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Steepest-ascent constrained simultaneous perturbation for multiobjective optimization
School of Computing, Informatics and Decision Systems Engineering, Arizona State University.
School of Computing, Informatics and Decision Systems Engineering, Arizona State University.
Technical University of Denmark, Lyngby.
2010 (English)In: ACM Transactions on Modeling and Computer Simulation, ISSN 1049-3301, E-ISSN 1558-1195, Vol. 21, no 1, article id 2Article in journal (Refereed) Published
Abstract [en]

The simultaneous optimization of multiple responses in a dynamic system is challenging. When a response has a known gradient, it is often easily improved along the path of steepest ascent. On the contrary, a stochastic approximation technique may be used when the gradient is unknown or costly to obtain. We consider the problem of optimizing multiple responses in which the gradient is known for only one response. We propose a hybrid approach for this problem, called simultaneous perturbation stochastic approximation steepest ascent, SPSA-SA or SP(SA)2 for short. SP(SA)2 is an SPSA technique that leverages information about the known gradient to constrain the perturbations used to approximate the others. We apply SP(SA)2 to the cross-layer optimization of throughput, packet loss, and end-to-end delay in a mobile ad hoc network (MANET), a self-organizing wireless network. The results show that SP(SA)2 achieves higher throughput and lower packet loss and end-to-end delay than the steepest ascent, SPSA, and the Nelder--Mead stochastic approximation approaches. It also reduces the cost in the number of iterations to perform the optimization

Place, publisher, year, edition, pages
2010. Vol. 21, no 1, article id 2
National Category
Reliability and Maintenance
Research subject
Quality Technology and Management
Identifiers
URN: urn:nbn:se:ltu:diva-3227DOI: 10.1145/1870085.1870087Local ID: 1066725a-f79d-4999-b530-7a2390b72667OAI: oai:DiVA.org:ltu-3227DiVA: diva2:976083
Note
Upprättat; 2010; 20150526 (andbra)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2017-11-24Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf