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一类积微分系统最优参数选择问题的数值算法
引用本文:孙文兵.一类积微分系统最优参数选择问题的数值算法[J].邵阳学院学报(自然科学版),2009,6(3):23-25.
作者姓名:孙文兵
作者单位:邵阳学院理学与信息科学系,湖南,邵阳,422004 
摘    要:文章考虑了一类积微分系统最优参数选择问题,推导出目标函数的梯度计算公式,把最优参数选择问题当成数学规划问题利用逐步二次规划法(SQP)进行数值求解,并给出一致的算法.

关 键 词:最优参数选择问题  逐步二次规划法(SQP)  目标函数  梯度公式

A Numerical Method to a Class of Optimal Parameter Selection Problems with Integro-Differential Systems
SUN Wen-bing.A Numerical Method to a Class of Optimal Parameter Selection Problems with Integro-Differential Systems[J].Journal of Shaoyang University:Science and Technology,2009,6(3):23-25.
Authors:SUN Wen-bing
Institution:SUN Wen-bing ( Department of Sciences and Information Science, Shaoyang University, Shaoyang, Hunan 422004 )
Abstract:In this paper, we consider a class of optimal parameter selection problems, where the system dynamics are described by integro-differential equations. Gradient formulae for the objective function is derived. With the gradient formulae, the optimal parameter selection problem can be treated as mathematical programming problem applying sequential quadratic programming algorithm (SQP), and a unified computational approach is given.
Keywords:optimal parameter selection problem  sequential quadratic programming algorithm (SQP)  objective function  gradient formulae
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