Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
ISSN-L : 1342-5668
On Optimization Methods for Two-Level Hierarchical Systems
Harukazu SATOMITetsuzo TANINO
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1989 Volume 2 Issue 11 Pages 370-376

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Abstract

In this paper, optimization methods for hierarchical systems are dealt with. We consider a problem in which the upper level objective function includes the lower level optimal value function.
First, we review several useful results in sensitivity analysis which are already obtained by many resarchers. Moreover we point out that information on sensitivity analysis for optimal value function (i.e. gradient, generalized gradient or directional derivative) depends on the uniqueness of the optimal solution and of the Lagrange multiplier vector.
Next, under the uniqueness of optimal solution and Cottle constraint qualification, we consider a problem for finding the upper level descent direction. This problem is formulated as a quadratic programming problem. Therefore, we may apply a proper solution method to the problem to obtain the upper level descent direction.
Finally, we construct an optimization algorithm for the two-level hierarchical system based on the above results.

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