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Analog computer gradient techniques for parameter optimization

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  • Smith, D.A.
  • Soudack, A.C.

Abstract

After discussing the already-known means for solving optimization problems by the maximum gradient principle, this paper then contributes several modifications to this method which permit solution by analog iteration of a large number of problems comprising several variables; including those which are limited by parameter constraints, eventually accompanied by sensitivity constraints. The factors which make up the performance index are generated simultaneously by an analog method. This paper examines as well the effects of noise and perturbations on the convergence rate of the iterative process of optimization.

Suggested Citation

  • Smith, D.A. & Soudack, A.C., 1968. "Analog computer gradient techniques for parameter optimization," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 10(4), pages 190-198.
    • Handle: RePEc:eee:matcom:v:10:y:1968:i:4:p:190-198
    DOI: 10.1016/S0378-4754(68)80038-2
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    References listed on IDEAS

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    1. Bingulac, S. & Kokotovic, P., 1965. "Automatic optimization of linear feedback control systems on an analog computer," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 7(1), pages 12-17.
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    1. Bingulac, S.P. & Milovanovic, M.M. & Lazarevic, B.J. & Lolic, B., 1967. "A hybrid approach to automatic rescaling on general purpose analog computers," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 9(4), pages 188-194.

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