Accession Number : AD0767700

Title :   Confidence Regions for Global Optima in Nonlinear Programming.

Descriptive Note : Technical rept.,

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

Personal Author(s) : Liau,Ta-Lin ; Hartley,Herman O. ; Sielken,Robert L. , Jr

Report Date : AUG 1973

Pagination or Media Count : 162

Abstract : The report is concerned with developing new statistical techniques for nonlinear optimization including nonconvex optimization. The approach is a statistical one and provides an upper confidence limit for the global maximum of a mathematical function g(x) of a vector x in a multi-dimensional 'feasible space', say S. Specifically the report develops the statistical techniques for determining these confidence limits as well as algorithms implementing the techniques and computer programs executing the algorithms. (Modified author abstract)

Descriptors :   (*NONLINEAR PROGRAMMING, OPTIMIZATION), (*CONFIDENCE LIMITS, NONLINEAR PROGRAMMING), CONVEX SETS, SAMPLING, DISTRIBUTION FUNCTIONS, STOCHASTIC PROCESSES, MATHEMATICAL MODELS, GRAPHICS, TABLES(DATA)

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE