A SEQUENTIAL LINEAR PROGRAMMING COORDINATION ALGORITHM FOR ANALYTICAL TARGET CASCADING

摘要

Decomposition-based strategies, such as analytical target cascading (ATC), are often employed in design optimization of complex systems. Achieving convergence and computational efficiency in the coordination strategy that solves the partitioned problem is a key challenge. A new convergent strategy is proposed for ATC, which coordinates the interactions among sub-problems using sequential lineralizations. Linearity of subprob-lems is maintained using L_∞ norms to measure deviations between targets and responses. A subproblem suspension strategy is used to temporarily suspend inclusion of subproblems that do not need significant redesign, based on trust region and target value step size. The proposed strategy is intended for use in optimization problems where sequential linearizations are typically effective, such as problems with extensive monotonicities, large number of constraints relative to variables, and propagation of probabilities with normal distributions. Experiments with test problems show that, relative to standard ATC coordination, the number of subproblem evaluations is reduced considerably while maintaining accuracy.