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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Main Authors: Ahmad, Rohanin, Abd. Aziz, Mohd. Ismail
Format: Article
Language:English
Published: Department of Mathematics, Faculty of Science 2003
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Online Access: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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spelling 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/
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
language English
topic QA Mathematics
spellingShingle QA Mathematics
Ahmad, Rohanin
Abd. Aziz, Mohd. Ismail
The Newton-like properties of the updating mechanism of a model-reality differences algorithm
description 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
url 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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score 13.160551