A Proposed Hybrid-Computer Method for Functional Optimization

1 February 1970

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Computers

Vol. C-19 (2) , 149-153
https://doi.org/10.1109/T-C.1970.222880

Abstract

To obtain successively improved control-variable functionsku(t), we propose to add a random perturbation δu(t) toku(t). A fast analog-computer run then solves the dynamical system equations and computes the given criterion function. If the latter has been improved, thenk+1u(t)=u(t)+δu(t) is stored digitally for the next iteration; otherwise 5u( t) is discarded and a new control pertubation is tried.

Keywords

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