Comparison Between Various Gradient Algorithms in Control Theory. Part 2. Combined Gradient-Restoration Algorithms

摘要

Two different approaches to the formulation of combined gradient-restoration algorithms in control theory are compared. The viewpoints compared are those of Miele and Bryson. Each derivation is presented separately and is applied to the simplest problem of the calculus of variations, that of minimizing a line integral, the endpoints being fixed. It is concluded that Miele's viewpoint is conceptually simpler, and the resulting algorithm is easier to implement than Bryson's algorithm. (Author)