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 modelHere 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 giveThe positive Lagrange multiplier prices scarce bias budget. For a set of capped components and remaining free set , stationarity givesprovided 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, soMerely 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]
Calibration Service for Low-level Pulsed-Laser Radiometers at 1.06 µm: Pulse Energy and Peak Power by Rodney W. Leonhardt. §3.5, printed p. 8; §7.2, Leakage Effect
The logarithmic cost and the numerical caps here are illustrative assumptions, not reported apparatus constants.Allocation of a deterministic bias budget among baseline constraints assigns how much residual signal-response and background-leakage error each constraint may contribute. Let the allowed total bias be , and let coefficient bounds multiply response errors . Choose nonnegative fractions with and setIf every computed response obeys , the triangle inequality gives . The response-normalized tolerance for baseline-feasibility residuals checks those component limits. Positive tolerances require positive allocated fractions; a zero allocation demands exact cancellation in the stated model.
For an original example, take and bounds of for signal amplitude, for constant background and for linear drift. Allocate fractions , and . The respective bias shares are , and , giving tolerancesEqual bias shares would instead allow each, relaxing the signal-response tolerance to while tightening the drift tolerance to . Both allocations guarantee the same total bound when their assumptions hold; their numerical and experimental demands differ.
An allocation should reflect attainable constraint accuracy and the cost of tightening each response. Cost-weighted allocation of baseline-response tolerances can formalize that tradeoff. Equal numerical tolerances across differently dimensioned conditions do not mean equal physical bias contributions. If a bound is uncertain, use a justified upper bound or include its uncertainty explicitly before calling the total a guarantee.
NIST's pulse-energy apparatus used before/after measurements for baseline and drift correction.[ref]
Calibration Service for Low-level Pulsed-Laser Radiometers at 1.06 µm: Pulse Energy and Peak Power by Rodney W. Leonhardt. §3.5, printed p. 8; §7.2, Leakage Effect
The bounds above are illustrative design choices. This budget controls deterministic leakage within the assumed background family. It is separate from measurement-noise variance, whose covariance contributions must still be propagated.[ref]A tolerance-budget residual bound for multiplier bisection controls the physical bias left unused by a numerical allocation, rather than only the numerical error in its Lagrange multiplier. Use from monotonicity of the multiplier equation for capped tolerances. Suppose a positive bracket satisfies . Choosing the upper endpoint gives a feasible allocation, with residualChoosing the lower endpoint can violate the budget. The direction of monotonicity therefore matters even when both endpoints are numerically close.
For an a priori bound, put . On the entire bracket, each summand obeys Lipschitz continuity with constant at most , including across its breakpoint. HenceAfter bisections of an original bracket with , the corresponding worst-case bound is . This is conservative; evaluating the two endpoint budgets can give a much tighter residual certificate.
For an original stopping example, use , and in common normalized bias units. The bracket straddles the root. Its feasible upper endpoint leaves unused. One bisection evaluates and replaces the upper endpoint, reducing that unused amount to about . A residual allowance of is now met, despite a breakpoint lying inside the bracket.
This gives a thresholded stopping of a capped-tolerance multiplier search in the same units as the permitted bias. Floating-point comparisons also need an allowance for rounding if they are to serve as hard certificates. The underlying bias coefficients and cost model remain assumptions of cost-weighted allocation of baseline-response tolerances; numerical precision cannot validate missing physical terms. NIST's pulse-radiometer account motivates the offset/leakage constraints rather than prescribing this numerical stopping rule.[ref]
Calibration Service for Low-level Pulsed-Laser Radiometers at 1.06 µm: Pulse Energy and Peak Power by Rodney W. Leonhardt. §3.5, printed p. 8; §7.2, Leakage Effect