11. Considerations for Optimization and Estimation in the Real (Noisy) World
Published Online: 29 NOV 2011
DOI: 10.1002/9781118109656.ch11
Copyright © 2011 John Wiley & Sons, Inc. All rights reserved.
Book Title
Empirical Model Building: Data, Models, and Reality, Second Edition
Additional Information
How to Cite
Thompson, J. R. (2011) Considerations for Optimization and Estimation in the Real (Noisy) World, in Empirical Model Building: Data, Models, and Reality, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118109656.ch11
Publication History
- Published Online: 29 NOV 2011
- Published Print: 24 OCT 2011
Book Series:
ISBN Information
Print ISBN: 9780470467039
Online ISBN: 9781118109656
- Summary
- Chapter
- References
Keywords:
- Newton's method;
- simulation-based estimation;
- Nelder-Mead algorithm;
- Box-Hunter algorithm;
- high dimensions
Summary
This chapter contains sections titled:
Introduction
The Nelder–Mead Algorithm
The Box–Hunter Algorithm
Simulated Annealing
Exploration and Estimation in High Dimensions