| 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 |
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| 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(3). |
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| 作者姓名： | 仲伟俊 徐南荣 陈森发 |
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| 作者单位： | 东南大学管理学院，东南大学管理学院，东南大学管理学院 南京 210018，南京 210018，南京 210018 |
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| 摘 要： | 本文针对一类时间上关联的离散动态非凸大规模优化问题,提出了一种将部分约束作为罚项从而将非凸优化问题转化为凸优化问题的方法,研究了它的递阶优化算法,讨论了算法的收敛性及实际应用情况。
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| 关 键 词： | 非凸 动态大系统 递阶优化 收敛性 |
HIERARCHICAL OPTIMIZATION ALGORITHM OF DISCRETE DYNAMIC AND NONCONVEX LARGESCALE SYSTEMS BASED ON MULTIPLIER METHOD AND ITS APPLICATIONS |
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| ZHONG WEIJUN XU NANRONG AND CHEN SENFA.HIERARCHICAL OPTIMIZATION ALGORITHM OF DISCRETE DYNAMIC AND NONCONVEX LARGESCALE SYSTEMS BASED ON MULTIPLIER METHOD AND ITS APPLICATIONS[J].Acta Automatica Sinica,1993(3). |
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| Authors: | ZHONG WEIJUN XU NANRONG AND CHEN SENFA |
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| 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. |
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| Keywords: | Noneonvex dynamic large-scale system hierarchical optimization convergence |
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