Shang Yi. A New Algorithm for Solving Singular Control Problems in Large Scale Systems[J]. INFORMATION AND CONTROL, 1982, 11(2): 8-11,7.
Citation: Shang Yi. A New Algorithm for Solving Singular Control Problems in Large Scale Systems[J]. INFORMATION AND CONTROL, 1982, 11(2): 8-11,7.

A New Algorithm for Solving Singular Control Problems in Large Scale Systems

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  • Published Date: April 19, 1982
  • In this paper a new algorithm-Leading Directional Derivative gradient method with its convergency proved theoretically is presented that is formulated to solve singular control problems.The method presented here is applicable to calculating saddle points of the function Z=axy+bx+cy+d,while the conjugate gradient method is applicable to calculating extreme values of the function Z=ax2+by2.
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