Optimization algorithms

TMG Correlation computes the step length, α, when updating the design variable vector using the specified optimization algorithm method. All methods are local gradient-based optimization algorithms.

TMG Correlation uses NLopt [2], which is a free and open-source library for nonlinear optimization.

In TMG Correlation, the following optimization algorithms are available:

  • Method of Moving Asymptotes (MMA) [3]
  • Sequential Least-Squares Quadratic Programming (SLQP) [4, 5]
  • Augmented Lagrangian algorithm (AUGLAG) [6, 7]
  • Conservative Convex Separable Approximation (CCSA) [3]

For more information about those optimization algorithms, see https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/.