A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems

Detalhes bibliográficos
Autor(a) principal: Faísca, Nuno
Data de Publicação: 2007
Outros Autores: Saraiva, Pedro, Rustem, Berç, Pistikopoulos, Efstratios
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/7671
https://doi.org/10.1007/s10287-007-0062-z
Resumo: Abstract In this paper, we outline the foundations of a general global optimisation strategy for the solution of multilevel hierarchical and general decentralised multilevel problems, based on our recent developments on multi-parametric programming and control theory. The core idea is to recast each optimisation subproblem, present in the hierarchy, as a multi-parametric programming problem, with parameters being the optimisation variables belonging to the remaining subproblems. This then transforms the multilevel problem into single-level linear/convex optimisation problems. For decentralised systems, where more than one optimisation problem is present at each level of the hierarchy, Nash equilibrium is considered. A three person dynamic optimisation problem is presented to illustrate the mathematical developments.
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spelling A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problemsAbstract In this paper, we outline the foundations of a general global optimisation strategy for the solution of multilevel hierarchical and general decentralised multilevel problems, based on our recent developments on multi-parametric programming and control theory. The core idea is to recast each optimisation subproblem, present in the hierarchy, as a multi-parametric programming problem, with parameters being the optimisation variables belonging to the remaining subproblems. This then transforms the multilevel problem into single-level linear/convex optimisation problems. For decentralised systems, where more than one optimisation problem is present at each level of the hierarchy, Nash equilibrium is considered. A three person dynamic optimisation problem is presented to illustrate the mathematical developments.2007info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/7671http://hdl.handle.net/10316/7671https://doi.org/10.1007/s10287-007-0062-zengFaísca, NunoSaraiva, PedroRustem, BerçPistikopoulos, Efstratiosinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2020-05-25T12:39:50Zoai:estudogeral.uc.pt:10316/7671Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:59:18.610078Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
title A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
spellingShingle A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
Faísca, Nuno
title_short A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
title_full A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
title_fullStr A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
title_full_unstemmed A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
title_sort A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
author Faísca, Nuno
author_facet Faísca, Nuno
Saraiva, Pedro
Rustem, Berç
Pistikopoulos, Efstratios
author_role author
author2 Saraiva, Pedro
Rustem, Berç
Pistikopoulos, Efstratios
author2_role author
author
author
dc.contributor.author.fl_str_mv Faísca, Nuno
Saraiva, Pedro
Rustem, Berç
Pistikopoulos, Efstratios
description Abstract In this paper, we outline the foundations of a general global optimisation strategy for the solution of multilevel hierarchical and general decentralised multilevel problems, based on our recent developments on multi-parametric programming and control theory. The core idea is to recast each optimisation subproblem, present in the hierarchy, as a multi-parametric programming problem, with parameters being the optimisation variables belonging to the remaining subproblems. This then transforms the multilevel problem into single-level linear/convex optimisation problems. For decentralised systems, where more than one optimisation problem is present at each level of the hierarchy, Nash equilibrium is considered. A three person dynamic optimisation problem is presented to illustrate the mathematical developments.
publishDate 2007
dc.date.none.fl_str_mv 2007
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10316/7671
http://hdl.handle.net/10316/7671
https://doi.org/10.1007/s10287-007-0062-z
url http://hdl.handle.net/10316/7671
https://doi.org/10.1007/s10287-007-0062-z
dc.language.iso.fl_str_mv eng
language eng
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