FSQPsim

What is FSQPsim?

FSQPsim is a software package based on CFSQP and AEM Design iTool for nonlinear constrained optimization, where CFSQP is the underlying optimization algorithm and AEM Design iTool is the numerical computation engine for objective and constraint function evaluations. FSQPsim has an easy-to-use modeling language which allows the user to express design problems in a way close to which they are written mathematically, without C or Fortran programming.

Key Features

	Fast design problem setup. The built-in modeling language allows the user to easily set up the design problem.
	Fast numerical computation engine AEM Design iTool for objective and constraint function evaluations. AEM Design iTool is highly optimized and has seamless interface to matrix computation routines in LAPACK.
	Fast and versatile optimization algorithm CFSQP. CFSQP converges to a local solution from any initial point (i.e., global convergence) with two-step superlinear rate of convergence. CFSQP has the ability to search for a feasible point satisfying all inequality constraints. CFSQP has the ability to generate iterates satisfying all inequality constraints starting from a feasible point.  This is mandatory for many applications. CFSQP has the ability to improve objective function after each iteration or after at most four iterations (use option) if there is no nonlinear equality constraints, thus every iteration being a sub-optimal solution. CFSQP has the ability to handle multiple competing objective functions, i.e., the minmax problem.

Using FSQPsim

To solve a design problem, the user first writes the following files (assuming the design problem is named `example') :

example.pds - Use this file to declare design variables declare objective and constraint names set options

	example.ini - Use this file to perform one-time initialization. This includes the following tasks: set initial values for design variables set simple bounds for design variables define constants (scalars or matrices) for use in the computation of objectives and constraints
	example.sim -  This file computes all objectives and constraints.

Then, typing the line

fsqpsim example

in a command prompt invokes FSQPsim to solve the design problem. The result of computation, which is self-explanatory, will be shown on the screen.

Examples on using FSQPsim are available. Also, you may Try FSQPsim online !

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Last modified: February 21, 2005