標題: AN EFFICIENT METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS OF NONLINEAR LARGE MESH-INTERCONNECTED SYSTEMS
作者: LIN, SY
LIN, CH
交大名義發表
電控工程研究所
National Chiao Tung University
Institute of Electrical and Control Engineering
公開日期: 1-三月-1995
摘要: We present a new efficient method for solving unconstrained optimization problems for nonlinear large mesh-interconnected systems. This method combines an approximate scaled gradient method with a block Gauss-Seidel with line search method which is used to obtain an approximate solution of the unconstrained quadratic programming subproblem. We prove that our method is globally convergent and demonstrate by several numerical examples its superior efficiency compared to a sparse matrix technique based method. In an example of a system of more than 200 variables, we observe that our method is 3.45 times faster than the sparse matrix technique based Newton-like method and about 50 times faster than the Newton-like method without the sparse matrix technique.
URI: http://dx.doi.org/10.1109/9.376065
http://hdl.handle.net/11536/2032
ISSN: 0018-9286
DOI: 10.1109/9.376065
期刊: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume: 40
Issue: 3
起始頁: 490
結束頁: 495
顯示於類別:期刊論文


文件中的檔案:

  1. A1995QM56500013.pdf