Hierarchical Successive Approximation Algorithms for Non-Linear Systems: Part I. Generalisation of the Method of Takahara

摘要

In this two part paper, the authors examine hierarchical approaches to the solution of non-linear dynamic optimization problems for large scale systems. The algorithms are seen, within a unified framework, to be a part of the general technique of successive approximations. A unification is also provided for the convergence results. The approaches are compared to each other and to the standard quasilinearization method from the point of view of numerical requirements.