Absolute extrema-seeking procedures †
作者:
VLADIMÍR ŽENIŠEK,
期刊:
International Journal of Control
(Taylor Available online 1973)
卷期:
Volume 18,
issue 3
页码: 505-512
ISSN:0020-7179
年代: 1973
DOI:10.1080/00207177308932530
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A universal algorithm is presented in the paper which makes it possible to find out whether a given relative extremum of a scalar-valued function of a vector argument is also the absolute one and, if not, to find a point at which a relative extremum-seeking procedure can be restarted in order that a better relative extremum—i.e. one at which the given function takes a less, alternatively greater, value—may be obtained. Repeated application of the described procedure in combination with an arbitrary relative extremum-seeking procedure leads to determining the absolute extremum. The possibility of application to stochastic and integer programming problems is discussed.
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