Accession Number : AD0736231
Title : Statistical Control of Optimization.
Descriptive Note : Themis optimization research program,
Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
Personal Author(s) : Hartley,H. O. ; Pfaffenberger,R.
Report Date : JAN 1972
Pagination or Media Count : 30
Abstract : The paper provides a statistical solution to a very general problem in nonlinear programming. Specifically, it does not make any assumptions about the convexity (or, for that matter, quasiconvexity or pseudo-convexity) of any of the functions involved in the problem. On the other hand, it does not provide a guaranteed global optimum of the objective function, but is confined to the computation of a feasible and 'near optimum' solution, and the computation of confidence limits between which the global optimum is guaranteed to lie with a specified statistical confidence coefficient. (Author)
Descriptors : (*NONLINEAR PROGRAMMING, ALGORITHMS), OPTIMIZATION, STATISTICAL PROCESSES, CONFIDENCE LIMITS, COMBINATORIAL ANALYSIS, NUMERICAL ANALYSIS, STOCHASTIC PROCESSES
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE