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时滞积微分系统最优参数选择问题的一致算法

A Unified Computational Approach to Optimal Parameter Selection Problems with Delay Integro-Differential Systems
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摘要 文章讨论了带时滞项的积微分系统最优参数选择问题,并利用变分法推导出目标函数的梯度公式,将最优参数选择问题当成最优化问题利用逐步二次规划法(SQP)进行数值求解,并给出具体的算法. In this paper, an optimal parameter selection problem with delay integro-differential systems was considered.Gradient formulae for the objective function was derived by using variational calculus. With the gradient formulae, the optimal parameter selec- tion problem can be treated as mathematical programming problem applying sequential quadratic programming algorithm (SQP), and a unified computational approach to the problem was given.
出处 《邵阳学院学报(自然科学版)》 2012年第4期5-8,共4页 Journal of Shaoyang University:Natural Science Edition
基金 湖南省教育厅一般项目资助(11C1133)
关键词 最优参数选择问题 时滞积微分系统 逐步二次规划法(SQP) 梯度公式 optimal parameter selection problem delay integro-differential system sequential quadratic programming algorithm (SQP) gradient formulae
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参考文献6

  • 1KL.Teo,CJ.Goh,K.H.wong. A Unified Computational Approach to Optimal Control Problems[M].Longman,New York,1991.99-127.
  • 2Klas Adolfsson,Mikael Enelund,Stig Larsson. Adaptive discretization of an integro-differential equation with a weakly singular convolution kernel[J].Comput Methods Appl Msh Engrg,2003.5285-5304.
  • 3H.W.J.Lee,K.L.Teo,V.Rehbock,L.S.Jennings. Control parametrization enhancing technique for optimal discrete-valued control problems[J].Automatica,1999.1401-1407.
  • 4C.Z.Wu,K.L.Teo,Yi Zhao,W.Y.Yan. An optimal control problem involving impulsive integrodifferential systems[J].Optimization Methods and Software,2007.531-547.
  • 5C.Z.Wu,K.L.Teo,Yi Zhao,W.Y.Yan. Solving an Identification Problem as an Impulsive Optimal Parameter Selection Problem[J].Computers and Mathematics with Applications,2005.217-222.
  • 6孙文兵.一类积微分系统最优参数选择问题的数值算法[J].邵阳学院学报(自然科学版),2009,6(3):23-25. 被引量:2

二级参考文献4

  • 1K.L.Teo,C.J.Goh,K.H.wong.A Unified Compu-tational Approach to Optimal Control Problems[]..1991
  • 2Klas Adolfsson,Mikael Enelund,Stig Larsson.Adaptive discretization of an integro-differential equation with a weakly singular convolution kerne , Comput[].Methods Appl MeshEngrg.2003
  • 3Lee,H.W.J.,Teo,K.L.,Rehbock,V.,Jennings,L.S.Control parametrization enhancing technique for optimal discrete-valued control problems[].Automatica.1999
  • 4C. Z. Wu,K. L. Teo,Yi Zhao and W. Y. Yan.Solving an identification problem as an impulsive optimal parameter selection problem[].Computers and Mathematics With Applications.2005

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