Abstract
In a discrete programming problems the feasible solution set is a multi-connected and non-convex domain. Due to this fact the direct application of well elaborated methods of continuous optimum structural design is not possible.
In this chapter the dual approach in a discrete structural optimization problems is presented The constraints of the problem are scaled by means of Lagrangean multipliers, added to the cost function and relaxing from the problem, giving an unconstrained problem. To obtain the best lower bound (in the case of minimization) the dual of the relaxed problem, with the Lagrangean multipliers as variables must be solved. The dual function is a continuous, concave but not differentiable everywhere. We treat the dual problem as a nondifferentiable steepest ascent problem using in a solution a generalization of the gradient — the subgradient.
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© 1997 Springer-Verlag Wien
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Bauer, J. (1997). Dual Methods in Discrete Structural Optimization. In: Gutkowski, W. (eds) Discrete Structural Optimization. International Centre for Mechanical Sciences, vol 373. Springer, Vienna. https://doi.org/10.1007/978-3-7091-2754-4_5
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DOI: https://doi.org/10.1007/978-3-7091-2754-4_5
Publisher Name: Springer, Vienna
Print ISBN: 978-3-211-82901-1
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