Stochastic optimization in system design
1981 (English)In: IEEE Transactions on Circuits and Systems, ISSN 0098-4094, E-ISSN 1558-1276, Vol. 28, no 7, 702-715 p.Article in journal (Refereed) Published
The nonlinear optimization problem and statistical design problem can both be formulated as a region search problem. In this paper, we present a stochastic optimization process, suitable for optimizing functions of a certain measure over generalized regions in R". Conditions for an optimal process are discussed, and examples of a wide range of different optimization problems are given. These include the optimization of constrained, discontinuous and random functions in both discrete and continuous variable space. Design centering and tolerancing of large size system subject to environmental disturbances are also treated.
Place, publisher, year, edition, pages
IEEE , 1981. Vol. 28, no 7, 702-715 p.
nonlinear optimization, statistical design, stochastic optimization process, Gaussian adaption, Design centering, tolerancing
IdentifiersURN: urn:nbn:se:liu:diva-111410DOI: 10.1109/TCS.1981.1085030OAI: oai:DiVA.org:liu-111410DiVA: diva2:756257