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