REDUCED SQP METHODS FOR PARAMETER-IDENTIFICATION PROBLEMS

被引：41

作者：

KUNISCH, K ^{[1
]}

SACHS, EW ^{[1
]}

机构：

[1] UNIV TRIER,FB IV,W-5500 TRIER,GERMANY

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1992年 / 29卷 / 06期

关键词：

SQP METHODS; INFINITE-DIMENSIONAL OPTIMIZATION; BFGS UPDATE; CONVERGENCE RATE; PARAMETER ESTIMATION;

D O I：

10.1137/0729100

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Parameter estimation problems are formulated as constrained, regularized optimization problems. Reduced SQP methods with BFGS update are analyzed to solve these infinite-dimensional optimization problems. Rate of convergence results are given and numerical feasibility of the resulting algorithms is demonstrated.

引用

页码：1793 / 1820

页数：28

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[1]

ACAR RC, 1987, THESIS U WISCONSIN M

[2]

BANKS H., 1989, ESTIMATION TECHNIQUE

[3]

BAUMEISTER J, 1987, 26TH P IEEE C DEC CO, P170

[4]

CHHAVENT G, 1979, 5TH IFAC S ID