Minimization algorithms for functions with random noise

Russell R. Barton

doi:10.1080/01966324.1984.10737139

Minimization algorithms for functions with random noise

Russell R. Barton

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

Many physical systems are functions of multiple factors too complex to model explicitly. As a result, the functional model relating factors to a particular attribute includes a random term for unmodeled effects. We examine the effectiveness of four optimization strategies for this problem class, using Monte Carlo techniques.

Original language	English (US)
Pages (from-to)	109-138
Number of pages	30
Journal	American Journal of Mathematical and Management Sciences
Volume	4
Issue number	1-2
DOIs	https://doi.org/10.1080/01966324.1984.10737139
State	Published - 1984

All Science Journal Classification (ASJC) codes

General Business, Management and Accounting
Applied Mathematics

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10.1080/01966324.1984.10737139

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abstract = "Many physical systems are functions of multiple factors too complex to model explicitly. As a result, the functional model relating factors to a particular attribute includes a random term for unmodeled effects. We examine the effectiveness of four optimization strategies for this problem class, using Monte Carlo techniques.",

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Minimization algorithms for functions with random noise

Abstract

All Science Journal Classification (ASJC) codes

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