OPTIMIZATION OF COUPLED SYSTEMS BY DECOMPOSITION.
Abstract
A general optimization problem, involving both equality and inequality constraints, is specialized to the case of coupled subsystems. A two-level decomposition algorithm which involves solving a minimax problem is then stated. Computational experience with the method when used in conjunction with second order gradient minimization algorithms is presented. Included is the extension of the technique to the class of problems that yields linear subproblems. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1966
- Accession Number
- AD0478509
Entities
People
- Lawrence J. Munini
Organizations
- Case Western Reserve University