Constraint back-offs for safe, sufficient excitation: A general theory with application to experimental optimization

• The problem of perturbing an experimental system while satisfying constraints is addressed.
• A rigorous back-off scheme based on Lipschitz bounds ensures that constraints are not violated.
• The result is applied to propose a feasible-side version of G. E. P. Box's evolutionary-operation method for constrained problems.

In many experimental settings, one is tasked with obtaining information about certain relationships by applying perturbations to a set of independent variables and noting the changes in the set of dependent ones. While traditional design-of-experiments methods are often well-suited for this, the task becomes significantly more difficult in the presence of constraints, which may make it impossible to sufficiently excite the experimental system without incurring constraint violations. The key contribution of this paper consists in deriving constraint back-off sizes sufficient to guarantee that one can always perturb in a ball of radius δe without leaving the constrained space, with δe set by the user. Additionally, this result is exploited in the context of experimental optimization to propose a constrained version of G. E. P. Box's evolutionary operation technique. The proposed algorithm is applied to three case studies and is shown to consistently converge to the neighborhood of the optimum without violating constraints.