Attribution Non-Commercial (BY-NC)

14 views

Attribution Non-Commercial (BY-NC)

- An Alternative Optimal Solution Technique for a Single-Vendor
- jurnal (FKE)
- Data Mining and Knowledge Discovery via Logic-Based Methods_ Theory, Algorithms, And Applications [Triantaphyllou 2010-06-28]
- Differential
- Operation Research Finale
- Differential evolution
- Hybrid Genetic Algorithm for Dynamic Multi-objective Route Planning with Predicted Traffic in a Real-World Road Network
- Compensation Map Calibration of Engine Management Systems Using Least-Squares Support Vector Committee Machine and Evolutionary Optimization
- lec10
- .. TenthClass BitBanks MathsEM 4 LinearProgramming
- 142
- P01-1030
- A novel approach for modelling complex maintenance systems using discrete event simulation
- 11ME7IEOPR (3)
- 287
- 9783319045726-c2
- 1-s2.0-S004579499900084X-main.pdf
- sise_curs_1
- v64-47
- State Space Turorial-1

You are on page 1of 3

Module 8 Lecture Notes 3 Multilevel Optimization Introduction The example problems discussed in the previous modules consist of very few decision variables and constraints. However in practical situations, one has to handle an optimization problem involving a large number of variables and constraints. Solving such a problem will be quite cumbersome. In multilevel optimization, such large sized problems are decomposed into smaller independent problems and the overall optimum solution can be obtained by solving each sub-problem independently. In this lecture a decomposition method for nonlinear optimization problems, known as model-coordination method will be discussed. Model Coordination Method Consider a minimization optimization problem F ( x ) consisting of n variables, x1 , x 2 ,..., x n . Min F ( x1 , x 2 ,..., x n ) subjected to constraints

j = 1,2,..., m i = 1,2,..., n

where lxi and ux i represents the lower and upper bounds of the decision variable xi . Let X = {x1 , x2 ,..., xn } be the decision variable vector. For applying the model coordination method, the vector X should be divided into two subvectors, Y and Z such that Y contains the coordination variables between the subsystems i.e., variables that are common to the subproblems and Z vector contains the free or confined variables of subproblems. If the problem is partitioned into P subproblems, then vector Z can also be partitioned into P variable sets, each set corresponding to each subproblem.

Z1 Z Z = 2 M Z P

Thus the objective function F ( x ) can be partitioned into P parts as shown,

M8L3

F ( x) = f k (Y , Z k )

k =1 P

where f k (Y , Z k ) denotes the objective function of the kth subproblem. In this the coordination variable Y will appear in all sub-objective functions and Z k will appear only in kth subobjective function. Similarly the constraints can be decomposed as

g k (Y , Z k ) 0

for k = 1,2,..., P

lY Y uY lZ k Z k uZ k

for k = 1,2,..., P

The problem thus decomposed is solved using a two level approach which is described below. Procedure: First level: Fix the value of the coordination variables, Y at some value, say Yopt . Then solve each independent subproblem and find the value of Z k .

Min f k (Y , Z k )

subject to

g k (Y , Z k ) 0 lY Y uY lZ k Z k uZ k for k = 1,2,..., P

Let the values of Z k obtained by solving this problem be Z k opt . Second level: Now consider the problem after substituting the Z k opt values.

Min f (Y ) = f k (Y , Z k opt )

P k =1

subject to

lY Y uY

M8L3

Solve this problem to find a new Yopt . Again solve the first level problems. This process is repeated until convergence is achieved.

M8L3

- An Alternative Optimal Solution Technique for a Single-VendorUploaded byBrainy12345
- jurnal (FKE)Uploaded byAmirul Hadi Azmi
- Data Mining and Knowledge Discovery via Logic-Based Methods_ Theory, Algorithms, And Applications [Triantaphyllou 2010-06-28]Uploaded bytruekhan
- DifferentialUploaded byRagu Raman
- Operation Research FinaleUploaded byy2j_incubus
- Differential evolutionUploaded byRahul Mayank
- Hybrid Genetic Algorithm for Dynamic Multi-objective Route Planning with Predicted Traffic in a Real-World Road NetworkUploaded byEmilian Necula
- Compensation Map Calibration of Engine Management Systems Using Least-Squares Support Vector Committee Machine and Evolutionary OptimizationUploaded byJean Carlos Pineda
- lec10Uploaded byAakash Kamthane
- .. TenthClass BitBanks MathsEM 4 LinearProgrammingUploaded byprasaad88
- 142Uploaded byCzeryna Montefalcon
- P01-1030Uploaded byJavi Colors
- A novel approach for modelling complex maintenance systems using discrete event simulationUploaded byMaysa Demartini
- 11ME7IEOPR (3)Uploaded byharish
- 287Uploaded byjin11004
- 9783319045726-c2Uploaded bySari M.I
- 1-s2.0-S004579499900084X-main.pdfUploaded bySaid Haddioui
- sise_curs_1Uploaded byIulian Brezeanu
- v64-47Uploaded byjoseph86177
- State Space Turorial-1Uploaded bySuryaMohan
- Lecture 5.pdfUploaded bychetan
- main_paperUploaded byAvadhoot Rane
- SolverUploaded byTom
- Chap2 ModelingUploaded byaarulmurugu5005
- KORTAUploaded byArun Prajapati
- Topology Optimization of Aeronautical Structures WithUploaded bySuraj Ravindra
- e105-04DisenoimpulsUploaded byphredlov
- 011-0161Uploaded byomkarbhaskar
- Simplex Method Problem 1Uploaded byL Suresh Kumar
- ijaerv10n51_148Uploaded byvijayakumarvj1

- EU Funding GuideUploaded byRodlondon
- RKM.xlsxUploaded byswapna44
- Distribution network reconfiguration for load balancing with a coloured Petri net algorithmUploaded byapi-3697505
- Genetic AlgorithmUploaded byswapna44
- Phase Balancing and Power Factor CorrectionUploaded byswapna44
- How to Write Your First Research PaperUploaded byswapna44
- Sai Divya Pooja.pdfUploaded byswapna44
- Radial Distribution Test FeedersUploaded byAbhishek Kukreja
- M8L6_LNUploaded bySamer Elabd
- M8L5_LNUploaded byswapna44
- M8L4_LNUploaded byEngr Bilal Khurshid
- M8L2_LNUploaded byswapna44
- M8L1_LNUploaded byswapna44
- M8 Learning ObjectivesUploaded byswapna44
- M7L2_LNUploaded byswapna44
- M7L3_LNUploaded byswapna44
- M7L1_LNUploaded byswapna44
- M7 Learning ObjectivesUploaded byswapna44
- M6L6_LNUploaded byswapna44
- M6L5_LNUploaded byswapna44
- M6L4_LNUploaded byswapna44
- M6L3_LNUploaded byswapna44
- M6L2_LNUploaded byswapna44
- M6L1_LNUploaded byswapna44
- M6 Learning ObjectivesUploaded byswapna44
- M5L4_LNUploaded byswapna44
- M5L3_LNUploaded byswapna44
- M5L2_LNUploaded byswapna44
- M5L1_LN.pdfUploaded byVipin Pakar

- The Difference Between eUploaded byShafiqul Islam Shehab
- imageRUNNER_ADVANCE_8205_8295_8285_SM_rev0_081012Uploaded byLuis Alberto Zapata Escobar
- Mellanox Ethernet Switch BrochureUploaded byTimucin DIKMEN
- Sr. Systems Analyst or IT Manager or Sr. Support Specialist or SUploaded byapi-78906576
- Web Design Devlopment Training Kumbakonam Thanjavur Trichy SyllabusUploaded byArudhra Innovation
- FblUploaded bysudhir
- Kimballgroup.com-Kimball Technical DWBI System ArchitectureUploaded byanamik2100
- A Practical Guide to BitBakeUploaded byXiaohui Liu
- 2015 - AutoCAD Tutorial Architecture Imperial versionUploaded byAttila G. Horváth
- 06. CCIE R&S Lab EquipmentUploaded byphamvanha
- Online ShoppingUploaded byTunny Sajwan
- EC2029 DIP SyllabusUploaded bySebastin Suresh
- XprotocolUploaded byvaldomiromorais
- Presentation+LEX2013+PARELON 1Uploaded byEmanuele Sabetta
- Lab09 1 D ArraysUploaded byScribdd3r
- Trial CRUD(Doc)Uploaded byJimmy Duran
- Alias vs ICEM Aif2015 Nils KremserUploaded byva79in
- Delphix User Guide 5Uploaded bymmario
- VLAN Forwarding Modes and IBUploaded byMilan Vujnovic
- Irq Dma Io PuertosUploaded byAntonioMarvel
- transxpress sma1k33-readme.docUploaded byGreg Morris
- 9781782176466_Mastering_JavaServer_Faces_2.2_Sample_ChapterUploaded byPackt Publishing
- Final- Healthcare Analytics MDPUploaded byGvrk Acharyulu
- INS10104044EUploaded byKevin Herrera
- e3 processUploaded byapi-279097113
- AtmUploaded byAnand Rathi
- Internal MemoryUploaded byather_88
- MA385Uploaded byslimane1
- The ILO is the Integrated Lights Out Component on the ServerUploaded byRajendar Raj
- Webnavigator Wincc ClientUploaded bySourabh Mittal