An Automated Procedure for Local Monotonicity Analysis

Abstract

A strategy for selecting active constraints in a design optimization program is implemented computationally. The strategy uses local monotonicity information to iterate on the active set. A fully automated algorithm is developed with the aid of constrained derivatives and conventional search methods. Four design examples are presented, one of which demonstrates how global rules derived from monotonicity analysis can be included in the active set strategy to enhance the performance of the algorithm. The procedure is flexible, so that any available rules that can bias the selection of active sets may be included in the strategy.