Direct search for the optimum of a simulated process continuing noise
No Thumbnail Available
Meeting name
Sponsors
Date
Journal Title
Format
Thesis
Subject
Abstract
The objective of this work was to study the optimization of a function whose measurement contains error or noise. A search method developed for noise free systems was applied to a noisy function using minimum variance estimators to improve the accuracy of the functional values. The results of the new search method are compared to those of a modified stochastic approximation method which has good convergence on noisy systems. At moderate noise levels ([sigma] [less than or equal to] 0.5), the new method appears to converge faster than the best method reported for the modified stochastic approximation although at higher noise levels ([sigma] [greater than] 0.5), this advantage seems to be lost.
Table of Contents
DOI
PubMed ID
Degree
M.S.
Thesis Department
Rights
OpenAccess.
License
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 License.