The Krigifier: A Procedure for Generating Pseudorandom Nonlinear Objective Functions for Computational Experimentation
نویسنده
چکیده
Comprehensive computational experiments to assess the performance of algorithms for numerical optimization require (among other things) a practical procedure for generating pseudorandom nonlinear objective functions. We propose a procedure that is based on the convenient ction that objective functions are realizations of stochastic processes. This report details the calculations necessary to implement our procedure for the case of certain stationary Gaussian processes and presents a speci c implementation in the statistical programming language S-PLUS.
منابع مشابه
OPTIMIZATION OF ENDURANCE TIME ACCELERATION FUNCTIONS FOR SEISMIC ASSESSMENT OF STRUCTURES
Numerical simulation of structural response is a challenging issue in earthquake engineering and there has been remarkable progress in this area in the last decade. Endurance Time (ET) method is a new response history based analysis procedure for seismic assessment and structural design in which structures are subjected to a gradually intensifying dynamic excitation and their seismic performanc...
متن کاملA computational method for nonlinear mixed Volterra-Fredholm integral equations
In this article the nonlinear mixed Volterra-Fredholm integral equations are investigated by means of the modied three-dimensional block-pulse functions (M3D-BFs). This method converts the nonlinear mixed Volterra-Fredholm integral equations into a nonlinear system of algebraic equations. The illustrative examples are provided to demonstrate the applicability and simplicity of our scheme.
متن کاملHYBRID FUNCTIONS APPROACH AND PIECEWISE CONSTANT FUNCTION BY COLLOCATION METHOD FOR THE NONLINEAR VOLTERRA-FREDHOLM INTEGRAL EQUATIONS
In this work, we will compare two approximation method based on hybrid Legendre andBlock-Pulse functions and a computational method for solving nonlinear Fredholm-Volterraintegral equations of the second kind which is based on replacement of the unknown functionby truncated series of well known Block-Pulse functions (BPfs) expansion
متن کاملComputational method based on triangular operational matrices for solving nonlinear stochastic differential equations
In this article, a new numerical method based on triangular functions for solving nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and eff...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1999