Engineering Optimization: Theory and Practice, Fourth Edition

(Martin Jones) #1
7.9 Generalized Reduced Gradient Method 419

we find, atX 1 ,

∇Yf=








∂f
∂x 1
∂f
∂x 2








X 1

=

{

2 (− 2. 6 − 2 )

− 2 (− 2. 6 − 2 )+ 4 ( 2 − 2 )^3

}

=

{

− 9. 2

9. 2

}

∇Zf=

{

∂f
∂x 3

}

X 1

={− 4 (x 2 −x 3 )^3 }X 1 = 0

[C]=

[

∂g 1
∂x 1

∂g 1
∂x 2

]

X 1

=[ 5 − 10. 4 ]

[D]=

[

∂g 1
∂x 3

]

X 1

=[32]

D−^1 =[ 321 ], [D]−^1 [C]= 321 [5 − 10 .4]=[0. 15625 − 0 .325]

GR= ∇Yf −[[D]−^1 [ ]C]T∇Zf

=

{

− 9. 2

9. 2

}


{

0. 15625

− 0. 325

}

( 0 )=

{

− 9. 2

9. 2

}

Step 3: Since the components ofGRare not zero, the pointX 1 is not optimum, and
hence we go to step 4.
Step 4: We use the steepest descent method and take the search direction as


S= −GR=

{

9. 2

− 9. 2

}

Step 5: We find the optimal step length alongS.


(a) Considering the design variables, we use Eq. (7.111) to obtain Fory 1 =x 1 :

λ=

3 −(− 2. 6 )

9. 2

= 0. 6087

Fory 2 =x 2 :
λ=

− 3 −( 2 )

− 9. 2

= 0. 5435

Thus the smaller value givesλ 1 = 0. 5 435. Equation (7.113) gives

T= −([D]−^1 [ C])S=−( 0. 15625 − 0. 325 )

{

9. 2

− 9. 2

}

= − 4. 4275

and hence Eq. (7.114) leads to

Forz 1 =x 3 :λ=

− 3 −( 2 )

− 4. 4275

= 1. 1293

Thusλ 2 = 1. 1 293.
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