This Article Full Text (PDF) References Alert me when this article is cited Alert me if a correction is posted Services Email this article to a friend Similar articles in this journal Alert me to new issues of the journal Add to Saved Citations Download to citation manager Request Permissions Request Reprints Add to My Marked Citations Citing Articles Citing Articles via Google Scholar Citing Articles via Scopus Google Scholar Articles by Wetter, M Articles by Polak, E Search for Related Content Social Bookmarking                         What's this?

A convergent optimization method using pattern search algorithms with adaptive precision simulation

Simulation Research Group, Building Technologies Department, Lawrence Berkeley National Laboratory, Berkeley, California, USA;United Technologies Research Center, 411 Silver Lane, East Hartford, CT 06108, USA.;michael{at}mwetter.com

E Polak, PhD

Department of Electrical Engineering, University of California at Berkeley, Berkeley, California, USA

Thermal building simulation programs, such as EnergyPlus, compute numerical approximations to solutions of systems of differential algebraic equations. We show that the exact solutions of these systems are usually smooth in the building design parameters, but that the numerical approximations are usually discontinuous due to adaptive solvers and finite precision computations. If such approximate solutions are used in conjunction with optimization algorithms that depend on smoothness of the cost function, one needs to compute high precision solutions, which can be prohibitively expensive if used for all iterations. For such situations, we have developed an adaptive simulation–precision control algorithm that can be used in conjunction with a family of derivative free optimization algorithms. We present the main ingredients of the composite algorithms, we prove that the resulting composite algorithms construct sequences with stationary accumulation points, and we show by numerical experiments that using coarse approximations in the early iterations can significantly reduce computation time.

Building Services Engineering Research and Technology, Vol. 25, No. 4, 327-338 (2004)
DOI: 10.1191/0143624404bt097oa


CiteULike    Complore    Connotea    Del.icio.us    Digg    Reddit    Technorati    Twitter    What's this?