esd Sequential Linear Programming 16888 1. Initial guess Xo 2. Linearize about Xo using first-order Taylor series 3. Solve resulting lp to find sx 4. Update: x'=X+SX 5. Linearize about x and repeat X x9-1 +δx where 8x is the solution of an LP (model linearized about xq-1) o Massachusetts Institute of Technology -Prof. de Weck and Prof Willcox Engineering Systems Division and Dept of Aeronautics and Astronautics
11 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Sequential Linear Programming Sequential Linear Programming 1. Initial guess x 0 2. Linearize about x0 using first-order Taylor series 3. Solve resulting LP to find δ x 4. Update: x1 = x0 + δ x 5. Linearize about x1 and repeat: x q = x q-1 + δ x where δ x is the solution of an LP (model linearized about x q-1)
Mlesd Sequential Linear Programming 56.39 Linearization approximation is only valid close to xo Need to restrict size of update 8x Not considered to be a good method o Massachusetts Institute of Technology -Prof. de Weck and Prof Willcox Engineering Systems Division and Dept of Aeronautics and Astronautics
12 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Sequential Linear Programming Sequential Linear Programming • Linearization approximation is only valid close to x 0 • Need to restrict size of update δ x • Not considered to be a good method