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working paper

Implementation techniques for the SCFO experimental optimization framework

Bunin, Gene  
•
François, Grégory  
•
Bonvin, Dominique  
2014

The material presented in this document is intended as a comprehensive, implementation-oriented supplement to the experimental optimization framework presented in [Bunin, G.A., Francois, G., Bonvin, D.: Feasible-side global convergence in experimental optimization. SIAM J. Optim. (submitted) (2014)]. The issues of physical degradation, unknown Lipschitz constants, measurement/estimation noise, gradient estimation, sufficient excitation, and the handling of soft constraints and/or a numerical cost function are all addressed, and a robust, implementable version of the sufficient conditions for feasible-side global convergence is proposed.

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

2014

Publisher

arXiv:1406.3997 [math.OC]

Subjects

Experimental optimization

•

SCFO

•

Estimation of Lipschitz constants

•

Optimization of degrading processes

•

Sufficient excitation for optimization

•

Optimization of noisy functions

Written at

EPFL

EPFL units
LA  
Available on Infoscience
June 17, 2014
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/104437
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