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Statistical Analysis on Global Optimization

Ullrich, Torsten and Fellner, Dieter W. (2014):
Statistical Analysis on Global Optimization.
pp. 99-106, IEEE Computer Society Conference Publishing Services (CPS), Los Alamitos, Calif., MCSI 2014, DOI: 10.1109/MCSI.2014.15,
[Conference or Workshop Item]

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.

Item Type: Conference or Workshop Item
Erschienen: 2014
Creators: Ullrich, Torsten and Fellner, Dieter W.
Title: Statistical Analysis on Global Optimization
Language: English
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.

Publisher: IEEE Computer Society Conference Publishing Services (CPS), Los Alamitos, Calif.
Uncontrolled Keywords: Business Field: Virtual engineering, Research Area: (Interactive) simulation (SIM), Forschungsgruppe Semantic Models, Immersive Systems (SMIS), Numeric methods, Statistics, Optimization
Divisions: 20 Department of Computer Science
20 Department of Computer Science > Interactive Graphics Systems
Event Title: MCSI 2014
Date Deposited: 12 Nov 2018 11:16
DOI: 10.1109/MCSI.2014.15
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