Multivariate Sampling with Explicit Correlation Induction for Practical Simulation and Optimization Studies.
Abstract
The goals of this research are to develop a methodology for generating values of multivariate random variables with specified marginal distributions and a specified population correlation structure, to demonstrate the use of this methodology in generating synthetic optimization problems, and to conduct a computational study where the influence of the population correlation structure on the performance of optimization solution methods is assessed.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1994
- Accession Number
- ADA281998
Entities
People
- Raymond R. Hill
Organizations
- Air Force Institute of Technology