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Original Articles

A predictive Min-H method to improve convergence to optimal solutions

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Pages 575-592 | Received 14 Apr 1973, Published online: 27 Mar 2007
 

Abstract

The gradient method of solving optimization problems via the Maximum Principle is shown to have severe solution convergence limitations. A predictive algorithm based on the Min-H approach is devised, and has greatly improved performance characteristics. Experimental results from hybrid computer studies of an illustrative example demonstrate fully the performance of this improved technique.

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