Efficient Yield Optimization with Limited Gradient Information
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Abstract: In this work an efficient strategy for yield optimization with uncertain and deterministic optimization variables is presented. The gradient based adaptive Newton-Monte Carlo method is modified, such that it can handle variables with (uncertain parameters) and without (deterministic parameters) analytical gradient information. This mixed strategy is numerically compared to derivative free approaches.
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Cites work
- scientific article; zbMATH DE number 5774819 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A blackbox yield estimation workflow with Gaussian process regression applied to the design of electromagnetic devices
- Evaluation of failure probability via surrogate models
- Gaussian processes for machine learning.
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- YIELD OPTIMIZATION BASED ON ADAPTIVE NEWTON-MONTE CARLO AND POLYNOMIAL SURROGATES
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