Exact augmented lagrangian approach to multilevel optimization of large-scale systems
Alessandro De Luca, Gianni Di Pillo · International Journal of Systems Science · 1987
An approach based on the exact augmented lagrangian function is developed for the optimization of large-scale systems composed of interconnected units. The decomposition and coordination strategies are examined and various schemes of upper-level coordination are proposed, all of which are formulated as unconstrained quadratic minimization problems. Convergence analysis is performed exploiting an analogy with minimization by relaxation methods. Numerical examples are reported.