| 大规模不可微优化问题的分解方法 |
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| 引用本文： | 朱道立.大规模不可微优化问题的分解方法[J].系统科学与数学,1987,7(1):063-071. |
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| 作者姓名： | 朱道立 |
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| 作者单位： | 上海交通大学管理学院 |
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| 摘 要： | 一、前言分解方法可用来解大规模的静态优化问题(有限维、无限维的数学规划)和动态优化问题(确定性最优控制问题。这个方法在解经济计划、资源分配、供水系统、运输系统、能量管理等优化问题时经常用到。
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DECOMPOSITION METHODS IN LARGE SCALE NONSMOOTH OPTIMIZATION PROBLEMS |
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| ZHU DAO-LI.DECOMPOSITION METHODS IN LARGE SCALE NONSMOOTH OPTIMIZATION PROBLEMS[J].Journal of Systems Science and Mathematical Sciences,1987,7(1):063-071. |
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| Authors: | ZHU DAO-LI |
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| Affiliation: | Management School,Shanghai Jiaotong University |
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| Abstract: | In this paper,a theory of algorithms for decomoposition of large scale nonsmooth optimi-zation problems is presented.The nonconvex case is also discussed.A new decomposition prin-ciple based on an exact penalty technique is obtained as a consequence of this theory. |
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