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Nonconvex Stochastic Optimization for Model Reduction

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Abstract

In this paper a global stochastic optimization algorithm, which is almost surely (a.s.) convergent, is applied to the model reduction problem. The proposed method is compared with the balanced truncation and Hankel norm approximation methods by examples in step responses and in approximation errors as well. Simulation shows that the proposed algorithm provides better results.

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Chen, HF., Fang, HT. Nonconvex Stochastic Optimization for Model Reduction. Journal of Global Optimization 23, 359–372 (2002). https://doi.org/10.1023/A:1016591031998

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  • DOI: https://doi.org/10.1023/A:1016591031998

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