Data error analysis in unconstrained optimization problems with the CESTAC method

Nicole Alliot

Mathematics and Computers in Simulation (MATCOM), 1988, vol. 30, issue 6, 531-539

Abstract: The CESTAC method—also known as the Permutation-Perturbation method—was first conceived to analyse the propagation of the round-off error when a numerical algorithm is run on a computer. Moreover, for iterative optimization methods it leads to the definition of an optimal termination criterion. In this paper we show how the same mecanisms can be used when data errors interfere with unconstrained optimization problems, and what the interests of this method are compared to the most frequently used ones: the crude Monte Carlo method and the linearisation of the optimization function.

Date: 1988
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378475488900742
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:30:y:1988:i:6:p:531-539

DOI: 10.1016/0378-4754(88)90074-2

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().