Description

The class AbdoRackwitz gives access to an optimization algorithm specialized in the solution of the following problem:

• Find the point x^* solution of argmax_f(x)<0|x|²

It is named from its authors Abdo and Rackwitz, who described this algorithm in the following reference:

Abdo T, Rackwitz R. A new beta-point algorithm for large time-invariant and time variant reliability problems. In: Reliability and optimization of structures, Proceedings of the 3rd WG 7.5 IFIP conference, Berkeley; 1990. p. 1–11.

Usage within OpenTURNS

• See the OpenTURNS - Use Cases Guide for the Text User Interface for an example of how to use this class within the TUI
• See the OpenTURNS - User Manual for the Text User Interface for the detail of its parameters
• Type help(AbdoRackwitz) within python (after having loaded openturns module)