A two-level costate prediction algorithm for non-linear systems |
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Authors: | Mohammed F Hassan Madan Singh |
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Affiliation: | 1. LAAS, 7 Ave du Colonel Roche, 31400 Toulouse, France |
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Abstract: | A two level costate prediction algorithm is developed for the optimisation of non-linear discrete dynamical systems.The algorithm is proved to converge under fairly mild conditions. The algorithm appears to require substantially smaller computation time and storage than previous two level algorithms. The method is illustrated on a practical problem of optimisation of turbogenerator transient performance. |
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Keywords: | Large scale systems hierarchical optimisation non-linear systems dynamic optimisation |
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