Unimodality tests for global optimization of single variable functions using statistical methods

Mohd, Ismail and Ningsih, Siska Candra and Dasril, Yosza (2007) Unimodality tests for global optimization of single variable functions using statistical methods. Malaysian Journal of Mathematical Sciences, 1 (2). pp. 205-215. ISSN 1823-8343

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Abstract

This paper discusses the randomness and normality tests to the set of points which are obtained by splitting an interval under consideration into several subintervals for verifying that the optimization problem constitutes a Wiener process. Then, by using the optimization probabilistic algorithm, a best subinterval can be chosen for unimodality test and will be continued with a simple local search method, starting at any point in the such chosen best interval. Furthermore, numerical results are given to illustrate the tests.

Item Type:Article
Keyword:Global optimization, probability, randomness test, normality test, and unimodality test
Subject:Mathematical statistics
Subject:Probabilities Probabilities Probabilities Probabilities
Faculty or Institute:Institute for Mathematical Research
Publisher:UPM Press
ID Code:12574
Deposited By: Najwani Amir Sariffudin
Deposited On:08 Jun 2011 09:29
Last Modified:12 Aug 2011 03:18

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