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SEQUENTIAL FIRST-ORDER RESPONSE SURFACE METHODOLOGY AUGMENTED WITH DIRECT GRADIENTS | IEEE Conference Publication | IEEE Xplore

SEQUENTIAL FIRST-ORDER RESPONSE SURFACE METHODOLOGY AUGMENTED WITH DIRECT GRADIENTS


Abstract:

We introduce Direct Gradient Augmented Response Surface Methodology (DiGARSM), a new sequential first-order method for optimizing a stochastic function based on Response ...Show More

Abstract:

We introduce Direct Gradient Augmented Response Surface Methodology (DiGARSM), a new sequential first-order method for optimizing a stochastic function based on Response Surface Methodology (RSM). In this approach, gradients of the objective function with respect to the desired parameters are utilized in addition to response measurements. We establish convergence of the proposed method. We compare methods that use only response information and those that use only gradient information with the proposed approach, which uses both. Moreover, we conduct numerical simulations to illustrate the effectiveness of the proposed method.
Date of Conference: 09-12 December 2018
Date Added to IEEE Xplore: 03 February 2019
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Conference Location: Gothenburg, Sweden

References

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