Statistical Control of Optimization.
Themis optimization research program,
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
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The paper provides a statistical solution to a very general problem in nonlinear programming. Specifically, it does not make any assumptions about the convexity or, for that matter, quasiconvexity or pseudo-convexity of any of the functions involved in the problem. On the other hand, it does not provide a guaranteed global optimum of the objective function, but is confined to the computation of a feasible and near optimum solution, and the computation of confidence limits between which the global optimum is guaranteed to lie with a specified statistical confidence coefficient. Author
- Operations Research