An Efficient Randomized Approximation Algorithm for Volume Estimation and Design Centering

Date

Apr 28, 2017

Time

1:00 PM - 2:00 PM

Speaker

Dipl.-Biomath. Josefine Asmus

Language

en

Main Topic

Informatik

Other Topics

Informatik

Description

The design of systems or models that work robustly under uncertainty and environmental fluctuations is a key challenge in both engineering and science. This is formalized in the design centering problem, defined as finding a design that fulfills given specifications and has a high probability of still doing so if the system parameters or the specifications randomly fluctuate. Design centering is often accompanied by the problem of quantifying the robustness of a system. Here we present a novel adaptive statistical method to simultaneously address both problems. Our method, Lp-Adaptation, is inspired by how robustness evolves in biological systems and by randomized schemes for convex volume computation. It is able to address both problems in the general, non-convex case and at low computational cost. In this thesis, we describe the concepts of the algorithm and detail its steps. We then test it on known benchmarks, and demonstrate its real-wold applicability in electronic and biological systems. In all cases, the present method outperforms the previous state of the art. This enables re-formulating optimization problems in engineering and biology as design centering problems, taking global system robustness into account.

Last modified: Apr 27, 2017, 9:55:51 AM