Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Lagrangian Coordination and Analytical Target Cascading: Solving ATC-Decomposed Problems with Lagrangian Duality
Abstract Lagrangian duality is a powerful tool for dealing with large mathematical programs which require decomposition. We consider a large-scale convex nonlinear program that is decomposed according to the scheme of analytical target cascading and propose a Lagrangian duality-based coordination in which solutions of resulting subproblems converge to a solution of the original problem. We present a subgradient algorithm to achieve said solution, demonstrate with an example, and conclude with an extension to multiple level problems with multiple subsystems on each level.
Lagrangian Coordination and Analytical Target Cascading: Solving ATC-Decomposed Problems with Lagrangian Duality
Abstract Lagrangian duality is a powerful tool for dealing with large mathematical programs which require decomposition. We consider a large-scale convex nonlinear program that is decomposed according to the scheme of analytical target cascading and propose a Lagrangian duality-based coordination in which solutions of resulting subproblems converge to a solution of the original problem. We present a subgradient algorithm to achieve said solution, demonstrate with an example, and conclude with an extension to multiple level problems with multiple subsystems on each level.
Lagrangian Coordination and Analytical Target Cascading: Solving ATC-Decomposed Problems with Lagrangian Duality
Lassiter, Julie B. (Autor:in) / Wiecek, Margaret M. (Autor:in) / Andrighetti, Kara R. (Autor:in)
2005
Aufsatz (Zeitschrift)
Englisch
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