L21_ECE4001_Fall_2009

# L21_ECE4001_Fall_2009 - Lecture 21 Optimization Techniques...

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J. Stevenson Kenney © 2009 1 Lecture 21 Optimization Techniques November 17, 2009

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J. Stevenson Kenney © 2009 2 Optimization Off-Line Optimization – Experiments performed outside of operational environment – Examples: • Robust design optimization for electronic circuits • Dosage determination for a drug • Marketing study by focus group – Optimum solution determined before product/service introduction In-Process Optimization – Experiments perform during operation – Examples: • Yield improvement of a manufacturing process • Advertising/promotional resource expenditure optimization • Investment return maximization
Off-Line Optimization • Goal is to determine an optimimum model • Determination is done in closed-form (usually not iterative) • Examples: – Least-Squares optimization • Nonlinear function optimized to minimize a “cost function” – Simplex method • Simultaneous linear equations optimized to a set of constraints – Hundreds of other techniques…

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Least Squares Optimization • Done when a system is “over-determined” – More data than unknowns – Matrix is not square • Form of model is predetermined – Result is best fit of proposed model to data to minimize mean-square error (MSE) • “Quadratic form” ensures solution convergence in most cases • Goal is to develop model to predict/control a process
Least Squares Basics Problem: Fit a quadratic model to a set of data Model: Determine coef’s c i to best fit data to min. MSE Note: To fit an n th order polynomial, a minimum of n +1

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## This note was uploaded on 02/20/2010 for the course ECE 4001 taught by Professor Frazier during the Spring '09 term at Georgia Institute of Technology.

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L21_ECE4001_Fall_2009 - Lecture 21 Optimization Techniques...

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