The Krigifier: A Procedure for Generating Pseudorandom Nonlinear Objective Functions for Computational Experimentation

نویسنده

  • Michael W. Trosset
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.

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تاریخ انتشار 1999