Title :
An efficient descent algorithm for a class of unconstrained optimization problems of nonlinear large mesh-interconnected systems
Author :
Lin, Shin-Yeu ; Lin, Ch´i-hsin ; Yu, Sun-li
Author_Institution :
Dept. of Control Eng., Nat. Chiao Tung Univ., Hsinchu, Taiwan
Abstract :
Presents an efficient descent algorithm for a class of unconstrained optimization problems of nonlinear large mesh-interconnected systems. This algorithm combines an approximate scaled gradient method with a textured decomposition-based block Gauss-Seidel method. The authors prove that their algorithm is globally convergent and that it is numerically stable. The authors also demonstrate the computational efficiency of the method compared with the Newton-like method associated with the sparse matrix technique through several numerical experiments
Keywords :
convergence of numerical methods; iterative methods; matrix algebra; numerical analysis; optimisation; Newton-like method; approximate scaled gradient method; computational efficiency; efficient descent algorithm; global convergence; nonlinear large mesh-interconnected systems; sparse matrix technique; textured decomposition-based block Gauss-Seidel method; unconstrained optimization problems; Fluid flow measurement; Gradient methods; Large-scale systems; Phase measurement; Power measurement; Power system measurements; Power system modeling; Power system simulation; Sparse matrices; Transmission line measurements;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325887