Article ID: | iaor2005413 |
Country: | Netherlands |
Volume: | 5 |
Issue: | 3 |
Start Page Number: | 271 |
End Page Number: | 294 |
Publication Date: | Sep 2004 |
Journal: | Optimization and Engineering |
Authors: | Schittkowski Klaus, Braak Georg van de, Bnner Martin J. |
Keywords: | programming: integer, programming: quadratic |
Computer-aided design optimization of electronic components is a powerful tool to reduce development costs on one hand and to improve the performance of the components on the other. In this paper, a mathematical model of an electronic filter is outlined. It depends on certain parameters, some of them of being continuous, others of integer type. The purpose of the paper is to introduce an extension of the well-known sequential quadratic programming (SQP) method to solve the mixed-integer programming problem (MINLP). It is assumed that the integer variables cannot be relaxed to real ones, that the integer range is sufficiently large, and that they possess some physical meaning so that they basically behave like continuous ones. The general idea is to combine an SQP step with a direct search cycle in the integer space. Hessian information is updated based on difference formulae at neighbored grid points. Numerical results are included to show the feasibility of the mixed-integer nonlinear programming code for academic test examples and in addition for the optimal design of an electronic filter.