In the previous chapters, the definition of objective function, the online identification method of gradient and the iterative algorithms as well as continuous algorithms have been studied. In this chapter, we will discuss the convergence of the algorithms, which is to research such a problem: for any initial point of the tuning variable, when the whole algorithm, i.e. gradient identification and iterative method, is used together, can the tuning variable converge to the optimal point or swing around the point?

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The Convergence of Real Time Optimization Algorithm for Single-Tuning Variable System

  • Jian Wang

摘要

In the previous chapters, the definition of objective function, the online identification method of gradient and the iterative algorithms as well as continuous algorithms have been studied. In this chapter, we will discuss the convergence of the algorithms, which is to research such a problem: for any initial point of the tuning variable, when the whole algorithm, i.e. gradient identification and iterative method, is used together, can the tuning variable converge to the optimal point or swing around the point?