Analysis of an isopetype dual algorithm for optimizing control and nonlinear optimization
Wojciech Tadej; Piotr Tatjewski
International Journal of Applied Mathematics and Computer Science (2001)
- Volume: 11, Issue: 2, page 429-457
- ISSN: 1641-876X
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topTadej, Wojciech, and Tatjewski, Piotr. "Analysis of an isopetype dual algorithm for optimizing control and nonlinear optimization." International Journal of Applied Mathematics and Computer Science 11.2 (2001): 429-457. <http://eudml.org/doc/207514>.
@article{Tadej2001,
abstract = {First results concerning important theoretical properties of the dual ISOPE (Integrated System Optimization and Parameter Estimation) algorithm are presented. The algorithm applies to on-line set-point optimization in control structures with uncertainty in process models and disturbance estimates, as well as to difficult nonlinear constrained optimization problems. Properties of the conditioned (dualized) set of problem constraints are investigated, showing its structure and feasibility properties important for applications. Convergence conditions for a simplified version of the algorithm are derived, indicating a practically important threshold value of the right-hand side of the conditioning constraint. Results of simulations are given confirming the theoretical results and illustrating properties of the algorithms.},
author = {Tadej, Wojciech, Tatjewski, Piotr},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {condition number; duality; optimizing control; nonlinear optimization},
language = {eng},
number = {2},
pages = {429-457},
title = {Analysis of an isopetype dual algorithm for optimizing control and nonlinear optimization},
url = {http://eudml.org/doc/207514},
volume = {11},
year = {2001},
}
TY - JOUR
AU - Tadej, Wojciech
AU - Tatjewski, Piotr
TI - Analysis of an isopetype dual algorithm for optimizing control and nonlinear optimization
JO - International Journal of Applied Mathematics and Computer Science
PY - 2001
VL - 11
IS - 2
SP - 429
EP - 457
AB - First results concerning important theoretical properties of the dual ISOPE (Integrated System Optimization and Parameter Estimation) algorithm are presented. The algorithm applies to on-line set-point optimization in control structures with uncertainty in process models and disturbance estimates, as well as to difficult nonlinear constrained optimization problems. Properties of the conditioned (dualized) set of problem constraints are investigated, showing its structure and feasibility properties important for applications. Convergence conditions for a simplified version of the algorithm are derived, indicating a practically important threshold value of the right-hand side of the conditioning constraint. Results of simulations are given confirming the theoretical results and illustrating properties of the algorithms.
LA - eng
KW - condition number; duality; optimizing control; nonlinear optimization
UR - http://eudml.org/doc/207514
ER -
References
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