TY - Generic
T1 - A convergent optimization method using pattern search algorithms with adaptive precision simulation
T2 - Proceedings of the 8th IBPSA Conference
Y1 - 2003/
SP - 1393
EP - 1400
A1 - Michael Wetter
A1 - Elijah Polak
ED - Godfried Augenbroe
ED - Jan Hensen
KW - coordinate search
KW - direct search
KW - genetic algorithm
KW - hookeâ€“jeeves
KW - optimization
KW - particle swarm optimization
AB - In solving optimization problems for building design and control, the cost function is often evaluated using a detailed building simulation program. These programs contain code features that cause the cost function to be discontinuous. Optimization algorithms that require smoothness can fail on such problems. Evaluating the cost function is often so time-consuming that stochastic optimization algorithms are run using only a few simulations, which decreases the probability of getting close to a minimum. To show how applicable direct search, stochastic, and gradient-based optimization algorithms are for solving such optimization problems, we compare the performance of these algorithms in minimizing cost functions with different smoothness. We also explain what causes the large discontinuities in the cost functions.
JF - Proceedings of the 8th IBPSA Conference
CY - Eindhoven, Netherlands
VL - III
ER -