Showing papers on "Discrete optimization published in 1969"
43 citations
TL;DR: In this paper, an entire class of rapid-convergence algorithms, called second-variation methods, is developed for the solution of dynamic optimization problems, and several well-known numerical optimization techniques included in this class are developed from a unified point of view.
Abstract: An entire class of rapid-convergence algorithms, called second-variation methods, is developed for the solution of dynamic optimization problems. Several well-known numerical optimization techniques included in this class are developed from a unified point of view. The generalized Riccati transformation can be applied in conjunction with any second-variation method. This fact is demonstrated for the Newton-Raphson or quasilinearization technique.
13 citations
11 citations
8 citations
01 Jan 1969
TL;DR: Automated modeling and structure optimization of linear dynamic systems and circuits, using hybrid computer techniques and time-domain test data.
Abstract: Automated modeling and structure optimization of linear dynamic systems and circuits, using hybrid computer techniques and time-domain test data
4 citations
TL;DR: In this paper, the optimization of discrete systems constrained in an unusual way is discussed and a simple functional equation suitable for carrying on the solution of the problem is derived via dynamic programming.
Abstract: The optimization of discrete systems constrained in an unusual way is discussed. Moreover, it is supposed that for such systems, here called "nonsemper," the selection of the control policy consists in the choice of the value of the control variables as well as in the allocation over time of the control action itself. A simple functional equation suitable for carrying on the solution of the problem is derived via dynamic programming.