Statistika
Vol 5, No 2 (2005)

StochasticModels For Global Optimization Using Newton’sMethod

Siska Candra Ningsih (Unknown)
Yosza Dasril (Unknown)

Article Info

Publish Date
07 Oct 2014

Abstract

This paper will discuss the randomness and normality tests of the data collected by splittingthe interval [a,b] into several subintervals [xi,xi+1] (i = 0, ..., n-1) with x0 = a and xn = b for verifyingthat the optimization problem constitutes a Wiener process. Furthermore, the data can be used toevaluate the efficiency of probabilistic algorithm as proposed in this paper in determining the bestsubinterval to be explored by Newton’s method for searching the optimal point of global optimizationproblem.

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Journal Info
Statistika
Website

Abbrev

statistika

Publisher

Universitas Islam Bandung

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

Description

STATISTIKA published by Bandung Islamic University as pouring media and discussion of scientific papers in the field of statistical science and its applications, both in the form of research results, discussion of theory, methodology, computing, and review ...