A robust grid adaptive based optimization method applied to dynamical systems

This paper proposes a new approach to the optimization of a multiparametric dynamic problem based on an adaptive robust cost function. The optimization scheme is based on using the calculation of a robust cost function around a central point vector in the space of parameters. Each radius vector has its cost function evaluated according to the length relative to the central point vector. A new central point vector point is chosen for that point which gives the smallest cost function and the calculation follows. The iterative calculation is stopped when the cost function reaches a given value. An application of this optimization method to a dynamical system showed that it has an exponential convergence