Two methods for large-scale nonlinear optimization and their comparison on a case study of hydropower optimization

Two methods for large-scale nonlinear optimization and their comparison on a case study of hydropower optimization
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两种大规模非线性优化方法及其以水电优化为例的比较

DOI:
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发表时间:
1994
期刊:
影响因子:
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通讯作者:
P. Wołochowicz
P. Wołochowicz
中科院分区:
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文献类型:
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作者:
E. Arnold;P. Tatjewski;P. Wołochowicz

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本文提出了两种用于结构化大规模问题优化的方法:非线性问题的对偶型分解方法和基于顺序二次规划的方法。然后给出了将这些方法应用于非洲河流水力发电系统案例研究问题的实际细节。结果比较表明,这两种方法都是有用且有效的,但从实际角度来看具有不同的特征。最后提出了关于基于分解的方法和在通用优化例程框架内利用问题结构的方法之间的实际差异的一般评论。
This paper presents two methods for the optimization of structured large-scale problems: a decomposition method of dual type for nonlinear problems and a sequential quadratic programming based method. Practical details of application of the methods to the case study problem of the hydropower system of an African river are then given. Comparison of results is presented, indicating that both methods are useful and efficient, having however different features from a practical point of view. General remarks concerning the practical differences between a decomposition-based method and a method exploiting the problem structure within the framework of general purpose optimization routines are finally presented.