Title of article
Variational optimisation by the solution of a series of Hamilton–Jacobi equations
Author/Authors
Venkatesh، نويسنده , , Prasana K. and Petzold، نويسنده , , Linda R. and Carr، نويسنده , , Robert W. and Cohen، نويسنده , , Morrel H. and Dean، نويسنده , , Anthony M.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
11
From page
15
To page
25
Abstract
We present a unified scheme which, by combining backward differentiation formulae and variational optimisation theory, significantly extends the scope of both concepts and their application to optimisation problems wherein the constituent dynamics consist of widely disparate scales. Our approach is based on the time-integration of a series of matrix Riccati expressions which satisfy a Hamilton–Jacobi equation.
Keywords
Hamilton–Jacobi equation , Time-integration , Optimisation problem , Variational optimisation theory
Journal title
Physica D Nonlinear Phenomena
Serial Year
2001
Journal title
Physica D Nonlinear Phenomena
Record number
1724227
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