Data error analysis in unconstrained optimization problems with the CESTAC method (Q1118985): Difference between revisions
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Revision as of 17:06, 10 February 2024
scientific article
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| English | Data error analysis in unconstrained optimization problems with the CESTAC method |
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Data error analysis in unconstrained optimization problems with the CESTAC method (English)
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1988
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This paper is concerned with the solution of optimization problems that depend on inexact data from a known distribution: how does the solution depend on the data? A method to estimate mean and standard deviation of the distribution of the solution is proposed. This method is about three times as expensive as a single optimization. The algorithm is described and a simple example is considered.
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CESTAC method
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unconstrained optimization
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numerical example
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inexact data
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mean
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standard deviation
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distribution of the solution
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