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Probability of globality

: Eggeling, Eva; Fellner, Dieter W.; Ullrich, Torsten

World Academy of Science, Engineering and Technology. Online resource 73 (2013), S.433-437
ISSN: 2010-376X
Fraunhofer Austria ()
Probabilistic models; optimization; Forschungsgruppe Semantic Models, Immersive Systems (SMIS)

The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach.
This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.