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- W2962944462 abstract "Given a certain response surface function, its Lipschitz constant sm ay be defined as the limits on its largest derivatives (sensitivities), and as such provide important information about the function’s behavior. In this paper, it is argued that the explicit use of these constants may prove useful in the domain of experimental optimization. Most notably, it is shown that they offer a simple and robust way of rigorously guaranteeing constraint satisfaction, but may also be exploited to remove suboptimal portions of the decision-variable space, to filter out noise/error from the obtained experimental measurements, and to serve as regularizing bounds in the experimental derivative estimation problem. Because the constants are often conservative, a number of performance-improving refinements are outlined. Finally, some techniques for estimating the constants in practice are proposed." @default.
- W2962944462 created "2019-07-30" @default.
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- W2962944462 date "2016-04-09" @default.
- W2962944462 modified "2023-09-27" @default.
- W2962944462 title "The Use of Lipschitz Constants in Experimental Optimization" @default.
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