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A study of iterative optimization
Author(s) -
Rudd Dale F.,
Aris Rutherford,
Amundson Neal R.
Publication year - 1961
Publication title -
aiche journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.958
H-Index - 167
eISSN - 1547-5905
pISSN - 0001-1541
DOI - 10.1002/aic.690070307
Subject(s) - mathematical optimization , ergodic theory , process (computing) , function (biology) , mathematics , transfer function , optimization problem , computer science , mathematical analysis , engineering , evolutionary biology , electrical engineering , biology , operating system
A process is considered in which the inputs to the system are stationary random ergodic functions. From the spectral densitities of the inputs and cross‐spectral densities of inputs and outputs a local linearized model of the process is obtained through the transfer function. There results then a maximum problem involving an objective function and constraints imposed by the model and the physical and arbitrary restraining conditions. Two special cases are solved in detail in which the maximum problem reduces to a linear programing problem. Other methods are needed for the general problem.