A trust-region method for optimal H2 model reduction of discrete-time dynamical systems

2018 ◽  
Vol 24 (10) ◽  
pp. 1604-1620 ◽  
Author(s):  
Zhaohong Wang ◽  
Yaolin Jiang ◽  
Zhen Li
Keyword(s):  
Dynamical Systems ◽  
Model Reduction ◽  
Discrete Time ◽  
Trust Region Method ◽  
Trust Region ◽  
Region Method ◽  
Discrete Time Dynamical Systems

scholarly journals An SQP trust region method for solving the discrete-time linear quadratic control problem

2012 ◽  
Vol 22 (2) ◽  
pp. 353-363 ◽  
Author(s):  
El-Sayed Mostafa
Keyword(s):  
Control Problem ◽  
Discrete Time ◽  
Optimization Problem ◽  
Trust Region Method ◽  
Trust Region ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Region Method ◽  
Time Linear ◽  
Linear Quadratic Control Problem

An SQP trust region method for solving the discrete-time linear quadratic control problemIn this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.

Based on GA Mixed with Trust Region Method Solving Nonlinear Least Square Problems

2011 ◽  
Vol 141 ◽  
pp. 92-97
Author(s):  
Miao Hu ◽  
Tai Yong Wang ◽  
Bo Geng ◽  
Qi Chen Wang ◽  
Dian Peng Li
Keyword(s):  
Genetic Algorithm ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Least Square ◽  
Search Range ◽  
Genetic Search ◽  
Region Method ◽  
Unconstrained Optimization Problems ◽  
Least Square Problems

Nonlinear least square is one of the unconstrained optimization problems. In order to solve the least square trust region sub-problem, a genetic algorithm (GA) of global convergence was applied, and the premature convergence of genetic algorithms was also overcome through optimizing the search range of GA with trust region method (TRM), and the convergence rate of genetic algorithm was increased by the randomness of the genetic search. Finally, an example of banana function was established to verify the GA, and the results show the practicability and precision of this algorithm.

A BFGS trust-region method for nonlinear equations

Computing ◽  
2011 ◽  
Vol 92 (4) ◽  
pp. 317-333 ◽  
Author(s):  
Gonglin Yuan ◽  
Zengxin Wei ◽  
Xiwen Lu
Keyword(s):  
Nonlinear Equations ◽  
Trust Region Method ◽  
Trust Region ◽  
Region Method
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