
GCMMA和MMA代码。
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简介:
The following details the algorithms employed in the implementations of MMA and GCMMA, both within the Matlab environment. Associated files for both MMA and GCMMA are presented below:
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subsolv.mkktcheck.m
toy1.m
toy2.m
msubsolv.m
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The function subsolv.m undertakes an attempt to resolve either the MMA subproblem generated by mmasub.m, or the GCMMA subproblem produced by gcmmasub.m. A straightforward primal-dual interior-point method is utilized in this process.
kktcheck.m
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The function kktcheck.m computes the left-hand sides of the KKT conditions pertaining to the optimization problem as defined by the user.
toy1.m and toy2.m
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These files collaboratively define, alongside mmatoyinit.m or gctoyinit.m, the user’s specific problem formulation.
Files for MMA only:
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mmasub.mm
matoymain.mm
matoyinit.mm
matoyresultsmmasub.mm
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The function mmasub.mm generates the MMA subproblem for each iteration of the algorithm and subsequently invokes the function subsolv.mm . Furthermore, matoymain.mm attempts to solve the user’s optimization problem, which is delineated by files matoyinit.mm and toy2.mm . During each MMA iteration, matoymain.mm calls toy2 .mm and mmasub .mm .
Files for GCMMA only:
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gcmmasub.as
symp_gcmma_sub_problem_solver_.m
concheck_.m
raaupdate_.m
gctoymain_.m
gctoyinit_.m
gctoyresultsgcmma_.m
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The function gcmmasub_.as generates the GCMMA subproblem for both outer and inner iterations, calling subsolv_.as in this process.. The function asymp_gcmma_sub_problem_solver_.as calculates values associated with parameters raa0, raa, low and upp at the commencement of each outer GCMMA iteration; while concheck_.as verifies whether current GCMMA approximations maintain sufficient conservatism.. Finally raaupdate_.as updates parameters raa0 and raa within each inner iteration.. Within gctoymain_, which aims to solve a user-defined optimization problem based on files gctoyinit_.m, toy1 . m ,and toy2 . m ,the file calls asymp_gcmma_sub_problem_solver_, gcmmasub_, toy1 , concheck_, toy2 ,and kktcheck_. In each inner GCMMA iteration (if applicable), gctoymain_ invokes raaupdate_, gcmmasub_, toy1 ,and concheck_. It’s important to note that gctoymain_s primary role is to execute a significant portion of the overall GCMMA algorithm.
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