Statistical Control of Optimization.

Abstract

The paper provides a statistical solution to a very general problem in nonlinear programming. Specifically, it does not make any assumptions about the convexity (or, for that matter, quasiconvexity or pseudo-convexity) of any of the functions involved in the problem. On the other hand, it does not provide a guaranteed global optimum of the objective function, but is confined to the computation of a feasible and 'near optimum' solution, and the computation of confidence limits between which the global optimum is guaranteed to lie with a specified statistical confidence coefficient. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1972
Accession Number
AD0736231

Entities

People

  • Herman Otto Hartley
  • R. Pfaffenberger

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Computations
  • Computer Programming
  • Computing-Related Activities
  • Confidence Limits
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Statistical inference.