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VMACO, the Variable Metric Algorithm for Constrained Optimization, is a non-linear program developed to calculate the least value of a function of n variables subject to general constraints (both equality and inequality). Generally, the first set of constraints is an equality (the target) and the remaining constraints are inequalities (boundaries). The VMACO program utilizes an iterative method in seeking the optimal solution. It can be "hooked" into a driver program (examples are provided) which can calculate the values for the real function, constraints, and their first order partials with respect to the controls.

It is assumed that the objective function is convex and unimodal in nature. The user should be familiar enough with his simulation so that local maxima and minima can be recognized.

The algorithm is based upon a variable metric method presented by M.J.D. Powell and a quadratic programming method by R. Fletcher. This implementation requires more overhead in calculating each new control variable, but fewer iterations are required for convergence. In comparison with other algorithms, it has been found that VMACO handles test cases with constraints particularly well, and that less execution time is necessary for convergence.

This program was released by NASA through COSMIC as MSC-21275. The italicized text above is from the official NASA release.

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Public Domain Aeronautical Software (PDAS)