摘要
关于非线性连续大系统的最优控制问题,应用线性化和预估方法[1],非线性问题可转化为一系列线性子系统问题,利用共态预估方法,从而在低层并行地求解低维子系统的最优化问题,而上两层分别连续地逼近所指定预估变量及共态向量和拉格朗日乘子,直到达到各自的最优值,最后得到全局问题解的三层递阶最优控制算法.其主要优点是明显地减少了计算时间.
The optimization problem of the nonlinear largescale systems is considered. Using linearization and prediction method, the nonlinear system can be converted into a series of linear subsystems, and the nonlinear criteria function can be converted into an equivalent quadratic costfunction. A twolevel hierarchical optimization algorithm is proposed by the costate prediction approach, and the solution to the overall problem can be obtained through the iterative computation between the coordinator and the optimization of subsystems. The major advantages are, such as, significantly reducing the computation time.
出处
《信息与控制》
CSCD
北大核心
1997年第6期409-413,共5页
Information and Control
基金
国家自然科学基金
关键词
大系统
最优控制
算法
非线性
连续系统
largescale systems, costate prediction approach, hierarchical control