Accession Number : AD0693507

Title :   STATISTICAL CONTROL FOR NON-LINEAR OPTIMIZATION.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s) : Hartley,H. O. ; Pfaffenberger,R. C.

Report Date : SEP 1969

Pagination or Media Count : 28

Abstract : The paper delineates an algorithm which provides a statistical point estimate as well as a statistical upper confidence point for the global optimum, say g*, in a non-convex mathematical programming problem. Further, the procedure will supply a value of the input vector, x dot, so that g(x dot), the objective function evaluated at x dot, is close to g*. Two examples involving the optimization of second order response surface designs with known global optima are given for the purpose of comparing the point estimate and the upper confidence point estimate with the known values. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, ALGORITHMS), COMBINATORIAL ANALYSIS, CONFIDENCE LIMITS, OPTIMIZATION, SAMPLING

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE