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Statistical Analysis on Global Optimization

Ullrich, Torsten ; Fellner, Dieter W. (2014)
Statistical Analysis on Global Optimization.
MCSI 2014.
doi: 10.1109/MCSI.2014.15
Konferenzveröffentlichung, Bibliographie

Kurzbeschreibung (Abstract)

The global optimization of a mathematical model determines the best parameters such that a target or cost function is minimized. Optimization problems arise in almost all scientific disciplines (operations research, life sciences, etc.). Only in a few exceptional cases, these problems can be solved analytically-exactly, so in practice numerical routines based on approximations have to be used. The routines return a result - a so-called candidate of a global minimum. Unfortunately, the question whether the candidate represents the optimal solution, often remains unanswered. This article presents a simple-to-use, statistical analysis that determines and assesses the quality of such a result. This information is valuable and important - especially for practical application.

Typ des Eintrags: Konferenzveröffentlichung
Erschienen: 2014
Autor(en): Ullrich, Torsten ; Fellner, Dieter W.
Art des Eintrags: Bibliographie
Titel: Statistical Analysis on Global Optimization
Sprache: Englisch
Publikationsjahr: 2014
Verlag: IEEE Computer Society Conference Publishing Services (CPS), Los Alamitos, Calif.
Veranstaltungstitel: MCSI 2014
DOI: 10.1109/MCSI.2014.15
Kurzbeschreibung (Abstract):

The global optimization of a mathematical model determines the best parameters such that a target or cost function is minimized. Optimization problems arise in almost all scientific disciplines (operations research, life sciences, etc.). Only in a few exceptional cases, these problems can be solved analytically-exactly, so in practice numerical routines based on approximations have to be used. The routines return a result - a so-called candidate of a global minimum. Unfortunately, the question whether the candidate represents the optimal solution, often remains unanswered. This article presents a simple-to-use, statistical analysis that determines and assesses the quality of such a result. This information is valuable and important - especially for practical application.

Freie Schlagworte: Business Field: Virtual engineering, Research Area: (Interactive) simulation (SIM), Forschungsgruppe Semantic Models, Immersive Systems (SMIS), Numeric methods, Statistics, Optimization
Fachbereich(e)/-gebiet(e): 20 Fachbereich Informatik
20 Fachbereich Informatik > Graphisch-Interaktive Systeme
Hinterlegungsdatum: 12 Nov 2018 11:16
Letzte Änderung: 04 Feb 2022 12:40
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