1987
DOI: 10.1080/00207728708967111
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Convergence and optimality of modified two-step algorithm for integrated system optimization and parameter estimation

Abstract: This paper investigates convergence and optimality properties of the modified twostep algorithm for on-line determination of the optimum steady-state operating point of an industrial process. Mild sufficient conditions are derived for the convergence and feasibility of the algorithm. It is shown that every point within the solution set of the algorithm satisfies first-order necessary conditions for optimality, and that every optimal solution belongs to this set. It is also shown that there are advantages to be… Show more

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Cited by 30 publications
(16 citation statements)
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“…For instance, the original ISOPE formulation, which does not consider the constraints, modifies only the gradient of the cost function [72,74]. Optimality and convergence analysis for the original ISOPE algorithm have been studied [11]. ISOPE has later been extended to include process-dependent constraints [10,94].…”
Section: Isopementioning
confidence: 99%
See 1 more Smart Citation
“…For instance, the original ISOPE formulation, which does not consider the constraints, modifies only the gradient of the cost function [72,74]. Optimality and convergence analysis for the original ISOPE algorithm have been studied [11]. ISOPE has later been extended to include process-dependent constraints [10,94].…”
Section: Isopementioning
confidence: 99%
“…The output-matching requirement (2.33) represents a model-qualification condition that is found throughout the ISOPE literature [11,13,74,94]. The new operating point is determined by filtering the inputs using a first-order exponential filter, similar to (2.23).…”
Section: Isopementioning
confidence: 99%
“…The ISOPE approach was originally proposed by Roberts [6]. The optimality and convergence properties for the basic version were ®rst established by Brdys and Roberts [7]. The improved, augmented version of the algorithm was published by Brdys, Ellis and Roberts [8], together with thorough optimality and convergence analysis.…”
Section: Introductionmentioning
confidence: 99%
“…This condition represents a model-qualification condition that is present throughout the ISOPE literature [7,10,23,24].…”
Section: Isope Algorithmmentioning
confidence: 99%