The Newton-like properties of the updating mechanism of a model-reality differences algorithm
The Dynamic Integrated Systems Optimization and Parameter Estimation (DISOPE) algorithm is an algorithm for solving nonlinear optimal control problems and is of the gradient descent type. The updating step of DISOPE plays an important role in terminating the iterations of the algorithm and hence in...
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Department of Mathematics, Faculty of Science
2003
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my.utm.24092010-08-13T01:40:59Z http://eprints.utm.my/id/eprint/2409/ The Newton-like properties of the updating mechanism of a model-reality differences algorithm Ahmad, Rohanin Abd. Aziz, Mohd. Ismail QA Mathematics The Dynamic Integrated Systems Optimization and Parameter Estimation (DISOPE) algorithm is an algorithm for solving nonlinear optimal control problems and is of the gradient descent type. The updating step of DISOPE plays an important role in terminating the iterations of the algorithm and hence in determining its rate of convergence. In this paper, the mechanism was shown to have Newton-like properties and the order convergence established Department of Mathematics, Faculty of Science 2003-06 Article PeerReviewed application/pdf en http://eprints.utm.my/id/eprint/2409/1/Rohanin2003_NewtonLikePropertiesOfTheUpdating.pdf Ahmad, Rohanin and Abd. Aziz, Mohd. Ismail (2003) The Newton-like properties of the updating mechanism of a model-reality differences algorithm. Matematika, 19 (1). pp. 1-13. ISSN 0127-8274 http://www.fs.utm.my/matematika/content/view/75/31/ |
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QA Mathematics Ahmad, Rohanin Abd. Aziz, Mohd. Ismail The Newton-like properties of the updating mechanism of a model-reality differences algorithm |
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The Dynamic Integrated Systems Optimization and Parameter Estimation (DISOPE) algorithm is an algorithm for solving nonlinear optimal control problems and is of the gradient descent type. The updating step of DISOPE plays an important role in terminating the iterations of the algorithm and hence in determining its rate of convergence. In this paper, the mechanism was shown to have Newton-like properties and the order convergence established |
format |
Article |
author |
Ahmad, Rohanin Abd. Aziz, Mohd. Ismail |
author_facet |
Ahmad, Rohanin Abd. Aziz, Mohd. Ismail |
author_sort |
Ahmad, Rohanin |
title |
The Newton-like properties of the updating mechanism of a model-reality differences algorithm |
title_short |
The Newton-like properties of the updating mechanism of a model-reality differences algorithm |
title_full |
The Newton-like properties of the updating mechanism of a model-reality differences algorithm |
title_fullStr |
The Newton-like properties of the updating mechanism of a model-reality differences algorithm |
title_full_unstemmed |
The Newton-like properties of the updating mechanism of a model-reality differences algorithm |
title_sort |
newton-like properties of the updating mechanism of a model-reality differences algorithm |
publisher |
Department of Mathematics, Faculty of Science |
publishDate |
2003 |
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http://eprints.utm.my/id/eprint/2409/1/Rohanin2003_NewtonLikePropertiesOfTheUpdating.pdf http://eprints.utm.my/id/eprint/2409/ http://www.fs.utm.my/matematika/content/view/75/31/ |
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