STATISTICAL CONTROL FOR NON-LINEAR OPTIMIZATION.

Abstract

The paper delineates an algorithm which provides a statistical point estimate as well as a statistical upper confidence point for the global optimum, say g*, in a non-convex mathematical programming problem. Further, the procedure will supply a value of the input vector, x dot, so that g(x dot), the objective function evaluated at x dot, is close to g*. Two examples involving the optimization of second order response surface designs with known global optima are given for the purpose of comparing the point estimate and the upper confidence point estimate with the known values. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1969
Accession Number
AD0693507

Entities

People

  • Herman Otto Hartley
  • R. C. Pfaffenberger

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Operations Research
  • Quantum Dot Semiconductor Device Photonics and Graphene Optoelectronic Materials and THz Physics.