The subject of this work is the defence planning of a point target against an air attack. The defence system is decomposed into a number of sectors. A direct method of coordination is used at the upper level, while the sectors use a discrete-time event-based model and the description of uncertainty by multiple scenarios of an attack. The resulting problems are solved using linear programming. A comparison of two coordination strategies for realistic attack scenarios and an analysis of effectiveness are provided.
2
Dostęp do pełnego tekstu na zewnętrznej witrynie WWW
The main purpose of this paper is to describe the design, implementation and possibilities of our object-oriented library of algorithms for dynamic optimization problems. We briefly present library classes for the formulation and manipulation of dynamic optimization problems, and give a general survey of solver classes for unconstrained and constrained optimization. We also demonstrate methods of derivative evaluation that we used, in particular automatic differentiation. Further, we briefly formulate and characterize the class of problems solved by our optimization classes. The solution of dynamic optimization problems with general constraints is performed by transformation into structured large-scale nonlinear programming problems and applying methods for nonlinear optimization. Two main algorithms of solvers for constrained dynamic optimization are presented in detail: the sequential quadratic programming (SQP) exploring the multistage structure of the dynamic optimization problem during the solution of a sequence of quadratic subproblems, and the nonlinear interior-point method implemented in a general-purpose large-scale optimizer IPOPT. At the end, we include a typical numerical example of the application of the constrained solvers to a large-scale discrete-time optimal control problem and we use the performance profiles methodology to compare the efficiency and robustness of different solvers or different options of the same solver. In conclusions, we summarize our experience gathered during the library development.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.