Open AccessA global optimization approach to maximization of the probability function
Author(s) -
Oleg Khamisov
Publication year - 2019
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/537/4/042004
Subject(s) - mathematical optimization , maximization , reduction (mathematics) , global optimization , function (biology) , computer science , optimization problem , mathematics , geometry , evolutionary biology , biology
We suggest an approach that reduces the problem of maximizing the probability function to a deterministic global optimization problem. The reduction technique is described and discussed. A numerical example illustrating efficiency of the final algorithm is provided.