摘要
本文研究路径约束中含有区间参数形式的动态优化问题,提出了一种新的非线性路径约束的确定化描述形式,和采用惩罚函数法的求解算法。对于转化后的极大极小优化命题,论文提出采用Lagrangian多项式加权和的方法得到有限维的确定性优化求解形式。该算法可有效地描述和求解不确定参数动态优化问题。
This paper studies the dynamic optimization with path constraints in the form of interval parameters, proposes a novel deterministic framework of interval dynamic optimization and its solution adopting penalty function method. Due to the minimax optimization problem, this paper adopts the method of Lagrangian polynomial weighted sum, gaining the limited dimension optimization problem. The proposed algorithm can effectively characterize and solve the dynamic optimization under uncertainty.
出处
《微计算机信息》
北大核心
2006年第06X期277-278,共2页
Control & Automation
基金
国家科技攻关计划
编号2005BA102C"基于FPGA技术的个人定位导航与监控系统"
关键词
路径约束
动态优化
区间非线性规划
path constraint, dynamic optimization, interval nonlinear programming
