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基于乘子法的离散动态非凸大系统的递阶优化算法及其应用
引用本文:仲伟俊,徐南荣,陈森发.基于乘子法的离散动态非凸大系统的递阶优化算法及其应用[J].自动化学报,1993,19(3):323-327.
作者姓名:仲伟俊  徐南荣  陈森发
作者单位:1.东南大学管理学院,南京
摘    要:

关 键 词:非凸    动态大系统    递阶优化    收敛性
收稿时间:1990-4-24

Hierarchical Optimization Algorithm of Discrete Dynamic and Nonconvex Largescale Systems Based on Multiplier Method and its Applications
Zhong Weijun,Xu Nanrong,Chen Senfa.Hierarchical Optimization Algorithm of Discrete Dynamic and Nonconvex Largescale Systems Based on Multiplier Method and its Applications[J].Acta Automatica Sinica,1993,19(3):323-327.
Authors:Zhong Weijun  Xu Nanrong  Chen Senfa
Abstract:In this paper, a method to transform a discrete dynamic and nonconvex large-scale optimization problem into convex one is proposed by constructing the penalty terms of the part constraints. The hierarchical optimization algorithm is studied. The convergence and the application in the real world problem of the algorithm are also discussed.
Keywords:Nonconvex  dynamic large-scale system  hierarchical optimization  convergence
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