Treffer: Probabilistic version of the method of feasible directions
Title:
Probabilistic version of the method of feasible directions
Authors:
Source:
Applied mathematics and computation. 130(2-3):253-264
Publisher Information:
New York, NY: Elsevier, 2002.
Publication Year:
2002
Physical Description:
print, 7 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Algorithme randomisé, Randomised algorithms, Approche probabiliste, Probabilistic approach, Enfoque probabilista, Méthode direction réalisable, Feasible direction method, Método dirección realizable, Méthode stochastique, Stochastic method, Método estocástico, Programmation linéaire, Linear programming, Programación lineal, Programmation non linéaire, Non linear programming, Programación no lineal, Randomisation, Randomization, Aleatorización, Résolution problème, Problem solving, Resolución problema, Convergence globale
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematical Sciences, Clemson University, Clemson, SC 29634-1907, United States
ISSN:
0096-3003
Rights:
Copyright 2002 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.13799935
Database:
PASCAL Archive
Weitere Informationen
A probabilistic version of the method of feasible directions (MFD) for solving non-linear programming (NLP) problems of the type min{f(x): fj(x) ≤ 0, j = 1, 2,..., m} is presented. Randomization is applied to modify the algorithm and a global convergence Theorem is used in the analysis of convergence. Some numerical experiments on problems with known solutions serve to compare this method with the traditional deterministic versions.