10 digits and the calculated gradients have at least 7 accurate digits, the recommended Termination Accuracy value is 1×107. If the gradient’s accuracy is lower, the Termination Accuracy value must be increased to 1.0×105...1.0×104. The value type is real. The default value is 1×106. Other possible values are 0TerminationAccuracy1.0.

    Rel Step Size This parameter sets the relative finite difference step size for the creation of the linear model. The value type is real. The default value is 0.0010 (0.1%). Other possible values are > 0.0.
    Min Abs Step Size This parameter sets the minimum absolute finite difference step for the creation of the linear model. The value type is real. The default value is 1×104. Other possible values are >0.0.
    Gradient Points NLPQL supports higher-order gradient approximation formulas, increasing the number of points which are evaluated in parallel and the accuracy of the approximation. Gradient Points is an integer specifying the number of additional points (per design variable) that will be evaluated during the gradient calculation. A value of 1 corresponds to the standard forward-difference formulation [f(x+h)- f(x)]/h; a value of 2 corresponds to the slightly more accurate central-difference formulation [f(x+h)- f(x-h)]/2h. The default value is 1. Possible values are 1GradienPoints5.0.
    Use Central Differences This parameter allows you to determine whether or not Isight will use the central difference method for calculating output derivatives. When this option is not selected, the forward difference method is used. Using this option increases the accuracy of the gradient calculations at the expense of double the number of design point evaluations.
    Max Failed Runs This parameter is used to set the maximum number of failed subflow evaluations that can be tolerated by the optimization technique. If the number of failed runs exceeds this value, the optimization component will terminate execution. To disable this feature, set this option to any negative value (e.g., –1). When this option is set to a negative value, the optimization will continue execution despite any number of failed subflow runs.
    Failed Run Penalty Value This parameter represents the value of the Penalty parameter that is used for all failed subflow runs. The default value is 1×1030.
    Failed Run Objective Value This parameter represents the value of the Objective parameter that is used for all failed subflow runs. The default value is 1×1030.
    Save Technique Log Most optimization techniques create a log file of information/messages as they run. This information can be useful for determining why an optimizer took the path that it did or why it converged. Some of these log files can get extremely large, so they are not stored with the run results by default. Select this option if you want to store the log with the run results (as a file parameter) for later viewing.

  3. Click Update Component to save your changes.