A HIERARCHICAL OPTIMIZATION METHOD OF NONCONVEX STATIC AND LARGE-SCALE SYSTEMS BASED ON THE MULTIPLIER METHOD
基于乘子法的静态非凸大系统的递阶优化方法

In this paper,a new method for constructing the augmented Lagrangian function is pro-posed on the basis of the principle of multiplier methods.Under this construction,not onlyis a nonconvex problem convexified,but also the separability necessary for application of thehierarchical algorithm is preserved.The equivalency between the convexified problem andthe former problem is proven.Furthermore,with the aid of primal-dual methods,a hierar-chical optimization algorithm is proposed,and the rate of its convergence is analysed.Themethod has been successfully used to solve the optimal distribution problem of an urban watersupply system,and satisfactory results are obtained.