• 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