A NEW INTERVAL METHOD FOR LOCATING THE BOUNDARY OF LEVEL SETS

被引：2

作者：

CSENDES, T ^{[1
]}

PINTER, J ^{[1
]}

机构：

[1] INST TRANSPORTAT SCI,BUDAPEST,HUNGARY

来源：

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 1993年 / 49卷 / 1-2期

关键词：

INCLUSION FUNCTION; INTERVAL ARITHMETIC; LEVEL SET; NONLINEAR OPTIMIZATION; SENSITIVITY ANALYSIS; PARAMETER ESTIMATION;

D O I：

10.1080/00207169308804215

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An interval method for sensitivity analysis is presented that locates the boundary of level sets. Convergence conditions and the rate of convergence of the procedure are studied. The algorithm is applied to a real life parameter estimation problem, and its results are compared with those obtained with a traditional method based on the approximation of the Hessian matrix.

引用

页码：53 / 59

页数：7

共 9 条

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