Robust simplex algorithm for online optimization
Abstract
A new optimization algorithm is introduced for online optimization applications. The algorithm was modified from the popular Nelder-Mead simplex method to make it noise aware and noise resistant. Simulation with an analytic function is used to demonstrate its performance. The algorithm has been successfully tested in experiments, which showed that the algorithm is robust for optimization problems with complex functional dependence, high cross-coupling between parameters, and high noise. Advantages of the new algorithm include high efficiency and that it does not require prior knowledge of the parameter space such as an initial conjugate direction set.
- Authors:
- Publication Date:
- Research Org.:
- SLAC National Accelerator Lab., Menlo Park, CA (United States)
- Sponsoring Org.:
- USDOE
- OSTI Identifier:
- 1477568
- Alternate Identifier(s):
- OSTI ID: 1490382
- Report Number(s):
- slac-pub-17288
Journal ID: ISSN 2469-9888; PRABCJ; 104601
- Grant/Contract Number:
- AC02-76SF00515
- Resource Type:
- Journal Article: Published Article
- Journal Name:
- Physical Review Accelerators and Beams
- Additional Journal Information:
- Journal Name: Physical Review Accelerators and Beams Journal Volume: 21 Journal Issue: 10; Journal ID: ISSN 2469-9888
- Publisher:
- American Physical Society
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 43 PARTICLE ACCELERATORS
Citation Formats
Huang, Xiaobiao. Robust simplex algorithm for online optimization. United States: N. p., 2018.
Web. doi:10.1103/PhysRevAccelBeams.21.104601.
Huang, Xiaobiao. Robust simplex algorithm for online optimization. United States. https://doi.org/10.1103/PhysRevAccelBeams.21.104601
Huang, Xiaobiao. 2018.
"Robust simplex algorithm for online optimization". United States. https://doi.org/10.1103/PhysRevAccelBeams.21.104601.
@article{osti_1477568,
title = {Robust simplex algorithm for online optimization},
author = {Huang, Xiaobiao},
abstractNote = {A new optimization algorithm is introduced for online optimization applications. The algorithm was modified from the popular Nelder-Mead simplex method to make it noise aware and noise resistant. Simulation with an analytic function is used to demonstrate its performance. The algorithm has been successfully tested in experiments, which showed that the algorithm is robust for optimization problems with complex functional dependence, high cross-coupling between parameters, and high noise. Advantages of the new algorithm include high efficiency and that it does not require prior knowledge of the parameter space such as an initial conjugate direction set.},
doi = {10.1103/PhysRevAccelBeams.21.104601},
url = {https://www.osti.gov/biblio/1477568},
journal = {Physical Review Accelerators and Beams},
issn = {2469-9888},
number = 10,
volume = 21,
place = {United States},
year = {Wed Oct 03 00:00:00 EDT 2018},
month = {Wed Oct 03 00:00:00 EDT 2018}
}
Web of Science
Figures / Tables:
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Works referencing / citing this record:
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Figures / Tables found in this record: