书目名称 | Hierarchical Optimization and Mathematical Physics |
编辑 | Vladimir Tsurkov |
视频video | http://file.papertrans.cn/427/426145/426145.mp4 |
丛书名称 | Applied Optimization |
图书封面 |  |
描述 | 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 problern with macrovariables, whose number is less than the number of initial variables. This problern is often very simple. On the lower level, we have the usual optimal control problems of math ematical physics, which are far simpler than the initial statements. Thus, the decomposition (or reduction to problems ofless dimensions) is obtained. The algorithm constructs a sequence of so-called disaggregated solutions that are feasible for the main problern and converge to its optimal solutionunder 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 spe |
出版日期 | Book 2000 |
关键词 | Optimal control; mathematical physics; operations research; optimization; optimization theory |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4615-4667-2 |
isbn_softcover | 978-1-4613-7112-0 |
isbn_ebook | 978-1-4615-4667-2Series ISSN 1384-6485 |
issn_series | 1384-6485 |
copyright | Springer Science+Business Media Dordrecht 2000 |