Treffer: A Stochastic Approach to General Nonlinear Programming Problems
Title:
A Stochastic Approach to General Nonlinear Programming Problems
Authors:
Source:
Communications in statistics. Simulation and computation. 41(8-10):1989-1997
Publisher Information:
Colchester: Taylor & Francis, 2012.
Publication Year:
2012
Physical Description:
print, 1/4 p
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Probabilités et statistiques, Probability and statistics, Théorie des probabilités et processus stochastiques, Probability theory and stochastic processes, Lois de probabilités, Distribution theory, 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 recherche, Search algorithm, Algoritmo búsqueda, Analyse numérique, Numerical analysis, Análisis numérico, Distribution statistique, Statistical distribution, Distribución estadística, Fonction non linéaire, Non linear function, Función no lineal, Fonction objectif, Objective function, Función objetivo, Fonction répartition, Distribution function, Función distribución, Loi uniforme, Uniform distribution, Ley uniforme, Méthode itérative, Iterative method, Método iterativo, Méthode optimisation, Optimization method, Método optimización, Méthode point intérieur, Interior point method, Método punto interior, Méthode statistique, Statistical method, Método estadístico, Méthode stochastique, Stochastic method, Método estocástico, Optimisation sous contrainte, Constrained optimization, Optimización con restricción, Problème non linéaire, Nonlinear problems, Programmation mathématique, Mathematical programming, Programación matemática, Programmation non linéaire, Non linear programming, Programación no lineal, Programmation stochastique, Stochastic programming, Programación estocástica, Simulation numérique, Numerical simulation, Simulación numérica, Solution optimale, Optimal solution, Solución óptima, Théorie approximation, Approximation theory, 49J30, 49K30, 60E05, 62E17, 65K05, 65Kxx, 90C30, 90C51, 90C99, General nonlinear programming, Near optimal solution, Nonuniform distribution, Simulation approach, Stochastic search algorithm
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Statistics, University of Semnan, Semnan, Iran, Islamic Republic of
Department of Statistics, University of Pune, Pune, India
Department of Statistics, University of Pune, Pune, India
ISSN:
0361-0918
Rights:
Copyright 2015 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.26164039
Database:
PASCAL Archive
Weitere Informationen
Nonlinear programming problem is the general case of mathematical programming problem such that both the objective and constraint functions are nonlinear and is the most difficult case of smooth optimization problem to solve. In this article, we suggest a stochastic search method to general nonlinear programming problems which is not an iterative algorithm but it is an interior point method. The proposed method finds the near-optimal solution to the problem. The results of a few numerical studies are reported. The efficiency of the new method is compared and is found to be reasonable.