A Proposed Hybrid-Computer Method for Functional Optimization
1970
To obtain successively improved control-variable functions k u(t), we propose to add a random perturbation δu(t) to k u(t). A fast analog-computer run then solves the dynamical system equations and computes the given criterion function. If the latter has been improved, then k+1 u(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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