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A Proposed Hybrid-Computer Method for Functional Optimization

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2 Author(s)

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.

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Computers, IEEE Transactions on  (Volume:C-19 ,  Issue: 2 )