Two-step Method for Active Inequality Constraints for Direct Search Optimization

R. Luus and I. Harapyn (Canada)


Global optimization; Optimal control; Nonlinear sys tems; Process industries


We demonstrate in this paper that for steady-state optimization involving a large number of inequality con straints a two-step procedure may be a useful approach. In the first step, the active inequalities are identified, and in the subsequent step the active inequality con straints are treated as equality constraints. This ap proach overcomes the problem of seeking variables on a surface, and also decreases the dimensionality of the op timization problem in the second step. Five test prob lems show that this approach leads to fast convergence to a very accurate optimal solution.

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