Ullrich, Torsten ; Fellner, Dieter W. (2014)
Statistical Analysis on Global Optimization.
MCSI 2014.
doi: 10.1109/MCSI.2014.15
Conference or Workshop Item, Bibliographie
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 ; Fellner, Dieter W. |
| Type of entry: | Bibliographie |
| Title: | Statistical Analysis on Global Optimization |
| Language: | English |
| Date: | 2014 |
| Publisher: | IEEE Computer Society Conference Publishing Services (CPS), Los Alamitos, Calif. |
| Event Title: | MCSI 2014 |
| DOI: | 10.1109/MCSI.2014.15 |
| 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. |
| 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 |
| Date Deposited: | 12 Nov 2018 11:16 |
| Last Modified: | 04 Feb 2022 12:40 |
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