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On a global optimization problem in the study of information discrepancy
Fang, WW
1997-12-01
Source PublicationJOURNAL OF GLOBAL OPTIMIZATION
ISSN0925-5001
Volume11Issue:4Pages:387-408
AbstractA 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.
Keyworddiscrepancy entropy global maximization
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:A1997YF22800004
PublisherKLUWER ACADEMIC PUBL
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28968
Collection中国科学院数学与系统科学研究院
Affiliation1.RUTGERS STATE UNIV,DIMACS CTR,PISCATAWAY,NJ 08855
2.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100864,PEOPLES R CHINA
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GB/T 7714
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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