TRUST REGION BASED PARAMETRIC OPTIMISATION FOR NONLINEAR SYSTEM

Abstract

In this paper, we propose the possibility of solution of parametric optimisation problem with a trust region algorithm. Problem of parameter optimisation is reformulated into initial condition optimisation resulting in analytical formulas for gradients and Hessian which are then subsequently used in the trust region algorithm. An example of nonlinear series DC motor controller optimisation is presented along with some numerical results.