An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed (Q735064)
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| English | An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed |
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An application of the algorithm of the cyclic coordinate descent in multidimensional optimization problems with constrained speed (English)
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14 October 2009
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The authors study a classical electrical engineering problem: the short term hydrothermal coordination problem. For this problem, a necessary minimum condition is given using optimal control theory and a computationally efficient numerical algorithm based on coordinate descent is described. An example is presented.
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optimal control
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hydrothermal coordination
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coordinate descent
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Zangwill's theorem
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numerical algorithm
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