On coordination strategies for the interaction prediction principle using gradient and multiplier methods
- 1 October 1978
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 9 (10) , 1179-1195
- https://doi.org/10.1080/00207727808941767
Abstract
This paper deals with supremal level coordination strategies for the interaction (input) prediction principle. The decision-making problem of thoe supremal level (the coordinator) is to find a saddle point of a dual function of the coordination variables. The differentiability properties of the dual function are studied and explicit formulae for the gradients are derived. Application of the multiplier method of Hestenes results in a heuristical coordination strategy. The proposed algorithm is tested by two numerical examples.Keywords
This publication has 11 references indexed in Scilit:
- A Relaxation Type Two-Level Method for State Constrained Dynamic Optimization ProblemsIFAC Proceedings Volumes, 1978
- On infeasible gradient-type coordination algorithms for dynamical systemsInternational Journal of Systems Science, 1977
- Coordination Methods by the Prediction Principle in Large Dynamic Constrained Optimization ProblemsIFAC Proceedings Volumes, 1976
- Multilevel Feedback Control for Interconnected Dynamical Systems Using the Prediction PrincipleIEEE Transactions on Systems, Man, and Cybernetics, 1976
- On-line co-ordination under uncertainty of weakly interacting dynamical systemsAutomatica, 1976
- Multiplier methods: A surveyAutomatica, 1976
- Comparisons of practical hierarchical control methods for interconnected dynamical systemsAutomatica, 1975
- An introduction to hierarchical systems theoryComputers and Electrical Engineering, 1973
- Multiplier and gradient methodsJournal of Optimization Theory and Applications, 1969
- Duality and Decomposition in Mathematical ProgrammingIEEE Transactions on Systems Science and Cybernetics, 1968