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Probability of Globality

Eggeling, Eva and Fellner, Dieter W. and Ullrich, Torsten (2013):
Probability of Globality.
In: World Academy of Science, Engineering and Technology, 73, pp. 483-487. [Article]

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.

Item Type: Article
Erschienen: 2013
Creators: Eggeling, Eva and Fellner, Dieter W. and Ullrich, Torsten
Title: Probability of Globality
Language: English
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.

Journal or Publication Title: World Academy of Science, Engineering and Technology
Journal volume: 73
Uncontrolled Keywords: Forschungsgruppe Semantic Models, Immersive Systems (SMIS), Probabilistic models, Optimization
Divisions: 20 Department of Computer Science
20 Department of Computer Science > Interactive Graphics Systems
Date Deposited: 12 Nov 2018 11:16
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