Hierarchical optimization and mathematical physics
algorithmsdecompositionhierarchical optimizationiterative aggregationmathematical programmingnumerical examplesoptimal controlpartial differential equationsproduction planningtextbook
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical methods in optimal control (49Mxx) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)
The main subject of the book is optimal control of hierarchical systems including systems described by partial differential equations (PDEs). The proposed method is based on iterative aggregation when the coordinator optimizes few macro-variables, and relatively small subproblems of optimal control are solved at the lower level. The methods are justified and the corresponding algorithms are constructed using the theory of convex functions, duality theorems, necessary conditions of optimal control, and some results on ordinary differential equations (ODEs) and PDEs. The first chapter ``The main model and construction of the decomposition method presents an introduction. The Kuhn-Tucker condition and duality theory are introduced. The production planning problem is formulated and its solution by means of aggregation is considered. The problem is generalized for the case of stochastic parameters, and a special method to reduce the stochastic problem to a deterministic one is analyzed. The contents of Chapter 2 is well described by its title ``Generalization of the decomposition approach to mathematical programming and classical calculus of variations. Let us only specify, that under ``mathematical programming linear and quadratic problems with block diagonal structure as well as finite-dimensional block separable problems are covered. Hierarchical optimization of systems described by ODEs and PDEs is considered in Chapters 3 and 4 which form approximately 1/3 of the volume of the book. The problem of optimal control with block separable structure and problems described by PDEs are considered. The method is extended to: two-level nonlinear systems, linear hierarchical systems with distributed parameters and quadratic objective, and block separable systems with large number of binding constraints. The possibilities of generalization of the method to the case of non-separable functional are discussed. Some numerical examples are included. The last Chapter 5 (Appendix) presents known decomposition methods: Danzig-Wolfe, Kornai-Liptak, parametric decomposition, iterative aggregation, Lagrangian decomposition in optimal control of block systems. Each chapter is finished by comments and references to publications of mainly 1960-1980.
- Problems of Hierarchical Optimization in Finite Dimensions
- scientific article; zbMATH DE number 1735139
- scientific article; zbMATH DE number 3919689
- Hierarchical optimization in H/sub ∞/
- Hierarchical optimization: An introduction
- scientific article; zbMATH DE number 529725
- Hierarchies and optima
- Hierarchical minimization problems and applications
- Parallel Hierarchical Methods for Complex Systems Optimization
- scientific article; zbMATH DE number 741373
- scientific article; zbMATH DE number 3849051 (Why is no real title available?)
- scientific article; zbMATH DE number 46179 (Why is no real title available?)
- Iterative decomposition of optimization problems with first-order partial differential equations
- scientific article; zbMATH DE number 1053279 (Why is no real title available?)
- scientific article; zbMATH DE number 942477 (Why is no real title available?)
- Optimization Algorithms for Hierarchical Problems with Application to Nanoporous Materials
- Problems of efficient application and development of a network under capital investments and credits
This page was built for publication: Hierarchical optimization and mathematical physics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1968805)
