eldo_user

Optimization
Optimization Methods
Optimization Methods
This section provides an overview of the SQP and Search .OPTIMIZE methods and their
parameters:
• Eldo Optimizer SQP Algorithm
• Eldo Optimizer/Search Algorithm
The other group of methods (Dichotomy, Secant, and Passfail) represents a specific class of
algorithms categorized as Derivative Free Optimization (DFO) algorithms. They enable
optimization in the restricted case of one-dimensional problems. Refer to Eldo Optimizer/
Dichotomy/Secant/PassFail Parameters in the Eldo Reference Manual to set-up a measurement
with Eldo using these methods.
Tip
Refer to .OPTIMIZE in the Eldo Reference Manual for a complete description of the
command syntax and parameters.
See also:
• “Optimization in Eldo” on page 589
• “Design Variables” on page 594
• “Conducting an Eldo Optimization” on page 629
• “Post-Analysis of Optimization Simulations” on page 639
• “Examples of Circuit Optimization” on page 664
Eldo Optimizer SQP Algorithm
The Eldo optimizer SQP method optimizer is based on a Sequential Quadratic Programming
method (SQP), using an active-set algorithm for solving large-scale quadratic programming
problems.
The active-set algorithm (proposed by Fletcher [2]) is efficient for solving a large class of
smooth optimization problems belonging to the following list:
• Unconstrained and bound constrained problems (using only the statements
GOAL=MINIMIZE|MAXIMIZE and GOAL=RVALUE).
• Systems of non-linear equations (using only the statement EQUAL=RVALUE).
• General (equality and inequality) constrained problems.
622
Eldo® User's Manual, 15.3