DocumentCode :
940363
Title :
The determination of the location of the global maximum of a function in the presence of several local extrema
Author :
Slump, Cornelis H. ; Hoenders, Bernhard J.
Volume :
31
Issue :
4
fYear :
1985
fDate :
7/1/1985 12:00:00 AM
Firstpage :
490
Lastpage :
497
Abstract :
The global maximum of a function can be determined by using information about the number of stationary points in the domain of interest. This information is obtained by evaluating an integral that equals the exact number of stationary points of the function. The integral is based on work by Kronecker and Picard at the end of the nineteenth century. The numerical feasibility of the method is shown by two computed examples, i.e., estimation problems from statistics and optical communication theory. In these examples the global maximum of the likelihood function is obtained by using the total number of stationary points as revealed by the computed integral.
Keywords :
Optimization methods; maximum-likelihood (ML) estimation; Grid computing; Information theory; Integral equations; Iterative algorithms; Maximum likelihood estimation; Nonlinear equations; Optical computing; Optical fiber communication; Physics; Statistics;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1985.1057058
Filename :
1057058
Link To Document :
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