Abstract
This paper presents two methods for the optimization of structured large-scale problems: a decomposition method of dual type for nonlinear problems and a sequential quadratic programming based method. Practical details of application of the methods to the case study problem of the hydropower system of an African river are then given. Comparison of results is presented, indicating that both methods are useful and efficient, having however different features from a practical point of view. General remarks concerning the practical differences between a decomposition-based method and a method exploiting the problem structure within the framework of general purpose optimization routines are finally presented.
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Communicated by C. T. Leondes
This work was partly supported by the Water Resource Project, IIASA, Laxenburg, Austria.
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Arnold, E., Tatjewski, P. & Wołochowicz, P. Two methods for large-scale nonlinear optimization and their comparison on a case study of hydropower optimization. J Optim Theory Appl 81, 221–248 (1994). https://doi.org/10.1007/BF02191662
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DOI: https://doi.org/10.1007/BF02191662