A Note on the Convergence of Analytical Target Cascading With Infinite Norms

Abstract

Analytical target cascading (ATC) is a multidisciplinary design optimization method for multilevel hierarchical systems. To improve computational efficiency, especially for problems under uncertainty or with strong monotonicity, a sequential linear programming (SLP) algorithm was previously employed as an alternate coordination strategy to solve ATC and probabilistic ATC problems. The SLP implementation utilizes L∞ norms to maintain the linearity of SLP subsequences. This note offers a proof that there exists a set of weights such that the ATC algorithm converges when L∞ norms are used. Examples are also provided to illustrate the effectiveness of using L∞ norms as a penalty function to maintain the formulation linear and differentiable. The examples show that the proposed method provides more robust results for linearized ATC problems due to the robustness of the linear programming solver.