DIRECT METHODS OF PARAMETER OPTIMIZATION FOR DYNAMICAL SYSTEMS,

Abstract

A mathematical basis is established to facilitate solution of problems in the general area of parameter optimization for physical systems that are described by ordinary differential equations. Also included is a survey of direct methods of solution of parameter optimization problems. Steepest descent, conjugate gradient, and Davidon algorithms are specifically considered and a penalty function approach to the imposition of constraints (both equality and inequality) is taken. A problem of particular interest that is specifically treated involves those systems for which the optimum parameters can be defined without knowledge of the solution of the differential equations. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 15, 1969
Accession Number
AD0699565

Entities

People

  • Robert K. Williamson

Organizations

  • The Aerospace Corporation

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Differential Equations
  • Equations
  • Heuristic Methods
  • Inequalities
  • Mathematics
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research