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
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