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时滞积微分系统最优参数选择问题的一致算法
引用本文:孙文兵,杨立君.时滞积微分系统最优参数选择问题的一致算法[J].邵阳学院学报(自然科学版),2012,9(4):5-8.
作者姓名:孙文兵  杨立君
作者单位:邵阳学院理学与信息科学系,湖南邵阳,422004
基金项目:湖南省教育厅一般项目资助(11C1133)
摘    要:文章讨论了带时滞项的积微分系统最优参数选择问题,并利用变分法推导出目标函数的梯度公式,将最优参数选择问题当成最优化问题利用逐步二次规划法(SQP)进行数值求解,并给出具体的算法.

关 键 词:最优参数选择问题  时滞积微分系统  逐步二次规划法(SQP)  梯度公式

A Unified Computational Approach to Optimal Parameter Selection Problems with Delay Integro-Differential Systems
SUN Wen-bing,YANG Li-jun.A Unified Computational Approach to Optimal Parameter Selection Problems with Delay Integro-Differential Systems[J].Journal of Shaoyang University:Science and Technology,2012,9(4):5-8.
Authors:SUN Wen-bing  YANG Li-jun
Affiliation:(Department of Sciences and Information Science,Shaoyang University,Shaoyang,Hunan 422004,China)
Abstract:In this paper, an optimal parameter selection problem with delay integro-differential systems was considered.Gradient formulae for the objective function was derived by using variational calculus. With the gradient formulae, the optimal parameter selec- tion problem can be treated as mathematical programming problem applying sequential quadratic programming algorithm (SQP), and a unified computational approach to the problem was given.
Keywords:optimal parameter selection problem  delay integro-differential system  sequential quadratic programming algorithm (SQP)  gradient formulae
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