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。
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.
出处
《自动化学报》
EI
CSCD
北大核心
1993年第3期323-327,共5页
Acta Automatica Sinica
关键词
非凸
动态
大系统
递阶优化算法
Noneonvex
dynamic large-scale system
hierarchical optimization
convergence
