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1.
When solving large complex optimization problems, the user is faced with three major problems. These are (i) the cost in human time in obtaining accurate expressions for the derivatives involved; (ii) the need to store second derivative information; and (iii), of lessening importance, the time taken to solve the problem on the computer. For many problems, a significant part of the latter can be attributed to solving Newton-like equations. In the algorithm described, the equations are solved using a conjugate direction method that only needs the Hessian at the current point when it is multiplied by a trial vector. In this paper, we present a method that finds this product using automatic differentiation while only requiring vector storage. The method takes advantage of any sparsity in the Hessian matrix and computes exact derivatives. It avoids the complexity of symbolic differentiation, the inaccuracy of numerical differentiation, the labor of finding analytic derivatives, and the need for matrix store. When far from a minimum, an accurate solution to the Newton equations is not justified, so an approximate solution is obtained by using a version of Dembo and Steihaug's truncated Newton algorithm (Ref. 1).This paper was presented at the SIAM National Meeting, Boston, Massachusetts, 1986. 相似文献
2.
An applied cell mapping method for optimal control problems 总被引:1,自引:0,他引:1
W. H. Zhu 《Journal of Optimization Theory and Applications》1989,60(3):485-500
From the application point of view, a series of modifications are proposed for the cell mapping method discussed in Ref. 1 for the optimal control analysis of dynamical systems. The cell order around the target set is rearranged. A set of common discriminate principles is used for the selection of the optimal one among competing control strategies of the same cost. Inequality constraints of the system are taken into account. The number of elements in the set of allowable time intervals is not prescribed, but left open. These modifications seem to make the cell mapping method more efficient for analyzing feedback systems and for obtaining their global optimal control information. The algorithms presented in this paper could broaden the application of the cell mapping approach of Ref. 1 to a wider class of engineering problems. 相似文献
3.
V.I. Kushch I. Sevostianov L. Mishnaevsky Jr 《International Journal of Solids and Structures》2008,45(18-19):5103-5117
The paper addresses the problem of calculation of the local stress field and effective elastic properties of a unidirectional fiber reinforced composite with anisotropic constituents. For this aim, the representative unit cell approach has been utilized. The micro geometry of the composite is modeled by a periodic structure with a unit cell containing multiple circular fibers. The number of fibers is sufficient to account for the micro structure statistics of composite. A new method based on the multipole expansion technique is developed to obtain the exact series solution for the micro stress field. The method combines the principle of superposition, technique of complex potentials and some new results in the theory of special functions. A proper choice of potentials and new results for their series expansions allow one to reduce the boundary-value problem for the multiple-connected domain to an ordinary, well-posed set of linear algebraic equations. This reduction provides high numerical efficiency of the developed method. Exact expressions for the components of the effective stiffness tensor have been obtained by analytical averaging of the strain and stress fields. 相似文献
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Jocelyn Sabatier Serge Poullain Patrick Latteux Jean Luc Thomas Alain Oustaloup 《Nonlinear dynamics》2004,38(1-2):383-400
Robust speed control of a low damped electromechanical system with backlash is studied, controlled load angular speed being not measured. The proposed control strategy combines a Luenberger observer (load angular speed and load torque disturbance estimations) and a robust CRONE controller. The observer provides estimation of the load angular speed and of the disturbance torque applied on the load. Through the computation of only three independent parameters (as many as a PID controller), the CRONE controller permits to ensure the robust speed control of the load in spite of plant parametric variations and speed observation errors. The proposed control strategy is applied to a four mass experimental test bench. 相似文献
6.
ELSO is an environment for the solution oflarge-scale optimization problems. With ELSO the user is required to provide only code for the evaluation of a partially separable function. ELSO exploits the partialseparability structure of the function to computethe gradient efficiently using automatic differentiation.We demonstrate ELSO's efficiency by comparing thevarious options available in ELSO.Our conclusion is that the hybrid option in ELSOprovides performance comparable to the hand-coded option, while having the significantadvantage of not requiring a hand-coded gradient orthe sparsity pattern of the partially separable function.In our test problems, which have carefully coded gradients,the computing time for the hybrid AD option is within a factor of two of thehand-coded option. 相似文献
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孟良义 《中国科学B辑(英文版)》1993,(4)
According to the features of geophysics, experimental petrology, granite geology and geochemistry, the differentiations of ore-bearing granitic magmas are discussed. It is put forward that only the supergene differentiations of ore-bearing granitic magma might exist, instead of the hypogene one of the magma. Based on it, a supergene differentiation model for the ore-bearlng granitic magma is presented. 相似文献
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