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On a global optimization problem in the study of information discrepancy
Fang, WW
1997-12-01
发表期刊JOURNAL OF GLOBAL OPTIMIZATION
ISSN0925-5001
卷号11期号:4页码:387-408
摘要A nonlinear function has been introduced for indexing the disagreement degree of a group of judgment matrices (Weiwu Fang, 1994). It has many good properties and may be applied in decision making and information processes. In this paper, we will discuss a global optimization problem concerned with the global maximum of this function which is constrained on some sets of matrices. Because the size of matrix groups in the problem is arbitrary and the number of local maximum solutions increases exponentially, numerical methods are not suitable and formalized results are desired for the problem. By an approach somewhat similar to the branch and bound method, we have obtained some formulae on global maximums, a sufficient and necessary condition of the function taking the maximums, and some maximum solution sets.
关键词discrepancy entropy global maximization
语种英语
WOS研究方向Operations Research & Management Science ; Mathematics
WOS类目Operations Research & Management Science ; Mathematics, Applied
WOS记录号WOS:A1997YF22800004
出版者KLUWER ACADEMIC PUBL
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/28968
专题中国科学院数学与系统科学研究院
作者单位1.RUTGERS STATE UNIV,DIMACS CTR,PISCATAWAY,NJ 08855
2.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100864,PEOPLES R CHINA
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Fang, WW. On a global optimization problem in the study of information discrepancy[J]. JOURNAL OF GLOBAL OPTIMIZATION,1997,11(4):387-408.
APA Fang, WW.(1997).On a global optimization problem in the study of information discrepancy.JOURNAL OF GLOBAL OPTIMIZATION,11(4),387-408.
MLA Fang, WW."On a global optimization problem in the study of information discrepancy".JOURNAL OF GLOBAL OPTIMIZATION 11.4(1997):387-408.
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