一类优化问题的分解算法  

Decomposition algorithm on a class of optimization problems

作　　者：邢进生[1] 

机构地区：[1]山西师范大学数学与计算机科学学院,山西临汾041004

出　　处：《控制与决策》2010年第1期84-88,共5页Control and Decision

基　　金：国家自然科学基金项目(60574060);山西省自然科学基金项目(2006011039)

摘　　要：讨论一类大规模系统的优化问题,提出一种递阶优化方法.该方法首先将原问题转化为多目标优化问题,证明了原问题的最优解在多目标优化问题的非劣解集中,给出了从多目标优化问题的解集中挑出原问题最优解的算法,建立了算法的理论基础.仿真结果验证了算法的有效性.The optimization problem for a class of large scale systems is considered. A hierarchical optimization method is proposed, which converts the original problem into multi-objective optimization problem. It is proved that the optimal solution of the original nonseparable problem is in the set of solutions of multi-objective optimization problem. An algorithm is given, which can select out the optimal solution of the original nonseparable optimization problem from the set of solutions of muhiobjective optimization problem. Theoretical base of the algorithm is established. Simulation result shows effectiveness of the algorithm.

关 键 词：大系统 分解-协调算法 多目标优化 

分 类 号：TP18[自动化与计算机技术—控制理论与控制工程]