Active-set clipping in cost-weighted baseline-tolerance allocation

ID: active-set-clipping-in-cost-weighted-baseline-tolerance-allocation

Active-set clipping in cost-weighted baseline-tolerance allocation enforces the reference caps that an interior solution of cost-weighted allocation of baseline-response tolerances may violate. Keep the parent's stipulated logarithmic effort model
Here is a physical bias contribution in the common units of . If , no tightening is needed. Otherwise the budget binds, and the Karush-Kuhn-Tucker conditions give
The positive Lagrange multiplier prices scarce bias budget. For a set of capped components and remaining free set , stationarity gives
provided the denominator is positive and the resulting choices agree with the proposed capped/free status. The monotonicity of the multiplier equation for capped tolerances permits a scalar search; strict convexity of the objective gives a unique allocation.
For an original cap-activating version of the parent's apparatus example, let , , , , and . Set reference bias contributions and . The unconstrained shares and violate the first cap. Capping it leaves for the second component, so
Merely clipping the first share and leaving the second at wastes of permitted bias and unnecessarily increases the chosen effort. Reallocation lowers that effort by units.
The physical motivation remains leakage from residual offset and drift in a pulsed-radiometer baseline, documented in NIST's calibration apparatus.[ref] The logarithmic cost and the numerical caps here are illustrative assumptions, not reported apparatus constants.

New to topics? Read the docs here!