Numerical Optimization Algorithm

 

Let’s consider the general constrained optimization problem as

Minimize   

 

Subject to

            

            *

 

where,  and functions ,  and  are continuous and their second derivatives are continuous. In general, the function we call  be objective,  be equality constraints and  be inequality constraints.

RecurDyn/AutoDesign uses the augmented Lagrange multiplier (ALM) method to solve the approximate optimization problem. Next, we will explain the basic concept of ALM.