A constrained global optimization method using stochastic differential equations on manifolds:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Regensburg
Roderer
2000
|
| Series: | Theorie und Forschung
672 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zugl.: München, Techn. Univ., Diss., 2000 |
| Physical Description: | 122 S. graph. Darst. 21 cm |
| ISBN: | 3897831465 |
Staff View
MARC
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| 245 | 1 | 0 | |a A constrained global optimization method using stochastic differential equations on manifolds |c Annelie Stöhr |
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Record in the Search Index
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| adam_text |
CONTENTS
1
INTRODUCTION
7
2
PRELIMINARIES
11
2.1
PRELIMINARIES
FROM
ANALYSIS
AND
DIFFERENTIAL
GEOMETRY
.
11
2.2
PRELIMINARIES
FROM
PROBABILITY
THEORY
.
17
2.3
STOCHASTIC
INTEGRALS
.
22
2.4
STOCHASTIC
DIFFERENTIAL
EQUATIONS
.
24
3
THE
APPROACH
31
3.1
THE
UNCONSTRAINED
CASE
.
31
3.2
EQUALITY
CONSTRAINTS
.
32
3.3
INEQUALITY
CONSTRAINTS
.
35
3.4
FEASIBLE
STARTING
POINTS
.
37
3.5
LOCAL
SEARCH
.
38
4
THEORETICAL
RESULTS
41
4.1
THE
DIFFERENTIAL
GENERATOR
.
41
4.2
EXISTENCE
AND
UNIQUENESS
OF
A
SOLUTION
.
42
4.3
ASSUMPTION
A
C
.
45
4.4
REGULARITY
OF
THE
SOLUTION
.
52
4.5
RECURRENCE
OF
THE
SOLUTION
.
55
4.6
ERGODIC
PROPERTIES
OF
THE
SOLUTION
.
58
5
THE
ALGORITHM
77
5.1
GENERAL
IDEA
.
77
6
CONTENTS
5.2
PREDICTOR
STEP
.
79
5.3
CORRECTOR
STEP
.
81
5.4
STEP
SIZE
CONTROL
.
85
5.5
SKETCH
OF
THE
ALGORITHM
.
86
6
NUMERICAL
RESULTS
95
6.1
PROBLEM
1
.
95
6.2
PROBLEM
2
.
105
6.3
PROBLEM
3
.
109
6.4
PROBLEM
4
.
113 |
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| id | DE-604.BV013346632 |
| illustrated | Illustrated |
| indexdate | 2024-11-22T17:14:37Z |
| institution | BVB |
| isbn | 3897831465 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009102186 |
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| physical | 122 S. graph. Darst. 21 cm |
| publishDate | 2000 |
| publishDateSearch | 2000 |
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| publisher | Roderer |
| record_format | marc |
| series | Theorie und Forschung |
| series2 | Theorie und Forschung [Theorie und Forschung / Mathematik] |
| spelling | Stöhr, Annelie Verfasser aut A constrained global optimization method using stochastic differential equations on manifolds Annelie Stöhr Regensburg Roderer 2000 122 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Theorie und Forschung 672 [Theorie und Forschung / Mathematik] 15 Zugl.: München, Techn. Univ., Diss., 2000 Nebenbedingung (DE-588)4140066-5 gnd rswk-swf Globale Optimierung (DE-588)4140067-7 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Globale Optimierung (DE-588)4140067-7 s Nebenbedingung (DE-588)4140066-5 s Stochastische Differentialgleichung (DE-588)4057621-8 s DE-604 Mathematik] [Theorie und Forschung 15 (DE-604)BV000812876 15 Theorie und Forschung 672 (DE-604)BV000018081 672 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009102186&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stöhr, Annelie A constrained global optimization method using stochastic differential equations on manifolds Theorie und Forschung Nebenbedingung (DE-588)4140066-5 gnd Globale Optimierung (DE-588)4140067-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4140066-5 (DE-588)4140067-7 (DE-588)4057621-8 (DE-588)4113937-9 |
| title | A constrained global optimization method using stochastic differential equations on manifolds |
| title_auth | A constrained global optimization method using stochastic differential equations on manifolds |
| title_exact_search | A constrained global optimization method using stochastic differential equations on manifolds |
| title_full | A constrained global optimization method using stochastic differential equations on manifolds Annelie Stöhr |
| title_fullStr | A constrained global optimization method using stochastic differential equations on manifolds Annelie Stöhr |
| title_full_unstemmed | A constrained global optimization method using stochastic differential equations on manifolds Annelie Stöhr |
| title_short | A constrained global optimization method using stochastic differential equations on manifolds |
| title_sort | a constrained global optimization method using stochastic differential equations on manifolds |
| topic | Nebenbedingung (DE-588)4140066-5 gnd Globale Optimierung (DE-588)4140067-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Nebenbedingung Globale Optimierung Stochastische Differentialgleichung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009102186&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000812876 (DE-604)BV000018081 |
| work_keys_str_mv | AT stohrannelie aconstrainedglobaloptimizationmethodusingstochasticdifferentialequationsonmanifolds |