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Iterative decomposition of optimization problems with first-order partial differential equations

 Аннотация

    The paper proposes a decomposition method for control problems of systems of hyperbolic partial differential equations. We consider an iterative process monotone in the functional value which in each iteration solves the problem in aggregated controls and independent subproblems for each aggregate. An optimality criterion for the intermediate disaggregated solution is established. Contrary to standard decomposition techniques, our method does not assume a special block structure of the original problem, and it may be applied to solve problems with coupling constraints.

 Ключевые слова

    decomposition method; systems of hyperbolic partial differential equation; optimal control problems with PDE
 


Последние изменения: 27.02.2001


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