期刊名称：International Journal of Applied Mathematics and Computer Science
电子版ISSN：2083-8492
出版年度：2001
卷号：11
期号：2
出版社：De Gruyter Open
摘要：First results concerning important theoretical properties of the dual ISOPE (Integrated System Optimization and Parameter Estimation) algorithm are presented. The algorithm applies to on-line set-point optimization in control structures with uncertainty in process models and disturbance estimates, as well as to difficult nonlinear constrained optimization problems. Properties of the conditioned (dualized) set of problem constraints are investigated, showing its structure and feasibility properties important for applications. Convergence conditions for a simplified version of the algorithm are derived, indicating a practically important threshold value of the right-hand side of the conditioning constraint. Results of simulations are given confirming the theoretical results and illustrating properties of the algorithms
关键词：nonlinear optimization; optimizing control; duality; condition number
