Title :
A Single Shot Method for Optimal Step Computation in Gradient Algorithms
Author :
Thomopoulos, Stelios C A ; Papadakis, Ioannis N.M.
Author_Institution :
Decision and Control Systems Laboratory, Department of Electrical and Computer Engineering, The Pennsylvania State University, University Park, PA 16802
Abstract :
In this paper a new method for the computation of the optimal step in gradient algorithms is presented. This method improves the convergence of the gradient algorithms and outperforms any other suboptimal scheme on linear problems while it does not require any additional storage. The method may be also applied to problems with state or control constraints, linear time varying systems and, via linearization, to nonlinear systems as well.
Keywords :
Control systems; Convergence; Gradient methods; Laboratories; Nonlinear control systems; Nonlinear systems; Optimal control; Performance analysis; Search methods; Time varying systems;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2
