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)
Optimization and Engineering ; 6 ; 361-381
01.09.2005
21 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
large-scale systems , hierarchical mathematical programming , analytical target cascading , Lagrangian duality , dual methods , subgradient optimization Mathematics , Optimization , Engineering, general , Systems Theory, Control , Environmental Management , Operation Research/Decision Theory , Financial Engineering
| British Library Online Contents | 2006
| British Library Online Contents | 2014
Dual coordination of decomposed dynamic optimization problems
| Taylor & Francis Verlag | 1986
Block-separable linking constraints in augmented Lagrangian coordination
| British Library Online Contents | 2009