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Aggregation in Large-Scale Optimization / by Igor Litvinchev, Vladimir Tsurkov
(Applied Optimization ; 83)

データ種別 電子ブック
出版情報 Boston, MA : Springer US : Imprint: Springer , 2003
本文言語 英語
大きさ XII, 291 p : online resource

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EB0060149

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一般注記 When analyzing systems with a large number of parameters, the dimen­ sion of the original system may present insurmountable difficulties for the analysis. It may then be convenient to reformulate the original system in terms of substantially fewer aggregated variables, or macrovariables. In other words, an original system with an n-dimensional vector of states is reformulated as a system with a vector of dimension much less than n. The aggregated variables are either readily defined and processed, or the aggregated system may be considered as an approximate model for the orig­ inal system. In the latter case, the operation of the original system can be exhaustively analyzed within the framework of the aggregated model, and one faces the problems of defining the rules for introducing macrovariables, specifying loss of information and accuracy, recovering original variables from aggregates, etc. We consider also in detail the so-called iterative aggregation approach. It constructs an iterative process, at· every step of which a macroproblem is solved that is simpler than the original problem because of its lower dimension. Aggregation weights are then updated, and the procedure passes to the next step. Macrovariables are commonly used in coordinating problems of hierarchical optimization
著者標目 *Litvinchev, Igor author
Tsurkov, Vladimir author
SpringerLink (Online service)
件 名 LCSH:Mathematics
LCSH:System theory
LCSH:Mathematical models
LCSH:Mathematical optimization
LCSH:Calculus of variations
FREE:Mathematics
FREE:Optimization
FREE:Calculus of Variations and Optimal Control; Optimization
FREE:Systems Theory, Control
FREE:Mathematical Modeling and Industrial Mathematics
分 類 DC23:519.6
巻冊次 ISBN:9781441991546 REFWLINK
ISBN 9781441991546
URL http://dx.doi.org/10.1007/978-1-4419-9154-6
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