A SECOND-ORDER PARAMETER OPTIMIZATION PROCEDURE,
Abstract
In the past, the optimization of complex systems has been accomplished by iterative steps in a gradient direction determined from a linearized model of the system. When the system can be described in terms of time-invariant parameters, it is relatively straightforward to approximate the system's behavior with second-order expansions rather than first-order, and to then optimize the system on the basis of its approximated behavior. Two different mathematical methods for accomplishing this optimization are described. Numerical examples indicate that a second-order optimization method may be significantly faster and more versatile than the linear gradient method, and that further investigation is warranted. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 31, 1965
- Accession Number
- AD0617371
Entities
People
- B. L. Beskind
Organizations
- The Aerospace Corporation