Eggeling, Eva ; Fellner, Dieter W. ; Ullrich, Torsten (2013)
Probability of Globality.
In: World Academy of Science, Engineering and Technology, 73
Artikel, Bibliographie
Kurzbeschreibung (Abstract)
The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.
| Typ des Eintrags: | Artikel |
|---|---|
| Erschienen: | 2013 |
| Autor(en): | Eggeling, Eva ; Fellner, Dieter W. ; Ullrich, Torsten |
| Art des Eintrags: | Bibliographie |
| Titel: | Probability of Globality |
| Sprache: | Englisch |
| Publikationsjahr: | 2013 |
| Titel der Zeitschrift, Zeitung oder Schriftenreihe: | World Academy of Science, Engineering and Technology |
| Jahrgang/Volume einer Zeitschrift: | 73 |
| Kurzbeschreibung (Abstract): | The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known. |
| Freie Schlagworte: | Forschungsgruppe Semantic Models, Immersive Systems (SMIS), Probabilistic models, 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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