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Logspace Sequential Quadratic Programming for Design Optimization

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A novel approach to exploiting the log-convex structure present in many design problems is developed by modifying the classical Sequential Quadratic Programming (SQP) algorithm. The modified algorithm, Logspace Sequential Quadratic Programming (LSQP), inherits some of the computational efficiency exhibited by log-convex methods such as Geometric Programing and Signomial Programing, but retains the natural integration of black-box analysis methods from SQP. As a result, significant computational savings is achieved without the need to invasively modify existing black-box analysis methods prevalent in practical design problems. In the cases considered here, the LSQP algorithm shows a 40–70% reduction in number of iterations compared to SQP.


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