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An efficient implementation of optimization algorithms

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  • Vignes, Jean

Abstract

In implementing any optimization method on a computer, several problems arise: •how to break off the iterative process;•how to determine the satisfactory computed solution and be sure the computer cannot provide a better one;•how to tell whether or not computed solution approximates the mathematical solution, and to what degree of accuracy. New methods of solving these problems are presented in this paper.

Suggested Citation

  • Vignes, Jean, 1984. "An efficient implementation of optimization algorithms," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 26(3), pages 243-256.
    • Handle: RePEc:eee:matcom:v:26:y:1984:i:3:p:243-256
    DOI: 10.1016/0378-4754(84)90061-2
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    References listed on IDEAS

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    1. Vignes, J., 1978. "New methods for evaluating the validity of the results of mathematical computations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 20(4), pages 227-249.
    2. Tolla, Pierre, 1983. "Linear and non-linear programming software validity," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 25(1), pages 39-42.
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    Cited by:

    1. Vignes, J., 1988. "Review on stochastic approach to round-off error analysis and its applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(6), pages 481-491.
    2. Vignes, J., 1993. "A stochastic arithmetic for reliable scientific computation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 35(3), pages 233-261.

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