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A null-space primal-dual algorithm for nonlinear network optimization.

机译:一种用于非线性网络优化的零空间原始对偶算法。

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摘要

Network constraints occur commonly in optimization. They arise because network themselves are a common feature of models. The network is used to describe such infrastructure as a gas network, the web, public highways, etc. Network constraints arise within an optimization problem when one seeks the optimal flow of goods, water, electrical current, etc on a network. To date, the focus of most research on optimization algorithms for problems with network constraints has been in conjunction with a linear objective. Little work has been done with nonlinear and non-convex objective. That is the problem we address. We present a new algorithm based on a primal-dual method in which the sub-problems are solved using a null-space approach combined with a truncated conjugate-gradient algorithm. When necessary, a direction of negative curvature is also computed.; We have created a new test set of test problems by combining a set of objective available in the public domain with a set of network constraints. Results of our algorithm on the test set are presented.
机译:网络约束通常发生在优化中。之所以出现它们,是因为网络本身是模型的共同特征。该网络用于描述诸如天然气网络,网络,公共高速公路等基础设施。当人们在网络上寻求货物,水,电流等的最佳流动时,网络约束会出现在优化问题中。迄今为止,大多数针对网络约束问题的优化算法研究的重点一直是线性目标。对于非线性和非凸物镜,所做的工作很少。这就是我们要解决的问题。我们提出了一种基于原始对偶方法的新算法,在该算法中,子问题使用零空间方法与截断的共轭梯度算法相结合来求解。必要时,还会计算负曲率的方向。通过将公共领域中可用的一组目标与一组网络约束相结合,我们创建了一套新的测试问题测试。介绍了我们的算法在测试集上的结果。

著录项

  • 作者

    Lin, Chih-Hung.;

  • 作者单位

    Stanford University.;

  • 授予单位 Stanford University.;
  • 学科 Operations Research.
  • 学位 Ph.D.
  • 年度 2002
  • 页码 105 p.
  • 总页数 105
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 运筹学;
  • 关键词

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