Applied Optimization

Aggregation in Large-Scale Optimization

Authors: Litvinchev, I., Tsurkov, Vladimir

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About this book

When analyzing systems with a large number of parameters, the dimen­ sion of the original system may present insurmountable difficulties for the analysis. It may then be convenient to reformulate the original system in terms of substantially fewer aggregated variables, or macrovariables. In other words, an original system with an n-dimensional vector of states is reformulated as a system with a vector of dimension much less than n. The aggregated variables are either readily defined and processed, or the aggregated system may be considered as an approximate model for the orig­ inal system. In the latter case, the operation of the original system can be exhaustively analyzed within the framework of the aggregated model, and one faces the problems of defining the rules for introducing macrovariables, specifying loss of information and accuracy, recovering original variables from aggregates, etc. We consider also in detail the so-called iterative aggregation approach. It constructs an iterative process, at· every step of which a macroproblem is solved that is simpler than the original problem because of its lower dimension. Aggregation weights are then updated, and the procedure passes to the next step. Macrovariables are commonly used in coordinating problems of hierarchical optimization.

Table of contents (3 chapters)

Table of contents (3 chapters)

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4419-9154-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.99
price for USA
  • ISBN 978-1-4020-7597-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
price for USA
  • ISBN 978-1-4613-4812-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Aggregation in Large-Scale Optimization
Authors
Series Title
Applied Optimization
Series Volume
83
Copyright
2003
Publisher
Springer US
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-1-4419-9154-6
DOI
10.1007/978-1-4419-9154-6
Hardcover ISBN
978-1-4020-7597-1
Softcover ISBN
978-1-4613-4812-2
Series ISSN
1384-6485
Edition Number
1
Number of Pages
XII, 291
Topics