research-article

Steepest-ascent constrained simultaneous perturbation for multiobjective optimization

Authors:

Daniel W. McClary,

Violet R. Syrotiuk,

Murat KulahciAuthors Info & Claims

ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 21, Issue 1

Article No.: 2, Pages 1 - 22

https://doi.org/10.1145/1870085.1870087

Published: 17 December 2010 Publication History

Abstract

The simultaneous optimization of multiple responses in a dynamic system is challenging. When a response has a known gradient, it is often easily improved along the path of steepest ascent. On the contrary, a stochastic approximation technique may be used when the gradient is unknown or costly to obtain. We consider the problem of optimizing multiple responses in which the gradient is known for only one response. We propose a hybrid approach for this problem, called simultaneous perturbation stochastic approximation steepest ascent, SPSA-SA or SP(SA)² for short. SP(SA)² is an SPSA technique that leverages information about the known gradient to constrain the perturbations used to approximate the others. We apply SP(SA)² to the cross-layer optimization of throughput, packet loss, and end-to-end delay in a mobile ad hoc network (MANET), a self-organizing wireless network. The results show that SP(SA)² achieves higher throughput and lower packet loss and end-to-end delay than the steepest ascent, SPSA, and the Nelder--Mead stochastic approximation approaches. It also reduces the cost in the number of iterations to perform the optimization.

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Cited By

Garcia JTiznado JWilson CBarreras JMartínez R(2020)Application of the Simultaneous Perturbation Stochastic Approximation Algorithm for Process OptimizationDesign of Experiments for Chemical, Pharmaceutical, Food, and Industrial Applications10.4018/978-1-7998-1518-1.ch014(315-340)Online publication date: 2020
https://doi.org/10.4018/978-1-7998-1518-1.ch014
García JTiznado JGonzález EWilson CBarreras JGuerrero E(2019)Evaluation of the Succession Measures of the Simultaneous Perturbation Stochastic Approximation Algorithm for the Optimization of the Process Capability IndexApplied Decision-Making10.1007/978-3-030-17985-4_1(1-26)Online publication date: 19-May-2019
https://doi.org/10.1007/978-3-030-17985-4_1
Shaukat KSyrotiuk V(2010)Locally proactive routing protocolsProceedings of the 9th international conference on Ad-hoc, mobile and wireless networks10.5555/1881991.1881997(67-80)Online publication date: 20-Aug-2010
https://dl.acm.org/doi/10.5555/1881991.1881997
Show More Cited By

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Steepest-ascent constrained simultaneous perturbation for multiobjective optimization

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cover image ACM Transactions on Modeling and Computer Simulation

ACM Transactions on Modeling and Computer Simulation Volume 21, Issue 1

December 2010

183 pages

ISSN:1049-3301

EISSN:1558-1195

DOI:10.1145/1870085

Issue’s Table of Contents

Copyright © 2010 ACM.

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Publication History

Published: 17 December 2010

Accepted: 01 October 2009

Revised: 01 September 2009

Received: 01 June 2009

Published in TOMACS Volume 21, Issue 1

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Cited By

Garcia JTiznado JWilson CBarreras JMartínez R(2020)Application of the Simultaneous Perturbation Stochastic Approximation Algorithm for Process OptimizationDesign of Experiments for Chemical, Pharmaceutical, Food, and Industrial Applications10.4018/978-1-7998-1518-1.ch014(315-340)Online publication date: 2020
https://doi.org/10.4018/978-1-7998-1518-1.ch014
García JTiznado JGonzález EWilson CBarreras JGuerrero E(2019)Evaluation of the Succession Measures of the Simultaneous Perturbation Stochastic Approximation Algorithm for the Optimization of the Process Capability IndexApplied Decision-Making10.1007/978-3-030-17985-4_1(1-26)Online publication date: 19-May-2019
https://doi.org/10.1007/978-3-030-17985-4_1
Shaukat KSyrotiuk V(2010)Locally proactive routing protocolsProceedings of the 9th international conference on Ad-hoc, mobile and wireless networks10.5555/1881991.1881997(67-80)Online publication date: 20-Aug-2010
https://dl.acm.org/doi/10.5555/1881991.1881997
Shaukat KSyrotiuk V(2010)Locally Proactive Routing ProtocolsAd-Hoc, Mobile and Wireless Networks10.1007/978-3-642-14785-2_6(67-80)Online publication date: 2010
https://doi.org/10.1007/978-3-642-14785-2_6

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