TY - JOUR
T1 - Computing forward difference derivatives in engineering optimization
AU - Barton, Russell R.
N1 - Funding Information:
8706133 and ASC-8903934. and by The Eastman Kodak Company. Computational experiments were assisted by the resources of the Cornell Theory Center, which is supported by IBM, the National Science Foundation. New York State, and the members of the Corporate Research Institute.
Funding Information:
Ack~~owlerlgnnmrsT his work was sponsored in part by National Science Foundation Grants DMS-
PY - 1992/12/1
Y1 - 1992/12/1
N2 - This paper presents experimental comparisons of several methods for approximating derivatives by finite differences. In particular, the method for choosing the forward difference interval is discussed. The focus is on the optimization of outputs of computer models (e.g. circuit simulation, structural analysis), and so optimization on functions with as few as two digits of accuracy is considered. A new dynamic interval size adjustment is presented. The primary findings of the study were: (a) choosing a good initial interval size was more important than using the best optimization algorithm, and (b) a simple rule for dynamic readjustment of interval size was effective in improving convergence, particularly for function representations with low accuracy.
AB - This paper presents experimental comparisons of several methods for approximating derivatives by finite differences. In particular, the method for choosing the forward difference interval is discussed. The focus is on the optimization of outputs of computer models (e.g. circuit simulation, structural analysis), and so optimization on functions with as few as two digits of accuracy is considered. A new dynamic interval size adjustment is presented. The primary findings of the study were: (a) choosing a good initial interval size was more important than using the best optimization algorithm, and (b) a simple rule for dynamic readjustment of interval size was effective in improving convergence, particularly for function representations with low accuracy.
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U2 - 10.1080/03052159208941281
DO - 10.1080/03052159208941281
M3 - Article
AN - SCOPUS:13444295882
SN - 0305-215X
VL - 20
SP - 205
EP - 224
JO - Engineering Optimization
JF - Engineering Optimization
IS - 3
ER -