Convergence criteria for hierarchical overlapping coordination of linearlyconstrained convex design problems

Citation
H. Park et al., Convergence criteria for hierarchical overlapping coordination of linearlyconstrained convex design problems, COMPUT OP A, 18(3), 2001, pp. 273-293
Citations number
28
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Engineering Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN journal
0926-6003 → ACNP
Volume
18
Issue
3
Year of publication
2001
Pages
273 - 293
Database
ISI
SICI code
0926-6003(200103)18:3<273:CCFHOC>2.0.ZU;2-S
Abstract
Decomposition of multidisciplinary engineering system design problems into smaller subproblems is desirable because it enhances robustness and underst anding of the numerical results. Moreover, subproblems can be solved in par allel using the optimization technique most suitable for the underlying mat hematical form of the subproblem. Hierarchical overlapping coordination (HO C) is an interesting strategy for solving decomposed problems. It simultane ously uses two or more design problem decompositions, each of them associat ed with different partitions of the design variables and constraints. Coord ination is achieved by the exchange of information between decompositions. This article presents the HOC algorithm and several new sufficient conditio ns for convergence of the algorithm to the optimum in the case of convex pr oblems with linear constraints. One of these equivalent conditions involves the rank of the constraint matrix that is computationally efficient to ver ify. Computational results obtained by applying the HOC algorithm to quadra tic programming problems of various sizes are included for illustration.