Decomposition in large system optimization using the method of multipliers

  • N. Watanabe
  • Y. Nishimura
  • M. Matsubara
Contributed Papers

Abstract

Although the method of multipliers can resolve the dual gaps which will often appear between the true optimum point and the saddle point of the Lagrangian in large system optimization using the Lagrangian approach, it is impossible to decompose the generalized Lagrangian in a straightforward manner because of its quadratic character. A technique using the linear approximation of the perturbed generalized Lagrangian has recently been proposed by Stephanopoulos and Westerberg for the decomposition. In this paper, another attractive decomposition technique which transforms the nonseparable crossproduct terms into the minimum of sum of separable terms is proposed. The computational efforts required for large system optimization can be much reduced by adopting the latter technique in place of the former, as illustrated by application of these two techniques to an optimization problem of a chemical reactor system.

Key Words

Decomposition techniques generalized Lagrangian large system optimization method of multipliers 

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Copyright information

© Plenum Publishing Corporation 1978

Authors and Affiliations

  • N. Watanabe
    • 1
  • Y. Nishimura
    • 1
  • M. Matsubara
    • 1
  1. 1.Nagoya UniversityNagoyaJapan

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