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

• Autorzy: Wojciech Tadej , Piotr Tatjewski
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

condition number; duality; optimizing control; nonlinear optimization

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2001
• Tom: 11
• Numer: 2
• Strony: 429-457

Daty

wydano

2001

otrzymano

2000-07-07

poprawiono

2000-12-04

Twórcy

autor

Wojciech Tadej

• Institute of Control and Computation Engineering, Faculty of Electronics and Information Technology, Warsaw University of Technology, ul. Nowowiejska 15/19, 00-665 Warsaw, Poland

autor

Piotr Tatjewski

• Institute of Control and Computation Engineering, Faculty of Electronics and Information Technology, Warsaw University of Technology, ul. Nowowiejska 15/19, 00-665 Warsaw, Poland

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