Hierarchical Optimization and Mathematical Physics:
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Bibliographische Detailangaben
1. Verfasser: Curkov, Vladimir Ivanović 20. Jht (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Boston, MA Springer US 2000
Schriftenreihe:Applied Optimization 37
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Beschreibung:This book should be considered as an introduction to a special dass of hierarchical systems of optimal control, where subsystems are described by partial differential equations of various types. Optimization is carried out by means of a two-level scheme, where the center optimizes coordination for the upper level and subsystems find the optimal solutions for independent local problems. The main algorithm is a method of iterative aggregation. The coordinator solves the problem with macrovariables, whose number is less than the number of initial variables. This problem is often very simple. On the lower level, we have the usual optimal control problems of mathematical physics, which are far simpler than the initial statements. Thus, the decomposition (or reduction to problems of less dimensions) is obtained. The algorithm constructs a sequence of so-called disaggregated solutions that are feasible for the main problem and converge to its optimal solution under certain assumptions ( e.g., under strict convexity of the input functions). Thus, we bridge the gap between two disciplines: optimization theory of large-scale systems and mathematical physics. The first motivation was a special model of branch planning, where the final product obeys a preset assortment relation. The ratio coefficient is maximized. Constraints are given in the form of linear inequalities with block diagonal structure of the part of a matrix that corresponds to subsystems. The central coordinator assembles the final production from the components produced by the subsystems
Beschreibung:1 Online-Ressource (X, 310 p)
ISBN:9781461546672
9781461371120
ISSN:1384-6485
DOI:10.1007/978-1-4615-4667-2

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