<p>The study focuses on second order algorithms for optimization of controlled dynamic systems with parameters. For problems with unconstrained parameters the conjugate gradient method is employed to optimize the control parameters. A more accurate numerical solution is achieved by using the Newton method based on the second order functional increment formula. To obtain a sufficiently accurate numerical solution of the boundary value problem, an algorithm is constructed that combines iterations of the gradient method and the quasilinearization method. The effectiveness of the proposed multimode algorithms is demonstrated on several applied problems.</p>

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SECOND-ORDER ALGORITHMS FOR OPTIMIZING PARAMETERS OF CONTROLLED SYSTEMS AND FINDING SOLUTIONS TO BOUNDARY VALUE PROBLEMS

  • Alexander Tyatyushkin

摘要

The study focuses on second order algorithms for optimization of controlled dynamic systems with parameters. For problems with unconstrained parameters the conjugate gradient method is employed to optimize the control parameters. A more accurate numerical solution is achieved by using the Newton method based on the second order functional increment formula. To obtain a sufficiently accurate numerical solution of the boundary value problem, an algorithm is constructed that combines iterations of the gradient method and the quasilinearization method. The effectiveness of the proposed multimode algorithms is demonstrated on several applied problems.