CONVERGENCE CONDITIONS FOR NONLINEAR OPTIMIZATION WITH IMPLEMENTATION OF NONITERATIVE COORDINATION

Abstract: Convergence study is given, defining the prerequisites for the implementation of the non-iterative coordination approach in multilevel systems for solving nonlinear optimization problems. Using the analytical relations, derived by non-iterative hierarchical approach, the solution of the nonlinear optimization problem is evaluated by recursive calculations, changing the appropriate initial point. The conditions under which these recursive calculations converge towards the solution of the optimization problem are derived. The convergence is proven by application of the second method of Lyapunov for deriving stability of dynamical systems. Key words: multilevel hierarchical optimisation, bi-level hierarchical systems, convergence of recursive calculation