Accession Number : ADA281998

Title :   Multivariate Sampling with Explicit Correlation Induction for Practical Simulation and Optimization Studies.

Descriptive Note : Doctoral thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH

Personal Author(s) : Hill, Raymond R.

Report Date : 1994

Pagination or Media Count : 51

Abstract : The goals of this research are to develop a methodology for generating values of multivariate random variables with specified marginal distributions and a specified population correlation structure, to demonstrate the use of this methodology in generating synthetic optimization problems, and to conduct a computational study where the influence of the population correlation structure on the performance of optimization solution methods is assessed.

Descriptors :   *LINEAR PROGRAMMING, *MULTIVARIATE ANALYSIS, *ALGORITHMS, PROBLEM SOLVING, QUEUEING THEORY, PARAMETRIC PROGRAMMING, HEURISTIC METHODS, RANDOM VARIABLES, CORRELATION, OPTIMIZATION, COMPUTATIONS, THESES.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE