Intermediate Report on the development of an optimization code for smooth, high computing load, continuous objective functions when derivatives are not available

Frank Vanden Berghen (fvandenbiridia.ulb.ac.be)

Abstract: We find very often in the industry simulators of huge chemical reactors, simulators of huge turbo-compressors, simulators of the path of a satellite in low orbit around earth, ... These simulators were written to allow the design engineer to correctly estimate the consequences of the adjustment of one (or many) design variables (or parameters of the problem). Such codes very often demands a great deal of computing power. One run of the simulator can takes as much as one or two hours to finish. The research engineer can aggregate the results of the simulation in one unique number which represents the

Keywords: trust region, lagrangre interpolation

Category 1: Nonlinear Optimization (Unconstrained Optimization )

Category 2: Applications -- Science and Engineering (Multidisciplinary Design Optimization )

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Entry Submitted: 08/09/2003
Entry Accepted: 08/09/2003
Entry Last Modified: 08/09/2003

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