Chemical Engineering Hand Written_Notes_Part_81

Chemical Engineering Hand Written_Notes_Part_81 - 164 4....

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164 4. ODE-IVPS AND RELATED NUMERICAL SCHEMES Figure 1. Quadruple tank setup: Schematic diagram
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CHAPTER 5 Optimization and Related Numerical Schemes 1. Introduction These lecture notes deal with multivariable unconstrained optimization techniques and their application to computing numerical solutions of various types of problems. One of the major application of unconstrained optimization is model parameter estimation (function approximation or multivariate regres- sion). Thus, we begin by providing a detailed description of the model para- meter estimation problem. We then derive necessary and su cient conditions for optimality for a general multivariable unconstrained optimization problem. If the model has a nice structure, such as it is linear in parameters or can be transformed to a linear in parameter form, then the associated parameter estimation problem can be solved analytically. The parameter estimation of linear in parameter models (multivariate linear regression) problem is treated
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Chemical Engineering Hand Written_Notes_Part_81 - 164 4....

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