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Analysis of an isopetype dual algorithm for optimizing control and nonlinear optimization

Wojciech TadejPiotr Tatjewski — 2001

International Journal of Applied Mathematics and Computer Science

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...

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