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