Computing T-optimal designs via nested semi-infinite programming and twofold adaptive discretization
From MaRDI portal
Publication:6409103
arXiv2208.13439MaRDI QIDQ6409103FDOQ6409103
Authors: David Mogalle, Philipp Seufert, Jan Schwientek, Michael Bortz, Karl-Heinz Küfer 
Publication date: 29 August 2022
Abstract: Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the (design) points from a generally continuous design space at which the models deviate most from each other, under the condition that they are best fitted to those points. Thus, the T-criterion represents a bi-level optimization problem, which can be transferred into a semi-infinite one, but whose solution is very unstable or time consuming for non-linear models and non-convex lower- and upper-level problems. If one considers only a finite number of possible design points, a numerically well tractable linear semi-infinite optimization problem arises. Since this is only an approximation of the original model discrimination problem, we propose an algorithm which alternately and adaptively refines discretizations of the parameter as well as of the design space and, thus, solves a sequence of LSIPs. We prove convergence of our method and its subroutine and show on the basis of discrimination tasks from process engineering that our approach is stable and can outperform the known methods.
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Minimax problems in mathematical programming (90C47) Semi-infinite programming (90C34)
This page was built for publication: Computing T-optimal designs via nested semi-infinite programming and twofold adaptive discretization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6409103)
