Accession Number : AD0699565

Title :   DIRECT METHODS OF PARAMETER OPTIMIZATION FOR DYNAMICAL SYSTEMS,

Corporate Author : AEROSPACE CORP EL SEGUNDO CALIF

Personal Author(s) : Williamson,Robert K.

Report Date : 15 JUL 1969

Pagination or Media Count : 55

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)

Descriptors :   (*FUNCTIONS(MATHEMATICS), OPTIMIZATION), DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), STEEPEST DESCENT METHOD, ITERATIONS, ALGORITHMS

Subject Categories : Theoretical Mathematics
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE