Optimization of nonhierarchically decomposed problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:246

Article

Guarneri, P.¹  Leverenz, J. T.²  Wiecek, M. M.²  Fadel, G.¹ 

[1] Clemson Univ, Dept Mech Engn, Clemson, SC 29634 USA

[2] Clemson Univ, Dept Math Sci, Clemson, SC 29634 USA

关键词: Complex system;    Analytical target cascading;    Network;    MDO;    Subgradient optimization;   

DOI  :  10.1016/j.cam.2012.12.005

来源: Elsevier

【 摘 要 】

The increasing computational power available to practitioners leads to challenging applications of optimization approaches to large scale systems. To address such problems, decomposition of the original or all-in-one (AiO) problem into smaller and simpler subproblems is the approach taken by engineers. Analytical target cascading (ATC), a hierarchical decomposition and coordination approach, is extended to model and coordinate problems with nonhierarchical interactions among the subproblems. Convergence results for ATC based on Lagrangian duality theory are extended for the new approach. Under certain conditions, the optimal solution of the AiO problem can be achieved by independently solving the nonhierarchically interacting subproblems. A mathematical example with several subproblems interacting in a network is included and new applications in engineering design are highlighted. (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

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