非凸大系统优化的辅助变量法

Optimization of the Nonconvex Large Scale System by Introducing Instrument Variables

提出了一种优化非凸可分离大系统的新方法．该方法通过引入辅助变量，将非西大系统分解成凸的子系统进行优化．文中举了一个应用本算法解非凸多品种最小费用流问题的实例．

A new method for the opthoization of nonconvex separable large scale system is developed. By introducing instrument variables, the nonconvex optimization problem is converted to the optimization of convex subsystems. An example of applying the method to solve the multi-material nonconvex minimal cost now problem is presented.