Accession Number:

ADA281998

Title:

Multivariate Sampling with Explicit Correlation Induction for Practical Simulation and Optimization Studies.

Descriptive Note:

Doctoral thesis,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH

Personal Author(s):

• Hill, Raymond R.

Report Date:

1994-01-01

Pagination or Media Count:

51.0

Abstract:

The goals of this research are to develop a methodology for generating values of multivariate random variables with specified marginal distributions and a specified population correlation structure, to demonstrate the use of this methodology in generating synthetic optimization problems, and to conduct a computational study where the influence of the population correlation structure on the performance of optimization solution methods is assessed.

Descriptors:

• *LINEAR PROGRAMMING
• *MULTIVARIATE ANALYSIS
• *ALGORITHMS
• PROBLEM SOLVING
• QUEUEING THEORY
• PARAMETRIC PROGRAMMING
• HEURISTIC METHODS
• RANDOM VARIABLES
• CORRELATION
• OPTIMIZATION
• COMPUTATIONS
• THESES

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE