| 求解稳态系统优化与控制问题的递推二阶逼近法 |
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| 引用本文： | 刘智勇.求解稳态系统优化与控制问题的递推二阶逼近法[J].五邑大学学报(社会科学版),1990(Z1). |
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| 作者姓名： | 刘智勇 |
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| 摘 要： | 本文提出一种递推二阶逼近方法。它利用修正的BFGS公式来构造实际目标函数的Hessian矩阵,通过解一个二阶近似优化问题——这个问题由修正的BFGS公式确定,来得到一个迭代搜索方向。为了获得一个新的迭代点并考虑到实际应用条件的差别,本文给出两种迭代更新策略:一个是牛顿步方法;另一个是一维搜索方法。在一些局部条件下,本文提出的方法具有R—超线性收敛的性质。本文将给出算法的全局收敛性条件和最优性条件,并给出算法收敛速率的估计。最后进行仿真研究,表明新算法的优越性。
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| 关 键 词： | 过程控制 最优化 |
A RECURSIVE SUPERLINEAR APPROXIMATION METHOD FOR OPTIMIZATION AND CONTROL OF STEADY STATE SYSTEMS |
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| Liu Zhiyoug.A RECURSIVE SUPERLINEAR APPROXIMATION METHOD FOR OPTIMIZATION AND CONTROL OF STEADY STATE SYSTEMS[J].Journal of Wuyi University(Social Sciences Edition),1990(Z1). |
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| Authors: | Liu Zhiyoug |
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| Institution: | Liu Zhiyoug |
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| Abstract: | A recursive superlinear approximation approach for optimization and control of steady state systems is proposed in this paper. The method constructs the Hessian matrix of the real performance by using a modification of the BFGS (Broyden, Fletcher, Holdfart, and Shanno) formula which only uses first order information of the real process. The iterative direction optimization problem which is determined by a modification of the BFGS formula. To botain a new iterative point, Newton step and one-dimensional search updating strategies are employed. Global convergence and optimality of the derived algorithms are thoroughly investigated in the paper In particular,the R-superlinear properties of the new approach are verified under local conditions.Numerical results show that the new approach is superior to the SMA (sequence model approximation) method. |
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| Keywords: | process control optimum |
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