一种基于自适应动态规划的协同优化算法

A Cooperative Optimization Algorithm Based on Adaptive Dynamic Programming

采用值迭代的自适应动态规划的收敛条件是迭代性能指标函数初始化为任意半正定函数.根据此收敛条件,本文研究了迭代性能指标函数的初始化和更新方法,提出了一种基于自适应动态规划的协同优化算法.仿真结果表明,该协同优化算法令迭代的残差快速减小,大幅提高了自适应动态规划的收敛速度.

If the initial iterative performance index function is a positive semi-definite function,then the value iteration of adaptive dynamic programming will converge to the optimal.This is the convergence condition of value-iteration based adaptive dynamic programming.Based on the condition,the initializing and updating methods for iterative performance index function is studied and a cooperative optimization algorithm based on adaptive dynamic programming is proposed.The simulation results show that the proposed algorithm can rapidly reduce the iteration residuals and greatly improve the convergence rate of adaptive dynamic programming.