System and method for adaptive optimization

Abstract

A system, apparatus and method for selecting a value for an independent variable that determines an operating state of a system described by a performance function. In one embodiment, the method includes establishing a range of values for the independent variable, selecting a number of values in the range of values to test the independent variable, and selecting random values within the range of values for the independent variable based on the number of values. The method also includes evaluating the performance function at the random values, and selecting the value of the independent variable from the random values that provides an extremum value for the performance function.

1 . A method of selecting a first value for a first independent variable that determines an operating state of a system described by a performance function, comprising:
 establishing a first range of values for said first independent variable;   selecting a first number of values in said first range of values to test said first independent variable;   selecting first random values within said first range of values for said first independent variable based on said first number of values;   evaluating said performance function at said first random values; and   selecting said first value of said first independent variable from said first random values that provides a first extremum value for said performance function.   
     
     
         2 . The method as recited in  claim 1 , further comprising:
 establishing a second range of values that spans said first value for said first independent variable;   selecting a second number of values in said second range of values to test said first independent variable;   selecting second random values within said second range of values for said first independent variable based on said second number of values;   evaluating said performance function at said second random values; and   selecting a second value of said first independent variable from said second random values that provides a second extremum value for said performance function.   
     
     
         3 . The method as recited in  claim 1 , further comprising:
 establishing a second range of values for a second independent variable;   selecting a second number of values in said second range of values to test said second independent variable;   selecting second random values within said second range of values for said second independent variable based on said second number of values;   evaluating said performance function at said second random values; and   selecting a second value of said second independent variable from said second random values that provides a second extremum value for said performance function.   
     
     
         4 . The method as recited in  claim 1 , wherein said performance function comprises a plurality of extrema. 
     
     
         5 . The method as recited in  claim 1 , wherein said extremum value is a maximum value. 
     
     
         6 . The method as recited in  claim 1 , wherein said extremum value is a minimum value. 
     
     
         7 . The method as recited in  claim 1 , wherein said performance function is a discontinuous function of said first independent variable. 
     
     
         8 . The method as recited in  claim 1 , wherein said performance function is a nonlinear function of said first independent variable. 
     
     
         9 . The method as recited in  claim 1 , wherein said performance function is a non-convex function of said first independent variable. 
     
     
         10 . The method as recited in  claim 1 , wherein said performance function accommodates a system constraint by including a Lagrange multiplier. 
     
     
         11 . An apparatus operable to select a first value for a first independent variable that determines an operating state of a system described by a performance function, comprising:
 processing circuitry coupled to a memory, configured to:
 establish a first range of values for said first independent variable; 
 select a first number of values in said first range of values to test said first independent variable; 
 select first random values within said first range of values for said first independent variable based on said first number of values; 
 evaluate said performance function at said first random values; and 
 select said first value of said first independent variable from said first random values that provides a first extremum value for said performance function. 
   
     
     
         12 . The apparatus as recited in  claim 11 , wherein said processing circuitry coupled to said memory is further configured to:
 establish a second range of values that spans said first value for said first independent variable;   select a second number of values in said second range of values to test said first independent variable;   select second random values within said second range of values for said first independent variable based on said second number of values;   evaluate said performance function at said second random values; and   select a second value of said first independent variable from said second random values that provides a second extremum value for said performance function.   
     
     
         13 . The apparatus as recited in  claim 11 , wherein said processing circuitry coupled to said memory is further configured to:
 establish a second range of values for a second independent variable;   select a second number of values in said second range of values to test said second independent variable;   select second random values within said second range of values for said second independent variable based on said second number of values;   evaluate said performance function at said second random values; and   select a second value of said second independent variable from said second random values that provides a second extremum value for said performance function.   
     
     
         14 . The apparatus as recited in  claim 11 , wherein said performance function comprises a plurality of extrema. 
     
     
         15 . The apparatus as recited in  claim 11 , wherein said extremum value is a maximum value. 
     
     
         16 . The apparatus as recited in  claim 11 , wherein said extremum value is a minimum value. 
     
     
         17 . The apparatus as recited in  claim 11 , wherein said performance function is a discontinuous function of said first independent variable. 
     
     
         18 . The apparatus as recited in  claim 11 , wherein said performance function is a nonlinear function of said first independent variable. 
     
     
         19 . The apparatus as recited in  claim 11 , wherein said performance function is a non-convex function of said first independent variable. 
     
     
         20 . The apparatus as recited in  claim 11 , wherein said performance function accommodates a system constraint by including a Lagrange multiplier.