Methods

Nonlinear programming algorithms and tools

Context
Constrained nonlinear programming solves engineering design problems using repeated analyses, gradients, and approximations to second-order behavior.
Gap
Fully converging every analysis can waste computation, and quasi-Newton updates can provide insufficient curvature information for difficult problems.
Research goal
Reduce optimization cost through adaptive analysis convergence and improved curvature approximations, with modular software for testing algorithm changes.

Selected studies

References

Matching analysis effort to optimization progress

SURF combines reduced- and full-space SQP steps, adapting how closely the analysis equations are solved during optimization. The inequality-constrained algorithm reaches a better local motor design and solves the wind-farm test about 25% faster than the reduced-space method at the same local solution.

Primary paper

Anugrah Jo Joshy, Ryan Dunn, Mark Sperry, Victor E. Gandarillas, John T. Hwang. An SQP algorithm based on a hybrid architecture for accelerating optimization of large-scale systems. AIAA AVIATION 2023 Forum, 2023.

DOIPDF
Convergence histories and optimized wind-turbine locations compare reduced-space optimization with SURF for a nine-turbine wind-farm layout problem.
SURF reaches the same wind-farm layout and optimality tolerance as reduced-space optimization in about 25% less time. Fig. 6, Joshy et al., 2023 [1]

Improving curvature approximations without forming full Hessians

Repeated BFGS updates incorporate Hessian-vector products without forming the exact Hessian, reducing SQP iterations in Rosenbrock and cantilever-beam tests. A 553-problem CUTEst comparison assesses runtime and evaluation counts for a single-HVP update against standard BFGS. A separate direct-fit approximation is explored on Rosenbrock as a preliminary alternative.

Primary paper

Anugrah Jo Joshy, Jonathan Zerez, John T. Hwang. Enhancing Robustness and Efficiency in Large-Scale System Design Optimization Using Hessian-Vector Products. ASME IDETC/CIE 2026, Houston, Aug 23–26; public domain at conference, 2026.

Optimality histories compare OpenSQP, cvxNewton, and iterative-BFGS variants that use different numbers of Hessian-vector products on a Rosenbrock problem.
Increasing the number of Hessian-vector updates per iteration reduces the iterations required for the 256-variable Rosenbrock problem. Fig. 2, Joshy et al., 2026 [2]

Making optimization algorithms easier to adapt and compare

modOpt assembles optimization algorithms from interchangeable numerical components, so developers can modify an algorithm one module at a time. Python implementations, interfaces to established solvers and modeling tools, and shared recording and benchmarking facilities support algorithm development and comparison on common problems.

Primary paper

Anugrah Jo Joshy, John T. Hwang. modOpt: A modular development environment and library for optimization algorithms. Advances in Engineering Software, 2026.

DOIPDF
Objective histories compare several optimizers on a 64-dimensional uncoupled Rosenbrock problem implemented through modOpt.
modOpt's common problem and optimizer interfaces enable controlled comparisons among SQP, interior-point, quasi-Newton, and trust-region methods on a 64-dimensional Rosenbrock problem. Fig. 6, Joshy and Hwang, 2026 [3]

References

  1. Anugrah Jo Joshy, Ryan Dunn, Mark Sperry, Victor E. Gandarillas, John T. Hwang. An SQP algorithm based on a hybrid architecture for accelerating optimization of large-scale systems. AIAA AVIATION 2023 Forum, 2023.
    DOIPDF
  2. Anugrah Jo Joshy, Jonathan Zerez, John T. Hwang. Enhancing Robustness and Efficiency in Large-Scale System Design Optimization Using Hessian-Vector Products. ASME IDETC/CIE 2026, Houston, Aug 23–26; public domain at conference, 2026. Manuscript
  3. Anugrah Jo Joshy, John T. Hwang. modOpt: A modular development environment and library for optimization algorithms. Advances in Engineering Software, 2026.
    DOIPDF
  4. Anugrah Jo Joshy, John T. Hwang. Unifying Monolithic Architectures for Large-Scale System Design Optimization. AIAA Journal, 2021.
    DOIPDF

Research connections

Related to Nonlinear programming algorithms and tools