Eggeling, Eva ; Fellner, Dieter W. ; 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 ; Fellner, Dieter W. ; 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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