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  4. Exploiting Local Quasiconvexity for Gradient Estimation in Modifier-Adaptation Schemes
 
conference paper

Exploiting Local Quasiconvexity for Gradient Estimation in Modifier-Adaptation Schemes

Bunin, Gene  
•
François, Grégory  
•
Bonvin, Dominique  
2012
Proceedings of the 2012 American Control Conference
The 2012 American Control Conference

A new approach for gradient estimation in the context of real-time optimization under uncertainty is proposed in this paper. While this estimation problem is often a difficult one, it is shown that it can be simplified significantly if an assumption on the local quasiconvexity of the process is made and the resulting constraints on the gradient are exploited. To do this, the estimation problem is formulated as a constrained weighted least-squares problem with appropriate choice of the weights. Two numerical examples illustrate the effectiveness of the proposed method in converging to the true process optimum, even in the case of significant measurement noise.

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Type
conference paper
DOI
10.1109/ACC.2012.6314902
Web of Science ID

WOS:000310776203018

Author(s)
Bunin, Gene  
François, Grégory  
Bonvin, Dominique  
Date Issued

2012

Publisher

Ieee Computer Soc

Publisher place

Los Alamitos

Published in
Proceedings of the 2012 American Control Conference
ISBN of the book

978-1-4577-1096-4

Total of pages

6

Start page

2806

End page

2811

Subjects

Optimization algorithms

•

Uncertain systems

•

Optimization

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LA  
Event nameEvent placeEvent date
The 2012 American Control Conference

Montréal, Canada

June 27-29, 2012

Available on Infoscience
September 22, 2011
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/71032
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