上海交通大学学报(自然版) ›› 2011, Vol. 45 ›› Issue (08): 1221-1225.

• 一般工业技术 • 上一篇    下一篇

基于径向基函数的动态优化问题联立求解方法

王志强,邵之江,万娇娜,方学毅   

  1. (浙江大学 控制科学与工程学系,杭州 310027)
  • 收稿日期:2011-04-22 出版日期:2011-08-30 发布日期:2011-08-30
  • 基金资助:

    国家重点基础研究发展规划(973)项目(2009CB320603),国家自然科学基金资助项目(21006086)

A Simultaneous Strategy Based on Radial Basis Function for Dynamic Optimization

 WANG  Zhi-Qiang, SHAO  Zhi-Jiang, WAN  Jiao-Na, FANG  Xue-Yi   

  1. (Department of Control Science and Engineering, Zhejiang University, Hangzhou 3100271, China)
  • Received:2011-04-22 Online:2011-08-30 Published:2011-08-30

摘要: 提出了一种新的求解动态优化问题的联立方法.该方法不同于常用的配置法,而是采用径向基函数插值方法对动态优化问题进行全离散,得到近似的大规模非线性规划问题.离散方法使用逆MultiQuadric函数做为基函数,并采用了间接求解微分方程的策略.最后,运用所提出的方法对2个经典算例进行优化,结果显示效果良好.

关键词: 动态优化, 径向基函数, 联立求解法

Abstract:  A novel simultaneous strategy for solving dynamic optimization problems, which uses the radial basis function interpolation method to discretize the original models, was studied. In this strategy, the inverse multiquadric function is adopted as the basis function, and the indirect approach is used to solve the ordinary equations. All of these concepts were illustrated with two classic test problems successfully.
 

Key words: dynamic optimization, radial basis function, simultaneous strategy

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