Artikel
Optimization techniques for tree-structured nonlinear problems
Robust model predictive control approaches and other applications lead to nonlinear optimization problems defined on (scenario) trees. We present structure-preserving Quasi-Newton update formulas as well as structured inertia correction techniques that allow to solve these problems by interior-point methods with specialized KKT solvers for tree-structured optimization problems. The same type of KKT solvers could be used in active-set based SQP methods. The viability of our approach is demonstrated by two robust control problems.
- Sprache
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Englisch
- Erschienen in
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Journal: Computational Management Science ; ISSN: 1619-6988 ; Volume: 17 ; Year: 2020 ; Issue: 3 ; Pages: 409-436 ; Berlin, Heidelberg: Springer
- Klassifikation
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Wirtschaft
Statistical Simulation Methods: General
Multiple or Simultaneous Equation Models; Multiple Variables: General
Model Construction and Estimation
- Thema
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Nonlinear stochastic optimization
Interior-point methods
Structured Quasi-Newton updates
Structured inertia correction
Robust model predictive control
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hübner, Jens
Schmidt, Martin
Steinbach, Marc C.
- Ereignis
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Veröffentlichung
- (wer)
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Springer
- (wo)
-
Berlin, Heidelberg
- (wann)
-
2020
- DOI
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doi:10.1007/s10287-020-00362-9
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Hübner, Jens
- Schmidt, Martin
- Steinbach, Marc C.
- Springer
Entstanden
- 2020
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